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 Statistical Learning


Regret Minimization and Statistical Inference in Online Decision Making with High-dimensional Covariates

arXiv.org Machine Learning

This paper investigates regret minimization, statistical inference, and their interplay in high-dimensional online decision-making based on the sparse linear context bandit model. We integrate the $\varepsilon$-greedy bandit algorithm for decision-making with a hard thresholding algorithm for estimating sparse bandit parameters and introduce an inference framework based on a debiasing method using inverse propensity weighting. Under a margin condition, our method achieves either $O(T^{1/2})$ regret or classical $O(T^{1/2})$-consistent inference, indicating an unavoidable trade-off between exploration and exploitation. If a diverse covariate condition holds, we demonstrate that a pure-greedy bandit algorithm, i.e., exploration-free, combined with a debiased estimator based on average weighting can simultaneously achieve optimal $O(\log T)$ regret and $O(T^{1/2})$-consistent inference. We also show that a simple sample mean estimator can provide valid inference for the optimal policy's value. Numerical simulations and experiments on Warfarin dosing data validate the effectiveness of our methods.


A Random Forest approach to detect and identify Unlawful Insider Trading

arXiv.org Artificial Intelligence

According to The Exchange Act, 1934 unlawful insider trading is the abuse of access to privileged corporate information. While a blurred line between "routine" the "opportunistic" insider trading exists, detection of strategies that insiders mold to maneuver fair market prices to their advantage is an uphill battle for hand-engineered approaches. In the context of detailed high-dimensional financial and trade data that are structurally built by multiple covariates, in this study, we explore, implement and provide detailed comparison to the existing study (Deng et al. (2019)) and independently implement automated end-to-end state-of-art methods by integrating principal component analysis to the random forest (PCA-RF) followed by a standalone random forest (RF) with 320 and 3984 randomly selected, semi-manually labeled and normalized transactions from multiple industry. The settings successfully uncover latent structures and detect unlawful insider trading. Among the multiple scenarios, our best-performing model accurately classified 96.43 percent of transactions. Among all transactions the models find 95.47 lawful as lawful and $98.00$ unlawful as unlawful percent. Besides, the model makes very few mistakes in classifying lawful as unlawful by missing only 2.00 percent. In addition to the classification task, model generated Gini Impurity based features ranking, our analysis show ownership and governance related features based on permutation values play important roles. In summary, a simple yet powerful automated end-to-end method relieves labor-intensive activities to redirect resources to enhance rule-making and tracking the uncaptured unlawful insider trading transactions. We emphasize that developed financial and trading features are capable of uncovering fraudulent behaviors.


Multimodal Contrastive Learning of Urban Space Representations from POI Data

arXiv.org Artificial Intelligence

Existing methods for learning urban space representations from Point-of-Interest (POI) data face several limitations, including issues with geographical delineation, inadequate spatial information modelling, underutilisation of POI semantic attributes, and computational inefficiencies. To address these issues, we propose CaLLiPer (Contrastive Language-Location Pre-training), a novel representation learning model that directly embeds continuous urban spaces into vector representations that can capture the spatial and semantic distribution of urban environment. This model leverages a multimodal contrastive learning objective, aligning location embeddings with textual POI descriptions, thereby bypassing the need for complex training corpus construction and negative sampling. We validate CaLLiPer's effectiveness by applying it to learning urban space representations in London, UK, where it demonstrates 5-15% improvement in predictive performance for land use classification and socioeconomic mapping tasks compared to state-of-the-art methods. Visualisations of the learned representations further illustrate our model's advantages in capturing spatial variations in urban semantics with high accuracy and fine resolution. Additionally, CaLLiPer achieves reduced training time, showcasing its efficiency and scalability. This work provides a promising pathway for scalable, semantically rich urban space representation learning that can support the development of geospatial foundation models. The implementation code is available at https://github.com/xlwang233/CaLLiPer.


