Statistical Learning
Towards Robust Out-of-Distribution Generalization Bounds via Sharpness
Zou, Yingtian, Kawaguchi, Kenji, Liu, Yingnan, Liu, Jiashuo, Lee, Mong-Li, Hsu, Wynne
Generalizing to out-of-distribution (OOD) data or unseen domain, termed OOD generalization, still lacks appropriate theoretical guarantees. Canonical OOD bounds focus on different distance measurements between source and target domains but fail to consider the optimization property of the learned model. As empirically shown in recent work, the sharpness of learned minima influences OOD generalization. To bridge this gap between optimization and OOD generalization, we study the effect of sharpness on how a model tolerates data change in domain shift which is usually captured by "robustness" in generalization. In this paper, we give a rigorous connection between sharpness and robustness, which gives better OOD guarantees for robust algorithms. It also provides a theoretical backing for "flat minima leads to better OOD generalization". Overall, we propose a sharpness-based OOD generalization bound by taking robustness into consideration, resulting in a tighter bound than non-robust guarantees. Our findings are supported by the experiments on a ridge regression model, as well as the experiments on deep learning classification tasks.
FWin transformer for dengue prediction under climate and ocean influence
Tran, Nhat Thanh, Xin, Jack, Zhou, Guofa
Dengue fever is one of the most deadly mosquito-born tropical infectious diseases. Detailed long range forecast model is vital in controlling the spread of disease and making mitigation efforts. In this study, we examine methods used to forecast dengue cases for long range predictions. The dataset consists of local climate/weather in addition to global climate indicators of Singapore from 2000 to 2019. We utilize newly developed deep neural networks to learn the intricate relationship between the features. The baseline models in this study are in the class of recent transformers for long sequence forecasting tasks. We found that a Fourier mixed window attention (FWin) based transformer performed the best in terms of both the mean square error and the maximum absolute error on the long range dengue forecast up to 60 weeks.
UNICORN: Ultrasound Nakagami Imaging via Score Matching and Adaptation
Kim, Kwanyoung, Lee, Jaa-Yeon, Ye, Jong Chul
Nakagami imaging holds promise for visualizing and quantifying tissue scattering in ultrasound waves, with potential applications in tumor diagnosis and fat fraction estimation which are challenging to discern by conventional ultrasound B-mode images. Existing methods struggle with optimal window size selection and suffer from estimator instability, leading to degraded resolution images. To address this, here we propose a novel method called UNICORN (Ultrasound Nakagami Imaging via Score Matching and Adaptation), that offers an accurate, closed-form estimator for Nakagami parameter estimation in terms of the score function of ultrasonic envelope. Extensive experiments using simulation and real ultrasound RF data demonstrate UNICORN's superiority over conventional approaches in accuracy and resolution quality.
Physics-Guided Abnormal Trajectory Gap Detection
Given trajectories with gaps (i.e., missing data), we investigate algorithms to identify abnormal gaps in trajectories which occur when a given moving object did not report its location, but other moving objects in the same geographic region periodically did. The problem is important due to its societal applications, such as improving maritime safety and regulatory enforcement for global security concerns such as illegal fishing, illegal oil transfers, and trans-shipments. The problem is challenging due to the difficulty of bounding the possible locations of the moving object during a trajectory gap, and the very high computational cost of detecting gaps in such a large volume of location data. The current literature on anomalous trajectory detection assumes linear interpolation within gaps, which may not be able to detect abnormal gaps since objects within a given region may have traveled away from their shortest path. In preliminary work, we introduced an abnormal gap measure that uses a classical space-time prism model to bound an object's possible movement during the trajectory gap and provided a scalable memoized gap detection algorithm (Memo-AGD). In this paper, we propose a Space Time-Aware Gap Detection (STAGD) approach to leverage space-time indexing and merging of trajectory gaps. We also incorporate a Dynamic Region Merge-based (DRM) approach to efficiently compute gap abnormality scores. We provide theoretical proofs that both algorithms are correct and complete and also provide analysis of asymptotic time complexity. Experimental results on synthetic and real-world maritime trajectory data show that the proposed approach substantially improves computation time over the baseline technique.
FeatAug: Automatic Feature Augmentation From One-to-Many Relationship Tables
Qi, Danrui, Zheng, Weiling, Wang, Jiannan
Feature augmentation from one-to-many relationship tables is a critical but challenging problem in ML model development. To augment good features, data scientists need to come up with SQL queries manually, which is time-consuming. Featuretools [1] is a widely used tool by the data science community to automatically augment the training data by extracting new features from relevant tables. It represents each feature as a group-by aggregation SQL query on relevant tables and can automatically generate these SQL queries. However, it does not include predicates in these queries, which significantly limits its application in many real-world scenarios. To overcome this limitation, we propose FEATAUG, a new feature augmentation framework that automatically extracts predicate-aware SQL queries from one-to-many relationship tables. This extension is not trivial because considering predicates will exponentially increase the number of candidate queries. As a result, the original Featuretools framework, which materializes all candidate queries, will not work and needs to be redesigned. We formally define the problem and model it as a hyperparameter optimization problem. We discuss how the Bayesian Optimization can be applied here and propose a novel warm-up strategy to optimize it. To make our algorithm more practical, we also study how to identify promising attribute combinations for predicates. We show that how the beam search idea can partially solve the problem and propose several techniques to further optimize it. Our experiments on four real-world datasets demonstrate that FeatAug extracts more effective features compared to Featuretools and other baselines. The code is open-sourced at https://github.com/sfu-db/FeatAug
FMPAF: How Do Fed Chairs Affect the Financial Market? A Fine-grained Monetary Policy Analysis Framework on Their Language
Deng, Yayue, Xu, Mohan, Tang, Yao
The effectiveness of central bank communication is a crucial aspect of monetary policy transmission. While recent research has examined the influence of policy communication by the chairs of the Federal Reserve on various financial variables, much of the literature relies on rule-based or dictionary-based methods in parsing the language of the chairs, leaving nuanced information about policy stance contained in nonverbal emotion out of the analysis. In the current study, we propose the Fine-Grained Monetary Policy Analysis Framework (FMPAF), a novel approach that integrates large language models (LLMs) with regression analysis to provide a comprehensive analysis of the impact of the press-conference communications of chairs of the Federal Reserve on financial markets. We conduct extensive comparisons of model performance under different levels of granularity, modalities, and communication scenarios. Based on our preferred specification, a one-unit increase in the sentiment score is associated with an increase of the price of S\&P 500 Exchange-Traded Fund by approximately 500 basis points, a 15-basis-point decrease in the policy interest rate, while not leading to a significant response in exchange rates.
