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Sliding-Window Signatures for Time Series: Application to Electricity Demand Forecasting

arXiv.org Machine Learning

Nonlinear and delayed effects of covariates often render time series forecasting challenging. To this end, we propose a novel forecasting framework based on ridge regression with signature features calculated on sliding windows. These features capture complex temporal dynamics without relying on learned or hand-crafted representations. Focusing on the discrete-time setting, we establish theoretical guarantees, namely universality of approximation and stationarity of signatures. We introduce an efficient sequential algorithm for computing signatures on sliding windows. The method is evaluated on both synthetic and real electricity demand data. Results show that signature features effectively encode temporal and nonlinear dependencies, yielding accurate forecasts competitive with those based on expert knowledge.


Closing the Oracle Gap: Increment Vector Transformation for Class Incremental Learning

arXiv.org Artificial Intelligence

Class Incremental Learning (CIL) aims to sequentially acquire knowledge of new classes without forgetting previously learned ones. Despite recent progress, current CIL methods still exhibit significant performance gaps compared to their oracle counterparts-models trained with full access to historical data. Inspired by recent insights on Linear Mode Connectivity (LMC), we revisit the geometric properties of oracle solutions in CIL and uncover a fundamental observation: these oracle solutions typically maintain low-loss linear connections to the optimum of previous tasks. Motivated by this finding, we propose Increment Vector Transformation (IVT), a novel plug-and-play framework designed to mitigate catastrophic forgetting during training. Rather than directly following CIL updates, IVT periodically teleports the model parameters to transformed solutions that preserve linear connectivity to previous task optimum. By maintaining low-loss along these connecting paths, IVT effectively ensures stable performance on previously learned tasks. The transformation is efficiently approximated using diagonal Fisher Information Matrices, making IVT suitable for both exemplar-free and exemplar-based scenarios, and compatible with various initialization strategies. Extensive experiments on CIFAR-100, FGVCAircraft, ImageNet-Subset, and ImageNet-Full demonstrate that IVT consistently enhances the performance of strong CIL baselines. Specifically, on CIFAR-100, IVT improves the last accuracy of the PASS baseline by +5.12% and reduces forgetting by 2.54%. For the CLIP-pre-trained SLCA baseline on FGVCAircraft, IVT yields gains of +14.93% in average accuracy and +21.95% in last accuracy. The code will be released.


Manifold Integrated Gradients: Riemannian Geometry for Feature Attribution

arXiv.org Artificial Intelligence

In this paper, we dive into the reliability concerns of Integrated Gradients (IG), a prevalent feature attribution method for black-box deep learning models. We particularly address two predominant challenges associated with IG: the generation of noisy feature visualizations for vision models and the vulnerability to adversarial attributional attacks. Our approach involves an adaptation of path-based feature attribution, aligning the path of attribution more closely to the intrinsic geometry of the data manifold. Our experiments utilise deep generative models applied to several real-world image datasets. They demonstrate that IG along the geodesics conforms to the curved geometry of the Riemannian data manifold, generating more perceptually intuitive explanations and, subsequently, substantially increasing robustness to targeted attributional attacks.


Geodesic Mode Connectivity

arXiv.org Artificial Intelligence

Mode connectivity is a phenomenon where trained models are connected by a path of low loss. We reframe this in the context of Information Geometry, where neural networks are studied as spaces of parameterized distributions with curved geometry. We hypothesize that shortest paths in these spaces, known as geodesics, correspond to mode-connecting paths in the loss landscape. We propose an algorithm to approximate geodesics and demonstrate that they achieve mode connectivity. M Figure 1: Geodesics are shortest paths in the space of parameterized distributions M. For narrow architectures linear interpolation (dashed) fails to achieve mode connectivity, passing through a region of high loss, despite using a permutation π to'shift' θ If we instead follow the geodesic (shortest) path (solid) in the curved distribution space, this does achieve mode connectivity, appearing as a curved path in the loss landscape.


Integrated Gradients and All its variants

#artificialintelligence

The pattern overlapped well with a large-scale meta-analysis and we observed Integrated Gradients (IG) achieved the best Dice overlap. Recently there are more and more IG variants have been proposed. In this article, I am going to use the model and data achieved by our paper and further investigate the performance of different IG variants. I will briefly introduce different IG methods as well as some other possible IG variants. Integrated Gradients is calculated by integrating the gradients of all interpolated images along a linear path from the baseline to the input image.


