Statistical Learning
ArrivalNet: Predicting City-wide Bus/Tram Arrival Time with Two-dimensional Temporal Variation Modeling
Li, Zirui, Wolf, Patrick, Wang, Meng
Accurate arrival time prediction (ATP) of buses and trams plays a crucial role in public transport operations. Current methods focused on modeling one-dimensional temporal information but overlooked the latent periodic information within time series. Moreover, most studies developed algorithms for ATP based on a single or a few routes of public transport, which reduces the transferability of the prediction models and their applicability in public transport management systems. To this end, this paper proposes \textit{ArrivalNet}, a two-dimensional temporal variation-based multi-step ATP for buses and trams. It decomposes the one-dimensional temporal sequence into intra-periodic and inter-periodic variations, which can be recast into two-dimensional tensors (2D blocks). Each row of a tensor contains the time points within a period, and each column involves the time points at the same intra-periodic index across various periods. The transformed 2D blocks in different frequencies have an image-like feature representation that enables effective learning with computer vision backbones (e.g., convolutional neural network). Drawing on the concept of residual neural network, the 2D block module is designed as a basic module for flexible aggregation. Meanwhile, contextual factors like workdays, peak hours, and intersections, are also utilized in the augmented feature representation to improve the performance of prediction. 125 days of public transport data from Dresden were collected for model training and validation. Experimental results show that the root mean square error, mean absolute error, and mean absolute percentage error of the proposed predictor decrease by at least 6.1\%, 14.7\%, and 34.2\% compared with state-of-the-art baseline methods.
Anytime Acceleration of Gradient Descent
Zhang, Zihan, Lee, Jason D., Du, Simon S., Chen, Yuxin
This work investigates stepsize-based acceleration of gradient descent with {\em anytime} convergence guarantees. For smooth (non-strongly) convex optimization, we propose a stepsize schedule that allows gradient descent to achieve convergence guarantees of $O(T^{-1.119})$ for any stopping time $T$, where the stepsize schedule is predetermined without prior knowledge of the stopping time. This result provides an affirmative answer to a COLT open problem \citep{kornowski2024open} regarding whether stepsize-based acceleration can yield anytime convergence rates of $o(T^{-1})$. We further extend our theory to yield anytime convergence guarantees of $\exp(-\Omega(T/\kappa^{0.893}))$ for smooth and strongly convex optimization, with $\kappa$ being the condition number.
Hyperspectral Image Spectral-Spatial Feature Extraction via Tensor Principal Component Analysis
Ren, Yuemei, Liao, Liang, Maybank, Stephen John, Zhang, Yanning, Liu, Xin
This paper addresses the challenge of spectral-spatial feature extraction for hyperspectral image classification by introducing a novel tensor-based framework. The proposed approach incorporates circular convolution into a tensor structure to effectively capture and integrate both spectral and spatial information. Building upon this framework, the traditional Principal Component Analysis (PCA) technique is extended to its tensor-based counterpart, referred to as Tensor Principal Component Analysis (TPCA). The proposed TPCA method leverages the inherent multi-dimensional structure of hyperspectral data, thereby enabling more effective feature representation. Experimental results on benchmark hyperspectral datasets demonstrate that classification models using TPCA features consistently outperform those using traditional PCA and other state-of-the-art techniques. These findings highlight the potential of the tensor-based framework in advancing hyperspectral image analysis.
Imputation Matters: A Deeper Look into an Overlooked Step in Longitudinal Health and Behavior Sensing Research
Choube, Akshat, Majethia, Rahul, Bhattacharya, Sohini, Swain, Vedant Das, Li, Jiachen, Mishra, Varun
Longitudinal passive sensing studies for health and behavior outcomes often have missing and incomplete data. Handling missing data effectively is thus a critical data processing and modeling step. Our formative interviews with researchers working in longitudinal health and behavior passive sensing revealed a recurring theme: most researchers consider imputation a low-priority step in their analysis and inference pipeline, opting to use simple and off-the-shelf imputation strategies without comprehensively evaluating its impact on study outcomes. Through this paper, we call attention to the importance of imputation. Using publicly available passive sensing datasets for depression, we show that prioritizing imputation can significantly impact the study outcomes -- with our proposed imputation strategies resulting in up to 31% improvement in AUROC to predict depression over the original imputation strategy. We conclude by discussing the challenges and opportunities with effective imputation in longitudinal sensing studies.
The Computational Limits of State-Space Models and Mamba via the Lens of Circuit Complexity
Chen, Yifang, Li, Xiaoyu, Liang, Yingyu, Shi, Zhenmei, Song, Zhao
In this paper, we analyze the computational limitations of Mamba and State-space Models (SSMs) by using the circuit complexity framework. Despite Mamba's stateful design and recent attention as a strong candidate to outperform Transformers, we have demonstrated that both Mamba and SSMs with $\mathrm{poly}(n)$-precision and constant-depth layers reside within the $\mathsf{DLOGTIME}$-uniform $\mathsf{TC}^0$ complexity class. This result indicates Mamba has the same computational capabilities as Transformer theoretically, and it cannot solve problems like arithmetic formula problems, boolean formula value problems, and permutation composition problems if $\mathsf{TC}^0 \neq \mathsf{NC}^1$. Therefore, it challenges the assumption Mamba is more computationally expressive than Transformers. Our contributions include rigorous proofs showing that Selective SSM and Mamba architectures can be simulated by $\mathsf{DLOGTIME}$-uniform $\mathsf{TC}^0$ circuits, and they cannot solve problems outside $\mathsf{TC}^0$.
