Statistical Learning
Optimizing ML Training with Metagradient Descent
Engstrom, Logan, Ilyas, Andrew, Chen, Benjamin, Feldmann, Axel, Moses, William, Madry, Aleksander
A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based approach to this problem. We first introduce an algorithm for efficiently calculating metagradients -- gradients through model training -- at scale. We then introduce a "smooth model training" framework that enables effective optimization using metagradients. With metagradient descent (MGD), we greatly improve on existing dataset selection methods, outperform accuracy-degrading data poisoning attacks by an order of magnitude, and automatically find competitive learning rate schedules.
Multi-modal Time Series Analysis: A Tutorial and Survey
Jiang, Yushan, Ning, Kanghui, Pan, Zijie, Shen, Xuyang, Ni, Jingchao, Yu, Wenchao, Schneider, Anderson, Chen, Haifeng, Nevmyvaka, Yuriy, Song, Dongjin
Multi-modal time series analysis has recently emerged as a prominent research area in data mining, driven by the increasing availability of diverse data modalities, such as text, images, and structured tabular data from real-world sources. However, effective analysis of multi-modal time series is hindered by data heterogeneity, modality gap, misalignment, and inherent noise. Recent advancements in multi-modal time series methods have exploited the multi-modal context via cross-modal interactions based on deep learning methods, significantly enhancing various downstream tasks. In this tutorial and survey, we present a systematic and up-to-date overview of multi-modal time series datasets and methods. We first state the existing challenges of multi-modal time series analysis and our motivations, with a brief introduction of preliminaries. Then, we summarize the general pipeline and categorize existing methods through a unified cross-modal interaction framework encompassing fusion, alignment, and transference at different levels (\textit{i.e.}, input, intermediate, output), where key concepts and ideas are highlighted. We also discuss the real-world applications of multi-modal analysis for both standard and spatial time series, tailored to general and specific domains. Finally, we discuss future research directions to help practitioners explore and exploit multi-modal time series. The up-to-date resources are provided in the GitHub repository: https://github.com/UConn-DSIS/Multi-modal-Time-Series-Analysis
Quantum EigenGame for excited state calculation
Quiroga, David, Han, Jason, Kyrillidis, Anastasios
Quantum computing offers an alternative approach to solving complex computational tasks, potentially reducing the time and space complexity compared to classical methods. Quantum algorithms -like Quantum Phase Estimation [1], the Deutsch-Jozsa algorithm [2], and Grover's algorithm [3]- demonstrate superior performance in ideal, noiseless conditions. However, in the Noisy Intermediate-Scale Quantum (NISQ) era [4], noise remains a significant challenge, influencing the stability and reliability of quantum computations [5-8]. Performing optimization tasks under noisy settings is a common scenario in the algorithmic literature. In optimization and machine learning, errors that propagate throughout iterations critically influence performance metrics and outcomes [9-12]. Understanding and mitigating error propagation is crucial for enhancing the practical utility of algorithms in real-world applications. Particularly relevant to the present work, consider the case of derivative-free optimization (DFO) [13-18]: DFO is employed effectively in scenarios where traditional gradient-based methods falter [16]. However, the efficiency of DFO methods often lags, particularly for high-dimensional problems, due to their reliance on sampling routines that may require many function evaluations to approximate gradients [15]. Further, DFO may struggle with precision near minima [17].
Experiments with Optimal Model Trees
Roselli, Sabino Francesco, Frank, Eibe
Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear combinations of predictor variables in their leaf nodes to form predictions, which can help achieve higher accuracy and smaller trees. Typical algorithms for learning model trees from training data work in a greedy fashion, growing the tree in a top-down manner by recursively splitting the data into smaller and smaller subsets. Crucially, the selected splits are only locally optimal, potentially rendering the tree overly complex and less accurate than a tree whose structure is globally optimal for the training data. In this paper, we empirically investigate the effect of constructing globally optimal model trees for classification and regression with linear support vector machines at the leaf nodes. To this end, we present mixed-integer linear programming formulations to learn optimal trees, compute such trees for a large collection of benchmark data sets, and compare their performance against greedily grown model trees in terms of interpretability and accuracy. We also compare to classic optimal and greedily grown decision trees, random forests, and support vector machines. Our results show that optimal model trees can achieve competitive accuracy with very small trees. We also investigate the effect on the accuracy of replacing axis-parallel splits with multivariate ones, foregoing interpretability while potentially obtaining greater accuracy.
Multi-label feature selection based on binary hashing learning and dynamic graph constraints
Guo, Cong, Huang, Changqin, Zhou, Wenhua, Huang, Xiaodi
Multi-label learning poses significant challenges in extracting reliable supervisory signals from the label space. Existing approaches often employ continuous pseudo-labels to replace binary labels, improving supervisory information representation. However, these methods can introduce noise from irrelevant labels and lead to unreliable graph structures. To overcome these limitations, this study introduces a novel multi-label feature selection method called Binary Hashing and Dynamic Graph Constraint (BHDG), the first method to integrate binary hashing into multi-label learning. BHDG utilizes low-dimensional binary hashing codes as pseudo-labels to reduce noise and improve representation robustness. A dynamically constrained sample projection space is constructed based on the graph structure of these binary pseudo-labels, enhancing the reliability of the dynamic graph. To further enhance pseudo-label quality, BHDG incorporates label graph constraints and inner product minimization within the sample space. Additionally, an $l_{2,1}$-norm regularization term is added to the objective function to facilitate the feature selection process. The augmented Lagrangian multiplier (ALM) method is employed to optimize binary variables effectively. Comprehensive experiments on 10 benchmark datasets demonstrate that BHDG outperforms ten state-of-the-art methods across six evaluation metrics. BHDG achieves the highest overall performance ranking, surpassing the next-best method by an average of at least 2.7 ranks per metric, underscoring its effectiveness and robustness in multi-label feature selection.
