Uncertainty
Dealing with Drift of Adaptation Spaces in Learning-based Self-Adaptive Systems using Lifelong Self-Adaptation
Recently, machine learning (ML) has become a popular approach to support self-adaptation. ML has been used to deal with several problems in self-adaptation, such as maintaining an up-to-date runtime model under uncertainty and scalable decision-making. Yet, exploiting ML comes with inherent challenges. In this paper, we focus on a particularly important challenge for learning-based self-adaptive systems: drift in adaptation spaces. With adaptation space we refer to the set of adaptation options a self-adaptive system can select from at a given time to adapt based on the estimated quality properties of the adaptation options. Drift of adaptation spaces originates from uncertainties, affecting the quality properties of the adaptation options. Such drift may imply that eventually no adaptation option can satisfy the initial set of the adaptation goals, deteriorating the quality of the system, or adaptation options may emerge that allow enhancing the adaptation goals. In ML, such shift corresponds to novel class appearance, a type of concept drift in target data that common ML techniques have problems dealing with. To tackle this problem, we present a novel approach to self-adaptation that enhances learning-based self-adaptive systems with a lifelong ML layer. We refer to this approach as lifelong self-adaptation. The lifelong ML layer tracks the system and its environment, associates this knowledge with the current tasks, identifies new tasks based on differences, and updates the learning models of the self-adaptive system accordingly. A human stakeholder may be involved to support the learning process and adjust the learning and goal models. We present a general architecture for lifelong self-adaptation and apply it to the case of drift of adaptation spaces that affects the decision-making in self-adaptation. We validate the approach for a series of scenarios using the DeltaIoT exemplar.
On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors
Dong, Xinshuai, Dai, Haoyue, Fan, Yewen, Jin, Songyao, Rajendran, Sathyamoorthy, Zhang, Kun
Financial data is generally time series in essence and thus suffers from three fundamental issues: the mismatch in time resolution, the time-varying property of the distribution - nonstationarity, and causal factors that are important but unknown/unobserved. In this paper, we follow a causal perspective to systematically look into these three demons in finance. Specifically, we reexamine these issues in the context of causality, which gives rise to a novel and inspiring understanding of how the issues can be addressed. Following this perspective, we provide systematic solutions to these problems, which hopefully would serve as a foundation for future research in the area.
GANs for EVT Based Model Parameter Estimation in Real-time Ultra-Reliable Communication
Valiahdi, Parmida, Coleri, Sinem
The Ultra-Reliable Low-Latency Communications (URLLC) paradigm in sixth-generation (6G) systems heavily relies on precise channel modeling, especially when dealing with rare and extreme events within wireless communication channels. This paper explores a novel methodology integrating Extreme Value Theory (EVT) and Generative Adversarial Networks (GANs) to achieve the precise channel modeling in real-time. The proposed approach harnesses EVT by employing the Generalized Pareto Distribution (GPD) to model the distribution of extreme events. Subsequently, Generative Adversarial Networks (GANs) are employed to estimate the parameters of the GPD. In contrast to conventional GAN configurations that focus on estimating the overall distribution, the proposed approach involves the incorporation of an additional block within the GAN structure. This specific augmentation is designed with the explicit purpose of directly estimating the parameters of the Generalized Pareto Distribution (GPD). Through extensive simulations across different sample sizes, the proposed GAN based approach consistently demonstrates superior adaptability, surpassing Maximum Likelihood Estimation (MLE), particularly in scenarios with limited sample sizes.
