Statistical Learning
MGCP: A Multi-Grained Correlation based Prediction Network for Multivariate Time Series
Chen, Zhicheng, Xiao, Xi, Xu, Ke, Zhang, Zhong, Rong, Yu, Li, Qing, Gan, Guojun, Xu, Zhiqiang, Zhao, Peilin
Multivariate time series prediction is widely used in daily life, which poses significant challenges due to the complex correlations that exist at multi-grained levels. Unfortunately, the majority of current time series prediction models fail to simultaneously learn the correlations of multivariate time series at multi-grained levels, resulting in suboptimal performance. To address this, we propose a Multi-Grained Correlations-based Prediction (MGCP) Network, which simultaneously considers the correlations at three granularity levels to enhance prediction performance. Specifically, MGCP utilizes Adaptive Fourier Neural Operators and Graph Convolutional Networks to learn the global spatiotemporal correlations and inter-series correlations, enabling the extraction of potential features from multivariate time series at fine-grained and medium-grained levels. Additionally, MGCP employs adversarial training with an attention mechanism-based predictor and conditional discriminator to optimize prediction results at coarse-grained level, ensuring high fidelity between the generated forecast results and the actual data distribution. Finally, we compare MGCP with several state-of-the-art time series prediction algorithms on real-world benchmark datasets, and our results demonstrate the generality and effectiveness of the proposed model.
Comparative Study of Neighbor-based Methods for Local Outlier Detection
Qi, Zhuang, Zhang, Junlin, Chen, Xiaming, Qi, Xin
The neighbor-based method has become a powerful tool to handle the outlier detection problem, which aims to infer the abnormal degree of the sample based on the compactness of the sample and its neighbors. However, the existing methods commonly focus on designing different processes to locate outliers in the dataset, while the contributions of different types neighbors to outlier detection has not been well discussed. To this end, this paper studies the neighbor in the existing outlier detection algorithms and a taxonomy is introduced, which uses the three-level components of information, neighbor and methodology to define hybrid methods. This taxonomy can serve as a paradigm where a novel neighbor-based outlier detection method can be proposed by combining different components in this taxonomy. A large number of comparative experiments were conducted on synthetic and real-world datasets in terms of performance comparison and case study, and the results show that reverse K-nearest neighbor based methods achieve promising performance and dynamic selection method is suitable for working in high-dimensional space. Notably, it is verified that rationally selecting components from this taxonomy may create an algorithms superior to existing methods.
Center-Based Relaxed Learning Against Membership Inference Attacks
Membership inference attacks (MIAs) are currently considered one of the main privacy attack strategies, and their defense mechanisms have also been extensively explored. However, there is still a gap between the existing defense approaches and ideal models in performance and deployment costs. In particular, we observed that the privacy vulnerability of the model is closely correlated with the gap between the model's data-memorizing ability and generalization ability. To address this, we propose a new architecture-agnostic training paradigm called center-based relaxed learning (CRL), which is adaptive to any classification model and provides privacy preservation by sacrificing a minimal or no loss of model generalizability. We emphasize that CRL can better maintain the model's consistency between member and non-member data. Through extensive experiments on standard classification datasets, we empirically show that this approach exhibits comparable performance without requiring additional model capacity or data costs.
Does learning the right latent variables necessarily improve in-context learning?
Mittal, Sarthak, Elmoznino, Eric, Gagnon, Leo, Bhardwaj, Sangnie, Sridhar, Dhanya, Lajoie, Guillaume
Large autoregressive models like Transformers can solve tasks through in-context learning (ICL) without learning new weights, suggesting avenues for efficiently solving new tasks. For many tasks, e.g., linear regression, the data factorizes: examples are independent given a task latent that generates the data, e.g., linear coefficients. While an optimal predictor leverages this factorization by inferring task latents, it is unclear if Transformers implicitly do so or if they instead exploit heuristics and statistical shortcuts enabled by attention layers. Both scenarios have inspired active ongoing work. In this paper, we systematically investigate the effect of explicitly inferring task latents. We minimally modify the Transformer architecture with a bottleneck designed to prevent shortcuts in favor of more structured solutions, and then compare performance against standard Transformers across various ICL tasks. Contrary to intuition and some recent works, we find little discernible difference between the two; biasing towards task-relevant latent variables does not lead to better out-of-distribution performance, in general. Curiously, we find that while the bottleneck effectively learns to extract latent task variables from context, downstream processing struggles to utilize them for robust prediction. Our study highlights the intrinsic limitations of Transformers in achieving structured ICL solutions that generalize, and shows that while inferring the right latents aids interpretability, it is not sufficient to alleviate this problem.
