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 Statistical Learning


Dive into Time-Series Anomaly Detection: A Decade Review

arXiv.org Machine Learning

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important activity, entailing various applications in fields such as cyber security, financial markets, law enforcement, and health care. While traditional literature on anomaly detection is centered on statistical measures, the increasing number of machine learning algorithms in recent years call for a structured, general characterization of the research methods for time-series anomaly detection. This survey groups and summarizes anomaly detection existing solutions under a process-centric taxonomy in the time series context. In addition to giving an original categorization of anomaly detection methods, we also perform a meta-analysis of the literature and outline general trends in time-series anomaly detection research.


AdaRankGrad: Adaptive Gradient-Rank and Moments for Memory-Efficient LLMs Training and Fine-Tuning

arXiv.org Artificial Intelligence

Training and fine-tuning large language models (LLMs) come with challenges related to memory and computational requirements due to the increasing size of the model weights and the optimizer states. Various techniques have been developed to tackle these challenges, such as low-rank adaptation (LoRA), which involves introducing a parallel trainable low-rank matrix to the fixed pre-trained weights at each layer. However, these methods often fall short compared to the full-rank weight training approach, as they restrict the parameter search to a low-rank subspace. This limitation can disrupt training dynamics and require a full-rank warm start to mitigate the impact. In this paper, we introduce a new method inspired by a phenomenon we formally prove: as training progresses, the rank of the estimated layer gradients gradually decreases, and asymptotically approaches rank one. Leveraging this, our approach involves adaptively reducing the rank of the gradients during Adam optimization steps, using an efficient online-updating low-rank projections rule. We further present a randomized SVD scheme for efficiently finding the projection matrix. Our technique enables full-parameter fine-tuning with adaptive low-rank gradient updates, significantly reducing overall memory requirements during training compared to state-of-the-art methods while improving model performance in both pretraining and fine-tuning. Finally, we provide a convergence analysis of our method and demonstrate its merits for training and fine-tuning language and biological foundation models.


Learning to Rank Pre-trained Vision-Language Models for Downstream Tasks

arXiv.org Artificial Intelligence

Vision language models (VLMs) like CLIP show stellar zero-shot capability on classification benchmarks. However, selecting the VLM with the highest performance on the unlabeled downstream task is non-trivial. Existing VLM selection methods focus on the class-name-only setting, relying on a supervised large-scale dataset and large language models, which may not be accessible or feasible during deployment. This paper introduces the problem of \textbf{unsupervised vision-language model selection}, where only unsupervised downstream datasets are available, with no additional information provided. To solve this problem, we propose a method termed Visual-tExtual Graph Alignment (VEGA), to select VLMs without any annotations by measuring the alignment of the VLM between the two modalities on the downstream task. VEGA is motivated by the pretraining paradigm of VLMs, which aligns features with the same semantics from the visual and textual modalities, thereby mapping both modalities into a shared representation space. Specifically, we first construct two graphs on the vision and textual features, respectively. VEGA is then defined as the overall similarity between the visual and textual graphs at both node and edge levels. Extensive experiments across three different benchmarks, covering a variety of application scenarios and downstream datasets, demonstrate that VEGA consistently provides reliable and accurate estimates of VLMs' performance on unlabeled downstream tasks.


Beyond Gradient Averaging in Parallel Optimization: Improved Robustness through Gradient Agreement Filtering

arXiv.org Artificial Intelligence

We introduce Gradient Agreement Filtering (GAF) to improve on gradient averaging in distributed deep learning optimization. Traditional distributed data-parallel stochastic gradient descent involves averaging gradients of microbatches to calculate a macrobatch gradient that is then used to update model parameters. We find that gradients across microbatches are often orthogonal or negatively correlated, especially in late stages of training, which leads to memorization of the training set, reducing generalization. In this paper, we introduce a simple, computationally effective way to reduce gradient variance by computing the cosine distance between micro-gradients during training and filtering out conflicting updates prior to averaging. We improve validation accuracy with significantly smaller microbatch sizes. We also show this reduces memorizing noisy labels. We demonstrate the effectiveness of this technique on standard image classification benchmarks including CIFAR-100 and CIFAR-100N-Fine. We show this technique consistently outperforms validation accuracy, in some cases by up to 18.2\% compared to traditional training approaches while reducing the computation required nearly an order of magnitude because we can now rely on smaller microbatch sizes without destabilizing training.


A Particle Algorithm for Mean-Field Variational Inference

arXiv.org Machine Learning

Variational inference is a fast and scalable alternative to Markov chain Monte Carlo and has been widely applied to posterior inference tasks in statistics and machine learning. A traditional approach for implementing mean-field variational inference (MFVI) is coordinate ascent variational inference (CAVI), which relies crucially on parametric assumptions on complete conditionals. In this paper, we introduce a novel particle-based algorithm for mean-field variational inference, which we term PArticle VI (PAVI). Notably, our algorithm does not rely on parametric assumptions on complete conditionals, and it applies to the nonparametric setting. We provide non-asymptotic finite-particle convergence guarantee for our algorithm. To our knowledge, this is the first end-to-end guarantee for particle-based MFVI.


