Statistical Learning
Context Matters: Leveraging Contextual Features for Time Series Forecasting
Chattopadhyay, Sameep, Paliwal, Pulkit, Narasimhan, Sai Shankar, Agarwal, Shubhankar, Chinchali, Sandeep P.
Time series forecasts are often influenced by exogenous contextual features in addition to their corresponding history. For example, in financial settings, it is hard to accurately predict a stock price without considering public sentiments and policy decisions in the form of news articles, tweets, etc. Though this is common knowledge, the current state-of-the-art (SOTA) forecasting models fail to incorporate such contextual information, owing to its heterogeneity and multimodal nature. To address this, we introduce ContextFormer, a novel plug-and-play method to surgically integrate multimodal contextual information into existing pre-trained forecasting models. ContextFormer effectively distills forecast-specific information from rich multimodal contexts, including categorical, continuous, time-varying, and even textual information, to significantly enhance the performance of existing base forecasters. ContextFormer outperforms SOTA forecasting models by up to 30% on a range of real-world datasets spanning energy, traffic, environmental, and financial domains.
Hierarchy-Boosted Funnel Learning for Identifying Semiconductors with Ultralow Lattice Thermal Conductivity
Wu, Mengfan, Yan, Shenshen, Ren, Jie
Data-driven machine learning (ML) has demonstrated tremendous potential in material property predictions. However, the scarcity of materials data with costly property labels in the vast chemical space presents a significant challenge for ML in efficiently predicting properties and uncovering structure-property relationships. Here, we propose a novel hierarchy-boosted funnel learning (HiBoFL) framework, which is successfully applied to identify semiconductors with ultralow lattice thermal conductivity ($\kappa_\mathrm{L}$). By training on only a few hundred materials targeted by unsupervised learning from a pool of hundreds of thousands, we achieve efficient and interpretable supervised predictions of ultralow $\kappa_\mathrm{L}$, thereby circumventing large-scale brute-force calculations without clear objectives. As a result, we provide a list of candidates with ultralow $\kappa_\mathrm{L}$ for potential thermoelectric applications and discover a new factor that significantly influences structural anharmonicity. This study offers a novel practical pathway for accelerating the discovery of functional materials.
Compact Bayesian Neural Networks via pruned MCMC sampling
Deo, Ratneel, Sisson, Scott, Webster, Jody M., Chandra, Rohitash
Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions using Markov Chain Monte Carlo (MCMC) sampling and variational inference algorithms. Moreover, the number of model parameters scales exponentially with additional hidden layers, neurons, and features in the dataset. Typically, a significant portion of these densely connected parameters are redundant and pruning a neural network not only improves portability but also has the potential for better generalisation capabilities. In this study, we address some of the challenges by leveraging MCMC sampling with network pruning to obtain compact probabilistic models having removed redundant parameters. We sample the posterior distribution of model parameters (weights and biases) and prune weights with low importance, resulting in a compact model. We ensure that the compact BNN retains its ability to estimate uncertainty via the posterior distribution while retaining the model training and generalisation performance accuracy by adapting post-pruning resampling. We evaluate the effectiveness of our MCMC pruning strategy on selected benchmark datasets for regression and classification problems through empirical result analysis. We also consider two coral reef drill-core lithology classification datasets to test the robustness of the pruning model in complex real-world datasets. We further investigate if refining compact BNN can retain any loss of performance. Our results demonstrate the feasibility of training and pruning BNNs using MCMC whilst retaining generalisation performance with over 75% reduction in network size. This paves the way for developing compact BNN models that provide uncertainty estimates for real-world applications.
