Instance-incremental learning (IIL) focuses on learning continually with data of the same classes. Compared to class-incremental learning (CIL), the IIL is seldom explored because IIL suffers less from catastrophic forgetting (CF). However, besides retaining knowledge, in real-world deployment scenarios where the class space is always predefined, continual and cost-effective model promotion with the potential unavailability of previous data is a more essential demand. Therefore, we first define a new and more practical IIL setting as promoting the model's performance besides resisting CF with only new observations. Two issues have to be tackled in the new IIL setting: 1) the notorious catastrophic forgetting because of no access to old data, and 2) broadening the existing decision boundary to new observations because of concept drift. To tackle these problems, our key insight is to moderately broaden the decision boundary to fail cases while retain old boundary. Hence, we propose a novel decision boundary-aware distillation method with consolidating knowledge to teacher to ease the student learning new knowledge. We also establish the benchmarks on existing datasets Cifar-100 and ImageNet. Notably, extensive experiments demonstrate that the teacher model can be a better incremental learner than the student model, which overturns previous knowledge distillation-based methods treating student as the main role.

Reconstructing jets, which provide vital insights into the properties and histories of subatomic particles produced in high-energy collisions, is a main problem in data analyses in collider physics. This intricate task deals with estimating the latent structure of a jet (binary tree) and involves parameters such as particle energy, momentum, and types. While Bayesian methods offer a natural approach for handling uncertainty and leveraging prior knowledge, they face significant challenges due to the super-exponential growth of potential jet topologies as the number of observed particles increases. To address this, we introduce a Combinatorial Sequential Monte Carlo approach for inferring jet latent structures. As a second contribution, we leverage the resulting estimator to develop a variational inference algorithm for parameter learning. Building on this, we introduce a variational family using a pseudo-marginal framework for a fully Bayesian treatment of all variables, unifying the generative model with the inference process. We illustrate our method's effectiveness through experiments using data generated with a collider physics generative model, highlighting superior speed and accuracy across a range of tasks.

Animals have evolved to rapidly detect and recognise brief and intermittent encounters with odour packages, exhibiting recognition capabilities within milliseconds. Artificial olfaction has faced challenges in achieving comparable results -- existing solutions are either slow; or bulky, expensive, and power-intensive -- limiting applicability in real-world scenarios for mobile robotics. Here we introduce a miniaturised high-speed electronic nose; characterised by high-bandwidth sensor readouts, tightly controlled sensing parameters and powerful algorithms. The system is evaluated on a high-fidelity odour delivery benchmark. We showcase successful classification of tens-of-millisecond odour pulses, and demonstrate temporal pattern encoding of stimuli switching with up to 60 Hz. Those timescales are unprecedented in miniaturised low-power settings, and demonstrably exceed the performance observed in mice. For the first time, it is possible to match the temporal resolution of animal olfaction in robotic systems. This will allow for addressing challenges in environmental and industrial monitoring, security, neuroscience, and beyond.

Finite-sum optimization has wide applications in machine learning, covering important problems such as support vector machines, regression, etc. In this paper, we initiate the study of solving finite-sum optimization problems by quantum computing. Specifically, let $f_1,\ldots,f_n\colon\mathbb{R}^d\to\mathbb{R}$ be $\ell$-smooth convex functions and $\psi\colon\mathbb{R}^d\to\mathbb{R}$ be a $\mu$-strongly convex proximal function. The goal is to find an $\epsilon$-optimal point for $F(\mathbf{x})=\frac{1}{n}\sum_{i=1}^n f_i(\mathbf{x})+\psi(\mathbf{x})$. We give a quantum algorithm with complexity $\tilde{O}\big(n+\sqrt{d}+\sqrt{\ell/\mu}\big(n^{1/3}d^{1/3}+n^{-2/3}d^{5/6}\big)\big)$, improving the classical tight bound $\tilde{\Theta}\big(n+\sqrt{n\ell/\mu}\big)$. We also prove a quantum lower bound $\tilde{\Omega}(n+n^{3/4}(\ell/\mu)^{1/4})$ when $d$ is large enough. Both our quantum upper and lower bounds can extend to the cases where $\psi$ is not necessarily strongly convex, or each $f_i$ is Lipschitz but not necessarily smooth. In addition, when $F$ is nonconvex, our quantum algorithm can find an $\epsilon$-critial point using $\tilde{O}(n+\ell(d^{1/3}n^{1/3}+\sqrt{d})/\epsilon^2)$ queries.

Gaussian Process (GP) models are widely used for Robotic Information Gathering (RIG) in exploring unknown environments due to their ability to model complex phenomena with non-parametric flexibility and accurately quantify prediction uncertainty. Previous work has developed informative planners and adaptive GP models to enhance the data efficiency of RIG by improving the robot's sampling strategy to focus on informative regions in non-stationary environments. However, computational efficiency becomes a bottleneck when using GP models in large-scale environments with limited computational resources. We propose a framework -- Probabilistic Online Attentive Mapping (POAM) -- that leverages the modeling strengths of the non-stationary Attentive Kernel while achieving constant-time computational complexity for online decision-making. POAM guides the optimization process via variational Expectation Maximization, providing constant-time update rules for inducing inputs, variational parameters, and hyperparameters. Extensive experiments in active bathymetric mapping tasks demonstrate that POAM significantly improves computational efficiency, model accuracy, and uncertainty quantification capability compared to existing online sparse GP models.

