Statistical Learning
Pathfinding with Lazy Successor Generation
We study a pathfinding problem where only locations (i.e., vertices) are given, and edges are implicitly defined by an oracle answering the connectivity of two locations. Despite its simple structure, this problem becomes non-trivial with a massive number of locations, due to posing a huge branching factor for search algorithms. Limiting the number of successors, such as with nearest neighbors, can reduce search efforts but compromises completeness. Instead, we propose a novel LaCAS* algorithm, which does not generate successors all at once but gradually generates successors as the search progresses. This scheme is implemented with k-nearest neighbors search on a k-d tree. LaCAS* is a complete and anytime algorithm that eventually converges to the optima. Extensive evaluations demonstrate the efficacy of LaCAS*, e.g., solving complex pathfinding instances quickly, where conventional methods falter.
Improved identification of breakpoints in piecewise regression and its applications
Kim, Taehyeong, Lee, Hyungu, Choi, Hayoung
Identifying breakpoints in piecewise regression is critical in enhancing the reliability and interpretability of data fitting. In this paper, we propose novel algorithms based on the greedy algorithm to accurately and efficiently identify breakpoints in piecewise polynomial regression. The algorithm updates the breakpoints to minimize the error by exploring the neighborhood of each breakpoint. It has a fast convergence rate and stability to find optimal breakpoints. Moreover, it can determine the optimal number of breakpoints. The computational results for real and synthetic data show that its accuracy is better than any existing methods. The real-world datasets demonstrate that breakpoints through the proposed algorithm provide valuable data information.
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
This paper presents the experimental process and results of SVM, Gradient Boosting, and an Attention-GRU Hybrid model in predicting the Implied Volatility of rolled-over five-year spread contracts of credit default swaps (CDS) on European corporate debt during the quarter following mid-May '24, as represented by the iTraxx/Cboe Europe Main 1-Month Volatility Index (BP Volatility). The analysis employs a feature matrix inspired by Merton's determinants of default probability. Our comparative assessment aims to identify strengths in SOTA and classical machine learning methods for financial risk prediction
Prior-free Balanced Replay: Uncertainty-guided Reservoir Sampling for Long-Tailed Continual Learning
Even in the era of large models, one of the well-known issues in continual learning (CL) is catastrophic forgetting, which is significantly challenging when the continual data stream exhibits a long-tailed distribution, termed as Long-Tailed Continual Learning (LTCL). Existing LTCL solutions generally require the label distribution of the data stream to achieve re-balance training. However, obtaining such prior information is often infeasible in real scenarios since the model should learn without pre-identifying the majority and minority classes. To this end, we propose a novel Prior-free Balanced Replay (PBR) framework to learn from long-tailed data stream with less forgetting. Concretely, motivated by our experimental finding that the minority classes are more likely to be forgotten due to the higher uncertainty, we newly design an uncertainty-guided reservoir sampling strategy to prioritize rehearsing minority data without using any prior information, which is based on the mutual dependence between the model and samples. Additionally, we incorporate two prior-free components to further reduce the forgetting issue: (1) Boundary constraint is to preserve uncertain boundary supporting samples for continually re-estimating task boundaries. (2) Prototype constraint is to maintain the consistency of learned class prototypes along with training. Our approach is evaluated on three standard long-tailed benchmarks, demonstrating superior performance to existing CL methods and previous SOTA LTCL approach in both task- and class-incremental learning settings, as well as ordered- and shuffled-LTCL settings.
Interactive dense pixel visualizations for time series and model attribution explanations
Schlegel, Udo, Keim, Daniel A.
The field of Explainable Artificial Intelligence (XAI) for Deep Neural Network models has developed significantly, offering numerous techniques to extract explanations from models. However, evaluating explanations is often not trivial, and differences in applied metrics can be subtle, especially with non-intelligible data. Thus, there is a need for visualizations tailored to explore explanations for domains with such data, e.g., time series. We propose DAVOTS, an interactive visual analytics approach to explore raw time series data, activations of neural networks, and attributions in a dense-pixel visualization to gain insights into the data, models' decisions, and explanations. To further support users in exploring large datasets, we apply clustering approaches to the visualized data domains to highlight groups and present ordering strategies for individual and combined data exploration to facilitate finding patterns. We visualize a CNN trained on the FordA dataset to demonstrate the approach.
