Statistical Learning
Dynamic Multi-Network Mining of Tensor Time Series
Obata, Kohei, Kawabata, Koki, Matsubara, Yasuko, Sakurai, Yasushi
Subsequence clustering of time series is an essential task in data mining, and interpreting the resulting clusters is also crucial since we generally do not have prior knowledge of the data. Thus, given a large collection of tensor time series consisting of multiple modes, including timestamps, how can we achieve subsequence clustering for tensor time series and provide interpretable insights? In this paper, we propose a new method, Dynamic Multi-network Mining (DMM), that converts a tensor time series into a set of segment groups of various lengths (i.e., clusters) characterized by a dependency network constrained with l1-norm. Our method has the following properties. (a) Interpretable: it characterizes the cluster with multiple networks, each of which is a sparse dependency network of a corresponding non-temporal mode, and thus provides visible and interpretable insights into the key relationships. (b) Accurate: it discovers the clusters with distinct networks from tensor time series according to the minimum description length (MDL). (c) Scalable: it scales linearly in terms of the input data size when solving a non-convex problem to optimize the number of segments and clusters, and thus it is applicable to long-range and high-dimensional tensors. Extensive experiments with synthetic datasets confirm that our method outperforms the state-of-the-art methods in terms of clustering accuracy. We then use real datasets to demonstrate that DMM is useful for providing interpretable insights from tensor time series.
Self-Perception Versus Objective Driving Behavior: Subject Study of Lateral Vehicle Guidance
Haselberger, Johann, Schick, Bernhard, Mรผller, Steffen
Advancements in technology are steering attention toward creating comfortable and acceptable driving characteristics in autonomous vehicles. Ensuring a safe and comfortable ride experience is vital for the widespread adoption of autonomous vehicles, as mismatches in driving styles between humans and autonomous systems can impact passenger confidence. Current driving functions have fixed parameters, and there is no universally agreed-upon driving style for autonomous vehicles. Integrating driving style preferences into automated vehicles may enhance acceptance and reduce uncertainty, expediting their adoption. A controlled vehicle study (N = 62) was conducted with a variety of German participants to identify the individual lateral driving behavior of human drivers, specifically emphasizing rural roads. We introduce novel indicators for assessing stationary and transient curve negotiation, directly applicable in developing personalized lateral driving functions. To assess the predictability of these indicators using self-reports, we introduce the MDSI-DE, the German version of the Multidimensional Driving Style Inventory. The correlation analysis between MDSI factor scores and proposed indicators showed modest but significant associations, primarily with acceleration and jerk statistics while the in-depth lateral driving behavior turned out to be highly driver-heterogeneous. The dataset including the anonymized socio-demographics and questionnaire responses, the raw vehicle measurements including labels, and the derived driving behavior indicators are publicly available at https://www.kaggle.com/datasets/jhaselberger/spodb-subject-study-of-lateral-vehicle-guidance.
DiffPLF: A Conditional Diffusion Model for Probabilistic Forecasting of EV Charging Load
Li, Siyang, Xiong, Hui, Chen, Yize
Due to the vast electric vehicle (EV) penetration to distribution grid, charging load forecasting is essential to promote charging station operation and demand-side management.However, the stochastic charging behaviors and associated exogenous factors render future charging load patterns quite volatile and hard to predict. Accordingly, we devise a novel Diffusion model termed DiffPLF for Probabilistic Load Forecasting of EV charging, which can explicitly approximate the predictive load distribution conditioned on historical data and related covariates. Specifically, we leverage a denoising diffusion model, which can progressively convert the Gaussian prior to real time-series data by learning a reversal of the diffusion process. Besides, we couple such diffusion model with a cross-attention-based conditioning mechanism to execute conditional generation for possible charging demand profiles. We also propose a task-informed fine-tuning technique to better adapt DiffPLF to the probabilistic time-series forecasting task and acquire more accurate and reliable predicted intervals. Finally, we conduct multiple experiments to validate the superiority of DiffPLF to predict complex temporal patterns of erratic charging load and carry out controllable generation based on certain covariate. Results demonstrate that we can attain a notable rise of 39.58% and 49.87% on MAE and CRPS respectively compared to the conventional method.
