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 Statistical Learning


On the estimation rate of Bayesian PINN for inverse problems

arXiv.org Machine Learning

Solving partial differential equations (PDEs) and their inverse problems using Physics-informed neural networks (PINNs) is a rapidly growing approach in the physics and machine learning community. Although several architectures exist for PINNs that work remarkably in practice, our theoretical understanding of their performances is somewhat limited. In this work, we study the behavior of a Bayesian PINN estimator of the solution of a PDE from $n$ independent noisy measurement of the solution. We focus on a class of equations that are linear in their parameters (with unknown coefficients $\theta_\star$). We show that when the partial differential equation admits a classical solution (say $u_\star$), differentiable to order $\beta$, the mean square error of the Bayesian posterior mean is at least of order $n^{-2\beta/(2\beta + d)}$. Furthermore, we establish a convergence rate of the linear coefficients of $\theta_\star$ depending on the order of the underlying differential operator. Last but not least, our theoretical results are validated through extensive simulations.


Graph Structure Learning with Interpretable Bayesian Neural Networks

arXiv.org Machine Learning

Graphs serve as generic tools to encode the underlying relational structure of data. Often this graph is not given, and so the task of inferring it from nodal observations becomes important. Traditional approaches formulate a convex inverse problem with a smoothness promoting objective and rely on iterative methods to obtain a solution. In supervised settings where graph labels are available, one can unroll and truncate these iterations into a deep network that is trained end-to-end. Such a network is parameter efficient and inherits inductive bias from the optimization formulation, an appealing aspect for data constrained settings in, e.g., medicine, finance, and the natural sciences. But typically such settings care equally about uncertainty over edge predictions, not just point estimates. Here we introduce novel iterations with independently interpretable parameters, i.e., parameters whose values - independent of other parameters' settings - proportionally influence characteristics of the estimated graph, such as edge sparsity. After unrolling these iterations, prior knowledge over such graph characteristics shape prior distributions over these independently interpretable network parameters to yield a Bayesian neural network (BNN) capable of graph structure learning (GSL) from smooth signal observations. Fast execution and parameter efficiency allow for high-fidelity posterior approximation via Markov Chain Monte Carlo (MCMC) and thus uncertainty quantification on edge predictions. Synthetic and real data experiments corroborate this model's ability to provide well-calibrated estimates of uncertainty, in test cases that include unveiling economic sector modular structure from S$\&$P$500$ data and recovering pairwise digit similarities from MNIST images. Overall, this framework enables GSL in modest-scale applications where uncertainty on the data structure is paramount.


Enhancing multivariate post-processed visibility predictions utilizing CAMS forecasts

arXiv.org Machine Learning

In our contemporary era, meteorological weather forecasts increasingly incorporate ensemble predictions of visibility - a parameter of great importance in aviation, maritime navigation, and air quality assessment, with direct implications for public health. However, this weather variable falls short of the predictive accuracy achieved for other quantities issued by meteorological centers. Therefore, statistical post-processing is recommended to enhance the reliability and accuracy of predictions. By estimating the predictive distributions of the variables with the aid of historical observations and forecasts, one can achieve statistical consistency between true observations and ensemble predictions. Visibility observations, following the recommendation of the World Meteorological Organization, are typically reported in discrete values; hence, the predictive distribution of the weather quantity takes the form of a discrete parametric law. Recent studies demonstrated that the application of classification algorithms can successfully improve the skill of such discrete forecasts; however, a frequently emerging issue is that certain spatial and/or temporal dependencies could be lost between marginals. Based on visibility ensemble forecasts of the European Centre for Medium-Range Weather Forecasts for 30 locations in Central Europe, we investigate whether the inclusion of Copernicus Atmosphere Monitoring Service (CAMS) predictions of the same weather quantity as an additional covariate could enhance the skill of the post-processing methods and whether it contributes to the successful integration of spatial dependence between marginals. Our study confirms that post-processed forecasts are substantially superior to raw and climatological predictions, and the utilization of CAMS forecasts provides a further significant enhancement both in the univariate and multivariate setup.