Gradient Guided Hypotheses: A unified solution to enable machine learning models on scarce and noisy data regimes
Neves, Paulo, Wegner, Joerg K., Schwaller, Philippe
Ensuring high-quality data is paramount for maximizing the performance of machine learning models and business intelligence systems. However, challenges in data quality, including noise in data capture, missing records, limited data production, and confounding variables, significantly constrain the potential performance of these systems. In this study, we propose an architecture-agnostic algorithm, Gradient Guided Hypotheses (GGH), designed to address these challenges. GGH analyses gradients from hypotheses as a proxy of distinct and possibly contradictory patterns in the data. This framework entails an additional step in machine learning training, where gradients can be included or excluded from backpropagation. In this manner, missing and noisy data are addressed through a unified solution that perceives both challenges as facets of the same overarching issue: the propagation of erroneous information. Experimental validation of GGH is conducted using real-world open-source datasets, where records with missing rates of up to 98.5% are simulated. Comparative analysis with state-of-the-art imputation methods demonstrates a substantial improvement in model performance achieved by GGH. Specifically in very high scarcity regimes, GGH was found to be the only viable solution. Additionally, GGH's noise detection capabilities are showcased by introducing simulated noise into the datasets and observing enhanced model performance after filtering out the noisy data. This study presents GGH as a promising solution for improving data quality and model performance in various applications.
Physics-based material parameters extraction from perovskite experiments via Bayesian optimization
Zhan, Hualin, Ahmad, Viqar, Mayon, Azul, Tabi, Grace, Bui, Anh Dinh, Li, Zhuofeng, Walter, Daniel, Nguyen, Hieu, Weber, Klaus, White, Thomas, Catchpole, Kylie
The ability to extract material parameters of perovskite from quantitative experimental analysis is essential for rational design of photovoltaic and optoelectronic applications. However, the difficulty of this analysis increases significantly with the complexity of the theoretical model and the number of material parameters for perovskite. Here we use Bayesian optimization to develop an analysis platform that can extract up to 8 fundamental material parameters of an organometallic perovskite semiconductor from a transient photoluminescence experiment, based on a complex full physics model that includes drift-diffusion of carriers and dynamic defect occupation. An example study of thermal degradation reveals that the carrier mobility and trap-assisted recombination coefficient are reduced noticeably, while the defect energy level remains nearly unchanged. The reduced carrier mobility can dominate the overall effect on thermal degradation of perovskite solar cells by reducing the fill factor, despite the opposite effect of the reduced trap-assisted recombination coefficient on increasing the fill factor. In future, this platform can be conveniently applied to other experiments or to combinations of experiments, accelerating materials discovery and optimization of semiconductor materials for photovoltaics and other applications.
Domain-Inspired Sharpness-Aware Minimization Under Domain Shifts
Zhang, Ruipeng, Fan, Ziqing, Yao, Jiangchao, Zhang, Ya, Wang, Yanfeng
This paper presents a Domain-Inspired Sharpness-Aware Minimization (DISAM) algorithm for optimization under domain shifts. It is motivated by the inconsistent convergence degree of SAM across different domains, which induces optimization bias towards certain domains and thus impairs the overall convergence. To address this issue, we consider the domain-level convergence consistency in the sharpness estimation to prevent the overwhelming (deficient) perturbations for less (well) optimized domains. Specifically, DISAM introduces the constraint of minimizing variance in the domain loss, which allows the elastic gradient calibration in perturbation generation: when one domain is optimized above the averaging level w.r.t. Under this mechanism, we theoretically show that DISAM can achieve faster overall convergence and improved generalization in principle when inconsistent convergence emerges. Extensive experiments on various domain generalization benchmarks show the superiority of DISAM over a range of stateof-the-art methods. Furthermore, we show the superior efficiency of DISAM in parameter-efficient fine-tuning combined with the pretraining models. Although deep learning has achieved remarkable advances in various areas (He et al., 2016; Dosovitskiy et al., 2020), it remains a challenge for optimization in pursuit of strong generalization. Especially, a lower training loss does not necessarily guarantee a better generalization, as there exist numerous local minima in the complex and non-convex hypothesis space. Recent empirical and theoretical investigations (Dziugaite & Roy, 2017; Chaudhari et al., 2019; Jiang et al., 2020; 2023; Dinh et al., 2017b; Keskar et al., 2017b) have identified a significant correlation between generalization and the sharpness of the loss landscape. This correlation suggests that generalizability can be interpreted as flatness in the loss surface, leading to a wide range of explorations that have contributed to the rapid development of Sharpness-Aware Minimization (SAM) (Foret et al., 2021). Existing SAM-based methods predominantly focus on the narrowly defined generalizability between training and test data under the Independent and Identically Distributed (i.i.d) assumption, which can be summarized as two categories.
