We consider the hypothesis testing problem that two vertices $i$ and $j$ of a generalized random dot product graph have the same latent positions, possibly up to scaling. Special cases of this hypotheses test include testing whether two vertices in a stochastic block model or degree-corrected stochastic block model graph have the same block membership vectors. We propose several test statistics based on the empirical Mahalanobis distances between the $i$th and $j$th rows of either the adjacency or the normalized Laplacian spectral embedding of the graph. We show that, under mild conditions, these test statistics have limiting chi-square distributions under both the null and local alternative hypothesis, and we derived explicit expressions for the non-centrality parameters under the local alternative. Using these limit results, we address the model selection problem of choosing between the standard stochastic block model and its degree-corrected variant. The effectiveness of our proposed tests are illustrated via both simulation studies and real data applications.

The learning rate (LR) schedule is one of the most important hyper-parameters needing careful tuning in training DNNs. However, it is also one of the least automated parts of machine learning systems and usually costs significant manual effort and computing. Though there are pre-defined LR schedules and optimizers with adaptive LR, they introduce new hyperparameters that need to be tuned separately for different tasks/datasets. In this paper, we consider the question: Can we automatically tune the LR over the course of training without human involvement? We propose an efficient method, AutoLRS, which automatically optimizes the LR for each training stage by modeling training dynamics. AutoLRS aims to find an LR applied to every $\tau$ steps that minimizes the resulted validation loss. We solve this black-box optimization on the fly by Bayesian optimization (BO). However, collecting training instances for BO requires a system to evaluate each LR queried by BO's acquisition function for $\tau$ steps, which is prohibitively expensive in practice. Instead, we apply each candidate LR for only $\tau'\ll\tau$ steps and train an exponential model to predict the validation loss after $\tau$ steps. This mutual-training process between BO and the loss-prediction model allows us to limit the training steps invested in the BO search. We demonstrate the advantages and the generality of AutoLRS through extensive experiments of training DNNs for tasks from diverse domains using different optimizers. The LR schedules auto-generated by AutoLRS lead to a speedup of $1.22\times$, $1.43\times$, and $1.5\times$ when training ResNet-50, Transformer, and BERT, respectively, compared to the LR schedules in their original papers, and an average speedup of $1.31\times$ over state-of-the-art heavily-tuned LR schedules.

In 2018, a study by MIT Sloan Management Review exposed that 58% of companies believed AI will significantly change their business models by 2023. And in 2019, a Forbes article that indicated 73% of top U.S. executives have a goal to increase investment in technology dramatically. Now more than ever, companies recognize that AI is essential to their business growth. But despite this awareness, which seems to be growing all the time, I still observe that a large number of companies have not progressed beyond the experimental in their use of AI. Sometimes, when I speak with people in many companies, many of them think of Artificial Intelligence, they often have a vision of something spectacular, almost a realization of science fiction projections.

This month, we released Facebook AI Similarity Search (Faiss), a library that allows us to quickly search for multimedia documents that are similar to each other -- a challenge where traditional query search engines fall short. We've built nearest-neighbor search implementations for billion-scale data sets that are some 8.5x faster than the previous reported state-of-the-art, along with the fastest k-selection algorithm on the GPU known in the literature. This lets us break some records, including the first k-nearest-neighbor graph constructed on 1 billion high-dimensional vectors. Traditional databases are made up of structured tables containing symbolic information. For example, an image collection would be represented as a table with one row per indexed photo.

Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel experimentation, has the potential to rapidly accelerate exploration. We present a family of (parallel) contextual linear bandit algorithms, whose regret is nearly identical to their perfectly sequential counterparts -- given access to the same total number of oracle queries -- up to a lower-order "burn-in" term that is dependent on the context-set geometry. We provide matching information-theoretic lower bounds on parallel regret performance to establish our algorithms are asymptotically optimal in the time horizon. Finally, we also present an empirical evaluation of these parallel algorithms in several domains, including materials discovery and biological sequence design problems, to demonstrate the utility of parallelized bandits in practical settings.

