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 Statistical Learning


GenSTL: General Sparse Trajectory Learning via Auto-regressive Generation of Feature Domains

arXiv.org Artificial Intelligence

Trajectories are sequences of timestamped location samples. In sparse trajectories, the locations are sampled infrequently; and while such trajectories are prevalent in real-world settings, they are challenging to use to enable high-quality transportation-related applications. Current methodologies either assume densely sampled and accurately map-matched trajectories, or they rely on two-stage schemes, yielding sub-optimal applications. To extend the utility of sparse trajectories, we propose a novel sparse trajectory learning framework, GenSTL. The framework is pre-trained to form connections between sparse trajectories and dense counterparts using auto-regressive generation of feature domains. GenSTL can subsequently be applied directly in downstream tasks, or it can be fine-tuned first. This way, GenSTL eliminates the reliance on the availability of large-scale dense and map-matched trajectory data. The inclusion of a well-crafted feature domain encoding layer and a hierarchical masked trajectory encoder enhances GenSTL's learning capabilities and adaptability. Experiments on two real-world trajectory datasets offer insight into the framework's ability to contend with sparse trajectories with different sampling intervals and its versatility across different downstream tasks, thus offering evidence of its practicality in real-world applications.


The Limits of Assumption-free Tests for Algorithm Performance

arXiv.org Artificial Intelligence

Algorithm evaluation and comparison are fundamental questions in machine learning and statistics -- how well does an algorithm perform at a given modeling task, and which algorithm performs best? Many methods have been developed to assess algorithm performance, often based around cross-validation type strategies, retraining the algorithm of interest on different subsets of the data and assessing its performance on the held-out data points. Despite the broad use of such procedures, the theoretical properties of these methods are not yet fully understood. In this work, we explore some fundamental limits for answering these questions with limited amounts of data. In particular, we make a distinction between two questions: how good is an algorithm $A$ at the problem of learning from a training set of size $n$, versus, how good is a particular fitted model produced by running $A$ on a particular training data set of size $n$? Our main results prove that, for any test that treats the algorithm $A$ as a ``black box'' (i.e., we can only study the behavior of $A$ empirically), there is a fundamental limit on our ability to carry out inference on the performance of $A$, unless the number of available data points $N$ is many times larger than the sample size $n$ of interest. (On the other hand, evaluating the performance of a particular fitted model is easy as long as a holdout data set is available -- that is, as long as $N-n$ is not too small.) We also ask whether an assumption of algorithmic stability might be sufficient to circumvent this hardness result. Surprisingly, we find that this is not the case: the same hardness result still holds for the problem of evaluating the performance of $A$, aside from a high-stability regime where fitted models are essentially nonrandom. Finally, we also establish similar hardness results for the problem of comparing multiple algorithms.


Bayesian Federated Learning Via Expectation Maximization and Turbo Deep Approximate Message Passing

arXiv.org Artificial Intelligence

Federated learning (FL) is a machine learning paradigm where the clients possess decentralized training data and the central server handles aggregation and scheduling. Typically, FL algorithms involve clients training their local models using stochastic gradient descent (SGD), which carries drawbacks such as slow convergence and being prone to getting stuck in suboptimal solutions. In this work, we propose a message passing based Bayesian federated learning (BFL) framework to avoid these drawbacks.Specifically, we formulate the problem of deep neural network (DNN) learning and compression and as a sparse Bayesian inference problem, in which group sparse prior is employed to achieve structured model compression. Then, we propose an efficient BFL algorithm called EMTDAMP, where expectation maximization (EM) and turbo deep approximate message passing (TDAMP) are combined to achieve distributed learning and compression. The central server aggregates local posterior distributions to update global posterior distributions and update hyperparameters based on EM to accelerate convergence. The clients perform TDAMP to achieve efficient approximate message passing over DNN with joint prior distribution. We detail the application of EMTDAMP to Boston housing price prediction and handwriting recognition, and present extensive numerical results to demonstrate the advantages of EMTDAMP.


Regression Trees for Fast and Adaptive Prediction Intervals

arXiv.org Artificial Intelligence

Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point predictions, but its naive application to regression problems yields non-adaptive regions. New conformal scores, often relying upon quantile regressors or conditional density estimators, aim to address this limitation. Although they are useful for creating prediction bands, these scores are detached from the original goal of quantifying the uncertainty around an arbitrary predictive model. This paper presents a new, model-agnostic family of methods to calibrate prediction intervals for regression problems with local coverage guarantees. Our approach is based on pursuing the coarsest partition of the feature space that approximates conditional coverage. We create this partition by training regression trees and Random Forests on conformity scores. Our proposal is versatile, as it applies to various conformity scores and prediction settings and demonstrates superior scalability and performance compared to established baselines in simulated and real-world datasets. We provide a Python package locart that implements our methods using the standard scikit-learn interface.


Data Distribution-based Curriculum Learning

arXiv.org Artificial Intelligence

The order of training samples can have a significant impact on the performance of a classifier. Curriculum learning is a method of ordering training samples from easy to hard. This paper proposes the novel idea of a curriculum learning approach called Data Distribution-based Curriculum Learning (DDCL). DDCL uses the data distribution of a dataset to build a curriculum based on the order of samples. Two types of scoring methods known as DDCL (Density) and DDCL (Point) are used to score training samples thus determining their training order. DDCL (Density) uses the sample density to assign scores while DDCL (Point) utilises the Euclidean distance for scoring. We evaluate the proposed DDCL approach by conducting experiments on multiple datasets using a neural network, support vector machine and random forest classifier. Evaluation results show that the application of DDCL improves the average classification accuracy for all datasets compared to standard evaluation without any curriculum. Moreover, analysis of the error losses for a single training epoch reveals that convergence is faster when using DDCL over the no curriculum method.


