Statistical Learning
Frequency Enhanced Pre-training for Cross-city Few-shot Traffic Forecasting
Liu, Zhanyu, Ding, Jianrong, Zheng, Guanjie
The field of Intelligent Transportation Systems (ITS) relies on accurate traffic forecasting to enable various downstream applications. However, developing cities often face challenges in collecting sufficient training traffic data due to limited resources and outdated infrastructure. Recognizing this obstacle, the concept of cross-city few-shot forecasting has emerged as a viable approach. While previous cross-city few-shot forecasting methods ignore the frequency similarity between cities, we have made an observation that the traffic data is more similar in the frequency domain between cities. Based on this fact, we propose a \textbf{F}requency \textbf{E}nhanced \textbf{P}re-training Framework for \textbf{Cross}-city Few-shot Forecasting (\textbf{FEPCross}). FEPCross has a pre-training stage and a fine-tuning stage. In the pre-training stage, we propose a novel Cross-Domain Spatial-Temporal Encoder that incorporates the information of the time and frequency domain and trains it with self-supervised tasks encompassing reconstruction and contrastive objectives. In the fine-tuning stage, we design modules to enrich training samples and maintain a momentum-updated graph structure, thereby mitigating the risk of overfitting to the few-shot training data. Empirical evaluations performed on real-world traffic datasets validate the exceptional efficacy of FEPCross, outperforming existing approaches of diverse categories and demonstrating characteristics that foster the progress of cross-city few-shot forecasting.
Differentiable Combinatorial Scheduling at Scale
Liu, Mingju, Li, Yingjie, Yin, Jiaqi, Zhang, Zhiru, Yu, Cunxi
This paper addresses the complex issue of resource-constrained scheduling, an NP-hard problem that spans critical areas including chip design and high-performance computing. Traditional scheduling methods often stumble over scalability and applicability challenges. We propose a novel approach using a differentiable combinatorial scheduling framework, utilizing Gumbel-Softmax differentiable sampling technique. This new technical allows for a fully differentiable formulation of linear programming (LP) based scheduling, extending its application to a broader range of LP formulations. To encode inequality constraints for scheduling tasks, we introduce \textit{constrained Gumbel Trick}, which adeptly encodes arbitrary inequality constraints. Consequently, our method facilitates an efficient and scalable scheduling via gradient descent without the need for training data. Comparative evaluations on both synthetic and real-world benchmarks highlight our capability to significantly improve the optimization efficiency of scheduling, surpassing state-of-the-art solutions offered by commercial and open-source solvers such as CPLEX, Gurobi, and CP-SAT in the majority of the designs.
Approximate Nearest Neighbour Search on Dynamic Datasets: An Investigation
Harwood, Ben, Dezfouli, Amir, Chades, Iadine, Sanderson, Conrad
Approximate k-Nearest Neighbour (ANN) methods are often used for mining information and aiding machine learning on large scale high-dimensional datasets. ANN methods typically differ in the index structure used for accelerating searches, resulting in various recall/runtime trade-off points. For applications with static datasets, runtime constraints and dataset properties can be used to empirically select an ANN method with suitable operating characteristics. However, for applications with dynamic datasets, which are subject to frequent online changes (like addition of new samples), there is currently no consensus as to which ANN methods are most suitable. Traditional evaluation approaches do not consider the computational costs of updating the index structure, as well as the rate and size of index updates. To address this, we empirically evaluate 5 popular ANN methods on two main applications (online data collection and online feature learning) while taking into account these considerations. Two dynamic datasets are used, derived from the SIFT1M dataset with 1 million samples and the DEEP1B dataset with 1 billion samples. The results indicate that the often used k-d trees method is not suitable on dynamic datasets as it is slower than a straightforward baseline exhaustive search method. For online data collection, the Hierarchical Navigable Small World Graphs method achieves a consistent speedup over baseline across a wide range of recall rates. For online feature learning, the Scalable Nearest Neighbours method is faster than baseline for recall rates below 75%.