Latent Gaussian models and boosting are widely used techniques in statistics and machine learning. Tree-boosting shows excellent predictive accuracy on many data sets, but potential drawbacks are that it assumes conditional independence of samples, produces discontinuous predictions for, e.g., spatial data, and it can have difficulty with high-cardinality categorical variables. Latent Gaussian models, such as Gaussian process and grouped random effects models, are flexible prior models that allow for making probabilistic predictions. However, existing latent Gaussian models usually assume either a zero or a linear prior mean function which can be an unrealistic assumption. This article introduces a novel approach that combines boosting and latent Gaussian models in order to remedy the above-mentioned drawbacks and to leverage the advantages of both techniques. We obtain increased predictive accuracy compared to existing approaches in both simulated and real-world data experiments.

Due to the powerful learning ability on high-rank and non-linear features, deep neural networks (DNNs) are being applied to data mining and machine learning in various fields, and exhibit higher discrimination performance than conventional methods. However, the applications based on DNNs are rare in enterprise credit rating tasks because most of DNNs employ the "end-to-end" learning paradigm, which outputs the high-rank representations of objects and predictive results without any explanations. Thus, users in the financial industry cannot understand how these high-rank representations are generated, what do they mean and what relations exist with the raw inputs. Then users cannot determine whether the predictions provided by DNNs are reliable, and not trust the predictions providing by such "black box" models. Therefore, in this paper, we propose a novel network to explicitly model the enterprise credit rating problem using DNNs and attention mechanisms. The proposed model realizes explainable enterprise credit ratings. Experimental results obtained on real-world enterprise datasets verify that the proposed approach achieves higher performance than conventional methods, and provides insights into individual rating results and the reliability of model training.

Performance measurement is an essential task once a statistical model is created. The Area Under the receiving operating characteristics Curve (AUC) is the most popular measure for evaluating the quality of a binary classifier. In this case, AUC is equal to the concordance probability, a frequently used measure to evaluate the discriminatory power of the model. Contrary to AUC, the concordance probability can also be extended to the situation with a continuous response variable. Due to the staggering size of data sets nowadays, determining this discriminatory measure requires a tremendous amount of costly computations and is hence immensely time consuming, certainly in case of a continuous response variable. Therefore, we propose two estimation methods that calculate the concordance probability in a fast and accurate way and that can be applied to both the discrete and continuous setting. Extensive simulation studies show the excellent performance and fast computing times of both estimators. Finally, experiments on two real-life data sets confirm the conclusions of the artificial simulations.

Machine learning applications have become ubiquitous. Their applications from machine embedded control in production over process optimization in diverse areas (e.g., traffic, finance, sciences) to direct user interactions like advertising and recommendations. This has led to an increased effort of making machine learning trustworthy. Explainable and fair AI have already matured. They address knowledgeable users and application engineers. However, there are users that want to deploy a learned model in a similar way as their washing machine. These stakeholders do not want to spend time understanding the model. Instead, they want to rely on guaranteed properties. What are the relevant properties? How can they be expressed to stakeholders without presupposing machine learning knowledge? How can they be guaranteed for a certain implementation of a model? These questions move far beyond the current state-of-the-art and we want to address them here. We propose a unified framework that certifies learning methods via care labels. They are easy to understand and draw inspiration from well-known certificates like textile labels or property cards of electronic devices. Our framework considers both, the machine learning theory and a given implementation. We test the implementation's compliance with theoretical properties and bounds. In this paper, we illustrate care labels by a prototype implementation of a certification suite for a selection of probabilistic graphical models.

Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainty by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have focused on formally evaluating the predictive uncertainties of these models. Furthermore, existing works point out the difficulties of encoding domain knowledge in models like NLMs, making them unsuitable for applications where interpretability is required. In this work, we show that traditional training procedures for NLMs can drastically underestimate uncertainty in data-scarce regions. We identify the underlying reasons for this behavior and propose a novel training method that can both capture useful predictive uncertainties as well as allow for incorporation of domain knowledge.