Statistical Learning
When does a predictor know its own loss?
Gollakota, Aravind, Gopalan, Parikshit, Karan, Aayush, Peale, Charlotte, Wieder, Udi
Given a predictor and a loss function, how well can we predict the loss that the predictor will incur on an input? This is the problem of loss prediction, a key computational task associated with uncertainty estimation for a predictor. In a classification setting, a predictor will typically predict a distribution over labels and hence have its own estimate of the loss that it will incur, given by the entropy of the predicted distribution. Should we trust this estimate? In other words, when does the predictor know what it knows and what it does not know? In this work we study the theoretical foundations of loss prediction. Our main contribution is to establish tight connections between nontrivial loss prediction and certain forms of multicalibration, a multigroup fairness notion that asks for calibrated predictions across computationally identifiable subgroups. Formally, we show that a loss predictor that is able to improve on the self-estimate of a predictor yields a witness to a failure of multicalibration, and vice versa. This has the implication that nontrivial loss prediction is in effect no easier or harder than auditing for multicalibration. We support our theoretical results with experiments that show a robust positive correlation between the multicalibration error of a predictor and the efficacy of training a loss predictor.
Scalable Graph Attention-based Instance Selection via Mini-Batch Sampling and Hierarchical Hashing
Rustamov, Zahiriddin, Zaitouny, Ayham, Zaki, Nazar
Instance selection (IS) is important in machine learning for reducing dataset size while keeping key characteristics. Current IS methods often struggle with capturing complex relationships in high-dimensional spaces and scale with large datasets. This paper introduces a graph attention-based instance selection (GAIS) method that uses attention mechanisms to identify informative instances through their structural relationships in graph representations. We present two approaches for scalable graph construction: a distance-based mini-batch sampling technique that reduces computation through strategic batch processing, and a hierarchical hashing approach that allows for efficient similarity computation through random projections. The mini-batch approach keeps class distributions through stratified sampling, while the hierarchical hashing method captures relationships at multiple granularities through single-level, multi-level, and multi-view variants. Experiments across 39 datasets show that GAIS achieves reduction rates above 96\% while maintaining or improving model performance relative to state-of-the-art IS methods. The findings shows that the distance-based mini-batch approach offers an optimal balance of efficiency and effectiveness for large-scale datasets, while multi-view variants provide superior performance for complex, high-dimensional data, demonstrating that attention-based importance scoring can effectively identify instances crucial for maintaining decision boundaries without requiring exhaustive pairwise comparisons.
Online Meta-learning for AutoML in Real-time (OnMAR)
Gerber, Mia, Bosman, Anna Sergeevna, de Villiers, Johan Pieter
Automated machine learning (AutoML) is a research area focusing on using optimisation techniques to design machine learning (ML) algorithms, alleviating the need for a human to perform manual algorithm design. Real-time AutoML enables the design process to happen while the ML algorithm is being applied to a task. Real-time AutoML is an emerging research area, as such existing real-time AutoML techniques need improvement with respect to the quality of designs and time taken to create designs. To address these issues, this study proposes an Online Meta-learning for AutoML in Real-time (OnMAR) approach. Meta-learning gathers information about the optimisation process undertaken by the ML algorithm in the form of meta-features. Meta-features are used in conjunction with a meta-learner to optimise the optimisation process. The OnMAR approach uses a meta-learner to predict the accuracy of an ML design. If the accuracy predicted by the meta-learner is sufficient, the design is used, and if the predicted accuracy is low, an optimisation technique creates a new design. A genetic algorithm (GA) is the optimisation technique used as part of the OnMAR approach. Different meta-learners (k-nearest neighbours, random forest and XGBoost) are tested. The OnMAR approach is model-agnostic (i.e. not specific to a single real-time AutoML application) and therefore evaluated on three different real-time AutoML applications, namely: composing an image clustering algorithm, configuring the hyper-parameters of a convolutional neural network, and configuring a video classification pipeline. The OnMAR approach is effective, matching or outperforming existing real-time AutoML approaches, with the added benefit of a faster runtime.
