Statistical Learning
Improved Algorithms for Contextual Dynamic Pricing
Tullii, Matilde, Gaucher, Solenne, Merlis, Nadav, Perchet, Vianney
In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that collects as much revenue as possible. We focus on two different valuation models. The first assumes that valuations linearly depend on the context and are further distorted by noise. Under minor regularity assumptions, our algorithm achieves an optimal regret bound of $\tilde{\mathcal{O}}(T^{2/3})$, improving the existing results. The second model removes the linearity assumption, requiring only that the expected buyer valuation is $\beta$-H\"older in the context. For this model, our algorithm obtains a regret $\tilde{\mathcal{O}}(T^{d+2\beta/d+3\beta})$, where $d$ is the dimension of the context space.
Unmixing Noise from Hawkes Process to Model Learned Physiological Events
Staerman, Guillaume, Loison, Virginie, Moreau, Thomas
Physiological signal analysis often involves identifying events crucial to understanding biological dynamics. Traditional methods rely on handcrafted procedures or supervised learning, presenting challenges such as expert dependence, lack of robustness, and the need for extensive labeled data. Data-driven methods like Convolutional Dictionary Learning (CDL) offer an alternative but tend to produce spurious detections. This work introduces UNHaP (Unmix Noise from Hawkes Processes), a novel approach addressing the joint learning of temporal structures in events and the removal of spurious detections. Leveraging marked Hawkes processes, UNHaP distinguishes between events of interest and spurious ones. By treating the event detection output as a mixture of structured and unstructured events, UNHaP efficiently unmixes these processes and estimates their parameters. This approach significantly enhances the understanding of event distributions while minimizing false detection rates.
An Optimal Transport Approach for Network Regression
Zalles, Alex G., Hung, Kai M., Finneran, Ann E., Beaudrot, Lydia, Uribe, Cรฉsar A.
We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on Fr\'echet means and propose a network regression method using the Wasserstein metric. We show that when representing graphs as multivariate Gaussian distributions, the network regression problem requires the computation of a Riemannian center of mass (i.e., Fr\'echet means). Fr\'echet means with non-negative weights translates into a barycenter problem and can be efficiently computed using fixed point iterations. Although the convergence guarantees of fixed-point iterations for the computation of Wasserstein affine averages remain an open problem, we provide evidence of convergence in a large number of synthetic and real-data scenarios. Extensive numerical results show that the proposed approach improves existing procedures by accurately accounting for graph size, topology, and sparsity in synthetic experiments. Additionally, real-world experiments using the proposed approach result in higher Coefficient of Determination ($R^{2}$) values and lower mean squared prediction error (MSPE), cementing improved prediction capabilities in practice.
Decoupling the Class Label and the Target Concept in Machine Unlearning
Zhu, Jianing, Han, Bo, Yao, Jiangchao, Xu, Jianliang, Niu, Gang, Sugiyama, Masashi
Machine unlearning as an emerging research topic for data regulations, aims to adjust a trained model to approximate a retrained one that excludes a portion of training data. Previous studies showed that class-wise unlearning is successful in forgetting the knowledge of a target class, through gradient ascent on the forgetting data or fine-tuning with the remaining data. However, while these methods are useful, they are insufficient as the class label and the target concept are often considered to coincide. In this work, we expand the scope by considering the label domain mismatch and investigate three problems beyond the conventional all matched forgetting, e.g., target mismatch, model mismatch, and data mismatch forgetting. We systematically analyze the new challenges in restrictively forgetting the target concept and also reveal crucial forgetting dynamics in the representation level to realize these tasks. Based on that, we propose a general framework, namely, TARget-aware Forgetting (TARF). It enables the additional tasks to actively forget the target concept while maintaining the rest part, by simultaneously conducting annealed gradient ascent on the forgetting data and selected gradient descent on the hard-to-affect remaining data. Empirically, various experiments under the newly introduced settings are conducted to demonstrate the effectiveness of our TARF.
Effective Generative AI: The Human-Algorithm Centaur
Saghafian, Soroush, Idan, Lihi
Advanced analytics science methods have enabled combining the power of artificial and human intelligence, creating \textit{centaurs} that allow superior decision-making. Centaurs are hybrid human-algorithm AI models that combine both formal analytics and human intuition in a symbiotic manner within their learning and reasoning process. We argue that the future of AI development and use in many domains needs to focus on centaurs as opposed to traditional AI approaches. This paradigm shift from traditional AI methods to centaur-based AI methods raises some fundamental questions: How are centaurs different from traditional human-in-the-loop methods? What are the most effective methods for creating centaurs? When should centaurs be used, and when should the lead be given to traditional AI models? Doesn't the incorporation of human intuition -- which at times can be misleading -- in centaurs' decision-making process degrade its performance compared to traditional AI methods? This work aims to address these fundamental questions, focusing on recent advancements in generative AI, and especially in Large Language Models (LLMs), as a main case study to illustrate centaurs' critical essentiality to future AI endeavors.
