Statistical Learning
Finding Rule-Interpretable Non-Negative Data Representation
Mihelčić, Matej, Miettinen, Pauli
Non-negative Matrix Factorization (NMF) is an intensively used technique for obtaining parts-based, lower dimensional and non-negative representation. Researchers in biology, medicine, pharmacy and other fields often prefer NMF over other dimensionality reduction approaches (such as PCA) because the non-negativity of the approach naturally fits the characteristics of the domain problem and its results are easier to analyze and understand. Despite these advantages, obtaining exact characterization and interpretation of the NMF's latent factors can still be difficult due to their numerical nature. Rule-based approaches, such as rule mining, conceptual clustering, subgroup discovery and redescription mining, are often considered more interpretable but lack lower-dimensional representation of the data. We present a version of the NMF approach that merges rule-based descriptions with advantages of part-based representation offered by the NMF. Given the numerical input data with non-negative entries and a set of rules with high entity coverage, the approach creates the lower-dimensional non-negative representation of the input data in such a way that its factors are described by the appropriate subset of the input rules. In addition to revealing important attributes for latent factors, their interaction and value ranges, this approach allows performing focused embedding potentially using multiple overlapping target labels.
Online Curvature-Aware Replay: Leveraging $\mathbf{2^{nd}}$ Order Information for Online Continual Learning
Urettini, Edoardo, Carta, Antonio
Online Continual Learning (OCL) models continuously adapt to nonstationary data streams, usually without task information. These settings are complex and many traditional CL methods fail, while online methods (mainly replay-based) suffer from instabilities after the task shift. To address this issue, we formalize replay-based OCL as a second-order online joint optimization with explicit KL-divergence constraints on replay data. We propose Online Curvature-Aware Replay (OCAR) to solve the problem: a method that leverages second-order information of the loss using a K-FAC approximation of the Fisher Information Matrix (FIM) to precondition the gradient. The FIM acts as a stabilizer to prevent forgetting while also accelerating the optimization in non-interfering directions. We show how to adapt the estimation of the FIM to a continual setting stabilizing second-order optimization for non-iid data, uncovering the role of the Tikhonov regularization in the stability-plasticity tradeoff. Empirical results show that OCAR outperforms state-of-the-art methods in continual metrics achieving higher average accuracy throughout the training process in three different benchmarks.
GTG: Generalizable Trajectory Generation Model for Urban Mobility
Wang, Jingyuan, Lin, Yujing, Li, Yudong
Trajectory data mining is crucial for smart city management. However, collecting large-scale trajectory datasets is challenging due to factors such as commercial conflicts and privacy regulations. Therefore, we urgently need trajectory generation techniques to address this issue. Existing trajectory generation methods rely on the global road network structure of cities. When the road network structure changes, these methods are often not transferable to other cities. In fact, there exist invariant mobility patterns between different cities: 1) People prefer paths with the minimal travel cost; 2) The travel cost of roads has an invariant relationship with the topological features of the road network. Based on the above insight, this paper proposes a Generalizable Trajectory Generation model (GTG). The model consists of three parts: 1) Extracting city-invariant road representation based on Space Syntax method; 2) Cross-city travel cost prediction through disentangled adversarial training; 3) Travel preference learning by shortest path search and preference update. By learning invariant movement patterns, the model is capable of generating trajectories in new cities. Experiments on three datasets demonstrates that our model significantly outperforms existing models in terms of generalization ability.
