Statistical Learning
Federated Online Prediction from Experts with Differential Privacy: Separations and Regret Speed-ups
Gao, Fengyu, Huang, Ruiquan, Yang, Jing
We study the problems of differentially private federated online prediction from experts against both stochastic adversaries and oblivious adversaries. We aim to minimize the average regret on $m$ clients working in parallel over time horizon $T$ with explicit differential privacy (DP) guarantees. With stochastic adversaries, we propose a Fed-DP-OPE-Stoch algorithm that achieves $\sqrt{m}$-fold speed-up of the per-client regret compared to the single-player counterparts under both pure DP and approximate DP constraints, while maintaining logarithmic communication costs. With oblivious adversaries, we establish non-trivial lower bounds indicating that collaboration among clients does not lead to regret speed-up with general oblivious adversaries. We then consider a special case of the oblivious adversaries setting, where there exists a low-loss expert. We design a new algorithm Fed-SVT and show that it achieves an $m$-fold regret speed-up under both pure DP and approximate DP constraints over the single-player counterparts. Our lower bound indicates that Fed-SVT is nearly optimal up to logarithmic factors. Experiments demonstrate the effectiveness of our proposed algorithms. To the best of our knowledge, this is the first work examining the differentially private online prediction from experts in the federated setting.
Classical Statistical (In-Sample) Intuitions Don't Generalize Well: A Note on Bias-Variance Tradeoffs, Overfitting and Moving from Fixed to Random Designs
The sudden appearance of modern machine learning (ML) phenomena like double descent and benign overfitting may leave many classically trained statisticians feeling uneasy -- these phenomena appear to go against the very core of statistical intuitions conveyed in any introductory class on learning from data. The historical lack of earlier observation of such phenomena is usually attributed to today's reliance on more complex ML methods, overparameterization, interpolation and/or higher data dimensionality. In this note, we show that there is another reason why we observe behaviors today that appear at odds with intuitions taught in classical statistics textbooks, which is much simpler to understand yet rarely discussed explicitly. In particular, many intuitions originate in fixed design settings, in which in-sample prediction error (under resampling of noisy outcomes) is of interest, while modern ML evaluates its predictions in terms of generalization error, i.e. out-of-sample prediction error in random designs. Here, we highlight that this simple move from fixed to random designs has (perhaps surprisingly) far-reaching consequences on textbook intuitions relating to the bias-variance tradeoff, and comment on the resulting (im)possibility of observing double descent and benign overfitting in fixed versus random designs.
Constructing Confidence Intervals for 'the' Generalization Error -- a Comprehensive Benchmark Study
Schulz-Kรผmpel, Hannah, Fischer, Sebastian, Nagler, Thomas, Boulesteix, Anne-Laure, Bischl, Bernd, Hornung, Roman
When assessing the quality of prediction models in machine learning, confidence intervals (CIs) for the generalization error, which measures predictive performance, are a crucial tool. Luckily, there exist many methods for computing such CIs and new promising approaches are continuously being proposed. Typically, these methods combine various resampling procedures, most popular among them cross-validation and bootstrapping, with different variance estimation techniques. Unfortunately, however, there is currently no consensus on when any of these combinations may be most reliably employed and how they generally compare. In this work, we conduct the first large-scale study comparing CIs for the generalization error - empirically evaluating 13 different methods on a total of 18 tabular regression and classification problems, using four different inducers and a total of eight loss functions. We give an overview of the methodological foundations and inherent challenges of constructing CIs for the generalization error and provide a concise review of all 13 methods in a unified framework. Finally, the CI methods are evaluated in terms of their relative coverage frequency, width, and runtime. Based on these findings, we are able to identify a subset of methods that we would recommend. We also publish the datasets as a benchmarking suite on OpenML and our code on GitHub to serve as a basis for further studies.
