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SubscribeFancyVideo: Towards Dynamic and Consistent Video Generation via Cross-frame Textual Guidance
Synthesizing motion-rich and temporally consistent videos remains a challenge in artificial intelligence, especially when dealing with extended durations. Existing text-to-video (T2V) models commonly employ spatial cross-attention for text control, equivalently guiding different frame generations without frame-specific textual guidance. Thus, the model's capacity to comprehend the temporal logic conveyed in prompts and generate videos with coherent motion is restricted. To tackle this limitation, we introduce FancyVideo, an innovative video generator that improves the existing text-control mechanism with the well-designed Cross-frame Textual Guidance Module (CTGM). Specifically, CTGM incorporates the Temporal Information Injector (TII), Temporal Affinity Refiner (TAR), and Temporal Feature Booster (TFB) at the beginning, middle, and end of cross-attention, respectively, to achieve frame-specific textual guidance. Firstly, TII injects frame-specific information from latent features into text conditions, thereby obtaining cross-frame textual conditions. Then, TAR refines the correlation matrix between cross-frame textual conditions and latent features along the time dimension. Lastly, TFB boosts the temporal consistency of latent features. Extensive experiments comprising both quantitative and qualitative evaluations demonstrate the effectiveness of FancyVideo. Our approach achieves state-of-the-art T2V generation results on the EvalCrafter benchmark and facilitates the synthesis of dynamic and consistent videos. The video show results can be available at https://fancyvideo.github.io/, and we will make our code and model weights publicly available.
Improved iterative methods for solving risk parity portfolio
Risk parity, also known as equal risk contribution, has recently gained increasing attention as a portfolio allocation method. However, solving portfolio weights must resort to numerical methods as the analytic solution is not available. This study improves two existing iterative methods: the cyclical coordinate descent (CCD) and Newton methods. We enhance the CCD method by simplifying the formulation using a correlation matrix and imposing an additional rescaling step. We also suggest an improved initial guess inspired by the CCD method for the Newton method. Numerical experiments show that the improved CCD method performs the best and is approximately three times faster than the original CCD method, saving more than 40% of the iterations.
Learning Multi-view Anomaly Detection
This study explores the recently proposed challenging multi-view Anomaly Detection (AD) task. Single-view tasks would encounter blind spots from other perspectives, resulting in inaccuracies in sample-level prediction. Therefore, we introduce the Multi-View Anomaly Detection (MVAD) framework, which learns and integrates features from multi-views. Specifically, we proposed a Multi-View Adaptive Selection (MVAS) algorithm for feature learning and fusion across multiple views. The feature maps are divided into neighbourhood attention windows to calculate a semantic correlation matrix between single-view windows and all other views, which is a conducted attention mechanism for each single-view window and the top-K most correlated multi-view windows. Adjusting the window sizes and top-K can minimise the computational complexity to linear. Extensive experiments on the Real-IAD dataset for cross-setting (multi/single-class) validate the effectiveness of our approach, achieving state-of-the-art performance among sample 4.1\%uparrow/ image 5.6\%uparrow/pixel 6.7\%uparrow levels with a total of ten metrics with only 18M parameters and fewer GPU memory and training time.
Correlated Noise Provably Beats Independent Noise for Differentially Private Learning
Differentially private learning algorithms inject noise into the learning process. While the most common private learning algorithm, DP-SGD, adds independent Gaussian noise in each iteration, recent work on matrix factorization mechanisms has shown empirically that introducing correlations in the noise can greatly improve their utility. We characterize the asymptotic learning utility for any choice of the correlation function, giving precise analytical bounds for linear regression and as the solution to a convex program for general convex functions. We show, using these bounds, how correlated noise provably improves upon vanilla DP-SGD as a function of problem parameters such as the effective dimension and condition number. Moreover, our analytical expression for the near-optimal correlation function circumvents the cubic complexity of the semi-definite program used to optimize the noise correlation matrix in previous work. We validate our theory with experiments on private deep learning. Our work matches or outperforms prior work while being efficient both in terms of compute and memory.
Barlow Twins: Self-Supervised Learning via Redundancy Reduction
Self-supervised learning (SSL) is rapidly closing the gap with supervised methods on large computer vision benchmarks. A successful approach to SSL is to learn embeddings which are invariant to distortions of the input sample. However, a recurring issue with this approach is the existence of trivial constant solutions. Most current methods avoid such solutions by careful implementation details. We propose an objective function that naturally avoids collapse by measuring the cross-correlation matrix between the outputs of two identical networks fed with distorted versions of a sample, and making it as close to the identity matrix as possible. This causes the embedding vectors of distorted versions of a sample to be similar, while minimizing the redundancy between the components of these vectors. The method is called Barlow Twins, owing to neuroscientist H. Barlow's redundancy-reduction principle applied to a pair of identical networks. Barlow Twins does not require large batches nor asymmetry between the network twins such as a predictor network, gradient stopping, or a moving average on the weight updates. Intriguingly it benefits from very high-dimensional output vectors. Barlow Twins outperforms previous methods on ImageNet for semi-supervised classification in the low-data regime, and is on par with current state of the art for ImageNet classification with a linear classifier head, and for transfer tasks of classification and object detection.
VSFormer: Mining Correlations in Flexible View Set for Multi-view 3D Shape Understanding
View-based methods have demonstrated promising performance in 3D shape understanding. However, they tend to make strong assumptions about the relations between views or learn the multi-view correlations indirectly, which limits the flexibility of exploring inter-view correlations and the effectiveness of target tasks. To overcome the above problems, this paper investigates flexible organization and explicit correlation learning for multiple views. In particular, we propose to incorporate different views of a 3D shape into a permutation-invariant set, referred to as View Set, which removes rigid relation assumptions and facilitates adequate information exchange and fusion among views. Based on that, we devise a nimble Transformer model, named VSFormer, to explicitly capture pairwise and higher-order correlations of all elements in the set. Meanwhile, we theoretically reveal a natural correspondence between the Cartesian product of a view set and the correlation matrix in the attention mechanism, which supports our model design. Comprehensive experiments suggest that VSFormer has better flexibility, efficient inference efficiency and superior performance. Notably, VSFormer reaches state-of-the-art results on various 3d recognition datasets, including ModelNet40, ScanObjectNN and RGBD. It also establishes new records on the SHREC'17 retrieval benchmark. The code and datasets are available at https://github.com/auniquesun/VSFormer.
OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain
This paper presents OLinear, a linear-based multivariate time series forecasting model that operates in an orthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast (TF) paradigm, which directly encode and decode time series in the time domain. However, the entangled step-wise dependencies in series data can hinder the performance of TF. To address this, some forecasters conduct encoding and decoding in the transformed domain using fixed, dataset-independent bases (e.g., sine and cosine signals in the Fourier transform). In contrast, we utilize OrthoTrans, a data-adaptive transformation based on an orthogonal matrix that diagonalizes the series' temporal Pearson correlation matrix. This approach enables more effective encoding and decoding in the decorrelated feature domain and can serve as a plug-in module to enhance existing forecasters. To enhance the representation learning for multivariate time series, we introduce a customized linear layer, NormLin, which employs a normalized weight matrix to capture multivariate dependencies. Empirically, the NormLin module shows a surprising performance advantage over multi-head self-attention, while requiring nearly half the FLOPs. Extensive experiments on 24 benchmarks and 140 forecasting tasks demonstrate that OLinear consistently achieves state-of-the-art performance with high efficiency. Notably, as a plug-in replacement for self-attention, the NormLin module consistently enhances Transformer-based forecasters. The code and datasets are available at https://anonymous.4open.science/r/OLinear
Harnessing Vision Foundation Models for High-Performance, Training-Free Open Vocabulary Segmentation
While Contrastive Language-Image Pre-training (CLIP) has advanced open-vocabulary predictions, its performance on semantic segmentation remains suboptimal. This shortfall primarily stems from its spatial-invariant semantic features and constrained resolution. While previous adaptations addressed spatial invariance semantic by modifying the self-attention in CLIP's image encoder, the issue of limited resolution remains unexplored. Different from previous segment-then-splice methods that segment sub-images via a sliding window and splice the results, we introduce a splice-then-segment paradigm that incorporates Segment-Anything Model (SAM) to tackle the resolution issue since SAM excels at extracting fine-grained semantic correlations from high-resolution images. Specifically, we introduce Trident, a training-free framework that first splices features extracted by CLIP and DINO from sub-images, then leverages SAM's encoder to create a correlation matrix for global aggregation, enabling a broadened receptive field for effective segmentation. Besides, we propose a refinement strategy for CLIP's coarse segmentation outputs by transforming them into prompts for SAM, further enhancing the segmentation performance. Trident achieves a significant improvement in the mIoU across eight benchmarks compared with the current SOTA, increasing from 44.4 to 48.6.Code is available at https://github.com/YuHengsss/Trident.
Improving Arabic Multi-Label Emotion Classification using Stacked Embeddings and Hybrid Loss Function
In multi-label emotion classification, particularly for low-resource languages like Arabic, the challenges of class imbalance and label correlation hinder model performance, especially in accurately predicting minority emotions. To address these issues, this study proposes a novel approach that combines stacked embeddings, meta-learning, and a hybrid loss function to enhance multi-label emotion classification for the Arabic language. The study extracts contextual embeddings from three fine-tuned language models-ArabicBERT, MarBERT, and AraBERT-which are then stacked to form enriched embeddings. A meta-learner is trained on these stacked embeddings, and the resulting concatenated representations are provided as input to a Bi-LSTM model, followed by a fully connected neural network for multi-label classification. To further improve performance, a hybrid loss function is introduced, incorporating class weighting, label correlation matrix, and contrastive learning, effectively addressing class imbalances and improving the handling of label correlations. Extensive experiments validate the proposed model's performance across key metrics such as Precision, Recall, F1-Score, Jaccard Accuracy, and Hamming Loss. The class-wise performance analysis demonstrates the hybrid loss function's ability to significantly reduce disparities between majority and minority classes, resulting in a more balanced emotion classification. An ablation study highlights the contribution of each component, showing the superiority of the model compared to baseline approaches and other loss functions. This study not only advances multi-label emotion classification for Arabic but also presents a generalizable framework that can be adapted to other languages and domains, providing a significant step forward in addressing the challenges of low-resource emotion classification tasks.
Fine-Grained Cross-View Geo-Localization Using a Correlation-Aware Homography Estimator
In this paper, we introduce a novel approach to fine-grained cross-view geo-localization. Our method aligns a warped ground image with a corresponding GPS-tagged satellite image covering the same area using homography estimation. We first employ a differentiable spherical transform, adhering to geometric principles, to accurately align the perspective of the ground image with the satellite map. This transformation effectively places ground and aerial images in the same view and on the same plane, reducing the task to an image alignment problem. To address challenges such as occlusion, small overlapping range, and seasonal variations, we propose a robust correlation-aware homography estimator to align similar parts of the transformed ground image with the satellite image. Our method achieves sub-pixel resolution and meter-level GPS accuracy by mapping the center point of the transformed ground image to the satellite image using a homography matrix and determining the orientation of the ground camera using a point above the central axis. Operating at a speed of 30 FPS, our method outperforms state-of-the-art techniques, reducing the mean metric localization error by 21.3% and 32.4% in same-area and cross-area generalization tasks on the VIGOR benchmark, respectively, and by 34.4% on the KITTI benchmark in same-area evaluation.
Segmentation with Noisy Labels via Spatially Correlated Distributions
In semantic segmentation, the accuracy of models heavily depends on the high-quality annotations. However, in many practical scenarios such as medical imaging and remote sensing, obtaining true annotations is not straightforward and usually requires significant human labor. Relying on human labor often introduces annotation errors, including mislabeling, omissions, and inconsistency between annotators. In the case of remote sensing, differences in procurement time can lead to misaligned ground truth annotations. These label errors are not independently distributed, and instead usually appear in spatially connected regions where adjacent pixels are more likely to share the same errors. To address these issues, we propose an approximate Bayesian estimation based on a probabilistic model that assumes training data includes label errors, incorporating the tendency for these errors to occur with spatial correlations between adjacent pixels. Bayesian inference requires computing the posterior distribution of label errors, which becomes intractable when spatial correlations are present. We represent the correlation of label errors between adjacent pixels through a Gaussian distribution whose covariance is structured by a Kac-Murdock-Szeg\"{o} (KMS) matrix, solving the computational challenges. Through experiments on multiple segmentation tasks, we confirm that leveraging the spatial correlation of label errors significantly improves performance. Notably, in specific tasks such as lung segmentation, the proposed method achieves performance comparable to training with clean labels under moderate noise levels. Code is available at https://github.com/pfnet-research/Bayesian_SpatialCorr.
