Goto

Collaborating Authors

 Statistical Learning


Global Public Sentiment on Decentralized Finance: A Spatiotemporal Analysis of Geo-tagged Tweets from 150 Countries

arXiv.org Machine Learning

In the digital era, blockchain technology, cryptocurrencies, and non-fungible tokens (NFTs) have transformed financial and decentralized systems. However, existing research often neglects the spatiotemporal variations in public sentiment toward these technologies, limiting macro-level insights into their global impact. This study leverages Twitter data to explore public attention and sentiment across 150 countries, analyzing over 150 million geotagged tweets from 2012 to 2022. Sentiment scores were derived using a BERT-based multilingual sentiment model trained on 7.4 billion tweets. The analysis integrates global cryptocurrency regulations and economic indicators from the World Development Indicators database. Results reveal significant global sentiment variations influenced by economic factors, with more developed nations engaging more in discussions, while less developed countries show higher sentiment levels. Geographically weighted regression indicates that GDP-tweet engagement correlation intensifies following Bitcoin price surges. Topic modeling shows that countries within similar economic clusters share discussion trends, while different clusters focus on distinct topics. This study highlights global disparities in sentiment toward decentralized finance, shaped by economic and regional factors, with implications for poverty alleviation, cryptocurrency crime, and sustainable development. The dataset and code are publicly available on GitHub.


Self-Supervised Vision Transformers for Writer Retrieval

arXiv.org Artificial Intelligence

While methods based on Vision Transformers (ViT) have achieved state-of-the-art performance in many domains, they have not yet been applied successfully in the domain of writer retrieval. The field is dominated by methods using handcrafted features or features extracted from Convolutional Neural Networks. In this work, we bridge this gap and present a novel method that extracts features from a ViT and aggregates them using VLAD encoding. The model is trained in a self-supervised fashion without any need for labels. We show that extracting local foreground features is superior to using the ViT's class token in the context of writer retrieval. We evaluate our method on two historical document collections. We set a new state-at-of-art performance on the Historical-WI dataset (83.1\% mAP), and the HisIR19 dataset (95.0\% mAP). Additionally, we demonstrate that our ViT feature extractor can be directly applied to modern datasets such as the CVL database (98.6\% mAP) without any fine-tuning.


On the Pinsker bound of inner product kernel regression in large dimensions

arXiv.org Machine Learning

This intriguing phenomenon, where the two asymptotics are equal, was rigorously justified by the seminal work on Le Cam equivalence. These work established the asymptotic equivalence between Gaussian sequence models, the white noise model, and certain nonparametric regression models (see, e.g., [3, 4, 5]). Since then, subsequent studies have established similar exact risks for a variety of nonparametric estimation problems. These include density estimation, regression models with non-Gaussian noise or random designs, analysis of Besov bodies, and wavelet estimation (e.g., [6, 7, 8, 2, 9, 10, 11, 12, 13]). For a detailed review of these developments, one can refer to [14] and the references therein. Constants akin to ฮฒ(m, R), now often referred to as the Pinsker constant, play an indispensable role in studying the super-efficiency phenomenon observed in nonparametric problems. This phenomenon has been the subject of extensive investigation (e.g., [15, 16, 17, 18]). Recently, the strong theoretical links between the training dynamics within wide neural networks and the corresponding neural tangent kernel in regression have motivated substantial research into understanding the performance of spectral algorithms, such as kernel ridge regression and kernel gradient descent, in the context of kernel regression problems (see, e.g., [19, 20, 21, 22, 23, 24]).


Downlink CCM Estimation via Representation Learning with Graph Regularization

arXiv.org Artificial Intelligence

In this paper, we propose an algorithm for downlink (DL) channel covariance matrix (CCM) estimation for frequency division duplexing (FDD) massive multiple-input multiple-output (MIMO) communication systems with base station (BS) possessing a uniform linear array (ULA) antenna structure. We consider a setting where the UL CCM is mapped to DL CCM by a mapping function. We first present a theoretical error analysis of learning a nonlinear embedding by constructing a mapping function, which points to the importance of the Lipschitz regularity of the mapping function for achieving high estimation performance. Then, based on the theoretical ground, we propose a representation learning algorithm as a solution for the estimation problem, where Gaussian RBF kernel interpolators are chosen to map UL CCMs to their DL counterparts. The proposed algorithm is based on the optimization of an objective function that fits a regression model between the DL CCM and UL CCM samples in the training dataset and preserves the local geometric structure of the data in the UL CCM space, while explicitly regulating the Lipschitz continuity of the mapping function in light of our theoretical findings. The proposed algorithm surpasses benchmark methods in terms of three error metrics as shown by simulations.


