Statistical Learning
Beyond Good Intentions: Reporting the Research Landscape of NLP for Social Good
Gonzalez, Fernando, Jin, Zhijing, Schölkopf, Bernhard, Hope, Tom, Sachan, Mrinmaya, Mihalcea, Rada
With the recent advances in natural language processing (NLP), a vast number of applications have emerged across various use cases. Among the plethora of NLP applications, many academic researchers are motivated to do work that has a positive social impact, in line with the recent initiatives of NLP for Social Good (NLP4SG). However, it is not always obvious to researchers how their research efforts are tackling today's big social problems. Thus, in this paper, we introduce NLP4SG Papers, a scientific dataset with three associated tasks that can help identify NLP4SG papers and characterize the NLP4SG landscape by: (1) identifying the papers that address a social problem, (2) mapping them to the corresponding UN Sustainable Development Goals (SDGs), and (3) identifying the task they are solving and the methods they are using. Using state-of-the-art NLP models, we address each of these tasks and use them on the entire ACL Anthology, resulting in a visualization workspace that gives researchers a comprehensive overview of the field of NLP4SG. Our website is available at https://nlp4sg.vercel.app. We released our data at https://huggingface.co/datasets/feradauto/NLP4SGPapers and code at https://github.com/feradauto/nlp4sg
Clustering the Sketch: A Novel Approach to Embedding Table Compression
Tsang, Henry Ling-Hei, Ahle, Thomas Dybdahl
Embedding tables are used by machine learning systems to work with categorical features. In modern Recommendation Systems, these tables can be very large, necessitating the development of new methods for fitting them in memory, even during training. We suggest Clustered Compositional Embeddings (CCE) which combines clustering-based compression like quantization to codebooks with dynamic methods like The Hashing Trick and Compositional Embeddings (Shi et al., 2020). Experimentally CCE achieves the best of both worlds: The high compression rate of codebook-based quantization, but *dynamically* like hashing-based methods, so it can be used during training. Theoretically, we prove that CCE is guaranteed to converge to the optimal codebook and give a tight bound for the number of iterations required.
A One-shot Framework for Distributed Clustered Learning in Heterogeneous Environments
Armacki, Aleksandar, Bajovic, Dragana, Jakovetic, Dusan, Kar, Soummya
The paper proposes a family of communication efficient methods for distributed learning in heterogeneous environments in which users obtain data from one of $K$ different distributions. In the proposed setup, the grouping of users (based on the data distributions they sample), as well as the underlying statistical properties of the distributions, are apriori unknown. A family of One-shot Distributed Clustered Learning methods (ODCL-$\mathcal{C}$) is proposed, parametrized by the set of admissible clustering algorithms $\mathcal{C}$, with the objective of learning the true model at each user. The admissible clustering methods include $K$-means (KM) and convex clustering (CC), giving rise to various one-shot methods within the proposed family, such as ODCL-KM and ODCL-CC. The proposed one-shot approach, based on local computations at the users and a clustering based aggregation step at the server is shown to provide strong learning guarantees. In particular, for strongly convex problems it is shown that, as long as the number of data points per user is above a threshold, the proposed approach achieves order-optimal mean-squared error (MSE) rates in terms of the sample size. An explicit characterization of the threshold is provided in terms of problem parameters. The trade-offs with respect to selecting various clustering methods (ODCL-CC, ODCL-KM) are discussed and significant improvements over state-of-the-art are demonstrated. Numerical experiments illustrate the findings and corroborate the performance of the proposed methods.
PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
Zou, Yanzhao, Herremans, Dorien
Bitcoin, with its ever-growing popularity, has demonstrated extreme price volatility since its origin. This volatility, together with its decentralised nature, make Bitcoin highly subjective to speculative trading as compared to more traditional assets. In this paper, we propose a multimodal model for predicting extreme price fluctuations. This model takes as input a variety of correlated assets, technical indicators, as well as Twitter content. In an in-depth study, we explore whether social media discussions from the general public on Bitcoin have predictive power for extreme price movements. A dataset of 5,000 tweets per day containing the keyword `Bitcoin' was collected from 2015 to 2021. This dataset, called PreBit, is made available online. In our hybrid model, we use sentence-level FinBERT embeddings, pretrained on financial lexicons, so as to capture the full contents of the tweets and feed it to the model in an understandable way. By combining these embeddings with a Convolutional Neural Network, we built a predictive model for significant market movements. The final multimodal ensemble model includes this NLP model together with a model based on candlestick data, technical indicators and correlated asset prices. In an ablation study, we explore the contribution of the individual modalities. Finally, we propose and backtest a trading strategy based on the predictions of our models with varying prediction threshold and show that it can used to build a profitable trading strategy with a reduced risk over a `hold' or moving average strategy.
Recovering Unbalanced Communities in the Stochastic Block Model With Application to Clustering with a Faulty Oracle
Mukherjee, Chandra Sekhar, Peng, Pan, Zhang, Jiapeng
The stochastic block model (SBM) is a fundamental model for studying graph clustering or community detection in networks. It has received great attention in the last decade and the balanced case, i.e., assuming all clusters have large size, has been well studied. However, our understanding of SBM with unbalanced communities (arguably, more relevant in practice) is still limited. In this paper, we provide a simple SVD-based algorithm for recovering the communities in the SBM with communities of varying sizes. We improve upon a result of Ailon, Chen and Xu [ICML 2013; JMLR 2015] by removing the assumption that there is a large interval such that the sizes of clusters do not fall in, and also remove the dependency of the size of the recoverable clusters on the number of underlying clusters. We further complement our theoretical improvements with experimental comparisons. Under the planted clique conjecture, the size of the clusters that can be recovered by our algorithm is nearly optimal (up to poly-logarithmic factors) when the probability parameters are constant. As a byproduct, we obtain an efficient clustering algorithm with sublinear query complexity in a faulty oracle model, which is capable of detecting all clusters larger than $\tilde{\Omega}({\sqrt{n}})$, even in the presence of $\Omega(n)$ small clusters in the graph. In contrast, previous efficient algorithms that use a sublinear number of queries are incapable of recovering any large clusters if there are more than $\tilde{\Omega}(n^{2/5})$ small clusters.
