Statistical Learning
Unveiling Global Interactive Patterns across Graphs: Towards Interpretable Graph Neural Networks
Wang, Yuwen, Liu, Shunyu, Zheng, Tongya, Chen, Kaixuan, Song, Mingli
Graph Neural Networks (GNNs) have emerged as a prominent framework for graph mining, leading to significant advances across various domains. Stemmed from the node-wise representations of GNNs, existing explanation studies have embraced the subgraph-specific viewpoint that attributes the decision results to the salient features and local structures of nodes. However, graph-level tasks necessitate long-range dependencies and global interactions for advanced GNNs, deviating significantly from subgraph-specific explanations. To bridge this gap, this paper proposes a novel intrinsically interpretable scheme for graph classification, termed as Global Interactive Pattern (GIP) learning, which introduces learnable global interactive patterns to explicitly interpret decisions. GIP first tackles the complexity of interpretation by clustering numerous nodes using a constrained graph clustering module. Then, it matches the coarsened global interactive instance with a batch of self-interpretable graph prototypes, thereby facilitating a transparent graph-level reasoning process. Extensive experiments conducted on both synthetic and real-world benchmarks demonstrate that the proposed GIP yields significantly superior interpretability and competitive performance to~the state-of-the-art counterparts. Our code will be made publicly available.
DrugCLIP: Contrastive Drug-Disease Interaction For Drug Repurposing
Lu, Yingzhou, Hu, Yaojun, Li, Chenhao
Bringing a novel drug from the original idea to market typically requires more than ten years and billions of dollars. To alleviate the heavy burden, a natural idea is to reuse the approved drug to treat new diseases. The process is also known as drug repurposing or drug repositioning. Machine learning methods exhibited huge potential in automating drug repurposing. However, it still encounter some challenges, such as lack of labels and multimodal feature representation. To address these issues, we design DrugCLIP, a cutting-edge contrastive learning method, to learn drug and disease's interaction without negative labels. Additionally, we have curated a drug repurposing dataset based on real-world clinical trial records. Thorough empirical studies are conducted to validate the effectiveness of the proposed DrugCLIP method.
Graphon Particle Systems, Part II: Dynamics of Distributed Stochastic Continuum Optimization
We study the distributed optimization problem over a graphon with a continuum of nodes, which is regarded as the limit of the distributed networked optimization as the number of nodes goes to infinity. Each node has a private local cost function. The global cost function, which all nodes cooperatively minimize, is the integral of the local cost functions on the node set. We propose stochastic gradient descent and gradient tracking algorithms over the graphon. We establish a general lemma for the upper bound estimation related to a class of time-varying differential inequalities with negative linear terms, based upon which, we prove that for both kinds of algorithms, the second moments of the nodes' states are uniformly bounded. Especially, for the stochastic gradient tracking algorithm, we transform the convergence analysis into the asymptotic property of coupled nonlinear differential inequalities with time-varying coefficients and develop a decoupling method. For both kinds of algorithms, we show that by choosing the time-varying algorithm gains properly, all nodes' states achieve $\mathcal{L}^{\infty}$-consensus for a connected graphon. Furthermore, if the local cost functions are strongly convex, then all nodes' states converge to the minimizer of the global cost function and the auxiliary states in the stochastic gradient tracking algorithm converge to the gradient value of the global cost function at the minimizer uniformly in mean square.
Contrastive independent component analysis
Wang, Kexin, Maraj, Aida, Seigal, Anna
Visualizing data and finding patterns in data are ubiquitous problems in the sciences. Increasingly, applications seek signal and structure in a contrastive setting: a foreground dataset relative to a background dataset. For this purpose, we propose contrastive independent component analysis (cICA). This generalizes independent component analysis to independent latent variables across a foreground and background. We propose a hierarchical tensor decomposition algorithm for cICA. We study the identifiability of cICA and demonstrate its performance visualizing data and finding patterns in data, using synthetic and real-world datasets, comparing the approach to existing contrastive methods.
Continuous Optimization for Offline Change Point Detection and Estimation
Reimann, Hans, Moka, Sarat, Sofronov, Georgy
Change point detection and estimation are an incredibly diverse and widely scattered field in applied and mathematical statistics, with a large variety of applications. To provide a high-level intuition, change point detection may be understood as a signal processing tool for identifying abrupt changes in the generative parameters of a data sequence. While a strong line of work in change point detection is well established with Page's pioneering work (see Page [1954]) and rigorous results by Chernoff and Zacks [1964], Lorden [1971] and Sen and Srivastava [1975], many aspects of this problem are open and the general understanding of good solutions depends strongly on the problem at hand Niu et al. [2016], Truong et al. [2020], and Ma et al. [2020]. Among the open research questions, the simultaneous detection of multiple change points in large data sets is of major interest. Taking a machine learning and data scientific motivated approach, in this paper, we explore the applicability of recent advances in best subset selection of covariates in linear regression proposed by Moka et al. [2024]. This method, a continuous optimization approach for best subset selection, claims to offer faster performance compared to existing exhaustive search methods, while maintaining comparable accuracy.
