Statistical Learning
SNPL: Simultaneous Policy Learning and Evaluation for Safe Multi-Objective Policy Improvement
Cho, Brian, Pop, Ana-Roxana, Evnine, Ariel, Kallus, Nathan
To design effective digital interventions, experimenters face the challenge of learning decision policies that balance multiple objectives using offline data. Often, they aim to develop policies that maximize goal outcomes, while ensuring there are no undesirable changes in guardrail outcomes. To provide credible recommendations, experimenters must not only identify policies that satisfy the desired changes in goal and guardrail outcomes, but also offer probabilistic guarantees about the changes these policies induce. In practice, however, policy classes are often large, and digital experiments tend to produce datasets with small effect sizes relative to noise. In this setting, standard approaches such as data splitting or multiple testing often result in unstable policy selection and/or insufficient statistical power. In this paper, we provide safe noisy policy learning (SNPL), a novel approach that leverages the concept of algorithmic stability to address these challenges. Our method enables policy learning while simultaneously providing high-confidence guarantees using the entire dataset, avoiding the need for data-splitting. We present finite-sample and asymptotic versions of our algorithm that ensure the recommended policy satisfies high-probability guarantees for avoiding guardrail regressions and/or achieving goal outcome improvements. We test both variants of our approach approach empirically on a real-world application of personalizing SMS delivery. Our results on real-world data suggest that our approach offers dramatic improvements in settings with large policy classes and low signal-to-noise across both finite-sample and asymptotic safety guarantees, offering up to 300\% improvements in detection rates and 150\% improvements in policy gains at significantly smaller sample sizes.
Calibration Strategies for Robust Causal Estimation: Theoretical and Empirical Insights on Propensity Score Based Estimators
Rabenseifner, Jan, Klaassen, Sven, Kueck, Jannis, Bach, Philipp
The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent advances in calibration techniques for propensity score estimation, improving the robustness of propensity scores in challenging settings such as limited overlap, small sample sizes, or unbalanced data. Our contributions are twofold: First, we provide a theoretical analysis of the properties of calibrated estimators in the context of DML. To this end, we refine existing calibration frameworks for propensity score models, with a particular emphasis on the role of sample-splitting schemes in ensuring valid causal inference. Second, through extensive simulations, we show that calibration reduces variance of inverse-based propensity score estimators while also mitigating bias in IPW, even in small-sample regimes. Notably, calibration improves stability for flexible learners (e.g., gradient boosting) while preserving the doubly robust properties of DML. A key insight is that, even when methods perform well without calibration, incorporating a calibration step does not degrade performance, provided that an appropriate sample-splitting approach is chosen.
ML-Based Bidding Price Prediction for Pay-As-Bid Ancillary Services Markets: A Use Case in the German Control Reserve Market
Bezold, Vincent, Baur, Lukas, Sauer, Alexander
The increasing integration of renewable energy sources has led to greater volatility and unpredictability in electricity generation, posing challenges to grid stability. Ancillary service markets, such as the German control reserve market, allow industrial consumers and producers to offer flexibility in their power consumption or generation, contributing to grid stability while earning additional income. However, many participants use simple bidding strategies that may not maximize their revenues. This paper presents a methodology for forecasting bidding prices in pay-as-bid ancillary service markets, focusing on the German control reserve market. We evaluate various machine learning models, including Support Vector Regression, Decision Trees, and k-Nearest Neighbors, and compare their performance against benchmark models. To address the asymmetry in the revenue function of pay-as-bid markets, we introduce an offset adjustment technique that enhances the practical applicability of the forecasting models. Our analysis demonstrates that the proposed approach improves potential revenues by 27.43 % to 37.31 % compared to baseline models. When analyzing the relationship between the model forecasting errors and the revenue, a negative correlation is measured for three markets; according to the results, a reduction of 1 EUR/MW model price forecasting error (MAE) statistically leads to a yearly revenue increase between 483 EUR/MW and 3,631 EUR/MW. The proposed methodology enables industrial participants to optimize their bidding strategies, leading to increased earnings and contributing to the efficiency and stability of the electrical grid.