Domain adaptation in small-scale and heterogeneous biological datasets
Orouji, Seyedmehdi, Liu, Martin C., Korem, Tal, Peters, Megan A. K.
Machine learning techniques are steadily becoming more important in modern biology, and are used to build predictive models, discover patterns, and investigate biological problems. However, models trained on one dataset are often not generalizable to other datasets from different cohorts or laboratories, due to differences in the statistical properties of these datasets. These could stem from technical differences, such as the measurement technique used, or from relevant biological differences between the populations studied. Domain adaptation, a type of transfer learning, can alleviate this problem by aligning the statistical distributions of features and samples among different datasets so that similar models can be applied across them. However, a majority of state-of-the-art domain adaptation methods are designed to work with large-scale data, mostly text and images, while biological datasets often suffer from small sample sizes, and possess complexities such as heterogeneity of the feature space. This Review aims to synthetically discuss domain adaptation methods in the context of small-scale and highly heterogeneous biological data. We describe the benefits and challenges of domain adaptation in biological research and critically discuss some of its objectives, strengths, and weaknesses through key representative methodologies. We argue for the incorporation of domain adaptation techniques to the computational biologist's toolkit, with further development of customized approaches. Keywords: Machine learning; biological-scale datasets; small datasets; neuroimaging; microbiome; domain adaptation; transfer learning.
UNITS: A Unified Multi-Task Time Series Model
Gao, Shanghua, Koker, Teddy, Queen, Owen, Hartvigsen, Thomas, Tsiligkaridis, Theodoros, Zitnik, Marinka
Advances in time series models are driving a shift from conventional deep learning methods to pre-trained foundational models. While pre-trained transformers and reprogrammed text-based LLMs report state-of-the-art results, the best-performing architectures vary significantly across tasks, and models often have limited scope, such as focusing only on time series forecasting. Models that unify predictive and generative time series tasks under a single framework remain challenging to achieve. We introduce UniTS, a multi-task time series model that uses task tokenization to express predictive and generative tasks within a single model. UniTS leverages a modified transformer block designed to obtain universal time series representations. This design induces transferability from a heterogeneous, multi-domain pre-training dataset-often with diverse dynamic patterns, sampling rates, and temporal scales-to many downstream datasets, which can also be diverse in task specifications and data domains. Across 38 datasets spanning human activity sensors, healthcare, engineering, and finance domains, UniTS model performs favorably against 12 forecasting models, 20 classification models, 18 anomaly detection models, and 16 imputation models, including repurposed text-based LLMs. UniTS demonstrates effective few-shot and prompt learning capabilities when evaluated on new data domains and tasks. In the conventional single-task setting, UniTS outperforms strong task-specialized time series models. The source code and datasets are available at https://github.com/mims-harvard/UniTS.
Auxiliary Knowledge-Induced Learning for Automatic Multi-Label Medical Document Classification
Wang, Xindi, Mercer, Robert E., Rudzicz, Frank
The International Classification of Diseases (ICD) is an authoritative medical classification system of different diseases and conditions for clinical and management purposes. ICD indexing assigns a subset of ICD codes to a medical record. Since human coding is labour-intensive and error-prone, many studies employ machine learning to automate the coding process. ICD coding is a challenging task, as it needs to assign multiple codes to each medical document from an extremely large hierarchically organized collection. In this paper, we propose a novel approach for ICD indexing that adopts three ideas: (1) we use a multi-level deep dilated residual convolution encoder to aggregate the information from the clinical notes and learn document representations across different lengths of the texts; (2) we formalize the task of ICD classification with auxiliary knowledge of the medical records, which incorporates not only the clinical texts but also different clinical code terminologies and drug prescriptions for better inferring the ICD codes; and (3) we introduce a graph convolutional network to leverage the co-occurrence patterns among ICD codes, aiming to enhance the quality of label representations. Experimental results show the proposed method achieves state-of-the-art performance on a number of measures.