Replication Study: Enhancing Hydrological Modeling with Physics-Guided Machine Learning
Esmaeilzadeh, Mostafa, Amirzadeh, Melika
Current hydrological modeling methods combine data-driven Machine Learning (ML) algorithms and traditional physics-based models to address their respective limitations incorrect parameter estimates from rigid physics-based models and the neglect of physical process constraints by ML algorithms. Despite the accuracy of ML in outcome prediction, the integration of scientific knowledge is crucial for reliable predictions. This study introduces a Physics Informed Machine Learning (PIML) model, which merges the process understanding of conceptual hydrological models with the predictive efficiency of ML algorithms. Applied to the Anandapur sub-catchment, the PIML model demonstrates superior performance in forecasting monthly streamflow and actual evapotranspiration over both standalone conceptual models and ML algorithms, ensuring physical consistency of the outputs. This study replicates the methodologies of Bhasme, P., Vagadiya, J., & Bhatia, U. (2022) from their pivotal work on Physics Informed Machine Learning for hydrological processes, utilizing their shared code and datasets to further explore the predictive capabilities in hydrological modeling.
Improving Building Temperature Forecasting: A Data-driven Approach with System Scenario Clustering
Zhao, Dafang, Chen, Zheng, Li, Zhengmao, Yuan, Xiaolei, Taniguchi, Ittetsu
Heat, Ventilation and Air Conditioning (HVAC) systems play a critical role in maintaining a comfortable thermal environment and cost approximately 40% of primary energy usage in the building sector. For smart energy management in buildings, usage patterns and their resulting profiles allow the improvement of control systems with prediction capabilities. However, for large-scale HVAC system management, it is difficult to construct a detailed model for each subsystem. In this paper, a new data-driven room temperature prediction model is proposed based on the k-means clustering method. The proposed data-driven temperature prediction approach extracts the system operation feature through historical data analysis and further simplifies the system-level model to improve generalization and computational efficiency. We evaluate the proposed approach in the real world. The results demonstrated that our approach can significantly reduce modeling time without reducing prediction accuracy.
On the Expressive Power of a Variant of the Looped Transformer
Gao, Yihang, Zheng, Chuanyang, Xie, Enze, Shi, Han, Hu, Tianyang, Li, Yu, Ng, Michael K., Li, Zhenguo, Liu, Zhaoqiang
Besides natural language processing, transformers exhibit extraordinary performance in solving broader applications, including scientific computing and computer vision. Previous works try to explain this from the expressive power and capability perspectives that standard transformers are capable of performing some algorithms. To empower transformers with algorithmic capabilities and motivated by the recently proposed looped transformer (Yang et al., 2024; Giannou et al., 2023), we design a novel transformer block, dubbed Algorithm Transformer (abbreviated as AlgoFormer). Compared with the standard transformer and vanilla looped transformer, the proposed AlgoFormer can achieve significantly higher expressiveness in algorithm representation when using the same number of parameters. In particular, inspired by the structure of human-designed learning algorithms, our transformer block consists of a pre-transformer that is responsible for task pre-processing, a looped transformer for iterative optimization algorithms, and a post-transformer for producing the desired results after post-processing. We provide theoretical evidence of the expressive power of the AlgoFormer in solving some challenging problems, mirroring human-designed algorithms. Furthermore, some theoretical and empirical results are presented to show that the designed transformer has the potential to be smarter than human-designed algorithms. Experimental results demonstrate the empirical superiority of the proposed transformer in that it outperforms the standard transformer and vanilla looped transformer in some challenging tasks.