Fast and Modular Autonomy Software for Autonomous Racing Vehicles
Saba, Andrew, Adetunji, Aderotimi, Johnson, Adam, Kothari, Aadi, Sivaprakasam, Matthew, Spisak, Joshua, Bharatia, Prem, Chauhan, Arjun, Duff, Brendan Jr., Gasparro, Noah, King, Charles, Larkin, Ryan, Mao, Brian, Nye, Micah, Parashar, Anjali, Attias, Joseph, Balciunas, Aurimas, Brown, Austin, Chang, Chris, Gao, Ming, Heredia, Cindy, Keats, Andrew, Lavariega, Jose, Muckelroy, William III, Slavescu, Andre, Stathas, Nickolas, Suvarna, Nayana, Zhang, Chuan Tian, Scherer, Sebastian, Ramanan, Deva
Autonomous motorsports aim to replicate the human racecar driver with software and sensors. As in traditional motorsports, Autonomous Racing Vehicles (ARVs) are pushed to their handling limits in multi-agent scenarios at extremely high ($\geq 150mph$) speeds. This Operational Design Domain (ODD) presents unique challenges across the autonomy stack. The Indy Autonomous Challenge (IAC) is an international competition aiming to advance autonomous vehicle development through ARV competitions. While far from challenging what a human racecar driver can do, the IAC is pushing the state of the art by facilitating full-sized ARV competitions. This paper details the MIT-Pitt-RW Team's approach to autonomous racing in the IAC. In this work, we present our modular and fast approach to agent detection, motion planning and controls to create an autonomy stack. We also provide analysis of the performance of the software stack in single and multi-agent scenarios for rapid deployment in a fast-paced competition environment. We also cover what did and did not work when deployed on a physical system the Dallara AV-21 platform and potential improvements to address these shortcomings. Finally, we convey lessons learned and discuss limitations and future directions for improvement.
Subgroup Analysis via Model-based Rule Forest
Cheng, I-Ling, Hsu, Chan, Ku, Chantung, Lee, Pei-Ju, Kang, Yihuang
Machine learning models are often criticized for their black-box nature, raising concerns about their applicability in critical decision-making scenarios. Consequently, there is a growing demand for interpretable models in such contexts. In this study, we introduce Model-based Deep Rule Forests (mobDRF), an interpretable representation learning algorithm designed to extract transparent models from data. By leveraging IF-THEN rules with multi-level logic expressions, mobDRF enhances the interpretability of existing models without compromising accuracy. We apply mobDRF to identify key risk factors for cognitive decline in an elderly population, demonstrating its effectiveness in subgroup analysis and local model optimization. Our method offers a promising solution for developing trustworthy and interpretable machine learning models, particularly valuable in fields like healthcare, where understanding differential effects across patient subgroups can lead to more personalized and effective treatments.
Time Series Analysis for Education: Methods, Applications, and Future Directions
Mao, Shengzhong, Zhang, Chaoli, Song, Yichi, Wang, Jindong, Zeng, Xiao-Jun, Xu, Zenglin, Wen, Qingsong
Recent advancements in the collection and analysis of sequential educational data have brought time series analysis to a pivotal position in educational research, highlighting its essential role in facilitating data-driven decision-making. However, there is a lack of comprehensive summaries that consolidate these advancements. To the best of our knowledge, this paper is the first to provide a comprehensive review of time series analysis techniques specifically within the educational context. We begin by exploring the landscape of educational data analytics, categorizing various data sources and types relevant to education. We then review four prominent time series methods-forecasting, classification, clustering, and anomaly detection-illustrating their specific application points in educational settings. Subsequently, we present a range of educational scenarios and applications, focusing on how these methods are employed to address diverse educational tasks, which highlights the practical integration of multiple time series methods to solve complex educational problems. Finally, we conclude with a discussion on future directions, including personalized learning analytics, multimodal data fusion, and the role of large language models (LLMs) in educational time series. The contributions of this paper include a detailed taxonomy of educational data, a synthesis of time series techniques with specific educational applications, and a forward-looking perspective on emerging trends and future research opportunities in educational analysis. The related papers and resources are available and regularly updated at the project page.
