Statistical Learning
Nowcasting Madagascar's real GDP using machine learning algorithms
Ramaharo, Franck, Rasolofomanana, Gerzhino
We investigate the predictive power of different machine learning algorithms to nowcast Madagascar's gross domestic product (GDP). We trained popular regression models, including linear regularized regression (Ridge, Lasso, Elastic-net), dimensionality reduction model (principal component regression), k-nearest neighbors algorithm (k-NN regression), support vector regression (linear SVR), and tree-based ensemble models (Random forest and XGBoost regressions), on 10 Malagasy quarterly macroeconomic leading indicators over the period 2007Q1--2022Q4, and we used simple econometric models as a benchmark. We measured the nowcast accuracy of each model by calculating the root mean square error (RMSE), mean absolute error (MAE), and mean absolute percentage error (MAPE). Our findings reveal that the Ensemble Model, formed by aggregating individual predictions, consistently outperforms traditional econometric models. We conclude that machine learning models can deliver more accurate and timely nowcasts of Malagasy economic performance and provide policymakers with additional guidance for data-driven decision making.
Federated learning-outcome prediction with multi-layer privacy protection
Zhang, Yupei, Li, Yuxin, Wang, Yifei, Wei, Shuangshuang, Xu, Yunan, Shang, Xuequn
Learning-outcome prediction (LOP) is a long-standing and critical problem in educational routes. Many studies have contributed to developing effective models while often suffering from data shortage and low generalization to various institutions due to the privacy-protection issue. To this end, this study proposes a distributed grade prediction model, dubbed FecMap, by exploiting the federated learning (FL) framework that preserves the private data of local clients and communicates with others through a global generalized model. FecMap considers local subspace learning (LSL), which explicitly learns the local features against the global features, and multi-layer privacy protection (MPP), which hierarchically protects the private features, including model-shareable features and not-allowably shared features, to achieve client-specific classifiers of high performance on LOP per institution. FecMap is then achieved in an iteration manner with all datasets distributed on clients by training a local neural network composed of a global part, a local part, and a classification head in clients and averaging the global parts from clients on the server. To evaluate the FecMap model, we collected three higher-educational datasets of student academic records from engineering majors. Experiment results manifest that FecMap benefits from the proposed LSL and MPP and achieves steady performance on the task of LOP, compared with the state-of-the-art models. This study makes a fresh attempt at the use of federated learning in the learning-analytical task, potentially paving the way to facilitating personalized education with privacy protection.
Deep Structure and Attention Aware Subspace Clustering
Wu, Wenhao, Wang, Weiwei, Kong, Shengjiang
Clustering is a fundamental unsupervised representation learning task with wide application in computer vision and pattern recognition. Deep clustering utilizes deep neural networks to learn latent representation, which is suitable for clustering. However, previous deep clustering methods, especially image clustering, focus on the features of the data itself and ignore the relationship between the data, which is crucial for clustering. In this paper, we propose a novel Deep Structure and Attention aware Subspace Clustering (DSASC), which simultaneously considers data content and structure information. We use a vision transformer to extract features, and the extracted features are divided into two parts, structure features, and content features. The two features are used to learn a more efficient subspace structure for spectral clustering. Extensive experimental results demonstrate that our method significantly outperforms state-of-the-art methods. Our code will be available at https://github.com/cs-whh/DSASC
Diffusion-EXR: Controllable Review Generation for Explainable Recommendation via Diffusion Models
Li, Ling, Li, Shaohua, Marantika, Winda, Kot, Alex C., Zhan, Huijing
Denoising Diffusion Probabilistic Model (DDPM) has shown great competence in image and audio generation tasks. However, there exist few attempts to employ DDPM in the text generation, especially review generation under recommendation systems. Fueled by the predicted reviews explainability that justifies recommendations could assist users better understand the recommended items and increase the transparency of recommendation system, we propose a Diffusion Model-based Review Generation towards EXplainable Recommendation named Diffusion-EXR. Diffusion-EXR corrupts the sequence of review embeddings by incrementally introducing varied levels of Gaussian noise to the sequence of word embeddings and learns to reconstruct the original word representations in the reverse process. The nature of DDPM enables our lightweight Transformer backbone to perform excellently in the recommendation review generation task. Extensive experimental results have demonstrated that Diffusion-EXR can achieve state-of-the-art review generation for recommendation on two publicly available benchmark datasets.