FILM: Frame Interpolation for Large Motion
We present a frame interpolation algorithm that synthesizes multiple intermediate frames from two input images with large in-between motion. Recent methods use multiple networks to estimate optical flow or depth and a separate network dedicated to frame synthesis. This is often complex and requires scarce optical flow or depth ground-truth. In this work, we present a single unified network, distinguished by a multi-scale feature extractor that shares weights at all scales, and is trainable from frames alone. To synthesize crisp and pleasing frames, we propose to optimize our network with the Gram matrix loss that measures the correlation difference between feature maps. Our approach outperforms state-of-the-art methods on the Xiph large motion benchmark. We also achieve higher scores on Vimeo-90K, Middlebury and UCF101, when comparing to methods that use perceptual losses. We study the effect of weight sharing and of training with datasets of increasing motion range. Finally, we demonstrate our model's effectiveness in synthesizing high quality and temporally coherent videos on a challenging near-duplicate photos dataset. Codes and pre-trained models are available at https://film-net.github.io.
ESSAformer: Efficient Transformer for Hyperspectral Image Super-resolution
Single hyperspectral image super-resolution (single-HSI-SR) aims to restore a high-resolution hyperspectral image from a low-resolution observation. However, the prevailing CNN-based approaches have shown limitations in building long-range dependencies and capturing interaction information between spectral features. This results in inadequate utilization of spectral information and artifacts after upsampling. To address this issue, we propose ESSAformer, an ESSA attention-embedded Transformer network for single-HSI-SR with an iterative refining structure. Specifically, we first introduce a robust and spectral-friendly similarity metric, \ie, the spectral correlation coefficient of the spectrum (SCC), to replace the original attention matrix and incorporates inductive biases into the model to facilitate training. Built upon it, we further utilize the kernelizable attention technique with theoretical support to form a novel efficient SCC-kernel-based self-attention (ESSA) and reduce attention computation to linear complexity. ESSA enlarges the receptive field for features after upsampling without bringing much computation and allows the model to effectively utilize spatial-spectral information from different scales, resulting in the generation of more natural high-resolution images. Without the need for pretraining on large-scale datasets, our experiments demonstrate ESSA's effectiveness in both visual quality and quantitative results.
Whitened CLIP as a Likelihood Surrogate of Images and Captions
Likelihood approximations for images are not trivial to compute and can be useful in many applications. We examine the use of Contrastive Language-Image Pre-training (CLIP) to assess the likelihood of images and captions. We introduce Whitened CLIP, a novel transformation of the CLIP latent space via an invertible linear operation. This transformation ensures that each feature in the embedding space has zero mean, unit standard deviation, and no correlation with all other features, resulting in an identity covariance matrix. We show that the whitened embeddings statistics can be well approximated as a standard normal distribution, thus, the log-likelihood is estimated simply by the square Euclidean norm in the whitened embedding space. The whitening procedure is completely training-free and performed using a pre-computed whitening matrix, hence, is very fast. We present several preliminary experiments demonstrating the properties and applicability of these likelihood scores to images and captions.
O(n)-invariant Riemannian metrics on SPD matrices
Symmetric Positive Definite (SPD) matrices are ubiquitous in data analysis under the form of covariance matrices or correlation matrices. Several O(n)-invariant Riemannian metrics were defined on the SPD cone, in particular the kernel metrics introduced by Hiai and Petz. The class of kernel metrics interpolates between many classical O(n)-invariant metrics and it satisfies key results of stability and completeness. However, it does not contain all the classical O(n)-invariant metrics. Therefore in this work, we investigate super-classes of kernel metrics and we study which key results remain true. We also introduce an additional key result called cometric-stability, a crucial property to implement geodesics with a Hamiltonian formulation. Our method to build intermediate embedded classes between O(n)-invariant metrics and kernel metrics is to give a characterization of the whole class of O(n)-invariant metrics on SPD matrices and to specify requirements on metrics one by one until we reach kernel metrics. As a secondary contribution, we synthesize the literature on the main O(n)-invariant metrics, we provide the complete formula of the sectional curvature of the affine-invariant metric and the formula of the geodesic parallel transport between commuting matrices for the Bures-Wasserstein metric.
SketchXAI: A First Look at Explainability for Human Sketches
This paper, for the very first time, introduces human sketches to the landscape of XAI (Explainable Artificial Intelligence). We argue that sketch as a ``human-centred'' data form, represents a natural interface to study explainability. We focus on cultivating sketch-specific explainability designs. This starts by identifying strokes as a unique building block that offers a degree of flexibility in object construction and manipulation impossible in photos. Following this, we design a simple explainability-friendly sketch encoder that accommodates the intrinsic properties of strokes: shape, location, and order. We then move on to define the first ever XAI task for sketch, that of stroke location inversion SLI. Just as we have heat maps for photos, and correlation matrices for text, SLI offers an explainability angle to sketch in terms of asking a network how well it can recover stroke locations of an unseen sketch. We offer qualitative results for readers to interpret as snapshots of the SLI process in the paper, and as GIFs on the project page. A minor but interesting note is that thanks to its sketch-specific design, our sketch encoder also yields the best sketch recognition accuracy to date while having the smallest number of parameters. The code is available at https://sketchxai.github.io.
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?
We used a dataset of daily Bloomberg Financial Market Summaries from 2010 to 2023, reposted on large financial media, to determine how global news headlines may affect stock market movements using ChatGPT and a two-stage prompt approach. We document a statistically significant positive correlation between the sentiment score and future equity market returns over short to medium term, which reverts to a negative correlation over longer horizons. Validation of this correlation pattern across multiple equity markets indicates its robustness across equity regions and resilience to non-linearity, evidenced by comparison of Pearson and Spearman correlations. Finally, we provide an estimate of the optimal horizon that strikes a balance between reactivity to new information and correlation.
Phase Transitions in the Detection of Correlated Databases
We study the problem of detecting the correlation between two Gaussian databases XinR^{ntimes d} and Y^{ntimes d}, each composed of n users with d features. This problem is relevant in the analysis of social media, computational biology, etc. We formulate this as a hypothesis testing problem: under the null hypothesis, these two databases are statistically independent. Under the alternative, however, there exists an unknown permutation sigma over the set of n users (or, row permutation), such that X is rho-correlated with Y^sigma, a permuted version of Y. We determine sharp thresholds at which optimal testing exhibits a phase transition, depending on the asymptotic regime of n and d. Specifically, we prove that if rho^2dto0, as dtoinfty, then weak detection (performing slightly better than random guessing) is statistically impossible, irrespectively of the value of n. This compliments the performance of a simple test that thresholds the sum all entries of X^TY. Furthermore, when d is fixed, we prove that strong detection (vanishing error probability) is impossible for any rho<rho^star, where rho^star is an explicit function of d, while weak detection is again impossible as long as rho^2dto0. These results close significant gaps in current recent related studies.
Classification of BCI-EEG based on augmented covariance matrix
Objective: Electroencephalography signals are recorded as a multidimensional dataset. We propose a new framework based on the augmented covariance extracted from an autoregressive model to improve motor imagery classification. Methods: From the autoregressive model can be derived the Yule-Walker equations, which show the emergence of a symmetric positive definite matrix: the augmented covariance matrix. The state-of the art for classifying covariance matrices is based on Riemannian Geometry. A fairly natural idea is therefore to extend the standard approach using these augmented covariance matrices. The methodology for creating the augmented covariance matrix shows a natural connection with the delay embedding theorem proposed by Takens for dynamical systems. Such an embedding method is based on the knowledge of two parameters: the delay and the embedding dimension, respectively related to the lag and the order of the autoregressive model. This approach provides new methods to compute the hyper-parameters in addition to standard grid search. Results: The augmented covariance matrix performed noticeably better than any state-of-the-art methods. We will test our approach on several datasets and several subjects using the MOABB framework, using both within-session and cross-session evaluation. Conclusion: The improvement in results is due to the fact that the augmented covariance matrix incorporates not only spatial but also temporal information, incorporating nonlinear components of the signal through an embedding procedure, which allows the leveraging of dynamical systems algorithms. Significance: These results extend the concepts and the results of the Riemannian distance based classification algorithm.
CSTS: A Benchmark for the Discovery of Correlation Structures in Time Series Clustering
Time series clustering promises to uncover hidden structural patterns in data with applications across healthcare, finance, industrial systems, and other critical domains. However, without validated ground truth information, researchers cannot objectively assess clustering quality or determine whether poor results stem from absent structures in the data, algorithmic limitations, or inappropriate validation methods, raising the question whether clustering is "more art than science" (Guyon et al., 2009). To address these challenges, we introduce CSTS (Correlation Structures in Time Series), a synthetic benchmark for evaluating the discovery of correlation structures in multivariate time series data. CSTS provides a clean benchmark that enables researchers to isolate and identify specific causes of clustering failures by differentiating between correlation structure deterioration and limitations of clustering algorithms and validation methods. Our contributions are: (1) a comprehensive benchmark for correlation structure discovery with distinct correlation structures, systematically varied data conditions, established performance thresholds, and recommended evaluation protocols; (2) empirical validation of correlation structure preservation showing moderate distortion from downsampling and minimal effects from distribution shifts and sparsification; and (3) an extensible data generation framework enabling structure-first clustering evaluation. A case study demonstrates CSTS's practical utility by identifying an algorithm's previously undocumented sensitivity to non-normal distributions, illustrating how the benchmark enables precise diagnosis of methodological limitations. CSTS advances rigorous evaluation standards for correlation-based time series clustering.
Partial Correlations in Compositional Data Analysis
Partial correlations quantify linear association between two variables adjusting for the influence of the remaining variables. They form the backbone for graphical models and are readily obtained from the inverse of the covariance matrix. For compositional data, the covariance structure is specified from log ratios of variables, so unless we try to "open" the data via a normalization, this implies changes in the definition and interpretation of partial correlations. In the present work, we elucidate how results derived by Aitchison (1986) lead to a natural definition of partial correlation that has a number of advantages over current measures of association. For this, we show that the residuals of log-ratios between a variable with a reference, when adjusting for all remaining variables including the reference, are reference-independent. Since the reference itself can be controlled for, correlations between residuals are defined for the variables directly without the necessity to recur to ratios except when specifying which variables are partialled out. Thus, perhaps surprisingly, partial correlations do not have the problems commonly found with measures of pairwise association on compositional data. They are well-defined between two variables, are properly scaled, and allow for negative association. By design, they are subcompositionally incoherent, but they share this property with conventional partial correlations (where results change when adjusting for the influence of fewer variables). We discuss the equivalence with normalization-based approaches whenever the normalizing variables are controlled for. We also discuss the partial variances and correlations we obtain from a previously studied data set of Roman glass cups.
Robust Graph Structure Learning via Multiple Statistical Tests
Graph structure learning aims to learn connectivity in a graph from data. It is particularly important for many computer vision related tasks since no explicit graph structure is available for images for most cases. A natural way to construct a graph among images is to treat each image as a node and assign pairwise image similarities as weights to corresponding edges. It is well known that pairwise similarities between images are sensitive to the noise in feature representations, leading to unreliable graph structures. We address this problem from the viewpoint of statistical tests. By viewing the feature vector of each node as an independent sample, the decision of whether creating an edge between two nodes based on their similarity in feature representation can be thought as a {it single} statistical test. To improve the robustness in the decision of creating an edge, multiple samples are drawn and integrated by {it multiple} statistical tests to generate a more reliable similarity measure, consequentially more reliable graph structure. The corresponding elegant matrix form named B-Attention is designed for efficiency. The effectiveness of multiple tests for graph structure learning is verified both theoretically and empirically on multiple clustering and ReID benchmark datasets. Source codes are available at https://github.com/Thomas-wyh/B-Attention.
Enhancing Neural Training via a Correlated Dynamics Model
As neural networks grow in scale, their training becomes both computationally demanding and rich in dynamics. Amidst the flourishing interest in these training dynamics, we present a novel observation: Parameters during training exhibit intrinsic correlations over time. Capitalizing on this, we introduce Correlation Mode Decomposition (CMD). This algorithm clusters the parameter space into groups, termed modes, that display synchronized behavior across epochs. This enables CMD to efficiently represent the training dynamics of complex networks, like ResNets and Transformers, using only a few modes. Moreover, test set generalization is enhanced. We introduce an efficient CMD variant, designed to run concurrently with training. Our experiments indicate that CMD surpasses the state-of-the-art method for compactly modeled dynamics on image classification. Our modeling can improve training efficiency and lower communication overhead, as shown by our preliminary experiments in the context of federated learning.
