This paper addresses and solves some challenges in the adoption of machine learning in insurance with the democratization of model deployment. The first challenge is reducing the labelling effort (hence focusing on the data quality) with the help of active learning, a feedback loop between the model inference and an oracle: as in insurance the unlabeled data is usually abundant, active learning can become a significant asset in reducing the labelling cost. For that purpose, this paper sketches out various classical active learning methodologies before studying their empirical impact on both synthetic and real datasets. Another key challenge in insurance is the fairness issue in model inferences. We will introduce and integrate a post-processing fairness for multi-class tasks in this active learning framework to solve these two issues. Finally numerical experiments on unfair datasets highlight that the proposed setup presents a good compromise between model precision and fairness.

We provide a regularization framework for subject transfer learning in which we seek to train an encoder and classifier to minimize classification loss, subject to a penalty measuring independence between the latent representation and the subject label. We introduce three notions of independence and corresponding penalty terms using mutual information or divergence as a proxy for independence. For each penalty term, we provide several concrete estimation algorithms, using analytic methods as well as neural critic functions. We provide a hands-off strategy for applying this diverse family of regularization algorithms to a new dataset, which we call "AutoTransfer". We evaluate the performance of these individual regularization strategies and our AutoTransfer method on EEG, EMG, and ECoG datasets, showing that these approaches can improve subject transfer learning for challenging real-world datasets. In this work, we investigate methods for transfer learning in the classification of biosignals data. Previous work has established the difficulty of transfer learning for biosignals and even the issue of so-called "negative transfer", in which naive attempts to combine datasets from multiple subjects or sessions can paradoxically decrease model performance, due to differences in response statistics [1, 2]. We address the problem of subject transfer by training models to be invariant to changes in a nuisance variable representing subject identifier.

Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations, motivating a more concrete route toward even higher dimension PDF estimation in future. We outline this limitation, before extending the theory to a broader family of noising distributions -- namely, the generalised normal distribution. To theoretically ground this, we relax a key assumption in (denoising) score matching theory, demonstrating that distributions which are differentiable \textit{almost everywhere} permit the same objective simplification as Gaussians. For noise vector length distributions, we demonstrate favourable concentration of measure in the high-dimensional spaces prevalent in deep learning. In the process, we uncover a skewed noise vector length distribution and develop an iterative noise scaling algorithm to consistently initialise the multiple levels of noise in annealed Langevin dynamics. On the practical side, our use of heavy-tailed DSM leads to improved score estimation, controllable sampling convergence, and more balanced unconditional generative performance for imbalanced datasets.

Modern high-dimensional methods often adopt the ``bet on sparsity'' principle, while in supervised multivariate learning statisticians may face ``dense'' problems with a large number of nonzero coefficients. This paper proposes a novel clustered reduced-rank learning (CRL) framework that imposes two joint matrix regularizations to automatically group the features in constructing predictive factors. CRL is more interpretable than low-rank modeling and relaxes the stringent sparsity assumption in variable selection. In this paper, new information-theoretical limits are presented to reveal the intrinsic cost of seeking for clusters, as well as the blessing from dimensionality in multivariate learning. Moreover, an efficient optimization algorithm is developed, which performs subspace learning and clustering with guaranteed convergence. The obtained fixed-point estimators, though not necessarily globally optimal, enjoy the desired statistical accuracy beyond the standard likelihood setup under some regularity conditions. Moreover, a new kind of information criterion, as well as its scale-free form, is proposed for cluster and rank selection, and has a rigorous theoretical support without assuming an infinite sample size. Extensive simulations and real-data experiments demonstrate the statistical accuracy and interpretability of the proposed method.

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with well-calibrated uncertainty estimates, however, off-the-shelf GP inference procedures are limited to datasets with several thousand data points because of their cubic computational complexity. For this reason, many sparse GPs techniques have been developed over the past years. In this paper, we focus on GP regression tasks and propose a new approach based on aggregating predictions from several local and correlated experts. Thereby, the degree of correlation between the experts can vary between independent up to fully correlated experts. The individual predictions of the experts are aggregated taking into account their correlation resulting in consistent uncertainty estimates. Our method recovers independent Product of Experts, sparse GP and full GP in the limiting cases. The presented framework can deal with a general kernel function and multiple variables, and has a time and space complexity which is linear in the number of experts and data samples, which makes our approach highly scalable. We demonstrate superior performance, in a time vs. accuracy sense, of our proposed method against state-of-the-art GP approximation methods for synthetic as well as several real-world datasets with deterministic and stochastic optimization.

