Statistical Learning
Information Geometry and Beta Link for Optimizing Sparse Variational Student-t Processes
Xu, Jian, Zeng, Delu, Paisley, John
Recently, a sparse version of Student-t Processes, termed sparse variational Student-t Processes, has been proposed to enhance computational efficiency and flexibility for real-world datasets using stochastic gradient descent. However, traditional gradient descent methods like Adam may not fully exploit the parameter space geometry, potentially leading to slower convergence and suboptimal performance. To mitigate these issues, we adopt natural gradient methods from information geometry for variational parameter optimization of Student-t Processes. This approach leverages the curvature and structure of the parameter space, utilizing tools such as the Fisher information matrix which is linked to the Beta function in our model. This method provides robust mathematical support for the natural gradient algorithm when using Student's t-distribution as the variational distribution. Additionally, we present a mini-batch algorithm for efficiently computing natural gradients. Experimental results across four benchmark datasets demonstrate that our method consistently accelerates convergence speed.
Alpha-Trimming: Locally Adaptive Tree Pruning for Random Forests
Surjanovic, Nikola, Henrey, Andrew, Loughin, Thomas M.
We demonstrate that adaptively controlling the size of individual regression trees in a random forest can improve predictive performance, contrary to the conventional wisdom that trees should be fully grown. A fast pruning algorithm, alpha-trimming, is proposed as an effective approach to pruning trees within a random forest, where more aggressive pruning is performed in regions with a low signal-to-noise ratio. The amount of overall pruning is controlled by adjusting the weight on an information criterion penalty as a tuning parameter, with the standard random forest being a special case of our alpha-trimmed random forest. A remarkable feature of alpha-trimming is that its tuning parameter can be adjusted without refitting the trees in the random forest once the trees have been fully grown once. In a benchmark suite of 46 example data sets, mean squared prediction error is often substantially lowered by using our pruning algorithm and is never substantially increased compared to a random forest with fully-grown trees at default parameter settings.
Federated Smoothing Proximal Gradient for Quantile Regression with Non-Convex Penalties
Mirzaeifard, Reza, Ghaderyan, Diyako, Werner, Stefan
Distributed sensors in the internet-of-things (IoT) generate vast amounts of sparse data. Analyzing this high-dimensional data and identifying relevant predictors pose substantial challenges, especially when data is preferred to remain on the device where it was collected for reasons such as data integrity, communication bandwidth, and privacy. This paper introduces a federated quantile regression algorithm to address these challenges. Quantile regression provides a more comprehensive view of the relationship between variables than mean regression models. However, traditional approaches face difficulties when dealing with nonconvex sparse penalties and the inherent non-smoothness of the loss function. For this purpose, we propose a federated smoothing proximal gradient (FSPG) algorithm that integrates a smoothing mechanism with the proximal gradient framework, thereby enhancing both precision and computational speed. This integration adeptly handles optimization over a network of devices, each holding local data samples, making it particularly effective in federated learning scenarios. The FSPG algorithm ensures steady progress and reliable convergence in each iteration by maintaining or reducing the value of the objective function. By leveraging nonconvex penalties, such as the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD), the proposed method can identify and preserve key predictors within sparse models. Comprehensive simulations validate the robust theoretical foundations of the proposed algorithm and demonstrate improved estimation precision and reliable convergence.
Enhancing Multiview Synergy: Robust Learning by Exploiting the Wave Loss Function with Consensus and Complementarity Principles
Quadir, A., Akhtar, Mushir, Tanveer, M.
