This paper is concerned with a nonparametric regression problem in which the independence assumption of the input variables and the residuals is no longer valid. Using existing model selection methods, like cross validation, the presence of temporal autocorrelation in the input variables and the error terms leads to model overfitting. This phenomenon is referred to as temporal overfitting, which causes loss of performance while predicting responses for a time domain different from the training time domain. We propose a new method to tackle the temporal overfitting problem. Our nonparametric model is partitioned into two parts -- a time-invariant component and a time-varying component, each of which is modeled through a Gaussian process regression. The key in our inference is a thinning-based strategy, an idea borrowed from Markov chain Monte Carlo sampling, to estimate the two components, respectively. Our specific application in this paper targets the power curve modeling in wind energy. In our numerical studies, we compare extensively our proposed method with both existing power curve models and available ideas for handling temporal overfitting. Our approach yields significant improvement in prediction both in and outside the time domain covered by the training data.

During the training phase of machine learning (ML) models, it is usually necessary to configure several hyperparameters. This process is computationally intensive and requires an extensive search to infer the best hyperparameter set for the given problem. The challenge is exacerbated by the fact that most ML models are complex internally, and training involves trial-and-error processes that could remarkably affect the predictive result. Moreover, each hyperparameter of an ML algorithm is potentially intertwined with the others, and changing it might result in unforeseeable impacts on the remaining hyperparameters. Evolutionary optimization is a promising method to try and address those issues. According to this method, performant models are stored, while the remainder are improved through crossover and mutation processes inspired by genetic algorithms. We present VisEvol, a visual analytics tool that supports interactive exploration of hyperparameters and intervention in this evolutionary procedure. In summary, our proposed tool helps the user to generate new models through evolution and eventually explore powerful hyperparameter combinations in diverse regions of the extensive hyperparameter space. The outcome is a voting ensemble (with equal rights) that boosts the final predictive performance. The utility and applicability of VisEvol are demonstrated with two use cases and interviews with ML experts who evaluated the effectiveness of the tool.

We consider data-driven approaches that integrate a machine learning prediction model within distributionally robust optimization (DRO) given limited joint observations of uncertain parameters and covariates. Our framework is flexible in the sense that it can accommodate a variety of learning setups and DRO ambiguity sets. We investigate the asymptotic and finite sample properties of solutions obtained using Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets within our DRO formulations, and explore cross-validation approaches for sizing these ambiguity sets. Through numerical experiments, we validate our theoretical results, study the effectiveness of our approaches for sizing ambiguity sets, and illustrate the benefits of our DRO formulations in the limited data regime even when the prediction model is misspecified.

The large communication cost for exchanging gradients between different nodes significantly limits the scalability of distributed training for large-scale learning models. Motivated by this observation, there has been significant recent interest in techniques that reduce the communication cost of distributed Stochastic Gradient Descent (SGD), with gradient sparsification techniques such as top-k and random-k shown to be particularly effective. The same observation has also motivated a separate line of work in distributed statistical estimation theory focusing on the impact of communication constraints on the estimation efficiency of different statistical models. The primary goal of this paper is to connect these two research lines and demonstrate how statistical estimation models and their analysis can lead to new insights in the design of communication-efficient training techniques. We propose a simple statistical estimation model for the stochastic gradients which captures the sparsity and skewness of their distribution. The statistically optimal communication scheme arising from the analysis of this model leads to a new sparsification technique for SGD, which concatenates random-k and top-k, considered separately in the prior literature. We show through extensive experiments on both image and language domains with CIFAR-10, ImageNet, and Penn Treebank datasets that the concatenated application of these two sparsification methods consistently and significantly outperforms either method applied alone.

We introduce CLIMATE-FEVER, a new publicly available dataset for verification of climate change-related claims. By providing a dataset for the research community, we aim to facilitate and encourage work on improving algorithms for retrieving evidential support for climate-specific claims, addressing the underlying language understanding challenges, and ultimately help alleviate the impact of misinformation on climate change. We adapt the methodology of FEVER [1], the largest dataset of artificially designed claims, to real-life claims collected from the Internet. While during this process, we could rely on the expertise of renowned climate scientists, it turned out to be no easy task. We discuss the surprising, subtle complexity of modeling real-world climate-related claims within the \textsc{fever} framework, which we believe provides a valuable challenge for general natural language understanding. We hope that our work will mark the beginning of a new exciting long-term joint effort by the climate science and AI community.

