This post contains a list of the AI-related seminars that are scheduled to take place between 11 March and 30 April 2024. All events detailed here are free and open for anyone to attend virtually. Title to be confirmed Speaker: Misha Khodak (Carnegie Mellon University) Organised by: Carnegie Mellon University Zoom link is here. The impact of AI tools on the student experience in programming courses: A preliminary study with an intersectional analysis approach Speakers: Yash Tadimalla & Prof. Mary Lou Maher (University of North Carolina at Charlotte) Organised by: Raspberry PI Sign up here to join. ML-enhanced approaches to help accelerate materials design for extreme environments Speaker: Lory Brady Graham-Brady (Johns Hopkins University) Organised by: EPFL Join here.

Web-based applications such as chatbots, search engines and news recommendations continue to grow in scale and complexity with the recent surge in the adoption of LLMs. Online model selection has thus garnered increasing attention due to the need to choose the best model among a diverse set while balancing task reward and exploration cost. Organizations faces decisions like whether to employ a costly API-based LLM or a locally finetuned small LLM, weighing cost against performance. Traditional selection methods often evaluate every candidate model before choosing one, which are becoming impractical given the rising costs of training and finetuning LLMs. Moreover, it is undesirable to allocate excessive resources towards exploring poor-performing models. While some recent works leverage online bandit algorithm to manage such exploration-exploitation trade-off in model selection, they tend to overlook the increasing-then-converging trend in model performances as the model is iteratively finetuned, leading to less accurate predictions and suboptimal model selections. In this paper, we propose a time-increasing bandit algorithm TI-UCB, which effectively predicts the increase of model performances due to finetuning and efficiently balances exploration and exploitation in model selection. To further capture the converging points of models, we develop a change detection mechanism by comparing consecutive increase predictions. We theoretically prove that our algorithm achieves a logarithmic regret upper bound in a typical increasing bandit setting, which implies a fast convergence rate. The advantage of our method is also empirically validated through extensive experiments on classification model selection and online selection of LLMs. Our results highlight the importance of utilizing increasing-then-converging pattern for more efficient and economic model selection in the deployment of LLMs.

In the field of data mining and machine learning, commonly used classification models cannot effectively learn in unbalanced data. In order to balance the data distribution before model training, oversampling methods are often used to generate data for a small number of classes to solve the problem of classifying unbalanced data. Most of the classical oversampling methods are based on the SMOTE technique, which only focuses on the local information of the data, and therefore the generated data may have the problem of not being realistic enough. In the current oversampling methods based on generative networks, the methods based on GANs can capture the true distribution of data, but there is the problem of pattern collapse and training instability in training; in the oversampling methods based on denoising diffusion probability models, the neural network of the inverse diffusion process using the U-Net is not applicable to tabular data, and although the MLP can be used to replace the U-Net, the problem exists due to the simplicity of the structure and the poor effect of removing noise. problem of poor noise removal. In order to overcome the above problems, we propose a novel oversampling method SEMRes-DDPM.In the SEMRes-DDPM backward diffusion process, a new neural network structure SEMST-ResNet is used, which is suitable for tabular data and has good noise removal effect, and it can generate tabular data with higher quality. Experiments show that the SEMResNet network removes noise better than MLP; SEMRes-DDPM generates data distributions that are closer to the real data distributions than TabDDPM with CWGAN-GP; on 20 real unbalanced tabular datasets with 9 classification models, SEMRes-DDPM improves the quality of the generated tabular data in terms of three evaluation metrics (F1, G-mean, AUC) with better classification performance than other SOTA oversampling methods.

In this study, we investigate stochastic optimization on Riemannian manifolds, focusing on the crucial variance reduction mechanism used in both Euclidean and Riemannian settings. Riemannian variance-reduced methods usually involve a double-loop structure, computing a full gradient at the start of each loop. Determining the optimal inner loop length is challenging in practice, as it depends on strong convexity or smoothness constants, which are often unknown or hard to estimate. Motivated by Euclidean methods, we introduce the Riemannian Loopless SVRG (R-LSVRG) and PAGE (R-PAGE) methods. These methods replace the outer loop with probabilistic gradient computation triggered by a coin flip in each iteration, ensuring simpler proofs, efficient hyperparameter selection, and sharp convergence guarantees. Using R-PAGE as a framework for non-convex Riemannian optimization, we demonstrate its applicability to various important settings. For example, we derive Riemannian MARINA (R-MARINA) for distributed settings with communication compression, providing the best theoretical communication complexity guarantees for non-convex distributed optimization over Riemannian manifolds. Experimental results support our theoretical findings.

The field of explainable artificial intelligence (XAI) attempts to develop methods that provide insight into how complicated machine learning methods make predictions. Many methods of explanation have focused on the concept of feature attribution, a decomposition of the model's prediction into individual contributions corresponding to each input feature. In this work, we explore the problem of feature attribution in the context of Gaussian process regression (GPR). We take a principled approach to defining attributions under model uncertainty, extending the existing literature. We show that although GPR is a highly flexible and non-parametric approach, we can derive interpretable, closed-form expressions for the feature attributions. When using integrated gradients as an attribution method, we show that the attributions of a GPR model also follow a Gaussian process distribution, which quantifies the uncertainty in attribution arising from uncertainty in the model. We demonstrate, both through theory and experimentation, the versatility and robustness of this approach. We also show that, when applicable, the exact expressions for GPR attributions are both more accurate and less computationally expensive than the approximations currently used in practice.

