Forecasts of regional electricity net-demand, consumption minus embedded generation, are an essential input for reliable and economic power system operation, and energy trading. While such forecasts are typically performed region by region, operations such as managing power flows require spatially coherent joint forecasts, which account for cross-regional dependencies. Here, we forecast the joint distribution of net-demand across the 14 regions constituting Great Britain's electricity network. Joint modelling is complicated by the fact that the net-demand variability within each region, and the dependencies between regions, vary with temporal, socio-economical and weather-related factors. We accommodate for these characteristics by proposing a multivariate Gaussian model based on a modified Cholesky parametrisation, which allows us to model each unconstrained parameter via an additive model. Given that the number of model parameters and covariates is large, we adopt a semi-automated approach to model selection, based on gradient boosting. In addition to comparing the forecasting performance of several versions of the proposed model with that of two non-Gaussian copula-based models, we visually explore the model output to interpret how the covariates affect net-demand variability and dependencies. The code for reproducing the results in this paper is available at https://doi.org/10.5281/zenodo.7315105, while methods for building and fitting multivariate Gaussian additive models are provided by the SCM R package, available at https://github.com/VinGioia90/SCM.

We investigate the spectral properties of linear-width feed-forward neural networks, where the sample size is asymptotically proportional to network width. Empirically, we show that the spectra of weight in this high dimensional regime are invariant when trained by gradient descent for small constant learning rates; we provide a theoretical justification for this observation and prove the invariance of the bulk spectra for both conjugate and neural tangent kernels. We demonstrate similar characteristics when training with stochastic gradient descent with small learning rates. When the learning rate is large, we exhibit the emergence of an outlier whose corresponding eigenvector is aligned with the training data structure. We also show that after adaptive gradient training, where a lower test error and feature learning emerge, both weight and kernel matrices exhibit heavy tail behavior. Simple examples are provided to explain when heavy tails can have better generalizations. We exhibit different spectral properties such as invariant bulk, spike, and heavy-tailed distribution from a two-layer neural network using different training strategies, and then correlate them to the feature learning. Analogous phenomena also appear when we train conventional neural networks with real-world data. We conclude that monitoring the evolution of the spectra during training is an essential step toward understanding the training dynamics and feature learning.

The task of community detection, which aims to partition a network into clusters of nodes to summarize its large-scale structure, has spawned the development of many competing algorithms with varying objectives. Some community detection methods are inferential, explicitly deriving the clustering objective through a probabilistic generative model, while other methods are descriptive, dividing a network according to an objective motivated by a particular application, making it challenging to compare these methods on the same scale. Here we present a solution to this problem that associates any community detection objective, inferential or descriptive, with its corresponding implicit network generative model. This allows us to compute the description length of a network and its partition under arbitrary objectives, providing a principled measure to compare the performance of different algorithms without the need for "ground truth" labels. Our approach also gives access to instances of the community detection problem that are optimal to any given algorithm, and in this way reveals intrinsic biases in popular descriptive methods, explaining their tendency to overfit. Using our framework, we compare a number of community detection methods on artificial networks, and on a corpus of over 500 structurally diverse empirical networks. We find that more expressive community detection methods exhibit consistently superior compression performance on structured data instances, without having degraded performance on a minority of situations where more specialized algorithms perform optimally. Our results undermine the implications of the "no free lunch" theorem for community detection, both conceptually and in practice, since it is confined to unstructured data instances, unlike relevant community detection problems which are structured by requirement.

Black-box variational inference performance is sometimes hindered by the use of gradient estimators with high variance. This variance comes from two sources of randomness: Data subsampling and Monte Carlo sampling. While existing control variates only address Monte Carlo noise, and incremental gradient methods typically only address data subsampling, we propose a new "joint" control variate that jointly reduces variance from both sources of noise. This significantly reduces gradient variance, leading to faster optimization in several applications.

There is currently a large gap in performance between the statistically rigorous methods like linear regression or additive splines and the powerful deep methods using neural networks. Previous works attempting to close this gap have failed to fully investigate the exponentially growing number of feature combinations which deep networks consider automatically during training. In this work, we develop a tractable selection algorithm to efficiently identify the necessary feature combinations by leveraging techniques in feature interaction detection. Our proposed Sparse Interaction Additive Networks (SIAN) construct a bridge from these simple and interpretable models to fully connected neural networks. SIAN achieves competitive performance against state-of-the-art methods across multiple large-scale tabular datasets and consistently finds an optimal tradeoff between the modeling capacity of neural networks and the generalizability of simpler methods.

