Statistical Learning
Mathematical Programming For Adaptive Experiments
Che, Ethan, Jiang, Daniel R., Namkoong, Hongseok, Wang, Jimmy
Adaptive experimentation can significantly improve statistical power, but standard algorithms overlook important practical issues including batched and delayed feedback, personalization, non-stationarity, multiple objectives, and constraints. To address these issues, the current algorithm design paradigm crafts tailored methods for each problem instance. Since it is infeasible to devise novel algorithms for every real-world instance, practitioners often have to resort to suboptimal approximations that do not address all of their challenges. Moving away from developing bespoke algorithms for each setting, we present a mathematical programming view of adaptive experimentation that can flexibly incorporate a wide range of objectives, constraints, and statistical procedures. By formulating a dynamic program in the batched limit, our modeling framework enables the use of scalable optimization methods (e.g., SGD and auto-differentiation) to solve for treatment allocations. We evaluate our framework on benchmarks modeled after practical challenges such as non-stationarity, personalization, multi-objectives, and constraints. Unlike bespoke algorithms such as modified variants of Thomson sampling, our mathematical programming approach provides remarkably robust performance across instances.
Interventional Causal Structure Discovery over Graphical Models with Convergence and Optimality Guarantees
Learning causal structure from sampled data is a fundamental problem with applications in various fields, including healthcare, machine learning and artificial intelligence. Traditional methods predominantly rely on observational data, but there exist limits regarding the identifiability of causal structures with only observational data. Interventional data, on the other hand, helps establish a cause-and-effect relationship by breaking the influence of confounding variables. It remains to date under-explored to develop a mathematical framework that seamlessly integrates both observational and interventional data in causal structure learning. Furthermore, existing studies often focus on centralized approaches, necessitating the transfer of entire datasets to a single server, which lead to considerable communication overhead and heightened risks to privacy. To tackle these challenges, we develop a bilevel polynomial optimization (Bloom) framework. Bloom not only provides a powerful mathematical modeling framework, underpinned by theoretical support, for causal structure discovery from both interventional and observational data, but also aspires to an efficient causal discovery algorithm with convergence and optimality guarantees. We further extend Bloom to a distributed setting to reduce the communication overhead and mitigate data privacy risks. It is seen through experiments on both synthetic and real-world datasets that Bloom markedly surpasses other leading learning algorithms.
Diffusion Guided Language Modeling
Lovelace, Justin, Kishore, Varsha, Chen, Yiwei, Weinberger, Kilian Q.
Current language models demonstrate remarkable proficiency in text generation. However, for many applications it is desirable to control attributes, such as sentiment, or toxicity, of the generated language -- ideally tailored towards each specific use case and target audience. For auto-regressive language models, existing guidance methods are prone to decoding errors that cascade during generation and degrade performance. In contrast, text diffusion models can easily be guided with, for example, a simple linear sentiment classifier -- however they do suffer from significantly higher perplexity than auto-regressive alternatives. In this paper we use a guided diffusion model to produce a latent proposal that steers an auto-regressive language model to generate text with desired properties. Our model inherits the unmatched fluency of the auto-regressive approach and the plug-and-play flexibility of diffusion. We show that it outperforms previous plug-and-play guidance methods across a wide range of benchmark data sets. Further, controlling a new attribute in our framework is reduced to training a single logistic regression classifier.
Enhanced Traffic Flow Prediction with Multi-Segment Fusion Tensor Graph Convolutional Networks
Abstract--Accurate traffic Flow Prediction can assist in traffic management, route planning, and congestion mitigation, which holds significant importance in enhancing the efficiency and reliability of intelligent transportation systems (ITS). However, existing traffic flow prediction models suffer from limitations in capturing the complex spatial-temporal dependencies within traffic networks. In order to address this issue, this study proposes a multi-segment fusion tensor graph convolutional network (MS-FTGCN) for traffic flow prediction with the following three-fold ideas: a) building a unified spatial-temporal graph convolutional framework based on Tensor M-product, which capture the spatial-temporal patterns simultaneously; b) incorporating hourly, daily, and weekly components to model multi temporal properties of traffic flows, respectively; c) fusing the outputs of the three components by attention mechanism to obtain the final traffic flow prediction results. The results of experiments conducted on two traffic flow datasets demonstrate that the proposed MS-FTGCN outperforms the state-of-the-art models. In the past few years, spurred by the rapid advancement of intelligent transportation systems [1] and the widespread availability of diverse data sources [2] such as GPS trajectories, traffic cameras, and mobile applications [3], there has been an increasing demand for advanced traffic prediction models that can effectively utilize these data for accurate predictions.