Cosine Scoring with Uncertainty for Neural Speaker Embedding
Wang, Qiongqiong, Lee, Kong Aik
Uncertainty modeling in speaker representation aims to learn the variability present in speech utterances. While the conventional cosine-scoring is computationally efficient and prevalent in speaker recognition, it lacks the capability to handle uncertainty. To address this challenge, this paper proposes an approach for estimating uncertainty at the speaker embedding front-end and propagating it to the cosine scoring back-end. Experiments conducted on the VoxCeleb and SITW datasets confirmed the efficacy of the proposed method in handling uncertainty arising from embedding estimation. It achieved improvement with 8.5% and 9.8% average reductions in EER and minDCF compared to the conventional cosine similarity. It is also computationally efficient in practice.
'One size doesn't fit all': Learning how many Examples to use for In-Context Learning for Improved Text Classification
Chandra, Manish, Ganguly, Debasis, Li, Yiwen, Ounis, Iadh
Predictive models in natural language processing (NLP) have evolved from training models from scratch to fine-tuning pre-trained models with labelled data. An extreme form of this fine-tuning involves in-context learning (ICL), where the output of a pre-trained generative model (frozen decoder parameters) is controlled only with variations in the input strings (called instructions or prompts). An important component of ICL is the use of a small number of labelled data instances as examples in the prompt. While existing work uses a static number of examples during inference for each data instance, in this paper we propose a novel methodology of dynamically adapting the number of examples as per the data. This is analogous to the use of a variable-sized neighborhood in k-nearest neighbors (k-NN) classifier. In our proposed workflow of adaptive ICL (AICL), the number of demonstrations to employ during the inference on a particular data instance is predicted by the Softmax posteriors of a classifier. The parameters of this classifier are fitted on the optimal number of examples in ICL required to correctly infer the label of each instance in the training set with the hypothesis that a test instance that is similar to a training instance should use the same (or a closely matching) number of few-shot examples. Our experiments show that our AICL method results in improvement in text classification task on several standard datasets.
Pre-Trained Model Recommendation for Downstream Fine-tuning
Bai, Jiameng, Wu, Sai, Song, Jie, Zhao, Junbo, Chen, Gang
As a fundamental problem in transfer learning, model selection aims to rank off-the-shelf pre-trained models and select the most suitable one for the new target task. Existing model selection techniques are often constrained in their scope and tend to overlook the nuanced relationships between models and tasks. In this paper, we present a pragmatic framework Fennec, delving into a diverse, large-scale model repository while meticulously considering the intricate connections between tasks and models. The key insight is to map all models and historical tasks into a transfer-related subspace, where the distance between model vectors and task vectors represents the magnitude of transferability. A large vision model, as a proxy, infers a new task's representation in the transfer space, thereby circumventing the computational burden of extensive forward passes and reliance on labels. We also investigate the impact of the inherent inductive bias of models on transfer results and propose a novel method called archi2vec to encode the intricate structures of models. The transfer score is computed through straightforward vector arithmetic with a time complexity of O(1). Finally, we make a substantial contribution to the field by releasing a comprehensive benchmark.
FARPLS: A Feature-Augmented Robot Trajectory Preference Labeling System to Assist Human Labelers' Preference Elicitation
Lyu, Hanfang, Bai, Yuanchen, Liang, Xin, Das, Ujaan, Shi, Chuhan, Gong, Leiliang, Li, Yingchi, Sun, Mingfei, Ge, Ming, Ma, Xiaojuan
Preference-based learning aims to align robot task objectives with human values. One of the most common methods to infer human preferences is by pairwise comparisons of robot task trajectories. Traditional comparison-based preference labeling systems seldom support labelers to digest and identify critical differences between complex trajectories recorded in videos. Our formative study (N = 12) suggests that individuals may overlook non-salient task features and establish biased preference criteria during their preference elicitation process because of partial observations. In addition, they may experience mental fatigue when given many pairs to compare, causing their label quality to deteriorate. To mitigate these issues, we propose FARPLS, a Feature-Augmented Robot trajectory Preference Labeling System. FARPLS highlights potential outliers in a wide variety of task features that matter to humans and extracts the corresponding video keyframes for easy review and comparison. It also dynamically adjusts the labeling order according to users' familiarities, difficulties of the trajectory pair, and level of disagreements. At the same time, the system monitors labelers' consistency and provides feedback on labeling progress to keep labelers engaged. A between-subjects study (N = 42, 105 pairs of robot pick-and-place trajectories per person) shows that FARPLS can help users establish preference criteria more easily and notice more relevant details in the presented trajectories than the conventional interface. FARPLS also improves labeling consistency and engagement, mitigating challenges in preference elicitation without raising cognitive loads significantly