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Scalable branch-and-bound model selection with non-monotonic criteria including AIC, BIC and Mallows's $\mathit{C_p}$

arXiv.org Machine Learning

Model selection is a pivotal process in the quantitative sciences, where researchers must navigate between numerous candidate models of varying complexity. Traditional information criteria, such as the corrected Akaike Information Criterion (AICc), Bayesian Information Criterion (BIC), and Mallows's $\mathit{C_p}$, are valuable tools for identifying optimal models. However, the exponential increase in candidate models with each additional model parameter renders the evaluation of these criteria for all models -- a strategy known as exhaustive, or brute-force, searches -- computationally prohibitive. Consequently, heuristic approaches like stepwise regression are commonly employed, albeit without guarantees of finding the globally-optimal model. In this study, we challenge the prevailing notion that non-monotonicity in information criteria precludes bounds on the search space. We introduce a simple but novel bound that enables the development of branch-and-bound algorithms tailored for these non-monotonic functions. We demonstrate that our approach guarantees identification of the optimal model(s) across diverse model classes, sizes, and applications, often with orders of magnitude computational speedups. For instance, in one previously-published model selection task involving $2^{32}$ (approximately 4 billion) candidate models, our method achieves a computational speedup exceeding 6,000. These findings have broad implications for the scalability and effectiveness of model selection in complex scientific domains.


Order Selection in Vector Autoregression by Mean Square Information Criterion

arXiv.org Machine Learning

Vector autoregressive (VAR) processes are ubiquitously used in economics, finance, and biology. Order selection is an essential step in fitting VAR models. While many order selection methods exist, all come with weaknesses. Order selection by minimizing AIC is a popular approach but is known to consistently overestimate the true order for processes of small dimension. On the other hand, methods based on BIC or the Hannan-Quinn (HQ) criteria are shown to require large sample sizes in order to accurately estimate the order for larger-dimensional processes. We propose the mean square information criterion (MIC) based on the observation that the expected squared error loss is flat once the fitted order reaches or exceeds the true order. MIC is shown to consistently estimate the order of the process under relatively mild conditions. Our simulation results show that MIC offers better performance relative to AIC, BIC, and HQ under misspecification. This advantage is corroborated when forecasting COVID-19 outcomes in New York City. Order selection by MIC is implemented in the micvar R package available on CRAN.


Test-time Verification via Optimal Transport: Coverage, ROC, & Sub-optimality

arXiv.org Artificial Intelligence

While test-time scaling with verification has shown promise in improving the performance of large language models (LLMs), the role of the verifier and its imperfections remain underexplored. The effect of verification manifests through interactions of three quantities: (i) the generator's coverage, (ii) the verifier's region of convergence (ROC), and (iii) the sampling algorithm's sub-optimality. Though recent studies capture subsets of these factors, a unified framework quantifying the geometry of their interplay is missing. We frame verifiable test-time scaling as a transport problem. This characterizes the interaction of coverage, ROC, and sub-optimality, and uncovers that the sub-optimality--coverage curve exhibits three regimes. A transport regime -- where sub-optimality increases with coverage, a policy improvement regime -- where sub-optimality may decrease with coverage, depending on the verifier's ROC, and a saturation regime -- where sub-optimality plateaus, unaffected by coverage. We further propose and analyze two classes of sampling algorithms -- sequential and batched, and examine how their computational complexities shape these trade-offs. Empirical results with Qwen, Llama, and Gemma models corroborate our theoretical findings.


What is in the model? A Comparison of variable selection criteria and model search approaches

arXiv.org Machine Learning

What is in the model? Abstract For many scientific questions, understanding the underlying mechanism is the goal. To help investigators better understand the underlying mechanism, variable selection is a crucial step that permits the identification of the most associated regression variables of interest. A variable selection method consists of model evaluation using an information criterion and a search of the model space. Here, we provide a comprehensive comparison of variable selection methods using performance measures of correct identification rate (CIR), recall, and false discovery rate (FDR). We consider the BIC and AIC for evaluating models, and exhaustive, greedy, LASSO path, and stochastic search approaches for searching the model space; we also consider LASSO using cross validation. We perform simulation studies for linear and generalized linear models that parametrically explore a wide range of realistic sample sizes, effect sizes, and correlations among regression variables. We consider model spaces with a small and larger number of potential regressors. The results show that the exhaustive search BIC and stochastic search BIC outperform the other methods when considering the performance measures on small and large model spaces, respectively. These approaches result in the highest CIR and lowest FDR, which collectively may support long-term efforts towards increasing replicability in research.


Causal Abstraction Inference under Lossy Representations

arXiv.org Artificial Intelligence

The study of causal abstractions bridges two integral components of human intelligence: the ability to determine cause and effect, and the ability to interpret complex patterns into abstract concepts. Formally, causal abstraction frameworks define connections between complicated low-level causal models and simple high-level ones. One major limitation of most existing definitions is that they are not well-defined when considering lossy abstraction functions in which multiple low-level interventions can have different effects while mapping to the same high-level intervention (an assumption called the abstract invariance condition). In this paper, we introduce a new type of abstractions called projected abstractions that generalize existing definitions to accommodate lossy representations. We show how to construct a projected abstraction from the low-level model and how it translates equivalent observational, interventional, and counterfactual causal queries from low to high-level. Given that the true model is rarely available in practice we prove a new graphical criteria for identifying and estimating high-level causal queries from limited low-level data. Finally, we experimentally show the effectiveness of projected abstraction models in high-dimensional image settings.


