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 Statistical Learning


Data-driven Modeling and Inference for Bayesian Gaussian Process ODEs via Double Normalizing Flows

arXiv.org Machine Learning

Recently, Gaussian processes have been used to model the vector field of continuous dynamical systems, referred to as GPODEs, which are characterized by a probabilistic ODE equation. Bayesian inference for these models has been extensively studied and applied in tasks such as time series prediction. However, the use of standard GPs with basic kernels like squared exponential kernels has been common in GPODE research, limiting the model's ability to represent complex scenarios. To address this limitation, we introduce normalizing flows to reparameterize the ODE vector field, resulting in a data-driven prior distribution, thereby increasing flexibility and expressive power. We develop a data-driven variational learning algorithm that utilizes analytically tractable probability density functions of normalizing flows, enabling simultaneous learning and inference of unknown continuous dynamics. Additionally, we also apply normalizing flows to the posterior inference of GP ODEs to resolve the issue of strong mean-field assumptions in posterior inference. By applying normalizing flows in both these ways, our model improves accuracy and uncertainty estimates for Bayesian Gaussian Process ODEs. We validate the effectiveness of our approach on simulated dynamical systems and real-world human motion data, including time series prediction and missing data recovery tasks. Experimental results show that our proposed method effectively captures model uncertainty while improving accuracy.


Efficient Sparse Least Absolute Deviation Regression with Differential Privacy

arXiv.org Machine Learning

In recent years, privacy-preserving machine learning algorithms have attracted increasing attention because of their important applications in many scientific fields. However, in the literature, most privacy-preserving algorithms demand learning objectives to be strongly convex and Lipschitz smooth, which thus cannot cover a wide class of robust loss functions (e.g., quantile/least absolute loss). In this work, we aim to develop a fast privacy-preserving learning solution for a sparse robust regression problem. Our learning loss consists of a robust least absolute loss and an $\ell_1$ sparse penalty term. To fast solve the non-smooth loss under a given privacy budget, we develop a Fast Robust And Privacy-Preserving Estimation (FRAPPE) algorithm for least absolute deviation regression. Our algorithm achieves a fast estimation by reformulating the sparse LAD problem as a penalized least square estimation problem and adopts a three-stage noise injection to guarantee the $(\epsilon,\delta)$-differential privacy. We show that our algorithm can achieve better privacy and statistical accuracy trade-off compared with the state-of-the-art privacy-preserving regression algorithms. In the end, we conduct experiments to verify the efficiency of our proposed FRAPPE algorithm.


SUDO: a framework for evaluating clinical artificial intelligence systems without ground-truth annotations

arXiv.org Artificial Intelligence

A clinical artificial intelligence (AI) system is often validated on a held-out set of data which it has not been exposed to before (e.g., data from a different hospital with a distinct electronic health record system). This evaluation process is meant to mimic the deployment of an AI system on data in the wild; those which are currently unseen by the system yet are expected to be encountered in a clinical setting. However, when data in the wild differ from the held-out set of data, a phenomenon referred to as distribution shift, and lack ground-truth annotations, it becomes unclear the extent to which AI-based findings can be trusted on data in the wild. Here, we introduce SUDO, a framework for evaluating AI systems without ground-truth annotations. SUDO assigns temporary labels to data points in the wild and directly uses them to train distinct models, with the highest performing model indicative of the most likely label. Through experiments with AI systems developed for dermatology images, histopathology patches, and clinical reports, we show that SUDO can be a reliable proxy for model performance and thus identify unreliable predictions. We also demonstrate that SUDO informs the selection of models and allows for the previously out-of-reach assessment of algorithmic bias for data in the wild without ground-truth annotations. The ability to triage unreliable predictions for further inspection and assess the algorithmic bias of AI systems can improve the integrity of research findings and contribute to the deployment of ethical AI systems in medicine.


Scalable network reconstruction in subquadratic time

arXiv.org Machine Learning

Network reconstruction consists in determining the unobserved pairwise couplings between $N$ nodes given only observational data on the resulting behavior that is conditioned on those couplings -- typically a time-series or independent samples from a graphical model. A major obstacle to the scalability of algorithms proposed for this problem is a seemingly unavoidable quadratic complexity of $O(N^2)$, corresponding to the requirement of each possible pairwise coupling being contemplated at least once, despite the fact that most networks of interest are sparse, with a number of non-zero couplings that is only $O(N)$. Here we present a general algorithm applicable to a broad range of reconstruction problems that achieves its result in subquadratic time, with a data-dependent complexity loosely upper bounded by $O(N^{3/2}\log N)$, but with a more typical log-linear complexity of $O(N\log^2N)$. Our algorithm relies on a stochastic second neighbor search that produces the best edge candidates with high probability, thus bypassing an exhaustive quadratic search. In practice, our algorithm achieves a performance that is many orders of magnitude faster than the quadratic baseline, allows for easy parallelization, and thus enables the reconstruction of networks with hundreds of thousands and even millions of nodes and edges.


Sharp Analysis of Power Iteration for Tensor PCA

arXiv.org Machine Learning

We investigate the power iteration algorithm for the tensor PCA model introduced in Richard and Montanari (2014). Previous work studying the properties of tensor power iteration is either limited to a constant number of iterations, or requires a non-trivial data-independent initialization. In this paper, we move beyond these limitations and analyze the dynamics of randomly initialized tensor power iteration up to polynomially many steps. Our contributions are threefold: First, we establish sharp bounds on the number of iterations required for power method to converge to the planted signal, for a broad range of the signal-to-noise ratios. Second, our analysis reveals that the actual algorithmic threshold for power iteration is smaller than the one conjectured in literature by a polylog(n) factor, where n is the ambient dimension. Finally, we propose a simple and effective stopping criterion for power iteration, which provably outputs a solution that is highly correlated with the true signal. Extensive numerical experiments verify our theoretical results.