Malware detection has become a challenging task due to the increase in the number of malware families. Universal malware detection algorithms that can detect all the malware families are needed to make the whole process feasible. However, the more universal an algorithm is, the higher number of feature dimensions it needs to work with, and that inevitably causes the emerging problem of Curse of Dimensionality (CoD). Besides, it is also difficult to make this solution work due to the real-time behavior of malware analysis. In this paper, we address this problem and aim to propose a feature selection based malware detection algorithm using an evolutionary algorithm that is referred to as Artificial Bee Colony (ABC). The proposed algorithm enables researchers to decrease the feature dimension and as a result, boost the process of malware detection. The experimental results reveal that the proposed method outperforms the state-of-the-art.

Federated learning (FL) enables resource-constrained edge nodes to collaboratively learn a global model under the orchestration of a central server while keeping privacy-sensitive data locally. The non-independent-and-identically-distributed (non-IID) data samples across participating nodes slow model training and impose additional communication rounds for FL to converge. In this paper, we propose Federated Adaptive Weighting (FedAdp) algorithm that aims to accelerate model convergence under the presence of nodes with non-IID dataset. We observe the implicit connection between the node contribution to the global model aggregation and data distribution on the local node through theoretical and empirical analysis. We then propose to assign different weights for updating the global model based on node contribution adaptively through each training round. The contribution of participating nodes is first measured by the angle between the local gradient vector and the global gradient vector, and then, weight is quantified by a designed non-linear mapping function subsequently. The simple yet effective strategy can reinforce positive (suppress negative) node contribution dynamically, resulting in communication round reduction drastically. Its superiority over the commonly adopted Federated Averaging (FedAvg) is verified both theoretically and experimentally. With extensive experiments performed in Pytorch and PySyft, we show that FL training with FedAdp can reduce the number of communication rounds by up to 54.1% on MNIST dataset and up to 45.4% on FashionMNIST dataset, as compared to FedAvg algorithm.

The security pitfalls of IoT devices make it easy for the attackers to exploit the IoT devices and make them a part of a botnet. Once hundreds of thousands of IoT devices are compromised and become the part of a botnet, the attackers use this botnet to launch the large and complex distributed denial of service (DDoS) attacks which take down the target websites or services and make them unable to respond the legitimate users. So far, many botnet detection techniques have been proposed but their performance is limited to a specific dataset on which they are trained. This is because the features used to train a machine learning model on one botnet dataset, do not perform well on other datasets due to the diversity of attack patterns. Therefore, in this paper, we propose a universal features set to better detect the botnet attacks regardless of the underlying dataset. The proposed features set manifest preeminent results for detecting the botnet attacks when tested the trained machine learning models over three different botnet attack datasets.

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the goal is always to find a finite model, which represents a given knowledge about the real data process as accurate as possible, the ways of estimating the discrete approximating model may be quite different: (i) if the stochastic model is known as a solution of a stochastic differential equation, e.g., one may generate the scenario tree directly from the specified model; (ii) if a simulation algorithm is available, which allows simulating trajectories from all conditional distributions, a scenario tree can be generated by stochastic approximation; (iii) if only some observed trajectories of the scenario process are available, the construction of the approximating process can be based on non-parametric conditional density estimates.

This article studies basis pursuit, i.e. minimum $\ell_1$-norm interpolation, in sparse linear regression with additive errors. No conditions on the errors are imposed. It is assumed that the number of i.i.d. Gaussian features grows superlinear in the number of samples. The main result is that under these conditions the Euclidean error of recovering the true regressor is of the order of the average noise level. Hence, the regressor recovered by basis pursuit is close to the truth if the average noise level is small. Lower bounds that show near optimality of the results complement the analysis. In addition, these results are extended to low rank trace regression. The proofs rely on new lower tail bounds for maxima of Gaussians vectors and the spectral norm of Gaussian matrices, respectively, and might be of independent interest as they are significantly stronger than the corresponding upper tail bounds.