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 Statistical Learning


Representative Action Selection for Large Action Space: From Bandits to MDPs

arXiv.org Machine Learning

We study the problem of selecting a small, representative action subset from an extremely large action space shared across a family of reinforcement learning (RL) environments -- a fundamental challenge in applications like inventory management and recommendation systems, where direct learning over the entire space is intractable. Our goal is to identify a fixed subset of actions that, for every environment in the family, contains a near-optimal action, thereby enabling efficient learning without exhaustively evaluating all actions. This work extends our prior results for meta-bandits to the more general setting of Markov Decision Processes (MDPs). We prove that our existing algorithm achieves performance comparable to using the full action space. This theoretical guarantee is established under a relaxed, non-centered sub-Gaussian process model, which accommodates greater environmental heterogeneity. Consequently, our approach provides a computationally and sample-efficient solution for large-scale combinatorial decision-making under uncertainty.


Support Vector Machine Classifier with Rescaled Huberized Pinball Loss

arXiv.org Machine Learning

Support vector machines are widely used in machine learning classification tasks, but traditional SVM models suffer from sensitivity to outliers and instability in resampling, which limits their performance in practical applications. To address these issues, this paper proposes a novel rescaled Huberized pinball loss function with asymmetric, non-convex, and smooth properties. Based on this loss function, we develop a corresponding SVM model called RHPSVM (Rescaled Huberized Pinball Loss Support Vector Machine). Theoretical analyses demonstrate that RHPSVM conforms to Bayesian rules, has a strict generalization error bound, a bounded influence function, and controllable optimality conditions, ensuring excellent classification accuracy, outlier insensitivity, and resampling stability. Additionally, RHPSVM can be extended to various advanced SVM variants by adjusting parameters, enhancing its flexibility. We transform the non-convex optimization problem of RHPSVM into a series of convex subproblems using the concave-convex procedure (CCCP) and solve it with the ClipDCD algorithm, which is proven to be convergent. Experimental results on simulated data, UCI datasets, and small-sample crop leaf image classification tasks show that RHPSVM outperforms existing SVM models in both noisy and noise-free scenarios, especially in handling high-dimensional small-sample data.


On the Effect of Regularization on Nonparametric Mean-Variance Regression

arXiv.org Machine Learning

Uncertainty quantification is vital for decision-making and risk assessment in machine learning. Mean-variance regression models, which predict both a mean and residual noise for each data point, provide a simple approach to uncertainty quantification. However, overparameterized mean-variance models struggle with signal-to-noise ambiguity, deciding whether prediction targets should be attributed to signal (mean) or noise (variance). At one extreme, models fit all training targets perfectly with zero residual noise, while at the other, they provide constant, uninformative predictions and explain the targets as noise. We observe a sharp phase transition between these extremes, driven by model regularization. Empirical studies with varying regularization levels illustrate this transition, revealing substantial variability across repeated runs. To explain this behavior, we develop a statistical field theory framework, which captures the observed phase transition in alignment with experimental results. This analysis reduces the regularization hyperparameter search space from two dimensions to one, significantly lowering computational costs. Experiments on UCI datasets and the large-scale ClimSim dataset demonstrate robust calibration performance, effectively quantifying predictive uncertainty.


Automated Statistical and Machine Learning Platform for Biological Research

arXiv.org Machine Learning

Research increasingly relies on computational methods to analyze experimental data and predict molecular properties. Current approaches often require researchers to use a variety of tools for statistical analysis and machine learning, creating workflow inefficiencies. We present an integrated platform that combines classical statistical methods with Random Forest classification for comprehensive data analysis that can be used in the biological sciences. The platform implements automated hyperparameter optimization, feature importance analysis, and a suite of statistical tests including t tests, ANOVA, and Pearson correlation analysis. Our methodology addresses the gap between traditional statistical software, modern machine learning frameworks and biology, by providing a unified interface accessible to researchers without extensive programming experience. The system achieves this through automatic data preprocessing, categorical encoding, and adaptive model configuration based on dataset characteristics. Initial testing protocols are designed to evaluate classification accuracy across diverse chemical datasets with varying feature distributions. This work demonstrates that integrating statistical rigor with machine learning interpretability can accelerate biological discovery workflows while maintaining methodological soundness. The platform's modular architecture enables future extensions to additional machine learning algorithms and statistical procedures relevant to bioinformatics.


