The purpose of emotion-cause pair extraction is to extract the pair of emotion clauses and cause clauses. On the one hand, the existing methods do not take fully into account the relationship between the emotion extraction of two auxiliary tasks. On the other hand, the existing two-stage model has the problem of error propagation. In addition, existing models do not adequately address the emotion and cause-induced locational imbalance of samples. To solve these problems, an end-to-end multitasking model (MM-ECPE) based on shared interaction between GRU, knowledge graph and transformer modules is proposed. Furthermore, based on MM-ECPE, in order to use the encoder layer to better solve the problem of imbalanced distribution of clause distances between clauses and emotion clauses, we propose a novel encoding based on BERT, sentiment lexicon, and position-aware interaction module layer of emotion motif pair retrieval model (MM-ECPE(BERT)). The model first fully models the interaction between different tasks through the multi-level sharing module, and mines the shared information between emotion-cause pair extraction and the emotion extraction and cause extraction. Second, to solve the imbalanced distribution of emotion clauses and cause clauses problem, suitable labels are screened out according to the knowledge graph path length and task-specific features are constructed so that the model can focus on extracting pairs with corresponding emotion-cause relationships. Experimental results on the ECPE benchmark dataset show that the proposed model achieves good performance, especially on position-imbalanced samples.

In this work the decision trees are used for explanation of support vector regression model. The decision trees act as a global technique as well as a local technique. They are compared against the popular technique of LIME which is a local explanatory technique and with multi linear regression. It is observed that decision trees give a lower RMSE value when fitted to support vector regression as compared to LIME in 87% of the runs over 5 datasets. The comparison of results is statistically significant. Multi linear regression also gives a lower RMSE value when fitted to support vector regression model as compared to LIME in 73% of the runs over 5 datasets but the comparison of results is not statistically significant. Also, when used as a local explanatory technique, decision trees give better performance than LIME and the comparison of results is statistically significant.

This paper leverages the statistics of extreme values to predict the worst-case convergence times of machine learning algorithms. Timing is a critical non-functional property of ML systems, and providing the worst-case converge times is essential to guarantee the availability of ML and its services. However, timing properties such as worst-case convergence times (WCCT) are difficult to verify since (1) they are not encoded in the syntax or semantics of underlying programming languages of AI, (2) their evaluations depend on both algorithmic implementations and underlying systems, and (3) their measurements involve uncertainty and noise. Therefore, prevalent formal methods and statistical models fail to provide rich information on the amounts and likelihood of WCCT. Our key observation is that the timing information we seek represents the extreme tail of execution times. Therefore, extreme value theory (EVT), a statistical discipline that focuses on understanding and predicting the distribution of extreme values in the tail of outcomes, provides an ideal framework to model and analyze WCCT in the training and inference phases of ML paradigm. Building upon the mathematical tools from EVT, we propose a practical framework to predict the worst-case timing properties of ML. Over a set of linear ML training algorithms, we show that EVT achieves a better accuracy for predicting WCCTs than relevant statistical methods such as the Bayesian factor. On the set of larger machine learning training algorithms and deep neural network inference, we show the feasibility and usefulness of EVT models to accurately predict WCCTs, their expected return periods, and their likelihood.

A new knowledge-based and machine learning hybrid modeling approach, called conditional Gaussian neural stochastic differential equation (CGNSDE), is developed to facilitate modeling complex dynamical systems and implementing analytic formulae of the associated data assimilation (DA). In contrast to the standard neural network predictive models, the CGNSDE is designed to effectively tackle both forward prediction tasks and inverse state estimation problems. The CGNSDE starts by exploiting a systematic causal inference via information theory to build a simple knowledge-based nonlinear model that nevertheless captures as much explainable physics as possible. Then, neural networks are supplemented to the knowledge-based model in a specific way, which not only characterizes the remaining features that are challenging to model with simple forms but also advances the use of analytic formulae to efficiently compute the nonlinear DA solution. These analytic formulae are used as an additional computationally affordable loss to train the neural networks that directly improve the DA accuracy. This DA loss function promotes the CGNSDE to capture the interactions between state variables and thus advances its modeling skills. With the DA loss, the CGNSDE is more capable of estimating extreme events and quantifying the associated uncertainty. Furthermore, crucial physical properties in many complex systems, such as the translate-invariant local dependence of state variables, can significantly simplify the neural network structures and facilitate the CGNSDE to be applied to high-dimensional systems. Numerical experiments based on chaotic systems with intermittency and strong non-Gaussian features indicate that the CGNSDE outperforms knowledge-based regression models, and the DA loss further enhances the modeling skills of the CGNSDE.

