Statistical Learning
OrderFusion: Encoding Orderbook for Probabilistic Intraday Price Prediction
Yu, Runyao, Tao, Yuchen, Leimgruber, Fabian, Esterl, Tara, Cremer, Jochen L.
Efficient and reliable probabilistic prediction of intraday electricity prices is essential to manage market uncertainties and support robust trading strategies. However, current methods often suffer from parameter inefficiencies, as they fail to fully exploit the potential of modeling interdependencies between bids and offers in the orderbook, requiring a large number of parameters for representation learning. Furthermore, these methods face the quantile crossing issue, where upper quantiles fall below the lower quantiles, resulting in unreliable probabilistic predictions. To address these two challenges, we propose an encoding method called OrderFusion and design a hierarchical multi-quantile head. The OrderFusion encodes the orderbook into a 2.5D representation, which is processed by a tailored jump cross-attention backbone to capture the interdependencies of bids and offers, enabling parameter-efficient learning. The head sets the median quantile as an anchor and predicts multiple quantiles hierarchically, ensuring reliability by enforcing monotonicity between quantiles through non-negative functions. Extensive experiments and ablation studies are conducted on four price indices: 60-min ID3, 60-min ID1, 15-min ID3, and 15-min ID1 using the German orderbook over three years to ensure a fair evaluation. The results confirm that our design choices improve overall performance, offering a parameter-efficient and reliable solution for probabilistic intraday price prediction.
Time Series Anomaly Detection in the Frequency Domain with Statistical Reliability
Yamada, Akifumi, Shiraishi, Tomohiro, Nishino, Shuichi, Katsuoka, Teruyuki, Taji, Kouichi, Takeuchi, Ichiro
Effective anomaly detection in complex systems requires identifying change points (CPs) in the frequency domain, as abnormalities often arise across multiple frequencies. This paper extends recent advancements in statistically significant CP detection, based on Selective Inference (SI), to the frequency domain. The proposed SI method quantifies the statistical significance of detected CPs in the frequency domain using $p$-values, ensuring that the detected changes reflect genuine structural shifts in the target system. We address two major technical challenges to achieve this. First, we extend the existing SI framework to the frequency domain by appropriately utilizing the properties of discrete Fourier transform (DFT). Second, we develop an SI method that provides valid $p$-values for CPs where changes occur across multiple frequencies. Experimental results demonstrate that the proposed method reliably identifies genuine CPs with strong statistical guarantees, enabling more accurate root-cause analysis in the frequency domain of complex systems.
Two in context learning tasks with complex functions
We examine two in context learning (ICL) tasks with mathematical functions in several train and test settings for transformer models. Our study generalizes work on linear functions by showing that small transformers, even models with attention layers only, can approximate arbitrary polynomial functions and hence continuous functions under certain conditions. Our models also can approximate previously unseen classes of polynomial functions, as well as the zeros of complex functions. Our models perform far better on this task than LLMs like GPT4 and involve complex reasoning when provided with suitable training data and methods. Our models also have important limitations; they fail to generalize outside of training distributions and so don't learn class forms of functions. We explain why this is so.
DeepIFSAC: Deep Imputation of Missing Values Using Feature and Sample Attention within Contrastive Framework
Kowsar, Ibna, Rabbani, Shourav B., Hou, Yina, Samad, Manar D.
Missing values of varying patterns and rates in real-world tabular data pose a significant challenge in developing reliable data-driven models. Existing missing value imputation methods use statistical and traditional machine learning and are ineffective when the missing rate is high and not at random. This paper explores row and column attention in tabular data as between-feature and between-sample attention in a novel framework to reconstruct missing values. The proposed method uses the CutMix data augmentation within a contrastive learning framework to improve the uncertainty of missing value estimation. The performance and generalizability of trained imputation models are evaluated on set-aside test data folds with missing values. The proposed framework outperforms nine state-of-the-art imputation methods across several missing value types and rates (10\%-50\%) on a diverse selection of twelve tabular data sets. We evaluate the quality of imputed data using real-world electronic health records with missing values, demonstrating our proposed framework's superiority to state-of-the-art statistical, machine learning, and deep imputation methods. This paper highlights the heterogeneity of tabular data sets to recommend imputation methods based on missing value types and data characteristics.
Parametric Scaling Law of Tuning Bias in Conformal Prediction
Zeng, Hao, Liu, Kangdao, Jing, Bingyi, Wei, Hongxin
Conformal prediction is a popular framework of uncertainty quantification that constructs prediction sets with coverage guarantees. To uphold the exchangeability assumption, many conformal prediction methods necessitate an additional holdout set for parameter tuning. Yet, the impact of violating this principle on coverage remains underexplored, making it ambiguous in practical applications. In this work, we empirically find that the tuning bias - the coverage gap introduced by leveraging the same dataset for tuning and calibration, is negligible for simple parameter tuning in many conformal prediction methods. In particular, we observe the scaling law of the tuning bias: this bias increases with parameter space complexity and decreases with calibration set size. Formally, we establish a theoretical framework to quantify the tuning bias and provide rigorous proof for the scaling law of the tuning bias by deriving its upper bound. In the end, we discuss how to reduce the tuning bias, guided by the theories we developed.
