Statistical Learning
GIG: Graph Data Imputation With Graph Differential Dependencies
Hua, Jiang, Bewong, Michael, Kwashie, Selasi, Rahman, MD Geaur, Hu, Junwei, Guo, Xi, Fen, Zaiwen
Data imputation addresses the challenge of imputing missing values in database instances, ensuring consistency with the overall semantics of the dataset. Although several heuristics which rely on statistical methods, and ad-hoc rules have been proposed. These do not generalise well and often lack data context. Consequently, they also lack explainability. The existing techniques also mostly focus on the relational data context making them unsuitable for wider application contexts such as in graph data. In this paper, we propose a graph data imputation approach called GIG which relies on graph differential dependencies (GDDs). GIG, learns the GDDs from a given knowledge graph, and uses these rules to train a transformer model which then predicts the value of missing data within the graph. By leveraging GDDs, GIG incoporates semantic knowledge into the data imputation process making it more reliable and explainable. Experimental results on seven real-world datasets highlight GIG's effectiveness compared to existing state-of-the-art approaches.
LiMTR: Time Series Motion Prediction for Diverse Road Users through Multimodal Feature Integration
Oerlemans, Camiel, Grooten, Bram, Braat, Michiel, Alassi, Alaa, Silvas, Emilia, Mocanu, Decebal Constantin
Predicting the behavior of road users accurately is crucial to enable the safe operation of autonomous vehicles in urban or densely populated areas. Therefore, there has been a growing interest in time series motion prediction research, leading to significant advancements in state-of-the-art techniques in recent years. However, the potential of using LiDAR data to capture more detailed local features, such as a person's gaze or posture, remains largely unexplored. To address this, we develop a novel multimodal approach for motion prediction based on the PointNet foundation model architecture, incorporating local LiDAR features. Evaluation on the Waymo Open Dataset shows a performance improvement of 6.20% and 1.58% in minADE and mAP respectively, when integrated and compared with the previous state-of-the-art MTR.
A Fusion-Driven Approach of Attention-Based CNN-BiLSTM for Protein Family Classification -- ProFamNet
Ali, Bahar, Shah, Anwar, Niaz, Malik, Mansoord, Musadaq, Ullah, Sami, Adnan, Muhammad
Advanced automated AI techniques allow us to classify protein sequences and discern their biological families and functions. Conventional approaches for classifying these protein families often focus on extracting N-Gram features from the sequences while overlooking crucial motif information and the interplay between motifs and neighboring amino acids. Recently, convolutional neural networks have been applied to amino acid and motif data, even with a limited dataset of well-characterized proteins, resulting in improved performance. This study presents a model for classifying protein families using the fusion of 1D-CNN, BiLSTM, and an attention mechanism, which combines spatial feature extraction, long-term dependencies, and context-aware representations. The proposed model (ProFamNet) achieved superior model efficiency with 450,953 parameters and a compact size of 1.72 MB, outperforming the state-of-the-art model with 4,578,911 parameters and a size of 17.47 MB. Further, we achieved a higher F1 score (98.30% vs. 97.67%) with more instances (271,160 vs. 55,077) in fewer training epochs (25 vs. 30).
A practical, fast method for solving sum-of-squares problems for very large polynomials
Keren, Daniel, Osadchy, Margarita, Poranne, Roi
Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main advantage of this transormation is that SDP is a convex problem for which efficient solvers are readily available. However, while considerable progress has been made in recent years, the standard approaches for solving SDPs are still known to scale poorly. Our goal is to devise an approach that can handle larger, more complex problems than is currently possible. The challenge indeed lies in how SDPs are commonly solved. State-Of-The-Art approaches rely on the interior point method, which requires the factorization of large matrices. We instead propose an approach inspired by polynomial neural networks, which exhibit excellent performance when optimized using techniques from the deep learning toolbox. In a somewhat counter-intuitive manner, we replace the convex SDP formulation with a non-convex, unconstrained, and \emph{over parameterized} formulation, and solve it using a first order optimization method. It turns out that this approach can handle very large problems, with polynomials having over four million coefficients, well beyond the range of current SDP-based approaches. Furthermore, we highlight theoretical and practical results supporting the experimental success of our approach in avoiding spurious local minima, which makes it amenable to simple and fast solutions based on gradient descent. In all the experiments, our approach had always converged to a correct global minimum, on general (non-sparse) polynomials, with running time only slightly higher than linear in the number of polynomial coefficients, compared to higher than quadratic in the number of coefficients for SDP-based methods.
A quantitative Robbins-Siegmund theorem
Neri, Morenikeji, Powell, Thomas
The Robbins-Siegmund theorem is one of the most important results in stochastic optimization, where it is widely used to prove the convergence of stochastic algorithms. We provide a quantitative version of the theorem, establishing a bound on how far one needs to look in order to locate a region of metastability in the sense of Tao. Our proof involves a metastable analogue of Doob's theorem for $L_1$-supermartingales along with a series of technical lemmas that make precise how quantitative information propagates through sums and products of stochastic processes. In this way, our paper establishes a general methodology for finding metastable bounds for stochastic processes that can be reduced to supermartingales, and therefore for obtaining quantitative convergence information across a broad class of stochastic algorithms whose convergence proof relies on some variation of the Robbins-Siegmund theorem. We conclude by discussing how our general quantitative result might be used in practice.