Structure Learning of Latent Factors via Clique Search on Correlation Thresholded Graphs
Despite the widespread application of latent factor analysis, existing methods suffer from the following weaknesses: requiring the number of factors to be known, lack of theoretical guarantees for learning the model structure, and nonidentifiability of the parameters due to rotation invariance properties of the likelihood. We address these concerns by proposing a fast correlation thresholding (CT) algorithm that simultaneously learns the number of latent factors and a rotationally identifiable model structure. Our novel approach translates this structure learning problem into the search for so-called independent maximal cliques in a thresholded correlation graph that can be easily constructed from the observed data. Our clique analysis technique scales well up to thousands of variables, while competing methods are not applicable in a reasonable amount of running time. We establish a finite-sample error bound and high-dimensional consistency for the structure learning of our method. Through a series of simulation studies and a real data example, we show that the CT algorithm is an accurate method for learning the structure of factor analysis models and is robust to violations of its assumptions.
Fast Combinatorial Algorithms for Min Max Correlation Clustering
We introduce fast algorithms for correlation clustering with respect to the Min Max objective that provide constant factor approximations on complete graphs. Our algorithms are the first purely combinatorial approximation algorithms for this problem. We construct a novel semi-metric on the set of vertices, which we call the correlation metric, that indicates to our clustering algorithms whether pairs of nodes should be in the same cluster. The paper demonstrates empirically that, compared to prior work, our algorithms sacrifice little in the objective quality to obtain significantly better run-time. Moreover, our algorithms scale to larger networks that are effectively intractable for known algorithms.
One-connection rule for structural equation models
Linear structural equation models are multivariate statistical models encoded by mixed graphs. In particular, the set of covariance matrices for distributions belonging to a linear structural equation model for a fixed mixed graph G=(V, D,B) is parameterized by a rational function with parameters for each vertex and edge in G. This rational parametrization naturally allows for the study of these models from an algebraic and combinatorial point of view. Indeed, this point of view has led to a collection of results in the literature, mainly focusing on questions related to identifiability and determining relationships between covariances (i.e., finding polynomials in the Gaussian vanishing ideal). So far, a large proportion of these results has focused on the case when D, the directed part of the mixed graph G, is acyclic. This is due to the fact that in the acyclic case, the parametrization becomes polynomial and there is a description of the entries of the covariance matrices in terms of a finite sum. We move beyond the acyclic case and give a closed form expression for the entries of the covariance matrices in terms of the one-connections in a graph obtained from D through some small operations. This closed form expression then allows us to show that if G is simple, then the parametrization map is generically finite-to-one. Finally, having a closed form expression for the covariance matrices allows for the development of an algorithm for systematically exploring possible polynomials in the Gaussian vanishing ideal.
Analytical Derivation and Comparison of Alarm Similarity Measures
An industrial process includes many devices, variables, and sub-processes that are physically or electronically interconnected. These interconnections imply some level of correlation between different process variables. Since most of the alarms in a process plant are defined on process variables, alarms are also correlated. However, this can be a nuisance to operators, for one fault might trigger a, sometimes large, number of alarms. So, it is essential to find and correct correlated alarms. In this paper, we study different methods and techniques proposed to measure correlation or similarity between alarms. The similarity indices are first analytically calculated and then studied and compared. The results are also validated using Monte-Carlo simulation.
Diquark Correlations in Hadron Physics: Origin, Impact and Evidence
The last decade has seen a marked shift in how the internal structure of hadrons is understood. Modern experimental facilities, new theoretical techniques for the continuum bound-state problem and progress with lattice-regularised QCD have provided strong indications that soft quark+quark (diquark) correlations play a crucial role in hadron physics. For example, theory indicates that the appearance of such correlations is a necessary consequence of dynamical chiral symmetry breaking, viz. a corollary of emergent hadronic mass that is responsible for almost all visible mass in the universe; experiment has uncovered signals for such correlations in the flavour-separation of the proton's electromagnetic form factors; and phenomenology suggests that diquark correlations might be critical to the formation of exotic tetra- and penta-quark hadrons. A broad spectrum of such information is evaluated herein, with a view to consolidating the facts and therefrom moving toward a coherent, unified picture of hadron structure and the role that diquark correlations might play.
Transformation of stimulus correlations by the retina
Redundancies and correlations in the responses of sensory neurons seem to waste neural resources but can carry cues about structured stimuli and may help the brain to correct for response errors. To assess how the retina negotiates this tradeoff, we measured simultaneous responses from populations of ganglion cells presented with natural and artificial stimuli that varied greatly in correlation structure. We found that pairwise correlations in the retinal output remained similar across stimuli with widely different spatio-temporal correlations including white noise and natural movies. Meanwhile, purely spatial correlations tended to increase correlations in the retinal response. Responding to more correlated stimuli, ganglion cells had faster temporal kernels and tended to have stronger surrounds. These properties of individual cells, along with gain changes that opposed changes in effective contrast at the ganglion cell input, largely explained the similarity of pairwise correlations across stimuli where receptive field measurements were possible.
Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market
Designing an optimum portfolio that allocates weights to its constituent stocks in a way that achieves the best trade-off between the return and the risk is a challenging research problem. The classical mean-variance theory of portfolio proposed by Markowitz is found to perform sub-optimally on the real-world stock market data since the error in estimation for the expected returns adversely affects the performance of the portfolio. This paper presents three approaches to portfolio design, viz, the minimum risk portfolio, the optimum risk portfolio, and the Eigen portfolio, for seven important sectors of the Indian stock market. The daily historical prices of the stocks are scraped from Yahoo Finance website from January 1, 2016, to December 31, 2020. Three portfolios are built for each of the seven sectors chosen for this study, and the portfolios are analyzed on the training data based on several metrics such as annualized return and risk, weights assigned to the constituent stocks, the correlation heatmaps, and the principal components of the Eigen portfolios. Finally, the optimum risk portfolios and the Eigen portfolios for all sectors are tested on their return over a period of a six-month period. The performances of the portfolios are compared and the portfolio yielding the higher return for each sector is identified.
Matrix approach to generalized ensemble theory
We provide a concise framework for generalized ensemble theory through a matrix-based approach. By introducing an observation matrix, any discrete probability distribution, including those for non-equilibrium steady states, can be expressed as a generalized Boltzmann distribution, with observables and conjugate variables as the basis and coordinates in a linear space. In this framework, we identify the minimal sufficient statistics required for inferring the Boltzmann distribution. Furthermore, we show that the Hadamard and Vandermonde matrices are suitable observation matrices for spin systems and random walks. In master equation systems, the probability flux observation matrix facilitates the identification of detailed balance violations. Our findings provide a new approach to developing generalized ensemble theory for non-equilibrium steady-state systems.
Multilayer Graph Approach to Deep Subspace Clustering
Deep subspace clustering (DSC) networks based on self-expressive model learn representation matrix, often implemented in terms of fully connected network, in the embedded space. After the learning is finished, representation matrix is used by spectral clustering module to assign labels to clusters. However, such approach ignores complementary information that exist in other layers of the encoder (including the input data themselves). Herein, we apply selected linear subspace clustering algorithm to learn representation matrices from representations learned by all layers of encoder network including the input data. Afterward, we learn a multilayer graph that in a multi-view like manner integrates information from graph Laplacians of all used layers. That improves further performance of selected DSC network. Furthermore, we also provide formulation of our approach to cluster out-of-sample/test data points. We validate proposed approach on four well-known datasets with two DSC networks as baseline models. In almost all the cases, proposed approach achieved statistically significant improvement in three performance metrics. MATLAB code of proposed algorithm is posted on https://github.com/lovro-sinda/MLG-DSC.
Causal Inference by String Diagram Surgery
Extracting causal relationships from observed correlations is a growing area in probabilistic reasoning, originating with the seminal work of Pearl and others from the early 1990s. This paper develops a new, categorically oriented view based on a clear distinction between syntax (string diagrams) and semantics (stochastic matrices), connected via interpretations as structure-preserving functors. A key notion in the identification of causal effects is that of an intervention, whereby a variable is forcefully set to a particular value independent of any prior propensities. We represent the effect of such an intervention as an endofunctor which performs `string diagram surgery' within the syntactic category of string diagrams. This diagram surgery in turn yields a new, interventional distribution via the interpretation functor. While in general there is no way to compute interventional distributions purely from observed data, we show that this is possible in certain special cases using a calculational tool called comb disintegration. We demonstrate the use of this technique on a well-known toy example, where we predict the causal effect of smoking on cancer in the presence of a confounding common cause. After developing this specific example, we show this technique provides simple sufficient conditions for computing interventions which apply to a wide variety of situations considered in the causal inference literature.
Observation of nuclear modification of energy-energy correlators inside jets in heavy ion collisions
Energy-energy correlators are constructed by averaging the number of charged particle pairs within jets, weighted by the product of their transverse momenta, as a function of the angular separation of the particles within a pair. They are sensitive to a multitude of perturbative and nonperturbative quantum chromodynamics phenomena in high-energy particle collisions. Using lead-lead data recorded with the CMS detector, energy-energy correlators inside high transverse momentum jets are measured in heavy ion collisions for the first time. The data are obtained at a nucleon-nucleon center-of-mass energy of 5.02 TeV and correspond to an integrated luminosity of 1.70 nb^{-1}. A similar analysis is done for proton-proton collisions at the same center-of-mass energy to establish a reference. The ratio of lead-lead to proton-proton energy-energy correlators reveals significant jet substructure modifications in the quark-gluon plasma. The results are compared to different models that incorporate either color coherence or medium response effects, where the two effects predict similar substructure modifications.
Further Generalizations of the Jaccard Index
Quantifying the similarity between two mathematical structures or datasets constitutes a particularly interesting and useful operation in several theoretical and applied problems. Aimed at this specific objective, the Jaccard index has been extensively used in the most diverse types of problems, also motivating some respective generalizations. The present work addresses further generalizations of this index, including its modification into a coincidence index capable of accounting also for the level of relative interiority between the two compared entities, as well as respective extensions for sets in continuous vector spaces, the generalization to multiset addition, densities and generic scalar fields, as well as a means to quantify the joint interdependence between two random variables. The also interesting possibility to take into account more than two sets has also been addressed, including the description of an index capable of quantifying the level of chaining between three structures. Several of the described and suggested eneralizations have been illustrated with respect to numeric case examples. It is also posited that these indices can play an important role while analyzing and integrating datasets in modeling approaches and pattern recognition activities, including as a measurement of clusters similarity or separation and as a resource for representing and analyzing complex networks.
Algorithm-assisted discovery of an intrinsic order among mathematical constants
In recent decades, a growing number of discoveries in fields of mathematics have been assisted by computer algorithms, primarily for exploring large parameter spaces that humans would take too long to investigate. As computers and algorithms become more powerful, an intriguing possibility arises - the interplay between human intuition and computer algorithms can lead to discoveries of novel mathematical concepts that would otherwise remain elusive. To realize this perspective, we have developed a massively parallel computer algorithm that discovers an unprecedented number of continued fraction formulas for fundamental mathematical constants. The sheer number of formulas discovered by the algorithm unveils a novel mathematical structure that we call the conservative matrix field. Such matrix fields (1) unify thousands of existing formulas, (2) generate infinitely many new formulas, and most importantly, (3) lead to unexpected relations between different mathematical constants, including multiple integer values of the Riemann zeta function. Conservative matrix fields also enable new mathematical proofs of irrationality. In particular, we can use them to generalize the celebrated proof by Ap\'ery for the irrationality of zeta(3). Utilizing thousands of personal computers worldwide, our computer-supported research strategy demonstrates the power of experimental mathematics, highlighting the prospects of large-scale computational approaches to tackle longstanding open problems and discover unexpected connections across diverse fields of science.