A Novel Spatiotemporal Coupling Graph Convolutional Network
Dynamic Quality-of-Service (QoS) data capturing temporal variations in user-service interactions, are essential source for service selection and user behavior understanding. Approaches based on Latent Feature Analysis (LFA) have shown to be beneficial for discovering effective temporal patterns in QoS data. However, existing methods cannot well model the spatiality and temporality implied in dynamic interactions in a unified form, causing abundant accuracy loss for missing QoS estimation. To address the problem, this paper presents a novel Graph Convolutional Networks (GCNs)-based dynamic QoS estimator namely Spatiotemporal Coupling GCN (SCG) model with the three-fold ideas as below. First, SCG builds its dynamic graph convolution rules by incorporating generalized tensor product framework, for unified modeling of spatial and temporal patterns. Second, SCG combines the heterogeneous GCN layer with tensor factorization, for effective representation learning on bipartite user-service graphs. Third, it further simplifies the dynamic GCN structure to lower the training difficulties. Extensive experiments have been conducted on two large-scale widely-adopted QoS datasets describing throughput and response time. The results demonstrate that SCG realizes higher QoS estimation accuracy compared with the state-of-the-arts, illustrating it can learn powerful representations to users and cloud services.
Performance Metric for Multiple Anomaly Score Distributions with Discrete Severity Levels
Yi, Wonjun, Park, Yong-Hwa, Jung, Wonho
The rise of smart factories has heightened the demand for automated maintenance, and normal-data-based anomaly detection has proved particularly effective in environments where anomaly data are scarce. This method, which does not require anomaly data during training, has prompted researchers to focus not only on detecting anomalies but also on classifying severity levels by using anomaly scores. However, the existing performance metrics, such as the area under the receiver operating characteristic curve (AUROC), do not effectively reflect the performance of models in classifying severity levels based on anomaly scores. To address this limitation, we propose the weighted sum of the area under the receiver operating characteristic curve (WS-AUROC), which combines AUROC with a penalty for severity level differences. We conducted various experiments using different penalty assignment methods: uniform penalty regardless of severity level differences, penalty based on severity level index differences, and penalty based on actual physical quantities that cause anomalies. The latter method was the most sensitive. Additionally, we propose an anomaly detector that achieves clear separation of distributions and outperforms the ablation models on the WS-AUROC and AUROC metrics.
How Transformers Utilize Multi-Head Attention in In-Context Learning? A Case Study on Sparse Linear Regression
Chen, Xingwu, Zhao, Lei, Zou, Difan
Despite the remarkable success of transformer-based models in various real-world tasks, their underlying mechanisms remain poorly understood. Recent studies have suggested that transformers can implement gradient descent as an in-context learner for linear regression problems and have developed various theoretical analyses accordingly. However, these works mostly focus on the expressive power of transformers by designing specific parameter constructions, lacking a comprehensive understanding of their inherent working mechanisms post-training. In this study, we consider a sparse linear regression problem and investigate how a trained multi-head transformer performs in-context learning. We experimentally discover that the utilization of multi-heads exhibits different patterns across layers: multiple heads are utilized and essential in the first layer, while usually only a single head is sufficient for subsequent layers. We provide a theoretical explanation for this observation: the first layer preprocesses the context data, and the following layers execute simple optimization steps based on the preprocessed context. Moreover, we demonstrate that such a preprocess-then-optimize algorithm can significantly outperform naive gradient descent and ridge regression algorithms. Further experimental results support our explanations. Our findings offer insights into the benefits of multi-head attention and contribute to understanding the more intricate mechanisms hidden within trained transformers.
