Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the performance of a single predictor can be highly variable due to shifts in the underlying data distribution. This paper proposes a new methodology for building robust ensembles of time series forecasting models. Our approach utilizes Adaptive Robust Optimization (ARO) to construct a linear regression ensemble in which the models' weights can adapt over time. We demonstrate the effectiveness of our method through a series of synthetic experiments and real-world applications, including air pollution management, energy consumption forecasting, and tropical cyclone intensity forecasting. Our results show that our adaptive ensembles outperform the best ensemble member in hindsight by 16-26% in root mean square error and 14-28% in conditional value at risk and improve over competitive ensemble techniques.

While a growing body of literature has been studying new Graph Neural Networks (GNNs) that work on both homophilic and heterophilic graphs, little has been done on adapting classical GNNs to less-homophilic graphs. Although the ability to handle less-homophilic graphs is restricted, classical GNNs still stand out in several nice properties such as efficiency, simplicity, and explainability. In this work, we propose a novel graph restructuring method that can be integrated into any type of GNNs, including classical GNNs, to leverage the benefits of existing GNNs while alleviating their limitations. Our contribution is threefold: a) learning the weight of pseudo-eigenvectors for an adaptive spectral clustering that aligns well with known node labels, b) proposing a new density-aware homophilic metric that is robust to label imbalance, and c) reconstructing the adjacency matrix based on the result of adaptive spectral clustering to maximize the homophilic scores. The experimental results show that our graph restructuring method can significantly boost the performance of six classical GNNs by an average of 25% on less-homophilic graphs. The boosted performance is comparable to state-of-the-art methods.

Self-driving vehicles rely on urban street maps for autonomous navigation. In this paper, we introduce Pix2Map, a method for inferring urban street map topology directly from ego-view images, as needed to continually update and expand existing maps. This is a challenging task, as we need to infer a complex urban road topology directly from raw image data. The main insight of this paper is that this problem can be posed as cross-modal retrieval by learning a joint, cross-modal embedding space for images and existing maps, represented as discrete graphs that encode the topological layout of the visual surroundings. We conduct our experimental evaluation using the Argoverse dataset and show that it is indeed possible to accurately retrieve street maps corresponding to both seen and unseen roads solely from image data. Moreover, we show that our retrieved maps can be used to update or expand existing maps and even show proof-of-concept results for visual localization and image retrieval from spatial graphs.

Regression trees are one of the oldest forms of AI models, and their predictions can be made without a calculator, which makes them broadly useful, particularly for high-stakes applications. Within the large literature on regression trees, there has been little effort towards full provable optimization, mainly due to the computational hardness of the problem. This work proposes a dynamic-programming-with-bounds approach to the construction of provably-optimal sparse regression trees. We leverage a novel lower bound based on an optimal solution to the k-Means clustering algorithm in 1-dimension over the set of labels. We are often able to find optimal sparse trees in seconds, even for challenging datasets that involve large numbers of samples and highly-correlated features.

Meta-learning has arisen as a successful method for improving training performance by training over many similar tasks, especially with deep neural networks (DNNs). However, the theoretical understanding of when and why overparameterized models such as DNNs can generalize well in meta-learning is still limited. As an initial step towards addressing this challenge, this paper studies the generalization performance of overfitted meta-learning under a linear regression model with Gaussian features. In contrast to a few recent studies along the same line, our framework allows the number of model parameters to be arbitrarily larger than the number of features in the ground truth signal, and hence naturally captures the overparameterized regime in practical deep meta-learning. We show that the overfitted min $\ell_2$-norm solution of model-agnostic meta-learning (MAML) can be beneficial, which is similar to the recent remarkable findings on ``benign overfitting'' and ``double descent'' phenomenon in the classical (single-task) linear regression. However, due to the uniqueness of meta-learning such as task-specific gradient descent inner training and the diversity/fluctuation of the ground-truth signals among training tasks, we find new and interesting properties that do not exist in single-task linear regression. We first provide a high-probability upper bound (under reasonable tightness) on the generalization error, where certain terms decrease when the number of features increases. Our analysis suggests that benign overfitting is more significant and easier to observe when the noise and the diversity/fluctuation of the ground truth of each training task are large. Under this circumstance, we show that the overfitted min $\ell_2$-norm solution can achieve an even lower generalization error than the underparameterized solution.

Federated Learning (FL) has emerged as a promising distributed learning paradigm with an added advantage of data privacy. With the growing interest in having collaboration among data owners, FL has gained significant attention of organizations. The idea of FL is to enable collaborating participants train machine learning (ML) models on decentralized data without breaching privacy. In simpler words, federated learning is the approach of ``bringing the model to the data, instead of bringing the data to the mode''. Federated learning, when applied to data which is partitioned vertically across participants, is able to build a complete ML model by combining local models trained only using the data with distinct features at the local sites. This architecture of FL is referred to as vertical federated learning (VFL), which differs from the conventional FL on horizontally partitioned data. As VFL is different from conventional FL, it comes with its own issues and challenges. In this paper, we present a structured literature review discussing the state-of-the-art approaches in VFL. Additionally, the literature review highlights the existing solutions to challenges in VFL and provides potential research directions in this domain.