Dirichlet-based Per-Sample Weighting by Transition Matrix for Noisy Label Learning
For learning with noisy labels, the transition matrix, which explicitly models the relation between noisy label distribution and clean label distribution, has been utilized to achieve the statistical consistency of either the classifier or the risk. Previous researches have focused more on how to estimate this transition matrix well, rather than how to utilize it. We propose good utilization of the transition matrix is crucial and suggest a new utilization method based on resampling, coined RENT. Specifically, we first demonstrate current utilizations can have potential limitations for implementation. As an extension to Reweighting, we suggest the Dirichlet distribution-based per-sample Weight Sampling (DWS) framework, and compare reweighting and resampling under DWS framework. With the analyses from DWS, we propose RENT, a REsampling method with Noise Transition matrix. Empirically, RENT consistently outperforms existing transition matrix utilization methods, which includes reweighting, on various benchmark datasets. Our code is available at https://github.com/BaeHeeSun/RENT.
Performance Gaps in Multi-view Clustering under the Nested Matrix-Tensor Model
We study the estimation of a planted signal hidden in a recently introduced nested matrix-tensor model, which is an extension of the classical spiked rank-one tensor model, motivated by multi-view clustering. Prior work has theoretically examined the performance of a tensor-based approach, which relies on finding a best rank-one approximation, a problem known to be computationally hard. A tractable alternative approach consists in computing instead the best rank-one (matrix) approximation of an unfolding of the observed tensor data, but its performance was hitherto unknown. We quantify here the performance gap between these two approaches, in particular by deriving the precise algorithmic threshold of the unfolding approach and demonstrating that it exhibits a BBP-type transition behavior. This work is therefore in line with recent contributions which deepen our understanding of why tensor-based methods surpass matrix-based methods in handling structured tensor data.
Sparse Canonical Correlation Analysis
We present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal representation for the first view while having a dual representation for the second view. Sparse CCA (SCCA) minimises the number of features used in both the primal and dual projections while maximising the correlation between the two views. The method is demonstrated on two paired corpuses of English-French and English-Spanish for mate-retrieval. We are able to observe, in the mate-retreival, that when the number of the original features is large SCCA outperforms Kernel CCA (KCCA), learning the common semantic space from a sparse set of features.
Optimal Input Gain: All You Need to Supercharge a Feed-Forward Neural Network
Linear transformation of the inputs alters the training performance of feed-forward networks that are otherwise equivalent. However, most linear transforms are viewed as a pre-processing operation separate from the actual training. Starting from equivalent networks, it is shown that pre-processing inputs using linear transformation are equivalent to multiplying the negative gradient matrix with an autocorrelation matrix per training iteration. Second order method is proposed to find the autocorrelation matrix that maximizes learning in a given iteration. When the autocorrelation matrix is diagonal, the method optimizes input gains. This optimal input gain (OIG) approach is used to improve two first-order two-stage training algorithms, namely back-propagation (BP) and hidden weight optimization (HWO), which alternately update the input weights and solve linear equations for output weights. Results show that the proposed OIG approach greatly enhances the performance of the first-order algorithms, often allowing them to rival the popular Levenberg-Marquardt approach with far less computation. It is shown that HWO is equivalent to BP with Whitening transformation applied to the inputs. HWO effectively combines Whitening transformation with learning. Thus, OIG improved HWO could be a significant building block to more complex deep learning architectures.
Efficient Algorithms for Exact Graph Matching on Correlated Stochastic Block Models with Constant Correlation
We consider the problem of graph matching, or learning vertex correspondence, between two correlated stochastic block models (SBMs). The graph matching problem arises in various fields, including computer vision, natural language processing and bioinformatics, and in particular, matching graphs with inherent community structure has significance related to de-anonymization of correlated social networks. Compared to the correlated Erdos-Renyi (ER) model, where various efficient algorithms have been developed, among which a few algorithms have been proven to achieve the exact matching with constant edge correlation, no low-order polynomial algorithm has been known to achieve exact matching for the correlated SBMs with constant correlation. In this work, we propose an efficient algorithm for matching graphs with community structure, based on the comparison between partition trees rooted from each vertex, by extending the idea of Mao et al. (2021) to graphs with communities. The partition tree divides the large neighborhoods of each vertex into disjoint subsets using their edge statistics to different communities. Our algorithm is the first low-order polynomial-time algorithm achieving exact matching between two correlated SBMs with high probability in dense graphs.
Unconstrained Stochastic CCA: Unifying Multiview and Self-Supervised Learning
The Canonical Correlation Analysis (CCA) family of methods is foundational in multiview learning. Regularised linear CCA methods can be seen to generalise Partial Least Squares (PLS) and be unified with a Generalized Eigenvalue Problem (GEP) framework. However, classical algorithms for these linear methods are computationally infeasible for large-scale data. Extensions to Deep CCA show great promise, but current training procedures are slow and complicated. First we propose a novel unconstrained objective that characterizes the top subspace of GEPs. Our core contribution is a family of fast algorithms for stochastic PLS, stochastic CCA, and Deep CCA, simply obtained by applying stochastic gradient descent (SGD) to the corresponding CCA objectives. Our algorithms show far faster convergence and recover higher correlations than the previous state-of-the-art on all standard CCA and Deep CCA benchmarks. These improvements allow us to perform a first-of-its-kind PLS analysis of an extremely large biomedical dataset from the UK Biobank, with over 33,000 individuals and 500,000 features. Finally, we apply our algorithms to match the performance of `CCA-family' Self-Supervised Learning (SSL) methods on CIFAR-10 and CIFAR-100 with minimal hyper-parameter tuning, and also present theory to clarify the links between these methods and classical CCA, laying the groundwork for future insights.
ClusterFuG: Clustering Fully connected Graphs by Multicut
We propose a graph clustering formulation based on multicut (a.k.a. weighted correlation clustering) on the complete graph. Our formulation does not need specification of the graph topology as in the original sparse formulation of multicut, making our approach simpler and potentially better performing. In contrast to unweighted correlation clustering we allow for a more expressive weighted cost structure. In dense multicut, the clustering objective is given in a factorized form as inner products of node feature vectors. This allows for an efficient formulation and inference in contrast to multicut/weighted correlation clustering, which has at least quadratic representation and computation complexity when working on the complete graph. We show how to rewrite classical greedy algorithms for multicut in our dense setting and how to modify them for greater efficiency and solution quality. In particular, our algorithms scale to graphs with tens of thousands of nodes. Empirical evidence on instance segmentation on Cityscapes and clustering of ImageNet datasets shows the merits of our approach.
Swivel: Improving Embeddings by Noticing What's Missing
We present Submatrix-wise Vector Embedding Learner (Swivel), a method for generating low-dimensional feature embeddings from a feature co-occurrence matrix. Swivel performs approximate factorization of the point-wise mutual information matrix via stochastic gradient descent. It uses a piecewise loss with special handling for unobserved co-occurrences, and thus makes use of all the information in the matrix. While this requires computation proportional to the size of the entire matrix, we make use of vectorized multiplication to process thousands of rows and columns at once to compute millions of predicted values. Furthermore, we partition the matrix into shards in order to parallelize the computation across many nodes. This approach results in more accurate embeddings than can be achieved with methods that consider only observed co-occurrences, and can scale to much larger corpora than can be handled with sampling methods.
Flagfolds
By interpreting the product of the Principal Component Analysis, that is the covariance matrix, as a sequence of nested subspaces naturally coming with weights according to the level of approximation they provide, we are able to embed all d--dimensional Grassmannians into a stratified space of covariance matrices. We observe that Grassmannians constitute the lowest dimensional skeleton of the stratification while it is possible to define a Riemaniann metric on the highest dimensional and dense stratum, such a metric being compatible with the global stratification. With such a Riemaniann metric at hand, it is possible to look for geodesics between two linear subspaces of different dimensions that do not go through higher dimensional linear subspaces as would euclidean geodesics. Building upon the proposed embedding of Grassmannians into the stratified space of covariance matrices, we generalize the concept of varifolds to what we call flagfolds in order to model multi-dimensional shapes.
PHI-S: Distribution Balancing for Label-Free Multi-Teacher Distillation
Various visual foundation models have distinct strengths and weaknesses, both of which can be improved through heterogeneous multi-teacher knowledge distillation without labels, termed "agglomerative models." We build upon this body of work by studying the effect of the teachers' activation statistics, particularly the impact of the loss function on the resulting student model quality. We explore a standard toolkit of statistical normalization techniques to better align the different distributions and assess their effects. Further, we examine the impact on downstream teacher-matching metrics, which motivates the use of Hadamard matrices. With these matrices, we demonstrate useful properties, showing how they can be used for isotropic standardization, where each dimension of a multivariate distribution is standardized using the same scale. We call this technique "PHI Standardization" (PHI-S) and empirically demonstrate that it produces the best student model across the suite of methods studied.
A Versatile Causal Discovery Framework to Allow Causally-Related Hidden Variables
Most existing causal discovery methods rely on the assumption of no latent confounders, limiting their applicability in solving real-life problems. In this paper, we introduce a novel, versatile framework for causal discovery that accommodates the presence of causally-related hidden variables almost everywhere in the causal network (for instance, they can be effects of observed variables), based on rank information of covariance matrix over observed variables. We start by investigating the efficacy of rank in comparison to conditional independence and, theoretically, establish necessary and sufficient conditions for the identifiability of certain latent structural patterns. Furthermore, we develop a Rank-based Latent Causal Discovery algorithm, RLCD, that can efficiently locate hidden variables, determine their cardinalities, and discover the entire causal structure over both measured and hidden ones. We also show that, under certain graphical conditions, RLCD correctly identifies the Markov Equivalence Class of the whole latent causal graph asymptotically. Experimental results on both synthetic and real-world personality data sets demonstrate the efficacy of the proposed approach in finite-sample cases.
Differential Privacy of Quantum and Quantum-Inspired-Classical Recommendation Algorithms
We analyze the DP (differential privacy) properties of the quantum recommendation algorithm and the quantum-inspired-classical recommendation algorithm. We discover that the quantum recommendation algorithm is a privacy curating mechanism on its own, requiring no external noise, which is different from traditional differential privacy mechanisms. In our analysis, a novel perturbation method tailored for SVD (singular value decomposition) and low-rank matrix approximation problems is introduced. Using the perturbation method and random matrix theory, we are able to derive that both the quantum and quantum-inspired-classical algorithms are big(mathcal{O}big(frac 1nbig),,, mathcal{O}big(1{min{m,n}}big)big)-DP under some reasonable restrictions, where m and n are numbers of users and products in the input preference database respectively. Nevertheless, a comparison shows that the quantum algorithm has better privacy preserving potential than the classical one.
The probabilistic world
Physics is based on probabilities as fundamental entities of a mathematical description. Expectation values of observables are computed according to the classical statistical rule. The overall probability distribution for one world covers all times. The quantum formalism arises once one focuses on the evolution of the time-local probabilistic information. Wave functions or the density matrix allow the formulation of a general linear evolution law for classical statistics. The quantum formalism for classical statistics is a powerful tool which allows us to implement for generalized Ising models the momentum observable with the associated Fourier representation. The association of operators to observables permits the computation of expectation values in terms of the density matrix by the usual quantum rule. We show that probabilistic cellular automata are quantum systems in a formulation with discrete time steps and real wave functions. With a complex structure the evolution operator for automata can be expressed in terms of a Hamiltonian involving fermionic creation and annihilation operators. The time-local probabilistic information amounts to a subsystem of the overall probabilistic system which is correlated with its environment consisting of the past and future. Such subsystems typically involve probabilistic observables for which only a probability distribution for their possible measurement values is available. Incomplete statistics does not permit to compute classical correlation functions for arbitrary subsystem-observables. Bell's inequalities are not generally applicable.
SVCCA: Singular Vector Canonical Correlation Analysis for Deep Learning Dynamics and Interpretability
We propose a new technique, Singular Vector Canonical Correlation Analysis (SVCCA), a tool for quickly comparing two representations in a way that is both invariant to affine transform (allowing comparison between different layers and networks) and fast to compute (allowing more comparisons to be calculated than with previous methods). We deploy this tool to measure the intrinsic dimensionality of layers, showing in some cases needless over-parameterization; to probe learning dynamics throughout training, finding that networks converge to final representations from the bottom up; to show where class-specific information in networks is formed; and to suggest new training regimes that simultaneously save computation and overfit less. Code: https://github.com/google/svcca/
Causal Discovery with Latent Confounders Based on Higher-Order Cumulants
Causal discovery with latent confounders is an important but challenging task in many scientific areas. Despite the success of some overcomplete independent component analysis (OICA) based methods in certain domains, they are computationally expensive and can easily get stuck into local optima. We notice that interestingly, by making use of higher-order cumulants, there exists a closed-form solution to OICA in specific cases, e.g., when the mixing procedure follows the One-Latent-Component structure. In light of the power of the closed-form solution to OICA corresponding to the One-Latent-Component structure, we formulate a way to estimate the mixing matrix using the higher-order cumulants, and further propose the testable One-Latent-Component condition to identify the latent variables and determine causal orders. By iteratively removing the share identified latent components, we successfully extend the results on the One-Latent-Component structure to the Multi-Latent-Component structure and finally provide a practical and asymptotically correct algorithm to learn the causal structure with latent variables. Experimental results illustrate the asymptotic correctness and effectiveness of the proposed method.
