We introduce a set of gradient-flow-guided adaptive importance sampling (IS) transformations to stabilize Monte-Carlo approximations of point-wise leave one out cross-validated (LOO) predictions for Bayesian classification models. One can leverage this methodology for assessing model generalizability by for instance computing a LOO analogue to the AIC or computing LOO ROC/PRC curves and derived metrics like the AUROC and AUPRC. By the calculus of variations and gradient flow, we derive two simple nonlinear single-step transformations that utilize gradient information to shift a model's pre-trained full-data posterior closer to the target LOO posterior predictive distributions. In doing so, the transformations stabilize importance weights. Because the transformations involve the gradient of the likelihood function, the resulting Monte Carlo integral depends on Jacobian determinants with respect to the model Hessian. We derive closed-form exact formulae for these Jacobian determinants in the cases of logistic regression and shallow ReLU-activated artificial neural networks, and provide a simple approximation that sidesteps the need to compute full Hessian matrices and their spectra. We test the methodology on an $n\ll p$ dataset that is known to produce unstable LOO IS weights.

We propose the first randomized algorithms for Symmetric Nonnegative Matrix Factorization (SymNMF). Nonnegative Matrix Factorization (NMF) is an important method in data analysis with applications to data visualization, text mining, feature learning, information fusion and more [28, 25, 46, 22, 11]. SymNMF is a variant of NMF where the input matrix is symmetric and the output low-rank approximation is also constrained to be symmetric [25, 49]. Applications of SymNMF include (hyper)graph clustering, image segmentation, and information fusion [44, 10, 19, 5, 6]. Several randomized algorithms for nonsymmetric NMF have been previously proposed and shown to be effective for dense and small sparse problems [43, 41, 13], but as far as we are aware there is no prior work on randomized algorithms for SymNMF. Our contributions in this work include a randomized algorithm for SymNMF we call "Low-rank Approximated Input SymNMF" (LAI-SymNMF), a randomized algorithm based on leverage score sampling for least squares problems we call LvS-SymNMF, novel theoretical analysis of leverage score sampling for the Nonnegative Least Squares problem and theoretical analysis of a hybrid sampling scheme for leverage score sampling. The rest of the paper is organized as follows. Section 2, which discusses background material including non-randomized SymNMF algorithms, reviews existing randomized NMF methods and other related work such as randomized methods for other low-rank matrix decompositions and tensor decompositions.

The advent of the Internet of Things (IoT) has brought forth additional intricacies and difficulties to computer networks. These gadgets are particularly susceptible to cyber-attacks because of their simplistic design. Therefore, it is crucial to recognise these devices inside a network for the purpose of network administration and to identify any harmful actions. Network traffic fingerprinting is a crucial technique for identifying devices and detecting anomalies. Currently, the predominant methods for this depend heavily on machine learning (ML). Nevertheless, machine learning (ML) methods need the selection of features, adjustment of hyperparameters, and retraining of models to attain optimal outcomes and provide resilience to concept drifts detected in a network. In this research, we suggest using locality-sensitive hashing (LSH) for network traffic fingerprinting as a solution to these difficulties. Our study focuses on examining several design options for the Nilsimsa LSH function. We then use this function to create unique fingerprints for network data, which may be used to identify devices. We also compared it with ML-based traffic fingerprinting and observed that our method increases the accuracy of state-of-the-art by 12% achieving around 94% accuracy in identifying devices in a network.

MIML library is a Java software tool to develop, test, and compare classification algorithms for multi-instance multi-label (MIML) learning. The library includes 43 algorithms and provides a specific format and facilities for data managing and partitioning, holdout and cross-validation methods, standard metrics for performance evaluation, and generation of reports. In addition, algorithms can be executed through $xml$ configuration files without needing to program. It is platform-independent, extensible, free, open-source, and available on GitHub under the GNU General Public License.

We present a polynomial-time algorithm for online differentially private synthetic data generation. For a data stream within the hypercube $[0,1]^d$ and an infinite time horizon, we develop an online algorithm that generates a differentially private synthetic dataset at each time $t$. This algorithm achieves a near-optimal accuracy bound of $O(t^{-1/d}\log(t))$ for $d\geq 2$ and $O(t^{-1}\log^{4.5}(t))$ for $d=1$ in the 1-Wasserstein distance. This result generalizes the previous work on the continual release model for counting queries to include Lipschitz queries. Compared to the offline case, where the entire dataset is available at once, our approach requires only an extra polylog factor in the accuracy bound.

