Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates regardless of how data evolves. Leveraging the concept of Blackwell approachability from game theory, we introduce a forecasting framework that guarantees calibrated uncertainties for outcomes in any compact space (e.g., classification or bounded regression). We extend this framework to recalibrate existing forecasters, guaranteeing accurate uncertainties without sacrificing predictive performance. We implement both general-purpose gradient-based algorithms and algorithms optimized for popular special cases of our framework. Empirically, our algorithms improve calibration and downstream decision-making for energy systems.

Recent advancements in feature representation and dimension reduction have highlighted their crucial role in enhancing the efficacy of predictive modeling. This work introduces TemporalPaD, a novel end-to-end deep learning framework designed for temporal pattern datasets. TemporalPaD integrates reinforcement learning (RL) with neural networks to achieve concurrent feature representation and feature reduction. The framework consists of three cooperative modules: a Policy Module, a Representation Module, and a Classification Module, structured based on the Actor-Critic (AC) framework. The Policy Module, responsible for dimensionality reduction through RL, functions as the actor, while the Representation Module for feature extraction and the Classification Module collectively serve as the critic. We comprehensively evaluate TemporalPaD using 29 UCI datasets, a well-known benchmark for validating feature reduction algorithms, through 10 independent tests and 10-fold cross-validation. Additionally, given that TemporalPaD is specifically designed for time series data, we apply it to a real-world DNA classification problem involving enhancer category and enhancer strength. The results demonstrate that TemporalPaD is an efficient and effective framework for achieving feature reduction, applicable to both structured data and sequence datasets.

Spatiotemporal forecasting has emerged as an indispensable building block of diverse smart city applications, such as intelligent transportation and smart energy management. Recent advancements have uncovered that the performance of spatiotemporal forecasting can be significantly improved by integrating knowledge in geo-distributed time series data from different domains, \eg enhancing real-estate appraisal with human mobility data; joint taxi and bike demand predictions. While effective, existing approaches assume a centralized data collection and exploitation environment, overlooking the privacy and commercial interest concerns associated with data owned by different parties. In this paper, we investigate multi-party collaborative spatiotemporal forecasting without direct access to multi-source private data. However, this task is challenging due to 1) cross-domain feature heterogeneity and 2) cross-client geographical heterogeneity, where standard horizontal or vertical federated learning is inapplicable. To this end, we propose a Heterogeneous SpatioTemporal Federated Learning (HSTFL) framework to enable multiple clients to collaboratively harness geo-distributed time series data from different domains while preserving privacy. Specifically, we first devise vertical federated spatiotemporal representation learning to locally preserve spatiotemporal dependencies among individual participants and generate effective representations for heterogeneous data. Then we propose a cross-client virtual node alignment block to incorporate cross-client spatiotemporal dependencies via a multi-level knowledge fusion scheme. Extensive privacy analysis and experimental evaluations demonstrate that HSTFL not only effectively resists inference attacks but also provides a significant improvement against various baselines.

Human Activity Recognition (HAR) is a challenging, multi-label classification problem as activities may co-occur and sensor signals corresponding to the same activity may vary in different contexts (e.g., different device placements). This paper proposes a Deep Heterogeneous Contrastive Hyper-Graph Learning (DHC-HGL) framework that captures heterogenous Context-Aware HAR (CA-HAR) hypergraph properties in a message-passing and neighborhood-aggregation fashion. Prior work only explored homogeneous or shallow-node-heterogeneous graphs. DHC-HGL handles heterogeneous CA-HAR data by innovatively 1) Constructing three different types of sub-hypergraphs that are each passed through different custom HyperGraph Convolution (HGC) layers designed to handle edge-heterogeneity and 2) Adopting a contrastive loss function to ensure node-heterogeneity. In rigorous evaluation on two CA-HAR datasets, DHC-HGL significantly outperformed state-of-the-art baselines by 5.8% to 16.7% on Matthews Correlation Coefficient (MCC) and 3.0% to 8.4% on Macro F1 scores. UMAP visualizations of learned CA-HAR node embeddings are also presented to enhance model explainability.