Ensembling has proven to be a powerful technique for boosting model performance, uncertainty estimation, and robustness in supervised learning. Advances in self-supervised learning (SSL) enable leveraging large unlabeled corpora for state-of-the-art few-shot and supervised learning performance. In this paper, we explore how ensemble methods can improve recent SSL techniques by developing a framework that permits data-dependent weighted cross-entropy losses. We refrain from ensembling the representation backbone; this choice yields an efficient ensemble method that incurs a small training cost and requires no architectural changes or computational overhead to downstream evaluation. The effectiveness of our method is demonstrated with two state-of-the-art SSL methods, DINO (Caron et al., 2021) and MSN (Assran et al., 2022). Our method outperforms both in multiple evaluation metrics on ImageNet-1K, particularly in the few-shot setting. We explore several weighting schemes and find that those which increase the diversity of ensemble heads lead to better downstream evaluation results. Thorough experiments yield improved prior art baselines which our method still surpasses; e.g., our overall improvement with MSN ViT-B/16 is 3.9 p.p. for 1-shot learning. These successes have encouraged increasingly advanced SSL techniques (e.g., Grill et al., 2020; Zbontar et al., 2021; He et al., 2022). Perhaps surprisingly however, a simple and otherwise common idea has received limited consideration: ensembling. Ensembling combines predictions from multiple trained models and has proven effective at improving model accuracy (Hansen & Salamon, 1990; Perrone & Cooper, 1992) and capturing predictive uncertainty in supervised learning (Lakshminarayanan et al., 2017; Ovadia et al., 2019). Ensembling in the SSL regime is nuanced, however; since the goal is to learn useful representations from unlabeled data, it is less obvious where and how to ensemble. We explore these questions in this work.

Heterogeneity of data distributed across clients limits the performance of global models trained through federated learning, especially in the settings with highly imbalanced class distributions of local datasets. In recent years, personalized federated learning (pFL) has emerged as a potential solution to the challenges presented by heterogeneous data. However, existing pFL methods typically enhance performance of local models at the expense of the global model's accuracy. We propose FedHKD (Federated Hyper-Knowledge Distillation), a novel FL algorithm in which clients rely on knowledge distillation (KD) to train local models. In particular, each client extracts and sends to the server the means of local data representations and the corresponding soft predictions - information that we refer to as "hyper-knowledge". Notably, unlike other KD-based pFL methods, FedHKD does not rely on a public dataset nor it deploys a generative model at the server. We analyze convergence of FedHKD and conduct extensive experiments on visual datasets in a variety of scenarios, demonstrating that FedHKD provides significant improvement in both personalized as well as global model performance compared to state-of-the-art FL methods designed for heterogeneous data settings. Federated learning (FL), a communication-efficient and privacy-preserving alternative to training on centrally aggregated data, relies on collaboration between clients who own local data to train a global machine learning model.

The use of pretrained embeddings has become widespread in modern e-commerce machine learning (ML) systems. In practice, however, we have encountered several key issues when using pretrained embedding in a real-world production system, many of which cannot be fully explained by current knowledge. Unfortunately, we find that there is a lack of a thorough understanding of how pre-trained embeddings work, especially their intrinsic properties and interactions with downstream tasks. Consequently, it becomes challenging to make interactive and scalable decisions regarding the use of pre-trained embeddings in practice. Our investigation leads to two significant discoveries about using pretrained embeddings in e-commerce applications. Firstly, we find that the design of the pretraining and downstream models, particularly how they encode and decode information via embedding vectors, can have a profound impact. Secondly, we establish a principled perspective of pre-trained embeddings via the lens of kernel analysis, which can be used to evaluate their predictability, interactively and scalably. These findings help to address the practical challenges we faced and offer valuable guidance for successful adoption of pretrained embeddings in real-world production. Our conclusions are backed by solid theoretical reasoning, benchmark experiments, as well as online testings.

This work proposes a self-supervised learning system for segmenting rigid objects in RGB images. The proposed pipeline is trained on unlabeled RGB-D videos of static objects, which can be captured with a camera carried by a mobile robot. A key feature of the self-supervised training process is a graph-matching algorithm that operates on the over-segmentation output of the point cloud that is reconstructed from each video. The graph matching, along with point cloud registration, is able to find reoccurring object patterns across videos and combine them into 3D object pseudo labels, even under occlusions or different viewing angles. Projected 2D object masks from 3D pseudo labels are used to train a pixel-wise feature extractor through contrastive learning. During online inference, a clustering method uses the learned features to cluster foreground pixels into object segments. Experiments highlight the method's effectiveness on both real and synthetic video datasets, which include cluttered scenes of tabletop objects. The proposed method outperforms existing unsupervised methods for object segmentation by a large margin.