An Introduction to Conditional Random Fields
Often we wish to predict a large number of variables that depend on each other as well as on other observed variables. Structured prediction methods are essentially a combination of classification and graphical modeling, combining the ability of graphical models to compactly model multivariate data with the ability of classification methods to perform prediction using large sets of input features. This tutorial describes conditional random fields, a popular probabilistic method for structured prediction. CRFs have seen wide application in natural language processing, computer vision, and bioinformatics. We describe methods for inference and parameter estimation for CRFs, including practical issues for implementing large scale CRFs. We do not assume previous knowledge of graphical modeling, so this tutorial is intended to be useful to practitioners in a wide variety of fields.
Sliced-Wasserstein on Symmetric Positive Definite Matrices for M/EEG Signals
When dealing with electro or magnetoencephalography records, many supervised prediction tasks are solved by working with covariance matrices to summarize the signals. Learning with these matrices requires using Riemanian geometry to account for their structure. In this paper, we propose a new method to deal with distributions of covariance matrices and demonstrate its computational efficiency on M/EEG multivariate time series. More specifically, we define a Sliced-Wasserstein distance between measures of symmetric positive definite matrices that comes with strong theoretical guarantees. Then, we take advantage of its properties and kernel methods to apply this distance to brain-age prediction from MEG data and compare it to state-of-the-art algorithms based on Riemannian geometry. Finally, we show that it is an efficient surrogate to the Wasserstein distance in domain adaptation for Brain Computer Interface applications.
A Nearly-Optimal Bound for Fast Regression with ell_infty Guarantee
Given a matrix Ain R^{ntimes d} and a vector bin R^n, we consider the regression problem with ell_infty guarantees: finding a vector x'in R^d such that |x'-x^*|_infty leq epsilon{d}cdot |Ax^*-b|_2cdot |A^dagger| where x^*=argmin_{xin R^d}|Ax-b|_2. One popular approach for solving such ell_2 regression problem is via sketching: picking a structured random matrix Sin R^{mtimes n} with mll n and SA can be quickly computed, solve the ``sketched'' regression problem argmin_{xin R^d} |SAx-Sb|_2. In this paper, we show that in order to obtain such ell_infty guarantee for ell_2 regression, one has to use sketching matrices that are dense. To the best of our knowledge, this is the first user case in which dense sketching matrices are necessary. On the algorithmic side, we prove that there exists a distribution of dense sketching matrices with m=epsilon^{-2}dlog^3(n/delta) such that solving the sketched regression problem gives the ell_infty guarantee, with probability at least 1-delta. Moreover, the matrix SA can be computed in time O(ndlog n). Our row count is nearly-optimal up to logarithmic factors, and significantly improves the result in [Price, Song and Woodruff, ICALP'17], in which a super-linear in d rows, m=Omega(epsilon^{-2}d^{1+gamma}) for gamma=Theta(frac{loglog n{log d}}) is required. We also develop a novel analytical framework for ell_infty guarantee regression that utilizes the Oblivious Coordinate-wise Embedding (OCE) property introduced in [Song and Yu, ICML'21]. Our analysis is arguably much simpler and more general than [Price, Song and Woodruff, ICALP'17], and it extends to dense sketches for tensor product of vectors.
Learning from Pseudo-Randomness With an Artificial Neural Network - Does God Play Pseudo-Dice?
Inspired by the fact that the neural network, as the mainstream for machine learning, has brought successes in many application areas, here we propose to use this approach for decoding hidden correlation among pseudo-random data and predicting events accordingly. With a simple neural network structure and a typical training procedure, we demonstrate the learning and prediction power of the neural network in extremely random environment. Finally, we postulate that the high sensitivity and efficiency of the neural network may allow to critically test if there could be any fundamental difference between quantum randomness and pseudo randomness, which is equivalent to the question: Does God play dice?
Adaptive Estimation of Graphical Models under Total Positivity
We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two observations for M-matrices lauritzen2019maximum,slawski2015estimation and even one observation for diagonally dominant M-matrices truell2021maximum. We propose an adaptive multiple-stage estimation method that refines the estimate by solving a weighted ell_1-regularized problem at each stage. Furthermore, we develop a unified framework based on the gradient projection method to solve the regularized problem, incorporating distinct projections to handle the constraints of M-matrices and diagonally dominant M-matrices. A theoretical analysis of the estimation error is provided. Our method outperforms state-of-the-art methods in precision matrix estimation and graph edge identification, as evidenced by synthetic and financial time-series data sets.
Parallel Learning by Multitasking Neural Networks
A modern challenge of Artificial Intelligence is learning multiple patterns at once (i.e.parallel learning). While this can not be accomplished by standard Hebbian associative neural networks, in this paper we show how the Multitasking Hebbian Network (a variation on theme of the Hopfield model working on sparse data-sets) is naturally able to perform this complex task. We focus on systems processing in parallel a finite (up to logarithmic growth in the size of the network) amount of patterns, mirroring the low-storage level of standard associative neural networks at work with pattern recognition. For mild dilution in the patterns, the network handles them hierarchically, distributing the amplitudes of their signals as power-laws w.r.t. their information content (hierarchical regime), while, for strong dilution, all the signals pertaining to all the patterns are raised with the same strength (parallel regime). Further, confined to the low-storage setting (i.e., far from the spin glass limit), the presence of a teacher neither alters the multitasking performances nor changes the thresholds for learning: the latter are the same whatever the training protocol is supervised or unsupervised. Results obtained through statistical mechanics, signal-to-noise technique and Monte Carlo simulations are overall in perfect agreement and carry interesting insights on multiple learning at once: for instance, whenever the cost-function of the model is minimized in parallel on several patterns (in its description via Statistical Mechanics), the same happens to the standard sum-squared error Loss function (typically used in Machine Learning).
Asymptotically free sketched ridge ensembles: Risks, cross-validation, and tuning
We employ random matrix theory to establish consistency of generalized cross validation (GCV) for estimating prediction risks of sketched ridge regression ensembles, enabling efficient and consistent tuning of regularization and sketching parameters. Our results hold for a broad class of asymptotically free sketches under very mild data assumptions. For squared prediction risk, we provide a decomposition into an unsketched equivalent implicit ridge bias and a sketching-based variance, and prove that the risk can be globally optimized by only tuning sketch size in infinite ensembles. For general subquadratic prediction risk functionals, we extend GCV to construct consistent risk estimators, and thereby obtain distributional convergence of the GCV-corrected predictions in Wasserstein-2 metric. This in particular allows construction of prediction intervals with asymptotically correct coverage conditional on the training data. We also propose an "ensemble trick" whereby the risk for unsketched ridge regression can be efficiently estimated via GCV using small sketched ridge ensembles. We empirically validate our theoretical results using both synthetic and real large-scale datasets with practical sketches including CountSketch and subsampled randomized discrete cosine transforms.
Enhancing Predictive Accuracy in Tennis: Integrating Fuzzy Logic and CV-GRNN for Dynamic Match Outcome and Player Momentum Analysis
The predictive analysis of match outcomes and player momentum in professional tennis has long been a subject of scholarly debate. In this paper, we introduce a novel approach to game prediction by combining a multi-level fuzzy evaluation model with a CV-GRNN model. We first identify critical statistical indicators via Principal Component Analysis and then develop a two-tier fuzzy model based on the Wimbledon data. In addition, the results of Pearson Correlation Coefficient indicate that the momentum indicators, such as Player Win Streak and Score Difference, have a strong correlation among them, revealing insightful trends among players transitioning between losing and winning streaks. Subsequently, we refine the CV-GRNN model by incorporating 15 statistically significant indicators, resulting in an increase in accuracy to 86.64% and a decrease in MSE by 49.21%. This consequently strengthens the methodological framework for predicting tennis match outcomes, emphasizing its practical utility and potential for adaptation in various athletic contexts.
Accuracy on the Curve: On the Nonlinear Correlation of ML Performance Between Data Subpopulations
Understanding the performance of machine learning (ML) models across diverse data distributions is critically important for reliable applications. Despite recent empirical studies positing a near-perfect linear correlation between in-distribution (ID) and out-of-distribution (OOD) accuracies, we empirically demonstrate that this correlation is more nuanced under subpopulation shifts. Through rigorous experimentation and analysis across a variety of datasets, models, and training epochs, we demonstrate that OOD performance often has a nonlinear correlation with ID performance in subpopulation shifts. Our findings, which contrast previous studies that have posited a linear correlation in model performance during distribution shifts, reveal a "moon shape" correlation (parabolic uptrend curve) between the test performance on the majority subpopulation and the minority subpopulation. This non-trivial nonlinear correlation holds across model architectures, hyperparameters, training durations, and the imbalance between subpopulations. Furthermore, we found that the nonlinearity of this "moon shape" is causally influenced by the degree of spurious correlations in the training data. Our controlled experiments show that stronger spurious correlation in the training data creates more nonlinear performance correlation. We provide complementary experimental and theoretical analyses for this phenomenon, and discuss its implications for ML reliability and fairness. Our work highlights the importance of understanding the nonlinear effects of model improvement on performance in different subpopulations, and has the potential to inform the development of more equitable and responsible machine learning models.
Be More Active! Understanding the Differences between Mean and Sampled Representations of Variational Autoencoders
The ability of Variational Autoencoders to learn disentangled representations has made them appealing for practical applications. However, their mean representations, which are generally used for downstream tasks, have recently been shown to be more correlated than their sampled counterpart, on which disentanglement is usually measured. In this paper, we refine this observation through the lens of selective posterior collapse, which states that only a subset of the learned representations, the active variables, is encoding useful information while the rest (the passive variables) is discarded. We first extend the existing definition to multiple data examples and show that active variables are equally disentangled in mean and sampled representations. Based on this extension and the pre-trained models from disentanglement lib, we then isolate the passive variables and show that they are responsible for the discrepancies between mean and sampled representations. Specifically, passive variables exhibit high correlation scores with other variables in mean representations while being fully uncorrelated in sampled ones. We thus conclude that despite what their higher correlation might suggest, mean representations are still good candidates for downstream tasks applications. However, it may be beneficial to remove their passive variables, especially when used with models sensitive to correlated features.
A Unified Perspective on Orthogonalization and Diagonalization
This paper makes a formal connection between two families of widely used matrix factorization algorithms in numerical linear algebra. One family consists of the Jacobi eigenvalue algorithm and its variants for computing the Hermitian eigendecomposition and singular value decomposition. The other consists of Gaussian elimination and the Gram-Schmidt procedure with various pivoting rules for computing the Cholesky decomposition and QR decomposition respectively. Both families are cast as special cases of a more general class of factorization algorithms. We provide a randomized pivoting rule that applies to this general class (which differs substantially from the usual pivoting rules for Gaussian elimination / Gram-Schmidt) which results in the same linear rate of convergence for each algorithm, irrespective of which factorization it computes. A second important consequence of this randomized pivoting rule is a provable, effective bound on the numerical stability of the Jacobi eigenvalue algorithm, which addresses a longstanding open problem of Demmel and Veseli\'c `92.
The Pseudoinverse of A=CR is A^+=R^+C^+ (?)
This paper gives three formulas for the pseudoinverse of a matrix product A = CR. The first is sometimes correct, the second is always correct, and the third is almost never correct. But that third randomized pseudoinverse A^+_r may be very useful when A is a very large matrix. 1. A^+ = R^+C^+ when A = CR and C has independent columns and R has independent rows. 2. A^+ = (C^+CR)^+(CRR^+)^+ is always correct. 3. A^+_r = (P^TCR)^+P^TCRQ(CRQ)^+ = A^+ only when rank(P^TA) = rank(AQ) = rank(A) with A = CR.
Isolating Sources of Disentanglement in Variational Autoencoders
We decompose the evidence lower bound to show the existence of a term measuring the total correlation between latent variables. We use this to motivate our beta-TCVAE (Total Correlation Variational Autoencoder), a refinement of the state-of-the-art beta-VAE objective for learning disentangled representations, requiring no additional hyperparameters during training. We further propose a principled classifier-free measure of disentanglement called the mutual information gap (MIG). We perform extensive quantitative and qualitative experiments, in both restricted and non-restricted settings, and show a strong relation between total correlation and disentanglement, when the latent variables model is trained using our framework.
