Scientific Discovery
Rethinking Symbolic Regression Datasets and Benchmarks for Scientific Discovery
Matsubara, Yoshitomo, Chiba, Naoya, Igarashi, Ryo, Ushiku, Yoshitaka
This paper revisits datasets and evaluation criteria for Symbolic Regression (SR), specifically focused on its potential for scientific discovery. Focused on a set of formulas used in the existing datasets based on Feynman Lectures on Physics, we recreate 120 datasets to discuss the performance of symbolic regression for scientific discovery (SRSD). For each of the 120 SRSD datasets, we carefully review the properties of the formula and its variables to design reasonably realistic sampling ranges of values so that our new SRSD datasets can be used for evaluating the potential of SRSD such as whether or not an SR method can (re)discover physical laws from such datasets. We also create another 120 datasets that contain dummy variables to examine whether SR methods can choose necessary variables only. Besides, we propose to use normalized edit distances (NED) between a predicted equation and the true equation trees for addressing a critical issue that existing SR metrics are either binary or errors between the target values and an SR model's predicted values for a given input. We conduct benchmark experiments on our new SRSD datasets using various representative SR methods. The experimental results show that we provide a more realistic performance evaluation, and our user study shows that the NED correlates with human judges significantly more than an existing SR metric.
Cost-aware Generalized $\alpha$-investing for Multiple Hypothesis Testing
Cook, Thomas, Dubey, Harsh Vardhan, Lee, Ji Ah, Zhu, Guangyu, Zhao, Tingting, Flaherty, Patrick
We consider the problem of sequential multiple hypothesis testing with nontrivial data collection costs. This problem appears, for example, when conducting biological experiments to identify differentially expressed genes of a disease process. This work builds on the generalized $\alpha$-investing framework which enables control of the false discovery rate in a sequential testing setting. We make a theoretical analysis of the long term asymptotic behavior of $\alpha$-wealth which motivates a consideration of sample size in the $\alpha$-investing decision rule. Posing the testing process as a game with nature, we construct a decision rule that optimizes the expected $\alpha$-wealth reward (ERO) and provides an optimal sample size for each test. Empirical results show that a cost-aware ERO decision rule correctly rejects more false null hypotheses than other methods for $n=1$ where $n$ is the sample size. When the sample size is not fixed cost-aware ERO uses a prior on the null hypothesis to adaptively allocate of the sample budget to each test. We extend cost-aware ERO investing to finite-horizon testing which enables the decision rule to allocate samples in a non-myopic manner. Finally, empirical tests on real data sets from biological experiments show that cost-aware ERO balances the allocation of samples to an individual test against the allocation of samples across multiple tests.
DeepSpeed4Science Initiative: Enabling Large-Scale Scientific Discovery through Sophisticated AI System Technologies
Song, Shuaiwen Leon, Kruft, Bonnie, Zhang, Minjia, Li, Conglong, Chen, Shiyang, Zhang, Chengming, Tanaka, Masahiro, Wu, Xiaoxia, Rasley, Jeff, Awan, Ammar Ahmad, Holmes, Connor, Cai, Martin, Ghanem, Adam, Zhou, Zhongzhu, He, Yuxiong, Luferenko, Pete, Kumar, Divya, Weyn, Jonathan, Zhang, Ruixiong, Klocek, Sylwester, Vragov, Volodymyr, AlQuraishi, Mohammed, Ahdritz, Gustaf, Floristean, Christina, Negri, Cristina, Kotamarthi, Rao, Vishwanath, Venkatram, Ramanathan, Arvind, Foreman, Sam, Hippe, Kyle, Arcomano, Troy, Maulik, Romit, Zvyagin, Maxim, Brace, Alexander, Zhang, Bin, Bohorquez, Cindy Orozco, Clyde, Austin, Kale, Bharat, Perez-Rivera, Danilo, Ma, Heng, Mann, Carla M., Irvin, Michael, Pauloski, J. Gregory, Ward, Logan, Hayot, Valerie, Emani, Murali, Xie, Zhen, Lin, Diangen, Shukla, Maulik, Foster, Ian, Davis, James J., Papka, Michael E., Brettin, Thomas, Balaprakash, Prasanna, Tourassi, Gina, Gounley, John, Hanson, Heidi, Potok, Thomas E, Pasini, Massimiliano Lupo, Evans, Kate, Lu, Dan, Lunga, Dalton, Yin, Junqi, Dash, Sajal, Wang, Feiyi, Shankar, Mallikarjun, Lyngaas, Isaac, Wang, Xiao, Cong, Guojing, Zhang, Pei, Fan, Ming, Liu, Siyan, Hoisie, Adolfy, Yoo, Shinjae, Ren, Yihui, Tang, William, Felker, Kyle, Svyatkovskiy, Alexey, Liu, Hang, Aji, Ashwin, Dalton, Angela, Schulte, Michael, Schulz, Karl, Deng, Yuntian, Nie, Weili, Romero, Josh, Dallago, Christian, Vahdat, Arash, Xiao, Chaowei, Gibbs, Thomas, Anandkumar, Anima, Stevens, Rick