Data Mining is a promising field and is applied in multiple domains for its predictive capabilities. Data in the real world cannot be readily used for data mining as it suffers from the problems of multidimensionality, unbalance and missing values. It is difficult to use its predictive capabilities by novice users. It is difficult for a beginner to find the relevant set of attributes from a large pool of data available. The paper presents a Robust Prediction Model that finds a relevant set of attributes; resolves the problems of unbalanced and multidimensional real-life datasets and helps in finding patterns for informed decision making. Model is tested upon five different datasets in the domain of Health Sector, Education, Business and Fraud Detection. The results showcase the robust behaviour of the model and its applicability in various domains.

The accurate prediction of stock movements is crucial for investment strategies. Stock prices are subject to the influence of various forms of information, including financial indicators, sentiment analysis, news documents, and relational structures. Predominant analytical approaches, however, tend to address only unimodal or bimodal sources, neglecting the complexity of multimodal data. Further complicating the landscape are the issues of data sparsity and semantic conflicts between these modalities, which are frequently overlooked by current models, leading to unstable performance and limiting practical applicability. To address these shortcomings, this study introduces a novel architecture, named Multimodal Stable Fusion with Gated Cross-Attention (MSGCA), designed to robustly integrate multimodal input for stock movement prediction. The MSGCA framework consists of three integral components: (1) a trimodal encoding module, responsible for processing indicator sequences, dynamic documents, and a relational graph, and standardizing their feature representations; (2) a cross-feature fusion module, where primary and consistent features guide the multimodal fusion of the three modalities via a pair of gated cross-attention networks; and (3) a prediction module, which refines the fused features through temporal and dimensional reduction to execute precise movement forecasting. Empirical evaluations demonstrate that the MSGCA framework exceeds current leading methods, achieving performance gains of 8.1%, 6.1%, 21.7% and 31.6% on four multimodal datasets, respectively, attributed to its enhanced multimodal fusion stability.

Explainable AI (XAI) algorithms aim to help users understand how a machine learning model makes predictions. To this end, many approaches explain which input features are most predictive of a target label. However, such explanations can still be puzzling to users (e.g., in product reviews, the word "problems" is predictive of positive sentiment). If left unexplained, puzzling explanations can have negative impacts. Explaining unintuitive associations between an input feature and a target label is an underexplored area in XAI research. We take an initial effort in this direction using unintuitive associations learned by sentiment classifiers as a case study. We propose approaches for (1) automatically detecting associations that can appear unintuitive to users and (2) generating explanations to help users understand why an unintuitive feature is predictive. Results from a crowdsourced study (N=300) found that our proposed approaches can effectively detect and explain predictive but unintuitive features in sentiment classification.

Detecting anomalies in general ledger data is of utmost importance to ensure trustworthiness of financial records. Financial audits increasingly rely on machine learning (ML) algorithms to identify irregular or potentially fraudulent journal entries, each characterized by a varying number of transactions. In machine learning, heterogeneity in feature dimensions adds significant complexity to data analysis. In this paper, we introduce a novel approach to anomaly detection in financial data using Large Language Models (LLMs) embeddings. To encode non-semantic categorical data from real-world financial records, we tested 3 pre-trained general purpose sentence-transformer models. For the downstream classification task, we implemented and evaluated 5 optimized ML models including Logistic Regression, Random Forest, Gradient Boosting Machines, Support Vector Machines, and Neural Networks. Our experiments demonstrate that LLMs contribute valuable information to anomaly detection as our models outperform the baselines, in selected settings even by a large margin. The findings further underscore the effectiveness of LLMs in enhancing anomaly detection in financial journal entries, particularly by tackling feature sparsity. We discuss a promising perspective on using LLM embeddings for non-semantic data in the financial context and beyond.

Machine unlearning provides viable solutions to revoke the effect of certain training data on pre-trained model parameters. Existing approaches provide unlearning recipes for classification and generative models. However, a category of important machine learning models, i.e., contrastive learning (CL) methods, is overlooked. In this paper, we fill this gap by first proposing the framework of Machine Unlearning for Contrastive learning (MUC) and adapting existing methods. Furthermore, we observe that several methods are mediocre unlearners and existing auditing tools may not be sufficient for data owners to validate the unlearning effects in contrastive learning. We thus propose a novel method called Alignment Calibration (AC) by explicitly considering the properties of contrastive learning and optimizing towards novel auditing metrics to easily verify unlearning. We empirically compare AC with baseline methods on SimCLR, MoCo and CLIP. We observe that AC addresses drawbacks of existing methods: (1) achieving state-of-the-art performance and approximating exact unlearning (retraining); (2) allowing data owners to clearly visualize the effect caused by unlearning through black-box auditing.