DyGMamba: Efficiently Modeling Long-Term Temporal Dependency on Continuous-Time Dynamic Graphs with State Space Models
Ding, Zifeng, Li, Yifeng, He, Yuan, Norelli, Antonio, Wu, Jingcheng, Tresp, Volker, Ma, Yunpu, Bronstein, Michael
Learning useful representations for continuous-time dynamic graphs (CTDGs) is challenging, due to the concurrent need to span long node interaction histories and grasp nuanced temporal details. In particular, two problems emerge: (1) Encoding longer histories requires more computational resources, making it crucial for CTDG models to maintain low computational complexity to ensure efficiency; (2) Meanwhile, more powerful models are needed to identify and select the most critical temporal information within the extended context provided by longer histories. To address these problems, we propose a CTDG representation learning model named DyGMamba, originating from the popular Mamba state space model (SSM). DyGMamba first leverages a node-level SSM to encode the sequence of historical node interactions. Another time-level SSM is then employed to exploit the temporal patterns hidden in the historical graph, where its output is used to dynamically select the critical information from the interaction history. We validate DyGMamba experimentally on the dynamic link prediction task. The results show that our model achieves state-of-the-art in most cases. DyGMamba also maintains high efficiency in terms of computational resources, making it possible to capture long temporal dependencies with a limited computation budget.
Towards improving Alzheimer's intervention: a machine learning approach for biomarker detection through combining MEG and MRI pipelines
Ahmad, Alwani Liyana, Sanchez-Bornot, Jose, Sotero, Roberto C., Coyle, Damien, Idris, Zamzuri, Faye, Ibrahima
MEG are non invasive neuroimaging techniques with excellent temporal and spatial resolution, crucial for studying brain function in dementia and Alzheimer Disease. They identify changes in brain activity at various Alzheimer stages, including preclinical and prodromal phases. MEG may detect pathological changes before clinical symptoms, offering potential biomarkers for intervention. This study evaluates classification techniques using MEG features to distinguish between healthy controls and mild cognitive impairment participants from the BioFIND study. We compare MEG based biomarkers with MRI based anatomical features, both independently and combined. We used 3 Tesla MRI and MEG data from 324 BioFIND participants;158 MCI and 166 HC. Analyses were performed using MATLAB with SPM12 and OSL toolboxes. Machine learning analyses, including 100 Monte Carlo replications of 10 fold cross validation, were conducted on sensor and source spaces. Combining MRI with MEG features achieved the best performance; 0.76 accuracy and AUC of 0.82 for GLMNET using LCMV source based MEG. MEG only analyses using LCMV and eLORETA also performed well, suggesting that combining uncorrected MEG with z-score-corrected MRI features is optimal.
Attention Mechanism and Context Modeling System for Text Mining Machine Translation
Bo, Shi, Zhang, Yuwei, Huang, Junming, Liu, Sitong, Chen, Zexi, Li, Zizheng
This paper advances a novel architectural schema anchored upon the Transformer paradigm and innovatively amalgamates the K-means categorization algorithm to augment the contextual apprehension capabilities of the schema. The transformer model performs well in machine translation tasks due to its parallel computing power and multi-head attention mechanism. However, it may encounter contextual ambiguity or ignore local features when dealing with highly complex language structures. To circumvent this constraint, this exposition incorporates the K-Means algorithm, which is used to stratify the lexis and idioms of the input textual matter, thereby facilitating superior identification and preservation of the local structure and contextual intelligence of the language. The advantage of this combination is that K-Means can automatically discover the topic or concept regions in the text, which may be directly related to translation quality. Consequently, the schema contrived herein enlists K-Means as a preparatory phase antecedent to the Transformer and recalibrates the multi-head attention weights to assist in the discrimination of lexis and idioms bearing analogous semantics or functionalities. This ensures the schema accords heightened regard to the contextual intelligence embodied by these clusters during the training phase, rather than merely focusing on locational intelligence.