In the upcoming decade, deep learning may revolutionize the natural sciences, enhancing our capacity to model and predict natural occurrences. This could herald a new era of scientific exploration, bringing significant advancements across sectors from drug development to renewable energy. To answer this call, we present DeepSpeed4Science initiative (deepspeed4science.ai) which aims to build unique capabilities through AI system technology innovations to help domain experts to unlock today's biggest science mysteries. By leveraging DeepSpeed's current technology pillars (training, inference and compression) as base technology enablers, DeepSpeed4Science will create a new set of AI system technologies tailored for accelerating scientific discoveries by addressing their unique complexity beyond the common technical approaches used for accelerating generic large language models (LLMs). In this paper, we showcase the early progress we made with DeepSpeed4Science in addressing two of the critical system challenges in structural biology research.
Statistical Hypothesis Testing for Information Value (IV)
Rojas, Helder, Alvarez, Cirilo, Rojas, Nilton
Information value (IV) is a quite popular technique for features selection before the modeling phase. There are practical criteria, based on fixed thresholds for IV, but at the same time mysterious and lacking theoretical arguments, to decide if a predictor has sufficient predictive power to be considered in the modeling phase. However, the mathematical development and statistical inference methods for this technique are almost nonexistent in the literature. In this paper we present a theoretical framework for IV, and at the same time, we propose a non-parametric hypothesis test to evaluate the predictive power of features contemplated in a data set. Due to its relationship with divergence measures developed in the Information Theory, we call our proposal the J - Divergence test. We show how to efficiently compute our test statistic and we study its performance on simulated data. In various scenarios, particularly in unbalanced data sets, we show its superiority over conventional criteria based on fixed thresholds. Furthermore, we apply our test on fraud identification data and provide an open-source Python library, called "statistical-iv"(https://pypi.org/project/statistical-iv/), where we implement our main results.
CHORUS: Foundation Models for Unified Data Discovery and Exploration
Kayali, Moe, Lykov, Anton, Fountalis, Ilias, Vasiloglou, Nikolaos, Olteanu, Dan, Suciu, Dan
We apply foundation models to data discovery and exploration tasks. Foundation models are large language models (LLMs) that show promising performance on a range of diverse tasks unrelated to their training. We show that these models are highly applicable to the data discovery and data exploration domain. When carefully used, they have superior capability on three representative tasks: table-class detection, column-type annotation and join-column prediction. On all three tasks, we show that a foundation-model-based approach outperforms the task-specific models and so the state of the art. Further, our approach often surpasses human-expert task performance. We investigate the fundamental characteristics of this approach including generalizability to several foundation models, impact of non-determinism on the outputs and syntactic/semantic signals. All in all, this suggests a future direction in which disparate data management tasks can be unified under foundation models.