Analyses and Concerns in Precision Medicine: A Statistical Perspective
This personalized approach not only enhances the efficacy of treatments but also minimizes the risk of adverse effects (Agyeman and Ofori-Asenso, 2015; Kumari et al., 2023). However, the success of precision medicine heavily relies on the interpretation of complex, multidimensional data sets, where statistical analysis plays a pivotal role (Alyass et al., 2015). The integration of statistical methodologies in precision medicine is not just a mere addition but a fundamental necessity. Advanced statistical techniques enable the extraction of meaningful insights from large-scale genomics, proteomic, and metabolomic data, which are the cornerstone of precision medicine (Wafi and Mirnezami, 2018; Pinu et al., 2019). These methodologies include, but are not limited to, predictive modeling, machine learning algorithms, and complex data visualization techniques, all of which contribute to more accurate diagnosis, prognosis, and treatment planning (Bellazzi and Zupan, 2008; Davatzikos et al., 2018; Richter and Khoshgoftaar, 2018). The heterogeneity of data sources in precision medicine, ranging from electronic health records (EHRs) to high-throughput sequencing data, presents unique challenges in data integration and interpretation (Martinez-Garcia and Hernández-Lemus, 2022). Statistical analysis serves as a bridge, merging these diverse data types into coherent, interpretable information that can guide clinical decision-making. However, the field is not without its challenges. Issues such as overfitting, handling of highdimensional data, and maintaining the balance between model complexity and interpretability are ongoing areas of research (Bolón-Canedo et al., 2015; Xu et al., 2019; Bommert, 2020; Pes, 2020; Hou and Behdinan, 2022).
Model-Free Approximate Bayesian Learning for Large-Scale Conversion Funnel Optimization
Iyengar, Garud, Singal, Raghav
The flexibility of choosing the ad action as a function of the consumer state is critical for modern-day marketing campaigns. We study the problem of identifying the optimal sequential personalized interventions that maximize the adoption probability for a new product. We model consumer behavior by a conversion funnel that captures the state of each consumer (e.g., interaction history with the firm) and allows the consumer behavior to vary as a function of both her state and firm's sequential interventions. We show our model captures consumer behavior with very high accuracy (out-of-sample AUC of over 0.95) in a real-world email marketing dataset. However, it results in a very large-scale learning problem, where the firm must learn the state-specific effects of various interventions from consumer interactions. We propose a novel attribution-based decision-making algorithm for this problem that we call model-free approximate Bayesian learning. Our algorithm inherits the interpretability and scalability of Thompson sampling for bandits and maintains an approximate belief over the value of each state-specific intervention. The belief is updated as the algorithm interacts with the consumers. Despite being an approximation to the Bayes update, we prove the asymptotic optimality of our algorithm and analyze its convergence rate. We show that our algorithm significantly outperforms traditional approaches on extensive simulations calibrated to a real-world email marketing dataset.
Transitional Grid Maps: Efficient Analytical Inference of Dynamic Environments under Limited Sensing
Sánchez, José Manuel Gaspar, Bruns, Leonard, Tumova, Jana, Jensfelt, Patric, Törngren, Martin
Autonomous agents rely on sensor data to construct representations of their environment, essential for predicting future events and planning their own actions. However, sensor measurements suffer from limited range, occlusions, and sensor noise. These challenges become more evident in dynamic environments, where efficiently inferring the state of the environment based on sensor readings from different times is still an open problem. This work focuses on inferring the state of the dynamic part of the environment, i.e., where dynamic objects might be, based on previous observations and constraints on their dynamics. We formalize the problem and introduce Transitional Grid Maps (TGMs), an efficient analytical solution. TGMs are based on a set of novel assumptions that hold in many practical scenarios. They significantly reduce the complexity of the problem, enabling continuous prediction and updating of the entire dynamic map based on the known static map (see Fig.1), differentiating them from other alternatives. We compare our approach with a state-of-the-art particle filter, obtaining more prudent predictions in occluded scenarios and on-par results on unoccluded tracking.
Accelerating the Global Aggregation of Local Explanations
Mor, Alon, Belinkov, Yonatan, Kimelfeld, Benny
Local explanation methods highlight the input tokens that have a considerable impact on the outcome of classifying the document at hand. For example, the Anchor algorithm applies a statistical analysis of the sensitivity of the classifier to changes in the token. Aggregating local explanations over a dataset provides a global explanation of the model. Such aggregation aims to detect words with the most impact, giving valuable insights about the model, like what it has learned in training and which adversarial examples expose its weaknesses. However, standard aggregation methods bear a high computational cost: a na\"ive implementation applies a costly algorithm to each token of each document, and hence, it is infeasible for a simple user running in the scope of a short analysis session. % We devise techniques for accelerating the global aggregation of the Anchor algorithm. Specifically, our goal is to compute a set of top-$k$ words with the highest global impact according to different aggregation functions. Some of our techniques are lossless and some are lossy. We show that for a very mild loss of quality, we are able to accelerate the computation by up to 30$\times$, reducing the computation from hours to minutes. We also devise and study a probabilistic model that accounts for noise in the Anchor algorithm and diminishes the bias toward words that are frequent yet low in impact.
