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 Statistical Learning


Entropic Optimal Transport Eigenmaps for Nonlinear Alignment and Joint Embedding of High-Dimensional Datasets

arXiv.org Machine Learning

Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis. In numerous applications, it is necessary to align and jointly embed multiple datasets from different studies or experimental conditions. Such datasets may share underlying structures of interest but exhibit individual distortions, resulting in misaligned embeddings using traditional techniques. In this work, we propose \textit{Entropic Optimal Transport (EOT) eigenmaps}, a principled approach for aligning and jointly embedding a pair of datasets with theoretical guarantees. Our approach leverages the leading singular vectors of the EOT plan matrix between two datasets to extract their shared underlying structure and align the datasets accordingly in a common embedding space. We interpret our approach as an inter-data variant of the classical Laplacian eigenmaps and diffusion maps embeddings, showing that it enjoys many favorable analogous properties. We then analyze a data-generative model where two observed high-dimensional datasets share latent variables on a common low-dimensional manifold, but each dataset is subject to data-specific translation, scaling, nuisance structures, and noise. We show that in a high-dimensional asymptotic regime, the EOT plan recovers the shared manifold structure by approximating a kernel function evaluated at the locations of the latent variables. Subsequently, we provide a geometric interpretation of our embedding by relating it to the eigenfunctions of population-level operators encoding the density and geometry of the shared manifold. Finally, we showcase the performance of our approach for data integration and embedding through simulations and analyses of real-world biological data, demonstrating its advantages over alternative methods in challenging scenarios.


Conditionally valid Probabilistic Conformal Prediction

arXiv.org Machine Learning

We develop a new method for creating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Most existing methods, such as conformalized quantile regression and probabilistic conformal prediction, only offer marginal coverage guarantees. Our approach extends these methods to achieve conditional coverage, which is essential for many practical applications. While exact conditional guarantees are impossible without assumptions on the data distribution, we provide non-asymptotic bounds that explicitly depend on the quality of the available estimate of the conditional distribution. Our confidence sets are highly adaptive to the local structure of the data, making them particularly useful in high heteroskedasticity situations. We demonstrate the effectiveness of our approach through extensive simulations, showing that it outperforms existing methods in terms of conditional coverage and improves the reliability of statistical inference in a wide range of applications.


On the Convergence of Multi-objective Optimization under Generalized Smoothness

arXiv.org Machine Learning

Multi-objective optimization (MOO) is receiving more attention in various fields such as multi-task learning. Recent works provide some effective algorithms with theoretical analysis but they are limited by the standard $L$-smooth or bounded-gradient assumptions, which are typically unsatisfactory for neural networks, such as recurrent neural networks (RNNs) and transformers. In this paper, we study a more general and realistic class of $\ell$-smooth loss functions, where $\ell$ is a general non-decreasing function of gradient norm. We develop two novel single-loop algorithms for $\ell$-smooth MOO problems, Generalized Smooth Multi-objective Gradient descent (GSMGrad) and its stochastic variant, Stochastic Generalized Smooth Multi-objective Gradient descent (SGSMGrad), which approximate the conflict-avoidant (CA) direction that maximizes the minimum improvement among objectives. We provide a comprehensive convergence analysis of both algorithms and show that they converge to an $\epsilon$-accurate Pareto stationary point with a guaranteed $\epsilon$-level average CA distance (i.e., the gap between the updating direction and the CA direction) over all iterations, where totally $\mathcal{O}(\epsilon^{-2})$ and $\mathcal{O}(\epsilon^{-4})$ samples are needed for deterministic and stochastic settings, respectively. Our algorithms can also guarantee a tighter $\epsilon$-level CA distance in each iteration using more samples. Moreover, we propose a practical variant of GSMGrad named GSMGrad-FA using only constant-level time and space, while achieving the same performance guarantee as GSMGrad. Our experiments validate our theory and demonstrate the effectiveness of the proposed methods.