Learning Spectral Methods by Transformers
He, Yihan, Cao, Yuan, Chen, Hong-Yu, Wu, Dennis, Fan, Jianqing, Liu, Han
Most modern LLMs use Transformers [30] as their backbones, which demonstrate significant advantages over many existing neural network models. Transformers achieve many state-of-the-art performances in learning tasks including natural language processing [33] and computer vision [18]. However, the underlying mechanism for the success of Transformers remains largely a mystery to theoretical researchers. It has been discussed in a line of recent works [2, 4, 15, 38] that, instead of learning simple prediction rules (such as a linear model) Transformers are capable of learning to perform learning algorithms that can automatically generate new prediction rules. For instance, when a new dataset is organized as the input of a Transformer, the model can automatically perform linear regression on this new dataset to produce a newly fitted linear model and make predictions accordingly. This idea of treating Transformers as "algorithm approximators" has provided insights into the power of large language models. However, these existing works only provide guarantees for the in-context supervised learning capacities of Transformers. It remains unclear whether Transformers are capable of handling unsupervised tasks as well.
Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments
Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its derivative function that signals the treatment effect. In this paper, we investigate nonparametric inference on the derivative of the dose-response curve with and without the positivity condition. Under the positivity and other regularity conditions, we propose a doubly robust (DR) inference method for estimating the derivative of the dose-response curve using kernel smoothing. When the positivity condition is violated, we demonstrate the inconsistency of conventional inverse probability weighting (IPW) and DR estimators, and introduce novel bias-corrected IPW and DR estimators. In all settings, our DR estimator achieves asymptotic normality at the standard nonparametric rate of convergence. Additionally, our approach reveals an interesting connection to nonparametric support and level set estimation problems. Finally, we demonstrate the applicability of our proposed estimators through simulations and a case study of evaluating a job training program.
Leveraging ASIC AI Chips for Homomorphic Encryption
Tong, Jianming, Huang, Tianhao, de Castro, Leo, Itagi, Anirudh, Dang, Jingtian, Golder, Anupam, Ali, Asra, Jiang, Jevin, Arvind, null, Suh, G. Edward, Krishna, Tushar
Cloud-based services are making the outsourcing of sensitive client data increasingly common. Although homomorphic encryption (HE) offers strong privacy guarantee, it requires substantially more resources than computing on plaintext, often leading to unacceptably large latencies in getting the results. HE accelerators have emerged to mitigate this latency issue, but with the high cost of ASICs. In this paper we show that HE primitives can be converted to AI operators and accelerated on existing ASIC AI accelerators, like TPUs, which are already widely deployed in the cloud. Adapting such accelerators for HE requires (1) supporting modular multiplication, (2) high-precision arithmetic in software, and (3) efficient mapping on matrix engines. We introduce the CROSS compiler (1) to adopt Barrett reduction to provide modular reduction support using multiplier and adder, (2) Basis Aligned Transformation (BAT) to convert high-precision multiplication as low-precision matrix-vector multiplication, (3) Matrix Aligned Transformation (MAT) to covert vectorized modular operation with reduction into matrix multiplication that can be efficiently processed on 2D spatial matrix engine. Our evaluation of CROSS on a Google TPUv4 demonstrates significant performance improvements, with up to 161x and 5x speedup compared to the previous work on many-core CPUs and V100. The kernel-level codes are open-sourced at https://github.com/google/jaxite.git.
AlgoRxplorers | Precision in Mutation -- Enhancing Drug Design with Advanced Protein Stability Prediction Tools
Thakrar, Karishma, Ma, Jiangqin, Diamond, Max, Patel, Akash
Predicting the impact of single-point amino acid mutations on protein stability is essential for understanding disease mechanisms and advancing drug development. Protein stability, quantified by changes in Gibbs free energy ($\Delta\Delta G$), is influenced by these mutations. However, the scarcity of data and the complexity of model interpretation pose challenges in accurately predicting stability changes. This study proposes the application of deep neural networks, leveraging transfer learning and fusing complementary information from different models, to create a feature-rich representation of the protein stability landscape. We developed four models, with our third model, ThermoMPNN+, demonstrating the best performance in predicting $\Delta\Delta G$ values. This approach, which integrates diverse feature sets and embeddings through latent transfusion techniques, aims to refine $\Delta\Delta G$ predictions and contribute to a deeper understanding of protein dynamics, potentially leading to advancements in disease research and drug discovery.
