As an important application of spatio-temporal (ST) data, ST traffic forecasting plays a crucial role in improving urban travel efficiency and promoting sustainable development. In practice, the dynamics of traffic data frequently undergo distributional shifts attributed to external factors such as time evolution and spatial differences. This entails forecasting models to handle the out-of-distribution (OOD) issue where test data is distributed differently from training data. In this work, we first formalize the problem by constructing a causal graph of past traffic data, future traffic data, and external ST contexts. We reveal that the failure of prior arts in OOD traffic data is due to ST contexts acting as a confounder, i.e., the common cause for past data and future ones. Then, we propose a theoretical solution named Disentangled Contextual Adjustment (DCA) from a causal lens. It differentiates invariant causal correlations against variant spurious ones and deconfounds the effect of ST contexts. On top of that, we devise a Spatio-Temporal sElf-superVised dEconfounding (STEVE) framework. It first encodes traffic data into two disentangled representations for associating invariant and variant ST contexts. Then, we use representative ST contexts from three conceptually different perspectives (i.e., temporal, spatial, and semantic) as self-supervised signals to inject context information into both representations. In this way, we improve the generalization ability of the learned context-oriented representations to OOD ST traffic forecasting. Comprehensive experiments on four large-scale benchmark datasets demonstrate that our STEVE consistently outperforms the state-of-the-art baselines across various ST OOD scenarios.

The posterior covariance matrix W defined by the log-likelihood of each observation plays important roles both in the sensitivity analysis and frequencist's evaluation of the Bayesian estimators. This study focused on the matrix W and its principal space; we term the latter as an essential subspace. First, it is shown that they appear in various statistical settings, such as the evaluation of the posterior sensitivity, assessment of the frequencist's uncertainty from posterior samples, and stochastic expansion of the loss; a key tool to treat frequencist's properties is the recently proposed Bayesian infinitesimal jackknife approximation (Giordano and Broderick (2023)). In the following part, we show that the matrix W can be interpreted as a reproducing kernel; it is named as W-kernel. Using the W-kernel, the essential subspace is expressed as a principal space given by the kernel PCA. A relation to the Fisher kernel and neural tangent kernel is established, which elucidates the connection to the classical asymptotic theory; it also leads to a sort of Bayesian-frequencist's duality. Finally, two applications, selection of a representative set of observations and dimensional reduction in the approximate bootstrap, are discussed. In the former, incomplete Cholesky decomposition is introduced as an efficient method to compute the essential subspace. In the latter, different implementations of the approximate bootstrap for posterior means are compared.

In this work, we contribute the first visual open-source empirical study on human behaviour during the COVID-19 pandemic, in order to investigate how compliant a general population is to mask-wearing-related public-health policy. Object-detection-based convolutional neural networks, regression analysis and multilayer perceptrons are combined to analyse visual data of the Viennese public during 2020. We find that mask-wearing-related government regulations and public-transport announcements encouraged correct mask-wearing-behaviours during the COVID-19 pandemic. Importantly, changes in announcement and regulation contents led to heterogeneous effects on people's behaviour. Comparing the predictive power of regression analysis and neural networks, we demonstrate that the latter produces more accurate predictions of population reactions during the COVID-19 pandemic. Our use of regression modelling also allows us to unearth possible causal pathways underlying societal behaviour. Since our findings highlight the importance of appropriate communication contents, our results will facilitate more effective non-pharmaceutical interventions to be developed in future. Adding to the literature, we demonstrate that regression modelling and neural networks are not mutually exclusive but instead complement each other.

Recent works in dimensionality reduction for regression tasks have introduced the notion of sensitivity, an estimate of the importance of a specific datapoint in a dataset, offering provable guarantees on the quality of the approximation after removing low-sensitivity datapoints via subsampling. However, fast algorithms for approximating $\ell_p$ sensitivities, which we show is equivalent to approximate $\ell_p$ regression, are known for only the $\ell_2$ setting, in which they are termed leverage scores. In this work, we provide efficient algorithms for approximating $\ell_p$ sensitivities and related summary statistics of a given matrix. In particular, for a given $n \times d$ matrix, we compute $\alpha$-approximation to its $\ell_1$ sensitivities at the cost of $O(n/\alpha)$ sensitivity computations. For estimating the total $\ell_p$ sensitivity (i.e. the sum of $\ell_p$ sensitivities), we provide an algorithm based on importance sampling of $\ell_p$ Lewis weights, which computes a constant factor approximation to the total sensitivity at the cost of roughly $O(\sqrt{d})$ sensitivity computations. Furthermore, we estimate the maximum $\ell_1$ sensitivity, up to a $\sqrt{d}$ factor, using $O(d)$ sensitivity computations. We generalize all these results to $\ell_p$ norms for $p > 1$. Lastly, we experimentally show that for a wide class of matrices in real-world datasets, the total sensitivity can be quickly approximated and is significantly smaller than the theoretical prediction, demonstrating that real-world datasets have low intrinsic effective dimensionality.