Robotics has dramatically increased our ability to gather data about our environments, creating an opportunity for the robotics and algorithms communities to collaborate on novel solutions to environmental monitoring problems. To understand a taxonomy of problems and methods in this realm, we present the first comprehensive survey of decision-theoretic approaches that enable efficient sampling of various environmental processes. We investigate representations for different environments, followed by a discussion of using these presentations to solve tasks of interest, such as learning, localization, and monitoring. To efficiently implement the tasks, decision-theoretic optimization algorithms consider: (1) where to take measurements from, (2) which tasks to be assigned, (3) what samples to collect, (4) when to collect samples, (5) how to learn environment; and (6) who to communicate. Finally, we summarize our study and present the challenges and opportunities in robotic environmental monitoring.

Heterogeneous graph neural networks (HGNNs) have recently shown impressive capability in modeling heterogeneous graphs that are ubiquitous in real-world applications. Due to the diversity of attributes of nodes in different types, most existing models first align nodes by mapping them into the same low-dimensional space. However, in this way, they lose the type information of nodes. In addition, most of them only consider the interactions between nodes while neglecting the high-order information behind the latent interactions among different node features. To address these problems, in this paper, we propose a novel heterogeneous graph model MULAN, including two major components, i.e., a type-aware encoder and a dimension-aware encoder. Specifically, the type-aware encoder compensates for the loss of node type information and better leverages graph heterogeneity in learning node representations. Built upon transformer architecture, the dimension-aware encoder is capable of capturing the latent interactions among the diverse node features. With these components, the information of graph heterogeneity, node features and graph structure can be comprehensively encoded in node representations. We conduct extensive experiments on six heterogeneous benchmark datasets, which demonstrates the superiority of MULAN over other state-of-the-art competitors and also shows that MULAN is efficient.

Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias in standard kernel density estimates for density ratios, leading to improved estimates of prediction posteriors and information-theoretic measures. In the process, we shed light on some fundamental aspects of density estimation, particularly from the perspective of algorithms that employ KDEs as their main building blocks.

Generative Adversarial Networks (GANs) have been widely used for generating synthetic data for cases where there is a limited size real-world dataset or when data holders are unwilling to share their data samples. Recent works showed that GANs, due to overfitting and memorization, might leak information regarding their training data samples. This makes GANs vulnerable to Membership Inference Attacks (MIAs). Several defense strategies have been proposed in the literature to mitigate this privacy issue. Unfortunately, defense strategies based on differential privacy are proven to reduce extensively the quality of the synthetic data points. On the other hand, more recent frameworks such as PrivGAN and PAR-GAN are not suitable for small-size training datasets. In the present work, the overfitting in GANs is studied in terms of the discriminator, and a more general measure of overfitting based on the Bhattacharyya coefficient is defined. Then, inspired by Fano's inequality, our first defense mechanism against MIAs is proposed. This framework, which requires only a simple modification in the loss function of GANs, is referred to as the maximum entropy GAN or MEGAN and significantly improves the robustness of GANs to MIAs. As a second defense strategy, a more heuristic model based on minimizing the information leaked from generated samples about the training data points is presented. This approach is referred to as mutual information minimization GAN (MIMGAN) and uses a variational representation of the mutual information to minimize the information that a synthetic sample might leak about the whole training data set. Applying the proposed frameworks to some commonly used data sets against state-of-the-art MIAs reveals that the proposed methods can reduce the accuracy of the adversaries to the level of random guessing accuracy with a small reduction in the quality of the synthetic data samples.

Persistent homology is a popular computational tool for detecting non-trivial topology of point clouds, such as the presence of loops or voids. However, many real-world datasets with low intrinsic dimensionality reside in an ambient space of much higher dimensionality. We show that in this case vanilla persistent homology becomes very sensitive to noise and fails to detect the correct topology. The same holds true for most existing refinements of persistent homology. As a remedy, we find that spectral distances on the $k$-nearest-neighbor graph of the data, such as diffusion distance and effective resistance, allow persistent homology to detect the correct topology even in the presence of high-dimensional noise. Furthermore, we derive a novel closed-form expression for effective resistance in terms of the eigendecomposition of the graph Laplacian, and describe its relation to diffusion distances. Finally, we apply these methods to several high-dimensional single-cell RNA-sequencing datasets and show that spectral distances on the $k$-nearest-neighbor graph allow robust detection of cell cycle loops.