Statistical Learning
Optimal Classification under Performative Distribution Shift
Cyffers, Edwige, Pydi, Muni Sreenivas, Atif, Jamal, Cappé, Olivier
Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these performative effects are modelled as push-forward measures. This general framework encompasses existing models and enables novel performative gradient estimation methods, leading to more efficient and scalable learning strategies. For distribution shifts, unlike previous models which require full specification of the data distribution, we only assume knowledge of the shift operator that represents the performative changes. This approach can also be integrated into various change-of-variablebased models, such as VAEs or normalizing flows. Focusing on classification with a linear-in-parameters performative effect, we prove the convexity of the performative risk under a new set of assumptions. Notably, we do not limit the strength of performative effects but rather their direction, requiring only that classification becomes harder when deploying more accurate models. In this case, we also establish a connection with adversarially robust classification by reformulating the minimization of the performative risk as a min-max variational problem. Finally, we illustrate our approach on synthetic and real datasets.
Learning Controlled Stochastic Differential Equations
Brogat-Motte, Luc, Bonalli, Riccardo, Rudi, Alessandro
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while providing strong learning guarantees for safe and reliable performance. However, existing approaches often focus on simplified scenarios, such as deterministic models, known diffusion, discrete systems, one-dimensional dynamics, or systems constrained by strong structural assumptions such as linearity. This work proposes a novel method for estimating both drift and diffusion coefficients of continuous, multidimensional, nonlinear controlled stochastic differential equations with non-uniform diffusion. We assume regularity of the coefficients within a Sobolev space, allowing for broad applicability to various dynamical systems in robotics, finance, climate modeling, and biology. Leveraging the Fokker-Planck equation, we split the estimation into two tasks: (a) estimating system dynamics for a finite set of controls, and (b) estimating coefficients that govern those dynamics. We provide strong theoretical guarantees, including finite-sample bounds for \(L^2\), \(L^\infty\), and risk metrics, with learning rates adaptive to coefficients' regularity, similar to those in nonparametric least-squares regression literature. The practical effectiveness of our approach is demonstrated through extensive numerical experiments. Our method is available as an open-source Python library.
EXAGREE: Towards Explanation Agreement in Explainable Machine Learning
Li, Sichao, Deng, Quanling, Barnard, Amanda S.
Explanations in machine learning are critical for trust, transparency, and fairness. Yet, complex disagreements among these explanations limit the reliability and applicability of machine learning models, especially in high-stakes environments. We formalize four fundamental ranking-based explanation disagreement problems and introduce a novel framework, EXplanation AGREEment (EXAGREE), to bridge diverse interpretations in explainable machine learning, particularly from stakeholder-centered perspectives. Our approach leverages a Rashomon set for attribution predictions and then optimizes within this set to identify Stakeholder-Aligned Explanation Models (SAEMs) that minimize disagreement with diverse stakeholder needs while maintaining predictive performance. Rigorous empirical analysis on synthetic and real-world datasets demonstrates that EXAGREE reduces explanation disagreement and improves fairness across subgroups in various domains. EXAGREE not only provides researchers with a new direction for studying explanation disagreement problems but also offers data scientists a tool for making better-informed decisions in practical applications.
RobPy: a Python Package for Robust Statistical Methods
Leyder, Sarah, Raymaekers, Jakob, Rousseeuw, Peter J., Servotte, Thomas, Verdonck, Tim
Robust estimation provides essential tools for analyzing data that contain outliers, ensuring that statistical models remain reliable even in the presence of some anomalous data. While robust methods have long been available in R, users of Python have lacked a comprehensive package that offers these methods in a cohesive framework. RobPy addresses this gap by offering a wide range of robust methods in Python, built upon established libraries including NumPy, SciPy, and scikit-learn. This package includes tools for robust preprocessing, univariate estimation, covariance matrices, regression, and principal component analysis, which are able to detect outliers and to mitigate their effect. In addition, RobPy provides specialized diagnostic plots for visualizing casewise and cellwise outliers. This paper presents the structure of the RobPy package, demonstrates its functionality through examples, and compares its features to existing implementations in other statistical software. By bringing robust methods to Python, RobPy enables more users to perform robust data analysis in a modern and versatile programming language.
OwMatch: Conditional Self-Labeling with Consistency for Open-World Semi-Supervised Learning
Niu, Shengjie, Lin, Lifan, Huang, Jian, Wang, Chao
Semi-supervised learning (SSL) offers a robust framework for harnessing the potential of unannotated data. Traditionally, SSL mandates that all classes possess labeled instances. However, the emergence of open-world SSL (OwSSL) introduces a more practical challenge, wherein unlabeled data may encompass samples from unseen classes. This scenario leads to misclassification of unseen classes as known ones, consequently undermining classification accuracy. To overcome this challenge, this study revisits two methodologies from self-supervised and semi-supervised learning, self-labeling and consistency, tailoring them to address the OwSSL problem. Specifically, we propose an effective framework called OwMatch, combining conditional self-labeling and open-world hierarchical thresholding. Theoretically, we analyze the estimation of class distribution on unlabeled data through rigorous statistical analysis, thus demonstrating that OwMatch can ensure the unbiasedness of the self-label assignment estimator with reliability. Comprehensive empirical analyses demonstrate that our method yields substantial performance enhancements across both known and unknown classes in comparison to previous studies. Code is available at https://github.com/niusj03/OwMatch.