Global Search for Optimal Low Thrust Spacecraft Trajectories using Diffusion Models and the Indirect Method
Graebner, Jannik, Beeson, Ryne
Long time-duration low-thrust nonlinear optimal spacecraft trajectory global search is a computationally and time expensive problem characterized by clustering patterns in locally optimal solutions. During preliminary mission design, mission parameters are subject to frequent changes, necessitating that trajectory designers efficiently generate high-quality control solutions for these new scenarios. Generative machine learning models can be trained to learn how the solution structure varies with respect to a conditional parameter, thereby accelerating the global search for missions with updated parameters. In this work, state-of-the-art diffusion models are integrated with the indirect approach for trajectory optimization within a global search framework. This framework is tested on two low-thrust transfers of different complexity in the circular restricted three-body problem. By generating and analyzing a training data set, we develop mathematical relations and techniques to understand the complex structures in the costate domain of locally optimal solutions for these problems. A diffusion model is trained on this data and successfully accelerates the global search for both problems. The model predicts how the costate solution structure changes, based on the maximum spacecraft thrust magnitude. Warm-starting a numerical solver with diffusion model samples for the costates at the initial time increases the number of solutions generated per minute for problems with unseen thrust magnitudes by one to two orders of magnitude in comparison to samples from a uniform distribution and from an adjoint control transformation.
Black-box optimization and quantum annealing for filtering out mislabeled training instances
Otsuka, Makoto, Kodama, Kento, Morita, Keisuke, Ohzeki, Masayuki
This study proposes an approach for removing mislabeled instances from contaminated training datasets by combining surrogate model-based black-box optimization (BBO) with postprocessing and quantum annealing. Mislabeled training instances, a common issue in real-world datasets, often degrade model generalization, necessitating robust and efficient noise-removal strategies. The proposed method evaluates filtered training subsets based on validation loss, iteratively refines loss estimates through surrogate model-based BBO with postprocessing, and leverages quantum annealing to efficiently sample diverse training subsets with low validation error. Experiments on a noisy majority bit task demonstrate the method's ability to prioritize the removal of high-risk mislabeled instances. Integrating D-Wave's clique sampler running on a physical quantum annealer achieves faster optimization and higher-quality training subsets compared to OpenJij's simulated quantum annealing sampler or Neal's simulated annealing sampler, offering a scalable framework for enhancing dataset quality. This work highlights the effectiveness of the proposed method for supervised learning tasks, with future directions including its application to unsupervised learning, real-world datasets, and large-scale implementations.
MEXA-CTP: Mode Experts Cross-Attention for Clinical Trial Outcome Prediction
Zhang, Yiqing, Liu, Xiaozhong, Murai, Fabricio
Clinical trials are the gold standard for assessing the effectiveness and safety of drugs for treating diseases. Given the vast design space of drug molecules, elevated financial cost, and multi-year timeline of these trials, research on clinical trial outcome prediction has gained immense traction. Accurate predictions must leverage data of diverse modes such as drug molecules, target diseases, and eligibility criteria to infer successes and failures. Previous Deep Learning approaches for this task, such as HINT, often require wet lab data from synthesized molecules and/or rely on prior knowledge to encode interactions as part of the model architecture. To address these limitations, we propose a light-weight attention-based model, MEXA-CTP, to integrate readily-available multi-modal data and generate effective representations via specialized modules dubbed "mode experts", while avoiding human biases in model design. We optimize MEXA-CTP with the Cauchy loss to capture relevant interactions across modes. Our experiments on the Trial Outcome Prediction (TOP) benchmark demonstrate that MEXA-CTP improves upon existing approaches by, respectively, up to 11.3% in F1 score, 12.2% in PR-AUC, and 2.5% in ROC-AUC, compared to HINT. Ablation studies are provided to quantify the effectiveness of each component in our proposed method.