Statistical Learning
Accelerating Giant Impact Simulations with Machine Learning
Lammers, Caleb, Cranmer, Miles, Hadden, Sam, Ho, Shirley, Murray, Norman, Tamayo, Daniel
Constraining planet formation models based on the observed exoplanet population requires generating large samples of synthetic planetary systems, which can be computationally prohibitive. A significant bottleneck is simulating the giant impact phase, during which planetary embryos evolve gravitationally and combine to form planets, which may themselves experience later collisions. To accelerate giant impact simulations, we present a machine learning (ML) approach to predicting collisional outcomes in multiplanet systems. Trained on more than 500,000 $N$-body simulations of three-planet systems, we develop an ML model that can accurately predict which two planets will experience a collision, along with the state of the post-collision planets, from a short integration of the system's initial conditions. Our model greatly improves on non-ML baselines that rely on metrics from dynamics theory, which struggle to accurately predict which pair of planets will experience a collision. By combining with a model for predicting long-term stability, we create an efficient ML-based giant impact emulator, which can predict the outcomes of giant impact simulations with a speedup of up to four orders of magnitude. We expect our model to enable analyses that would not otherwise be computationally feasible. As such, we release our full training code, along with an easy-to-use API for our collision outcome model and giant impact emulator.
OptDist: Learning Optimal Distribution for Customer Lifetime Value Prediction
Weng, Yunpeng, Tang, Xing, Xu, Zhenhao, Lyu, Fuyuan, Liu, Dugang, Sun, Zexu, He, Xiuqiang
Customer Lifetime Value (CLTV) prediction is a critical task in business applications. Accurately predicting CLTV is challenging in real-world business scenarios, as the distribution of CLTV is complex and mutable. Firstly, there is a large number of users without any consumption consisting of a long-tailed part that is too complex to fit. Secondly, the small set of high-value users spent orders of magnitude more than a typical user leading to a wide range of the CLTV distribution which is hard to capture in a single distribution. Existing approaches for CLTV estimation either assume a prior probability distribution and fit a single group of distribution-related parameters for all samples, or directly learn from the posterior distribution with manually predefined buckets in a heuristic manner. However, all these methods fail to handle complex and mutable distributions. In this paper, we propose a novel optimal distribution selection model OptDist for CLTV prediction, which utilizes an adaptive optimal sub-distribution selection mechanism to improve the accuracy of complex distribution modeling. Specifically, OptDist trains several candidate sub-distribution networks in the distribution learning module (DLM) for modeling the probability distribution of CLTV. Then, a distribution selection module (DSM) is proposed to select the sub-distribution for each sample, thus making the selection automatically and adaptively. Besides, we design an alignment mechanism that connects both modules, which effectively guides the optimization. We conduct extensive experiments on both two public and one private dataset to verify that OptDist outperforms state-of-the-art baselines. Furthermore, OptDist has been deployed on a large-scale financial platform for customer acquisition marketing campaigns and the online experiments also demonstrate the effectiveness of OptDist.
Unsupervised Transfer Learning via Adversarial Contrastive Training
Duan, Chenguang, Jiao, Yuling, Lin, Huazhen, Ma, Wensen, Yang, Jerry Zhijian
Data representation is a fundamental aspect of machine learning that significantly influences model performance, efficiency, and interpretability Rumelhart et al. (1986); Bengio et al. (2012); LeCun et al. (2015). In the era of deep learning, neural networks have become the primary tools for data representation in computer vision and natural language processing, leveraging their capacity to automatically extract features. For instance, neural networks trained on labeled data can serve as effective feature extractors when the final layer is removed Goodfellow et al. (2016). The core idea of transfer learning is to leverage learned representations from large upstream datasets to enhance the performance of target-specific downstream tasks. A particularly effective paradigm within transfer learning is pretraining followed by fine-tuning, which has gained increasing attention for its demonstrated efficiency in various studies Schroff et al. (2015); Dhillon et al. (2020); Chen et al. (2019, 2020c). During the pretraining phase, a representation is learned using a large, general dataset with annotations, which is then transferred to the target-specific task. In the fine-tuning stage, a relatively simple model is typically trained on the learned representation to address the specific problem at hand. There is a wide variety of transfer learning methods, along with corresponding theoretical guarantees, that have been proposed.
