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 partial correlation



Do Generalisation Results Generalise?

arXiv.org Artificial Intelligence

A large language model's (LLM's) out-of-distribution (OOD) generalisation ability is crucial to its deployment. Previous work assessing LLMs' generalisation performance, however, typically focuses on a single out-of-distribution dataset. This approach may fail to precisely evaluate the capabilities of the model, as the data shifts encountered once a model is deployed are much more diverse. In this work, we investigate whether OOD generalisation results generalise. More specifically, we evaluate a model's performance across multiple OOD testsets throughout a finetuning run; we then evaluate the partial correlation of performances across these testsets, regressing out in-domain performance. This allows us to assess how correlated are generalisation performances once in-domain performance is controlled for. Analysing OLMo2 and OPT, we observe no overarching trend in generalisation results: the existence of a positive or negative correlation between any two OOD testsets depends strongly on the specific choice of model analysed.


Brain-MGF: Multimodal Graph Fusion Network for EEG-fMRI Brain Connectivity Analysis Under Psilocybin

arXiv.org Artificial Intelligence

Phan 1, David L. Dowe 2, Adeel Razi 3,, and Chee-Ming Ting 1, 1 School of Information Technology, Monash University Malaysia, Malaysia 2 Department of Data Science and AI, Faculty of Information Technology, Monash University, Australia 3 Turner Institute for Brain and Mental Health, School of Psychological Sciences, Monash University, Australia ABSTRACT Psychedelics, such as psilocybin, reorganise large-scale brain connectivity, yet how these changes are reflected across electrophys-iological (electroencephalogram, EEG) and haemodynamic (functional magnetic resonance imaging, fMRI) networks remains unclear. For each modality, we construct graphs with partial-correlation edges and Pearson-profile node features, and learn subject-level embeddings via graph convolution. An adaptive softmax gate then fuses modalities with sample-specific weights to capture context-dependent contributions. Fusion improves over unimodal and nonadaptive variants, achieving 74.0% accuracy and 76.5% F1 score on meditation, and 76.0% accuracy with 85.8% ROC-AUC on rest. UMAP visualisations reveal clearer class separation for fused em-beddings.



A Framework for Predictive Directional Trading Based on Volatility and Causal Inference

arXiv.org Machine Learning

Purpose: This study introduces a novel framework for identifying and exploiting predictive lead-lag relationships in financial markets. We propose an integrated approach that combines advanced statistical methodologies with machine learning models to enhance the identification and exploitation of predictive relationships between equities. Methods: We employed a Gaussian Mixture Model (GMM) to cluster nine prominent stocks based on their mid-range historical volatility profiles over a three-year period. From the resulting clusters, we constructed a multi-stage causal inference pipeline, incorporating the Granger Causality Test (GCT), a customised Peter-Clark Momentary Conditional Independence (PCMCI) test, and Effective Transfer Entropy (ETE) to identify robust, predictive linkages. Subsequently, Dynamic Time Warping (DTW) and a K-Nearest Neighbours (KNN) classifier were utilised to determine the optimal time lag for trade execution. The resulting strategy was rigorously backtested. Results: The proposed volatility-based trading strategy, tested from 8 June 2023 to 12 August 2023, demonstrated substantial efficacy. The portfolio yielded a total return of 15.38%, significantly outperforming the 10.39% return of a comparative Buy-and-Hold strategy. Key performance metrics, including a Sharpe Ratio up to 2.17 and a win rate up to 100% for certain pairs, confirmed the strategy's viability. Conclusion: This research contributes a systematic and robust methodology for identifying profitable trading opportunities derived from volatility-based causal relationships. The findings have significant implications for both academic research in financial modelling and the practical application of algorithmic trading, offering a structured approach to developing resilient, data-driven strategies.


Ridge partial correlation screening for ultrahigh-dimensional data

arXiv.org Machine Learning

Variable selection in ultrahigh-dimensional linear regression is challenging due to its high computational cost. Therefore, a screening step is usually conducted before variable selection to significantly reduce the dimension. Here we propose a novel and simple screening method based on ordering the absolute sample ridge partial correlations. The proposed method takes into account not only the ridge regularized estimates of the regression coefficients but also the ridge regularized partial variances of the predictor variables providing sure screening property without strong assumptions on the marginal correlations. Simulation study and a real data analysis show that the proposed method has a competitive performance compared with the existing screening procedures. A publicly available software implementing the proposed screening accompanies the article.


