Statistical Learning
GACL: Graph Attention Collaborative Learning for Temporal QoS Prediction
Hu, Shengxiang, Zou, Guobing, Zhang, Bofeng, Wu, Shaogang, Lin, Shiyi, Gan, Yanglan, Chen, Yixin
Accurate prediction of temporal QoS is crucial for maintaining service reliability and enhancing user satisfaction in dynamic service-oriented environments. However, current methods often neglect high-order latent collaborative relationships and fail to dynamically adjust feature learning for specific user-service invocations, which are critical for precise feature extraction within each time slice. Moreover, the prevalent use of RNNs for modeling temporal feature evolution patterns is constrained by their inherent difficulty in managing long-range dependencies, thereby limiting the detection of long-term QoS trends across multiple time slices. These shortcomings dramatically degrade the performance of temporal QoS prediction. To address the two issues, we propose a novel Graph Attention Collaborative Learning (GACL) framework for temporal QoS prediction. Building on a dynamic user-service invocation graph to comprehensively model historical interactions, it designs a target-prompt graph attention network to extract deep latent features of users and services at each time slice, considering implicit target-neighboring collaborative relationships and historical QoS values. Additionally, a multi-layer Transformer encoder is introduced to uncover temporal feature evolution patterns, enhancing temporal QoS prediction. Extensive experiments on the WS-DREAM dataset demonstrate that GACL significantly outperforms state-of-the-art methods for temporal QoS prediction across multiple evaluation metrics, achieving the improvements of up to 38.80%.
DEMAU: Decompose, Explore, Model and Analyse Uncertainties
Hoarau, Arthur, Lemaire, Vincent
Recent research in machine learning has given rise to a flourishing literature on the quantification and decomposition of model uncertainty. This information can be very useful during interactions with the learner, such as in active learning or adaptive learning, and especially in uncertainty sampling. To allow a simple representation of these total, epistemic (reducible) and aleatoric (irreducible) uncertainties, we offer DEMAU, an open-source educational, exploratory and analytical tool allowing to visualize and explore several types of uncertainty for classification models in machine learning.
Linear Adversarial Concept Erasure
Ravfogel, Shauli, Twiton, Michael, Goldberg, Yoav, Cotterell, Ryan
Modern neural models trained on textual data rely on pre-trained representations that emerge without direct supervision. As these representations are increasingly being used in real-world applications, the inability to \emph{control} their content becomes an increasingly important problem. We formulate the problem of identifying and erasing a linear subspace that corresponds to a given concept, in order to prevent linear predictors from recovering the concept. We model this problem as a constrained, linear maximin game, and show that existing solutions are generally not optimal for this task. We derive a closed-form solution for certain objectives, and propose a convex relaxation, \method, that works well for others. When evaluated in the context of binary gender removal, the method recovers a low-dimensional subspace whose removal mitigates bias by intrinsic and extrinsic evaluation. We show that the method is highly expressive, effectively mitigating bias in deep nonlinear classifiers while maintaining tractability and interpretability.
Fitted Q-Iteration via Max-Plus-Linear Approximation
In this study, we consider the application of max-plus-linear approximators for Q-function in offline reinforcement learning of discounted Markov decision processes. In particular, we incorporate these approximators to propose novel fitted Q-iteration (FQI) algorithms with provable convergence. Exploiting the compatibility of the Bellman operator with max-plus operations, we show that the max-plus-linear regression within each iteration of the proposed FQI algorithm reduces to simple max-plus matrix-vector multiplications. We also consider the variational implementation of the proposed algorithm which leads to a per-iteration complexity that is independent of the number of samples.
Anytime Continual Learning for Open Vocabulary Classification
Zhu, Zhen, Gong, Yiming, Hoiem, Derek
We propose an approach for anytime continual learning (AnytimeCL) for open vocabulary image classification. The AnytimeCL problem aims to break away from batch training and rigid models by requiring that a system can predict any set of labels at any time and efficiently update and improve when receiving one or more training samples at any time. Despite the challenging goal, we achieve substantial improvements over recent methods. We propose a dynamic weighting between predictions of a partially fine-tuned model and a fixed open vocabulary model that enables continual improvement when training samples are available for a subset of a task's labels. We also propose an attention-weighted PCA compression of training features that reduces storage and computation with little impact to model accuracy. Our methods are validated with experiments that test flexibility of learning and inference.
