Statistical Learning
FlowAR: une plateforme uniformis\'ee pour la reconnaissance des activit\'es humaines \`a partir de capteurs binaires
Ncibi, Ali, Bouganim, Luc, Pucheral, Philippe
This demo showcases a platform for developing human activity recognition (AR) systems, focusing on daily activities using sensor data, like binary sensors. With a data-driven approach, this platform, named FlowAR, features a three-step pipeline (flow): data cleaning, segmentation, and personalized classification. Its modularity allows flexibility to test methods, datasets, and ensure rigorous evaluations. A concrete use case demonstrates its effectiveness.
Two-Stage Representation Learning for Analyzing Movement Behavior Dynamics in People Living with Dementia
Cui, Jin, Capstick, Alexander, Barnaghi, Payam, Scott, Gregory
In remote healthcare monitoring, time series representation learning reveals critical patient behavior patterns from high-frequency data. This study analyzes home activity data from individuals living with dementia by proposing a two-stage, self-supervised learning approach tailored to uncover low-rank structures. The first stage converts time-series activities into text sequences encoded by a pre-trained language model, providing a rich, high-dimensional latent state space using a PageRank-based method. This PageRank vector captures latent state transitions, effectively compressing complex behaviour data into a succinct form that enhances interpretability. This low-rank representation not only enhances model interpretability but also facilitates clustering and transition analysis, revealing key behavioral patterns correlated with clinicalmetrics such as MMSE and ADAS-COG scores. Our findings demonstrate the framework's potential in supporting cognitive status prediction, personalized care interventions, and large-scale health monitoring.
A Novel Hybrid Approach to Contraceptive Demand Forecasting: Integrating Point Predictions with Probabilistic Distributions
Hewage, Harsha Chamara, Rostami-Tabar, Bahman, Syntetos, Aris, Liberatore, Federico, Milano, Glenn
Accurate demand forecasting is vital for ensuring reliable access to contraceptive products, supporting key processes like procurement, inventory, and distribution. However, forecasting contraceptive demand in developing countries presents challenges, including incomplete data, poor data quality, and the need to account for multiple geographical and product factors. Current methods often rely on simple forecasting techniques, which fail to capture demand uncertainties arising from these factors, warranting expert involvement. Our study aims to improve contraceptive demand forecasting by combining probabilistic forecasting methods with expert knowledge. We developed a hybrid model that combines point forecasts from domain-specific model with probabilistic distributions from statistical and machine learning approaches, enabling human input to fine-tune and enhance the system-generated forecasts. This approach helps address the uncertainties in demand and is particularly useful in resource-limited settings. We evaluate different forecasting methods, including time series, Bayesian, machine learning, and foundational time series methods alongside our new hybrid approach. By comparing these methods, we provide insights into their strengths, weaknesses, and computational requirements. Our research fills a gap in forecasting contraceptive demand and offers a practical framework that combines algorithmic and human expertise. Our proposed model can also be generalized to other humanitarian contexts with similar data patterns.
Partial Colexifications Improve Concept Embeddings
Rubehn, Arne, List, Johann-Mattis
While the embedding of words has revolutionized the field of Natural Language Processing, the embedding of concepts has received much less attention so far. A dense and meaningful representation of concepts, however, could prove useful for several tasks in computational linguistics, especially those involving cross-linguistic data or sparse data from low resource languages. First methods that have been proposed so far embed concepts from automatically constructed colexification networks. While these approaches depart from automatically inferred polysemies, attested across a larger number of languages, they are restricted to the word level, ignoring lexical relations that would only hold for parts of the words in a given language. Building on recently introduced methods for the inference of partial colexifications, we show how they can be used to improve concept embeddings in meaningful ways. The learned embeddings are evaluated against lexical similarity ratings, recorded instances of semantic shift, and word association data. We show that in all evaluation tasks, the inclusion of partial colexifications lead to improved concept representations and better results. Our results further show that the learned embeddings are able to capture and represent different semantic relationships between concepts.
Scalable First-order Method for Certifying Optimal k-Sparse GLMs
Liu, Jiachang, Shafiee, Soroosh, Lodi, Andrea
This paper investigates the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through an $\ell_0$ cardinality constraint. While branch-and-bound (BnB) frameworks can certify optimality by pruning nodes using dual bounds, existing methods for computing these bounds are either computationally intensive or exhibit slow convergence, limiting their scalability to large-scale problems. To address this challenge, we propose a first-order proximal gradient algorithm designed to solve the perspective relaxation of the problem within a BnB framework. Specifically, we formulate the relaxed problem as a composite optimization problem and demonstrate that the proximal operator of the non-smooth component can be computed exactly in log-linear time complexity, eliminating the need to solve a computationally expensive second-order cone program. Furthermore, we introduce a simple restart strategy that enhances convergence speed while maintaining low per-iteration complexity. Extensive experiments on synthetic and real-world datasets show that our approach significantly accelerates dual bound computations and is highly effective in providing optimality certificates for large-scale problems.
Low Tensor-Rank Adaptation of Kolmogorov--Arnold Networks
Gao, Yihang, Ng, Michael K., Tan, Vincent Y. F.