A Multiscale Geometric Method for Capturing Relational Topic Alignment

arXiv.org Machine Learning

Interpretable topic modeling is essential for tracking how research interests evolve within co-author communities. In scientific corpora, where novelty is prized, identifying underrepresented niche topics is particularly important. However, contemporary models built from dense transformer embeddings tend to miss rare topics and therefore also fail to capture smooth temporal alignment. We propose a geometric method that integrates multimodal text and co-author network data, using Hellinger distances and Ward's linkage to construct a hierarchical topic dendrogram. This approach captures both local and global structure, supporting multiscale learning across semantic and temporal dimensions. Our method effectively identifies rare-topic structure and visualizes smooth topic drift over time. Experiments highlight the strength of interpretable bag-of-words models when paired with principled geometric alignment.


Spatio-Temporal Hierarchical Causal Models

arXiv.org Machine Learning

The abundance of fine-grained spatio-temporal data, such as traffic sensor networks, offers vast opportunities for scientific discovery. However, inferring causal relationships from such observational data remains challenging, particularly due to unobserved confounders that are specific to units (e.g., geographical locations) yet influence outcomes over time. Most existing methods for spatio-temporal causal inference assume that all confounders are observed, an assumption that is often violated in practice. In this paper, we introduce Spatio-Temporal Hierarchical Causal Models (ST-HCMs), a novel graphical framework that extends hierarchical causal modeling to the spatio-temporal domain. At the core of our approach is the Spatio-Temporal Collapse Theorem, which shows that a complex ST-HCM converges to a simpler flat causal model as the amount of subunit data increases. This theoretical result enables a general procedure for causal identification, allowing ST-HCMs to recover causal effects even in the presence of unobserved, time-invariant unit-level confounders, a scenario where standard non-hierarchical models fail. We validate the effectiveness of our framework on both synthetic and real-world datasets, demonstrating its potential for robust causal inference in complex dynamic systems.


Bayesian-based Online Label Shift Estimation with Dynamic Dirichlet Priors

arXiv.org Machine Learning

Label shift, a prevalent challenge in supervised learning, arises when the class prior distribution of test data differs from that of training data, leading to significant degradation in classifier performance. To accurately estimate the test priors and enhance classification accuracy, we propose a Bayesian framework for label shift estimation, termed Full Maximum A Posterior Label Shift (FMAPLS), along with its online version, online-FMAPLS. Leveraging batch and online Expectation-Maximization (EM) algorithms, these methods jointly and dynamically optimize Dirichlet hyperparameters $\boldsymbolฮฑ$ and class priors $\boldsymbolฯ€$, thereby overcoming the rigid constraints of the existing Maximum A Posterior Label Shift (MAPLS) approach. Moreover, we introduce a linear surrogate function (LSF) to replace gradient-based hyperparameter updates, yielding closed-form solutions that reduce computational complexity while retaining asymptotic equivalence. The online variant substitutes the batch E-step with a stochastic approximation, enabling real-time adaptation to streaming data. Furthermore, our theoretical analysis reveals a fundamental trade-off between online convergence rate and estimation accuracy. Extensive experiments on CIFAR100 and ImageNet datasets under shuffled long-tail and Dirichlet test priors demonstrate that FMAPLS and online-FMAPLS respectively achieve up to 40% and 12% lower KL divergence and substantial improvements in post-shift accuracy over state-of-the-art baselines, particularly under severe class imbalance and distributional uncertainty. These results confirm the robustness, scalability, and suitability of the proposed methods for large-scale and dynamic learning scenarios.


