This study proposes an effective method to predict technology development from an evolutionary perspective. Product evolution is the result of technological evolution and market selection. A phylogenetic network is the main method to study product evolution. The formation of the dominant design determines the trajectory of technology development. How to predict future dominant design has become a key issue in technology forecasting and new product development. We define the dominant product and use machine learning methods, combined with product evolutionary theory, to construct a Fully Connected Phylogenetic Network dataset to effectively predict the future dominant design.

Score-based methods have demonstrated their effectiveness in discovering causal relationships by scoring different causal structures based on their goodness of fit to the data. Recently, Huang et al. proposed a generalized score function that can handle general data distributions and causal relationships by modeling the relations in reproducing kernel Hilbert space (RKHS). The selection of an appropriate kernel within this score function is crucial for accurately characterizing causal relationships and ensuring precise causal discovery. However, the current method involves manual heuristic selection of kernel parameters, making the process tedious and less likely to ensure optimality. In this paper, we propose a kernel selection method within the generalized score function that automatically selects the optimal kernel that best fits the data. Specifically, we model the generative process of the variables involved in each step of the causal graph search procedure as a mixture of independent noise variables. Based on this model, we derive an automatic kernel selection method by maximizing the marginal likelihood of the variables involved in each search step. We conduct experiments on both synthetic data and real-world benchmarks, and the results demonstrate that our proposed method outperforms heuristic kernel selection methods.

Language models (LMs) are trained on vast amounts of text data, which may include private and copyrighted content. Data owners may request the removal of their data from a trained model due to privacy or copyright concerns. However, exactly unlearning only these datapoints (i.e., retraining with the data removed) is intractable in modern-day models. This has led to the development of many approximate unlearning algorithms. The evaluation of the efficacy of these algorithms has traditionally been narrow in scope, failing to precisely quantify the success and practicality of the algorithm from the perspectives of both the model deployers and the data owners. We address this issue by proposing MUSE, a comprehensive machine unlearning evaluation benchmark that enumerates six diverse desirable properties for unlearned models: (1) no verbatim memorization, (2) no knowledge memorization, (3) no privacy leakage, (4) utility preservation on data not intended for removal, (5) scalability with respect to the size of removal requests, and (6) sustainability over sequential unlearning requests. Using these criteria, we benchmark how effectively eight popular unlearning algorithms on 7B-parameter LMs can unlearn Harry Potter books and news articles. Our results demonstrate that most algorithms can prevent verbatim memorization and knowledge memorization to varying degrees, but only one algorithm does not lead to severe privacy leakage. Furthermore, existing algorithms fail to meet deployer's expectations because they often degrade general model utility and also cannot sustainably accommodate successive unlearning requests or large-scale content removal. Our findings identify key issues with the practicality of existing unlearning algorithms on language models, and we release our benchmark to facilitate further evaluations: muse-bench.github.io

Active clustering aims to boost the clustering performance by integrating human-annotated pairwise constraints through strategic querying. Conventional approaches with semi-supervised clustering schemes encounter high query costs when applied to large datasets with numerous classes. To address these limitations, we propose a novel Adaptive Active Aggregation and Splitting (A3S) framework, falling within the cluster-adjustment scheme in active clustering. A3S features strategic active clustering adjustment on the initial cluster result, which is obtained by an adaptive clustering algorithm. In particular, our cluster adjustment is inspired by the quantitative analysis of Normalized mutual information gain under the information theory framework and can provably improve the clustering quality. The proposed A3S framework significantly elevates the performance and scalability of active clustering. In extensive experiments across diverse real-world datasets, A3S achieves desired results with significantly fewer human queries compared with existing methods.

Field-aware Factorization Machines (FFMs) have emerged as a powerful model for click-through rate prediction, particularly excelling in capturing complex feature interactions. In this work, we present an in-depth analysis of our in-house, Rust-based Deep FFM implementation, and detail its deployment on a CPU-only, multi-data-center scale. We overview key optimizations devised for both training and inference, demonstrated by previously unpublished benchmark results in efficient model search and online training. Further, we detail an in-house weight quantization that resulted in more than an order of magnitude reduction in bandwidth footprint related to weight transfers across data-centres. We disclose the engine and associated techniques under an open-source license to contribute to the broader machine learning community. This paper showcases one of the first successful CPU-only deployments of Deep FFMs at such scale, marking a significant stride in practical, low-footprint click-through rate prediction methodologies.

Existing methods for graph out-of-distribution (OOD) generalization primarily rely on empirical studies on synthetic datasets. Such approaches tend to overemphasize the causal relationships between invariant sub-graphs and labels, thereby neglecting the non-negligible role of environment in real-world scenarios. In contrast to previous studies that impose rigid independence assumptions on environments and invariant sub-graphs, this paper presents the theorems of environment-label dependency and mutable rationale invariance, where the former characterizes the usefulness of environments in determining graph labels while the latter refers to the mutable importance of graph rationales. Based on analytic investigations, a novel variational inference based method named ``Probability Dependency on Environments and Rationales for OOD Graphs on Real-world Data'' (DEROG) is introduced. To alleviate the adverse effect of unknown prior knowledge on environments and rationales, DEROG utilizes generalized Bayesian inference. Further, DEROG employs an EM-based algorithm for optimization. Finally, extensive experiments on real-world datasets under different distribution shifts are conducted to show the superiority of DEROG. Our code is publicly available at https://anonymous.4open.science/r/DEROG-536B.