Machine Learning-Driven Student Performance Prediction for Enhancing Tiered Instruction
Chen, Yawen, Sun, Jiande, Wang, Jinhui, Zhao, Liang, Song, Xinmin, Zhai, Linbo
Student performance prediction is one of the most important subjects in educational data mining. As a modern technology, machine learning offers powerful capabilities in feature extraction and data modeling, providing essential support for diverse application scenarios, as evidenced by recent studies confirming its effectiveness in educational data mining. However, despite extensive prediction experiments, machine learning methods have not been effectively integrated into practical teaching strategies, hindering their application in modern education. In addition, massive features as input variables for machine learning algorithms often leads to information redundancy, which can negatively impact prediction accuracy. Therefore, how to effectively use machine learning methods to predict student performance and integrate the prediction results with actual teaching scenarios is a worthy research subject. To this end, this study integrates the results of machine learning-based student performance prediction with tiered instruction, aiming to enhance student outcomes in target course, which is significant for the application of educational data mining in contemporary teaching scenarios. Specifically, we collect original educational data and perform feature selection to reduce information redundancy. Then, the performance of five representative machine learning methods is analyzed and discussed with Random Forest showing the best performance. Furthermore, based on the results of the classification of students, tiered instruction is applied accordingly, and different teaching objectives and contents are set for all levels of students. The comparison of teaching outcomes between the control and experimental classes, along with the analysis of questionnaire results, demonstrates the effectiveness of the proposed framework.
Comparison of the Cox proportional hazards model and Random Survival Forest algorithm for predicting patient-specific survival probabilities in clinical trial data
Graf, Ricarda, Todd, Susan, Baksh, M. Fazil
The Cox proportional hazards model is often used for model development in data from randomized controlled trials (RCT) with time-to-event outcomes. Random survival forests (RSF) is a machine-learning algorithm known for its high predictive performance. We conduct a comprehensive neutral comparison study to compare the predictive performance of Cox regression and RSF in real-world as well as simulated data. Performance is compared using multiple performance measures according to recommendations for the comparison of prognostic prediction models. We found that while the RSF usually outperforms the Cox model when using the $C$ index, Cox model predictions may be better calibrated. With respect to overall performance, the Cox model often exceeds the RSF in nonproportional hazards settings, while otherwise the RSF typically performs better especially for smaller sample sizes. Overall performance of the RSF is more affected by higher censoring rates, while overall performance of the Cox model suffers more from smaller sample sizes.
A Novel Zero-Touch, Zero-Trust, AI/ML Enablement Framework for IoT Network Security
Shakya, Sushil, Abbas, Robert, Maric, Sasa
The IoT facilitates a connected, intelligent, and sustainable society; therefore, it is imperative to protect the IoT ecosystem. The IoT-based 5G and 6G will leverage the use of machine learning and artificial intelligence (ML/AI) more to pave the way for autonomous and collaborative secure IoT networks. Zero-touch, zero-trust IoT security with AI and machine learning (ML) enablement frameworks offers a powerful approach to securing the expanding landscape of Internet of Things (IoT) devices. This paper presents a novel framework based on the integration of Zero Trust, Zero Touch, and AI/ML powered for the detection, mitigation, and prevention of DDoS attacks in modern IoT ecosystems. The focus will be on the new integrated framework by establishing zero trust for all IoT traffic, fixed and mobile 5G/6G IoT network traffic, and data security (quarantine-zero touch and dynamic policy enforcement). We perform a comparative analysis of five machine learning models, namely, XGBoost, Random Forest, K-Nearest Neighbors, Stochastic Gradient Descent, and Native Bayes, by comparing these models based on accuracy, precision, recall, F1-score, and ROC-AUC. Results show that the best performance in detecting and mitigating different DDoS vectors comes from the ensemble-based approaches.
Proxy Prompt: Endowing SAM and SAM 2 with Auto-Interactive-Prompt for Medical Segmentation
Xinyi, Wang, Hongyu, Kang, Peishan, Wei, Li, Shuai, Sun, Yu, Lam, Sai Kit, Zheng, Yongping
In this paper, we aim to address the unmet demand for automated prompting and enhanced human-model interactions of SAM and SAM2 for the sake of promoting their widespread clinical adoption. Specifically, we propose Proxy Prompt (PP), auto-generated by leveraging non-target data with a pre-annotated mask. We devise a novel 3-step context-selection strategy for adaptively selecting the most representative contextual information from non-target data via vision mamba and selective maps, empowering the guiding capability of non-target image-mask pairs for segmentation on target image/video data. To reinforce human-model interactions in PP, we further propose a contextual colorization module via a dual-reverse cross-attention to enhance interactions between target features and contextual-embedding with amplifying distinctive features of user-defined object(s). Via extensive evaluations, our method achieves state-of-the-art performance on four public datasets and yields comparable results with fully-trained models, even when trained with only 16 image masks.
Multivariate Conformal Prediction using Optimal Transport
Klein, Michal, Bethune, Louis, Ndiaye, Eugene, Cuturi, Marco
Conformal prediction (CP) quantifies the uncertainty of machine learning models by constructing sets of plausible outputs. These sets are constructed by leveraging a so-called conformity score, a quantity computed using the input point of interest, a prediction model, and past observations. CP sets are then obtained by evaluating the conformity score of all possible outputs, and selecting them according to the rank of their scores. Due to this ranking step, most CP approaches rely on a score functions that are univariate. The challenge in extending these scores to multivariate spaces lies in the fact that no canonical order for vectors exists. To address this, we leverage a natural extension of multivariate score ranking based on optimal transport (OT). Our method, OTCP, offers a principled framework for constructing conformal prediction sets in multidimensional settings, preserving distribution-free coverage guarantees with finite data samples. We demonstrate tangible gains in a benchmark dataset of multivariate regression problems and address computational \& statistical trade-offs that arise when estimating conformity scores through OT maps.