Superpixel-based and Spatially-regularized Diffusion Learning for Unsupervised Hyperspectral Image Clustering
Cui, Kangning, Li, Ruoning, Polk, Sam L., Lin, Yinyi, Zhang, Hongsheng, Murphy, James M., Plemmons, Robert J., Chan, Raymond H.
Hyperspectral images (HSIs) provide exceptional spatial and spectral resolution of a scene, crucial for various remote sensing applications. However, the high dimensionality, presence of noise and outliers, and the need for precise labels of HSIs present significant challenges to HSIs analysis, motivating the development of performant HSI clustering algorithms. This paper introduces a novel unsupervised HSI clustering algorithm, Superpixel-based and Spatially-regularized Diffusion Learning (S2DL), which addresses these challenges by incorporating rich spatial information encoded in HSIs into diffusion geometry-based clustering. S2DL employs the Entropy Rate Superpixel (ERS) segmentation technique to partition an image into superpixels, then constructs a spatially-regularized diffusion graph using the most representative high-density pixels. This approach reduces computational burden while preserving accuracy. Cluster modes, serving as exemplars for underlying cluster structure, are identified as the highest-density pixels farthest in diffusion distance from other highest-density pixels. These modes guide the labeling of the remaining representative pixels from ERS superpixels. Finally, majority voting is applied to the labels assigned within each superpixel to propagate labels to the rest of the image. This spatial-spectral approach simultaneously simplifies graph construction, reduces computational cost, and improves clustering performance. S2DL's performance is illustrated with extensive experiments on three publicly available, real-world HSIs: Indian Pines, Salinas, and Salinas A. Additionally, we apply S2DL to landscape-scale, unsupervised mangrove species mapping in the Mai Po Nature Reserve, Hong Kong, using a Gaofen-5 HSI. The success of S2DL in these diverse numerical experiments indicates its efficacy on a wide range of important unsupervised remote sensing analysis tasks.
Semi-Bandit Learning for Monotone Stochastic Optimization
Agarwal, Arpit, Ghuge, Rohan, Nagarajan, Viswanath
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in this area. However, a significant limitation of this approach is that it requires full knowledge of the underlying probability distributions. Can we still get good (approximation) algorithms if these distributions are unknown, and the algorithm needs to learn them through repeated interactions? In this paper, we resolve this question for a large class of "monotone" stochastic problems, by providing a generic online learning algorithm with $\sqrt{T \log T}$ regret relative to the best approximation algorithm (under known distributions). Importantly, our online algorithm works in a semi-bandit setting, where in each period, the algorithm only observes samples from the r.v.s that were actually probed. Our framework applies to several fundamental problems in stochastic optimization such as prophet inequality, Pandora's box, stochastic knapsack, stochastic matchings and stochastic submodular optimization.
Neural Lyapunov Control for Discrete-Time Systems
Wu, Junlin, Clark, Andrew, Kantaros, Yiannis, Vorobeychik, Yevgeniy
While ensuring stability for linear systems is well understood, it remains a major challenge for nonlinear systems. A general approach in such cases is to compute a combination of a Lyapunov function and an associated control policy. However, finding Lyapunov functions for general nonlinear systems is a challenging task. To address this challenge, several methods have been proposed that represent Lyapunov functions using neural networks. However, such approaches either focus on continuous-time systems, or highly restricted classes of nonlinear dynamics. We propose the first approach for learning neural Lyapunov control in a broad class of discrete-time systems. Three key ingredients enable us to effectively learn provably stable control policies. The first is a novel mixed-integer linear programming approach for verifying the discrete-time Lyapunov stability conditions, leveraging the particular structure of these conditions. The second is a novel approach for computing verified sublevel sets. The third is a heuristic gradient-based method for quickly finding counterexamples to significantly speed up Lyapunov function learning. Our experiments on four standard benchmarks demonstrate that our approach significantly outperforms state-of-the-art baselines. For example, on the path tracking benchmark, we outperform recent neural Lyapunov control baselines by an order of magnitude in both running time and the size of the region of attraction, and on two of the four benchmarks (cartpole and PVTOL), ours is the first automated approach to return a provably stable controller. Our code is available at: https://github.com/jlwu002/nlc_discrete.