Heterogeneous Treatment Effect in Time-to-Event Outcomes: Harnessing Censored Data with Recursively Imputed Trees
Meir, Tomer, Shalit, Uri, Gorfine, Malka
Tailoring treatments to individual needs is a central goal in fields such as medicine. A key step toward this goal is estimating Heterogeneous Treatment Effects (HTE) - the way treatments impact different subgroups. While crucial, HTE estimation is challenging with survival data, where time until an event (e.g., death) is key. Existing methods often assume complete observation, an assumption violated in survival data due to right-censoring, leading to bias and inefficiency. Cui et al. (2023) proposed a doubly-robust method for HTE estimation in survival data under no hidden confounders, combining a causal survival forest with an augmented inverse-censoring weighting estimator. However, we find it struggles under heavy censoring, which is common in rare-outcome problems such as Amyotrophic lateral sclerosis (ALS). Moreover, most current methods cannot handle instrumental variables, which are a crucial tool in the causal inference arsenal. We introduce Multiple Imputation for Survival Treatment Response (MISTR), a novel, general, and non-parametric method for estimating HTE in survival data. MISTR uses recursively imputed survival trees to handle censoring without directly modeling the censoring mechanism. Through extensive simulations and analysis of two real-world datasets-the AIDS Clinical Trials Group Protocol 175 and the Illinois unemployment dataset we show that MISTR outperforms prior methods under heavy censoring in the no-hidden-confounders setting, and extends to the instrumental variable setting. To our knowledge, MISTR is the first non-parametric approach for HTE estimation with unobserved confounders via instrumental variables.
Training in reverse: How iteration order influences convergence and stability in deep learning
Dherin, Benoit, Avelin, Benny, Karlsson, Anders, Mazzawi, Hanna, Gonzalvo, Javier, Munn, Michael
Despite exceptional achievements, training neural networks remains computationally expensive and is often plagued by instabilities that can degrade convergence. While learning rate schedules can help mitigate these issues, finding optimal schedules is time-consuming and resource-intensive. This work explores theoretical issues concerning training stability in the constant-learning-rate (i.e., without schedule) and small-batch-size regime. Surprisingly, we show that the order of gradient updates affects stability and convergence in gradient-based optimizers. We illustrate this new line of thinking using backward-SGD, which processes batch gradient updates like SGD but in reverse order. Our theoretical analysis shows that in contractive regions (e.g., around minima) backward-SGD converges to a point while the standard forward-SGD generally only converges to a distribution. This leads to improved stability and convergence which we demonstrate experimentally. While full backward-SGD is computationally intensive in practice, it highlights opportunities to exploit reverse training dynamics (or more generally alternate iteration orders) to improve training. To our knowledge, this represents a new and unexplored avenue in deep learning optimization.
Counterfactual Situation Testing: From Single to Multidimensional Discrimination
Alvarez, Jose M., Ruggieri, Salvatore
We present counterfactual situation testing (CST), a causal data mining framework for detecting individual discrimination in a dataset of classifier decisions. CST answers the question "what would have been the model outcome had the individual, or complainant, been of a different protected status?" It extends the legally-grounded situation testing (ST) of Thanh et al. (2011) by operationalizing the notion of fairness given the difference via counterfactual reasoning. ST finds for each complainant similar protected and non-protected instances in the dataset; constructs, respectively, a control and test group; and compares the groups such that a difference in outcomes implies a potential case of individual discrimination. CST, instead, avoids this idealized comparison by establishing the test group on the complainant's generated counterfactual, which reflects how the protected attribute when changed influences other seemingly neutral attributes of the complainant. Under CST we test for discrimination for each complainant by comparing similar individuals within each group but dissimilar individuals across groups. We consider single (e.g., gender) and multidimensional (e.g., gender and race) discrimination testing. For multidimensional discrimination we study multiple and intersectional discrimination and, as feared by legal scholars, find evidence that the former fails to account for the latter kind. Using a k-nearest neighbor implementation, we showcase CST on synthetic and real data. Experimental results show that CST uncovers a higher number of cases than ST, even when the model is counterfactually fair. In fact, CST extends counterfactual fairness (CF) of Kusner et al. (2017) by equipping CF with confidence intervals.
