Goto

Collaborating Authors

 Statistical Learning


Interpreting Affine Recurrence Learning in GPT-style Transformers

arXiv.org Artificial Intelligence

Understanding the internal mechanisms of GPT-style transformers, particularly their capacity to perform in-context learning (ICL), is critical for advancing AI alignment and interpretability. In-context learning allows transformers to generalize during inference without modifying their weights, yet the precise operations driving this capability remain largely opaque. This paper presents an investigation into the mechanistic interpretability of these transformers, focusing specifically on their ability to learn and predict affine recurrences as an ICL task. To address this, we trained a custom three-layer transformer to predict affine recurrences and analyzed the model's internal operations using both empirical and theoretical approaches. Our findings reveal that the model forms an initial estimate of the target sequence using a copying mechanism in the zeroth layer, which is subsequently refined through negative similarity heads in the second layer. These insights contribute to a deeper understanding of transformer behaviors in recursive tasks and offer potential avenues for improving AI alignment through mechanistic interpretability. Finally, we discuss the implications of our results for future work, including extensions to higher-dimensional recurrences and the exploration of polynomial sequences.


Learning Graph Filters for Structure-Function Coupling based Hub Node Identification

arXiv.org Machine Learning

Over the past two decades, tools from network science have been leveraged to characterize the organization of both structural and functional networks of the brain. One such measure of network organization is hub node identification. Hubs are specialized nodes within a network that link distinct brain units corresponding to specialized functional processes. Conventional methods for identifying hub nodes utilize different types of centrality measures and participation coefficient to profile various aspects of nodal importance. These methods solely rely on the functional connectivity networks constructed from functional magnetic resonance imaging (fMRI), ignoring the structure-function coupling in the brain. In this paper, we introduce a graph signal processing (GSP) based hub detection framework that utilizes both the structural connectivity and the functional activation to identify hub nodes. The proposed framework models functional activity as graph signals on the structural connectivity. Hub nodes are then detected based on the premise that hub nodes are sparse, have higher level of activity compared to their neighbors, and the non-hub nodes' activity can be modeled as the output of a graph-based filter. Based on these assumptions, an optimization framework, GraFHub, is formulated to learn the coefficients of the optimal polynomial graph filter and detect the hub nodes. The proposed framework is evaluated on both simulated data and resting state fMRI (rs-fMRI) data from Human Connectome Project (HCP).


Uncovering Key Trends in Industry 5.0 through Advanced AI Techniques

arXiv.org Artificial Intelligence

This article analyzes around 200 online articles to identify trends within Industry 5.0 using artificial intelligence techniques. Specifically, it applies algorithms such as LDA, BERTopic, LSA, and K-means, in various configurations, to extract and compare the central themes present in the literature. The results reveal a convergence around a core set of themes while also highlighting that Industry 5.0 spans a wide range of topics. The study concludes that Industry 5.0, as an evolution of Industry 4.0, is a broad concept that lacks a clear definition, making it difficult to focus on and apply effectively. Therefore, for Industry 5.0 to be useful, it needs to be refined and more clearly defined. Furthermore, the findings demonstrate that well-known AI techniques can be effectively utilized for trend identification, particularly when the available literature is extensive and the subject matter lacks precise boundaries. This study showcases the potential of AI in extracting meaningful insights from large and diverse datasets, even in cases where the thematic structure of the domain is not clearly delineated.


Congestion Forecast for Trains with Railroad-Graph-based Semi-Supervised Learning using Sparse Passenger Reports

arXiv.org Artificial Intelligence

Forecasting rail congestion is crucial for efficient mobility in transport systems. We present rail congestion forecasting using reports from passengers collected through a transit application. Although reports from passengers have received attention from researchers, ensuring a sufficient volume of reports is challenging due to passenger's reluctance. The limited number of reports results in the sparsity of the congestion label, which can be an issue in building a stable prediction model. To address this issue, we propose a semi-supervised method for congestion forecasting for trains, or SURCONFORT. Our key idea is twofold: firstly, we adopt semi-supervised learning to leverage sparsely labeled data and many unlabeled data. Secondly, in order to complement the unlabeled data from nearby stations, we design a railway network-oriented graph and apply the graph to semi-supervised graph regularization. Empirical experiments with actual reporting data show that SURCONFORT improved the forecasting performance by 14.9% over state-of-the-art methods under the label sparsity.


Covariance estimation using Markov chain Monte Carlo

arXiv.org Machine Learning

We investigate the complexity of covariance matrix estimation for Gibbs distributions based on dependent samples from a Markov chain. We show that when $\pi$ satisfies a Poincar\'e inequality and the chain possesses a spectral gap, we can achieve similar sample complexity using MCMC as compared to an estimator constructed using i.i.d. samples, with potentially much better query complexity. As an application of our methods, we show improvements for the query complexity in both constrained and unconstrained settings for concrete instances of MCMC. In particular, we provide guarantees regarding isotropic rounding procedures for sampling uniformly on convex bodies.