Robust Detection of LLM-Generated Text: A Comparative Analysis

arXiv.org Artificial Intelligence

The ability of large language models to generate complex texts allows them to be widely integrated into many aspects of life, and their output can quickly fill all network resources. As the impact of LLMs grows, it becomes increasingly important to develop powerful detectors for the generated text. This detector is essential to prevent the potential misuse of these technologies and to protect areas such as social media from the negative effects of false content generated by LLMS. The main goal of LLM-generated text detection is to determine whether text is generated by an LLM, which is a basic binary classification task. In our work, we mainly use three different classification methods based on open source datasets: traditional machine learning techniques such as logistic regression, k-means clustering, Gaussian Naive Bayes, support vector machines, and methods based on converters such as BERT, and finally algorithms that use LLMs to detect LLM-generated text. We focus on model generalization, potential adversarial attacks, and accuracy of model evaluation. Finally, the possible research direction in the future is proposed, and the current experimental results are summarized.


Variance-Aware Linear UCB with Deep Representation for Neural Contextual Bandits

arXiv.org Machine Learning

By leveraging the representation power of deep neural networks, neural upper confidence bound (UCB) algorithms have shown success in contextual bandits. To further balance the exploration and exploitation, we propose Neural-$\sigma^2$-LinearUCB, a variance-aware algorithm that utilizes $\sigma^2_t$, i.e., an upper bound of the reward noise variance at round $t$, to enhance the uncertainty quantification quality of the UCB, resulting in a regret performance improvement. We provide an oracle version for our algorithm characterized by an oracle variance upper bound $\sigma^2_t$ and a practical version with a novel estimation for this variance bound. Theoretically, we provide rigorous regret analysis for both versions and prove that our oracle algorithm achieves a better regret guarantee than other neural-UCB algorithms in the neural contextual bandits setting. Empirically, our practical method enjoys a similar computational efficiency, while outperforming state-of-the-art techniques by having a better calibration and lower regret across multiple standard settings, including on the synthetic, UCI, MNIST, and CIFAR-10 datasets.


Boulder2Vec: Modeling Climber Performances in Professional Bouldering Competitions

arXiv.org Artificial Intelligence

Using data from professional bouldering competitions from 2008 to 2022, we train a logistic regression to predict climber results and measure climber skill. However, this approach is limited, as a single numeric coefficient per climber cannot adequately capture the intricacies of climbers' varying strengths and weaknesses in different boulder problems. For example, some climbers might prefer more static, technical routes while other climbers may specialize in powerful, dynamic problems. To this end, we apply Probabilistic Matrix Factorization (PMF), a framework commonly used in recommender systems, to represent the unique characteristics of climbers and problems with latent, multi-dimensional vectors. In this framework, a climber's performance on a given problem is predicted by taking the dot product of the corresponding climber vector and problem vectors. PMF effectively handles sparse datasets, such as our dataset where only a subset of climbers attempt each particular problem, by extrapolating patterns from similar climbers. We contrast the empirical performance of PMF to the logistic regression approach and investigate the multivariate representations produced by PMF to gain insights into climber characteristics. Our results show that the multivariate PMF representations improve predictive performance of professional bouldering competitions by capturing both the overall strength of climbers and their specialized skill sets. We provide our code open-source at https://github.com/baronet2/boulder2vec.


Multiple Global Peaks Big Bang-Big Crunch Algorithm for Multimodal Optimization

arXiv.org Artificial Intelligence

The main challenge of multimodal optimization problems is identifying multiple peaks with high accuracy in multidimensional search spaces with irregular landscapes. This work proposes the Multiple Global Peaks Big Bang-Big Crunch (MGP-BBBC) algorithm, which addresses the challenge of multimodal optimization problems by introducing a specialized mechanism for each operator. The algorithm expands the Big Bang-Big Crunch algorithm, a state-of-the-art metaheuristic inspired by the universe's evolution. Specifically, MGP-BBBC groups the best individuals of the population into cluster-based centers of mass and then expands them with a progressively lower disturbance to guarantee convergence. During this process, it (i) applies a distance-based filtering to remove unnecessary elites such that the ones on smaller peaks are not lost, (ii) promotes isolated individuals based on their niche count after clustering, and (iii) balances exploration and exploitation during offspring generation to target specific accuracy levels. Experimental results on twenty multimodal benchmark test functions show that MGP-BBBC generally performs better or competitively with respect to other state-of-the-art multimodal optimizers.