Optimal transport map estimation in general function spaces

arXiv.org Machine Learning

We study the problem of estimating a function $T$ given independent samples from a distribution $P$ and from the pushforward distribution $T_\sharp P$. This setting is motivated by applications in the sciences, where $T$ represents the evolution of a physical system over time, and in machine learning, where, for example, $T$ may represent a transformation learned by a deep neural network trained for a generative modeling task. To ensure identifiability, we assume that $T = \nabla \varphi_0$ is the gradient of a convex function, in which case $T$ is known as an \emph{optimal transport map}. Prior work has studied the estimation of $T$ under the assumption that it lies in a H\"older class, but general theory is lacking. We present a unified methodology for obtaining rates of estimation of optimal transport maps in general function spaces. Our assumptions are significantly weaker than those appearing in the literature: we require only that the source measure $P$ satisfy a Poincar\'e inequality and that the optimal map be the gradient of a smooth convex function that lies in a space whose metric entropy can be controlled. As a special case, we recover known estimation rates for H\"older transport maps, but also obtain nearly sharp results in many settings not covered by prior work. For example, we provide the first statistical rates of estimation when $P$ is the normal distribution and the transport map is given by an infinite-width shallow neural network.


PAC-Bayes-Chernoff bounds for unbounded losses

arXiv.org Machine Learning

We present a new high-probability PAC-Bayes oracle bound for unbounded losses. This result can be understood as a PAC-Bayes version of the Chernoff bound. The proof technique relies on uniformly bounding the tail of certain random variable based on the Cram\'er transform of the loss. We highlight two applications of our main result. First, we show that our bound solves the open problem of optimizing the free parameter on many PAC-Bayes bounds. Finally, we show that our approach allows working with flexible assumptions on the loss function, resulting in novel bounds that generalize previous ones and can be minimized to obtain Gibbs-like posteriors.


Adversarial Machine Learning-Enabled Anonymization of OpenWiFi Data

arXiv.org Artificial Intelligence

Data privacy and protection through anonymization is a critical issue for network operators or data owners before it is forwarded for other possible use of data. With the adoption of Artificial Intelligence (AI), data anonymization augments the likelihood of covering up necessary sensitive information; preventing data leakage and information loss. OpenWiFi networks are vulnerable to any adversary who is trying to gain access or knowledge on traffic regardless of the knowledge possessed by data owners. The odds for discovery of actual traffic information is addressed by applied conditional tabular generative adversarial network (CTGAN). CTGAN yields synthetic data; which disguises as actual data but fostering hidden acute information of actual data. In this paper, the similarity assessment of synthetic with actual data is showcased in terms of clustering algorithms followed by a comparison of performance for unsupervised cluster validation metrics. A well-known algorithm, K-means outperforms other algorithms in terms of similarity assessment of synthetic data over real data while achieving nearest scores 0.634, 23714.57, and 0.598 as Silhouette, Calinski and Harabasz and Davies Bouldin metric respectively. On exploiting a comparative analysis in validation scores among several algorithms, K-means forms the epitome of unsupervised clustering algorithms ensuring explicit usage of synthetic data at the same time a replacement for real data. Hence, the experimental results aim to show the viability of using CTGAN-generated synthetic data in lieu of publishing anonymized data to be utilized in various applications.


A Two-Stage Multimodal Emotion Recognition Model Based on Graph Contrastive Learning

arXiv.org Artificial Intelligence

In terms of human-computer interaction, it is becoming more and more important to correctly understand the user's emotional state in a conversation, so the task of multimodal emotion recognition (MER) started to receive more attention. However, existing emotion classification methods usually perform classification only once. Sentences are likely to be misclassified in a single round of classification. Previous work usually ignores the similarities and differences between different morphological features in the fusion process. To address the above issues, we propose a two-stage emotion recognition model based on graph contrastive learning (TS-GCL). First, we encode the original dataset with different preprocessing modalities. Second, a graph contrastive learning (GCL) strategy is introduced for these three modal data with other structures to learn similarities and differences within and between modalities. Finally, we use MLP twice to achieve the final emotion classification. This staged classification method can help the model to better focus on different levels of emotional information, thereby improving the performance of the model. Extensive experiments show that TS-GCL has superior performance on IEMOCAP and MELD datasets compared with previous methods.


Uncertainty Regularized Evidential Regression

arXiv.org Artificial Intelligence

The Evidential Regression Network (ERN) represents a novel approach that integrates deep learning with Dempster-Shafer's theory to predict a target and quantify the associated uncertainty. Guided by the underlying theory, specific activation functions must be employed to enforce non-negative values, which is a constraint that compromises model performance by limiting its ability to learn from all samples. This paper provides a theoretical analysis of this limitation and introduces an improvement to overcome it. Initially, we define the region where the models can't effectively learn from the samples. Following this, we thoroughly analyze the ERN and investigate this constraint. Leveraging the insights from our analysis, we address the limitation by introducing a novel regularization term that empowers the ERN to learn from the whole training set. Our extensive experiments substantiate our theoretical findings and demonstrate the effectiveness of the proposed solution.