Autoregressive models are predominant in natural language generation, while their application in tabular data remains underexplored. We posit that this can be attributed to two factors: 1) tabular data contains heterogeneous data type, while the autoregressive model is primarily designed to model discrete-valued data; 2) tabular data is column permutation-invariant, requiring a generation model to generate columns in arbitrary order. DAR) to address these issues. DAR employs a diffusion model to parameterize the conditional distribution of continuous features. DAR resorts to masked transformers with bi-directional attention, which simulate various permutations of column order, hence enabling it to learn the conditional distribution of a target column given an arbitrary combination of other columns. DAR to not only freely handle heterogeneous tabular data but also support convenient and flexible unconditional/conditional sampling. DAR outperforms previous state-of-the-art methods by 18% to 45% on eight metrics across three distinct aspects. The code is available at https://github.com/fangliancheng/TabDAR. Today is a good day! Figure 1: Challenges in Auto-Regressive tabular data generation. Due to the widespread application of synthetic tabular data in real-world scenarios, such as data augmentation, privacy protection, and missing value prediction (Fonseca & Bacao, 2023; Assefa et al., 2021; Hernandez et al., 2022), an increasing number of studies have begun to focus on deep generative models for synthetic tabular data generation. In this domain, various approaches, including Variational Autoencoders (VAEs)(Liu et al., 2023), Generative Adversarial Networks (GANs)(Xu et al., 2019), Diffusion Models (Zhang et al., 2024b), and even Large Language Models (LLMs)(Borisov et al., 2023), have demonstrated significant progress.

World modelling is essential for understanding and predicting the dynamics of complex systems by learning both spatial and temporal dependencies. However, current frameworks, such as Transformers and selective state-space models like Mambas, exhibit limitations in efficiently encoding spatial and temporal structures, particularly in scenarios requiring long-term high-dimensional sequence modelling. To address these issues, we propose a novel recurrent framework, the \textbf{FACT}ored \textbf{S}tate-space (\textbf{FACTS}) model, for spatial-temporal world modelling. The FACTS framework constructs a graph-structured memory with a routing mechanism that learns permutable memory representations, ensuring invariance to input permutations while adapting through selective state-space propagation. Furthermore, FACTS supports parallel computation of high-dimensional sequences. We empirically evaluate FACTS across diverse tasks, including multivariate time series forecasting and object-centric world modelling, demonstrating that it consistently outperforms or matches specialised state-of-the-art models, despite its general-purpose world modelling design.

Difference-in-differences (DiD) is a cornerstone method for causal inference, i.e., the evaluation of the impact of a treatment (such as vaccination) on an outcome of interest (such as mortality), in observational studies, provided that outcomes may be observed both before and after the treatment introduction. In such studies, the observed outcomes of treated individuals before and after a treatment typically do not allow researchers to directly infer the treatment effect. This is due to confounding time trends in the treated individuals' counterfactual outcomes that would have occurred without the treatment. The DiD approach tackles this issue based on a control group not receiving the treatment and the so-called parallel trends assumption, imposing that the treated group's unobserved counterfactual outcomes under non-treatment follow the same observed mean outcome trend of the control group. While the canonical DiD setup considers a binary treatment definition (treatment versus no treatment), in many empirical applications, treatments are continuously distributed - e.g., the vaccination rate in a region. Furthermore, the treatment intensity might vary over time and a strict control group with a zero treatment might not be available across all or even any treatment period, as also argued in de Chaisemartin et al. [2024], who point to taxes, tariffs, or prices as possible treatment variables with strictly non-zero doses.

Node representations, or embeddings, are low-dimensional vectors that capture node properties, typically learned through unsupervised structural similarity objectives or supervised tasks. While recent efforts have focused on explaining graph model decisions, the interpretability of unsupervised node embeddings remains underexplored. To bridge this gap, we introduce DiSeNE (Disentangled and Self-Explainable Node Embedding), a framework that generates self-explainable embeddings in an unsupervised manner. Our method employs disentangled representation learning to produce dimension-wise interpretable embeddings, where each dimension is aligned with distinct topological structure of the graph. We formalize novel desiderata for disentangled and interpretable embeddings, which drive our new objective functions, optimizing simultaneously for both interpretability and disentanglement. Additionally, we propose several new metrics to evaluate representation quality and human interpretability. Extensive experiments across multiple benchmark datasets demonstrate the effectiveness of our approach.

In this work we compare the generative behavior at the next token prediction level in several language models by comparing them to human productions in the cloze task. We find that while large models trained for longer are typically better estimators of human productions, but they reliably under-estimate the probabilities of human responses, over-rank rare responses, under-rank top responses, and produce highly distinct semantic spaces. Altogether, this work demonstrates in a tractable, interpretable domain that LM generations can not be used as replacements of or models of the cloze task.

Abstract--In multivariate time series classification, although current sequence analysis models have excellent classification capabilities, they show significant shortcomings when dealing with long sequence multivariate data, such as prolonged training times and decreased accuracy. This paper focuses on optimizing model performance for long-sequence multivariate data by mitigating the impact of extended time series and multiple variables on the model. We propose a principal component analysis (PCA)-based temporal streaming compression and dimensionality reduction algorithm for time series data (temporal streaming batch PCA, TSBPCA), which continuously updates the compact representation of the entire sequence through streaming PCA time estimation with time block updates, enhancing the data representation capability of a range of sequence analysis models. Notably, our method demonstrates a trend of increasing effectiveness as sequence length grows; on the two longest sequence datasets, accuracy improved by about 7.2%, RNNs have the problem of vanishing or exploding gradients As practical demand continues to grow, the scope of time when dealing with long sequences. To overcome these issues, series data has expanded rapidly in terms of quantity and gated mechanisms were introduced, such as gated recurrent the increasing complexity of inherent characteristics [1], such units (GRU) [8] and long short-term memory (LSTM) [9].The as its multivariate structure and extended time spans.