Optimizing the fuel cycle cost through the optimization of nuclear reactor core loading patterns involves multiple objectives and constraints, leading to a vast number of candidate solutions that cannot be explicitly solved. To advance the state-of-the-art in core reload patterns, we have developed methods based on Deep Reinforcement Learning (DRL) for both single- and multi-objective optimization. Our previous research has laid the groundwork for these approaches and demonstrated their ability to discover high-quality patterns within a reasonable time frame. On the other hand, stochastic optimization (SO) approaches are commonly used in the literature, but there is no rigorous explanation that shows which approach is better in which scenario. In this paper, we demonstrate the advantage of our RL-based approach, specifically using Proximal Policy Optimization (PPO), against the most commonly used SO-based methods: Genetic Algorithm (GA), Parallel Simulated Annealing (PSA) with mixing of states, and Tabu Search (TS), as well as an ensemble-based method, Prioritized Replay Evolutionary and Swarm Algorithm (PESA). We found that the LP scenarios derived in this paper are amenable to a global search to identify promising research directions rapidly, but then need to transition into a local search to exploit these directions efficiently and prevent getting stuck in local optima. PPO adapts its search capability via a policy with learnable weights, allowing it to function as both a global and local search method. Subsequently, we compared all algorithms against PPO in long runs, which exacerbated the differences seen in the shorter cases. Overall, the work demonstrates the statistical superiority of PPO compared to the other considered algorithms.

Multivariate time series forecasting (MTSF) has gained widespread prominence in real-world applications, such as weather prediction, financial risk assessment, and traffic forecasting. Transformers (Vaswani et al., 2017) have emerged as the most popular approach for this task, primarily attributed to their power in capturing temporal dependencies Wen et al. (2023). Recent advances (Wu et al., 2021; Liu et al., 2021a; Zhou et al., 2022; Nie et al., 2023) have further bolstered the popularity. A long-lasting challenge in the realm of MTSF lies in effectively mitigating the non-stationarity inherent in real-world time series. In general, non-stationary time series exhibits a persistent alteration in its statistical attributes (e.g., mean and variance) and joint distribution across time, thereby diminishing its predictability. In previous work, several models have utilized time series pre-processing techniques (Passalis et al., 2019; Kim et al., 2021) to achieve stationarity or involved statistical guidance during model training (Liu et al., 2022b), resulting in significant performance enhancements. Though promising, the above endeavors still fall short of modeling the non-stationary period distribution. To verify this point, we empirically leverage the Morlet wavelet transform on the Weather dataset (Wu et al., 2021), leading to the energy distribution in Fig 1. We observe that (i) Non-stationary time series comprises multiple nested and overlapping periods, with diverse periodic patterns and varying strengths at each time step.

We prove convergence guarantees for generalized low-rank matrix sensing -- i.e., where matrix sensing where the observations may be passed through some nonlinear link function. We focus on local convergence of the optimal estimator, ignoring questions of optimization. In particular, assuming the minimizer of the empirical loss $\theta^0$ is in a constant size ball around the true parameters $\theta^*$, we prove that $d(\theta^0,\theta^*)=\tilde{O}(\sqrt{dk^2/n})$. Our analysis relies on tools from Riemannian geometry to handle the rotational symmetry in the parameter space.

The concept of robustness is of paramount importance across a variety of fields, particularly those involving practical statistical parameter estimation based on real-world observations. However, robust estimation techniques introduced in various methodologies aim to achieve different objectives, and each technique has been examined within individual frameworks. It is crucial to reexamine the purpose behind robust estimation and provide an integrated perspective across disciplinary boundaries. To facilitate this, this study initially classifies the goals of robust estimation methods into three categories: resistance to (1) outlier contamination (see, e.g., Huber and Ronchetti (1981) and Hampel et al. (1986)), (2) user-specified imaginary dataset-perturbation (see, e.g., Ben-Tal and Nemirovski (2002) and Biggio et al. (2013)), and (3) model misspecification. Notably, (3) can be addressed using expressive models in certain cases; (3) will be discussed later but will not be the main focus. Therefore, this study primarily focuses on the following two categories within the context of linear regression: (1) Outlier-resistance. Outliers are data points that deviate significantly from the overall trend of the other observations in a dataset. Since the presence of outliers can affect statistical parameter estimation, potentially leading to unintended results, outlier-resistant estimation has been a focus for many decades (Huber and Ronchetti, 1981; Hampel et al., 1986; Maronna et al., 2006) mainly in the field of statistics. Originating from the works of Tukey (1960) and Huber (1964), many outlier-resistant estimations are designed by modifying the loss function.