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 Statistical Learning


Machine learning and high dimensional vector search

arXiv.org Artificial Intelligence

Most high-dimensional vector search methods are based on st atistical tools, signal processing approaches or graph traversal algorithms. Statistical tools include random projections [15], dimensionality reduction (PCA and the SVD). Signal processing is employed p rimarily to compress vectors with quantization [30, 4, 22] Most recent indexing methods are rely on graphs [34, 49, 3, 11] that are built with graph traversal heuristics. Vector search (VS) is used in machine learning (ML) for train ing data deduplication [39] and searching ML embeddings [28, 5]. Therefore, there are many r esearch teams around the world that are competent in both fields.


When Can We Solve the Weighted Low Rank Approximation Problem in Truly Subquadratic Time?

arXiv.org Artificial Intelligence

The weighted low-rank approximation problem is a fundamental numerical linear algebra problem and has many applications in machine learning. Given a $n \times n$ weight matrix $W$ and a $n \times n$ matrix $A$, the goal is to find two low-rank matrices $U, V \in \mathbb{R}^{n \times k}$ such that the cost of $\| W \circ (U V^\top - A) \|_F^2$ is minimized. Previous work has to pay $\Omega(n^2)$ time when matrices $A$ and $W$ are dense, e.g., having $\Omega(n^2)$ non-zero entries. In this work, we show that there is a certain regime, even if $A$ and $W$ are dense, we can still hope to solve the weighted low-rank approximation problem in almost linear $n^{1+o(1)}$ time.


Utilizing Social Media Analytics to Detect Trends in Saudi Arabias Evolving Market

arXiv.org Artificial Intelligence

Saudi Arabia faced a swift economic growth and societal transformation under Vision 2030. This offers a unique opportunity to track emerging trends in the region, which will ultimately pave the way for new business and investment possibilities. This paper explores how AI and social media analytics can identify and track trends across sectors such as construction, food and beverage, tourism, technology, and entertainment thereby helping the businesses make informed decisions. By leveraging a tailored AI-driven methodology, we analyzed millions of social media posts each month, classifying discussions and calculating scores to track the trends. The approach not only uncovered the emerging trends but also shows diminishing trends. Our methodology is able to predict the emergence and growth of trends by utilizing social media data. This approach has potential for adaptation in other regions. Ultimately, our findings highlight how ongoing, AI-powered trend analysis can enable more effective, data-informed business and development strategies in an increasingly dynamic environment.


Characterizing Structured versus Unstructured Environments based on Pedestrians' and Vehicles' Motion Trajectories

arXiv.org Artificial Intelligence

Trajectory behaviours of pedestrians and vehicles operating close to each other can be different in unstructured compared to structured environments. These differences in the motion behaviour are valuable to be considered in the trajectory prediction algorithm of an autonomous vehicle. However, the available datasets on pedestrians' and vehicles' trajectories that are commonly used as benchmarks for trajectory prediction have not been classified based on the nature of their environment. On the other hand, the definitions provided for unstructured and structured environments are rather qualitative and hard to be used for justifying the type of a given environment. In this paper, we have compared different existing datasets based on a couple of extracted trajectory features, such as mean speed and trajectory variability. Through K-means clustering and generalized linear models, we propose more quantitative measures for distinguishing the two different types of environments. Our results show that features such as trajectory variability, stop fraction and density of pedestrians are different among the two environmental types and can be used to classify the existing datasets.


AUKT: Adaptive Uncertainty-Guided Knowledge Transfer with Conformal Prediction

arXiv.org Artificial Intelligence

Knowledge transfer between teacher and student models has proven effective across various machine learning applications. However, challenges arise when the teacher's predictions are noisy, or the data domain during student training shifts from the teacher's pretraining data. In such scenarios, blindly relying on the teacher's predictions can lead to suboptimal knowledge transfer. To address these challenges, we propose a novel and universal framework, Adaptive Uncertainty-guided Knowledge Transfer ($\textbf{AUKT}$), which leverages Conformal Prediction (CP) to dynamically adjust the student's reliance on the teacher's guidance based on the teacher's prediction uncertainty. CP is a distribution-free, model-agnostic approach that provides reliable prediction sets with statistical coverage guarantees and minimal computational overhead. This adaptive mechanism mitigates the risk of learning undesirable or incorrect knowledge. We validate the proposed framework across diverse applications, including image classification, imitation-guided reinforcement learning, and autonomous driving. Experimental results consistently demonstrate that our approach improves performance, robustness and transferability, offering a promising direction for enhanced knowledge transfer in real-world applications.


