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 Statistical Learning


Finite-Sample Bounds for Adaptive Inverse Reinforcement Learning using Passive Langevin Dynamics

arXiv.org Machine Learning

This paper provides a finite-sample analysis of a passive stochastic gradient Langevin dynamics algorithm (PSGLD) designed to achieve adaptive inverse reinforcement learning (IRL). By passive, we mean that the noisy gradients available to the PSGLD algorithm (inverse learning process) are evaluated at randomly chosen points by an external stochastic gradient algorithm (forward learner) that aims to optimize a cost function. The PSGLD algorithm acts as a randomized sampler to achieve adaptive IRL by reconstructing this cost function nonparametrically from the stationary measure of a Langevin diffusion. Previous work has analyzed the asymptotic performance of this passive algorithm using weak convergence techniques. This paper analyzes the non-asymptotic (finite-sample) performance using a logarithmic-Sobolev inequality and the Otto-Villani Theorem. We obtain finite-sample bounds on the 2-Wasserstein distance between the estimates generated by the PSGLD algorithm and the cost function. Apart from achieving finite-sample guarantees for adaptive IRL, this work extends a line of research in analysis of passive stochastic gradient algorithms to the finite-sample regime for Langevin dynamics.


Robust leave-one-out cross-validation for high-dimensional Bayesian models

arXiv.org Machine Learning

Leave-one-out cross-validation (LOO-CV) is a popular method for estimating out-of-sample predictive accuracy. However, computing LOO-CV criteria can be computationally expensive due to the need to fit the model multiple times. In the Bayesian context, importance sampling provides a possible solution but classical approaches can easily produce estimators whose asymptotic variance is infinite, making them potentially unreliable. Here we propose and analyze a novel mixture estimator to compute Bayesian LOO-CV criteria. Our method retains the simplicity and computational convenience of classical approaches, while guaranteeing finite asymptotic variance of the resulting estimators. Both theoretical and numerical results are provided to illustrate the improved robustness and efficiency. The computational benefits are particularly significant in high-dimensional problems, allowing to perform Bayesian LOO-CV for a broader range of models, and datasets with highly influential observations. The proposed methodology is easily implementable in standard probabilistic programming software and has a computational cost roughly equivalent to fitting the original model once.


Causal Graph Discovery from Self and Mutually Exciting Time Series

arXiv.org Artificial Intelligence

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone Variational Inequality (VI) formulation, we cast the causal discovery problem as a general convex optimization. Furthermore, we develop a non-asymptotic recovery guarantee and quantifiable uncertainty by solving a linear program to establish confidence intervals for a wide range of non-linear monotone link functions. We validate our theoretical results and show the competitive performance of our method via extensive numerical experiments. Most importantly, we demonstrate the effectiveness of our approach in recovering highly interpretable causal DAGs over Sepsis Associated Derangements (SADs) while achieving comparable prediction performance to powerful ``black-box'' models such as XGBoost. Thus, the future adoption of our proposed method to conduct continuous surveillance of high-risk patients by clinicians is much more likely.


A Review on AI Algorithms for Energy Management in E-Mobility Services

arXiv.org Artificial Intelligence

E-mobility, or electric mobility, has emerged as a pivotal solution to address pressing environmental and sustainability concerns in the transportation sector. The depletion of fossil fuels, escalating greenhouse gas emissions, and the imperative to combat climate change underscore the significance of transitioning to electric vehicles (EVs). This paper seeks to explore the potential of artificial intelligence (AI) in addressing various challenges related to effective energy management in e-mobility systems (EMS). These challenges encompass critical factors such as range anxiety, charge rate optimization, and the longevity of energy storage in EVs. By analyzing existing literature, we delve into the role that AI can play in tackling these challenges and enabling efficient energy management in EMS. Our objectives are twofold: to provide an overview of the current state-of-the-art in this research domain and propose effective avenues for future investigations. Through this analysis, we aim to contribute to the advancement of sustainable and efficient e-mobility solutions, shaping a greener and more sustainable future for transportation.


Automated Detection of Persistent Inflammatory Biomarkers in Post-COVID-19 Patients Using Machine Learning Techniques

arXiv.org Artificial Intelligence

The COVID-19 pandemic has left a lasting impact on individuals, with many experiencing persistent symptoms, including inflammation, in the post-acute phase of the disease. Detecting and monitoring these inflammatory biomarkers is critical for timely intervention and improved patient outcomes. This study employs machine learning techniques to automate the identification of persistent inflammatory biomarkers in 290 post-COVID-19 patients, based on medical data collected from hospitals in Iraq. The data encompassed a wide array of clinical parameters, such as C-reactive protein and interleukin-6 levels, patient demographics, comorbidities, and treatment histories. Rigorous data preprocessing and feature selection processes were implemented to optimize the dataset for machine learning analysis. Various machine learning algorithms, including logistic regression, random forests, support vector machines, and gradient boosting, were deployed to construct predictive models. These models exhibited promising results, showcasing high accuracy and precision in the identification of patients with persistent inflammation. The findings of this study underscore the potential of machine learning in automating the detection of persistent inflammatory biomarkers in post-COVID-19 patients. These models can serve as valuable tools for healthcare providers, facilitating early diagnosis and personalized treatment strategies for individuals at risk of persistent inflammation, ultimately contributing to improved post-acute COVID-19 care and patient well-being. Keywords: COVID-19, post-COVID-19, inflammation, biomarkers, machine learning, early detection.


