Statistical Learning
GloCOM: A Short Text Neural Topic Model via Global Clustering Context
Nguyen, Quang Duc, Nguyen, Tung, Nguyen, Duc Anh, Van, Linh Ngo, Dinh, Sang, Nguyen, Thien Huu
Uncovering hidden topics from short texts is challenging for traditional and neural models due to data sparsity, which limits word co-occurrence patterns, and label sparsity, stemming from incomplete reconstruction targets. Although data aggregation offers a potential solution, existing neural topic models often overlook it due to time complexity, poor aggregation quality, and difficulty in inferring topic proportions for individual documents. In this paper, we propose a novel model, GloCOM (Global Clustering COntexts for Topic Models), which addresses these challenges by constructing aggregated global clustering contexts for short documents, leveraging text embeddings from pre-trained language models. GloCOM can infer both global topic distributions for clustering contexts and local distributions for individual short texts. Additionally, the model incorporates these global contexts to augment the reconstruction loss, effectively handling the label sparsity issue. Extensive experiments on short text datasets show that our approach outperforms other state-of-the-art models in both topic quality and document representations.
Distributed Differentially Private Data Analytics via Secure Sketching
Burkhardt, Jakob, Keller, Hannah, Orlandi, Claudio, Schwiegelshohn, Chris
We explore the use of distributed differentially private computations across multiple servers, balancing the tradeoff between the error introduced by the differentially private mechanism and the computational efficiency of the resulting distributed algorithm. We introduce the linear-transformation model, where clients have access to a trusted platform capable of applying a public matrix to their inputs. Such computations can be securely distributed across multiple servers using simple and efficient secure multiparty computation techniques. The linear-transformation model serves as an intermediate model between the highly expressive central model and the minimal local model. In the central model, clients have access to a trusted platform capable of applying any function to their inputs. However, this expressiveness comes at a cost, as it is often expensive to distribute such computations, leading to the central model typically being implemented by a single trusted server. In contrast, the local model assumes no trusted platform, which forces clients to add significant noise to their data. The linear-transformation model avoids the single point of failure for privacy present in the central model, while also mitigating the high noise required in the local model. We demonstrate that linear transformations are very useful for differential privacy, allowing for the computation of linear sketches of input data. These sketches largely preserve utility for tasks such as private low-rank approximation and private ridge regression, while introducing only minimal error, critically independent of the number of clients. Previously, such accuracy had only been achieved in the more expressive central model.
A Self-Explainable Heterogeneous GNN for Relational Deep Learning
Ferrini, Francesco, Longa, Antonio, Passerini, Andrea, Jaeger, Manfred
Recently, significant attention has been given to the idea of viewing relational databases as heterogeneous graphs, enabling the application of graph neural network (GNN) technology for predictive tasks. However, existing GNN methods struggle with the complexity of the heterogeneous graphs induced by databases with numerous tables and relations. Traditional approaches either consider all possible relational meta-paths, thus failing to scale with the number of relations, or rely on domain experts to identify relevant meta-paths. A recent solution does manage to learn informative meta-paths without expert supervision, but assumes that a node's class depends solely on the existence of a meta-path occurrence. In this work, we present a self-explainable heterogeneous GNN for relational data, that supports models in which class membership depends on aggregate information obtained from multiple occurrences of a meta-path. Experimental results show that in the context of relational databases, our approach effectively identifies informative meta-paths that faithfully capture the model's reasoning mechanisms. It significantly outperforms existing methods in both synthetic and real-world scenarios.
Context-Based Echo State Networks with Prediction Confidence for Human-Robot Shared Control
Amirshirzad, Negin, Eren, Mehmet Arda, Oztop, Erhan
In this paper, we propose a novel lightweight learning from demonstration (LfD) model based on reservoir computing that can learn and generate multiple movement trajectories with prediction intervals, which we call as Context-based Echo State Network with prediction confidence (CESN+). CESN+ can generate movement trajectories that may go beyond the initial LfD training based on a desired set of conditions while providing confidence on its generated output. To assess the abilities of CESN+, we first evaluate its performance against Conditional Neural Movement Primitives (CNMP), a comparable framework that uses a conditional neural process to generate movement primitives. Our findings indicate that CESN+ not only outperforms CNMP but is also faster to train and demonstrates impressive performance in generating trajectories for extrapolation cases. In human-robot shared control applications, the confidence of the machine generated trajectory is a key indicator of how to arbitrate control sharing. To show the usability of the CESN+ for human-robot adaptive shared control, we have designed a proof-of-concept human-robot shared control task and tested its efficacy in adapting the sharing weight between the human and the robot by comparing it to a fixed-weight control scheme. The simulation experiments show that with CESN+ based adaptive sharing the total human load in shared control can be significantly reduced. Overall, the developed CESN+ model is a strong lightweight LfD system with desirable properties such fast training and ability to extrapolate to the new task parameters while producing robust prediction intervals for its output.