Multi-Model based Federated Learning Against Model Poisoning Attack: A Deep Learning Based Model Selection for MEC Systems
Kianpisheh, Somayeh, Benzaid, Chafika, Taleb, Tarik
Federated Learning (FL) enables training of a global model from distributed data, while preserving data privacy. However, the singular-model based operation of FL is open with uploading poisoned models compatible with the global model structure and can be exploited as a vulnerability to conduct model poisoning attacks. This paper proposes a multi-model based FL as a proactive mechanism to enhance the opportunity of model poisoning attack mitigation. A master model is trained by a set of slave models. To enhance the opportunity of attack mitigation, the structure of client models dynamically change within learning epochs, and the supporter FL protocol is provided. For a MEC system, the model selection problem is modeled as an optimization to minimize loss and recognition time, while meeting a robustness confidence. In adaption with dynamic network condition, a deep reinforcement learning based model selection is proposed. For a DDoS attack detection scenario, results illustrate a competitive accuracy gain under poisoning attack with the scenario that the system is without attack, and also a potential of recognition time improvement.
Retro-li: Small-Scale Retrieval Augmented Generation Supporting Noisy Similarity Searches and Domain Shift Generalization
Rashiti, Gentiana, Karunaratne, Geethan, Sachan, Mrinmaya, Sebastian, Abu, Rahimi, Abbas
The retrieval augmented generation (RAG) system such as Retro has been shown to improve language modeling capabilities and reduce toxicity and hallucinations by retrieving from a database of non-parametric memory containing trillions of entries. We introduce Retro-li that shows retrieval can also help using a small-scale database, but it demands more accurate and better neighbors when searching in a smaller hence sparser non-parametric memory. This can be met by using a proper semantic similarity search. We further propose adding a regularization to the non-parametric memory for the first time: it significantly reduces perplexity when the neighbor search operations are noisy during inference, and it improves generalization when a domain shift occurs. We also show that Retro-li's non-parametric memory can potentially be implemented on analog in-memory computing hardware, exhibiting O(1) search time while causing noise in retrieving neighbors, with minimal (<1%) performance loss. Our code is available at: https://github.com/IBM/Retrieval-Enhanced-Transformer-Little.
MPPI-Generic: A CUDA Library for Stochastic Optimization
Vlahov, Bogdan, Gibson, Jason, Gandhi, Manan, Theodorou, Evangelos A.
This paper introduces a new C++/CUDA library for GPU-accelerated stochastic optimization called MPPI-Generic. It provides implementations of Model Predictive Path Integral control, Tube-Model Predictive Path Integral Control, and Robust Model Predictive Path Integral Control, and allows for these algorithms to be used across many pre-existing dynamics models and cost functions. Furthermore, researchers can create their own dynamics models or cost functions following our API definitions without needing to change the actual Model Predictive Path Integral Control code. Finally, we compare computational performance to other popular implementations of Model Predictive Path Integral Control over a variety of GPUs to show the real-time capabilities our library can allow for. Library code can be found at: https://acdslab.github.io/mppi-generic-website/ .
Portfolio Stress Testing and Value at Risk (VaR) Incorporating Current Market Conditions
Value at Risk (VaR) and stress testing are two of the most widely used approaches in portfolio risk management to estimate potential market value losses under adverse market moves. VaR quantifies potential loss in value over a specified horizon (such as one day or ten days) at a desired confidence level (such as 95'th percentile). In scenario design and stress testing, the goal is to construct extreme market scenarios such as those involving severe recession or a specific event of concern (such as a rapid increase in rates or a geopolitical event), and quantify potential impact of such scenarios on the portfolio. The goal of this paper is to propose an approach for incorporating prevailing market conditions in stress scenario design and estimation of VaR so that they provide more accurate and realistic insights about portfolio risk over the near term. The proposed approach is based on historical data where historical observations of market changes are given more weight if a certain period in history is "more similar" to the prevailing market conditions. Clusters of market conditions are identified using a Machine Learning approach called Variational Inference (VI) where for each cluster future changes in portfolio value are similar. VI based algorithm uses optimization techniques to obtain analytical approximations of the posterior probability density of cluster assignments (market regimes) and probabilities of different outcomes for changes in portfolio value. Covid related volatile period around the year 2020 is used to illustrate the performance of the proposed approach and in particular show how VaR and stress scenarios adapt quickly to changing market conditions. Another advantage of the proposed approach is that classification of market conditions into clusters can provide useful insights about portfolio performance under different market conditions.
Debiased high-dimensional regression calibration for errors-in-variables log-contrast models
Motivated by the challenges in analyzing gut microbiome and metagenomic data, this work aims to tackle the issue of measurement errors in high-dimensional regression models that involve compositional covariates. This paper marks a pioneering effort in conducting statistical inference on high-dimensional compositional data affected by mismeasured or contaminated data. We introduce a calibration approach tailored for the linear log-contrast model. Under relatively lenient conditions regarding the sparsity level of the parameter, we have established the asymptotic normality of the estimator for inference. Numerical experiments and an application in microbiome study have demonstrated the efficacy of our high-dimensional calibration strategy in minimizing bias and achieving the expected coverage rates for confidence intervals. Moreover, the potential application of our proposed methodology extends well beyond compositional data, suggesting its adaptability for a wide range of research contexts.