CK4Gen: A Knowledge Distillation Framework for Generating High-Utility Synthetic Survival Datasets in Healthcare

arXiv.org Artificial Intelligence

Access to real clinical data is heavily restricted by privacy regulations, hindering both healthcare research and education. These constraints slow progress in developing new treatments and data-driven healthcare solutions, while also limiting students' access to real-world datasets, leaving them without essential practical skills. High-utility synthetic datasets are therefore critical for advancing research and providing meaningful training material. However, current generative models -- such as Variational Autoencoders (VAEs) and Generative Adversarial Networks (GANs) -- produce surface-level realism at the expense of healthcare utility, blending distinct patient profiles and producing synthetic data of limited practical relevance. To overcome these limitations, we introduce CK4Gen (Cox Knowledge for Generation), a novel framework that leverages knowledge distillation from Cox Proportional Hazards (CoxPH) models to create synthetic survival datasets that preserve key clinical characteristics, including hazard ratios and survival curves. CK4Gen avoids the interpolation issues seen in VAEs and GANs by maintaining distinct patient risk profiles, ensuring realistic and reliable outputs for research and educational use. Validated across four benchmark datasets -- GBSG2, ACTG320, WHAS500, and FLChain -- CK4Gen outperforms competing techniques by better aligning real and synthetic data, enhancing survival model performance in both discrimination and calibration via data augmentation. As CK4Gen is scalable across clinical conditions, and with code to be made publicly available, future researchers can apply it to their own datasets to generate synthetic versions suitable for open sharing.


Tracing the Development of the Virtual Particle Concept Using Semantic Change Detection

arXiv.org Artificial Intelligence

Virtual particles are peculiar objects. They figure prominently in much of theoretical and experimental research in elementary particle physics. But exactly what they are is far from obvious. In particular, to what extent they should be considered "real" remains a matter of controversy in philosophy of science. Also their origin and development has only recently come into focus of scholarship in the history of science. In this study, we propose using the intriguing case of virtual particles to discuss the efficacy of Semantic Change Detection (SCD) based on contextualized word embeddings from a domain-adapted BERT model in studying specific scientific concepts. We find that the SCD metrics align well with qualitative research insights in the history and philosophy of science, as well as with the results obtained from Dependency Parsing to determine the frequency and connotations of the term "virtual". Still, the metrics of SCD provide additional insights over and above the qualitative research and the Dependency Parsing. Among other things, the metrics suggest that the concept of the virtual particle became more stable after 1950 but at the same time also more polysemous.


Unsupervised Time Series Anomaly Prediction with Importance-based Generative Contrastive Learning

arXiv.org Artificial Intelligence

Time series anomaly prediction plays an essential role in many real-world scenarios, such as environmental prevention and prompt maintenance of cyber-physical systems. However, existing time series anomaly prediction methods mainly require supervised training with plenty of manually labeled data, which are difficult to obtain in practice. Besides, unseen anomalies can occur during inference, which could differ from the labeled training data and make these models fail to predict such new anomalies. In this paper, we study a novel problem of unsupervised time series anomaly prediction. We provide a theoretical analysis and propose Importance-based Generative Contrastive Learning (IGCL) to address the aforementioned problems. IGCL distinguishes between normal and anomaly precursors, which are generated by our anomaly precursor pattern generation module. To address the efficiency issues caused by the potential complex anomaly precursor combinations, we propose a memory bank with importance-based scores to adaptively store representative anomaly precursors and generate more complicated anomaly precursors. Extensive experiments on seven benchmark datasets show our method outperforms state-of-the-art baselines on unsupervised time series anomaly prediction problems.


Theoretical Convergence Guarantees for Variational Autoencoders

arXiv.org Machine Learning

Variational Autoencoders (VAE) are popular generative models used to sample from complex data distributions. Despite their empirical success in various machine learning tasks, significant gaps remain in understanding their theoretical properties, particularly regarding convergence guarantees. This paper aims to bridge that gap by providing non-asymptotic convergence guarantees for VAE trained using both Stochastic Gradient Descent and Adam algorithms.We derive a convergence rate of $\mathcal{O}(\log n / \sqrt{n})$, where $n$ is the number of iterations of the optimization algorithm, with explicit dependencies on the batch size, the number of variational samples, and other key hyperparameters. Our theoretical analysis applies to both Linear VAE and Deep Gaussian VAE, as well as several VAE variants, including $\beta$-VAE and IWAE. Additionally, we empirically illustrate the impact of hyperparameters on convergence, offering new insights into the theoretical understanding of VAE training.


Dynamic graph neural networks for enhanced volatility prediction in financial markets

arXiv.org Artificial Intelligence

Volatility forecasting is essential for risk management and decision-making in financial markets. Traditional models like Generalized Autoregressive Conditional Heteroskedasticity (GARCH) effectively capture volatility clustering but often fail to model complex, non-linear interdependencies between multiple indices. This paper proposes a novel approach using Graph Neural Networks (GNNs) to represent global financial markets as dynamic graphs. The Temporal Graph Attention Network (Temporal GAT) combines Graph Convolutional Networks (GCNs) and Graph Attention Networks (GATs) to capture the temporal and structural dynamics of volatility spillovers. By utilizing correlation-based and volatility spillover indices, the Temporal GAT constructs directed graphs that enhance the accuracy of volatility predictions. Empirical results from a 15-year study of eight major global indices show that the Temporal GAT outperforms traditional GARCH models and other machine learning methods, particularly in short- to mid-term forecasts. The sensitivity and scenario-based analysis over a range of parameters and hyperparameters further demonstrate the significance of the proposed technique. Hence, this work highlights the potential of GNNs in modeling complex market behaviors, providing valuable insights for financial analysts and investors.