SE(3) Equivariant Augmented Coupling Flows
Midgley, Laurence I., Stimper, Vincent, Antorán, Javier, Mathieu, Emile, Schölkopf, Bernhard, Hernández-Lobato, José Miguel
Coupling normalizing flows allow for fast sampling and density evaluation, making them the tool of choice for probabilistic modeling of physical systems. However, the standard coupling architecture precludes endowing flows that operate on the Cartesian coordinates of atoms with the SE(3) and permutation invariances of physical systems. This work proposes a coupling flow that preserves SE(3) and permutation equivariance by performing coordinate splits along additional augmented dimensions. At each layer, the flow maps atoms' positions into learned SE(3) invariant bases, where we apply standard flow transformations, such as monotonic rational-quadratic splines, before returning to the original basis. Crucially, our flow preserves fast sampling and density evaluation, and may be used to produce unbiased estimates of expectations with respect to the target distribution via importance sampling. When trained on the DW4, LJ13, and QM9-positional datasets, our flow is competitive with equivariant continuous normalizing flows and diffusion models, while allowing sampling more than an order of magnitude faster. Moreover, to the best of our knowledge, we are the first to learn the full Boltzmann distribution of alanine dipeptide by only modeling the Cartesian positions of its atoms. Lastly, we demonstrate that our flow can be trained to approximately sample from the Boltzmann distribution of the DW4 and LJ13 particle systems using only their energy functions.
Demystifying Variational Diffusion Models
Ribeiro, Fabio De Sousa, Glocker, Ben
Despite the growing popularity of diffusion models, gaining a deep understanding of the model class remains somewhat elusive for the uninitiated in non-equilibrium statistical physics. With that in mind, we present what we believe is a more straightforward introduction to diffusion models using directed graphical modelling and variational Bayesian principles, which imposes relatively fewer prerequisites on the average reader. Our exposition constitutes a comprehensive technical review spanning from foundational concepts like deep latent variable models to recent advances in continuous-time diffusion-based modelling, highlighting theoretical connections between model classes along the way. We provide additional mathematical insights that were omitted in the seminal works whenever possible to aid in understanding, while avoiding the introduction of new notation. We envision this article serving as a useful educational supplement for both researchers and practitioners in the area, and we welcome feedback and contributions from the community at https://github.com/biomedia-mira/demystifying-diffusion.
NeuSpin: Design of a Reliable Edge Neuromorphic System Based on Spintronics for Green AI
Ahmed, Soyed Tuhin, Danouchi, Kamal, Prenat, Guillaume, Anghel, Lorena, Tahoori, Mehdi B.
Internet of Things (IoT) and smart wearable devices for personalized healthcare will require storing and computing ever-increasing amounts of data. The key requirements for these devices are ultra-low-power, high-processing capabilities, autonomy at low cost, as well as reliability and accuracy to enable Green AI at the edge. Artificial Intelligence (AI) models, especially Bayesian Neural Networks (BayNNs) are resource-intensive and face challenges with traditional computing architectures due to the memory wall problem. Computing-in-Memory (CIM) with emerging resistive memories offers a solution by combining memory blocks and computing units for higher efficiency and lower power consumption. However, implementing BayNNs on CIM hardware, particularly with spintronic technologies, presents technical challenges due to variability and manufacturing defects. The NeuSPIN project aims to address these challenges through full-stack hardware and software co-design, developing novel algorithmic and circuit design approaches to enhance the performance, energy-efficiency and robustness of BayNNs on sprintronic-based CIM platforms.