MS-IMAP -- A Multi-Scale Graph Embedding Approach for Interpretable Manifold Learning
Deutsch, Shay, Yelibi, Lionel, Lin, Alex Tong, Kannan, Arjun Ravi
Deriving meaningful representations from complex, high-dimensional data in unsupervised settings is crucial across diverse machine learning applications. This paper introduces a framework for multi-scale graph network embedding based on spectral graph wavelets that employs a contrastive learning approach. A significant feature of the proposed embedding is its capacity to establish a correspondence between the embedding space and the input feature space which aids in deriving feature importance of the original features. We theoretically justify our approach and demonstrate that, in Paley-Wiener spaces on combinatorial graphs, the spectral graph wavelets operator offers greater flexibility and better control over smoothness properties compared to the Laplacian operator. We validate the effectiveness of our proposed graph embedding on a variety of public datasets through a range of downstream tasks, including clustering and unsupervised feature importance.
Continual Traffic Forecasting via Mixture of Experts
Lee, Sanghyun, Park, Chanyoung
The real-world traffic networks undergo expansion through the installation of new sensors, implying that the traffic patterns continually evolve over time. Incrementally training a model on the newly added sensors would make the model forget the past knowledge, i.e., catastrophic forgetting, while retraining the model on the entire network to capture these changes is highly inefficient. To address these challenges, we propose a novel Traffic Forecasting Mixture of Experts (TFMoE) for traffic forecasting under evolving networks. The main idea is to segment the traffic flow into multiple homogeneous groups, and assign an expert model responsible for a specific group. This allows each expert model to concentrate on learning and adapting to a specific set of patterns, while minimizing interference between the experts during training, thereby preventing the dilution or replacement of prior knowledge, which is a major cause of catastrophic forgetting. Through extensive experiments on a real-world long-term streaming network dataset, PEMSD3-Stream, we demonstrate the effectiveness and efficiency of TFMoE.
Self-Supervised Interpretable End-to-End Learning via Latent Functional Modularity
Seong, Hyunki, Shim, David Hyunchul
We introduce MoNet, a novel functionally modular network for self-supervised and interpretable end-to-end learning. By leveraging its functional modularity with a latent-guided contrastive loss function, MoNet efficiently learns task-specific decision-making processes in latent space without requiring task-level supervision. Moreover, our method incorporates an online, post-hoc explainability approach that enhances the interpretability of end-to-end inferences without compromising sensorimotor control performance. In real-world indoor environments, MoNet demonstrates effective visual autonomous navigation, outperforming baseline models by 7% to 28% in task specificity analysis. We further explore the interpretability of our network through post-hoc analysis of perceptual saliency maps and latent decision vectors. This provides valuable insights into the incorporation of explainable artificial intelligence into robotic learning, encompassing both perceptual and behavioral perspectives. Supplementary materials are available at https://sites.google.com/view/monet-lgc.
Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad
Choudhury, Sayantan, Tupitsa, Nazarii, Loizou, Nicolas, Horvath, Samuel, Takac, Martin, Gorbunov, Eduard
Adaptive methods are extremely popular in machine learning as they make learning rate tuning less expensive. This paper introduces a novel optimization algorithm named KATE, which presents a scale-invariant adaptation of the well-known AdaGrad algorithm. We prove the scale-invariance of KATE for the case of Generalized Linear Models. Moreover, for general smooth non-convex problems, we establish a convergence rate of $O \left(\frac{\log T}{\sqrt{T}} \right)$ for KATE, matching the best-known ones for AdaGrad and Adam. We also compare KATE to other state-of-the-art adaptive algorithms Adam and AdaGrad in numerical experiments with different problems, including complex machine learning tasks like image classification and text classification on real data. The results indicate that KATE consistently outperforms AdaGrad and matches/surpasses the performance of Adam in all considered scenarios.