Locally Adaptive Hierarchical Cluster Termination With Application To Individual Tree Delineation

arXiv.org Artificial Intelligence

Abstract--A clustering termination procedure which is locally adaptive (with respect to the hierarchical tree of sets representative of the agglomerative merging) is proposed, for agglomerative hierarchical clustering on a set equipped with a distance function. It represents a multi-scale alternative to conventional scale dependent threshold based termination criteria. We trim the tree at specific locations by studying cumulative extreme values of rates of change of parameters along paths of the agglomeration hierarchy, each path representing the "history" of successive merges with respect to an initial set. Thus the method considers the smallest localities. We refer to this qualitative phenomenon as geometric "paradigm shift".


What can linear interpolation of neural network loss landscapes tell us?

arXiv.org Artificial Intelligence

Studying neural network loss landscapes provides insights into the nature of the underlying optimization problems. Unfortunately, loss landscapes are notoriously difficult to visualize in a human-comprehensible fashion. One common way to address this problem is to plot linear slices of the landscape, for example from the initial state of the network to the final state after optimization. On the basis of this analysis, prior work has drawn broader conclusions about the difficulty of the optimization problem. In this paper, we put inferences of this kind to the test, systematically evaluating how linear interpolation and final performance vary when altering the data, choice of initialization, and other optimizer and architecture design choices. Further, we use linear interpolation to study the role played by individual layers and substructures of the network. We find that certain layers are more sensitive to the choice of initialization and optimizer hyperparameter settings, and we exploit these observations to design custom optimization schemes. However, our results cast doubt on the broader intuition that the presence or absence of barriers when interpolating necessarily relates to the success of optimization.


Solving hybrid machine learning tasks by traversing weight space geodesics

arXiv.org Artificial Intelligence

Machine learning problems have an intrinsic geometric structure as central objects including a neural network's weight space and the loss function associated with a particular task can be viewed as encoding the intrinsic geometry of a given machine learning problem. Therefore, geometric concepts can be applied to analyze and understand theoretical properties of machine learning strategies as well as to develop new algorithms. In this paper, we address three seemingly unrelated open questions in machine learning by viewing them through a unified framework grounded in differential geometry. Specifically, we view the weight space of a neural network as a manifold endowed with a Riemannian metric that encodes performance on specific tasks. By defining a metric, we can construct geodesic, minimum length, paths in weight space that represent sets of networks of equivalent or near equivalent functional performance on a specific task. We, then, traverse geodesic paths while identifying networks that satisfy a second objective. Inspired by the geometric insight, we apply our geodesic framework to 3 major applications: (i) Network sparsification (ii) Mitigating catastrophic forgetting by constructing networks with high performance on a series of objectives and (iii) Finding high-accuracy paths connecting distinct local optima of deep networks in the non-convex loss landscape. Our results are obtained on a wide range of network architectures (MLP, VGG11/16) trained on MNIST, CIFAR-10/100. Broadly, we introduce a geometric framework that unifies a range of machine learning objectives and that can be applied to multiple classes of neural network architectures.


Revisiting "Qualitatively Characterizing Neural Network Optimization Problems"

arXiv.org Artificial Intelligence

We revisit and extend the experiments of Goodfellow et al. (2014), who showed that - for then state-of-the-art networks - "the objective function has a simple, approximately convex shape" along the linear path between initialization and the trained weights. We do not find this to be the case for modern networks on CIFAR-10 and ImageNet. Instead, although loss is roughly monotonically non-increasing along this path, it remains high until close to the optimum. In addition, training quickly becomes linearly separated from the optimum by loss barriers. We conclude that, although Goodfellow et al.'s findings describe the "relatively easy to optimize" MNIST setting, behavior is qualitatively different in modern settings.


New computer algorithm can locate people lost at sea

Daily Mail - Science & tech

A team of researchers have developed a new algorithm that could help search and rescue teams locate people lost at sea using ocean currents, wind speed, and wave direction. The project was a joint effort from scientists at MIT, the Swiss Federal Institute of Technology (ETH), the Woods Hole Oceanographic Institution (WHOI), and Virginia Tech, who tested their method using human manikins in the ocean off the coast of Martha's Vineyard. Unlike current search and rescue models--which also use data about ocean currents and wind to calculate the likely location of a missing person by simulating one single linear path--the team's new system is focused on identifying multiple points of'attraction' in the ocean, which can sometimes change dramatically over time. Using a system they called Transient Attracting Profiles (TRAPS), the team tracks these attraction points, which they behave like'moving magnets' pulling people in the water toward them. Instead of mapping out a single, linear path, the TRAPS model identifies many different attraction points, or'traps,' in the ocean that will likely have pulled a person in multiple directions as they drift through the waters.