Proximal Interacting Particle Langevin Algorithms

arXiv.org Machine Learning

We introduce a class of algorithms, termed Proximal Interacting Particle Langevin Algorithms (PIPLA), for inference and learning in latent variable models whose joint probability density is non-differentiable. Leveraging proximal Markov chain Monte Carlo (MCMC) techniques and the recently introduced interacting particle Langevin algorithm (IPLA), we propose several variants within the novel proximal IPLA family, tailored to the problem of estimating parameters in a non-differentiable statistical model. We prove nonasymptotic bounds for the parameter estimates produced by multiple algorithms in the strongly log-concave setting and provide comprehensive numerical experiments on various models to demonstrate the effectiveness of the proposed methods. In particular, we demonstrate the utility of the proposed family of algorithms on a toy hierarchical example where our assumptions can be checked, as well as on the problems of sparse Bayesian logistic regression, sparse Bayesian neural network, and sparse matrix completion. Our theory and experiments together show that PIPLA family can be the de facto choice for parameter estimation problems in latent variable models for non-differentiable models.


Knowledge-driven Subspace Fusion and Gradient Coordination for Multi-modal Learning

arXiv.org Artificial Intelligence

Multi-modal learning plays a crucial role in cancer diagnosis and prognosis. Current deep learning based multi-modal approaches are often limited by their abilities to model the complex correlations between genomics and histology data, addressing the intrinsic complexity of tumour ecosystem where both tumour and microenvironment contribute to malignancy. We propose a biologically interpretative and robust multi-modal learning framework to efficiently integrate histology images and genomics by decomposing the feature subspace of histology images and genomics, reflecting distinct tumour and microenvironment features. To enhance cross-modal interactions, we design a knowledge-driven subspace fusion scheme, consisting of a cross-modal deformable attention module and a gene-guided consistency strategy. Additionally, in pursuit of dynamically optimizing the subspace knowledge, we further propose a novel gradient coordination learning strategy. Extensive experiments demonstrate the effectiveness of the proposed method, outperforming state-of-the-art techniques in three downstream tasks of glioma diagnosis, tumour grading, and survival analysis. Our code is available at https://github.com/helenypzhang/Subspace-Multimodal-Learning.


Hitchhiker's guide on Energy-Based Models: a comprehensive review on the relation with other generative models, sampling and statistical physics

arXiv.org Artificial Intelligence

Energy-Based Models (EBMs) have emerged as a powerful framework in the realm of generative modeling, offering a unique perspective that aligns closely with principles of statistical mechanics. This review aims to provide physicists with a comprehensive understanding of EBMs, delineating their connection to other generative models such as Generative Adversarial Networks (GANs), Variational Autoencoders (VAEs), and Normalizing Flows. We explore the sampling techniques crucial for EBMs, including Markov Chain Monte Carlo (MCMC) methods, and draw parallels between EBM concepts and statistical mechanics, highlighting the significance of energy functions and partition functions. Furthermore, we delve into state-of-the-art training methodologies for EBMs, covering recent advancements and their implications for enhanced model performance and efficiency. This review is designed to clarify the often complex interconnections between these models, which can be challenging due to the diverse communities working on the topic.


Soft-QMIX: Integrating Maximum Entropy For Monotonic Value Function Factorization

arXiv.org Artificial Intelligence

Multi-agent reinforcement learning (MARL) tasks often utilize a centralized training with decentralized execution (CTDE) framework. QMIX is a successful CTDE method that learns a credit assignment function to derive local value functions from a global value function, defining a deterministic local policy. However, QMIX is hindered by its poor exploration strategy. While maximum entropy reinforcement learning (RL) promotes better exploration through stochastic policies, QMIX's process of credit assignment conflicts with the maximum entropy objective and the decentralized execution requirement, making it unsuitable for maximum entropy RL. In this paper, we propose an enhancement to QMIX by incorporating an additional local Q-value learning method within the maximum entropy RL framework. Our approach constrains the local Q-value estimates to maintain the correct ordering of all actions. Due to the monotonicity of the QMIX value function, these updates ensure that locally optimal actions align with globally optimal actions. We theoretically prove the monotonic improvement and convergence of our method to an optimal solution. Experimentally, we validate our algorithm in matrix games, Multi-Agent Particle Environment and demonstrate state-of-the-art performance in SMAC-v2.