Approaching the Limits to EFL Writing Enhancement with AI-generated Text and Diverse Learners

arXiv.org Artificial Intelligence

Generative artificial intelligence (AI) chatbots, such as ChatGPT, are reshaping how English as a foreign language (EFL) students write since students can compose texts by integrating their own words with AI-generated text. This study investigated how 59 Hong Kong secondary school students with varying levels of academic achievement interacted with AI-generated text to compose a feature article, exploring whether any interaction patterns benefited the overall quality of the article. Through content analysis, multiple linear regression and cluster analysis, we found the overall number of words -- whether AI- or human-generated -- is the main predictor of writing quality. However, the impact varies by students' competence to write independently, for instance, by using their own words accurately and coherently to compose a text, and to follow specific interaction patterns with AI-generated text. Therefore, although composing texts with human words and AI-generated text may become prevalent in EFL writing classrooms, without educators' careful attention to EFL writing pedagogy and AI literacy, high-achieving students stand to benefit more from using AI-generated text than low-achieving students.


Blossom Tree Graphical Models

Neural Information Processing Systems

We combine the ideas behind trees and Gaussian graphical models to form a new nonparametric family of graphical models. Our approach is to attach nonparanormal "blossoms", with arbitrary graphs, to a collection of nonparametric trees. The tree edges are chosen to connect variables that most violate joint Gaussianity. The non-tree edges are partitioned into disjoint groups, and assigned to tree nodes using a nonparametric partial correlation statistic. A nonparanormal blossom is then "grown" for each group using established methods based on the graphical lasso. The result is a factorization with respect to the union of the tree branches and blossoms, defining a high-dimensional joint density that can be efficiently estimated and evaluated on test points. Theoretical properties and experiments with simulated and real data demonstrate the effectiveness of blossom trees.


Learning Massive-scale Partial Correlation Networks in Clinical Multi-omics Studies with HP-ACCORD

arXiv.org Machine Learning

Graphical model estimation from modern multi-omics data requires a balance between statistical estimation performance and computational scalability. We introduce a novel pseudolikelihood-based graphical model framework that reparameterizes the target precision matrix while preserving sparsity pattern and estimates it by minimizing an $\ell_1$-penalized empirical risk based on a new loss function. The proposed estimator maintains estimation and selection consistency in various metrics under high-dimensional assumptions. The associated optimization problem allows for a provably fast computation algorithm using a novel operator-splitting approach and communication-avoiding distributed matrix multiplication. A high-performance computing implementation of our framework was tested in simulated data with up to one million variables demonstrating complex dependency structures akin to biological networks. Leveraging this scalability, we estimated partial correlation network from a dual-omic liver cancer data set. The co-expression network estimated from the ultrahigh-dimensional data showed superior specificity in prioritizing key transcription factors and co-activators by excluding the impact of epigenomic regulation, demonstrating the value of computational scalability in multi-omic data analysis. %derived from the gene expression data.


On the Limitations of Fractal Dimension as a Measure of Generalization

arXiv.org Machine Learning

Bounding and predicting the generalization gap of overparameterized neural networks remains a central open problem in theoretical machine learning. Neural network optimization trajectories have been proposed to possess fractal structure, leading to bounds and generalization measures based on notions of fractal dimension on these trajectories. Prominently, both the Hausdorff dimension and the persistent homology dimension have been proposed to correlate with generalization gap, thus serving as a measure of generalization. This work performs an extended evaluation of these topological generalization measures. We demonstrate that fractal dimension fails to predict generalization of models trained from poor initializations. We further identify that the $\ell^2$ norm of the final parameter iterate, one of the simplest complexity measures in learning theory, correlates more strongly with the generalization gap than these notions of fractal dimension. Finally, our study reveals the intriguing manifestation of model-wise double descent in persistent homology-based generalization measures. This work lays the ground for a deeper investigation of the causal relationships between fractal geometry, topological data analysis, and neural network optimization.