Re-examining Double Descent and Scaling Laws under Norm-based Capacity via Deterministic Equivalence
Wang, Yichen, Chen, Yudong, Rosasco, Lorenzo, Liu, Fanghui
The number of parameters, i.e., model size, provides a basic measure of the capacity of a machine learning (ML) model. However it is well known that it might not describe the effective model capacity (Bartlett, 1998), especially for over-parameterized neural networks (Belkin et al., 2018; Zhang et al., 2021) and large language models (Brown et al., 2020). The focus on the number of parameters results in an inaccurate characterization of the relationship between the test risk R, training data size n, and model size p, which is central in ML to understand the bias-variance trade-off (Vapnik, 1995), double descent (Belkin et al., 2019) and scaling laws (Kaplan et al., 2020; Xiao, 2024). For example, even for the same architecture (model size), the test error behavior can be totally different (Nakkiran et al., 2020, 2021), e.g., double descent may disappear. Here we shift the focus from model size to weights and consider their norm, a perspective pioneered in the classical results in Bartlett (1998). Indeed, norm based capacity/complexity are widely considered to be more effective in characterizing generalization behavior, see e.g.
Displacement-Sparse Neural Optimal Transport
Chen, Peter, Xie, Yue, Zhang, Qingpeng
Optimal Transport (OT) theory seeks to determine the map $T:X \to Y$ that transports a source measure $P$ to a target measure $Q$, minimizing the cost $c(\mathbf{x}, T(\mathbf{x}))$ between $\mathbf{x}$ and its image $T(\mathbf{x})$. Building upon the Input Convex Neural Network OT solver and incorporating the concept of displacement-sparse maps, we introduce a sparsity penalty into the minimax Wasserstein formulation, promote sparsity in displacement vectors $\Delta(\mathbf{x}) := T(\mathbf{x}) - \mathbf{x}$, and enhance the interpretability of the resulting map. However, increasing sparsity often reduces feasibility, causing $T_{\#}(P)$ to deviate more significantly from the target measure. In low-dimensional settings, we propose a heuristic framework to balance the trade-off between sparsity and feasibility by dynamically adjusting the sparsity intensity parameter during training. For high-dimensional settings, we directly constrain the dimensionality of displacement vectors by enforcing $\dim(\Delta(\mathbf{x})) \leq l$, where $l < d$ for $X \subseteq \mathbb{R}^d$. Among maps satisfying this constraint, we aim to identify the most feasible one. This goal can be effectively achieved by adapting our low-dimensional heuristic framework without resorting to dimensionality reduction. We validate our method on both synthesized sc-RNA and real 4i cell perturbation datasets, demonstrating improvements over existing methods.
Compact Rule-Based Classifier Learning via Gradient Descent
Fumanal-Idocin, Javier, Fernandez-Peralta, Raquel, Andreu-Perez, Javier
Rule-based models play a crucial role in scenarios that require transparency and accountable decision-making. However, they primarily consist of discrete parameters and structures, which presents challenges for scalability and optimization. In this work, we introduce a new rule-based classifier trained using gradient descent, in which the user can control the maximum number and length of the rules. For numerical partitions, the user can also control the partitions used with fuzzy sets, which also helps keep the number of partitions small. We perform a series of exhaustive experiments on $40$ datasets to show how this classifier performs in terms of accuracy and rule base size. Then, we compare our results with a genetic search that fits an equivalent classifier and with other explainable and non-explainable state-of-the-art classifiers. Our results show how our method can obtain compact rule bases that use significantly fewer patterns than other rule-based methods and perform better than other explainable classifiers.
Beyond Win Rates: A Clustering-Based Approach to Character Balance Analysis in Team-Based Games
Character diversity in competitive games, while enriching gameplay, often introduces balance challenges that can negatively impact player experience and strategic depth. Traditional balance assessments rely on aggregate metrics like win rates and pick rates, which offer limited insight into the intricate dynamics of team-based games and nuanced character roles. This paper proposes a novel clustering-based methodology to analyze character balance, leveraging in-game data from Valorant to account for team composition influences and reveal latent character roles. By applying hierarchical agglomerative clustering with Jensen-Shannon Divergence to professional match data from the Valorant Champions Tour 2022, our approach identifies distinct clusters of agents exhibiting similar co-occurrence patterns within team compositions. This method not only complements existing quantitative metrics but also provides a more holistic and interpretable perspective on character synergies and potential imbalances, offering game developers a valuable tool for informed and context-aware balance adjustments.