A Comprehensive Survey of Dataset Distillation
Deep learning technology has developed unprecedentedly in the last decade and has become the primary choice in many application domains. This progress is mainly attributed to a systematic collaboration in which rapidly growing computing resources encourage advanced algorithms to deal with massive data. However, it has gradually become challenging to handle the unlimited growth of data with limited computing power. To this end, diverse approaches are proposed to improve data processing efficiency. Dataset distillation, a dataset reduction method, addresses this problem by synthesizing a small typical dataset from substantial data and has attracted much attention from the deep learning community. Existing dataset distillation methods can be taxonomized into meta-learning and data matching frameworks according to whether they explicitly mimic the performance of target data. Although dataset distillation has shown surprising performance in compressing datasets, there are still several limitations such as distilling high-resolution data or data with complex label spaces. This paper provides a holistic understanding of dataset distillation from multiple aspects, including distillation frameworks and algorithms, factorized dataset distillation, performance comparison, and applications. Finally, we discuss challenges and promising directions to further promote future studies on dataset distillation.
Clustered Federated Learning based on Nonconvex Pairwise Fusion
Yu, Xue, Liu, Ziyi, Wang, Wu, Sun, Yifan
This study investigates clustered federated learning (FL), one of the formulations of FL with non-i.i.d. data, where the devices are partitioned into clusters and each cluster optimally fits its data with a localized model. We propose a clustered FL framework that incorporates a nonconvex penalty to pairwise differences of parameters. Without a priori knowledge of the set of devices in each cluster and the number of clusters, this framework can autonomously estimate cluster structures. To implement the proposed framework, we introduce a novel clustered FL method called Fusion Penalized Federated Clustering (FPFC). Building upon the standard alternating direction method of multipliers (ADMM), FPFC can perform partial updates at each communication round and allows parallel computation with variable workload. These strategies significantly reduce the communication cost while ensuring privacy, making it practical for FL. We also propose a new warmup strategy for hyperparameter tuning in FL settings and explore the asynchronous variant of FPFC (asyncFPFC). Theoretical analysis provides convergence guarantees for FPFC with general losses and establishes the statistical convergence rate under a linear model with squared loss. Extensive experiments have demonstrated the superiority of FPFC compared to current methods, including robustness and generalization capability.
Zero-Inflated Bandits
Wei, Haoyu, Wan, Runzhe, Shi, Lei, Song, Rui
Many real applications of bandits have sparse non-zero rewards, leading to slow learning rates. A careful distribution modeling that utilizes problem-specific structures is known as critical to estimation efficiency in the statistics literature, yet is under-explored in bandits. To fill the gap, we initiate the study of zero-inflated bandits, where the reward is modeled as a classic semi-parametric distribution called zero-inflated distribution. We carefully design Upper Confidence Bound (UCB) and Thompson Sampling (TS) algorithms for this specific structure. Our algorithms are suitable for a very general class of reward distributions, operating under tail assumptions that are considerably less stringent than the typical sub-Gaussian requirements. Theoretically, we derive the regret bounds for both the UCB and TS algorithms for multi-armed bandit, showing that they can achieve rate-optimal regret when the reward distribution is sub-Gaussian. The superior empirical performance of the proposed methods is shown via extensive numerical studies.