We present a federated learning framework that is designed to robustly deliver good predictive performance across individual clients with heterogeneous data. The proposed approach hinges upon a superquantile-based learning objective that captures the tail statistics of the error distribution over heterogeneous clients. We present a stochastic training algorithm which interleaves differentially private client reweighting steps with federated averaging steps. The proposed algorithm is supported with finite time convergence guarantees that cover both convex and non-convex settings. Experimental results on benchmark datasets for federated learning demonstrate that our approach is competitive with classical ones in terms of average error and outperforms them in terms of tail statistics of the error.

Comparing probability distributions is at the crux of many machine learning algorithms. Maximum Mean Discrepancies (MMD) and Optimal Transport distances (OT) are two classes of distances between probability measures that have attracted abundant attention in past years. This paper establishes some conditions under which the Wasserstein distance can be controlled by MMD norms. Our work is motivated by the compressive statistical learning (CSL) theory, a general framework for resource-efficient large scale learning in which the training data is summarized in a single vector (called sketch) that captures the information relevant to the considered learning task. Inspired by existing results in CSL, we introduce the H\"older Lower Restricted Isometric Property (H\"older LRIP) and show that this property comes with interesting guarantees for compressive statistical learning. Based on the relations between the MMD and the Wasserstein distance, we provide guarantees for compressive statistical learning by introducing and studying the concept of Wasserstein learnability of the learning task, that is when some task-specific metric between probability distributions can be bounded by a Wasserstein distance.

Multiclass classification (MCC) is a fundamental machine learning problem which aims to classify each instance into one of a predefined set of classes. Given an instance, a classification model computes a score for each class, all of which are then used to sort the classes. The performance of a classification model is usually measured by Top-K Accuracy/Error (e.g., K=1 or 5). In this paper, we do not aim to propose new neural representation learning models as most recent works do, but to show that it is easy to boost MCC performance with a novel formulation through the lens of ranking. In particular, by viewing MCC as to rank classes for an instance, we first argue that ranking metrics, such as Normalized Discounted Cumulative Gain (NDCG), can be more informative than existing Top-K metrics. We further demonstrate that the dominant neural MCC architecture can be formulated as a neural ranking framework with a specific set of design choices. Based on such generalization, we show that it is straightforward and intuitive to leverage techniques from the rich information retrieval literature to improve the MCC performance out of the box. Extensive empirical results on both text and image classification tasks with diverse datasets and backbone models (e.g., BERT and ResNet for text and image classification) show the value of our proposed framework.

Recent Transformer-based methods have achieved advanced performance in point cloud registration by utilizing advantages of the Transformer in order-invariance and modeling dependency to aggregate information. However, they still suffer from indistinct feature extraction, sensitivity to noise, and outliers. The reasons are: (1) the adoption of CNNs fails to model global relations due to their local receptive fields, resulting in extracted features susceptible to noise; (2) the shallow-wide architecture of Transformers and lack of positional encoding lead to indistinct feature extraction due to inefficient information interaction; (3) the omission of geometrical compatibility leads to inaccurate classification between inliers and outliers. To address above limitations, a novel full Transformer network for point cloud registration is proposed, named the Deep Interaction Transformer (DIT), which incorporates: (1) a Point Cloud Structure Extractor (PSE) to model global relations and retrieve structural information with Transformer encoders; (2) a deep-narrow Point Feature Transformer (PFT) to facilitate deep information interaction across two point clouds with positional encoding, such that Transformers can establish comprehensive associations and directly learn relative position between points; (3) a Geometric Matching-based Correspondence Confidence Evaluation (GMCCE) method to measure spatial consistency and estimate inlier confidence by designing the triangulated descriptor. Extensive experiments on clean, noisy, partially overlapping point cloud registration demonstrate that our method outperforms state-of-the-art methods.

Monolith software applications encapsulate all functional capabilities into a single deployable unit. While there is an intention to maintain clean separation of functionalities even within the monolith, they tend to get compromised with the growing demand for new functionalities, changing team members, tough timelines, non-availability of skill sets, etc. As such applications age, they become hard to understand and maintain. Therefore, microservice architectures are increasingly used as they advocate building an application through multiple smaller sized, loosely coupled functional services, wherein each service owns a single functional responsibility. This approach has made microservices architecture as the natural choice for cloud based applications. But the challenges in the automated separation of functional modules for the already written monolith code slows down their migration task. Graphs are a natural choice to represent software applications. Various software artifacts like programs, tables and files become nodes in the graph and the different relationships they share, such as function calls, inheritance, resource(tables, files) access types (Create, Read, Update, Delete) can be represented as links in the graph. We therefore deduce this traditional application decomposition problem to a heterogeneous graph based clustering task. Our solution is the first of its kind to leverage heterogeneous graph neural network to learn representations of such diverse software entities and their relationships for the clustering task. We study the effectiveness by comparing with works from both software engineering and existing graph representation based techniques. We experiment with applications written in an object oriented language like Java and a procedural language like COBOL and show that our work is applicable across different programming paradigms.