Robotic-assistive therapy has demonstrated very encouraging results for children with Autism. Accurate estimation of the child's pose is essential both for human-robot interaction and for therapy assessment purposes. Non-intrusive methods are the sole viable option since these children are sensitive to touch. While depth cameras have been used extensively, existing methods face two major limitations: (i) they are usually trained with adult-only data and do not correctly estimate a child's pose, and (ii) they fail in scenarios with a high number of occlusions. Therefore, our goal was to develop a 3D pose estimator for children, by adapting an existing state-of-the-art 3D body modelling method and incorporating a linear regression model to fine-tune one of its inputs, thereby correcting the pose of children's 3D meshes. In controlled settings, our method has an error below $0.3m$, which is considered acceptable for this kind of application and lower than current state-of-the-art methods. In real-world settings, the proposed model performs similarly to a Kinect depth camera and manages to successfully estimate the 3D body poses in a much higher number of frames.

Nearest neighbor-based similarity searching is a common task in chemistry, with notable use cases in drug discovery. Yet, some of the most commonly used approaches for this task still leverage a brute-force approach. In practice this can be computationally costly and overly time-consuming, due in part to the sheer size of modern chemical databases. Previous computational advancements for this task have generally relied on improvements to hardware or dataset-specific tricks that lack generalizability. Approaches that leverage lower-complexity searching algorithms remain relatively underexplored. However, many of these algorithms are approximate solutions and/or struggle with typical high-dimensional chemical embeddings. Here we evaluate whether a combination of low-dimensional chemical embeddings and a k-d tree data structure can achieve fast nearest neighbor queries while maintaining performance on standard chemical similarity search benchmarks. We examine different dimensionality reductions of standard chemical embeddings as well as a learned, structurally-aware embedding -- SmallSA -- for this task. With this framework, searches on over one billion chemicals execute in less than a second on a single CPU core, five orders of magnitude faster than the brute-force approach. We also demonstrate that SmallSA achieves competitive performance on chemical similarity benchmarks.

This article presents a general framework for the transport of probability measures towards minimum divergence generative modeling and sampling using ordinary differential equations (ODEs) and Reproducing Kernel Hilbert Spaces (RKHSs), inspired by ideas from diffeomorphic matching and image registration. A theoretical analysis of the proposed method is presented, giving a priori error bounds in terms of the complexity of the model, the number of samples in the training set, and model misspecification. An extensive suite of numerical experiments further highlights the properties, strengths, and weaknesses of the method and extends its applicability to other tasks, such as conditional simulation and inference.

We study the problem of approximately transforming a sample from a source statistical model to a sample from a target statistical model without knowing the parameters of the source model, and construct several computationally efficient such reductions between statistical experiments. In particular, we provide computationally efficient procedures that approximately reduce uniform, Erlang, and Laplace location models to general target families. We illustrate our methodology by establishing nonasymptotic reductions between some canonical high-dimensional problems, spanning mixtures of experts, phase retrieval, and signal denoising. Notably, the reductions are structure preserving and can accommodate missing data. We also point to a possible application in transforming one differentially private mechanism to another.

The use of machine-learning techniques has grown in numerous research areas. Currently, it is also widely used in statistics, including the official statistics for data collection (e.g. satellite imagery, web scraping and text mining, data cleaning, integration and imputation) but also for data analysis. However, the usage of these methods in survey sampling including small area estimation is still very limited. Therefore, we propose a predictor supported by these algorithms which can be used to predict any population or subpopulation characteristics based on cross-sectional and longitudinal data. Machine learning methods have already been shown to be very powerful in identifying and modelling complex and nonlinear relationships between the variables, which means that they have very good properties in case of strong departures from the classic assumptions. Therefore, we analyse the performance of our proposal under a different set-up, in our opinion of greater importance in real-life surveys. We study only small departures from the assumed model, to show that our proposal is a good alternative in this case as well, even in comparison with optimal methods under the model. What is more, we propose the method of the accuracy estimation of machine learning predictors, giving the possibility of the accuracy comparison with classic methods, where the accuracy is measured as in survey sampling practice. The solution of this problem is indicated in the literature as one of the key issues in integration of these approaches. The simulation studies are based on a real, longitudinal dataset, freely available from the Polish Local Data Bank, where the prediction problem of subpopulation characteristics in the last period, with "borrowing strength" from other subpopulations and time periods, is considered.