The Vendi Score: A Diversity Evaluation Metric for Machine Learning
Diversity is an important criterion for many areas of machine learning (ML), including generative modeling and dataset curation. Yet little work has gone into understanding, formalizing, and measuring diversity in ML. In this paper, we address the diversity evaluation problem by proposing the Vendi Score, which connects and extends ideas from ecology and quantum statistical mechanics to ML. The Vendi Score is defined as the exponential of the Shannon entropy of the eigenvalues of a similarity matrix. This matrix is induced by a user-defined similarity function applied to the sample to be evaluated for diversity. In taking a similarity function as input, the Vendi Score enables its user to specify any desired form of diversity. Importantly, unlike many existing metrics in ML, the Vendi Score doesn't require a reference dataset or distribution over samples or labels, it is therefore general and applicable to any generative model, decoding algorithm, and dataset from any domain where similarity can be defined. We showcased the Vendi Score on molecular generative modeling, a domain where diversity plays an important role in enabling the discovery of novel molecules. We found that the Vendi Score addresses shortcomings of the current diversity metric of choice in that domain. We also applied the Vendi Score to generative models of images and decoding algorithms of text and found it confirms known results about diversity in those domains. Furthermore, we used the Vendi Score to measure mode collapse, a known limitation of generative adversarial networks (GANs). In particular, the Vendi Score revealed that even GANs that capture all the modes of a labeled dataset can be less diverse than the original dataset. Finally, the interpretability of the Vendi Score allowed us to diagnose several benchmark ML datasets for diversity, opening the door for diversity-informed data augmentation.
Causal Discovery in Astrophysics: Unraveling Supermassive Black Hole and Galaxy Coevolution
Correlation does not imply causation, but patterns of statistical association between variables can be exploited to infer a causal structure (even with purely observational data) with the burgeoning field of causal discovery. As a purely observational science, astrophysics has much to gain by exploiting these new methods. The supermassive black hole (SMBH)--galaxy interaction has long been constrained by observed scaling relations, that is low-scatter correlations between variables such as SMBH mass and the central velocity dispersion of stars in a host galaxy's bulge. This study, using advanced causal discovery techniques and an up-to-date dataset, reveals a causal link between galaxy properties and dynamically-measured SMBH masses. We apply a score-based Bayesian framework to compute the exact conditional probabilities of every causal structure that could possibly describe our galaxy sample. With the exact posterior distribution, we determine the most likely causal structures and notice a probable causal reversal when separating galaxies by morphology. In elliptical galaxies, bulge properties (built from major mergers) tend to influence SMBH growth, while in spiral galaxies, SMBHs are seen to affect host galaxy properties, potentially through feedback in gas-rich environments. For spiral galaxies, SMBHs progressively quench star formation, whereas in elliptical galaxies, quenching is complete, and the causal connection has reversed. Our findings support theoretical models of hierarchical assembly of galaxies and active galactic nuclei feedback regulating galaxy evolution. Our study suggests the potentiality for further exploration of causal links in astrophysical and cosmological scaling relations, as well as any other observational science.
Matrix Estimation for Individual Fairness
In recent years, multiple notions of algorithmic fairness have arisen. One such notion is individual fairness (IF), which requires that individuals who are similar receive similar treatment. In parallel, matrix estimation (ME) has emerged as a natural paradigm for handling noisy data with missing values. In this work, we connect the two concepts. We show that pre-processing data using ME can improve an algorithm's IF without sacrificing performance. Specifically, we show that using a popular ME method known as singular value thresholding (SVT) to pre-process the data provides a strong IF guarantee under appropriate conditions. We then show that, under analogous conditions, SVT pre-processing also yields estimates that are consistent and approximately minimax optimal. As such, the ME pre-processing step does not, under the stated conditions, increase the prediction error of the base algorithm, i.e., does not impose a fairness-performance trade-off. We verify these results on synthetic and real data.
PCD2Vec: A Poisson Correction Distance-Based Approach for Viral Host Classification
Coronaviruses are membrane-enveloped, non-segmented positive-strand RNA viruses belonging to the Coronaviridae family. Various animal species, mainly mammalian and avian, are severely infected by various coronaviruses, causing serious concerns like the recent pandemic (COVID-19). Therefore, building a deeper understanding of these viruses is essential to devise prevention and mitigation mechanisms. In the Coronavirus genome, an essential structural region is the spike region, and it's responsible for attaching the virus to the host cell membrane. Therefore, the usage of only the spike protein, instead of the full genome, provides most of the essential information for performing analyses such as host classification. In this paper, we propose a novel method for predicting the host specificity of coronaviruses by analyzing spike protein sequences from different viral subgenera and species. Our method involves using the Poisson correction distance to generate a distance matrix, followed by using a radial basis function (RBF) kernel and kernel principal component analysis (PCA) to generate a low-dimensional embedding. Finally, we apply classification algorithms to the low-dimensional embedding to generate the resulting predictions of the host specificity of coronaviruses. We provide theoretical proofs for the non-negativity, symmetry, and triangle inequality properties of the Poisson correction distance metric, which are important properties in a machine-learning setting. By encoding the spike protein structure and sequences using this comprehensive approach, we aim to uncover hidden patterns in the biological sequences to make accurate predictions about host specificity. Finally, our classification results illustrate that our method can achieve higher predictive accuracy and improve performance over existing baselines.
Extending Mixture of Experts Model to Investigate Heterogeneity of Trajectories: When, Where and How to Add Which Covariates
Researchers are usually interested in examining the impact of covariates when separating heterogeneous samples into latent classes that are more homogeneous. The majority of theoretical and empirical studies with such aims have focused on identifying covariates as predictors of class membership in the structural equation modeling framework. In other words, the covariates only indirectly affect the sample heterogeneity. However, the covariates' influence on between-individual differences can also be direct. This article presents a mixture model that investigates covariates to explain within-cluster and between-cluster heterogeneity simultaneously, known as a mixture-of-experts (MoE) model. This study aims to extend the MoE framework to investigate heterogeneity in nonlinear trajectories: to identify latent classes, covariates as predictors to clusters, and covariates that explain within-cluster differences in change patterns over time. Our simulation studies demonstrate that the proposed model generally estimates the parameters unbiasedly, precisely and exhibits appropriate empirical coverage for a nominal 95% confidence interval. This study also proposes implementing structural equation model forests to shrink the covariate space of the proposed mixture model. We illustrate how to select covariates and construct the proposed model with longitudinal mathematics achievement data. Additionally, we demonstrate that the proposed mixture model can be further extended in the structural equation modeling framework by allowing the covariates that have direct effects to be time-varying.
Time-Resolved fMRI Shared Response Model using Gaussian Process Factor Analysis
Multi-subject fMRI studies are challenging due to the high variability of both brain anatomy and functional brain topographies across participants. An effective way of aggregating multi-subject fMRI data is to extract a shared representation that filters out unwanted variability among subjects. Some recent work has implemented probabilistic models to extract a shared representation in task fMRI. In the present work, we improve upon these models by incorporating temporal information in the common latent structures. We introduce a new model, Shared Gaussian Process Factor Analysis (S-GPFA), that discovers shared latent trajectories and subject-specific functional topographies, while modelling temporal correlation in fMRI data. We demonstrate the efficacy of our model in revealing ground truth latent structures using simulated data, and replicate experimental performance of time-segment matching and inter-subject similarity on the publicly available Raider and Sherlock datasets. We further test the utility of our model by analyzing its learned model parameters in the large multi-site SPINS dataset, on a social cognition task from participants with and without schizophrenia.
Solving High Frequency and Multi-Scale PDEs with Gaussian Processes
Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and multi-scale PDEs, which can be due to spectral bias during neural network training. To address this problem, we resort to the Gaussian process (GP) framework. To flexibly capture the dominant frequencies, we model the power spectrum of the PDE solution with a student t mixture or Gaussian mixture. We apply the inverse Fourier transform to obtain the covariance function (by Wiener-Khinchin theorem). The covariance derived from the Gaussian mixture spectrum corresponds to the known spectral mixture kernel. Next, we estimate the mixture weights in the log domain, which we show is equivalent to placing a Jeffreys prior. It automatically induces sparsity, prunes excessive frequencies, and adjusts the remaining toward the ground truth. Third, to enable efficient and scalable computation on massive collocation points, which are critical to capture high frequencies, we place the collocation points on a grid, and multiply our covariance function at each input dimension. We use the GP conditional mean to predict the solution and its derivatives so as to fit the boundary condition and the equation itself. As a result, we can derive a Kronecker product structure in the covariance matrix. We use Kronecker product properties and multilinear algebra to promote computational efficiency and scalability, without low-rank approximations. We show the advantage of our method in systematic experiments. The code is released at https://github.com/xuangu-fang/Gaussian-Process-Slover-for-High-Freq-PDE.
Uncertainty Estimation by Fisher Information-based Evidential Deep Learning
Uncertainty estimation is a key factor that makes deep learning reliable in practical applications. Recently proposed evidential neural networks explicitly account for different uncertainties by treating the network's outputs as evidence to parameterize the Dirichlet distribution, and achieve impressive performance in uncertainty estimation. However, for high data uncertainty samples but annotated with the one-hot label, the evidence-learning process for those mislabeled classes is over-penalized and remains hindered. To address this problem, we propose a novel method, Fisher Information-based Evidential Deep Learning (I-EDL). In particular, we introduce Fisher Information Matrix (FIM) to measure the informativeness of evidence carried by each sample, according to which we can dynamically reweight the objective loss terms to make the network more focused on the representation learning of uncertain classes. The generalization ability of our network is further improved by optimizing the PAC-Bayesian bound. As demonstrated empirically, our proposed method consistently outperforms traditional EDL-related algorithms in multiple uncertainty estimation tasks, especially in the more challenging few-shot classification settings.
Analysing Multi-Task Regression via Random Matrix Theory with Application to Time Series Forecasting
In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a multi-task optimization problem as a regularization technique to enable single-task models to leverage multi-task learning information. We derive a closed-form solution for multi-task optimization in the context of linear models. Our analysis provides valuable insights by linking the multi-task learning performance to various model statistics such as raw data covariances, signal-generating hyperplanes, noise levels, as well as the size and number of datasets. We finally propose a consistent estimation of training and testing errors, thereby offering a robust foundation for hyperparameter optimization in multi-task regression scenarios. Experimental validations on both synthetic and real-world datasets in regression and multivariate time series forecasting demonstrate improvements on univariate models, incorporating our method into the training loss and thus leveraging multivariate information.
GriTS: Grid table similarity metric for table structure recognition
In this paper, we propose a new class of metric for table structure recognition (TSR) evaluation, called grid table similarity (GriTS). Unlike prior metrics, GriTS evaluates the correctness of a predicted table directly in its natural form as a matrix. To create a similarity measure between matrices, we generalize the two-dimensional largest common substructure (2D-LCS) problem, which is NP-hard, to the 2D most similar substructures (2D-MSS) problem and propose a polynomial-time heuristic for solving it. This algorithm produces both an upper and a lower bound on the true similarity between matrices. We show using evaluation on a large real-world dataset that in practice there is almost no difference between these bounds. We compare GriTS to other metrics and empirically validate that matrix similarity exhibits more desirable behavior than alternatives for TSR performance evaluation. Finally, GriTS unifies all three subtasks of cell topology recognition, cell location recognition, and cell content recognition within the same framework, which simplifies the evaluation and enables more meaningful comparisons across different types of TSR approaches. Code will be released at https://github.com/microsoft/table-transformer.
Collaborative filtering based on nonnegative/binary matrix factorization
Collaborative filtering generates recommendations based on user-item similarities through rating data, which may involve numerous unrated items. To predict scores for unrated items, matrix factorization techniques, such as nonnegative matrix factorization (NMF), are often employed to predict scores for unrated items. Nonnegative/binary matrix factorization (NBMF), which is an extension of NMF, approximates a nonnegative matrix as the product of nonnegative and binary matrices. Previous studies have employed NBMF for image analysis where the data were dense. In this paper, we propose a modified NBMF algorithm that can be applied to collaborative filtering where data are sparse. In the modified method, unrated elements in a rating matrix are masked, which improves the collaborative filtering performance. Utilizing a low-latency Ising machine in NBMF is advantageous in terms of the computation time, making the proposed method beneficial.