Spectrally-Corrected and Regularized QDA Classifier for Spiked Covariance Model
Luo, Wenya, Li, Hua, Bai, Zhidong, Liu, Zhijun
Quadratic discriminant analysis (QDA) is a widely used method for classification problems, particularly preferable over Linear Discriminant Analysis (LDA) for heterogeneous data. However, QDA loses its effectiveness in high-dimensional settings, where the data dimension and sample size tend to infinity. To address this issue, we propose a novel QDA method utilizing spectral correction and regularization techniques, termed SR-QDA. The regularization parameters in our method are selected by maximizing the Fisher-discriminant ratio. We compare SR-QDA with QDA, regularized quadratic discriminant analysis (R-QDA), and several other competitors. The results indicate that SR-QDA performs exceptionally well, especially in moderate and high-dimensional situations. Empirical experiments across diverse datasets further support this conclusion.
Designing and Deploying AI Models for Sustainable Logistics Optimization: A Case Study on Eco-Efficient Supply Chains in the USA
Shawon, Reza E Rabbi, Hasan, MD Rokibul, Rahman, Md Anisur, Ghandri, Mohamed, Lamari, Iman Ahmed, Kawsar, Mohammed, Akter, Rubi
The rapid evolution of Artificial Intelligence (AI) and Machine Learning (ML) has significantly transformed logistics and supply chain management, particularly in the pursuit of sustainability and eco-efficiency. This study explores AI-based methodologies for optimizing logistics operations in the USA, focusing on reducing environmental impact, improving fuel efficiency, and minimizing costs. Key AI applications include predictive analytics for demand forecasting, route optimization through machine learning, and AI-powered fuel efficiency strategies. Various models, such as Linear Regression, XGBoost, Support Vector Machine, and Neural Networks, are applied to real-world logistics datasets to reduce carbon emissions based on logistics operations, optimize travel routes to minimize distance and travel time, and predict future deliveries to plan optimal routes. Other models such as K-Means and DBSCAN are also used to optimize travel routes to minimize distance and travel time for logistics operations. This study utilizes datasets from logistics companies' databases. The study also assesses model performance using metrics such as mean absolute error (MAE), mean squared error (MSE), and R2 score. This study also explores how these models can be deployed to various platforms for real-time logistics and supply chain use. The models are also examined through a thorough case study, highlighting best practices and regulatory frameworks that promote sustainability. The findings demonstrate AI's potential to enhance logistics efficiency, reduce carbon footprints, and contribute to a more resilient and adaptive supply chain ecosystem.
Investigating the effect of CPT in lateral spreading prediction using Explainable AI
Hsiao, Cheng-Hsi, Rathje, Ellen, Kumar, Krishna
This study proposes an autoencoder approach to extract latent features from cone penetration test profiles to evaluate the potential of incorporating CPT data in an AI model. We employ autoencoders to compress 200 CPT profiles of soil behavior type index (Ic) and normalized cone resistance (qc1Ncs) into ten latent features while preserving critical information. We then utilize the extracted latent features with site parameters to train XGBoost models for predicting lateral spreading occurrences in the 2011 Christchurch earthquake. Models using the latent CPT features outperformed models with conventional CPT metrics or no CPT data, achieving over 83% accuracy. Explainable AI revealed the most crucial latent feature corresponding to soil behavior between 1-3 meter depths, highlighting this depth range's criticality for liquefaction evaluation. The autoencoder approach provides an automated technique for condensing CPT profiles into informative latent features for machine-learning liquefaction models.
PrETi: Predicting Execution Time in Early Stage with LLVM and Machine Learning
Xu, Risheng, Sieweck, Philipp, von Hasseln, Hermann, Nowotka, Dirk
We introduce preti, a novel framework for predicting software execution time during the early stages of development. preti leverages an LLVM-based simulation environment to extract timing-related runtime information, such as the count of executed LLVM IR instructions. This information, combined with historical execution time data, is utilized to train machine learning models for accurate time prediction. To further enhance prediction accuracy, our approach incorporates simulations of cache accesses and branch prediction. The evaluations on public benchmarks demonstrate that preti achieves an average Absolute Percentage Error (APE) of 11.98\%, surpassing state-of-the-art methods. These results underscore the effectiveness and efficiency of preti as a robust solution for early-stage timing analysis.
Effective Dimension Aware Fractional-Order Stochastic Gradient Descent for Convex Optimization Problems
Partohaghighi, Mohammad, Marcia, Roummel, Chen, YangQuan
Fractional-order stochastic gradient descent (FOSGD) leverages a fractional exponent to capture long-memory effects in optimization, yet its practical impact is often constrained by the difficulty of tuning and stabilizing this exponent. In this work, we introduce 2SED Fractional-Order Stochastic Gradient Descent (2SEDFOSGD), a novel method that synergistically combines the Two-Scale Effective Dimension (2SED) algorithm with FOSGD to automatically calibrate the fractional exponent in a data-driven manner. By continuously gauging model sensitivity and effective dimensionality, 2SED dynamically adjusts the exponent to curb erratic oscillations and enhance convergence rates. Theoretically, we demonstrate how this dimension-aware adaptation retains the benefits of fractional memory while averting the sluggish or unstable behaviors frequently observed in naive fractional SGD. Empirical evaluations across multiple benchmarks confirm that our 2SED-driven fractional exponent approach not only converges faster but also achieves more robust final performance, suggesting broad applicability for fractional-order methodologies in large-scale machine learning and related domains.