Asymmetries in Financial Spillovers
Huber, Florian, Klieber, Karin, Marcellino, Massimiliano, Onorante, Luca, Pfarrhofer, Michael
Financial shocks, such as the one observed during the global financial crisis, exhibit important domestic and international consequences on macroeconomic aggregates (see, e.g., Dovern and van Roye, 2014; Ciccarelli et al., 2016; Prieto et al., 2016; Gerba et al., 2024). Policymakers in central banks and governmental institutions, who aim to smooth business cycles and thus alleviate the negative effects of adverse financial disruptions, need to understand how such shocks impact the economy and propagate internationally to implement policies in a forward-looking manner. The recent literature provides plenty of evidence on the domestic and international effects of US financial shocks (see Balke, 2000; Gilchrist and Zakrajลกek, 2012; Cesa-Bianchi and Sokol, 2022). These papers find that financial shocks exert powerful effects on domestic output but also that US-based shocks spill over to foreign economies and trigger declines in international economic activity. Such effects might be subject to time variation (Abbate et al., 2016).
A Human-in-the-Loop Fairness-Aware Model Selection Framework for Complex Fairness Objective Landscapes
Robertson, Jake, Schmidt, Thorsten, Hutter, Frank, Awad, Noor
Fairness-aware Machine Learning (FairML) applications are often characterized by complex social objectives and legal requirements, frequently involving multiple, potentially conflicting notions of fairness. Despite the well-known Impossibility Theorem of Fairness and extensive theoretical research on the statistical and socio-technical trade-offs between fairness metrics, many FairML tools still optimize or constrain for a single fairness objective. However, this one-sided optimization can inadvertently lead to violations of other relevant notions of fairness. In this socio-technical and empirical study, we frame fairness as a many-objective (MaO) problem by treating fairness metrics as conflicting objectives. We introduce ManyFairHPO, a human-in-the-loop, fairness-aware model selection framework that enables practitioners to effectively navigate complex and nuanced fairness objective landscapes. ManyFairHPO aids in the identification, evaluation, and balancing of fairness metric conflicts and their related social consequences, leading to more informed and socially responsible model-selection decisions. Through a comprehensive empirical evaluation and a case study on the Law School Admissions problem, we demonstrate the effectiveness of ManyFairHPO in balancing multiple fairness objectives, mitigating risks such as self-fulfilling prophecies, and providing interpretable insights to guide stakeholders in making fairness-aware modeling decisions.
Forecasting Opioid Incidents for Rapid Actionable Data for Opioid Response in Kentucky
Mullen, Aaron D., Harris, Daniel, Rock, Peter, Slavova, Svetla, Talbert, Jeffery, Bumgardner, V. K. Cody
We present efforts in the fields of machine learning and time series forecasting to accurately predict counts of future opioid overdose incidents recorded by Emergency Medical Services (EMS) in the state of Kentucky. Forecasts are useful to state government agencies to properly prepare and distribute resources related to opioid overdoses effectively. Our approach uses county and district level aggregations of EMS opioid overdose encounters and forecasts future counts for each month. A variety of additional covariates were tested to determine their impact on the model's performance. Models with different levels of complexity were evaluated to optimize training time and accuracy. Our results show that when special precautions are taken to address data sparsity, useful predictions can be generated with limited error by utilizing yearly trends and covariance with additional data sources.
Robust Feature Learning for Multi-Index Models in High Dimensions
Mousavi-Hosseini, Alireza, Javanmard, Adel, Erdogdu, Murat A.
Recently, there have been numerous studies on feature learning with neural networks, specifically on learning single- and multi-index models where the target is a function of a low-dimensional projection of the input. Prior works have shown that in high dimensions, the majority of the compute and data resources are spent on recovering the low-dimensional projection; once this subspace is recovered, the remainder of the target can be learned independently of the ambient dimension. However, implications of feature learning in adversarial settings remain unexplored. In this work, we take the first steps towards understanding adversarially robust feature learning with neural networks. Specifically, we prove that the hidden directions of a multi-index model offer a Bayes optimal low-dimensional projection for robustness against $\ell_2$-bounded adversarial perturbations under the squared loss, assuming that the multi-index coordinates are statistically independent from the rest of the coordinates. Therefore, robust learning can be achieved by first performing standard feature learning, then robustly tuning a linear readout layer on top of the standard representations. In particular, we show that adversarially robust learning is just as easy as standard learning, in the sense that the additional number of samples needed to robustly learn multi-index models when compared to standard learning, does not depend on dimensionality.
Spatio-temporal Multivariate Cluster Evolution Analysis for Detecting and Tracking Climate Impacts
Davis, Warren L. IV, Carlson, Max, Tezaur, Irina, Bull, Diana, Peterson, Kara, Swiler, Laura
Recent years have seen a growing concern about climate change and its impacts. While Earth System Models (ESMs) can be invaluable tools for studying the impacts of climate change, the complex coupling processes encoded in ESMs and the large amounts of data produced by these models, together with the high internal variability of the Earth system, can obscure important source-to-impact relationships. This paper presents a novel and efficient unsupervised data-driven approach for detecting statistically-significant impacts and tracing spatio-temporal source-impact pathways in the climate through a unique combination of ideas from anomaly detection, clustering and Natural Language Processing (NLP). Using as an exemplar the 1991 eruption of Mount Pinatubo in the Philippines, we demonstrate that the proposed approach is capable of detecting known post-eruption impacts/events. We additionally describe a methodology for extracting meaningful sequences of post-eruption impacts/events by using NLP to efficiently mine frequent multivariate cluster evolutions, which can be used to confirm or discover the chain of physical processes between a climate source and its impact(s).