Integrating the Expected Future: Schedule Based Energy Forecasting
Power grid operators depend on accurate and reliable energy forecasts, aiming to minimize cases of extreme errors, as these outliers are particularly challenging to manage during operation. Incorporating planning information - such as known data about users' future behavior or scheduled events - has the potential to significantly enhance the accuracy and specificity of forecasts. Although there have been attempts to integrate such expected future behavior, these efforts consistently rely on conventional regression models to process this information. These models often lack the flexibility and capability to effectively incorporate both dynamic, forward-looking contextual inputs and historical data. To address this challenge, we conceptualize this combined forecasting and regression challenge as a sequence-to-sequence modeling problem and demonstrate, with three distinct models, that our contextually enhanced transformer models excel in this task. By leveraging schedule-based contextual information from the Swiss railway traction network, our proposed method significantly improved the average forecasting accuracy of nationwide railway energy consumption. Specifically, enhancing the transformer models with contextual information resulted in an average reduction of mean absolute error by 40.6%, whereas other state-of-the-art methods did not demonstrate any significant improvement. Despite extensive research efforts to forecast energy usage in electrical grids, operators still encounter significant outliers when faced with unexpected scenarios, with relative errors occasionally exceeding 50%, posing considerable operational challenges. Our research reveals that a critical limitation of current forecasting approaches is their over-reliance on trends and periodic patterns from past observations. We challenge this conventional focus on historical data as the primary source for energy forecasts and advocate for integrating contextual information about the expected future, such as anticipated user behavior and scheduled events. By incorporating this expected future information, we significantly improve the accuracy and specificity of load forecasts. This approach proves crucial for improving forecasting capabilities, and this methodology can be broadly applied to other domains where similar planning information is available. Electrical energy distinguishes itself from other traded commodities because its transmission follows the power flow equations Kundur (2012); Pagnier & Chertkov (2021). These equations require that the amount of energy consumed (demand) must always match the amount of energy produced (supply) to maintain the stability of the power grid Ullah et al. (2021). In compliance with these laws, grid operators collaborate closely with energy traders to ensure frequency synchronization and voltage stabilization, preventing damage to infrastructure and grid-connected assets Klyuev et al. (2022).
Scalable Multivariate Fronthaul Quantization for Cell-Free Massive MIMO
Park, Sangwoo, Gokceoglu, Ahmet Hasim, Wang, Li, Simeone, Osvaldo
The conventional approach to the fronthaul design for cell-free massive MIMO system follows the compress-and-precode (CP) paradigm. Accordingly, encoded bits and precoding coefficients are shared by the distributed unit (DU) on the fronthaul links, and precoding takes place at the radio units (RUs). Previous theoretical work has shown that CP can be potentially improved by a significant margin by precode-and-compress (PC) methods, in which all baseband processing is carried out at the DU, which compresses the precoded signals for transmission on the fronthaul links. The theoretical performance gain of PC methods are particularly pronounced when the DU implements multivariate quantization (MQ), applying joint quantization across the signals for all the RUs. However, existing solutions for MQ are characterized by a computational complexity that grows exponentially with the sum-fronthaul capacity from the DU to all RUs. This work sets out to design scalable MQ strategies for PC-based cell-free massive MIMO systems. For the low-fronthaul capacity regime, we present alpha-parallel MQ (alpha-PMQ), whose complexity is exponential only in the fronthaul capacity towards an individual RU, while performing close to full MQ. alpha-PMQ tailors MQ to the topology of the network by allowing for parallel local quantization steps for RUs that do not interfere too much with each other. For the high-fronthaul capacity regime, we then introduce neural MQ, which replaces the exhaustive search in MQ with gradient-based updates for a neural-network-based decoder, attaining a complexity that grows linearly with the sum-fronthaul capacity. Numerical results demonstrate that the proposed scalable MQ strategies outperform CP for both the low and high-fronthaul capacity regimes at the cost of increased computational complexity at the DU (but not at the RUs).