Multi-view learning (MVL) has gained great success in integrating information from multiple perspectives of a dataset to improve downstream task performance. To make MVL methods more practical in an open-ended environment, this paper investigates a novel paradigm called multi-view class incremental learning (MVCIL), where a single model incrementally classifies new classes from a continual stream of views, requiring no access to earlier views of data. However, MVCIL is challenged by the catastrophic forgetting of old information and the interference with learning new concepts. To address this, we first develop a randomization-based representation learning technique serving for feature extraction to guarantee their separate view-optimal working states, during which multiple views belonging to a class are presented sequentially; Then, we integrate them one by one in the orthogonality fusion subspace spanned by the extracted features; Finally, we introduce selective weight consolidation for learning-without-forgetting decision-making while encountering new classes. Extensive experiments on synthetic and real-world datasets validate the effectiveness of our approach.

Over-parameterized neural language models (LMs) can memorize and recite long sequences of training data. While such memorization is normally associated with undesired properties such as overfitting and information leaking, our work casts memorization as an unexplored capability of LMs. We propose the first symmetric encryption algorithm with autoregressive language models (SELM). We show that autoregressive LMs can encode arbitrary data into a compact real-valued vector (i.e., encryption) and then losslessly decode the vector to the original message (i.e., decryption) via random subspace optimization and greedy decoding. While SELM is not amenable to conventional cryptanalysis, we investigate its security through a novel empirical variant of the classic IND-CPA (indistinguishability under chosen-plaintext attack) game and show promising results on security. Our code and datasets are available at https://github.com/OSU-NLP-Group/SELM.

We consider dynamic pricing strategies in a streamed longitudinal data set-up where the objective is to maximize, over time, the cumulative profit across a large number of customer segments. We consider a dynamic model with the consumers' preferences as well as price sensitivity varying over time. Building on the well-known finding that consumers sharing similar characteristics act in similar ways, we consider a global shrinkage structure, which assumes that the consumers' preferences across the different segments can be well approximated by a spatial autoregressive (SAR) model. In such a streamed longitudinal set-up, we measure the performance of a dynamic pricing policy via regret, which is the expected revenue loss compared to a clairvoyant that knows the sequence of model parameters in advance. We propose a pricing policy based on penalized stochastic gradient descent (PSGD) and explicitly characterize its regret as functions of time, the temporal variability in the model parameters as well as the strength of the auto-correlation network structure spanning the varied customer segments. Our regret analysis results not only demonstrate asymptotic optimality of the proposed policy but also show that for policy planning it is essential to incorporate available structural information as policies based on unshrunken models are highly sub-optimal in the aforementioned set-up. We conduct simulation experiments across a wide range of regimes as well as real-world networks based studies and report encouraging performance for our proposed method.

Effective Prognostics and Health Management (PHM) relies on accurate prediction of the Remaining Useful Life (RUL). Data-driven RUL prediction techniques rely heavily on the representativeness of the available time-to-failure trajectories. Therefore, these methods may not perform well when applied to data from new units of a fleet that follow different operating conditions than those they were trained on. This is also known as domain shifts. Domain adaptation (DA) methods aim to address the domain shift problem by extracting domain invariant features. However, DA methods do not distinguish between the different phases of operation, such as steady states or transient phases. This can result in misalignment due to under- or over-representation of different operation phases. This paper proposes two novel DA approaches for RUL prediction based on an adversarial domain adaptation framework that considers the different phases of the operation profiles separately. The proposed methodologies align the marginal distributions of each phase of the operation profile in the source domain with its counterpart in the target domain. The effectiveness of the proposed methods is evaluated using the New Commercial Modular Aero-Propulsion System (N-CMAPSS) dataset, where sub-fleets of turbofan engines operating in one of the three different flight classes (short, medium, and long) are treated as separate domains. The experimental results show that the proposed methods improve the accuracy of RUL predictions compared to current state-of-the-art DA methods.

Large multilingual language models typically rely on a single vocabulary shared across 100+ languages. As these models have increased in parameter count and depth, vocabulary size has remained largely unchanged. This \textit{vocabulary bottleneck} limits the representational capabilities of multilingual models like XLM-R. In this paper, we introduce a new approach for scaling to very large multilingual vocabularies by de-emphasizing token sharing between languages with little lexical overlap and assigning vocabulary capacity to achieve sufficient coverage for each individual language. Tokenizations using our vocabulary are typically more semantically meaningful and shorter compared to XLM-R. Leveraging this improved vocabulary, we train XLM-V, a multilingual language model with a one million token vocabulary. XLM-V outperforms XLM-R on every task we tested on ranging from natural language inference (XNLI), question answering (MLQA, XQuAD, TyDiQA), to named entity recognition (WikiAnn). XLM-V is particularly effective on low-resource language tasks and outperforms XLM-R by 11.2% and 5.8% absolute on MasakhaNER and Americas NLI, respectively.