Multiview learning (MvL) is an advancing domain in machine learning, leveraging multiple data perspectives to enhance model performance through view-consistency and view-discrepancy. Despite numerous successful multiview-based SVM models, existing frameworks predominantly focus on the consensus principle, often overlooking the complementarity principle. Furthermore, they exhibit limited robustness against noisy, error-prone, and view-inconsistent samples, prevalent in multiview datasets. To tackle the aforementioned limitations, this paper introduces Wave-MvSVM, a novel multiview support vector machine framework leveraging the wave loss (W-loss) function, specifically designed to harness both consensus and complementarity principles. Unlike traditional approaches that often overlook the complementary information among different views, the proposed Wave-MvSVM ensures a more comprehensive and resilient learning process by integrating both principles effectively. The W-loss function, characterized by its smoothness, asymmetry, and bounded nature, is particularly effective in mitigating the adverse effects of noisy and outlier data, thereby enhancing model stability. Theoretically, the W-loss function also exhibits a crucial classification-calibrated property, further boosting its effectiveness. Wave-MvSVM employs a between-view co-regularization term to enforce view consistency and utilizes an adaptive combination weight strategy to maximize the discriminative power of each view. The optimization problem is efficiently solved using a combination of GD and the ADMM, ensuring reliable convergence to optimal solutions. Theoretical analyses, grounded in Rademacher complexity, validate the generalization capabilities of the Wave-MvSVM model. Extensive empirical evaluations across diverse datasets demonstrate the superior performance of Wave-MvSVM in comparison to existing benchmark models.
q-exponential family for policy optimization
Zhu, Lingwei, Shah, Haseeb, Wang, Han, White, Martha
Policy optimization methods benefit from a simple and tractable policy functional, usually the Gaussian for continuous action spaces. In this paper, we consider a broader policy family that remains tractable: the q-exponential family. This family of policies is flexible, allowing the specification of both heavy-tailed policies (q > 1) and light-tailed policies (q < 1). This paper examines the interplay between q-exponential policies for several actor-critic algorithms conducted on both online and offline problems. We find that heavy-tailed policies are more effective in general and can consistently improve on Gaussian. In particular, we find the Student's t-distribution to be more stable than the Gaussian across settings and that a heavy-tailed q-Gaussian for Tsallis Advantage Weighted Actor-Critic consistently performs well in offline benchmark problems. Our code is available at https://github.com/lingweizhu/qexp.
Approaches for enhancing extrapolability in process-based and data-driven models in hydrology
The application of process-based and data-driven hydrological models is crucial in modern hydrological research, especially for predicting key water cycle variables such as runoff, evapotranspiration (ET), and soil moisture. These models provide a scientific basis for water resource management, flood forecasting, and ecological protection. Process-based models simulate the physical mechanisms of watershed hydrological processes, while data-driven models leverage large datasets and advanced machine learning algorithms. This paper reviewed and compared methods for assessing and enhancing the extrapolability of both model types, discussing their prospects and limitations. Key strategies include the use of leave-one-out cross-validation and similarity-based methods to evaluate model performance in ungauged regions. Deep learning, transfer learning, and domain adaptation techniques are also promising in their potential to improve model predictions in data-sparse and extreme conditions. Interdisciplinary collaboration and continuous algorithmic advancements are also important to strengthen the global applicability and reliability of hydrological models.
BERT's Conceptual Cartography: Mapping the Landscapes of Meaning
Conceptual Engineers want to make words better. However, they often underestimate how varied our usage of words is. In this paper, we take the first steps in exploring the contextual nuances of words by creating conceptual landscapes -- 2D surfaces representing the pragmatic usage of words -- that conceptual engineers can use to inform their projects. We use the spoken component of the British National Corpus and BERT to create contextualised word embeddings, and use Gaussian Mixture Models, a selection of metrics, and qualitative analysis to visualise and numerically represent lexical landscapes. Such an approach has not yet been used in the conceptual engineering literature and provides a detailed examination of how different words manifest in various contexts that is potentially useful to conceptual engineering projects. Our findings highlight the inherent complexity of conceptual engineering, revealing that each word exhibits a unique and intricate landscape. Conceptual Engineers cannot, therefore, use a one-size-fits-all approach when improving words -- a task that may be practically intractable at scale.