Risk-sensitive control as inference with R\'enyi divergence
This paper introduces the risk-sensitive control as inference (RCaI) that extends CaI by using R\'{e}nyi divergence variational inference. RCaI is shown to be equivalent to log-probability regularized risk-sensitive control, which is an extension of the maximum entropy (MaxEnt) control. We also prove that the risk-sensitive optimal policy can be obtained by solving a soft Bellman equation, which reveals several equivalences between RCaI, MaxEnt control, the optimal posterior for CaI, and linearly-solvable control. Moreover, based on RCaI, we derive the risk-sensitive reinforcement learning (RL) methods: the policy gradient and the soft actor-critic. As the risk-sensitivity parameter vanishes, we recover the risk-neutral CaI and RL, which means that RCaI is a unifying framework. Furthermore, we give another risk-sensitive generalization of the MaxEnt control using R\'{e}nyi entropy regularization. We show that in both of our extensions, the optimal policies have the same structure even though the derivations are very different.
Cross-Entropy Is All You Need To Invert the Data Generating Process
Reizinger, Patrik, Bizeul, Alice, Juhos, Attila, Vogt, Julia E., Balestriero, Randall, Brendel, Wieland, Klindt, David
Supervised learning has become a cornerstone of modern machine learning, yet a comprehensive theory explaining its effectiveness remains elusive. Empirical phenomena, such as neural analogy-making and the linear representation hypothesis, suggest that supervised models can learn interpretable factors of variation in a linear fashion. Recent advances in self-supervised learning, particularly nonlinear Independent Component Analysis, have shown that these methods can recover latent structures by inverting the data generating process. We extend these identifiability results to parametric instance discrimination, then show how insights transfer to the ubiquitous setting of supervised learning with cross-entropy minimization. We prove that even in standard classification tasks, models learn representations of ground-truth factors of variation up to a linear transformation. We corroborate our theoretical contribution with a series of empirical studies. First, using simulated data matching our theoretical assumptions, we demonstrate successful disentanglement of latent factors. Second, we show that on DisLib, a widely-used disentanglement benchmark, simple classification tasks recover latent structures up to linear transformations. Finally, we reveal that models trained on ImageNet encode representations that permit linear decoding of proxy factors of variation. Together, our theoretical findings and experiments offer a compelling explanation for recent observations of linear representations, such as superposition in neural networks. This work takes a significant step toward a cohesive theory that accounts for the unreasonable effectiveness of supervised deep learning.
Benchmarking Transcriptomics Foundation Models for Perturbation Analysis : one PCA still rules them all
Bendidi, Ihab, Whitfield, Shawn, Kenyon-Dean, Kian, Yedder, Hanene Ben, Mesbahi, Yassir El, Noutahi, Emmanuel, Denton, Alisandra K.
Understanding the relationships among genes, compounds, and their interactions in living organisms remains limited due to technological constraints and the complexity of biological data. Deep learning has shown promise in exploring these relationships using various data types. However, transcriptomics, which provides detailed insights into cellular states, is still underused due to its high noise levels and limited data availability. Recent advancements in transcriptomics sequencing provide new opportunities to uncover valuable insights, especially with the rise of many new foundation models for transcriptomics, yet no benchmark has been made to robustly evaluate the effectiveness of these rising models for perturbation analysis. This article presents a novel biologically motivated evaluation framework and a hierarchy of perturbation analysis tasks for comparing the performance of pretrained foundation models to each other and to more classical techniques of learning from transcriptomics data. We compile diverse public datasets from different sequencing techniques and cell lines to assess models performance. Our approach identifies scVI and PCA to be far better suited models for understanding biological perturbations in comparison to existing foundation models, especially in their application in real-world scenarios.
Intrinsic Dimensionality of Fermi-Pasta-Ulam-Tsingou High-Dimensional Trajectories Through Manifold Learning
A data-driven approach based on unsupervised machine learning is proposed to infer the intrinsic dimensions $m^{\ast}$ of the high-dimensional trajectories of the Fermi-Pasta-Ulam-Tsingou (FPUT) model. Principal component analysis (PCA) is applied to trajectory data consisting of $n_s = 4,000,000$ datapoints, of the FPUT $\beta$ model with $N = 32$ coupled oscillators, revealing a critical relationship between $m^{\ast}$ and the model's nonlinear strength. For weak nonlinearities, $m^{\ast} \ll n$, where $n = 2N$. In contrast, for strong nonlinearities, $m^{\ast} \rightarrow n - 1$, consistently with the ergodic hypothesis. Furthermore, one of the potential limitations of PCA is addressed through an analysis with t-distributed stochastic neighbor embedding ($t$-SNE). Accordingly, we found strong evidence suggesting that the datapoints lie near or on a curved low-dimensional manifold for weak nonlinearities.
G-SPARC: SPectral ARchitectures tackling the Cold-start problem in Graph learning
Jacobs, Yahel, Dayan, Reut, Shaham, Uri
Graphs play a central role in modeling complex relationships across various domains. Most graph learning methods rely heavily on neighborhood information, raising the question of how to handle cold-start nodes -- nodes with no known connections within the graph. These models often overlook the cold-start nodes, making them ineffective for real-world scenarios. To tackle this, we propose G-SPARC, a novel framework addressing cold-start nodes, that leverages generalizable spectral embedding. This framework enables extension to state-of-the-art methods making them suitable for practical applications. By utilizing a key idea of transitioning from graph representation to spectral representation, our approach is generalizable to cold-start nodes, capturing the global structure of the graph without relying on adjacency data. Experimental results demonstrate that our method outperforms existing models on cold-start nodes across various tasks like node classification, node clustering, and link prediction. G-SPARC provides a breakthrough built-in solution to the cold-start problem in graph learning. Our code will be publicly available upon acceptance. Graphs have advanced deep learning techniques across various domains, enabling tasks such as node classification, node clustering, and link prediction (Kipf & Welling, 2016a; Battaglia et al., 2018; LeCun et al., 1989; Yao et al., 2019; Chen et al., 2019).