Understanding the Limits of Deep Tabular Methods with Temporal Shift
Deep tabular models have demonstrated remarkable success on i.i.d. data, excelling in a variety of structured data tasks. However, their performance often deteriorates under temporal distribution shifts, where trends and periodic patterns are present in the evolving data distribution over time. In this paper, we explore the underlying reasons for this failure in capturing temporal dependencies. We begin by investigating the training protocol, revealing a key issue in how model selection perform. While existing approaches use temporal ordering for splitting validation set, we show that even a random split can significantly improve model performance. By minimizing the time lag between training data and test time, while reducing the bias in validation, our proposed training protocol significantly improves generalization across various methods. Furthermore, we analyze how temporal data affects deep tabular representations, uncovering that these models often fail to capture crucial periodic and trend information. To address this gap, we introduce a plug-and-play temporal embedding method based on Fourier series expansion to learn and incorporate temporal patterns, offering an adaptive approach to handle temporal shifts. Our experiments demonstrate that this temporal embedding, combined with the improved training protocol, provides a more effective and robust framework for learning from temporal tabular data.
Selective Use of Yannakakis' Algorithm to Improve Query Performance: Machine Learning to the Rescue
Böhm, Daniela, Gottlob, Georg, Lanzinger, Matthias, Longo, Davide, Okulmus, Cem, Pichler, Reinhard, Selzer, Alexander
Query optimization has played a central role in database research for decades. However, more often than not, the proposed optimization techniques lead to a performance improvement in some, but not in all, situations. Therefore, we urgently need a methodology for designing a decision procedure that decides for a given query whether the optimization technique should be applied or not. In this work, we propose such a methodology with a focus on Yannakakis-style query evaluation as our optimization technique of interest. More specifically, we formulate this decision problem as an algorithm selection problem and we present a Machine Learning based approach for its solution. Empirical results with several benchmarks on a variety of database systems show that our approach indeed leads to a statistically significant performance improvement.
Topological Autoencoders++: Fast and Accurate Cycle-Aware Dimensionality Reduction
Clémot, Mattéo, Digne, Julie, Tierny, Julien
This paper presents a novel topology-aware dimensionality reduction approach aiming at accurately visualizing the cyclic patterns present in high dimensional data. To that end, we build on the Topological Autoencoders (TopoAE) formulation. First, we provide a novel theoretical analysis of its associated loss and show that a zero loss indeed induces identical persistence pairs (in high and low dimensions) for the $0$-dimensional persistent homology (PH$^0$) of the Rips filtration. We also provide a counter example showing that this property no longer holds for a naive extension of TopoAE to PH$^d$ for $d\ge 1$. Based on this observation, we introduce a novel generalization of TopoAE to $1$-dimensional persistent homology (PH$^1$), called TopoAE++, for the accurate generation of cycle-aware planar embeddings, addressing the above failure case. This generalization is based on the notion of cascade distortion, a new penalty term favoring an isometric embedding of the $2$-chains filling persistent $1$-cycles, hence resulting in more faithful geometrical reconstructions of the $1$-cycles in the plane. We further introduce a novel, fast algorithm for the exact computation of PH for Rips filtrations in the plane, yielding improved runtimes over previously documented topology-aware methods. Our method also achieves a better balance between the topological accuracy, as measured by the Wasserstein distance, and the visual preservation of the cycles in low dimensions. Our C++ implementation is available at https://github.com/MClemot/TopologicalAutoencodersPlusPlus.