Conformal Prediction Under Generalized Covariate Shift with Posterior Drift

arXiv.org Machine Learning

In many real applications of statistical learning, collecting sufficiently many training data is often expensive, time-consuming, or even unrealistic. In this case, a transfer learning approach, which aims to leverage knowledge from a related source domain to improve the learning performance in the target domain, is more beneficial. There have been many transfer learning methods developed under various distributional assumptions. In this article, we study a particular type of classification problem, called conformal prediction, under a new distributional assumption for transfer learning. Classifiers under the conformal prediction framework predict a set of plausible labels instead of one single label for each data instance, affording a more cautious and safer decision. We consider a generalization of the \textit{covariate shift with posterior drift} setting for transfer learning. Under this setting, we propose a weighted conformal classifier that leverages both the source and target samples, with a coverage guarantee in the target domain. Theoretical studies demonstrate favorable asymptotic properties. Numerical studies further illustrate the usefulness of the proposed method.


Stronger Neyman Regret Guarantees for Adaptive Experimental Design

arXiv.org Machine Learning

We study the design of adaptive, sequential experiments for unbiased average treatment effect (ATE) estimation in the design-based potential outcomes setting. Our goal is to develop adaptive designs offering sublinear Neyman regret, meaning their efficiency must approach that of the hindsight-optimal nonadaptive design. Recent work [Dai et al, 2023] introduced ClipOGD, the first method achieving $\widetilde{O}(\sqrt{T})$ expected Neyman regret under mild conditions. In this work, we propose adaptive designs with substantially stronger Neyman regret guarantees. In particular, we modify ClipOGD to obtain anytime $\widetilde{O}(\log T)$ Neyman regret under natural boundedness assumptions. Further, in the setting where experimental units have pre-treatment covariates, we introduce and study a class of contextual "multigroup" Neyman regret guarantees: Given any set of possibly overlapping groups based on the covariates, the adaptive design outperforms each group's best non-adaptive designs. In particular, we develop a contextual adaptive design with $\widetilde{O}(\sqrt{T})$ anytime multigroup Neyman regret. We empirically validate the proposed designs through an array of experiments.


When to Forget? Complexity Trade-offs in Machine Unlearning

arXiv.org Machine Learning

Machine Unlearning (MU) aims at removing the influence of specific data points from a trained model, striving to achieve this at a fraction of the cost of full model retraining. In this paper, we analyze the efficiency of unlearning methods and establish the first upper and lower bounds on minimax computation times for this problem, characterizing the performance of the most efficient algorithm against the most difficult objective function. Specifically, for strongly convex objective functions and under the assumption that the forget data is inaccessible to the unlearning method, we provide a phase diagram for the unlearning complexity ratio -- a novel metric that compares the computational cost of the best unlearning method to full model retraining. The phase diagram reveals three distinct regimes: one where unlearning at a reduced cost is infeasible, another where unlearning is trivial because adding noise suffices, and a third where unlearning achieves significant computational advantages over retraining. These findings highlight the critical role of factors such as data dimensionality, the number of samples to forget, and privacy constraints in determining the practical feasibility of unlearning.


Differential privacy guarantees of Markov chain Monte Carlo algorithms

arXiv.org Machine Learning

This paper aims to provide differential privacy (DP) guarantees for Markov chain Monte Carlo (MCMC) algorithms. In a first part, we establish DP guarantees on samples output by MCMC algorithms as well as Monte Carlo estimators associated with these methods under assumptions on the convergence properties of the underlying Markov chain. In particular, our results highlight the critical condition of ensuring the target distribution is differentially private itself. In a second part, we specialise our analysis to the unadjusted Langevin algorithm and stochastic gradient Langevin dynamics and establish guarantees on their (R\'enyi) DP. To this end, we develop a novel methodology based on Girsanov's theorem combined with a perturbation trick to obtain bounds for an unbounded domain and in a non-convex setting. We establish: (i) uniform in $n$ privacy guarantees when the state of the chain after $n$ iterations is released, (ii) bounds on the privacy of the entire chain trajectory. These findings provide concrete guidelines for privacy-preserving MCMC.


Random Projections and Natural Sparsity in Time-Series Classification: A Theoretical Analysis

arXiv.org Machine Learning

Within this domain, the Rocket algorithm stands out as an elegantly straightforward yet robust approach that has demonstrated superior performance compared to existing methods. At its core, the algorithm transforms time-series data through randomly initialized convolutional kernels, followed by a non-linear transformation step. This structure mirrors a simplified convolutional neural network with a single hidden layer, but uniquely eliminates the computational burden of parameter optimization. While Rocket's practical effectiveness is well-documented, its theoretical underpinnings have remained largely unexplored. Our research addresses this gap by establishing a theoretical framework that connects Rocket's random convolution operations to compressed sensing principles, demonstrating how random projections maintain the distinctive patterns within time-series data. This theoretical analysis illuminates the connections between kernel configuration and signal properties, offering a more systematic approach to algorithm tuning. Furthermore, we demonstrate that its non-linear transformation component, which calculates the ratio of positive values post-convolution, effectively captures the inherent sparsity patterns in time-series data. Our mathematical investigation additionally proves that Rocket exhibits two essential properties for time-series classification: invariance to temporal shifts and resilience against noise. These insights not only enhance the algorithm's transparency - particularly valuable in regulated industries - but also provide practical guidelines for parameter selection in challenging scenarios, thus contributing to both the theoretical foundations and practical applications of time-series classification methods.