Principled model selection for stochastic dynamics

arXiv.org Machine Learning

Complex dynamical systems, from macromolecules to ecosystems, are often modeled by stochastic differential equations. To learn such models from data, a common approach involves sparse selection among a large function library. However, we show that overfitting arises - not just from individual model complexity, but also from the combinatorial growth of possible models. To address this, we introduce Parsimonious Stochastic Inference (PASTIS), a principled method combining likelihood-estimation statistics with extreme value theory to suppress superfluous parameters. PASTIS outperforms existing methods and reliably identifies minimal models, even with low sampling rates or measurement error. It extends to stochastic partial differential equations, and applies to ecological networks and reaction-diffusion dynamics.


Statistical Test for Auto Feature Engineering by Selective Inference

arXiv.org Machine Learning

Auto Feature Engineering (AFE) plays a crucial role in developing practical machine learning pipelines by automating the transformation of raw data into meaningful features that enhance model performance. By generating features in a data-driven manner, AFE enables the discovery of important features that may not be apparent through human experience or intuition. On the other hand, since AFE generates features based on data, there is a risk that these features may be overly adapted to the data, making it essential to assess their reliability appropriately. Unfortunately, because most AFE problems are formulated as combinatorial search problems and solved by heuristic algorithms, it has been challenging to theoretically quantify the reliability of generated features. To address this issue, we propose a new statistical test for generated features by AFE algorithms based on a framework called selective inference. As a proof of concept, we consider a simple class of tree search-based heuristic AFE algorithms, and consider the problem of testing the generated features when they are used in a linear model. The proposed test can quantify the statistical significance of the generated features in the form of $p$-values, enabling theoretically guaranteed control of the risk of false findings.


Antagonist Inhibition Control in Redundant Tendon-driven Structures Based on Human Reciprocal Innervation for Wide Range Limb Motion of Musculoskeletal Humanoids

arXiv.org Artificial Intelligence

The body structure of an anatomically correct tendon-driven musculoskeletal humanoid is complex, and the difference between its geometric model and the actual robot is very large because expressing the complex routes of tendon wires in a geometric model is very difficult. If we move a tendon-driven musculoskeletal humanoid by the tendon wire lengths of the geometric model, unintended muscle tension and slack will emerge. In some cases, this can lead to the wreckage of the actual robot. To solve this problem, we focused on reciprocal innervation in the human nervous system, and then implemented antagonist inhibition control (AIC) based on the reflex. This control makes it possible to avoid unnecessary internal muscle tension and slack of tendon wires caused by model error, and to perform wide range motion safely for a long time. To verify its effectiveness, we applied AIC to the upper limb of the tendon-driven musculoskeletal humanoid, Kengoro, and succeeded in dangling for 14 minutes and doing pull-ups.


Textual Similarity as a Key Metric in Machine Translation Quality Estimation

arXiv.org Artificial Intelligence

This study introduces "textual similarity" as a new metric for QE, using sentence transformers and cosine similarity to measure semantic closeness. Analyzing data from the MLQE-PE dataset, we found that textual similarity exhibits stronger correlations with human scores than traditional metrics (hter, model evaluation, sentence probability etc.). Employing GAMMs as a statistical tool, we demonstrated that textual similarity consistently outperforms other metrics across multiple language pairs in predicting human scores. We also found that "hter" actually failed to predict human scores in QE. Our findings highlight the effectiveness of textual similarity as a robust QE metric, recommending its integration with other metrics into QE frameworks and MT system training for improved accuracy and usability.


Analyzing the factors that are involved in length of inpatient stay at the hospital for diabetes patients

arXiv.org Artificial Intelligence

The paper investigates the escalating concerns surrounding the surge in diabetes cases, exacerbated by the COVID-19 pandemic, and the subsequent strain on medical resources. The research aims to construct a predictive model quantifying factors influencing inpatient hospital stay durations for diabetes patients, offering insights to hospital administrators for improved patient management strategies. The literature review highlights the increasing prevalence of diabetes, emphasizing the need for continued attention and analysis of urban-rural disparities in healthcare access. International studies underscore the financial implications and healthcare burden associated with diabetes-related hospitalizations and complications, emphasizing the significance of effective management strategies. The methodology involves a quantitative approach, utilizing a dataset comprising 10,000 observations of diabetic inpatient encounters in U.S. hospitals from 1999 to 2008. Predictive modeling techniques, particularly Generalized Linear Models (GLM), are employed to develop a model predicting hospital stay durations based on patient demographics, admission types, medical history, and treatment regimen. The results highlight the influence of age, medical history, and treatment regimen on hospital stay durations for diabetes patients. Despite model limitations, such as heteroscedasticity and deviations from normality in residual analysis, the findings offer valuable insights for hospital administrators in patient management. The paper concludes with recommendations for future research to address model limitations and explore the implications of predictive models on healthcare management strategies, ensuring equitable patient care and resource allocation.