On Differentially Private String Distances

arXiv.org Machine Learning

Given a database of bit strings $A_1,\ldots,A_m\in \{0,1\}^n$, a fundamental data structure task is to estimate the distances between a given query $B\in \{0,1\}^n$ with all the strings in the database. In addition, one might further want to ensure the integrity of the database by releasing these distance statistics in a secure manner. In this work, we propose differentially private (DP) data structures for this type of tasks, with a focus on Hamming and edit distance. On top of the strong privacy guarantees, our data structures are also time- and space-efficient. In particular, our data structure is $\epsilon$-DP against any sequence of queries of arbitrary length, and for any query $B$ such that the maximum distance to any string in the database is at most $k$, we output $m$ distance estimates. Moreover, - For Hamming distance, our data structure answers any query in $\widetilde O(mk+n)$ time and each estimate deviates from the true distance by at most $\widetilde O(k/e^{\epsilon/\log k})$; - For edit distance, our data structure answers any query in $\widetilde O(mk^2+n)$ time and each estimate deviates from the true distance by at most $\widetilde O(k/e^{\epsilon/(\log k \log n)})$. For moderate $k$, both data structures support sublinear query operations. We obtain these results via a novel adaptation of the randomized response technique as a bit flipping procedure, applied to the sketched strings.


GEPS: Boosting Generalization in Parametric PDE Neural Solvers through Adaptive Conditioning

arXiv.org Artificial Intelligence

Solving parametric partial differential equations (PDEs) presents significant challenges for data-driven methods due to the sensitivity of spatio-temporal dynamics to variations in PDE parameters. Machine learning approaches often struggle to capture this variability. To address this, data-driven approaches learn parametric PDEs by sampling a very large variety of trajectories with varying PDE parameters. We first show that incorporating conditioning mechanisms for learning parametric PDEs is essential and that among them, $\textit{adaptive conditioning}$, allows stronger generalization. As existing adaptive conditioning methods do not scale well with respect to the number of parameters to adapt in the neural solver, we propose GEPS, a simple adaptation mechanism to boost GEneralization in Pde Solvers via a first-order optimization and low-rank rapid adaptation of a small set of context parameters. We demonstrate the versatility of our approach for both fully data-driven and for physics-aware neural solvers. Validation performed on a whole range of spatio-temporal forecasting problems demonstrates excellent performance for generalizing to unseen conditions including initial conditions, PDE coefficients, forcing terms and solution domain. $\textit{Project page}$: https://geps-project.github.io


Supporting Automated Fact-checking across Topics: Similarity-driven Gradual Topic Learning for Claim Detection

arXiv.org Artificial Intelligence

Selecting check-worthy claims for fact-checking is considered a crucial part of expediting the fact-checking process by filtering out and ranking the check-worthy claims for being validated among the impressive amount of claims could be found online. The check-worthy claim detection task, however, becomes more challenging when the model needs to deal with new topics that differ from those seen earlier. In this study, we propose a domain-adaptation framework for check-worthy claims detection across topics for the Arabic language to adopt a new topic, mimicking a real-life scenario of the daily emergence of events worldwide. We propose the Gradual Topic Learning (GTL) model, which builds an ability to learning gradually and emphasizes the check-worthy claims for the target topic during several stages of the learning process. In addition, we introduce the Similarity-driven Gradual Topic Learning (SGTL) model that synthesizes gradual learning with a similarity-based strategy for the target topic. Our experiments demonstrate the effectiveness of our proposed model, showing an overall tendency for improving performance over the state-of-the-art baseline across 11 out of the 14 topics under study.