Proximity Matters: Local Proximity Preserved Balancing for Treatment Effect Estimation

arXiv.org Machine Learning

Heterogeneous treatment effect (HTE) estimation from observational data poses significant challenges due to treatment selection bias. Existing methods address this bias by minimizing distribution discrepancies between treatment groups in latent space, focusing on global alignment. However, the fruitful aspect of local proximity, where similar units exhibit similar outcomes, is often overlooked. In this study, we propose Proximity-aware Counterfactual Regression (PCR) to exploit proximity for representation balancing within the HTE estimation context. Specifically, we introduce a local proximity preservation regularizer based on optimal transport to depict the local proximity in discrepancy calculation. Furthermore, to overcome the curse of dimensionality that renders the estimation of discrepancy ineffective--exacerbated by limited data availability for HTE estimation--we develop an informative subspace projector, which trades off minimal distance precision for improved sample complexity. Extensive experiments demonstrate that PCR accurately matches units across different treatment groups, effectively mitigates treatment selection bias, and significantly outperforms competitors. Code is available at https://anonymous.4open.science/status/ncr-B697.


DADEE: Well-calibrated uncertainty quantification in neural networks for barriers-based robot safety

arXiv.org Artificial Intelligence

Uncertainty-aware controllers that guarantee safety are critical for safety critical applications. Among such controllers, Control Barrier Functions (CBFs) based approaches are popular because they are fast, yet safe. However, most such works depend on Gaussian Processes (GPs) or MC-Dropout for learning and uncertainty estimation, and both approaches come with drawbacks: GPs are non-parametric methods that are slow, while MC-Dropout does not capture aleatoric uncertainty. On the other hand, modern Bayesian learning algorithms have shown promise in uncertainty quantification. The application of modern Bayesian learning methods to CBF-based controllers has not yet been studied. We aim to fill this gap by surveying uncertainty quantification algorithms and evaluating them on CBF-based safe controllers. We find that model variance-based algorithms (for example, Deep ensembles, MC-dropout, etc.) and direct estimation-based algorithms (such as DEUP) have complementary strengths. Algorithms in the former category can only estimate uncertainty accurately out-of-domain, while those in the latter category can only do so in-domain. We combine the two approaches to obtain more accurate uncertainty estimates both in- and out-of-domain. As measured by the failure rate of a simulated robot, this results in a safer CBF-based robot controller.


Self-consistent Deep Geometric Learning for Heterogeneous Multi-source Spatial Point Data Prediction

arXiv.org Artificial Intelligence

Multi-source spatial point data prediction is crucial in fields like environmental monitoring and natural resource management, where integrating data from various sensors is the key to achieving a holistic environmental understanding. Existing models in this area often fall short due to their domain-specific nature and lack a strategy for integrating information from various sources in the absence of ground truth labels. Key challenges include evaluating the quality of different data sources and modeling spatial relationships among them effectively. Addressing these issues, we introduce an innovative multi-source spatial point data prediction framework that adeptly aligns information from varied sources without relying on ground truth labels. A unique aspect of our method is the 'fidelity score,' a quantitative measure for evaluating the reliability of each data source. Furthermore, we develop a geo-location-aware graph neural network tailored to accurately depict spatial relationships between data points. Our framework has been rigorously tested on two real-world datasets and one synthetic dataset. The results consistently demonstrate its superior performance over existing state-of-the-art methods.


Sign Gradient Descent-based Neuronal Dynamics: ANN-to-SNN Conversion Beyond ReLU Network

arXiv.org Artificial Intelligence

Spiking neural network (SNN) is studied in multidisciplinary domains to (i) enable order-of-magnitudes energy-efficient AI inference and (ii) computationally simulate neuro-scientific mechanisms. The lack of discrete theory obstructs the practical application of SNN by limiting its performance and nonlinearity support. We present a new optimization-theoretic perspective of the discrete dynamics of spiking neurons. We prove that a discrete dynamical system of simple integrate-and-fire models approximates the sub-gradient method over unconstrained optimization problems. We practically extend our theory to introduce a novel sign gradient descent (signGD)-based neuronal dynamics that can (i) approximate diverse nonlinearities beyond ReLU and (ii) advance ANN-to-SNN conversion performance in low time steps. Experiments on large-scale datasets show that our technique achieves (i) state-of-the-art performance in ANN-to-SNN conversion and (ii) is the first to convert new DNN architectures, e.g., ConvNext, MLP-Mixer, and ResMLP. We publicly share our source code at https://github.com/snuhcs/snn_signgd .