Comparative Evaluation of Learning Models for Bionic Robots: Non-Linear Transfer Function Identifications
The control and modeling of bionic robot dynamics have increasingly adopted model-free control strategies using machine learning methods. Given the non-linear elastic nature of bionic robotic systems, learning-based methods provide reliable alternatives by utilizing numerical data to establish a direct mapping from actuation inputs to robot trajectories without complex kinematics models. However, for developers, the method of identifying an appropriate learning model for their specific bionic robots and further constructing the transfer function has not been thoroughly discussed. Thus, this research trains four types of models, including ensemble learning models, regularization-based models, kernel-based models, and neural network models, suitable for multi-input multi-output (MIMO) data and non-linear transfer function identification, in order to evaluate their (1) accuracy, (2) computation complexity, and (3) performance of capturing biological movements. This research encompasses data collection methods for control inputs and action outputs, selection of machine learning models, comparative analysis of training results, and transfer function identifications. The main objective is to provide a comprehensive evaluation strategy and framework for the application of model-free control.
Scalable Multi-Output Gaussian Processes with Stochastic Variational Inference
Jiang, Xiaoyu, Georgaka, Sokratia, Rattray, Magnus, Alvarez, Mauricio A.
Gaussian Processes (GP) have established themselves as a powerful and flexible tool for modelling nonlinear functions within a Bayesian non-parametric framework [Williams and Rasmussen, 2006]. Multi-output Gaussian processes (MOGP) generalise this powerful framework to the vector-valued random field [Alvarez et al., 2012] by capturing correlations not only across different inputs but also across different output functions. This characteristic has been experimentally shown to provide better predictions in fields such as geostatistics [Wackernagel, 2003], heterogeneous regression [Moreno-Muรฑoz et al., 2018], and the modelling of aggregated [Yousefi et al., 2019] and hierarchical datasets [Ma et al., 2023]. The primary focus in the literature on MOGP has been on developing an appropriate cross-covariance function between the multiple outputs. Two classical approaches for defining such cross-covariance functions are the Linear Model of Coregionalization (LMC) [Journel and Huijbregts, 1976] and process convolutions [Higdon, 2002]. In the former, each output corresponds to a weighted sum of shared latent random functions.
Implementation and Analysis of GPU Algorithms for Vecchia Approximation
James, Zachary, Guinness, Joseph
Gaussian Processes have become an indispensable part of the spatial statistician's toolbox but are unsuitable for analyzing large dataset because of the significant time and memory needed to fit the associated model exactly. Vecchia Approximation is widely used to reduce the computational complexity and can be calculated with embarrassingly parallel algorithms. While multi-core software has been developed for Vecchia Approximation, such as the GpGp R package, software designed to run on graphics processing units (GPU) is lacking, despite the tremendous success GPUs have had in statistics and machine learning. We compare three different ways to implement Vecchia Approximation on a GPU: two of which are similar to methods used for other Gaussian Process approximations and one that is new. The impact of memory type on performance is investigated and the final method is optimized accordingly. We show that our new method outperforms the other two and then present it in the GpGpU R package. We compare GpGpU to existing multi-core and GPU-accelerated software by fitting Gaussian Process models on various datasets, including a large spatial-temporal dataset of $n>10^6$ points collected from an earth-observing satellite. Our results show that GpGpU achieves faster runtimes and better predictive accuracy.
Feynman-Kac Operator Expectation Estimator
The Feynman-Kac Operator Expectation Estimator (FKEE) is an innovative method for estimating the target Mathematical Expectation $\mathbb{E}_{X\sim P}[f(X)]$ without relying on a large number of samples, in contrast to the commonly used Markov Chain Monte Carlo (MCMC) Expectation Estimator. FKEE comprises diffusion bridge models and approximation of the Feynman-Kac operator. The key idea is to use the solution to the Feynmann-Kac equation at the initial time $u(x_0,0)=\mathbb{E}[f(X_T)|X_0=x_0]$. We use Physically Informed Neural Networks (PINN) to approximate the Feynman-Kac operator, which enables the incorporation of diffusion bridge models into the expectation estimator and significantly improves the efficiency of using data while substantially reducing the variance. Diffusion Bridge Model is a more general MCMC method. In order to incorporate extensive MCMC algorithms, we propose a new diffusion bridge model based on the Minimum Wasserstein distance. This diffusion bridge model is universal and reduces the training time of the PINN. FKEE also reduces the adverse impact of the curse of dimensionality and weakens the assumptions on the distribution of $X$ and performance function $f$ in the general MCMC expectation estimator. The theoretical properties of this universal diffusion bridge model are also shown. Finally, we demonstrate the advantages and potential applications of this method through various concrete experiments, including the challenging task of approximating the partition function in the random graph model such as the Ising model.
Accelerating Distributed Optimization: A Primal-Dual Perspective on Local Steps
Yang, Junchi, Yildirim, Murat, Feng, Qiu
In distributed machine learning, efficient training across multiple agents with different data distributions poses significant challenges. Even with a centralized coordinator, current algorithms that achieve optimal communication complexity typically require either large minibatches or compromise on gradient complexity. In this work, we tackle both centralized and decentralized settings across strongly convex, convex, and nonconvex objectives. We first demonstrate that a basic primal-dual method, (Accelerated) Gradient Ascent Multiple Stochastic Gradient Descent (GA-MSGD), applied to the Lagrangian of distributed optimization inherently incorporates local updates, because the inner loops of running Stochastic Gradient Descent on the primal variable require no inter-agent communication. Notably, for strongly convex objectives, we show (Accelerated) GA-MSGD achieves linear convergence in communication rounds despite the Lagrangian being only linear in the dual variables. This is due to a unique structural property where the dual variable is confined to the span of the coupling matrix, rendering the dual problem strongly concave. When integrated with the Catalyst framework, our approach achieves nearly optimal communication complexity across various settings without the need for minibatches. Moreover, in stochastic decentralized problems, it attains communication complexities comparable to those in deterministic settings, improving over existing algorithms.