On the generation of periodic discrete structures with identical two-point correlation
Strategies for the generation of periodic discrete structures with identical two-point correlation are developed. Starting from a pair of root structures, which are not related by translation, phase inversion or axis reflections, child structures of arbitrary resolution (i.e., pixel or voxel numbers) and number of phases (i.e., material phases/species) can be generated by means of trivial embedding based phase extension, application of kernels and/or phase coalescence, such that the generated structures inherit the two-point-correlation equivalence. Proofs of the inheritance property are provided by means of the Discrete Fourier Transform theory. A Python 3 implementation of the results is offered by the authors through the Github repository https://github.com/DataAnalyticsEngineering/EQ2PC in order to make the provided results reproducible and useful for all interested readers. Examples for the generation of structures are demonstrated, together with applications in the homogenization theory of periodic media.
ID and OOD Performance Are Sometimes Inversely Correlated on Real-world Datasets
Several studies have compared the in-distribution (ID) and out-of-distribution (OOD) performance of models in computer vision and NLP. They report a frequent positive correlation and some surprisingly never even observe an inverse correlation indicative of a necessary trade-off. The possibility of inverse patterns is important to determine whether ID performance can serve as a proxy for OOD generalization capabilities. This paper shows with multiple datasets that inverse correlations between ID and OOD performance do happen in real-world data - not only in theoretical worst-case settings. We also explain theoretically how these cases can arise even in a minimal linear setting, and why past studies could miss such cases due to a biased selection of models. Our observations lead to recommendations that contradict those found in much of the current literature. - High OOD performance sometimes requires trading off ID performance. - Focusing on ID performance alone may not lead to optimal OOD performance. It may produce diminishing (eventually negative) returns in OOD performance. - In these cases, studies on OOD generalization that use ID performance for model selection (a common recommended practice) will necessarily miss the best-performing models, making these studies blind to a whole range of phenomena.
Causal de Finetti: On the Identification of Invariant Causal Structure in Exchangeable Data
Learning causal structure from observational data often assumes that we observe independent and identically distributed (i.\,i.\,d) data. The traditional approach aims to find a graphical representation that encodes the same set of conditional independence relationships as those present in the observed distribution. It is known that under i.\,i.\,d assumption, even with infinite data, there is a limit to how fine-grained a causal structure we can identify. To overcome this limitation, recent work has explored using data originating from different, related environments to learn richer causal structure. These approaches implicitly rely on the independent causal mechanisms (ICM) principle, which postulates that the mechanism giving rise to an effect given its causes and the mechanism which generates the causes do not inform or influence each other. Thus, components of the causal model can independently change from environment to environment. Despite its wide application in machine learning and causal inference, there is a lack of statistical formalization of the ICM principle and how it enables identification of richer causal structures from grouped data. Here we present new causal de Finetti theorems which offer a first statistical formalization of ICM principle and show how causal structure identification is possible from exchangeable data. Our work provides theoretical justification for a broad range of techniques leveraging multi-environment data to learn causal structure.
Taming Landau level mixing in fractional quantum Hall states with deep learning
Strong correlation brings a rich array of emergent phenomena, as well as a daunting challenge to theoretical physics study. In condensed matter physics, the fractional quantum Hall effect is a prominent example of strong correlation, with Landau level mixing being one of the most challenging aspects to address using traditional computational methods. Deep learning real-space neural network wavefunction methods have emerged as promising architectures to describe electron correlations in molecules and materials, but their power has not been fully tested for exotic quantum states. In this work, we employ real-space neural network wavefunction techniques to investigate fractional quantum Hall systems. On both 1/3 and 2/5 filling systems, we achieve energies consistently lower than exact diagonalization results which only consider the lowest Landau level. We also demonstrate that the real-space neural network wavefunction can naturally capture the extent of Landau level mixing up to a very high level, overcoming the limitations of traditional methods. Our work underscores the potential of neural networks for future studies of strongly correlated systems and opens new avenues for exploring the rich physics of the fractional quantum Hall effect.
Learning Invariant Representations with Missing Data
Spurious correlations allow flexible models to predict well during training but poorly on related test distributions. Recent work has shown that models that satisfy particular independencies involving correlation-inducing nuisance variables have guarantees on their test performance. Enforcing such independencies requires nuisances to be observed during training. However, nuisances, such as demographics or image background labels, are often missing. Enforcing independence on just the observed data does not imply independence on the entire population. Here we derive mmd estimators used for invariance objectives under missing nuisances. On simulations and clinical data, optimizing through these estimates achieves test performance similar to using estimators that make use of the full data.
Product Review Image Ranking for Fashion E-commerce
In a fashion e-commerce platform where customers can't physically examine the products on their own, being able to see other customers' text and image reviews of the product is critical while making purchase decisions. Given the high reliance on these reviews, over the years we have observed customers proactively sharing their reviews. With an increase in the coverage of User Generated Content (UGC), there has been a corresponding increase in the number of customer images. It is thus imperative to display the most relevant images on top as it may influence users' online shopping choices and behavior. In this paper, we propose a simple yet effective training procedure for ranking customer images. We created a dataset consisting of Myntra (A Major Indian Fashion e-commerce company) studio posts and highly engaged (upvotes/downvotes) UGC images as our starting point and used selected distortion techniques on the images of the above dataset to bring their quality at par with those of bad UGC images. We train our network to rank bad-quality images lower than high-quality ones. Our proposed method outperforms the baseline models on two metrics, namely correlation coefficient, and accuracy, by substantial margins.
The secret life of matrix factorizations: how matrix decompositions reveal and keep secrets of linear equations and what we can do about it
This paper explores the relationship between matrix factorizations and linear matrix equations. It shows that every matrix factorization defines two hidden projectors, one for the column space and one for the row space of a matrix, and how to calculate them. The projectors can be applied to solve linear matrix equations, generate low-rank approximations, or design randomized matrix algorithms. But also, as demonstrated, they can be applied in cryptography to encrypt and decrypt messages. The paper discusses some of the security implications of this application and leaves some questions open for further investigation. The basic concepts are illustrated with source code listings. Finally, this work shares some personal reflections on the meaning and importance of understanding in the time of the artificial intelligence revolution.
How Discriminative Are Your Qrels? How To Study the Statistical Significance of Document Adjudication Methods
Creating test collections for offline retrieval evaluation requires human effort to judge documents' relevance. This expensive activity motivated much work in developing methods for constructing benchmarks with fewer assessment costs. In this respect, adjudication methods actively decide both which documents and the order in which experts review them, in order to better exploit the assessment budget or to lower it. Researchers evaluate the quality of those methods by measuring the correlation between the known gold ranking of systems under the full collection and the observed ranking of systems under the lower-cost one. This traditional analysis ignores whether and how the low-cost judgements impact on the statistically significant differences among systems with respect to the full collection. We fill this void by proposing a novel methodology to evaluate how the low-cost adjudication methods preserve the pairwise significant differences between systems as the full collection. In other terms, while traditional approaches look for stability in answering the question "is system A better than system B?", our proposed approach looks for stability in answering the question "is system A significantly better than system B?", which is the ultimate questions researchers need to answer to guarantee the generalisability of their results. Among other results, we found that the best methods in terms of ranking of systems correlation do not always match those preserving statistical significance.
Relationship between pulmonary nodule malignancy and surrounding pleurae, airways and vessels: a quantitative study using the public LIDC-IDRI dataset
To investigate whether the pleurae, airways and vessels surrounding a nodule on non-contrast computed tomography (CT) can discriminate benign and malignant pulmonary nodules. The LIDC-IDRI dataset, one of the largest publicly available CT database, was exploited for study. A total of 1556 nodules from 694 patients were involved in statistical analysis, where nodules with average scorings <3 and >3 were respectively denoted as benign and malignant. Besides, 339 nodules from 113 patients with diagnosis ground-truth were independently evaluated. Computer algorithms were developed to segment pulmonary structures and quantify the distances to pleural surface, airways and vessels, as well as the counting number and normalized volume of airways and vessels near a nodule. Odds ratio (OR) and Chi-square (\chi^2) testing were performed to demonstrate the correlation between features of surrounding structures and nodule malignancy. A non-parametric receiver operating characteristic (ROC) analysis was conducted in logistic regression to evaluate discrimination ability of each structure. For benign and malignant groups, the average distances from nodules to pleural surface, airways and vessels are respectively (6.56, 5.19), (37.08, 26.43) and (1.42, 1.07) mm. The correlation between nodules and the counting number of airways and vessels that contact or project towards nodules are respectively (OR=22.96, \chi^2=105.04) and (OR=7.06, \chi^2=290.11). The correlation between nodules and the volume of airways and vessels are (OR=9.19, \chi^2=159.02) and (OR=2.29, \chi^2=55.89). The areas-under-curves (AUCs) for pleurae, airways and vessels are respectively 0.5202, 0.6943 and 0.6529. Our results show that malignant nodules are often surrounded by more pulmonary structures compared with benign ones, suggesting that features of these structures could be viewed as lung cancer biomarkers.
Pseudo-online framework for BCI evaluation: A MOABB perspective
Objective: BCI (Brain-Computer Interface) technology operates in three modes: online, offline, and pseudo-online. In the online mode, real-time EEG data is constantly analyzed. In offline mode, the signal is acquired and processed afterwards. The pseudo-online mode processes collected data as if they were received in real-time. The main difference is that the offline mode often analyzes the whole data, while the online and pseudo-online modes only analyze data in short time windows. Offline analysis is usually done with asynchronous BCIs, which restricts analysis to predefined time windows. Asynchronous BCI, compatible with online and pseudo-online modes, allows flexible mental activity duration. Offline processing tends to be more accurate, while online analysis is better for therapeutic applications. Pseudo-online implementation approximates online processing without real-time constraints. Many BCI studies being offline introduce biases compared to real-life scenarios, impacting classification algorithm performance. Approach: The objective of this research paper is therefore to extend the current MOABB framework, operating in offline mode, so as to allow a comparison of different algorithms in a pseudo-online setting with the use of a technology based on overlapping sliding windows. To do this will require the introduction of a idle state event in the dataset that takes into account all different possibilities that are not task thinking. To validate the performance of the algorithms we will use the normalized Matthews Correlation Coefficient (nMCC) and the Information Transfer Rate (ITR). Main results: We analyzed the state-of-the-art algorithms of the last 15 years over several Motor Imagery (MI) datasets composed by several subjects, showing the differences between the two approaches from a statistical point of view. Significance: The ability to analyze the performance of different algorithms in offline and pseudo-online modes will allow the BCI community to obtain more accurate and comprehensive reports regarding the performance of classification algorithms.
A theory of meta-factorization
We introduce meta-factorization, a theory that describes matrix decompositions as solutions of linear matrix equations: the projector and the reconstruction equation. Meta-factorization reconstructs known factorizations, reveals their internal structures, and allows for introducing modifications, as illustrated with SVD, QR, and UTV factorizations. The prospect of meta-factorization also provides insights into computational aspects of generalized matrix inverses and randomized linear algebra algorithms. The relations between the Moore-Penrose pseudoinverse, generalized Nystr\"{o}m method, and the CUR decomposition are revealed here as an illustration. Finally, meta-factorization offers hints on the structure of new factorizations and provides the potential of creating them.
High-dimensional Clustering onto Hamiltonian Cycle
Clustering aims to group unlabelled samples based on their similarities. It has become a significant tool for the analysis of high-dimensional data. However, most of the clustering methods merely generate pseudo labels and thus are unable to simultaneously present the similarities between different clusters and outliers. This paper proposes a new framework called High-dimensional Clustering onto Hamiltonian Cycle (HCHC) to solve the above problems. First, HCHC combines global structure with local structure in one objective function for deep clustering, improving the labels as relative probabilities, to mine the similarities between different clusters while keeping the local structure in each cluster. Then, the anchors of different clusters are sorted on the optimal Hamiltonian cycle generated by the cluster similarities and mapped on the circumference of a circle. Finally, a sample with a higher probability of a cluster will be mapped closer to the corresponding anchor. In this way, our framework allows us to appreciate three aspects visually and simultaneously - clusters (formed by samples with high probabilities), cluster similarities (represented as circular distances), and outliers (recognized as dots far away from all clusters). The experiments illustrate the superiority of HCHC.