In the highly competitive environment of the banking industry, it is essential to precisely forecast the behavior of customers in order to maximize the effectiveness of marketing initiatives and improve financial consequences. The purpose of this research is to examine the efficacy of logit and probit models in predicting term deposit subscriptions using a Portuguese bank's direct marketing data. There are several demographic, economic, and behavioral characteristics in the dataset that affect the probability of subscribing. To increase model performance and provide an unbiased evaluation, the target variable was balanced, considering the inherent imbalance in the dataset. The two model's prediction abilities were evaluated using Bayesian techniques and Leave-One-Out Cross-Validation (LOO-CV). The logit model performed better than the probit model in handling this classification problem. The results highlight the relevance of model selection when dealing with complicated decision-making processes in the financial services industry and imbalanced datasets. Findings from this study shed light on how banks can optimize their decision-making processes, improve their client segmentation, and boost their marketing campaigns by utilizing machine learning models.

Power outages have become increasingly frequent, intense, and prolonged in the US due to climate change, aging electrical grids, and rising energy demand. However, largely due to the absence of granular spatiotemporal outage data, we lack data-driven evidence and analytics-based metrics to quantify power system vulnerability. This limitation has hindered the ability to effectively evaluate and address vulnerability to power outages in US communities. Here, we collected ~179 million power outage records at 15-minute intervals across 3022 US contiguous counties (96.15% of the area) from 2014 to 2023. We developed a power system vulnerability assessment framework based on three dimensions (intensity, frequency, and duration) and applied interpretable machine learning models (XGBoost and SHAP) to compute Power System Vulnerability Index (PSVI) at the county level. Our analysis reveals a consistent increase in power system vulnerability over the past decade. We identified 318 counties across 45 states as hotspots for high power system vulnerability, particularly in the West Coast (California and Washington), the East Coast (Florida and the Northeast area), the Great Lakes megalopolis (Chicago-Detroit metropolitan areas), and the Gulf of Mexico (Texas). Heterogeneity analysis indicates that urban counties, counties with interconnected grids, and states with high solar generation exhibit significantly higher vulnerability. Our results highlight the significance of the proposed PSVI for evaluating the vulnerability of communities to power outages. The findings underscore the widespread and pervasive impact of power outages across the country and offer crucial insights to support infrastructure operators, policymakers, and emergency managers in formulating policies and programs aimed at enhancing the resilience of the US power infrastructure.

In statistical inference, we commonly assume that samples are independent and identically distributed from a probability distribution included in a pre-specified statistical model. However, such an assumption is often violated in practice. Even an unexpected extreme sample called an {\it outlier} can significantly impact classical estimators. Robust statistics studies how to construct reliable statistical methods that efficiently work even when the ideal assumption is violated. Recently, some works revealed that robust estimators such as Tukey's median are well approximated by the generative adversarial net (GAN), a popular learning method for complex generative models using neural networks. GAN is regarded as a learning method using integral probability metrics (IPM), which is a discrepancy measure for probability distributions. In most theoretical analyses of Tukey's median and its GAN-based approximation, however, the Gaussian or elliptical distribution is assumed as the statistical model. In this paper, we explore the application of GAN-like estimators to a general class of statistical models. As the statistical model, we consider the kernel exponential family that includes both finite and infinite-dimensional models. To construct a robust estimator, we propose the smoothed total variation (STV) distance as a class of IPMs. Then, we theoretically investigate the robustness properties of the STV-based estimators. Our analysis reveals that the STV-based estimator is robust against the distribution contamination for the kernel exponential family. Furthermore, we analyze the prediction accuracy of a Monte Carlo approximation method, which circumvents the computational difficulty of the normalization constant.

In this paper, we present a complete framework for quickly calibrating and administering a robust large-scale computerized adaptive test (CAT) with a small number of responses. Calibration - learning item parameters in a test - is done using AutoIRT, a new method that uses automated machine learning (AutoML) in combination with item response theory (IRT), originally proposed in [Sharpnack et al., 2024]. AutoIRT trains a non-parametric AutoML grading model using item features, followed by an item-specific parametric model, which results in an explanatory IRT model. In our work, we use tabular AutoML tools (AutoGluon.tabular, [Erickson et al., 2020]) along with BERT embeddings and linguistically motivated NLP features. In this framework, we use Bayesian updating to obtain test taker ability posterior distributions for administration and scoring. For administration of our adaptive test, we propose the BanditCAT framework, a methodology motivated by casting the problem in the contextual bandit framework and utilizing item response theory (IRT). The key insight lies in defining the bandit reward as the Fisher information for the selected item, given the latent test taker ability from IRT assumptions. We use Thompson sampling to balance between exploring items with different psychometric characteristics and selecting highly discriminative items that give more precise information about ability. To control item exposure, we inject noise through an additional randomization step before computing the Fisher information. This framework was used to initially launch two new item types on the DET practice test using limited training data. We outline some reliability and exposure metrics for the 5 practice test experiments that utilized this framework.