Multi-scale Temporal Fusion Transformer for Incomplete Vehicle Trajectory Prediction

arXiv.org Artificial Intelligence

Motion prediction plays an essential role in autonomous driving systems, enabling autonomous vehicles to achieve more accurate local-path planning and driving decisions based on predictions of the surrounding vehicles. However, existing methods neglect the potential missing values caused by object occlusion, perception failures, etc., which inevitably degrades the trajectory prediction performance in real traffic scenarios. To address this limitation, we propose a novel end-to-end framework for incomplete vehicle trajectory prediction, named Multi-scale Temporal Fusion Transformer (MTFT), which consists of the Multi-scale Attention Head (MAH) and the Continuity Representation-guided Multi-scale Fusion (CRMF) module. Specifically, the MAH leverages the multi-head attention mechanism to parallelly capture multi-scale motion representation of trajectory from different temporal granularities, thus mitigating the adverse effect of missing values on prediction. Furthermore, the multi-scale motion representation is input into the CRMF module for multi-scale fusion to obtain the robust temporal feature of the vehicle. During the fusion process, the continuity representation of vehicle motion is first extracted across time steps to guide the fusion, ensuring that the resulting temporal feature incorporates both detailed information and the overall trend of vehicle motion, which facilitates the accurate decoding of future trajectory that is consistent with the vehicle's motion trend. We evaluate the proposed model on four datasets derived from highway and urban traffic scenarios. The experimental results demonstrate its superior performance in the incomplete vehicle trajectory prediction task compared with state-of-the-art models, e.g., a comprehensive performance improvement of more than 39% on the HighD dataset.


Real-Time Weather Image Classification with SVM

arXiv.org Artificial Intelligence

Accurate classification of weather conditions in images is essential for enhancing the performance of object detection and classification models under varying weather conditions. This paper presents a comprehensive study on classifying weather conditions in images into four categories: rainy, low light, haze, and clear. The motivation for this work stems from the need to improve the reliability and efficiency of automated systems, such as autonomous vehicles and surveillance, which must operate under diverse weather conditions. Misclassification of weather conditions can lead to significant performance degradation in these systems, making robust weather classification crucial. Utilizing the Support Vector Machine (SVM) algorithm, our approach leverages a robust set of features, including brightness, saturation, noise level, blur metric, edge strength, motion blur, Local Binary Patterns (LBP) mean and variance for radii 1, 2, and 3, edges mean and variance, and color histogram mean and variance for blue, green, and red channels. Our SVM-based method achieved a notable accuracy of 92.8%, surpassing typical benchmarks in the literature, which range from 80% to 90% for classical machine learning methods. While deep learning methods can achieve up to 94% accuracy, our approach offers a competitive advantage in terms of computational efficiency and real-time classification capabilities. Detailed analysis of each feature's contribution highlights the effectiveness of texture, color, and edge-related features in capturing the unique characteristics of different weather conditions. This research advances the state-of-the-art in weather image classification and provides insights into the critical features necessary for accurate weather condition differentiation, underscoring the potential of SVMs in practical applications where accuracy is paramount.


Advancing Machine Learning in Industry 4.0: Benchmark Framework for Rare-event Prediction in Chemical Processes

arXiv.org Artificial Intelligence

Previously, using forward-flux sampling (FFS) and machine learning (ML), we developed multivariate alarm systems to counter rare un-postulated abnormal events. Our alarm systems utilized ML-based predictive models to quantify committer probabilities as functions of key process variables (e.g., temperature, concentrations, and the like), with these data obtained in FFS simulations. Herein, we introduce a novel and comprehensive benchmark framework for rare-event prediction, comparing ML algorithms of varying complexity, including Linear Support-Vector Regressor and k-Nearest Neighbors, to more sophisticated algorithms, such as Random Forests, XGBoost, LightGBM, CatBoost, Dense Neural Networks, and TabNet. This evaluation uses comprehensive performance metrics, such as: $\textit{RMSE}$, model training, testing, hyperparameter tuning and deployment times, and number and efficiency of alarms. These balance model accuracy, computational efficiency, and alarm-system efficiency, identifying optimal ML strategies for predicting abnormal rare events, enabling operators to obtain safer and more reliable plant operations.