Non-parametric efficient estimation of marginal structural models with multi-valued time-varying treatments
Martin, Axel, Santacatterina, Michele, Dรญaz, Ivรกn
Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with multi-valued and time-varying treatments. In this paper, we use machine learning together with recent developments in semiparametric efficiency theory for longitudinal studies to propose such an estimator. The proposed estimator is based on a study of the non-parametric identifying functional, including first order von-Mises expansions as well as the efficient influence function and the efficiency bound. We show conditions under which the proposed estimator is efficient, asymptotically normal, and sequentially doubly robust in the sense that it is consistent if, for each time point, either the outcome or the treatment mechanism is consistently estimated. We perform a simulation study to illustrate the properties of the estimators, and present the results of our motivating study on a COVID-19 dataset studying the impact of mobility on the cumulative number of observed cases.
Entropy, concentration, and learning: a statistical mechanics primer
Artificial intelligence models trained through loss minimization have demonstrated significant success, grounded in principles from fields like information theory and statistical physics. This work explores these established connections through the lens of statistical mechanics, starting from first-principles sample concentration behaviors that underpin AI and machine learning. Our development of statistical mechanics for modeling highlights the key role of exponential families, and quantities of statistics, physics, and information theory.
A multi-source data power load forecasting method using attention mechanism-based parallel cnn-gru
Min, Chao, Wang, Yijia, Zhang, Bo, Ma, Xin, Cui, Junyi
Accurate power load forecasting is crucial for improving energy efficiency and ensuring power supply quality. Considering the power load forecasting problem involves not only dynamic factors like historical load variations but also static factors such as climate conditions that remain constant over specific periods. From the model-agnostic perspective, this paper proposes a parallel structure network to extract important information from both dynamic and static data. Firstly, based on complexity learning theory, it is demonstrated that models integrated through parallel structures exhibit superior generalization abilities compared to individual base learners. Additionally, the higher the independence between base learners, the stronger the generalization ability of the parallel structure model. This suggests that the structure of machine learning models inherently contains significant information. Building on this theoretical foundation, a parallel convolutional neural network (CNN)-gate recurrent unit (GRU) attention model (PCGA) is employed to address the power load forecasting issue, aiming to effectively integrate the influences of dynamic and static features. The CNN module is responsible for capturing spatial characteristics from static data, while the GRU module captures long-term dependencies in dynamic time series data. The attention layer is designed to focus on key information from the spatial-temporal features extracted by the parallel CNN-GRU. To substantiate the advantages of the parallel structure model in extracting and integrating multi-source information, a series of experiments are conducted.
Intelligent Energy Management: Remaining Useful Life Prediction and Charging Automation System Comprised of Deep Learning and the Internet of Things
Paneru, Biplov, Paneru, Bishwash, Mainali, DP Sharma
Abstract: Remaining Useful Life (RUL) of battery is an important parameter to know the battery's remaining life and need for recharge. The goal of this research project is to develop machine learning-based models for the battery RUL dataset. Different ML models are developed to classify the RUL of the vehicle, and the IoT (Internet of Things) concept is simulated for automating the charging system and managing any faults aligning. The graphs plotted depict the relationship between various vehicle parameters using the Blynk IoT platform. Results show that the catboost, Multi-Layer Perceptron (MLP), Gated Recurrent Unit (GRU), and hybrid model developed could classify RUL into three classes with 99% more accuracy. The data is fed using the tkinter GUI for simulating artificial intelligence (AI)-based charging, and with a pyserial backend, data can be entered into the Esp-32 microcontroller for making charge discharge possible with the model's predictions. Also, with an IoT system, the charging can be disconnected, monitored, and analyzed for automation. The results show that an accuracy of 99% can be obtained on models MLP, catboost model and similar accuracy on GRU model can be obtained, and finally relay-based triggering can be made by prediction through the model used for automating the charging and energy-saving mechanism. Keywords: RUL, power management, Internet of Things, catboost, cross-validation 1. Introduction A battery's ability to store and release energy steadily diminishes with use as a result of a number of variables, including temperature changes, chemical deterioration, and charge-discharge cycles. An estimate of how long the battery should continue to function dependably is given by the RUL.