Ensemble of classifiers for speech evaluation

arXiv.org Artificial Intelligence

The article describes an attempt to apply an ensemble of binary classifiers to solve the problem of speech assessment in medicine. A dataset was compiled based on quantitative and expert assessments of syllable pronunciation quality. Quantitative assessments of 7 selected metrics were used as features: dynamic time warp distance, Minkowski distance, correlation coefficient, longest common subsequence (LCSS), edit distance of real se-quence (EDR), edit distance with real penalty (ERP), and merge split (MSM). Expert as-sessment of pronunciation quality was used as a class label: class 1 means high-quality speech, class 0 means distorted. A comparison of training results was carried out for five classification methods: logistic regression (LR), support vector machine (SVM), naive Bayes (NB), decision trees (DT), and K-nearest neighbors (KNN). The results of using the mixture method to build an ensemble of classifiers are also presented. The use of an en-semble for the studied data sets allowed us to slightly increase the classification accuracy compared to the use of individual binary classifiers.


Prototypical Distillation and Debiased Tuning for Black-box Unsupervised Domain Adaptation

arXiv.org Artificial Intelligence

Unsupervised domain adaptation aims to transfer knowledge from a related, label-rich source domain to an unlabeled target domain, thereby circumventing the high costs associated with manual annotation. Recently, there has been growing interest in source-free domain adaptation, a paradigm in which only a pre-trained model, rather than the labeled source data, is provided to the target domain. Given the potential risk of source data leakage via model inversion attacks, this paper introduces a novel setting called black-box domain adaptation, where the source model is accessible only through an API that provides the predicted label along with the corresponding confidence value for each query. We develop a two-step framework named $\textbf{Pro}$totypical $\textbf{D}$istillation and $\textbf{D}$ebiased tun$\textbf{ing}$ ($\textbf{ProDDing}$). In the first step, ProDDing leverages both the raw predictions from the source model and prototypes derived from the target domain as teachers to distill a customized target model. In the second step, ProDDing keeps fine-tuning the distilled model by penalizing logits that are biased toward certain classes. Empirical results across multiple benchmarks demonstrate that ProDDing outperforms existing black-box domain adaptation methods. Moreover, in the case of hard-label black-box domain adaptation, where only predicted labels are available, ProDDing achieves significant improvements over these methods. Code will be available at \url{https://github.com/tim-learn/ProDDing/}.


Overcoming Class Imbalance: Unified GNN Learning with Structural and Semantic Connectivity Representations

arXiv.org Artificial Intelligence

Class imbalance is pervasive in real-world graph datasets, where the majority of annotated nodes belong to a small set of classes (majority classes), leaving many other classes (minority classes) with only a handful of labeled nodes. Graph Neural Networks (GNNs) suffer from significant performance degradation in the presence of class imbalance, exhibiting bias towards majority classes and struggling to generalize effectively on minority classes. This limitation stems, in part, from the message passing process, leading GNNs to overfit to the limited neighborhood of annotated nodes from minority classes and impeding the propagation of discriminative information throughout the entire graph. In this paper, we introduce a novel Unified Graph Neural Network Learning (Uni-GNN) framework to tackle class-imbalanced node classification. The proposed framework seamlessly integrates both structural and semantic connectivity representations through semantic and structural node encoders. By combining these connectivity types, Uni-GNN extends the propagation of node embeddings beyond immediate neighbors, encompassing non-adjacent structural nodes and semantically similar nodes, enabling efficient diffusion of discriminative information throughout the graph. Moreover, to harness the potential of unlabeled nodes within the graph, we employ a balanced pseudo-label generation mechanism that augments the pool of available labeled nodes from minority classes in the training set. Experimental results underscore the superior performance of our proposed Uni-GNN framework compared to state-of-the-art class-imbalanced graph learning baselines across multiple benchmark datasets.


Predicting Long Term Sequential Policy Value Using Softer Surrogates

arXiv.org Artificial Intelligence

Performing policy evaluation in education, healthcare and online commerce can be challenging, because it can require waiting substantial amounts of time to observe outcomes over the desired horizon of interest. While offline evaluation methods can be used to estimate the performance of a new decision policy from historical data in some cases, such methods struggle when the new policy involves novel actions or is being run in a new decision process with potentially different dynamics. Here we consider how to estimate the full-horizon value of a new decision policy using only short-horizon data from the new policy, and historical full-horizon data from a different behavior policy. We introduce two new estimators for this setting, including a doubly robust estimator, and provide formal analysis of their properties. Our empirical results on two realistic simulators, of HIV treatment and sepsis treatment, show that our methods can often provide informative estimates of a new decision policy ten times faster than waiting for the full horizon, highlighting that it may be possible to quickly identify if a new decision policy, involving new actions, is better or worse than existing past policies.


NetFlowGen: Leveraging Generative Pre-training for Network Traffic Dynamics

arXiv.org Artificial Intelligence

Understanding the traffic dynamics in networks is a core capability for automated systems to monitor and analyze networking behaviors, reducing expensive human efforts and economic risks through tasks such as traffic classification, congestion prediction, and attack detection. However, it is still challenging to accurately model network traffic with machine learning approaches in an efficient and broadly applicable manner. Task-specific models trained from scratch are used for different networking applications, which limits the efficiency of model development and generalization of model deployment. Furthermore, while networking data is abundant, high-quality task-specific labels are often insufficient for training individual models. Large-scale self-supervised learning on unlabeled data provides a natural pathway for tackling these challenges. We propose to pre-train a general-purpose machine learning model to capture traffic dynamics with only traffic data from NetFlow records, with the goal of fine-tuning for different downstream tasks with small amount of labels. Our presented NetFlowGen framework goes beyond a proof-of-concept for network traffic pre-training and addresses specific challenges such as unifying network feature representations, learning from large unlabeled traffic data volume, and testing on real downstream tasks in DDoS attack detection. Experiments demonstrate promising results of our pre-training framework on capturing traffic dynamics and adapting to different networking tasks.