Integrated Subset Selection and Bandwidth Estimation Algorithm for Geographically Weighted Regression
Lee, Hyunwoo, Park, Young Woong
This study proposes a mathematical programming-based algorithm for the integrated selection of variable subsets and bandwidth estimation in geographically weighted regression, a local regression method that allows the kernel bandwidth and regression coefficients to vary across study areas. Unlike standard approaches in the literature, in which bandwidth and regression parameters are estimated separately for each focal point on the basis of different criteria, our model uses a single objective function for the integrated estimation of regression and bandwidth parameters across all focal points, based on the regression likelihood function and variance modeling. The proposed model further integrates a procedure to select a single subset of independent variables for all focal points, whereas existing approaches may return heterogeneous subsets across focal points. We then propose an alternative direction method to solve the nonconvex mathematical model and show that it converges to a partial minimum. The computational experiment indicates that the proposed algorithm provides competitive explanatory power with stable spatially varying patterns, with the ability to select the best subset and account for additional constraints.
Nonparametric Factor Analysis and Beyond
Zheng, Yujia, Liu, Yang, Yao, Jiaxiong, Hu, Yingyao, Zhang, Kun
Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or noiseless regimes. In contrast, we study the more general case where noise can take arbitrary forms, depend on latent variables, and be non-invertibly entangled within a nonlinear function. We propose a general framework for identifying latent variables in the nonparametric noisy settings. We first show that, under suitable conditions, the generative model is identifiable up to certain submanifold indeterminacies even in the presence of non-negligible noise. Furthermore, under the structural or distributional variability conditions, we prove that latent variables of the general nonlinear models are identifiable up to trivial indeterminacies. Based on the proposed theoretical framework, we have also developed corresponding estimation methods and validated them in various synthetic and real-world settings. Interestingly, our estimate of the true GDP growth from alternative measurements suggests more insightful information on the economies than official reports. We expect our framework to provide new insight into how both researchers and practitioners deal with latent variables in real-world scenarios.
Sparse Additive Contextual Bandits: A Nonparametric Approach for Online Decision-making with High-dimensional Covariates
Wang, Wenjia, Zhang, Qingwen, Zhang, Xiaowei
Personalized services are central to today's digital landscape, where online decision-making is commonly formulated as contextual bandit problems. Two key challenges emerge in modern applications: high-dimensional covariates and the need for nonparametric models to capture complex reward-covariate relationships. We address these challenges by developing a contextual bandit algorithm based on sparse additive reward models in reproducing kernel Hilbert spaces. We establish statistical properties of the doubly penalized method applied to random regions, introducing novel analyses under bandit feedback. Our algorithm achieves sublinear cumulative regret over the time horizon $T$ while scaling logarithmically with covariate dimensionality $d$. Notably, we provide the first regret upper bound with logarithmic growth in $d$ for nonparametric contextual bandits with high-dimensional covariates. We also establish a lower bound, with the gap to the upper bound vanishing as smoothness increases. Extensive numerical experiments demonstrate our algorithm's superior performance in high-dimensional settings compared to existing approaches.
Machine Learning-Based Genomic Linguistic Analysis (Gene Sequence Feature Learning): A Case Study on Predicting Heavy Metal Response Genes in Rice
Yang, Ruiqi, Wang, Jianxu, Yuan, Wei, Wang, Xun, Li, Mei
This study explores the application of machine learning-based genetic linguistics for identifying heavy metal response genes in rice (Oryza sativa). By integrating convolutional neural networks and random forest algorithms, we developed a hybrid model capable of extracting and learning meaningful features from gene sequences, such as k-mer frequencies and physicochemical properties. The model was trained and tested on datasets of genes, achieving high predictive performance (precision: 0.89, F1-score: 0.82). RNA-seq and qRT-PCR experiments conducted on rice leaves which exposed to Hg0, revealed differential expression of genes associated with heavy metal responses, which validated the model's predictions. Co-expression network analysis identified 103 related genes, and a literature review indicated that these genes are highly likely to be involved in heavy metal-related biological processes. By integrating and comparing the analysis results with those of differentially expressed genes (DEGs), the validity of the new machine learning method was further demonstrated. This study highlights the efficacy of combining machine learning with genetic linguistics for large-scale gene prediction. It demonstrates a cost-effective and efficient approach for uncovering molecular mechanisms underlying heavy metal responses, with potential applications in developing stress-tolerant crop varieties.