An Empirical Examination of Balancing Strategy for Counterfactual Estimation on Time Series
Huang, Qiang, Meng, Chuizheng, Cao, Defu, Huang, Biwei, Chang, Yi, Liu, Yan
Counterfactual estimation from observations represents a critical endeavor in numerous application fields, such as healthcare and finance, with the primary challenge being the mitigation of treatment bias. The balancing strategy aimed at reducing covariate disparities between different treatment groups serves as a universal solution. However, when it comes to the time series data, the effectiveness of balancing strategies remains an open question, with a thorough analysis of the robustness and applicability of balancing strategies still lacking. This paper revisits counterfactual estimation in the temporal setting and provides a brief overview of recent advancements in balancing strategies. More importantly, we conduct a critical empirical examination for the effectiveness of the balancing strategies within the realm of temporal counterfactual estimation in various settings on multiple datasets. Our findings could be of significant interest to researchers and practitioners and call for a reexamination of the balancing strategy in time series settings.
Efficient Data-Sketches and Fine-Tuning for Early Detection of Distributional Drift in Medical Imaging
Wu, Yusen, Chen, Hao, Makki, Alex Pissinou, Nguyen, Phuong, Yesha, Yelena
Distributional drift detection is important in medical applications as it helps ensure the accuracy and reliability of models by identifying changes in the underlying data distribution that could affect diagnostic or treatment decisions. However, current methods have limitations in detecting drift; for example, the inclusion of abnormal datasets can lead to unfair comparisons. This paper presents an accurate and sensitive approach to detect distributional drift in CT-scan medical images by leveraging data-sketching and fine-tuning techniques. We developed a robust baseline library model for real-time anomaly detection, allowing for efficient comparison of incoming images and identification of anomalies. Additionally, we fine-tuned a vision transformer pre-trained model to extract relevant features using breast cancer images as an example, significantly enhancing model accuracy to 99.11\%. Combining with data-sketches and fine-tuning, our feature extraction evaluation demonstrated that cosine similarity scores between similar datasets provide greater improvements, from around 50\% increased to 100\%. Finally, the sensitivity evaluation shows that our solutions are highly sensitive to even 1\% salt-and-pepper and speckle noise, and it is not sensitive to lighting noise (e.g., lighting conditions have no impact on data drift). The proposed methods offer a scalable and reliable solution for maintaining the accuracy of diagnostic models in dynamic clinical environments.
Evolving Text Data Stream Mining
A text stream is an ordered sequence of text documents generated over time. A massive amount of such text data is generated by online social platforms every day. Designing an algorithm for such text streams to extract useful information is a challenging task due to unique properties of the stream such as infinite length, data sparsity, and evolution. Thereby, learning useful information from such streaming data under the constraint of limited time and memory has gained increasing attention. During the past decade, although many text stream mining algorithms have proposed, there still exists some potential issues. First, high-dimensional text data heavily degrades the learning performance until the model either works on subspace or reduces the global feature space. The second issue is to extract semantic text representation of documents and capture evolving topics over time. Moreover, the problem of label scarcity exists, whereas existing approaches work on the full availability of labeled data. To deal with these issues, in this thesis, new learning models are proposed for clustering and multi-label learning on text streams.
OPDR: Order-Preserving Dimension Reduction for Semantic Embedding of Multimodal Scientific Data
Gong, Chengyu, Shen, Gefei, Guo, Luanzheng, Tallent, Nathan, Zhao, Dongfang
One of the most common operations in multimodal scientific data management is searching for the $k$ most similar items (or, $k$-nearest neighbors, KNN) from the database after being provided a new item. Although recent advances of multimodal machine learning models offer a \textit{semantic} index, the so-called \textit{embedding vectors} mapped from the original multimodal data, the dimension of the resulting embedding vectors are usually on the order of hundreds or a thousand, which are impractically high for time-sensitive scientific applications. This work proposes to reduce the dimensionality of the output embedding vectors such that the set of top-$k$ nearest neighbors do not change in the lower-dimensional space, namely Order-Preserving Dimension Reduction (OPDR). In order to develop such an OPDR method, our central hypothesis is that by analyzing the intrinsic relationship among key parameters during the dimension-reduction map, a quantitative function may be constructed to reveal the correlation between the target (lower) dimensionality and other variables. To demonstrate the hypothesis, this paper first defines a formal measure function to quantify the KNN similarity for a specific vector, then extends the measure into an aggregate accuracy of the global metric spaces, and finally derives a closed-form function between the target (lower) dimensionality and other variables. We incorporate the closed-function into popular dimension-reduction methods, various distance metrics, and embedding models.