Portfolio management is one of the unresponded problems of the Motion Pictures Industry (MPI). To design an optimal portfolio for an MPI distributor, it is essential to predict the box office of each project. Moreover, for an accurate box office prediction, it is critical to consider the effect of the celebrities involved in each MPI project, which was impossible with any precedent expert-based method. Additionally, the asymmetric characteristic of MPI data decreases the performance of any predictive algorithm. In this paper, firstly, the fame score of the celebrities is determined using a large language model. Then, to tackle the asymmetric character of MPI's data, projects are classified. Furthermore, the box office prediction takes place for each class of projects. Finally, using a hybrid multi-attribute decision-making technique, the preferability of each project for the distributor is calculated, and benefiting from a bi-objective optimization model, the optimal portfolio is designed.

Preference modelling lies at the intersection of economics, decision theory, machine learning and statistics. By understanding individuals' preferences and how they make choices, we can build products that closely match their expectations, paving the way for more efficient and personalised applications across a wide range of domains. The objective of this tutorial is to present a cohesive and comprehensive framework for preference learning with Gaussian Processes (GPs), demonstrating how to seamlessly incorporate rationality principles (from economics and decision theory) into the learning process. By suitably tailoring the likelihood function, this framework enables the construction of preference learning models that encompass random utility models, limits of discernment, and scenarios with multiple conflicting utilities for both object- and label-preference. This tutorial builds upon established research while simultaneously introducing some novel GP-based models to address specific gaps in the existing literature.

The von Mises-Fisher distribution as an exponential family can be expressed in terms of either its natural or its mean parameters. Unfortunately, however, the normalization function for the distribution in terms of its mean parameters is not available in closed form, limiting the practicality of the mean parametrization and complicating maximum-likelihood estimation more generally. We derive a second-order ordinary differential equation, the solution to which yields the mean-parameter normalizer along with its first two derivatives, as well as the variance function of the family. We also provide closed-form approximations to the solution of the differential equation. This allows rapid evaluation of both densities and natural parameters in terms of mean parameters. We show applications to topic modeling with mixtures of von Mises-Fisher distributions using Bregman Clustering.

The challenge of selecting the most relevant features of a given dataset arises ubiquitously in data analysis and dimensionality reduction. However, features found to be of high importance for the entire dataset may not be relevant to subsets of interest, and vice versa. Given a feature selector and a fixed decomposition of the data into subsets, we describe a method for identifying selected features which are compatible with the decomposition into subsets. We achieve this by re-framing the problem of finding compatible features to one of finding sections of a suitable quiver representation. In order to approximate such sections, we then introduce a Laplacian operator for quiver representations valued in Hilbert spaces. We provide explicit bounds on how the spectrum of a quiver Laplacian changes when the representation and the underlying quiver are modified in certain natural ways. Finally, we apply this machinery to the study of peak-calling algorithms which measure chromatin accessibility in single-cell data. We demonstrate that eigenvectors of the associated quiver Laplacian yield locally and globally compatible features.

One key task in environmental science is to map environmental variables continuously in space or even in space and time. Machine learning algorithms are frequently used to learn from local field observations to make spatial predictions by estimating the value of the variable of interest in places where it has not been measured. However, the application of machine learning strategies for spatial mapping involves additional challenges compared to "non-spatial" prediction tasks that often originate from spatial autocorrelation and from training data that are not independent and identically distributed. In the past few years, we developed a number of methods to support the application of machine learning for spatial data which involves the development of suitable cross-validation strategies for performance assessment and model selection, spatial feature selection, and methods to assess the area of applicability of the trained models. The intention of the CAST package is to support the application of machine learning strategies for predictive mapping by implementing such methods and making them available for easy integration into modelling workflows. Here we introduce the CAST package and its core functionalities. At the case study of mapping plant species richness, we will go through the different steps of the modelling workflow and show how CAST can be used to support more reliable spatial predictions.

In this paper we provide oracle complexity lower bounds for finding a point in a given set using a memory-constrained algorithm that has access to a separation oracle. We assume that the set is contained within the unit $d$-dimensional ball and contains a ball of known radius $\epsilon>0$. This setup is commonly referred to as the feasibility problem. We show that to solve feasibility problems with accuracy $\epsilon \geq e^{-d^{o(1)}}$, any deterministic algorithm either uses $d^{1+\delta}$ bits of memory or must make at least $1/(d^{0.01\delta }\epsilon^{2\frac{1-\delta}{1+1.01 \delta}-o(1)})$ oracle queries, for any $\delta\in[0,1]$. Additionally, we show that randomized algorithms either use $d^{1+\delta}$ memory or make at least $1/(d^{2\delta} \epsilon^{2(1-4\delta)-o(1)})$ queries for any $\delta\in[0,\frac{1}{4}]$. Because gradient descent only uses linear memory $\mathcal O(d\ln 1/\epsilon)$ but makes $\Omega(1/\epsilon^2)$ queries, our results imply that it is Pareto-optimal in the oracle complexity/memory tradeoff. Further, our results show that the oracle complexity for deterministic algorithms is always polynomial in $1/\epsilon$ if the algorithm has less than quadratic memory in $d$. This reveals a sharp phase transition since with quadratic $\mathcal O(d^2 \ln1/\epsilon)$ memory, cutting plane methods only require $\mathcal O(d\ln 1/\epsilon)$ queries.