Learning Part Knowledge to Facilitate Category Understanding for Fine-Grained Generalized Category Discovery
Wang, Enguang, Peng, Zhimao, Xie, Zhengyuan, Lu, Haori, Yang, Fei, Liu, Xialei
Generalized Category Discovery (GCD) aims to classify unlabeled data containing both seen and novel categories. Although existing methods perform well on generic datasets, they struggle in fine-grained scenarios. We attribute this difficulty to their reliance on contrastive learning over global image features to automatically capture discriminative cues, which fails to capture the subtle local differences essential for distinguishing fine-grained categories. Therefore, in this paper, we propose incorporating part knowledge to address fine-grained GCD, which introduces two key challenges: the absence of annotations for novel classes complicates the extraction of the part features, and global contrastive learning prioritizes holistic feature invariance, inadvertently suppressing discriminative local part patterns. To address these challenges, we propose PartGCD, including 1) Adaptive Part Decomposition, which automatically extracts class-specific semantic parts via Gaussian Mixture Models, and 2) Part Discrepancy Regularization, enforcing explicit separation between part features to amplify fine-grained local part distinctions. Experiments demonstrate state-of-the-art performance across multiple fine-grained benchmarks while maintaining competitiveness on generic datasets, validating the effectiveness and robustness of our approach.
RESFL: An Uncertainty-Aware Framework for Responsible Federated Learning by Balancing Privacy, Fairness and Utility in Autonomous Vehicles
Wasif, Dawood, Moore, Terrence J., Cho, Jin-Hee
Autonomous vehicles (AVs) increasingly rely on Federated Learning (FL) to enhance perception models while preserving privacy. However, existing FL frameworks struggle to balance privacy, fairness, and robustness, leading to performance disparities across demographic groups. Privacy-preserving techniques like differential privacy mitigate data leakage risks but worsen fairness by restricting access to sensitive attributes needed for bias correction. This work explores the trade-off between privacy and fairness in FL-based object detection for AVs and introduces RESFL, an integrated solution optimizing both. RESFL incorporates adversarial privacy disentanglement and uncertainty-guided fairness-aware aggregation. The adversarial component uses a gradient reversal layer to remove sensitive attributes, reducing privacy risks while maintaining fairness. The uncertainty-aware aggregation employs an evidential neural network to weight client updates adaptively, prioritizing contributions with lower fairness disparities and higher confidence. This ensures robust and equitable FL model updates. We evaluate RESFL on the FACET dataset and CARLA simulator, assessing accuracy, fairness, privacy resilience, and robustness under varying conditions. RESFL improves detection accuracy, reduces fairness disparities, and lowers privacy attack success rates while demonstrating superior robustness to adversarial conditions compared to other approaches.
A multi-model approach using XAI and anomaly detection to predict asteroid hazards
Mondal, Amit Kumar, Aslam, Nafisha, Maji, Prasenjit, Mondal, Hemanta Kumar
The potential for catastrophic collision makes near-Earth asteroids (NEAs) a serious concern. Planetary defense depends on accurately classifying potentially hazardous asteroids (PHAs), however the complexity of the data hampers conventional techniques. This work offers a sophisticated method for accurately predicting hazards by combining machine learning, deep learning, explainable AI (XAI), and anomaly detection. Our approach extracts essential parameters like size, velocity, and trajectory from historical and real-time asteroid data. A hybrid algorithm improves prediction accuracy by combining several cutting-edge models. A forecasting module predicts future asteroid behavior, and Monte Carlo simulations evaluate the likelihood of collisions. Timely mitigation is made possible by a real-time alarm system that notifies worldwide monitoring stations. This technique enhances planetary defense efforts by combining real-time alarms with sophisticated predictive modeling.