While therapies for altering the immune composition, including immunotherapies, have shown exciting results for treating hematological cancers, they are less effective for immunologically-cold, solid tumors. Spatial omics technologies capture the spatial organization of the TME with unprecedented molecular detail, revealing the relationship between immune cell localization and molecular signals. Here, we formulate T-cell infiltration prediction as a self-supervised machine learning problem and develop a counterfactual optimization strategy that leverages large scale spatial omics profiles of patient tumors to design tumor perturbations predicted to boost T-cell infiltration. A convolutional neural network predicts T-cell distribution based on signaling molecules in the TME provided by imaging mass cytometry. Gradient-based counterfactual generation, then, computes perturbations predicted to boost T-cell abundance. We apply our framework to melanoma, colorectal cancer (CRC) liver metastases, and breast tumor data, discovering combinatorial perturbations predicted to support T-cell infiltration across tens to hundreds of patients. This work presents a paradigm for counterfactual-based prediction and design of cancer therapeutics using spatial omics data.

Machine learning research has long focused on models rather than datasets, and prominent datasets are used for common ML tasks without regard to the breadth, difficulty, and faithfulness of the underlying problems. Neglecting the fundamental importance of data has given rise to inaccuracy, bias, and fragility in real-world applications, and research is hindered by saturation across existing dataset benchmarks. In response, we present DataPerf, a community-led benchmark suite for evaluating ML datasets and data-centric algorithms. We aim to foster innovation in data-centric AI through competition, comparability, and reproducibility. We enable the ML community to iterate on datasets, instead of just architectures, and we provide an open, online platform with multiple rounds of challenges to support this iterative development. The first iteration of DataPerf contains five benchmarks covering a wide spectrum of data-centric techniques, tasks, and modalities in vision, speech, acquisition, debugging, and diffusion prompting, and we support hosting new contributed benchmarks from the community. The benchmarks, online evaluation platform, and baseline implementations are open source, and the MLCommons Association will maintain DataPerf to ensure long-term benefits to academia and industry.

The problems of Lasso regression and optimal design of experiments share a critical property: their optimal solutions are typically \emph{sparse}, i.e., only a small fraction of the optimal variables are non-zero. Therefore, the identification of the support of an optimal solution reduces the dimensionality of the problem and can yield a substantial simplification of the calculations. It has recently been shown that linear regression with a \emph{squared} $\ell_1$-norm sparsity-inducing penalty is equivalent to an optimal experimental design problem. In this work, we use this equivalence to derive safe screening rules that can be used to discard inessential samples. Compared to previously existing rules, the new tests are much faster to compute, especially for problems involving a parameter space of high dimension, and can be used dynamically within any iterative solver, with negligible computational overhead. Moreover, we show how an existing homotopy algorithm to compute the regularization path of the lasso method can be reparametrized with respect to the squared $\ell_1$-penalty. This allows the computation of a Bayes $c$-optimal design in a finite number of steps and can be several orders of magnitude faster than standard first-order algorithms. The efficiency of the new screening rules and of the homotopy algorithm are demonstrated on different examples based on real data.

A Metropolis-Hastings step is widely used for gradient-based Markov chain Monte Carlo methods in uncertainty quantification. By calculating acceptance probabilities on batches, a stochastic Metropolis-Hastings step saves computational costs, but reduces the effective sample size. We show that this obstacle can be avoided by a simple correction term. We study statistical properties of the resulting stationary distribution of the chain if the corrected stochastic Metropolis-Hastings approach is applied to sample from a Gibbs posterior distribution in a nonparametric regression setting. Focusing on deep neural network regression, we prove a PAC-Bayes oracle inequality which yields optimal contraction rates and we analyze the diameter and show high coverage probability of the resulting credible sets. With a numerical example in a high-dimensional parameter space, we illustrate that credible sets and contraction rates of the stochastic Metropolis-Hastings algorithm indeed behave similar to those obtained from the classical Metropolis-adjusted Langevin algorithm.

The concepts of bias and variance, obtained from decomposing the generalization error, are of fundamental importance in machine learning. Classical wisdom suggests that there is a trade-off between bias and variance: models of low capacity have high bias and low variance, while models of high capacity have low bias and high variance. This understanding served as an important guiding principle for developing generalizable machine learning models, suggesting that they should be neither too large nor too small [Bishop, 2006]. Recently, a line of research found that deep models defy this classical wisdom [Belkin et al., 2019]: their variance curves exhibit a unimodal shape that first increases with model size, then decreases beyond the point that the models can perfectly fit the training data [Neal et al., 2018, Yang et al., 2020]. While the unimodal variance curve explains why over-parameterized deep models generalize well, there is still a lack of understanding on why it occurs. This paper revisits the study of bias and variance to understand their behavior in deep models. We perform a per-sample measurement of bias and variance in popular deep classification models. Our study reveals a curious phenomenon, which is radically different from the classical tradeoff perspective on bias-variance, while is concordant with more recent works [Belkin et al., 2019, Hastie et al., 2022, Mei and Montanari, 2022].