Multi-Modal Emotion Recognition by Text, Speech and Video Using Pretrained Transformers

arXiv.org Artificial Intelligence

Due to the complex nature of human emotions and the diversity of emotion representation methods in humans, emotion recognition is a challenging field. In this research, three input modalities, namely text, audio (speech), and video, are employed to generate multimodal feature vectors. For generating features for each of these modalities, pre-trained Transformer models with fine-tuning are utilized. In each modality, a Transformer model is used with transfer learning to extract feature and emotional structure. These features are then fused together, and emotion recognition is performed using a classifier. To select an appropriate fusion method and classifier, various feature-level and decision-level fusion techniques have been experimented with, and ultimately, the best model, which combines feature-level fusion by concatenating feature vectors and classification using a Support Vector Machine on the IEMOCAP multimodal dataset, achieves an accuracy of 75.42%. Keywords: Multimodal Emotion Recognition, IEMOCAP, Self-Supervised Learning, Transfer Learning, Transformer.


Power Transformer Fault Prediction Based on Knowledge Graphs

arXiv.org Artificial Intelligence

In this paper, we address the challenge of learning with limited fault data for power transformers. Traditional operation and maintenance tools lack effective predictive capabilities for potential faults. The scarcity of extensive fault data makes it difficult to apply machine learning techniques effectively. To solve this problem, we propose a novel approach that leverages the knowledge graph (KG) technology in combination with gradient boosting decision trees (GBDT). This method is designed to efficiently learn from a small set of high-dimensional data, integrating various factors influencing transformer faults and historical operational data. Our approach enables accurate safe state assessments and fault analyses of power transformers despite the limited fault characteristic data. Experimental results demonstrate that this method outperforms other learning approaches in prediction accuracy, such as artificial neural networks (ANN) and logistic regression (LR). Furthermore, it offers significant improvements in progressiveness, practicality, and potential for widespread application.


Successive Refinement in Large-Scale Computation: Advancing Model Inference Applications

arXiv.org Artificial Intelligence

Modern computationally-intensive applications often operate under time constraints, necessitating acceleration methods and distribution of computational workloads across multiple entities. However, the outcome is either achieved within the desired timeline or not, and in the latter case, valuable resources are wasted. In this paper, we introduce solutions for layered-resolution computation. These solutions allow lower-resolution results to be obtained at an earlier stage than the final result. This innovation notably enhances the deadline-based systems, as if a computational job is terminated due to time constraints, an approximate version of the final result can still be generated. Moreover, in certain operational regimes, a high-resolution result might be unnecessary, because the low-resolution result may already deviate significantly from the decision threshold, for example in AI-based decision-making systems. Therefore, operators can decide whether higher resolution is needed or not based on intermediate results, enabling computations with adaptive resolution. We present our framework for two critical and computationally demanding jobs: distributed matrix multiplication (linear) and model inference in machine learning (nonlinear). Our theoretical and empirical results demonstrate that the execution delay for the first resolution is significantly shorter than that for the final resolution, while maintaining overall complexity comparable to the conventional one-shot approach. Our experiments further illustrate how the layering feature increases the likelihood of meeting deadlines and enables adaptability and transparency in massive, large-scale computations.


The Implicit Bias of Gradient Noise: A Symmetry Perspective

arXiv.org Artificial Intelligence

We characterize the learning dynamics of stochastic gradient descent (SGD) when continuous symmetry exists in the loss function, where the divergence between SGD and gradient descent is dramatic. We show that depending on how the symmetry affects the learning dynamics, we can divide a family of symmetry into two classes. For one class of symmetry, SGD naturally converges to solutions that have a balanced and aligned gradient noise. For the other class of symmetry, SGD will almost always diverge. Then, we show that our result remains applicable and can help us understand the training dynamics even when the symmetry is not present in the loss function. Our main result is universal in the sense that it only depends on the existence of the symmetry and is independent of the details of the loss function. We demonstrate that the proposed theory offers an explanation of progressive sharpening and flattening and can be applied to common practical problems such as representation normalization, matrix factorization, and the use of warmup.


PASOA- PArticle baSed Bayesian Optimal Adaptive design

arXiv.org Artificial Intelligence

We propose a new procedure named PASOA, for Bayesian experimental design, that performs sequential design optimization by simultaneously providing accurate estimates of successive posterior distributions for parameter inference. The sequential design process is carried out via a contrastive estimation principle, using stochastic optimization and Sequential Monte Carlo (SMC) samplers to maximise the Expected Information Gain (EIG). As larger information gains are obtained for larger distances between successive posterior distributions, this EIG objective may worsen classical SMC performance. To handle this issue, tempering is proposed to have both a large information gain and an accurate SMC sampling, that we show is crucial for performance. This novel combination of stochastic optimization and tempered SMC allows to jointly handle design optimization and parameter inference. We provide a proof that the obtained optimal design estimators benefit from some consistency property. Numerical experiments confirm the potential of the approach, which outperforms other recent existing procedures.