Beyond MSE: Ordinal Cross-Entropy for Probabilistic Time Series Forecasting

arXiv.org Artificial Intelligence

Time series forecasting is an important task that involves analyzing temporal dependencies and underlying patterns (such as trends, cyclicality, and seasonality) in historical data to predict future values or trends. Current deep learning-based forecasting models primarily employ Mean Squared Error (MSE) loss functions for regression modeling. Despite enabling direct value prediction, this method offers no uncertainty estimation and exhibits poor outlier robustness. To address these limitations, we propose OCE-TS, a novel ordinal classification approach for time series forecasting that replaces MSE with Ordinal Cross-Entropy (OCE) loss, preserving prediction order while quantifying uncertainty through probability output. Specifically, OCE-TS begins by discretizing observed values into ordered intervals and deriving their probabilities via a parametric distribution as supervision signals. Using a simple linear model, we then predict probability distributions for each timestep. The OCE loss is computed between the cumulative distributions of predicted and ground-truth probabilities, explicitly preserving ordinal relationships among forecasted values. Through theoretical analysis using influence functions, we establish that cross-entropy (CE) loss exhibits superior stability and outlier robustness compared to MSE loss. Empirically, we compared OCE-TS with five baseline models-Autoformer, DLinear, iTransformer, TimeXer, and TimeBridge-on seven public time series datasets. Using MSE and Mean Absolute Error (MAE) as evaluation metrics, the results demonstrate that OCE-TS consistently outperforms benchmark models. The codeis publicly available at: https://github.com/Shi-hm/OCE-TS.


ABLE: Using Adversarial Pairs to Construct Local Models for Explaining Model Predictions

arXiv.org Artificial Intelligence

Machine learning models are increasingly used in critical applications but are mostly "black boxes" due to their lack of transparency. Local explanation approaches, such as LIME, address this issue by approximating the behavior of complex models near a test instance using simple, interpretable models. However, these approaches often suffer from instability and poor local fidelity. In this paper, we propose a novel approach called Adversarially Bracketed Local Explanation (ABLE) to address these limitations. Our approach first generates a set of neighborhood points near the test instance, x_test, by adding bounded Gaussian noise. For each neighborhood point D, we apply an adversarial attack to generate an adversarial point A with minimal perturbation that results in a different label than D. A second adversarial attack is then performed on A to generate a point A' that has the same label as D (and thus different than A). The points A and A' form an adversarial pair that brackets the local decision boundary for x_test. We then train a linear model on these adversarial pairs to approximate the local decision boundary. Experimental results on six UCI benchmark datasets across three deep neural network architectures demonstrate that our approach achieves higher stability and fidelity than the state-of-the-art.


Test Time Training for AC Power Flow Surrogates via Physics and Operational Constraint Refinement

arXiv.org Artificial Intelligence

Power Flow (PF) calculation based on machine learning (ML) techniques offer significant computational advantages over traditional numerical methods but often struggle to maintain full physical consistency. This paper introduces a physics-informed test-time training (PI-TTT) framework that enhances the accuracy and feasibility of ML-based PF surrogates by enforcing AC power flow equalities and operational constraints directly at inference time. The proposed method performs a lightweight self-supervised refinement of the surrogate outputs through few gradient-based updates, enabling local adaptation to unseen operating conditions without requiring labeled data. Extensive experiments on the IEEE 14-, 118-, and 300-bus systems and the PEGASE 1354-bus network show that PI-TTT reduces power flow residuals and operational constraint violations by one to two orders of magnitude compared with purely ML-based models, while preserving their computational advantage. The results demonstrate that PI-TTT provides fast, accurate, and physically reliable predictions, representing a promising direction for scalable and physics-consistent learning in power system analysis.