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 Statistical Learning


Adventures in Demand Analysis Using AI

arXiv.org Machine Learning

This paper advances empirical demand analysis by integrating multimodal product representations derived from artificial intelligence (AI). Using a detailed dataset of toy cars on \textit{Amazon.com}, we combine text descriptions, images, and tabular covariates to represent each product using transformer-based embedding models. These embeddings capture nuanced attributes, such as quality, branding, and visual characteristics, that traditional methods often struggle to summarize. Moreover, we fine-tune these embeddings for causal inference tasks. We show that the resulting embeddings substantially improve the predictive accuracy of sales ranks and prices and that they lead to more credible causal estimates of price elasticity. Notably, we uncover strong heterogeneity in price elasticity driven by these product-specific features. Our findings illustrate that AI-driven representations can enrich and modernize empirical demand analysis. The insights generated may also prove valuable for applied causal inference more broadly.


Confidence Interval Construction and Conditional Variance Estimation with Dense ReLU Networks

arXiv.org Machine Learning

This paper addresses the problems of conditional variance estimation and confidence interval construction in nonparametric regression using dense networks with the Rectified Linear Unit (ReLU) activation function. We present a residual-based framework for conditional variance estimation, deriving nonasymptotic bounds for variance estimation under both heteroscedastic and homoscedastic settings. We relax the sub-Gaussian noise assumption, allowing the proposed bounds to accommodate sub-Exponential noise and beyond. Building on this, for a ReLU neural network estimator, we derive non-asymptotic bounds for both its conditional mean and variance estimation, representing the first result for variance estimation using ReLU networks. Furthermore, we develop a ReLU network based robust bootstrap procedure (Efron, 1992) for constructing confidence intervals for the true mean that comes with a theoretical guarantee on the coverage, providing a significant advancement in uncertainty quantification and the construction of reliable confidence intervals in deep learning settings.


A Systematic Review of Machine Learning Methods for Multimodal EEG Data in Clinical Application

arXiv.org Artificial Intelligence

Machine learning (ML) and deep learning (DL) techniques have been widely applied to analyze electroencephalography (EEG) signals for disease diagnosis and brain-computer interfaces (BCI). The integration of multimodal data has been shown to enhance the accuracy of ML and DL models. Combining EEG with other modalities can improve clinical decision-making by addressing complex tasks in clinical populations. This systematic literature review explores the use of multimodal EEG data in ML and DL models for clinical applications. A comprehensive search was conducted across PubMed, Web of Science, and Google Scholar, yielding 16 relevant studies after three rounds of filtering. These studies demonstrate the application of multimodal EEG data in addressing clinical challenges, including neuropsychiatric disorders, neurological conditions (e.g., seizure detection), neurodevelopmental disorders (e.g., autism spectrum disorder), and sleep stage classification. Data fusion occurred at three levels: signal, feature, and decision levels. The most commonly used ML models were support vector machines (SVM) and decision trees. Notably, 11 out of the 16 studies reported improvements in model accuracy with multimodal EEG data. This review highlights the potential of multimodal EEG-based ML models in enhancing clinical diagnostics and problem-solving.


Kolmogorov GAM Networks are all you need!

arXiv.org Artificial Intelligence

Kolmogorov GAM (K-GAM) networks are shown to be an efficient architecture for training and inference. They are an additive model with an embedding that is independent of the function of interest. They provide an alternative to the transformer architecture. They are the machine learning version of Kolmogorov's Superposition Theorem (KST) which provides an efficient representations of a multivariate function. Such representations have use in machine learning for encoding dictionaries (a.k.a. "look-up" tables). KST theory also provides a representation based on translates of the K\"oppen function. The goal of our paper is to interpret this representation in a machine learning context for applications in Artificial Intelligence (AI). Our architecture is equivalent to a topological embedding which is independent of the function together with an additive layer that uses a Generalized Additive Model (GAM). This provides a class of learning procedures with far fewer parameters than current deep learning algorithms. Implementation can be parallelizable which makes our algorithms computationally attractive. To illustrate our methodology, we use the Iris data from statistical learning. We also show that our additive model with non-linear embedding provides an alternative to transformer architectures which from a statistical viewpoint are kernel smoothers. Additive KAN models therefore provide a natural alternative to transformers. Finally, we conclude with directions for future research.


Predicting Barge Presence and Quantity on Inland Waterways using Vessel Tracking Data: A Machine Learning Approach

arXiv.org Artificial Intelligence

This study presents a machine learning approach to predict the number of barges transported by vessels on inland waterways using tracking data from the Automatic Identification System (AIS). While AIS tracks the location of tug and tow vessels, it does not monitor the presence or number of barges transported by those vessels. Understanding the number and types of barges conveyed along river segments, between ports, and at ports is crucial for estimating the quantities of freight transported on the nation's waterways. This insight is also valuable for waterway management and infrastructure operations impacting areas such as targeted dredging operations, and data-driven resource allocation. Labeled sample data was generated using observations from traffic cameras located along key river segments and matched to AIS data records. A sample of 164 vessels representing up to 42 barge convoys per vessel was used for model development. The methodology involved first predicting barge presence and then predicting barge quantity. Features derived from the AIS data included speed measures, vessel characteristics, turning measures, and interaction terms. For predicting barge presence, the AdaBoost model achieved an F1 score of 0.932. For predicting barge quantity, the Random Forest combined with an AdaBoost ensemble model achieved an F1 score of 0.886. Bayesian optimization was used for hyperparameter tuning. By advancing predictive modeling for inland waterways, this study offers valuable insights for transportation planners and organizations, which require detailed knowledge of traffic volumes, including the flow of commodities, their destinations, and the tonnage moving in and out of ports.