AI Hilbert: A New Paradigm for Scientific Discovery by Unifying Data and Background Knowledge
Cory-Wright, Ryan, Khadir, Bachir El, Cornelio, Cristina, Dash, Sanjeeb, Horesh, Lior
The discovery of scientific formulae that parsimoniously explain natural phenomena and align with existing background theory is a key goal in science. Historically, scientists have derived natural laws by manipulating equations based on existing knowledge, forming new equations, and verifying them experimentally. In recent years, data-driven scientific discovery has emerged as a viable competitor in settings with large amounts of experimental data. Unfortunately, data-driven methods often fail to discover valid laws when data is noisy or scarce. Accordingly, recent works combine regression and reasoning to eliminate formulae inconsistent with background theory. However, the problem of searching over the space of formulae consistent with background theory to find one that fits the data best is not well-solved. We propose a solution to this problem when all axioms and scientific laws are expressible via polynomial equalities and inequalities and argue that our approach is widely applicable. We further model notions of minimal complexity using binary variables and logical constraints, solve polynomial optimization problems via mixed-integer linear or semidefinite optimization, and prove the validity of our scientific discoveries in a principled manner using Positivestellensatz certificates. Remarkably, the optimization techniques leveraged in this paper allow our approach to run in polynomial time with fully correct background theory, or non-deterministic polynomial (NP) time with partially correct background theory. We demonstrate that some famous scientific laws, including Kepler's Third Law of Planetary Motion, the Hagen-Poiseuille Equation, and the Radiated Gravitational Wave Power equation, can be derived in a principled manner from background axioms and experimental data.
Gender-specific warning signs of cardiac arrest are revealed in study: 'New paradigm for prevention'
Dr. Craig Basman discusses new life-saving technology and the variables that can predict sudden cardiac events. Half of those who suffer cardiac arrest experience a telling symptom 24 hours before the incident, according to a study recently published in The Lancet Digital Health journal. This warning symptom was different in men and in women, researchers from Smidt Heart Institute found; the institute is located in the Cedars Sinai Medical Center in Los Angeles. For women, shortness of breath was the symptom that preceded an impending cardiac arrest, while for men, chest pain was the prominent complaint. SKIPPING THE SALT CAN REDUCE HEART DISEASE RISK BY ALMOST 20%, STUDY FINDS: 'KNOW WHAT YOU ARE CONSUMING' Sweating and seizure-like activity occurred in smaller subgroups of both genders, the researchers noted.
Kochi dementia care center aims to set new paradigm in Japan
Shinobu Yamanaka apologized the moment this reporter arrived for an interview at a day care facility in the city of Konan, Kochi Prefecture, one muggy morning in July. "Sorry, I had completely forgotten about it," she said with a smile at Day Service Happy, a traditional Japanese-style house converted into a day care center for people with dementia and other health conditions in need of nursing care. "I must leave for another appointment at a local elementary school soon." Yamanaka, a vivacious 46-year-old woman who has her short hair dyed ash blonde, has early-onset Alzheimer's. She often has memory lapses like the one that morning, she later confided.
Kernel Robust Hypothesis Testing
Sun, Zhongchang, Zou, Shaofeng
The problem of robust hypothesis testing is studied, where under the null and the alternative hypotheses, the data-generating distributions are assumed to be in some uncertainty sets, and the goal is to design a test that performs well under the worst-case distributions over the uncertainty sets. In this paper, uncertainty sets are constructed in a data-driven manner using kernel method, i.e., they are centered around empirical distributions of training samples from the null and alternative hypotheses, respectively; and are constrained via the distance between kernel mean embeddings of distributions in the reproducing kernel Hilbert space, i.e., maximum mean discrepancy (MMD). The Bayesian setting and the Neyman-Pearson setting are investigated. For the Bayesian setting where the goal is to minimize the worst-case error probability, an optimal test is firstly obtained when the alphabet is finite. When the alphabet is infinite, a tractable approximation is proposed to quantify the worst-case average error probability, and a kernel smoothing method is further applied to design test that generalizes to unseen samples. A direct robust kernel test is also proposed and proved to be exponentially consistent. For the Neyman-Pearson setting, where the goal is to minimize the worst-case probability of miss detection subject to a constraint on the worst-case probability of false alarm, an efficient robust kernel test is proposed and is shown to be asymptotically optimal. Numerical results are provided to demonstrate the performance of the proposed robust tests. Hypothesis testing is a fundamental problem in statistical inference where the goal is to distinguish among different hypotheses with a small probability of error [3]-[5]. The likelihood ratio test is known to be optimal under different settings, e.g., the Neyman-Pearson setting and the Bayesian setting [3], [5]. For example, for binary hypothesis testing, we compare the likelihood ratio between the two hypotheses with a pre-specified threshold to make the decision.