A Comprehensive Graph Pooling Benchmark: Effectiveness, Robustness and Generalizability
Wang, Pengyun, Luo, Junyu, Shen, Yanxin, Heng, Siyu, Luo, Xiao
Graph pooling has gained attention for its ability to obtain effective node and graph representations for various downstream tasks. Despite the recent surge in graph pooling approaches, there is a lack of standardized experimental settings and fair benchmarks to evaluate their performance. To address this issue, we have constructed a comprehensive benchmark that includes 15 graph pooling methods and 21 different graph datasets. This benchmark systematically assesses the performance of graph pooling methods in three dimensions, i.e., effectiveness, robustness, and generalizability. We first evaluate the performance of these graph pooling approaches across different tasks including graph classification, graph regression and node classification. Then, we investigate their performance under potential noise attacks and out-of-distribution shifts in real-world scenarios. We also involve detailed efficiency analysis and parameter analysis. Extensive experiments validate the strong capability and applicability of graph pooling approaches in various scenarios, which can provide valuable insights and guidance for deep geometric learning research. The source code of our benchmark is available at https://github.com/goose315/Graph_Pooling_Benchmark.
How Do Nonlinear Transformers Learn and Generalize in In-Context Learning?
Li, Hongkang, Wang, Meng, Lu, Songtao, Cui, Xiaodong, Chen, Pin-Yu
Transformer-based large language models have displayed impressive in-context learning capabilities, where a pre-trained model can handle new tasks without fine-tuning by simply augmenting the query with some input-output examples from that task. Despite the empirical success, the mechanics of how to train a Transformer to achieve ICL and the corresponding ICL capacity is mostly elusive due to the technical challenges of analyzing the nonconvex training problems resulting from the nonlinear self-attention and nonlinear activation in Transformers. To the best of our knowledge, this paper provides the first theoretical analysis of the training dynamics of Transformers with nonlinear self-attention and nonlinear MLP, together with the ICL generalization capability of the resulting model. Focusing on a group of binary classification tasks, we train Transformers using data from a subset of these tasks and quantify the impact of various factors on the ICL generalization performance on the remaining unseen tasks with and without data distribution shifts. We also analyze how different components in the learned Transformers contribute to the ICL performance. Furthermore, we provide the first theoretical analysis of how model pruning affects ICL performance and prove that proper magnitude-based pruning can have a minimal impact on ICL while reducing inference costs. These theoretical findings are justified through numerical experiments.
Distributed Stochastic Gradient Descent with Staleness: A Stochastic Delay Differential Equation Based Framework
Yu, Siyuan, Chen, Wei, Poor, H. Vincent
Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the staggers and limited bandwidth may induce random computational/communication delays, thereby severely hindering the learning process. Therefore, how to accelerate asynchronous SGD by efficiently scheduling multiple workers is an important issue. In this paper, a unified framework is presented to analyze and optimize the convergence of asynchronous SGD based on stochastic delay differential equations (SDDEs) and the Poisson approximation of aggregated gradient arrivals. In particular, we present the run time and staleness of distributed SGD without a memorylessness assumption on the computation times. Given the learning rate, we reveal the relevant SDDE's damping coefficient and its delay statistics, as functions of the number of activated clients, staleness threshold, the eigenvalues of the Hessian matrix of the objective function, and the overall computational/communication delay. The formulated SDDE allows us to present both the distributed SGD's convergence condition and speed by calculating its characteristic roots, thereby optimizing the scheduling policies for asynchronous/event-triggered SGD. It is interestingly shown that increasing the number of activated workers does not necessarily accelerate distributed SGD due to staleness. Moreover, a small degree of staleness does not necessarily slow down the convergence, while a large degree of staleness will result in the divergence of distributed SGD. Numerical results demonstrate the potential of our SDDE framework, even in complex learning tasks with non-convex objective functions.
Fine-grained Classes and How to Find Them
Grciฤ, Matej, Gadetsky, Artyom, Brbiฤ, Maria
In many practical applications, coarse-grained labels are readily available compared to fine-grained labels that reflect subtle differences between classes. However, existing methods cannot leverage coarse labels to infer fine-grained labels in an unsupervised manner. To bridge this gap, we propose FALCON, a method that discovers fine-grained classes from coarsely labeled data without any supervision at the fine-grained level. FALCON simultaneously infers unknown fine-grained classes and underlying relationships between coarse and fine-grained classes. Moreover, FALCON is a modular method that can effectively learn from multiple datasets labeled with different strategies. We evaluate FALCON on eight image classification tasks and a single-cell classification task. FALCON outperforms baselines by a large margin, achieving 22% improvement over the best baseline on the tieredImageNet dataset with over 600 fine-grained classes.
Enhanced Elephant Herding Optimization for Large Scale Information Access on Social Media
Drias, Yassine, Drias, Habiba, Khennak, Ilyes
In this article, we present a novel information access approach inspired by the information foraging theory (IFT) and elephant herding optimization (EHO). First, we propose a model for information access on social media based on the IFT. We then elaborate an adaptation of the original EHO algorithm to apply it to the information access problem. The combination of the IFT and EHO constitutes a good opportunity to find relevant information on social media. However, when dealing with voluminous data, the performance undergoes a sharp drop. To overcome this issue, we developed an enhanced version of EHO for large scale information access. We introduce new operators to the algorithm, including territories delimitation and clan migration using clustering. To validate our work, we created a dataset of more than 1.4 million tweets, on which we carried out extensive experiments. The outcomes reveal the ability of our approach to find relevant information in an effective and efficient way. They also highlight the advantages of the improved version of EHO over the original algorithm regarding different aspects. Furthermore, we undertook a comparative study with two other metaheuristic-based information foraging approaches, namely ant colony system and particle swarm optimization. Overall, the results are very promising.