PowerMamba: A Deep State Space Model and Comprehensive Benchmark for Time Series Prediction in Electric Power Systems
Menati, Ali, Doudi, Fatemeh, Kalathil, Dileep, Xie, Le
The electricity sector is undergoing substantial transformations due to the rising electrification of demand, enhanced integration of renewable energy resources, and the emergence of new technologies. These changes are rendering the electric grid more volatile and unpredictable, making it difficult to maintain reliable operations. In order to address these issues, advanced time series prediction models are needed for closing the gap between the forecasted and actual grid outcomes. In this paper, we introduce a multivariate time series prediction model that combines traditional state space models with deep learning methods to simultaneously capture and predict the underlying dynamics of multiple time series. Additionally, we design a time series processing module that incorporates high-resolution external forecasts into sequence-to-sequence prediction models, achieving this with negligible increases in size and no loss of accuracy. We also release an extended dataset spanning five years of load, electricity price, ancillary service price, and renewable generation. To complement this dataset, we provide an open-access toolbox that includes our proposed model, the dataset itself, and several state-of-the-art prediction models, thereby creating a unified framework for benchmarking advanced machine learning approaches. Our findings indicate that the proposed model outperforms existing models across various prediction tasks, improving state-of-the-art prediction error by an average of 7% and decreasing model parameters by 43%.
Memory-augmented Transformers can implement Linear First-Order Optimization Methods
We show that memory-augmented Transformers (Memformers) can implement linear first-order optimization methods such as conjugate gradient descent, momentum methods, and more generally, methods that linearly combine past gradients. Building on prior work that demonstrates how Transformers can simulate preconditioned gradient descent, we provide theoretical and empirical evidence that Memformers can learn more advanced optimization algorithms. Specifically, we analyze how memory registers in Memformers store suitable intermediate attention values allowing them to implement algorithms such as conjugate gradient. Our results show that Memformers can efficiently learn these methods by training on random linear regression tasks, even learning methods that outperform conjugate gradient. This work extends our knowledge about the algorithmic capabilities of Transformers, showing how they can learn complex optimization methods.
Ethnography and Machine Learning: Synergies and New Directions
Li, Zhuofan, Abramson, Corey M.
Ethnography (social scientific methods that illuminate how people understand, navigate and shape the real world contexts in which they live their lives) and machine learning (computational techniques that use big data and statistical learning models to perform quantifiable tasks) are each core to contemporary social science. Yet these tools have remained largely separate in practice. This chapter draws on a growing body of scholarship that argues that ethnography and machine learning can be usefully combined, particularly for large comparative studies. Specifically, this paper (a) explains the value (and challenges) of using machine learning alongside qualitative field research for certain types of projects, (b) discusses recent methodological trends to this effect, (c) provides examples that illustrate workflow drawn from several large projects, and (d) concludes with a roadmap for enabling productive coevolution of field methods and machine learning.
Materials-Discovery Workflows Guided by Symbolic Regression: Identifying Acid-Stable Oxides for Electrocatalysis
Nair, Akhil S., Foppa, Lucas, Scheffler, Matthias
The efficiency of active learning (AL) approaches to identify materials with desired properties relies on the knowledge of a few parameters describing the property. However, these parameters are unknown if the property is governed by a high intricacy of many atomistic processes. Here, we develop an AL workflow based on the sure-independence screening and sparsifying operator (SISSO) symbolic-regression approach. SISSO identifies the few, key parameters correlated with a given materials property via analytical expressions, out of many offered primary features. Crucially, we train ensembles of SISSO models in order to quantify mean predictions and their uncertainty, enabling the use of SISSO in AL. By combining bootstrap sampling to obtain training datasets with Monte-Carlo feature dropout, the high prediction errors observed by a single SISSO model are improved. Besides, the feature dropout procedure alleviates the overconfidence issues observed in the widely used bagging approach. We demonstrate the SISSO-guided AL workflow by identifying acid-stable oxides for water splitting using high-quality DFT-HSE06 calculations. From a pool of 1470 materials, 12 acid-stable materials are identified in only 30 AL iterations. The materials property maps provided by SISSO along with the uncertainty estimates reduce the risk of missing promising portions of the materials space that were overlooked in the initial, possibly biased dataset.
On Socially Fair Low-Rank Approximation and Column Subset Selection
Song, Zhao, Vakilian, Ali, Woodruff, David P., Zhou, Samson
Low-rank approximation and column subset selection are two fundamental and related problems that are applied across a wealth of machine learning applications. In this paper, we study the question of socially fair low-rank approximation and socially fair column subset selection, where the goal is to minimize the loss over all sub-populations of the data. We show that surprisingly, even constant-factor approximation to fair low-rank approximation requires exponential time under certain standard complexity hypotheses. On the positive side, we give an algorithm for fair low-rank approximation that, for a constant number of groups and constant-factor accuracy, runs in $2^{\text{poly}(k)}$ time rather than the na\"{i}ve $n^{\text{poly}(k)}$, which is a substantial improvement when the dataset has a large number $n$ of observations. We then show that there exist bicriteria approximation algorithms for fair low-rank approximation and fair column subset selection that run in polynomial time.