A Deep Generative Framework for Joint Households and Individuals Population Synthesis

arXiv.org Artificial Intelligence

Household and individual-level sociodemographic data are essential for understanding human-infrastructure interaction and policymaking. However, the Public Use Microdata Sample (PUMS) offers only a sample at the state level, while census tract data only provides the marginal distributions of variables without correlations. Therefore, we need an accurate synthetic population dataset that maintains consistent variable correlations observed in microdata, preserves household-individual and individual-individual relationships, adheres to state-level statistics, and accurately represents the geographic distribution of the population. We propose a deep generative framework leveraging the variational autoencoder (VAE) to generate a synthetic population with the aforementioned features. The methodological contributions include (1) a new data structure for capturing household-individual and individual-individual relationships, (2) a transfer learning process with pre-training and fine-tuning steps to generate households and individuals whose aggregated distributions align with the census tract marginal distribution, and (3) decoupled binary cross-entropy (D-BCE) loss function enabling distribution shift and out-of-sample records generation. Model results for an application in Delaware, USA demonstrate the ability to ensure the realism of generated household-individual records and accurately describe population statistics at the census tract level compared to existing methods. Furthermore, testing in North Carolina, USA yielded promising results, supporting the transferability of our method.


Robust and Reliable Early-Stage Website Fingerprinting Attacks via Spatial-Temporal Distribution Analysis

arXiv.org Artificial Intelligence

Website Fingerprinting (WF) attacks identify the websites visited by users by performing traffic analysis, compromising user privacy. Particularly, DL-based WF attacks demonstrate impressive attack performance. However, the effectiveness of DL-based WF attacks relies on the collected complete and pure traffic during the page loading, which impacts the practicality of these attacks. The WF performance is rather low under dynamic network conditions and various WF defenses, particularly when the analyzed traffic is only a small part of the complete traffic. In this paper, we propose Holmes, a robust and reliable early-stage WF attack. Holmes utilizes temporal and spatial distribution analysis of website traffic to effectively identify websites in the early stages of page loading. Specifically, Holmes develops adaptive data augmentation based on the temporal distribution of website traffic and utilizes a supervised contrastive learning method to extract the correlations between the early-stage traffic and the pre-collected complete traffic. Holmes accurately identifies traffic in the early stages of page loading by computing the correlation of the traffic with the spatial distribution information, which ensures robust and reliable detection according to early-stage traffic. We extensively evaluate Holmes using six datasets. Compared to nine existing DL-based WF attacks, Holmes improves the F1-score of identifying early-stage traffic by an average of 169.18%. Furthermore, we replay the traffic of visiting real-world dark web websites. Holmes successfully identifies dark web websites when the ratio of page loading on average is only 21.71%, with an average precision improvement of 169.36% over the existing WF attacks.


MUSE-Net: Missingness-aware mUlti-branching Self-attention Encoder for Irregular Longitudinal Electronic Health Records

arXiv.org Artificial Intelligence

The era of big data has made vast amounts of clinical data readily available, particularly in the form of electronic health records (EHRs), which provides unprecedented opportunities for developing data-driven diagnostic tools to enhance clinical decision making. However, the application of EHRs in data-driven modeling faces challenges such as irregularly spaced multi-variate time series, issues of incompleteness, and data imbalance. Realizing the full data potential of EHRs hinges on the development of advanced analytical models. In this paper, we propose a novel Missingness-aware mUlti-branching Self-attention Encoder (MUSE-Net) to cope with the challenges in modeling longitudinal EHRs for data-driven disease prediction. The MUSE-Net leverages a multi-task Gaussian process (MGP) with missing value masks for data imputation, a multi-branching architecture to address the data imbalance problem, and a time-aware self-attention encoder to account for the irregularly spaced time interval in longitudinal EHRs. We evaluate the proposed MUSE-Net using both synthetic and real-world datasets. Experimental results show that our MUSE-Net outperforms existing methods that are widely used to investigate longitudinal signals.