Revisit Non-parametric Two-sample Testing as a Semi-supervised Learning Problem
Tian, Xunye, Peng, Liuhua, Zhou, Zhijian, Gong, Mingming, Liu, Feng
Learning effective data representations is crucial in answering if two samples X and Y are from the same distribution (a.k.a. the non-parametric two-sample testing problem), which can be categorized into: i) learning discriminative representations (DRs) that distinguish between two samples in a supervised-learning paradigm, and ii) learning inherent representations (IRs) focusing on data's inherent features in an unsupervised-learning paradigm. However, both paradigms have issues: learning DRs reduces the data points available for the two-sample testing phase, and learning purely IRs misses discriminative cues. To mitigate both issues, we propose a novel perspective to consider non-parametric two-sample testing as a semi-supervised learning (SSL) problem, introducing the SSL-based Classifier Two-Sample Test (SSL-C2ST) framework. While a straightforward implementation of SSL-C2ST might directly use existing state-of-the-art (SOTA) SSL methods to train a classifier with labeled data (with sample indexes X or Y) and unlabeled data (the remaining ones in the two samples), conventional two-sample testing data often exhibits substantial overlap between samples and violates SSL methods' assumptions, resulting in low test power. Therefore, we propose a two-step approach: first, learn IRs using all data, then fine-tune IRs with only labelled data to learn DRs, which can both utilize information from whole dataset and adapt the discriminative power to the given data. Extensive experiments and theoretical analysis demonstrate that SSL-C2ST outperforms traditional C2ST by effectively leveraging unlabeled data. We also offer a stronger empirically designed test achieving the SOTA performance in many two-sample testing datasets.
Optimal Particle-based Approximation of Discrete Distributions (OPAD)
Afshar, Hadi Mohasel, Francis, Gilad, Cripps, Sally
Particle-based methods include a variety of techniques, such as Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC), for approximating a probabilistic target distribution with a set of weighted particles. In this paper, we prove that for any set of particles, there is a unique weighting mechanism that minimizes the Kullback-Leibler (KL) divergence of the (particle-based) approximation from the target distribution, when that distribution is discrete -- any other weighting mechanism (e.g. MCMC weighting that is based on particles' repetitions in the Markov chain) is sub-optimal with respect to this divergence measure. Our proof does not require any restrictions either on the target distribution, or the process by which the particles are generated, other than the discreteness of the target. We show that the optimal weights can be determined based on values that any existing particle-based method already computes; As such, with minimal modifications and no extra computational costs, the performance of any particle-based method can be improved. Our empirical evaluations are carried out on important applications of discrete distributions including Bayesian Variable Selection and Bayesian Structure Learning. The results illustrate that our proposed reweighting of the particles improves any particle-based approximation to the target distribution consistently and often substantially.
AutoPQ: Automating Quantile estimation from Point forecasts in the context of sustainability
Meisenbacher, Stefan, Phipps, Kaleb, Taubert, Oskar, Weiel, Marie, Götz, Markus, Mikut, Ralf, Hagenmeyer, Veit
Optimizing smart grid operations relies on critical decision-making informed by uncertainty quantification, making probabilistic forecasting a vital tool. Designing such forecasting models involves three key challenges: accurate and unbiased uncertainty quantification, workload reduction for data scientists during the design process, and limitation of the environmental impact of model training. In order to address these challenges, we introduce AutoPQ, a novel method designed to automate and optimize probabilistic forecasting for smart grid applications. AutoPQ enhances forecast uncertainty quantification by generating quantile forecasts from an existing point forecast by using a conditional Invertible Neural Network (cINN). AutoPQ also automates the selection of the underlying point forecasting method and the optimization of hyperparameters, ensuring that the best model and configuration is chosen for each application. For flexible adaptation to various performance needs and available computing power, AutoPQ comes with a default and an advanced configuration, making it suitable for a wide range of smart grid applications. Additionally, AutoPQ provides transparency regarding the electricity consumption required for performance improvements. We show that AutoPQ outperforms state-of-the-art probabilistic forecasting methods while effectively limiting computational effort and hence environmental impact. Additionally and in the context of sustainability, we quantify the electricity consumption required for performance improvements.
