Learning with few labeled tabular samples is often an essential requirement for industrial machine learning applications as varieties of tabular data suffer from high annotation costs or have difficulties in collecting new samples for novel tasks. Despite the utter importance, such a problem is quite under-explored in the field of tabular learning, and existing few-shot learning schemes from other domains are not straightforward to apply, mainly due to the heterogeneous characteristics of tabular data. In this paper, we propose a simple yet effective framework for few-shot semi-supervised tabular learning, coined Self-generated Tasks from UNlabeled Tables (STUNT). Our key idea is to self-generate diverse few-shot tasks by treating randomly chosen columns as a target label. We then employ a meta-learning scheme to learn generalizable knowledge with the constructed tasks. Moreover, we introduce an unsupervised validation scheme for hyperparameter search (and early stopping) by generating a pseudo-validation set using STUNT from unlabeled data. Our experimental results demonstrate that our simple framework brings significant performance gain under various tabular few-shot learning benchmarks, compared to prior semi-and self-supervised baselines. Learning with few labeled samples is often an essential ingredient of machine learning applications for practical deployment. However, while various few-shot learning schemes have been actively developed over several domains, including images (Chen et al., 2019) and languages (Min et al., 2022), such research has been under-explored in the tabular domain despite its practical importance in industries (Guo et al., 2017; Zhang et al., 2020; Ulmer et al., 2020). In particular, few-shot tabular learning is a crucial application as varieties of tabular datasets (i) suffer from high labeling costs, e.g., the credit risk in financial datasets (Clements et al., 2020), and (ii) even show difficulties in collecting new samples for novel tasks, e.g., a patient with a rare or new disease (Peplow, 2016) such as an early infected patient of COVID-19 (Zhou et al., 2020). To tackle such limited label issues, a common consensus across various domains is to utilize unlabeled datasets for learning a generalizable and transferable representation, e.g., images (Chen et al., 2020a) and languages (Radford et al., 2019). Especially, prior works have shown that representations learned with self-supervised learning are notably effective when fine-tuned or jointly learned with few labeled samples (Tian et al., 2020; Perez et al., 2021; Lee et al., 2021b; Lee & Shin, 2022).

In this literature review, we provided a survey of interpretable and explainable machine learning methods (see Tables 1 and 2 for the summary of the techniques), described commonest goals and desiderata for these techniques, motivated their relevance in several fields of application, and discussed their quantitative evaluation. Interpretability and explainability still remain an active area of research, especially, in the face of recent rapid progress in designing highly performant predictive models and inevitable infusion of machine learning into other domains, where decisions have far-reaching consequences. For years the field has been challenged by a lack of clear definitions for interpretability or explainability, these terms being often wielded "in a quasi-mathematical way"[6,122]. For many techniques, there still exist no satisfactory functionally-grounded evaluation criteria and universally accepted benchmarks, hindering reproducibility and model comparison. Moreover, meaningful adaptations of these methods to'real-world' machine learning systems and data analysis problems largely remain a matter for the future. It has been argued that, for successful and widespread use of interpretable and explainable machine learning models, stakeholders need to be involved in the discussion[4, 122]. A meaningful and equal collaboration between machine learning researchers and stakeholders from various domains, such as medicine, natural sciences, and law, is a logical next step within the evolution of interpretable and explainable ML.

We propose an approach based on function evaluations and Bayesian inference to extract higher-order differential information of objective functions {from a given ensemble of particles}. Pointwise evaluation $\{V(x^i)\}_i$ of some potential $V$ in an ensemble $\{x^i\}_i$ contains implicit information about first or higher order derivatives, which can be made explicit with little computational effort (ensemble-based gradient inference -- EGI). We suggest to use this information for the improvement of established ensemble-based numerical methods for optimization and sampling such as Consensus-based optimization and Langevin-based samplers. Numerical studies indicate that the augmented algorithms are often superior to their gradient-free variants, in particular the augmented methods help the ensembles to escape their initial domain, to explore multimodal, non-Gaussian settings and to speed up the collapse at the end of optimization dynamics.} The code for the numerical examples in this manuscript can be found in the paper's Github repository (https://github.com/MercuryBench/ensemble-based-gradient.git).

This study develops FinText, a financial word embedding compiled from 15 years of business news archives. The results show that FinText produces substantially more accurate results than general word embeddings based on the gold-standard financial benchmark we introduced. In contrast to well-known econometric models, and over the sample period from 27 July 2007 to 27 January 2022 for 23 NASDAQ stocks, using stock-related news, our simple natural language processing model supported by different word embeddings improves realised volatility forecasts on high volatility days. This improvement in realised volatility forecasting performance switches to normal volatility days when general hot news is used. By utilising SHAP, an Explainable AI method, we also identify and classify key phrases in stock-related and general hot news that moved volatility.

The history of Newton's method spans over several centuries and the method has become famous for being extremely fast, and infamous for converging only from initialization that is close to a solution. Despite the latter drawback, Newton's method is a cornerstone of convex optimization and it motivated the development of numerous popular algorithms, such as quasi-Newton and trust-region procedures. Its applications and extensions are countless, so we refer to the study in [19] that lists more than 1,000 references in total. Although widely acknowledged, the extreme behaviour of Newton's method is still startling. Why does it converge so efficiently from one initialization and hopelessly diverge from a tiny perturbation of the same initialization?