HELP: Hierarchical Embeddings-based Log Parsing
Logs are a first-hand source of information for software maintenance and failure diagnosis. Log parsing, which converts semi-structured log messages into structured templates, is a prerequisite for automated log analysis tasks such as anomaly detection, troubleshooting, and root cause analysis. However, existing log parsers fail in real-world systems for three main reasons. First, traditional heuristics-based parsers require handcrafted features and domain knowledge, which are difficult to generalize at scale. Second, existing large language model-based parsers rely on periodic offline processing, limiting their effectiveness in real-time use cases. Third, existing online parsing algorithms are susceptible to log drift, where slight log changes create false positives that drown out real anomalies. To address these challenges, we propose HELP, a Hierarchical Embeddings-based Log Parser. HELP is the first online semantic-based parser to leverage LLMs for performant and cost-effective log parsing. We achieve this through a novel hierarchical embeddings module, which fine-tunes a text embedding model to cluster logs before parsing, reducing querying costs by multiple orders of magnitude. To combat log drift, we also develop an iterative rebalancing module, which periodically updates existing log groupings. We evaluate HELP extensively on 14 public large-scale datasets, showing that HELP achieves significantly higher F1-weighted grouping and parsing accuracy than current state-of-the-art online log parsers. We also implement HELP into Iudex's production observability platform, confirming HELP's practicality in a production environment. Our results show that HELP is effective and efficient for high-throughput real-world log parsing.
Impact of Comprehensive Data Preprocessing on Predictive Modelling of COVID-19 Mortality
Das, Sangita, Maji, Subhrajyoti
Accurate predictive models are crucial for analysing COVID-19 mortality trends. This study evaluates the impact of a custom data preprocessing pipeline on ten machine learning models predicting COVID-19 mortality using data from Our World in Data (OWID). Our pipeline differs from a standard preprocessing pipeline through four key steps. Firstly, it transforms weekly reported totals into daily updates, correcting reporting biases and providing more accurate estimates. Secondly, it uses localised outlier detection and processing to preserve data variance and enhance accuracy. Thirdly, it utilises computational dependencies among columns to ensure data consistency. Finally, it incorporates an iterative feature selection process to optimise the feature set and improve model performance. Results show a significant improvement with the custom pipeline: the MLP Regressor achieved a test RMSE of 66.556 and a test R-squared of 0.991, surpassing the DecisionTree Regressor from the standard pipeline, which had a test RMSE of 222.858 and a test R-squared of 0.817. These findings highlight the importance of tailored preprocessing techniques in enhancing predictive modelling accuracy for COVID-19 mortality. Although specific to this study, these methodologies offer valuable insights into diverse datasets and domains, improving predictive performance across various contexts.
Classification of High-dimensional Time Series in Spectral Domain using Explainable Features
Roy, Sarbojit, Sultan, Malik Shahid, Ombao, Hernando
Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which can be restrictive for real-world applications. In this article, we propose a model-based approach for classifying high-dimensional stationary time series by assuming sparsity in the difference between inverse SDMs. Our approach emphasizes the interpretability of model parameters, making it especially suitable for fields like neuroscience, where understanding differences in brain network connectivity across various states is crucial. The estimators for model parameters demonstrate consistency under appropriate conditions. We further propose using standard deep learning optimizers for parameter estimation, employing techniques such as mini-batching and learning rate scheduling. Additionally, we introduce a method to screen the most discriminatory frequencies for classification, which exhibits the sure screening property under general conditions. The flexibility of the proposed model allows the significance of covariates to vary across frequencies, enabling nuanced inferences and deeper insights into the underlying problem. The novelty of our method lies in the interpretability of the model parameters, addressing critical needs in neuroscience. The proposed approaches have been evaluated on simulated examples and the `Alert-vs-Drowsy' EEG dataset.