TAROT: Targeted Data Selection via Optimal Transport
Feng, Lan, Nie, Fan, Liu, Yuejiang, Alahi, Alexandre
We propose TAROT, a targeted data selection framework grounded in optimal transport theory. Previous targeted data selection methods primarily rely on influence-based greedy heuristics to enhance domain-specific performance. While effective on limited, unimodal data (i.e., data following a single pattern), these methods struggle as target data complexity increases. Specifically, in multimodal distributions, these heuristics fail to account for multiple inherent patterns, leading to suboptimal data selection. This work identifies two primary factors contributing to this limitation: (i) the disproportionate impact of dominant feature components in high-dimensional influence estimation, and (ii) the restrictive linear additive assumptions inherent in greedy selection strategies. To address these challenges, TAROT incorporates whitened feature distance to mitigate dominant feature bias, providing a more reliable measure of data influence. Building on this, TAROT uses whitened feature distance to quantify and minimize the optimal transport distance between the selected data and target domains. Notably, this minimization also facilitates the estimation of optimal selection ratios. We evaluate TAROT across multiple tasks, including semantic segmentation, motion prediction, and instruction tuning. Results consistently show that TAROT outperforms state-of-the-art methods, highlighting its versatility across various deep learning tasks. Code is available at https://github.com/vita-epfl/TAROT.
Interval Estimation of Coefficients in Penalized Regression Models of Insurance Data
Manna, Alokesh, Huang, Zijian, Dey, Dipak K., Gu, Yuwen
The Tweedie exponential dispersion family is a popular choice among many to model insurance losses that consist of zero-inflated semicontinuous data. In such data, it is often important to obtain credibility (inference) of the most important features that describe the endogenous variables. Post-selection inference is the standard procedure in statistics to obtain confidence intervals of model parameters after performing a feature extraction procedure. For a linear model, the lasso estimate often has non-negligible estimation bias for large coefficients corresponding to exogenous variables. To have valid inference on those coefficients, it is necessary to correct the bias of the lasso estimate. Traditional statistical methods, such as hypothesis testing or standard confidence interval construction might lead to incorrect conclusions during post-selection, as they are generally too optimistic. Here we discuss a few methodologies for constructing confidence intervals of the coefficients after feature selection in the Generalized Linear Model (GLM) family with application to insurance data.
A Generalized Unified Skew-Normal Process with Neural Bayes Inference
In recent decades, statisticians have been increasingly encountering spatial data that exhibit non-Gaussian behaviors such as asymmetry and heavy-tailedness. As a result, the assumptions of symmetry and fixed tail weight in Gaussian processes have become restrictive and may fail to capture the intrinsic properties of the data. To address the limitations of the Gaussian models, a variety of skewed models has been proposed, of which the popularity has grown rapidly. These skewed models introduce parameters that govern skewness and tail weight. Among various proposals in the literature, unified skewed distributions, such as the Unified Skew-Normal (SUN), have received considerable attention. In this work, we revisit a more concise and intepretable re-parameterization of the SUN distribution and apply the distribution to random fields by constructing a generalized unified skew-normal (GSUN) spatial process. We demonstrate that the GSUN is a valid spatial process by showing its vanishing correlation in large distances and provide the corresponding spatial interpolation method. In addition, we develop an inference mechanism for the GSUN process using the concept of neural Bayes estimators with deep graphical attention networks (GATs) and encoder transformer. We show the superiority of our proposed estimator over the conventional CNN-based architectures regarding stability and accuracy by means of a simulation study and application to Pb-contaminated soil data. Furthermore, we show that the GSUN process is different from the conventional Gaussian processes and Tukey g-and-h processes, through the probability integral transform (PIT).