Unifying Mixed Gas Adsorption in Molecular Sieve Membranes and MOFs using Machine Learning

arXiv.org Artificial Intelligence

Recent machine learning models to accurately obtain gas adsorption isotherms focus on polymers or metal-organic frameworks (MOFs) separately. The difficulty in creating a unified model that can predict the adsorption trends in both types of adsorbents is challenging, owing to the diversity in their chemical structures. Moreover, models trained only on single gas adsorption data are incapable of predicting adsorption isotherms for binary gas mixtures. In this work, we address these problems using feature vectors comprising only the physical properties of the gas mixtures and adsorbents. Our model is trained on adsorption isotherms of both single and binary mixed gases inside carbon molecular sieving membrane (CMSM), together with data available from CoRE MOF database. The trained models are capable of accurately predicting the adsorption trends in both classes of materials, for both pure and binary components. ML architecture designed for one class of material, is not suitable for predicting the other class, even after proper training, signifying that the model must be trained jointly for proper predictions and transferability. The model is used to predict with good accuracy the CO2 uptake inside CALF-20 framework. This work opens up a new avenue for predicting complex adsorption processes for gas mixtures in a wide range of materials.


Confidence interval estimation of mixed oil length with conditional diffusion model

arXiv.org Artificial Intelligence

Accurately estimating the mixed oil length plays a big role in the economic benefit for oil pipeline network. While various proposed methods have tried to predict the mixed oil length, they often exhibit an extremely high probability (around 50\%) of underestimating it. This is attributed to their failure to consider the statistical variability inherent in the estimated length of mixed oil. To address such issues, we propose to use the conditional diffusion model to learn the distribution of the mixed oil length given pipeline features. Subsequently, we design a confidence interval estimation for the length of the mixed oil based on the pseudo-samples generated by the learned diffusion model. To our knowledge, we are the first to present an estimation scheme for confidence interval of the oil-mixing length that considers statistical variability, thereby reducing the possibility of underestimating it. When employing the upper bound of the interval as a reference for excluding the mixed oil, the probability of underestimation can be as minimal as 5\%, a substantial reduction compared to 50\%. Furthermore, utilizing the mean of the generated pseudo samples as the estimator for the mixed oil length enhances prediction accuracy by at least 10\% compared to commonly used methods.


Job-SDF: A Multi-Granularity Dataset for Job Skill Demand Forecasting and Benchmarking

arXiv.org Artificial Intelligence

In a rapidly evolving job market, skill demand forecasting is crucial as it enables policymakers and businesses to anticipate and adapt to changes, ensuring that workforce skills align with market needs, thereby enhancing productivity and competitiveness. Additionally, by identifying emerging skill requirements, it directs individuals towards relevant training and education opportunities, promoting continuous self-learning and development. However, the absence of comprehensive datasets presents a significant challenge, impeding research and the advancement of this field. To bridge this gap, we present Job-SDF, a dataset designed to train and benchmark job-skill demand forecasting models. Based on 10.35 million public job advertisements collected from major online recruitment platforms in China between 2021 and 2023, this dataset encompasses monthly recruitment demand for 2,324 types of skills across 521 companies. Our dataset uniquely enables evaluating skill demand forecasting models at various granularities, including occupation, company, and regional levels. We benchmark a range of models on this dataset, evaluating their performance in standard scenarios, in predictions focused on lower value ranges, and in the presence of structural breaks, providing new insights for further research.