Variational Learning of Gaussian Process Latent Variable Models through Stochastic Gradient Annealed Importance Sampling
Xu, Jian, Du, Shian, Yang, Junmei, Ma, Qianli, Zeng, Delu
Gaussian Process Latent Variable Models (GPLVMs) have become increasingly popular for unsupervised tasks such as dimensionality reduction and missing data recovery due to their flexibility and non-linear nature. An importance-weighted version of the Bayesian GPLVMs has been proposed to obtain a tighter variational bound. However, this version of the approach is primarily limited to analyzing simple data structures, as the generation of an effective proposal distribution can become quite challenging in high-dimensional spaces or with complex data sets. In this work, we propose an Annealed Importance Sampling (AIS) approach to address these issues. By transforming the posterior into a sequence of intermediate distributions using annealing, we combine the strengths of Sequential Monte Carlo samplers and VI to explore a wider range of posterior distributions and gradually approach the target distribution. We further propose an efficient algorithm by reparameterizing all variables in the evidence lower bound (ELBO). Experimental results on both toy and image datasets demonstrate that our method outperforms state-of-the-art methods in terms of tighter variational bounds, higher log-likelihoods, and more robust convergence.
RISE-iEEG: Robust to Inter-Subject Electrodes Implantation Variability iEEG Classifier
Memar, Maryam Ostadsharif, Ziaei, Navid, Nazari, Behzad, Yousefi, Ali
Utilization of intracranial electroencephalography (iEEG) is rapidly increasing for clinical and brain-computer interface applications. iEEG facilitates the recording of neural activity with high spatial and temporal resolution, making it a desirable neuroimaging modality for studying neural dynamics. Despite its benefits, iEEG faces challenges such as inter-subject variability in electrode implantation, which makes the development of unified neural decoder models across different patients difficult. In this research, we introduce a novel decoder model that is robust to inter-subject electrode implantation variability. We call this model RISE-iEEG, which stands for Robust Inter-Subject Electrode Implantation Variability iEEG Classifier. RISE-iEEG employs a deep neural network structure preceded by a patient-specific projection network. The projection network maps the neural data of individual patients onto a common low-dimensional space, compensating for the implantation variability. In other words, we developed an iEEG decoder model that can be applied across multiple patients' data without requiring the coordinates of electrode for each patient. The performance of RISE-iEEG across multiple datasets, including the Audio-Visual dataset, Music Reconstruction dataset, and Upper-Limb Movement dataset, surpasses that of state-of-the-art iEEG decoder models such as HTNet and EEGNet. Our analysis shows that the performance of RISE-iEEG is 10\% higher than that of HTNet and EEGNet in terms of F1 score, with an average F1 score of 83\%, which is the highest result among the evaluation methods defined. Furthermore, the analysis of projection network weights in the Music Reconstruction dataset across patients suggests that the Superior Temporal lobe serves as the primary encoding neural node. This finding aligns with the auditory processing physiology.
Don't You (Project Around Discs)? Neural Network Surrogate and Projected Gradient Descent for Calibrating an Intervertebral Disc Finite Element Model
Atad, Matan, Gruber, Gabriel, Ribeiro, Marx, Nicolini, Luis Fernando, Graf, Robert, Möller, Hendrik, Nispel, Kati, Ezhov, Ivan, Rueckert, Daniel, Kirschke, Jan S.
Accurate calibration of finite element (FE) models of human intervertebral discs (IVDs) is essential for their reliability and application in diagnosing and planning treatments for spinal conditions. Traditional calibration methods are computationally intensive, requiring iterative, derivative-free optimization algorithms that often take hours or days to converge. This study addresses these challenges by introducing a novel, efficient, and effective calibration method for an L4-L5 IVD FE model using a neural network (NN) surrogate. The NN surrogate predicts simulation outcomes with high accuracy, outperforming other machine learning models, and significantly reduces the computational cost associated with traditional FE simulations. Next, a Projected Gradient Descent (PGD) approach guided by gradients of the NN surrogate is proposed to efficiently calibrate FE models. Our method explicitly enforces feasibility with a projection step, thus maintaining material bounds throughout the optimization process. The proposed method is evaluated against state-of-the-art Genetic Algorithm (GA) and inverse model baselines on synthetic and in vitro experimental datasets. Our approach demonstrates superior performance on synthetic data, achieving a Mean Absolute Error (MAE) of 0.06 compared to the baselines' MAE of 0.18 and 0.54, respectively. On experimental specimens, our method outperforms the baseline in 5 out of 6 cases. Most importantly, our approach reduces calibration time to under three seconds, compared to up to 8 days per sample required by traditional calibration. Such efficiency paves the way for applying more complex FE models, enabling accurate patient-specific simulations and advancing spinal treatment planning.