SoK: Challenges and Opportunities in Federated Unlearning
Jeong, Hyejun, Ma, Shiqing, Houmansadr, Amir
Federated learning (FL), introduced in 2017, facilitates collaborative learning between non-trusting parties with no need for the parties to explicitly share their data among themselves. This allows training models on user data while respecting privacy regulations such as GDPR and CPRA. However, emerging privacy requirements may mandate model owners to be able to \emph{forget} some learned data, e.g., when requested by data owners or law enforcement. This has given birth to an active field of research called \emph{machine unlearning}. In the context of FL, many techniques developed for unlearning in centralized settings are not trivially applicable! This is due to the unique differences between centralized and distributed learning, in particular, interactivity, stochasticity, heterogeneity, and limited accessibility in FL. In response, a recent line of work has focused on developing unlearning mechanisms tailored to FL. This SoK paper aims to take a deep look at the \emph{federated unlearning} literature, with the goal of identifying research trends and challenges in this emerging field. By carefully categorizing papers published on FL unlearning (since 2020), we aim to pinpoint the unique complexities of federated unlearning, highlighting limitations on directly applying centralized unlearning methods. We compare existing federated unlearning methods regarding influence removal and performance recovery, compare their threat models and assumptions, and discuss their implications and limitations. For instance, we analyze the experimental setup of FL unlearning studies from various perspectives, including data heterogeneity and its simulation, the datasets used for demonstration, and evaluation metrics. Our work aims to offer insights and suggestions for future research on federated unlearning.
LCEN: A Novel Feature Selection Algorithm for Nonlinear, Interpretable Machine Learning Models
Seber, Pedro, Braatz, Richard D.
Interpretable architectures can have advantages over black-box architectures, and interpretability is essential for the application of machine learning in critical settings, such as aviation or medicine. However, the simplest, most commonly used interpretable architectures, such as LASSO or elastic net (EN), are limited to linear predictions and have poor feature selection capabilities. In this work, we introduce the LASSO-Clip-EN (LCEN) algorithm for the creation of nonlinear, interpretable machine learning models. LCEN is tested on a wide variety of artificial and empirical datasets, frequently creating more accurate, sparser models than other architectures, including those for building sparse, nonlinear models. LCEN is robust against many issues typically present in datasets and modeling, including noise, multicollinearity, data scarcity, and hyperparameter variance. LCEN is also able to rediscover multiple physical laws from empirical data and, for processes with no known physical laws, LCEN achieves better results than many other dense and sparse methods -- including using 10.8-fold fewer features than dense methods and 8.1-fold fewer features than EN on one dataset, and is comparable to or better than ANNs on multiple datasets.
Predicting the Geothermal Gradient in Colombia: a Machine Learning Approach
Mejía-Fragoso, Juan Camilo, Florez, Manuel A., Bernal-Olaya, Rocío
Accurate determination of the geothermal gradient is critical for assessing the geothermal energy potential of a given region. Of particular interest is the case of Colombia, a country with abundant geothermal resources. A history of active oil and gas exploration and production has left drilled boreholes in different geological settings, providing direct measurements of the geothermal gradient. Unfortunately, large regions of the country where geothermal resources might exist lack such measurements. Indirect geophysical measurements are costly and difficult to perform at regional scales. Computational thermal models could be constructed, but they require very detailed knowledge of the underlying geology and uniform sampling of subsurface temperatures to be well-constrained. We present an alternative approach that leverages recent advances in supervised machine learning and available direct measurements to predict the geothermal gradient in regions where only global-scale geophysical datasets and course geological knowledge are available. We find that a Gradient Boosted Regression Tree algorithm yields optimal predictions and extensively validate the trained model. We show that predictions of our model are within 12% accuracy and that independent measurements performed by other authors agree well with our model. Finnally, we present a geothermal gradient map for Colombia that highlights regions where futher exploration and data collection should be performed.