While model fairness improvement has been explored previously, existing methods invariably rely on adjusting explicit sensitive attribute values in order to improve model fairness in downstream tasks. However, we observe a trend in which sensitive demographic information becomes inaccessible as public concerns around data privacy grow. In this paper, we propose a confidence-based hierarchical classifier structure called "Reckoner" for reliable fair model learning under the assumption of missing sensitive attributes. We first present results showing that if the dataset contains biased labels or other hidden biases, classifiers significantly increase the bias gap across different demographic groups in the subset with higher prediction confidence. Inspired by these findings, we devised a dual-model system in which a version of the model initialised with a high-confidence data subset learns from a version of the model initialised with a low-confidence data subset, enabling it to avoid biased predictions. Our experimental results show that Reckoner consistently outperforms state-of-the-art baselines in COMPAS dataset and New Adult dataset, considering both accuracy and fairness metrics.

In latent diffusion models (LDMs), denoising diffusion process efficiently takes place on latent space whose dimension is lower than that of pixel space. Decoder is typically used to transform the representation in latent space to that in pixel space. While a decoder is assumed to have an encoder as an accurate inverse, exact encoder-decoder pair rarely exists in practice even though applications often require precise inversion of decoder. Prior works for decoder inversion in LDMs employed gradient descent inspired by inversions of generative adversarial networks. However, gradient-based methods require larger GPU memory and longer computation time for larger latent space. For example, recent video LDMs can generate more than 16 frames, but GPUs with 24 GB memory can only perform gradient-based decoder inversion for 4 frames. Here, we propose an efficient gradient-free decoder inversion for LDMs, which can be applied to diverse latent models. Theoretical convergence property of our proposed inversion has been investigated not only for the forward step method, but also for the inertial Krasnoselskii-Mann (KM) iterations under mild assumption on cocoercivity that is satisfied by recent LDMs. Our proposed gradient-free method with Adam optimizer and learning rate scheduling significantly reduced computation time and memory usage over prior gradient-based methods and enabled efficient computation in applications such as noise-space watermarking while achieving comparable error levels.

There has been a recent interest in understanding and characterizing the sample complexity of list learning tasks, where the learning algorithm is allowed to make a short list of $k$ predictions, and we simply require one of the predictions to be correct. This includes recent works characterizing the PAC sample complexity of standard list classification and online list classification. Adding to this theme, in this work, we provide a complete characterization of list PAC regression. We propose two combinatorial dimensions, namely the $k$-OIG dimension and the $k$-fat-shattering dimension, and show that they optimally characterize realizable and agnostic $k$-list regression respectively. These quantities generalize known dimensions for standard regression. Our work thus extends existing list learning characterizations from classification to regression.

Many applications, including climate-model analysis and stochastic weather generators, require learning or emulating the distribution of a high-dimensional and non-Gaussian spatial field based on relatively few training samples. To address this challenge, a recently proposed Bayesian transport map (BTM) approach consists of a triangular transport map with nonparametric Gaussian-process (GP) components, which is trained to transform the distribution of interest distribution to a Gaussian reference distribution. To improve the performance of this existing BTM, we propose to shrink the map components toward a ``base'' parametric Gaussian family combined with a Vecchia approximation for scalability. The resulting ShrinkTM approach is more accurate than the existing BTM, especially for small numbers of training samples. It can even outperform the ``base'' family when trained on a single sample of the spatial field. We demonstrate the advantage of ShrinkTM though numerical experiments on simulated data and on climate-model output.

We propose a new accelerated first-order method for convex optimization under non-Euclidean smoothness assumptions. In contrast to standard acceleration techniques, our approach uses primal-dual iterate sequences taken with respect to differing norms, which are then coupled using an implicitly determined interpolation parameter. For $\ell_p$ norm smooth problems in $d$ dimensions, our method provides an iteration complexity improvement of up to $O(d^{1-\frac{2}{p}})$ in terms of calls to a first-order oracle, thereby allowing us to circumvent long-standing barriers in accelerated non-Euclidean steepest descent.

Important variables of processes are, in many occasions, categorical, i.e. names or labels representing, e.g. categories of inputs, or types of reactors or a sequence of steps. In this work, we use Large Language Models (LLMs) to derive embeddings of such inputs that represent their actual meaning, or reflect the ``distances" between categories, i.e. how similar or dissimilar they are. This is a marked difference from the current standard practice of using binary, or one-hot encoding to replace categorical variables with sequences of ones and zeros. Combined with dimensionality reduction techniques, either linear such as Principal Components Analysis (PCA), or nonlinear such as Uniform Manifold Approximation and Projection (UMAP), the proposed approach leads to a \textit{meaningful}, low-dimensional feature space. The significance of obtaining meaningful embeddings is illustrated in the context of an industrial coating process for cutting tools that includes both numerical and categorical inputs. The proposed approach enables feature importance which is a marked improvement compared to the current state-of-the-art (SotA) in the encoding of categorical variables.