Our work presents two fundamental contributions. On the application side, we tackle the challenging problem of predicting day-ahead crypto-currency prices. On the methodological side, a new dynamical modeling approach is proposed. Our approach keeps the probabilistic formulation of the state-space model, which provides uncertainty quantification on the estimates, and the function approximation ability of deep neural networks. We call the proposed approach the deep state-space model. The experiments are carried out on established cryptocurrencies (obtained from Yahoo Finance). The goal of the work has been to predict the price for the next day. Benchmarking has been done with both state-of-the-art and classical dynamical modeling techniques. Results show that the proposed approach yields the best overall results in terms of accuracy. Preprint submitted to XXX November 28, 2023 1. Introduction Investopedia defines crypto-currency as "a digital or virtual currency that is secured by cryptography, which makes it nearly impossible to counterfeit or double-spend" and is built on "decentralized networks based on block-chain technology--a distributed ledger enforced by a disparate network of computers". A defining feature of crypto-currencies is that they are usually not issued by central banking agencies like the Federal Reserve System in US, Bank of Canada, European Central Bank, or the People's Bank of China; this makes cryptocurrencies (theoretically) immune to government interventions. The introduction of Bitcoin around 2009 and its meteoric rise led to investors infuse their funds in crypto-currencies.

This project tackles the pressing issue of human trafficking in online C2C marketplaces through advanced Natural Language Processing (NLP) techniques. We introduce a novel methodology for generating pseudo-labeled datasets with minimal supervision, serving as a rich resource for training state-of-the-art NLP models. Focusing on tasks like Human Trafficking Risk Prediction (HTRP) and Organized Activity Detection (OAD), we employ cutting-edge Transformer models for analysis. A key contribution is the implementation of an interpretability framework using Integrated Gradients, providing explainable insights crucial for law enforcement. This work not only fills a critical gap in the literature but also offers a scalable, machine learning-driven approach to combat human exploitation online. It serves as a foundation for future research and practical applications, emphasizing the role of machine learning in addressing complex social issues.

Prediction of mortality in intensive care unit (ICU) patients is an important task in critical care medicine. Prior work in creating mortality risk models falls into two major categories: domain-expert-created scoring systems, and black box machine learning (ML) models. Both of these have disadvantages: black box models are unacceptable for use in hospitals, whereas manual creation of models (including hand-tuning of logistic regression parameters) relies on humans to perform high-dimensional constrained optimization, which leads to a loss in performance. In this work, we bridge the gap between accurate black box models and hand-tuned interpretable models. We build on modern interpretable ML techniques to design accurate and interpretable mortality risk scores. We leverage the largest existing public ICU monitoring datasets, namely the MIMIC III and eICU datasets. By evaluating risk across medical centers, we are able to study generalization across domains. In order to customize our risk score models, we develop a new algorithm, GroupFasterRisk, which has several important benefits: (1) it uses hard sparsity constraint, allowing users to directly control the number of features; (2) it incorporates group sparsity to allow more cohesive models; (3) it allows for monotonicity correction on models for including domain knowledge; (4) it produces many equally-good models at once, which allows domain experts to choose among them. GroupFasterRisk creates its risk scores within hours, even on the large datasets we study here. GroupFasterRisk's risk scores perform better than risk scores currently used in hospitals, and have similar prediction performance to black box ML models (despite being much sparser). Because GroupFasterRisk produces a variety of risk scores and handles constraints, it allows design flexibility, which is the key enabler of practical and trustworthy model creation.

The rapid progress of AI, combined with its unprecedented public adoption and the propensity of large neural networks to memorize training data, has given rise to significant data privacy concerns. To address these concerns, machine unlearning has emerged as an essential technique to selectively remove the influence of specific training data points on trained models. In this paper, we approach the machine unlearning problem through the lens of continual learning. Given a trained model and a subset of training data designated to be forgotten (i.e., the "forget set"), we introduce a three-step process, named CovarNav, to facilitate this forgetting. Firstly, we derive a proxy for the model's training data using a model inversion attack. Secondly, we mislabel the forget set by selecting the most probable class that deviates from the actual ground truth. Lastly, we deploy a gradient projection method to minimize the cross-entropy loss on the modified forget set (i.e., learn incorrect labels for this set) while preventing forgetting of the inverted samples. We rigorously evaluate CovarNav on the CIFAR-10 and Vggface2 datasets, comparing our results with recent benchmarks in the field and demonstrating the efficacy of our proposed approach.

Human-robot interaction (HRI) has become a crucial enabler in houses and industries for facilitating operational flexibility. When it comes to mobile collaborative robots, this flexibility can be further increased due to the autonomous mobility and navigation capacity of the robotic agents, expanding their workspace and consequently, the personalizable assistance they can provide to the human operators. This however requires that the robot is capable of detecting and identifying the human counterpart in all stages of the collaborative task, and in particular while following a human in crowded workplaces. To respond to this need, we developed a unified perception and navigation framework, which enables the robot to identify and follow a target person using a combination of visual Re-Identification (Re-ID), hand gestures detection, and collision-free navigation. The Re-ID module can autonomously learn the features of a target person and use the acquired knowledge to visually re-identify the target. The navigation stack is used to follow the target avoiding obstacles and other individuals in the environment. Experiments are conducted with few subjects in a laboratory setting where some unknown dynamic obstacles are introduced.

Policies trained via reinforcement learning (RL) are often very complex even for simple tasks. In an episode with n time steps, a policy will make n decisions on actions to take, many of which may appear non-intuitive to the observer. Moreover, it is not clear which of these decisions directly contribute towards achieving the reward and how significant their contribution is. Given a trained policy, we propose a black-box method based on statistical covariance estimation that clusters the states of the environment and ranks each cluster according to the importance of decisions made in its states. We compare our measure against a previous statistical fault localization based ranking procedure.