Crossmodal knowledge distillation (KD) extends traditional knowledge distillation to the area of multimodal learning and demonstrates great success in various applications. To achieve knowledge transfer across modalities, a pretrained network from one modality is adopted as the teacher to provide supervision signals to a student network learning from another modality. In contrast to the empirical success reported in prior works, the working mechanism of crossmodal KD remains a mystery. In this paper, we present a thorough understanding of crossmodal KD. We begin with two case studies and demonstrate that KD is not a universal cure in crossmodal knowledge transfer. We then present the modality Venn diagram (MVD) to understand modality relationships and the modality focusing hypothesis (MFH) revealing the decisive factor in the efficacy of crossmodal KD. Experimental results on 6 multimodal datasets help justify our hypothesis, diagnose failure cases, and point directions to improve crossmodal knowledge transfer in the future. Knowledge distillation (KD) is an effective technique to transfer knowledge from one neural network to another (Wang & Yoon, 2021; Gou et al., 2021). Its core mechanism is a teacher-student learning framework, where the student network is trained to mimic the teacher through a loss. The loss function, initially proposed by (Hinton et al., 2015) as the KL divergence between teacher and student soft labels, has been extended in many ways (Zagoruyko & Komodakis, 2016; Tung & Mori, 2019; Park et al., 2019; Peng et al., 2019; Tian et al., 2019). KD has been successfully applied to various fields and demonstrates its high practical value. The wide applicability of KD stems from its generality: any student can learn from any teacher. To be more precise, the student and teacher network may differ in several ways. Three common scenarios are: (1) model capacity difference: Many works (Zagoruyko & Komodakis, 2016; Tung & Mori, 2019; Park et al., 2019; Peng et al., 2019) on model compression aim to learn a lightweight student matching the performance of its cumbersome teacher for deployment benefits.

A central problem in multivariate forecasting is the need to forecast a large group of time series arranged in a natural hierarchical structure, such that time series at higher levels of the hierarchy are aggregates of time series at lower levels. For example, hierarchical time series are common in retail forecasting applications [Fildes et al., 2019], where the time series may capture retail sales of a company at different granularities such as item-level sales, category-level sales, and department-level sales. In electricity demand forecasting [Van Erven and Cugliari, 2015], the time series may correspond to electricity consumption at different granularities, starting with individual households, which could be progressively grouped into city-level, and then state-level consumption time-series. The hierarchical structure among the time series is usually represented as a tree, with leaf-level nodes corresponding to time series at the finest granularity, while higher-level nodes represent coarser-granularities and are obtained by aggregating the values from its children nodes. Since businesses usually require forecasts at various different granularities, the goal is to obtain accurate forecasts for time series at every level of the hierarchy. Furthermore, to ensure decisionmaking at different hierarchical levels are aligned, it is essential to generate predictions that are coherent [Hyndman et al., 2011] with respect to the hierarchy, that is, the forecasts of a parent time-series should be equal to the sum of forecasts of its children time-series.

We compute precise asymptotic expressions for the learning curves of least squares random feature (RF) models with either a separable strongly convex regularization or the $\ell_1$ regularization. We propose a novel multi-level application of the convex Gaussian min max theorem (CGMT) to overcome the traditional difficulty of finding computable expressions for random features models with correlated data. Our result takes the form of a computable 4-dimensional scalar optimization. In contrast to previous results, our approach does not require solving an often intractable proximal operator, which scales with the number of model parameters. Furthermore, we extend the universality results for the training and generalization errors for RF models to $\ell_1$ regularization. In particular, we demonstrate that under mild conditions, random feature models with elastic net or $\ell_1$ regularization are asymptotically equivalent to a surrogate Gaussian model with the same first and second moments. We numerically demonstrate the predictive capacity of our results, and show experimentally that the predicted test error is accurate even in the non-asymptotic regime.

Ensemble sampling serves as a practical approximation to Thompson sampling when maintaining an exact posterior distribution over model parameters is computationally intractable. In this paper, we establish a regret bound that ensures desirable behavior when ensemble sampling is applied to the linear bandit problem. This represents the first rigorous regret analysis of ensemble sampling and is made possible by leveraging information-theoretic concepts and novel analytic techniques that may prove useful beyond the scope of this paper.

This study proposes a model of computational consciousness for non-interacting agents. The phenomenon of interest was assumed as sequentially dependent on the cognitive tasks of sensation, perception, emotion, affection, attention, awareness, and consciousness. Starting from the Smart Sensing prodromal study, the cognitive layers associated with the processes of attention, awareness, and consciousness were formally defined and tested together with the other processes concerning sensation, perception, emotion, and affection. The output of the model consists of an index that synthesizes the energetic and entropic contributions of consciousness from a computationally moral perspective. Attention was modeled through a bottom-up approach, while awareness and consciousness by distinguishing environment from subjective cognitive processes. By testing the solution on visual stimuli eliciting the emotions of happiness, anger, fear, surprise, contempt, sadness, disgust, and the neutral state, it was found that the proposed model is concordant with the scientific evidence concerning covert attention. Comparable results were also obtained regarding studies investigating awareness as a consequence of visual stimuli repetition, as well as those investigating moral judgments to visual stimuli eliciting disgust and sadness. The solution represents a novel approach for defining computational consciousness through artificial emotional activity and morality.