SecurePose: Automated Face Blurring and Human Movement Kinematics Extraction from Videos Recorded in Clinical Settings
Bajpai, Rishabh, Aravamuthan, Bhooma
Movement disorders are typically diagnosed by consensus-based expert evaluation of clinically acquired patient videos. However, such broad sharing of patient videos poses risks to patient privacy. Face blurring can be used to de-identify videos, but this process is often manual and time-consuming. Available automated face blurring techniques are subject to either excessive, inconsistent, or insufficient facial blurring - all of which can be disastrous for video assessment and patient privacy. Furthermore, assessing movement disorders in these videos is often subjective. The extraction of quantifiable kinematic features can help inform movement disorder assessment in these videos, but existing methods to do this are prone to errors if using pre-blurred videos. We have developed an open-source software called SecurePose that can both achieve reliable face blurring and automated kinematic extraction in patient videos recorded in a clinic setting using an iPad. SecurePose, extracts kinematics using a pose estimation method (OpenPose), tracks and uniquely identifies all individuals in the video, identifies the patient, and performs face blurring. The software was validated on gait videos recorded in outpatient clinic visits of 116 children with cerebral palsy. The validation involved assessing intermediate steps of kinematics extraction and face blurring with manual blurring (ground truth). Moreover, when SecurePose was compared with six selected existing methods, it outperformed other methods in automated face detection and achieved ceiling accuracy in 91.08% less time than a robust manual face blurring method. Furthermore, ten experienced researchers found SecurePose easy to learn and use, as evidenced by the System Usability Scale. The results of this work validated the performance and usability of SecurePose on clinically recorded gait videos for face blurring and kinematics extraction.
Linear Transformers are Versatile In-Context Learners
Vladymyrov, Max, von Oswald, Johannes, Sandler, Mark, Ge, Rong
Recent research has demonstrated that transformers, particularly linear attention models, implicitly execute gradient-descent-like algorithms on data provided in-context during their forward inference step. However, their capability in handling more complex problems remains unexplored. In this paper, we prove that any linear transformer maintains an implicit linear model and can be interpreted as performing a variant of preconditioned gradient descent. We also investigate the use of linear transformers in a challenging scenario where the training data is corrupted with different levels of noise. Remarkably, we demonstrate that for this problem linear transformers discover an intricate and highly effective optimization algorithm, surpassing or matching in performance many reasonable baselines. We reverse-engineer this algorithm and show that it is a novel approach incorporating momentum and adaptive rescaling based on noise levels. Our findings show that even linear transformers possess the surprising ability to discover sophisticated optimization strategies.
A hierarchical decomposition for explaining ML performance discrepancies
Feng, Jean, Singh, Harvineet, Xia, Fan, Subbaswamy, Adarsh, Gossmann, Alexej
Machine learning (ML) algorithms can often differ in performance across domains. Understanding $\textit{why}$ their performance differs is crucial for determining what types of interventions (e.g., algorithmic or operational) are most effective at closing the performance gaps. Existing methods focus on $\textit{aggregate decompositions}$ of the total performance gap into the impact of a shift in the distribution of features $p(X)$ versus the impact of a shift in the conditional distribution of the outcome $p(Y|X)$; however, such coarse explanations offer only a few options for how one can close the performance gap. $\textit{Detailed variable-level decompositions}$ that quantify the importance of each variable to each term in the aggregate decomposition can provide a much deeper understanding and suggest much more targeted interventions. However, existing methods assume knowledge of the full causal graph or make strong parametric assumptions. We introduce a nonparametric hierarchical framework that provides both aggregate and detailed decompositions for explaining why the performance of an ML algorithm differs across domains, without requiring causal knowledge. We derive debiased, computationally-efficient estimators, and statistical inference procedures for asymptotically valid confidence intervals.
Estimating Unknown Population Sizes Using the Hypergeometric Distribution
The multivariate hypergeometric distribution describes sampling without replacement from a discrete population of elements divided into multiple categories. Addressing a gap in the literature, we tackle the challenge of estimating discrete distributions when both the total population size and the sizes of its constituent categories are unknown. Here, we propose a novel solution using the hypergeometric likelihood to solve this estimation challenge, even in the presence of severe under-sampling. We develop our approach to account for a data generating process where the ground-truth is a mixture of distributions conditional on a continuous latent variable, such as with collaborative filtering, using the variational autoencoder framework. Empirical data simulation demonstrates that our method outperforms other likelihood functions used to model count data, both in terms of accuracy of population size estimate and in its ability to learn an informative latent space. We demonstrate our method's versatility through applications in NLP, by inferring and estimating the complexity of latent vocabularies in text excerpts, and in biology, by accurately recovering the true number of gene transcripts from sparse single-cell genomics data.