Low-Cost Exoskeletons for Learning Whole-Arm Manipulation in the Wild

arXiv.org Artificial Intelligence

While humans can use parts of their arms other than the hands for manipulations like gathering and supporting, whether robots can effectively learn and perform the same type of operations remains relatively unexplored. As these manipulations require joint-level control to regulate the complete poses of the robots, we develop AirExo, a low-cost, adaptable, and portable dual-arm exoskeleton, for teleoperation and demonstration collection. As collecting teleoperated data is expensive and time-consuming, we further leverage AirExo to collect cheap in-the-wild demonstrations at scale. Under our in-the-wild learning framework, we show that with only 3 minutes of the teleoperated demonstrations, augmented by diverse and extensive in-the-wild data collected by AirExo, robots can learn a policy that is comparable to or even better than one learned from teleoperated demonstrations lasting over 20 minutes. Experiments demonstrate that our approach enables the model to learn a more general and robust policy across the various stages of the task, enhancing the success rates in task completion even with the presence of disturbances. Project website: https://airexo.github.io/


Credit Card Fraud Detection with Subspace Learning-based One-Class Classification

arXiv.org Artificial Intelligence

In an increasingly digitalized commerce landscape, the proliferation of credit card fraud and the evolution of sophisticated fraudulent techniques have led to substantial financial losses. Automating credit card fraud detection is a viable way to accelerate detection, reducing response times and minimizing potential financial losses. However, addressing this challenge is complicated by the highly imbalanced nature of the datasets, where genuine transactions vastly outnumber fraudulent ones. Furthermore, the high number of dimensions within the feature set gives rise to the ``curse of dimensionality". In this paper, we investigate subspace learning-based approaches centered on One-Class Classification (OCC) algorithms, which excel in handling imbalanced data distributions and possess the capability to anticipate and counter the transactions carried out by yet-to-be-invented fraud techniques. The study highlights the potential of subspace learning-based OCC algorithms by investigating the limitations of current fraud detection strategies and the specific challenges of credit card fraud detection. These algorithms integrate subspace learning into the data description; hence, the models transform the data into a lower-dimensional subspace optimized for OCC. Through rigorous experimentation and analysis, the study validated that the proposed approach helps tackle the curse of dimensionality and the imbalanced nature of credit card data for automatic fraud detection to mitigate financial losses caused by fraudulent activities.


A Comprehensive Review of Community Detection in Graphs

arXiv.org Artificial Intelligence

The study of complex networks has significantly advanced our understanding of community structures which serves as a crucial feature of real-world graphs. Detecting communities in graphs is a challenging problem with applications in sociology, biology, and computer science. Despite the efforts of an interdisciplinary community of scientists, a satisfactory solution to this problem has not yet been achieved. This review article delves into the topic of community detection in graphs, which serves as a crucial role in understanding the organization and functioning of complex systems. We begin by introducing the concept of community structure, which refers to the arrangement of vertices into clusters, with strong internal connections and weaker connections between clusters. Then, we provide a thorough exposition of various community detection methods, including a new method designed by us. Additionally, we explore real-world applications of community detection in diverse networks. In conclusion, this comprehensive review provides a deep understanding of community detection in graphs. It serves as a valuable resource for researchers and practitioners in multiple disciplines, offering insights into the challenges, methodologies, and applications of community detection in complex networks.


One-Step Estimation of Differentiable Hilbert-Valued Parameters

arXiv.org Machine Learning

We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient, root-n rate estimators and corresponding confidence sets. These estimators correspond to generalizations of cross-fitted one-step estimators based on Hilbert-valued efficient influence functions. We give theoretical guarantees even when arbitrary estimators of nuisance functions are used, including those based on machine learning techniques. We show that these results naturally extend to Hilbert spaces that lack a reproducing kernel, as long as the parameter has an efficient influence function. However, we also uncover the unfortunate fact that, when there is no reproducing kernel, many interesting parameters fail to have an efficient influence function, even though they are pathwise differentiable. To handle these cases, we propose a regularized one-step estimator and associated confidence sets. We also show that pathwise differentiability, which is a central requirement of our approach, holds in many cases. Specifically, we provide multiple examples of pathwise differentiable parameters and develop corresponding estimators and confidence sets. Among these examples, four are particularly relevant to ongoing research by the causal inference community: the counterfactual density function, dose-response function, conditional average treatment effect function, and counterfactual kernel mean embedding.


Hebbian learning inspired estimation of the linear regression parameters from queries

arXiv.org Artificial Intelligence

Local learning rules in biological neural networks (BNNs) are commonly referred to as Hebbian learning. [26] links a biologically motivated Hebbian learning rule to a specific zeroth-order optimization method. In this work, we study a variation of this Hebbian learning rule to recover the regression vector in the linear regression model. Zeroth-order optimization methods are known to converge with suboptimal rate for large parameter dimension compared to first-order methods like gradient descent, and are therefore thought to be in general inferior. By establishing upper and lower bounds, we show, however, that such methods achieve near-optimal rates if only queries of the linear regression loss are available. Moreover, we prove that this Hebbian learning rule can achieve considerably faster rates than any non-adaptive method that selects the queries independently of the data.