ASBART:Accelerated Soft Bayes Additive Regression Trees
Bayes additive regression trees(BART) is a nonparametric regression model which has gained wide-spread popularity in recent years due to its flexibility and high accuracy of estimation. Soft BART,one variation of BART,improves both practically and heoretically on existing Bayesian sum-of-trees models. One bottleneck for Soft BART is its slow speed in the long MCMC loop. Compared to BART,it use more than about 20 times to complete the calculation with the default setting. We proposed a variant of BART named accelerate Soft BART(ASBART). Simulation studies show that the new method is about 10 times faster than the Soft BART with comparable accuracy. Our code is open-source and available at https://github.com/richael008/XSBART.
Distributed Linear Regression with Compositional Covariates
Chao, Yue, Huang, Lei, Ma, Xuejun
With the availability of extraordinarily huge data sets, solving the problems of distributed statistical methodology and computing for such data sets has become increasingly crucial in the big data area. In this paper, we focus on the distributed sparse penalized linear log-contrast model in massive compositional data. In particular, two distributed optimization techniques under centralized and decentralized topologies are proposed for solving the two different constrained convex optimization problems. Both two proposed algorithms are based on the frameworks of Alternating Direction Method of Multipliers (ADMM) and Coordinate Descent Method of Multipliers(CDMM, Lin et al., 2014, Biometrika). It is worth emphasizing that, in the decentralized topology, we introduce a distributed coordinate-wise descent algorithm based on Group ADMM(GADMM, Elgabli et al., 2020, Journal of Machine Learning Research) for obtaining a communication-efficient regularized estimation. Correspondingly, the convergence theories of the proposed algorithms are rigorously established under some regularity conditions. Numerical experiments on both synthetic and real data are conducted to evaluate our proposed algorithms.
Policy Gradient Algorithms Implicitly Optimize by Continuation
Bolland, Adrien, Louppe, Gilles, Ernst, Damien
Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification of these algorithms. First, we formulate direct policy optimization in the optimization by continuation framework. The latter is a framework for optimizing nonconvex functions where a sequence of surrogate objective functions, called continuations, are locally optimized. Second, we show that optimizing affine Gaussian policies and performing entropy regularization can be interpreted as implicitly optimizing deterministic policies by continuation. Based on these theoretical results, we argue that exploration in policy-gradient algorithms consists in computing a continuation of the return of the policy at hand, and that the variance of policies should be history-dependent functions adapted to avoid local extrema rather than to maximize the return of the policy.
Employing Feature Selection Algorithms to Determine the Immune State of a Mouse Model of Rheumatoid Arthritis
Colbert, Brendon K., Mangal, Joslyn L., Talitckii, Aleksandr, Acharya, Abhinav P., Peet, Matthew M.
The immune response is a dynamic process by which the body determines whether an antigen is self or nonself. The state of this dynamic process is defined by the relative balance and population of inflammatory and regulatory actors which comprise this decision making process. The goal of immunotherapy as applied to, e.g. Rheumatoid Arthritis (RA), then, is to bias the immune state in favor of the regulatory actors - thereby shutting down autoimmune pathways in the response. While there are several known approaches to immunotherapy, the effectiveness of the therapy will depend on how this intervention alters the evolution of this state. Unfortunately, this process is determined not only by the dynamics of the process, but the state of the system at the time of intervention - a state which is difficult if not impossible to determine prior to application of the therapy. To identify such states we consider a mouse model of RA (Collagen-Induced Arthritis (CIA)) immunotherapy; collect high dimensional data on T cell markers and populations of mice after treatment with a recently developed immunotherapy for CIA; and use feature selection algorithms in order to select a lower dimensional subset of this data which can be used to predict both the full set of T cell markers and populations, along with the efficacy of immunotherapy treatment.
Physics-aware Machine Learning Revolutionizes Scientific Paradigm for Machine Learning and Process-based Hydrology
Xu, Qingsong, Shi, Yilei, Bamber, Jonathan, Tuo, Ye, Ludwig, Ralf, Zhu, Xiao Xiang
Accurate hydrological understanding and water cycle prediction are crucial for addressing scientific and societal challenges associated with the management of water resources, particularly under the dynamic influence of anthropogenic climate change. Existing reviews predominantly concentrate on the development of machine learning (ML) in this field, yet there is a clear distinction between hydrology and ML as separate paradigms. Here, we introduce physics-aware ML as a transformative approach to overcome the perceived barrier and revolutionize both fields. Specifically, we present a comprehensive review of the physics-aware ML methods, building a structured community (PaML) of existing methodologies that integrate prior physical knowledge or physics-based modeling into ML. We systematically analyze these PaML methodologies with respect to four aspects: physical data-guided ML, physics-informed ML, physics-embedded ML, and physics-aware hybrid learning. PaML facilitates ML-aided hypotheses, accelerating insights from big data and fostering scientific discoveries. We first conduct a systematic review of hydrology in PaML, including rainfall-runoff hydrological processes and hydrodynamic processes, and highlight the most promising and challenging directions for different objectives and PaML methods. Finally, a new PaML-based hydrology platform, termed HydroPML, is released as a foundation for hydrological applications. HydroPML enhances the explainability and causality of ML and lays the groundwork for the digital water cycle's realization. The HydroPML platform is publicly available at https://hydropml.github.io/.