With the long term accumulation of high quality educational data, artificial intelligence has shown excellent performance in knowledge tracing. However, due to the lack of interpretability and transparency of some algorithms, this approach will result in reduced stakeholder trust and a decreased acceptance of intelligent decisions. Therefore, algorithms need to achieve high accuracy, and users need to understand the internal operating mechanism and provide reliable explanations for decisions. This paper thoroughly analyzes the interpretability of KT algorithms. First, the concepts and common methods of explainable artificial intelligence and knowledge tracing are introduced. Next, explainable knowledge tracing models are classified into two categories: transparent models and black box models. Then, the interpretable methods used are reviewed from three stages: ante hoc interpretable methods, post hoc interpretable methods, and other dimensions. It is worth noting that current evaluation methods for explainable knowledge tracing are lacking. Hence, contrast and deletion experiments are conducted to explain the prediction results of the deep knowledge tracing model on the ASSISTment2009 by using three XAI methods. Moreover, this paper offers some insights into evaluation methods from the perspective of educational stakeholders. This paper provides a detailed and comprehensive review of the research on explainable knowledge tracing, aiming to offer some basis and inspiration for researchers interested in the interpretability of knowledge tracing.

User financial default prediction plays a critical role in credit risk forecasting and management. It aims at predicting the probability that the user will fail to make the repayments in the future. Previous methods mainly extract a set of user individual features regarding his own profiles and behaviors and build a binary-classification model to make default predictions. However, these methods cannot get satisfied results, especially for users with limited information. Although recent efforts suggest that default prediction can be improved by social relations, they fail to capture the higher-order topology structure at the level of small subgraph patterns. In this paper, we fill in this gap by proposing a motif-preserving Graph Neural Network with curriculum learning (MotifGNN) to jointly learn the lower-order structures from the original graph and higherorder structures from multi-view motif-based graphs for financial default prediction. Specifically, to solve the problem of weak connectivity in motif-based graphs, we design the motif-based gating mechanism. It utilizes the information learned from the original graph with good connectivity to strengthen the learning of the higher-order structure. And considering that the motif patterns of different samples are highly unbalanced, we propose a curriculum learning mechanism on the whole learning process to more focus on the samples with uncommon motif distributions. Extensive experiments on one public dataset and two industrial datasets all demonstrate the effectiveness of our proposed method.

Finding an approximate second-order stationary point (SOSP) is a well-studied and fundamental problem in stochastic nonconvex optimization with many applications in machine learning. However, this problem is poorly understood in the presence of outliers, limiting the use of existing nonconvex algorithms in adversarial settings. In this paper, we study the problem of finding SOSPs in the strong contamination model, where a constant fraction of datapoints are arbitrarily corrupted. We introduce a general framework for efficiently finding an approximate SOSP with \emph{dimension-independent} accuracy guarantees, using $\widetilde{O}({D^2}/{\epsilon})$ samples where $D$ is the ambient dimension and $\epsilon$ is the fraction of corrupted datapoints. As a concrete application of our framework, we apply it to the problem of low rank matrix sensing, developing efficient and provably robust algorithms that can tolerate corruptions in both the sensing matrices and the measurements. In addition, we establish a Statistical Query lower bound providing evidence that the quadratic dependence on $D$ in the sample complexity is necessary for computationally efficient algorithms.

We propose a game-based formulation for learning dimensionality-reducing representations of feature vectors, when only a prior knowledge on future prediction tasks is available. In this game, the first player chooses a representation, and then the second player adversarially chooses a prediction task from a given class, representing the prior knowledge. The first player aims is to minimize, and the second player to maximize, the regret: The minimal prediction loss using the representation, compared to the same loss using the original features. For the canonical setting in which the representation, the response to predict and the predictors are all linear functions, and under the mean squared error loss function, we derive the theoretically optimal representation in pure strategies, which shows the effectiveness of the prior knowledge, and the optimal regret in mixed strategies, which shows the usefulness of randomizing the representation. For general representations and loss functions, we propose an efficient algorithm to optimize a randomized representation. The algorithm only requires the gradients of the loss function, and is based on incrementally adding a representation rule to a mixture of such rules.

We propose a federated version of adaptive gradient methods, particularly AdaGrad and Adam, within the framework of over-the-air model training. This approach capitalizes on the inherent superposition property of wireless channels, facilitating fast and scalable parameter aggregation. Meanwhile, it enhances the robustness of the model training process by dynamically adjusting the stepsize in accordance with the global gradient update. We derive the convergence rate of the training algorithms, encompassing the effects of channel fading and interference, for a broad spectrum of nonconvex loss functions. Our analysis shows that the AdaGrad-based algorithm converges to a stationary point at the rate of $\mathcal{O}( \ln{(T)} /{ T^{ 1 - \frac{1}{\alpha} } } )$, where $\alpha$ represents the tail index of the electromagnetic interference. This result indicates that the level of heavy-tailedness in interference distribution plays a crucial role in the training efficiency: the heavier the tail, the slower the algorithm converges. In contrast, an Adam-like algorithm converges at the $\mathcal{O}( 1/T )$ rate, demonstrating its advantage in expediting the model training process. We conduct extensive experiments that corroborate our theoretical findings and affirm the practical efficacy of our proposed federated adaptive gradient methods.