Sidewalk Hazard Detection Using Variational Autoencoder and One-Class SVM

arXiv.org Artificial Intelligence

The unpredictable nature of outdoor settings introduces numerous safety concerns, making hazard detection crucial for safe navigation. This paper introduces a novel system for sidewalk safety navigation utilizing a hybrid approach that combines a Variational Autoencoder (VAE) with a One-Class Support Vector Machine (OCSVM). The system is designed to detect anomalies on sidewalks that could potentially pose walking hazards. A dataset comprising over 15,000 training frames and 5,000 testing frames was collected using video recordings, capturing various sidewalk scenarios, including normal and hazardous conditions. During deployment, the VAE utilizes its reconstruction mechanism to detect anomalies within a frame. Poor reconstruction by the VAE implies the presence of an anomaly, after which the OCSVM is used to confirm whether the anomaly is hazardous or non-hazardous. The proposed VAE model demonstrated strong performance, with a high Area Under the Curve (AUC) of 0.94, effectively distinguishing anomalies that could be potential hazards. The OCSVM is employed to reduce the detection of false hazard anomalies, such as manhole or water valve covers. This approach achieves an accuracy of 91.4%, providing a highly reliable system for distinguishing between hazardous and non-hazardous scenarios. These results suggest that the proposed system offers a robust solution for hazard detection in uncertain environments.


Extending XReason: Formal Explanations for Adversarial Detection

arXiv.org Artificial Intelligence

Explainable Artificial Intelligence (XAI) plays an important role in improving the transparency and reliability of complex machine learning models, especially in critical domains such as cybersecurity. Despite the prevalence of heuristic interpretation methods such as SHAP and LIME, these techniques often lack formal guarantees and may produce inconsistent local explanations. To fulfill this need, few tools have emerged that use formal methods to provide formal explanations. Among these, XReason uses a SAT solver to generate formal instance-level explanation for XGBoost models. In this paper, we extend the XReason tool to support LightGBM models as well as class-level explanations. Additionally, we implement a mechanism to generate and detect adversarial examples in XReason. We evaluate the efficiency and accuracy of our approach on the CICIDS-2017 dataset, a widely used benchmark for detecting network attacks.


Stochastic Extragradient with Flip-Flop Shuffling & Anchoring: Provable Improvements

arXiv.org Artificial Intelligence

In minimax optimization, the extragradient (EG) method has been extensively studied because it outperforms the gradient descent-ascent method in convex-concave (C-C) problems. Yet, stochastic EG (SEG) has seen limited success in C-C problems, especially for unconstrained cases. Motivated by the recent progress of shuffling-based stochastic methods, we investigate the convergence of shuffling-based SEG in unconstrained finite-sum minimax problems, in search of convergent shuffling-based SEG. Our analysis reveals that both random reshuffling and the recently proposed flip-flop shuffling alone can suffer divergence in C-C problems. However, with an additional simple trick called anchoring, we develop the SEG with flip-flop anchoring (SEG-FFA) method which successfully converges in C-C problems. We also show upper and lower bounds in the strongly-convex-strongly-concave setting, demonstrating that SEG-FFA has a provably faster convergence rate compared to other shuffling-based methods.


Enhancing Deployment-Time Predictive Model Robustness for Code Analysis and Optimization

arXiv.org Artificial Intelligence

Supervised machine learning techniques have shown promising results in code analysis and optimization problems. However, a learning-based solution can be brittle because minor changes in hardware or application workloads -- such as facing a new CPU architecture or code pattern -- may jeopardize decision accuracy, ultimately undermining model robustness. We introduce Prom, an open-source library to enhance the robustness and performance of predictive models against such changes during deployment. Prom achieves this by using statistical assessments to identify test samples prone to mispredictions and using feedback on these samples to improve a deployed model. We showcase Prom by applying it to 13 representative machine learning models across 5 code analysis and optimization tasks. Our extensive evaluation demonstrates that Prom can successfully identify an average of 96% (up to 100%) of mispredictions. By relabeling up to 5% of the Prom-identified samples through incremental learning, Prom can help a deployed model achieve a performance comparable to that attained during its model training phase.


Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading

arXiv.org Artificial Intelligence

High-frequency trading (HFT) has transformed modern financial markets, making reliable short-term price forecasting models essential. In this study, we present a novel approach to mid-price forecasting using Level 1 limit order book (LOB) data from NASDAQ, focusing on 100 U.S. stocks from the S&P 500 index during the period from September to November 2022. Expanding on our previous work with Radial Basis Function Neural Networks (RBFNN), which leveraged automated feature importance techniques based on mean decrease impurity (MDI) and gradient descent (GD), we introduce the Adaptive Learning Policy Engine (ALPE) - a reinforcement learning (RL)-based agent designed for batch-free, immediate mid-price forecasting. ALPE incorporates adaptive epsilon decay to dynamically balance exploration and exploitation, outperforming a diverse range of highly effective machine learning (ML) and deep learning (DL) models in forecasting performance.