Formal Verification and Control with Conformal Prediction

arXiv.org Artificial Intelligence

In this survey, we design formal verification and control algorithms for autonomous systems with practical safety guarantees using conformal prediction (CP), a statistical tool for uncertainty quantification. We focus on learning-enabled autonomous systems (LEASs) in which the complexity of learning-enabled components (LECs) is a major bottleneck that hampers the use of existing model-based verification and design techniques. Instead, we advocate for the use of CP, and we will demonstrate its use in formal verification, systems and control theory, and robotics. We argue that CP is specifically useful due to its simplicity (easy to understand, use, and modify), generality (requires no assumptions on learned models and data distributions, i.e., is distribution-free), and efficiency (real-time capable and accurate). We pursue the following goals with this survey. First, we provide an accessible introduction to CP for non-experts who are interested in using CP to solve problems in autonomy. Second, we show how to use CP for the verification of LECs, e.g., for verifying input-output properties of neural networks. Third and fourth, we review recent articles that use CP for safe control design as well as offline and online verification of LEASs. We summarize their ideas in a unifying framework that can deal with the complexity of LEASs in a computationally efficient manner. In our exposition, we consider simple system specifications, e.g., robot navigation tasks, as well as complex specifications formulated in temporal logic formalisms. Throughout our survey, we compare to other statistical techniques (e.g., scenario optimization, PAC-Bayes theory, etc.) and how these techniques have been used in verification and control. Lastly, we point the reader to open problems and future research directions.


Multi-Task Combinatorial Bandits for Budget Allocation

arXiv.org Machine Learning

Today's top advertisers typically manage hundreds of campaigns simultaneously and consistently launch new ones throughout the year. A crucial challenge for marketing managers is determining the optimal allocation of limited budgets across various ad lines in each campaign to maximize cumulative returns, especially given the huge uncertainty in return outcomes. In this paper, we propose to formulate budget allocation as a multi-task combinatorial bandit problem and introduce a novel online budget allocation system. The proposed system: i) integrates a Bayesian hierarchical model to intelligently utilize the metadata of campaigns and ad lines and budget size, ensuring efficient information sharing; ii) provides the flexibility to incorporate diverse modeling techniques such as Linear Regression, Gaussian Processes, and Neural Networks, catering to diverse environmental complexities; and iii) employs the Thompson sampling (TS) technique to strike a balance between exploration and exploitation. Through offline evaluation and online experiments, our system demonstrates robustness and adaptability, effectively maximizing the overall cumulative returns. A Python implementation of the proposed procedure is available at https://anonymous.4open.science/r/MCMAB.


Fairness in Survival Analysis with Distributionally Robust Optimization

arXiv.org Machine Learning

We propose a general approach for encouraging fairness in survival analysis models based on minimizing a worst-case error across all subpopulations that occur with at least a user-specified probability. This approach can be used to convert many existing survival analysis models into ones that simultaneously encourage fairness, without requiring the user to specify which attributes or features to treat as sensitive in the training loss function. From a technical standpoint, our approach applies recent developments of distributionally robust optimization (DRO) to survival analysis. The complication is that existing DRO theory uses a training loss function that decomposes across contributions of individual data points, i.e., any term that shows up in the loss function depends only on a single training point. This decomposition does not hold for commonly used survival loss functions, including for the Cox proportional hazards model, its deep neural network variants, and many other recently developed models that use loss functions involving ranking or similarity score calculations. We address this technical hurdle using a sample splitting strategy. We demonstrate our sample splitting DRO approach by using it to create fair versions of a diverse set of existing survival analysis models including the Cox model (and its deep variant DeepSurv), the discrete-time model DeepHit, and the neural ODE model SODEN. We also establish a finite-sample theoretical guarantee to show what our sample splitting DRO loss converges to. For the Cox model, we further derive an exact DRO approach that does not use sample splitting. For all the models that we convert into DRO variants, we show that the DRO variants often score better on recently established fairness metrics (without incurring a significant drop in accuracy) compared to existing survival analysis fairness regularization techniques.