FlowBench: A Large Scale Benchmark for Flow Simulation over Complex Geometries
Tali, Ronak, Rabeh, Ali, Yang, Cheng-Hau, Shadkhah, Mehdi, Karki, Samundra, Upadhyaya, Abhisek, Dhakshinamoorthy, Suriya, Saadati, Marjan, Sarkar, Soumik, Krishnamurthy, Adarsh, Hegde, Chinmay, Balu, Aditya, Ganapathysubramanian, Baskar
Simulating fluid flow around arbitrary shapes is key to solving various engineering problems. However, simulating flow physics across complex geometries remains numerically challenging and computationally resource-intensive, particularly when using conventional PDE solvers. Machine learning methods offer attractive opportunities to create fast and adaptable PDE solvers. However, benchmark datasets to measure the performance of such methods are scarce, especially for flow physics across complex geometries. We introduce FlowBench, a dataset for neural simulators with over 10K samples, which is currently larger than any publicly available flow physics dataset. FlowBench contains flow simulation data across complex geometries (\textit{parametric vs. non-parametric}), spanning a range of flow conditions (\textit{Reynolds number and Grashoff number}), capturing a diverse array of flow phenomena (\textit{steady vs. transient; forced vs. free convection}), and for both 2D and 3D. FlowBench contains over 10K data samples, with each sample the outcome of a fully resolved, direct numerical simulation using a well-validated simulator framework designed for modeling transport phenomena in complex geometries. For each sample, we include velocity, pressure, and temperature field data at 3 different resolutions and several summary statistics features of engineering relevance (such as coefficients of lift and drag, and Nusselt numbers). %Additionally, we include masks and signed distance fields for each shape. We envision that FlowBench will enable evaluating the interplay between complex geometry, coupled flow phenomena, and data sufficiency on the performance of current, and future, neural PDE solvers. We enumerate several evaluation metrics to help rank order the performance of neural PDE solvers. We benchmark the performance of several baseline methods including FNO, CNO, WNO, and DeepONet.
Accelerated gradient descent for high frequency Model Predictive Control
Zhang, Jianghan, Jordana, Armand, Righetti, Ludovic
The recent promises of Model Predictive Control in robotics have motivated the development of tailored second-order methods to solve optimal control problems efficiently. While those methods benefit from strong convergence properties, tailored efficient implementations are challenging to derive. In this work, we study the potential effectiveness of first-order methods and show on a torque controlled manipulator that they can equal the performances of second-order methods.
Discovery and inversion of the viscoelastic wave equation in inhomogeneous media
Chen, Su, Ding, Yi, Miyake, Hiroe, Li, Xiaojun
In scientific machine learning, the task of identifying partial differential equations accurately from sparse and noisy data poses a significant challenge. Current sparse regression methods may identify inaccurate equations on sparse and noisy datasets and are not suitable for varying coefficients. To address this issue, we propose a hybrid framework that combines two alternating direction optimization phases: discovery and embedding. The discovery phase employs current well-developed sparse regression techniques to preliminarily identify governing equations from observations. The embedding phase implements a recurrent convolutional neural network (RCNN), enabling efficient processes for time-space iterations involved in discretized forms of wave equation. The RCNN model further optimizes the imperfect sparse regression results to obtain more accurate functional terms and coefficients. Through alternating update of discovery-embedding phases, essential physical equations can be robustly identified from noisy and low-resolution measurements. To assess the performance of proposed framework, numerical experiments are conducted on various scenarios involving wave equation in elastic/viscoelastic and homogeneous/inhomogeneous media. The results demonstrate that the proposed method exhibits excellent robustness and accuracy, even when faced with high levels of noise and limited data availability in both spatial and temporal domains.