Kolmogorov--Arnold networks (KANs) have demonstrated their potential as an alternative to multi-layer perceptions (MLPs) in various domains, especially for science-related tasks. However, transfer learning of KANs remains a relatively unexplored area. In this paper, inspired by Tucker decomposition of tensors and evidence on the low tensor-rank structure in KAN parameter updates, we develop low tensor-rank adaptation (LoTRA) for fine-tuning KANs. We study the expressiveness of LoTRA based on Tucker decomposition approximations. Furthermore, we provide a theoretical analysis to select the learning rates for each LoTRA component to enable efficient training. Our analysis also shows that using identical learning rates across all components leads to inefficient training, highlighting the need for an adaptive learning rate strategy. Beyond theoretical insights, we explore the application of LoTRA for efficiently solving various partial differential equations (PDEs) by fine-tuning KANs. Additionally, we propose Slim KANs that incorporate the inherent low-tensor-rank properties of KAN parameter tensors to reduce model size while maintaining superior performance. Experimental results validate the efficacy of the proposed learning rate selection strategy and demonstrate the effectiveness of LoTRA for transfer learning of KANs in solving PDEs. Further evaluations on Slim KANs for function representation and image classification tasks highlight the expressiveness of LoTRA and the potential for parameter reduction through low tensor-rank decomposition.
Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
Puoti, Francesco, Pittorino, Fabrizio, Roveri, Manuel
This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task focusing on the exchange rate in USD of Litecoin, Binance Coin, Bitcoin, Ethereum, and XRP. On one hand, to assess the complexity and the randomness of these time-series, a comparative analysis has been performed using Brownian and colored noises as a benchmark. The results obtained from the Complexity-Entropy causality plane and power density spectrum analysis reveal that cryptocurrency time-series exhibit characteristics closely resembling those of Brownian noise when analyzed in a univariate context. On the other hand, the application of a wide range of statistical, machine and deep learning models for time-series forecasting demonstrates the low predictability of cryptocurrencies. Notably, our analysis reveals that simpler models such as Naive models consistently outperform the more complex machine and deep learning ones in terms of forecasting accuracy across different forecast horizons and time windows. The combined study of complexity and forecasting accuracies highlights the difficulty of predicting the cryptocurrency market. These findings provide valuable insights into the inherent characteristics of the cryptocurrency data and highlight the need to reassess the challenges associated with predicting cryptocurrency's price movements.
Dual Formulation for Non-Rectangular Lp Robust Markov Decision Processes
Kumar, Navdeep, Gupta, Adarsh, Elfatihi, Maxence Mohamed, Ramponi, Giorgia, Levy, Kfir Yehuda, Mannor, Shie
We study robust Markov decision processes (RMDPs) with non-rectangular uncertainty sets, which capture interdependencies across states unlike traditional rectangular models. While non-rectangular robust policy evaluation is generally NP-hard, even in approximation, we identify a powerful class of $L_p$-bounded uncertainty sets that avoid these complexity barriers due to their structural simplicity. We further show that this class can be decomposed into infinitely many \texttt{sa}-rectangular $L_p$-bounded sets and leverage its structural properties to derive a novel dual formulation for $L_p$ RMDPs. This formulation provides key insights into the adversary's strategy and enables the development of the first robust policy evaluation algorithms for non-rectangular RMDPs. Empirical results demonstrate that our approach significantly outperforms brute-force methods, establishing a promising foundation for future investigation into non-rectangular robust MDPs.
A Novel Dialect-Aware Framework for the Classification of Arabic Dialects and Emotions
Arabic is one of the oldest languages still in use today. As a result, several Arabic-speaking regions have developed dialects that are unique to them. Dialect and emotion recognition have various uses in Arabic text analysis, such as determining an online customer's origin based on their comments. Furthermore, intelligent chatbots that are aware of a user's emotions can respond appropriately to the user. Current research in emotion detection in the Arabic language lacks awareness of how emotions are exhibited in different dialects, which motivates the work found in this study. This research addresses the problems of dialect and emotion classification in Arabic. Specifically, this is achieved by building a novel framework that can identify and predict Arabic dialects and emotions from a given text. The framework consists of three modules: A text-preprocessing module, a classification module, and a clustering module with the novel capability of building new dialect-aware emotion lexicons. The proposed framework generated a new emotional lexicon for different dialects. It achieved an accuracy of 88.9% in classifying Arabic dialects, which outperforms the state-of-the-art results by 6.45 percentage points. Furthermore, the framework achieved 89.1-79% accuracy in detecting emotions in the Egyptian and Gulf dialects, respectively.
Nonasymptotic CLT and Error Bounds for Two-Time-Scale Stochastic Approximation
Kong, Seo Taek, Zeng, Sihan, Doan, Thinh T., Srikant, R.
We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise. Recent applications in machine learning motivate the need to understand finite-time error rates, but conventional stochastic approximation analysis focus on either asymptotic convergence in distribution or finite-time bounds that are far from optimal. Prior work on asymptotic central limit theorems (CLTs) suggest that two-time-scale algorithms may be able to achieve $1/\sqrt{n}$ error in expectation, with a constant given by the expected norm of the limiting Gaussian vector. However, the best known finite-time rates are much slower. We derive the first non-asymptotic central limit theorem with respect to the Wasserstein-1 distance for two-time-scale stochastic approximation with Polyak-Ruppert averaging. As a corollary, we show that expected error achieved by Polyak-Ruppert averaging decays at rate $1/\sqrt{n}$, which significantly improves on the rates of convergence in prior works.