Mixture of Experts for Recognizing Depression from Interview and Reading Tasks
Ilias, Loukas, Askounis, Dimitris
Depression is a mental disorder and can cause a variety of symptoms, including psychological, physical, and social. Speech has been proved an objective marker for the early recognition of depression. For this reason, many studies have been developed aiming to recognize depression through speech. However, existing methods rely on the usage of only the spontaneous speech neglecting information obtained via read speech, use transcripts which are often difficult to obtain (manual) or come with high word-error rates (automatic), and do not focus on input-conditional computation methods. To resolve these limitations, this is the first study in depression recognition task obtaining representations of both spontaneous and read speech, utilizing multimodal fusion methods, and employing Mixture of Experts (MoE) models in a single deep neural network. Specifically, we use audio files corresponding to both interview and reading tasks and convert each audio file into log-Mel spectrogram, delta, and delta-delta. Next, the image representations of the two tasks pass through shared AlexNet models. The outputs of the AlexNet models are given as input to a multimodal fusion method. The resulting vector is passed through a MoE module. In this study, we employ three variants of MoE, namely sparsely-gated MoE and multilinear MoE based on factorization. Findings suggest that our proposed approach yields an Accuracy and F1-score of 87.00% and 86.66% respectively on the Androids corpus.
Recommendations from Sparse Comparison Data: Provably Fast Convergence for Nonconvex Matrix Factorization
Sankagiri, Suryanarayana, Etesami, Jalal, Grossglauser, Matthias
This paper provides a theoretical analysis of a new learning problem for recommender systems where users provide feedback by comparing pairs of items instead of rating them individually. We assume that comparisons stem from latent user and item features, which reduces the task of predicting preferences to learning these features from comparison data. Similar to the classical matrix factorization problem, the main challenge in this learning task is that the resulting loss function is nonconvex. Our analysis shows that the loss function exhibits (restricted) strong convexity near the true solution, which ensures gradient-based methods converge exponentially, given an appropriate warm start. Importantly, this result holds in a sparse data regime, where each user compares only a few pairs of items. Our main technical contribution is to extend certain concentration inequalities commonly used in matrix completion to our model. Our work demonstrates that learning personalized recommendations from comparison data is computationally and statistically efficient.
Efficient Time Series Forecasting via Hyper-Complex Models and Frequency Aggregation
Yakir, Eyal, Tsur, Dor, Permuter, Haim
Time series forecasting is a long-standing problem in statistics and machine learning. One of the key challenges is processing sequences with long-range dependencies. To that end, a recent line of work applied the short-time Fourier transform (STFT), which partitions the sequence into multiple subsequences and applies a Fourier transform to each separately. We propose the Frequency Information Aggregation (FIA)-Net, which is based on a novel complex-valued MLP architecture that aggregates adjacent window information in the frequency domain. To further increase the receptive field of the FIA-Net, we treat the set of windows as hyper-complex (HC) valued vectors and employ HC algebra to efficiently combine information from all STFT windows altogether. Using the HC-MLP backbone allows for improved handling of sequences with long-term dependence. Furthermore, due to the nature of HC operations, the HC-MLP uses up to three times fewer parameters than the equivalent standard window aggregation method. We evaluate the FIA-Net on various time-series benchmarks and show that the proposed methodologies outperform existing state of the art methods in terms of both accuracy and efficiency. Our code is publicly available on https://anonymous.4open.science/r/research-1803/.
Algebraic Machine Learning: Learning as computing an algebraic decomposition of a task
Martin-Maroto, Fernando, Abderrahaman, Nabil, Mendez, David, de Polavieja, Gonzalo G.
Statistics and Optimization are foundational to modern Machine Learning. Here, we propose an alternative foundation based on Abstract Algebra, with mathematics that facilitates the analysis of learning. In this approach, the goal of the task and the data are encoded as axioms of an algebra, and a model is obtained where only these axioms and their logical consequences hold. Although this is not a generalizing model, we show that selecting specific subsets of its breakdown into algebraic atoms obtained via subdirect decomposition gives a model that generalizes. We validate this new learning principle on standard datasets such as MNIST, FashionMNIST, CIFAR-10, and medical images, achieving performance comparable to optimized multilayer perceptrons. Beyond data-driven tasks, the new learning principle extends to formal problems, such as finding Hamiltonian cycles from their specifications and without relying on search. This algebraic foundation offers a fresh perspective on machine intelligence, featuring direct learning from training data without the need for validation dataset, scaling through model additivity, and asymptotic convergence to the underlying rule in the data.