Spurious Correlations in Machine Learning: A Survey
Machine learning systems are known to be sensitive to spurious correlations between biased features of the inputs (e.g., background, texture, and secondary objects) and the corresponding labels. These features and their correlations with the labels are known as "spurious" because they tend to change with shifts in real-world data distributions, which can negatively impact the model's generalization and robustness. In this survey, we provide a comprehensive review of this issue, along with a taxonomy of current state-of-the-art methods for addressing spurious correlations in machine learning models. Additionally, we summarize existing datasets, benchmarks, and metrics to aid future research. The paper concludes with a discussion of the recent advancements and future research challenges in this field, aiming to provide valuable insights for researchers in the related domains.
Vib2Mol: from vibrational spectra to molecular structures-a versatile deep learning model
There will be a paradigm shift in chemical and biological research, to be enabled by autonomous, closed-loop, real-time self-directed decision-making experimentation. Spectrum-to-structure correlation, which is to elucidate molecular structures with spectral information, is the core step in understanding the experimental results and to close the loop. However, current approaches usually divide the task into either database-dependent retrieval and database-independent generation and neglect the inherent complementarity between them. In this study, we proposed Vib2Mol, a general deep learning model designed to flexibly handle diverse spectrum-to-structure tasks according to the available prior knowledge by bridging the retrieval and generation. It achieves state-of-the-art performance, even for the most demanding Raman spectra, over previous models in predicting reaction products and sequencing peptides as well as analyzing experimental spectra and integrating multi-modal spectral data. Vib2Mol enables vibrational spectroscopy a real-time guide for autonomous scientific discovery workflows.
A Fast Incremental Gaussian Mixture Model
This work builds upon previous efforts in online incremental learning, namely the Incremental Gaussian Mixture Network (IGMN). The IGMN is capable of learning from data streams in a single-pass by improving its model after analyzing each data point and discarding it thereafter. Nevertheless, it suffers from the scalability point-of-view, due to its asymptotic time complexity of Obigl(NKD^3bigr) for N data points, K Gaussian components and D dimensions, rendering it inadequate for high-dimensional data. In this paper, we manage to reduce this complexity to Obigl(NKD^2bigr) by deriving formulas for working directly with precision matrices instead of covariance matrices. The final result is a much faster and scalable algorithm which can be applied to high dimensional tasks. This is confirmed by applying the modified algorithm to high-dimensional classification datasets.
Graph2MDA: a multi-modal variational graph embedding model for predicting microbe-drug associations
Accumulated clinical studies show that microbes living in humans interact closely with human hosts, and get involved in modulating drug efficacy and drug toxicity. Microbes have become novel targets for the development of antibacterial agents. Therefore, screening of microbe-drug associations can benefit greatly drug research and development. With the increase of microbial genomic and pharmacological datasets, we are greatly motivated to develop an effective computational method to identify new microbe-drug associations. In this paper, we proposed a novel method, Graph2MDA, to predict microbe-drug associations by using variational graph autoencoder (VGAE). We constructed multi-modal attributed graphs based on multiple features of microbes and drugs, such as molecular structures, microbe genetic sequences, and function annotations. Taking as input the multi-modal attribute graphs, VGAE was trained to learn the informative and interpretable latent representations of each node and the whole graph, and then a deep neural network classifier was used to predict microbe-drug associations. The hyperparameter analysis and model ablation studies showed the sensitivity and robustness of our model. We evaluated our method on three independent datasets and the experimental results showed that our proposed method outperformed six existing state-of-the-art methods. We also explored the meaningness of the learned latent representations of drugs and found that the drugs show obvious clustering patterns that are significantly consistent with drug ATC classification. Moreover, we conducted case studies on two microbes and two drugs and found 75\%-95\% predicted associations have been reported in PubMed literature. Our extensive performance evaluations validated the effectiveness of our proposed method.\
LexRank: Graph-based Lexical Centrality as Salience in Text Summarization
We introduce a stochastic graph-based method for computing relative importance of textual units for Natural Language Processing. We test the technique on the problem of Text Summarization (TS). Extractive TS relies on the concept of sentence salience to identify the most important sentences in a document or set of documents. Salience is typically defined in terms of the presence of particular important words or in terms of similarity to a centroid pseudo-sentence. We consider a new approach, LexRank, for computing sentence importance based on the concept of eigenvector centrality in a graph representation of sentences. In this model, a connectivity matrix based on intra-sentence cosine similarity is used as the adjacency matrix of the graph representation of sentences. Our system, based on LexRank ranked in first place in more than one task in the recent DUC 2004 evaluation. In this paper we present a detailed analysis of our approach and apply it to a larger data set including data from earlier DUC evaluations. We discuss several methods to compute centrality using the similarity graph. The results show that degree-based methods (including LexRank) outperform both centroid-based methods and other systems participating in DUC in most of the cases. Furthermore, the LexRank with threshold method outperforms the other degree-based techniques including continuous LexRank. We also show that our approach is quite insensitive to the noise in the data that may result from an imperfect topical clustering of documents.
AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining
Formula alpha mining, which generates predictive signals from financial data, is critical for quantitative investment. Although various algorithmic approaches-such as genetic programming, reinforcement learning, and large language models-have significantly expanded the capacity for alpha discovery, systematic evaluation remains a key challenge. Existing evaluation metrics predominantly include backtesting and correlation-based measures. Backtesting is computationally intensive, inherently sequential, and sensitive to specific strategy parameters. Correlation-based metrics, though efficient, assess only predictive ability and overlook other crucial properties such as temporal stability, robustness, diversity, and interpretability. Additionally, the closed-source nature of most existing alpha mining models hinders reproducibility and slows progress in this field. To address these issues, we propose AlphaEval, a unified, parallelizable, and backtest-free evaluation framework for automated alpha mining models. AlphaEval assesses the overall quality of generated alphas along five complementary dimensions: predictive power, stability, robustness to market perturbations, financial logic, and diversity. Extensive experiments across representative alpha mining algorithms demonstrate that AlphaEval achieves evaluation consistency comparable to comprehensive backtesting, while providing more comprehensive insights and higher efficiency. Furthermore, AlphaEval effectively identifies superior alphas compared to traditional single-metric screening approaches. All implementations and evaluation tools are open-sourced to promote reproducibility and community engagement.
MALTS: Matching After Learning to Stretch
We introduce a flexible framework that produces high-quality almost-exact matches for causal inference. Most prior work in matching uses ad-hoc distance metrics, often leading to poor quality matches, particularly when there are irrelevant covariates. In this work, we learn an interpretable distance metric for matching, which leads to substantially higher quality matches. The learned distance metric stretches the covariate space according to each covariate's contribution to outcome prediction: this stretching means that mismatches on important covariates carry a larger penalty than mismatches on irrelevant covariates. Our ability to learn flexible distance metrics leads to matches that are interpretable and useful for the estimation of conditional average treatment effects.
From non-ergodic eigenvectors to local resolvent statistics and back: a random matrix perspective
We study the statistics of the local resolvent and non-ergodic properties of eigenvectors for a generalised Rosenzweig-Porter Ntimes N random matrix model, undergoing two transitions separated by a delocalised non-ergodic phase. Interpreting the model as the combination of on-site random energies {a_i} and a structurally disordered hopping, we found that each eigenstate is delocalised over N^{2-gamma} sites close in energy |a_j-a_i|leq N^{1-gamma} in agreement with Kravtsov et al, arXiv:1508.01714. Our other main result, obtained combining a recurrence relation for the resolvent matrix with insights from Dyson's Brownian motion, is to show that the properties of the non-ergodic delocalised phase can be probed studying the statistics of the local resolvent in a non-standard scaling limit.
Understanding Gradient Descent through the Training Jacobian
We examine the geometry of neural network training using the Jacobian of trained network parameters with respect to their initial values. Our analysis reveals low-dimensional structure in the training process which is dependent on the input data but largely independent of the labels. We find that the singular value spectrum of the Jacobian matrix consists of three distinctive regions: a "chaotic" region of values orders of magnitude greater than one, a large "bulk" region of values extremely close to one, and a "stable" region of values less than one. Along each bulk direction, the left and right singular vectors are nearly identical, indicating that perturbations to the initialization are carried through training almost unchanged. These perturbations have virtually no effect on the network's output in-distribution, yet do have an effect far out-of-distribution. While the Jacobian applies only locally around a single initialization, we find substantial overlap in bulk subspaces for different random seeds. Our code is available at https://github.com/EleutherAI/training-jacobian
Orthogonal Matrices for MBAT Vector Symbolic Architectures, and a "Soft" VSA Representation for JSON
Vector Symbolic Architectures (VSAs) give a way to represent a complex object as a single fixed-length vector, so that similar objects have similar vector representations. These vector representations then become easy to use for machine learning or nearest-neighbor search. We review a previously proposed VSA method, MBAT (Matrix Binding of Additive Terms), which uses multiplication by random matrices for binding related terms. However, multiplying by such matrices introduces instabilities which can harm performance. Making the random matrices be orthogonal matrices provably fixes this problem. With respect to larger scale applications, we see how to apply MBAT vector representations for any data expressed in JSON. JSON is used in numerous programming languages to express complex data, but its native format appears highly unsuited for machine learning. Expressing JSON as a fixed-length vector makes it readily usable for machine learning and nearest-neighbor search. Creating such JSON vectors also shows that a VSA needs to employ binding operations that are non-commutative. VSAs are now ready to try with full-scale practical applications, including healthcare, pharmaceuticals, and genomics. Keywords: MBAT (Matrix Binding of Additive Terms), VSA (Vector Symbolic Architecture), HDC (Hyperdimensional Computing), Distributed Representations, Binding, Orthogonal Matrices, Recurrent Connections, Machine Learning, Search, JSON, VSA Applications
Learning to Normalize on the SPD Manifold under Bures-Wasserstein Geometry
Covariance matrices have proven highly effective across many scientific fields. Since these matrices lie within the Symmetric Positive Definite (SPD) manifold - a Riemannian space with intrinsic non-Euclidean geometry, the primary challenge in representation learning is to respect this underlying geometric structure. Drawing inspiration from the success of Euclidean deep learning, researchers have developed neural networks on the SPD manifolds for more faithful covariance embedding learning. A notable advancement in this area is the implementation of Riemannian batch normalization (RBN), which has been shown to improve the performance of SPD network models. Nonetheless, the Riemannian metric beneath the existing RBN might fail to effectively deal with the ill-conditioned SPD matrices (ICSM), undermining the effectiveness of RBN. In contrast, the Bures-Wasserstein metric (BWM) demonstrates superior performance for ill-conditioning. In addition, the recently introduced Generalized BWM (GBWM) parameterizes the vanilla BWM via an SPD matrix, allowing for a more nuanced representation of vibrant geometries of the SPD manifold. Therefore, we propose a novel RBN algorithm based on the GBW geometry, incorporating a learnable metric parameter. Moreover, the deformation of GBWM by matrix power is also introduced to further enhance the representational capacity of GBWM-based RBN. Experimental results on different datasets validate the effectiveness of our proposed method.
Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model
Portfolio optimization has been a broad and intense area of interest for quantitative and statistical finance researchers and financial analysts. It is a challenging task to design a portfolio of stocks to arrive at the optimized values of the return and risk. This paper presents an algorithmic approach for designing optimum risk and eigen portfolios for five thematic sectors of the NSE of India. The prices of the stocks are extracted from the web from Jan 1, 2016, to Dec 31, 2020. Optimum risk and eigen portfolios for each sector are designed based on ten critical stocks from the sector. An LSTM model is designed for predicting future stock prices. Seven months after the portfolios were formed, on Aug 3, 2021, the actual returns of the portfolios are compared with the LSTM-predicted returns. The predicted and the actual returns indicate a very high-level accuracy of the LSTM model.
Classical Glasses, Black Holes, and Strange Quantum Liquids
From the dynamics of a broad class of classical mean-field glass models one may obtain a quantum model with finite zero-temperature entropy, a quantum transition at zero temperature, and a time-reparametrization (quasi-)invariance in the dynamical equations for correlations. The low eigenvalue spectrum of the resulting quantum model is directly related to the structure and exploration of metastable states in the landscape of the original classical glass model. This mapping reveals deep connections between classical glasses and the properties of SYK-like models.
Zero-Shot Recommendation as Language Modeling
Recommendation is the task of ranking items (e.g. movies or products) according to individual user needs. Current systems rely on collaborative filtering and content-based techniques, which both require structured training data. We propose a framework for recommendation with off-the-shelf pretrained language models (LM) that only used unstructured text corpora as training data. If a user u liked Matrix and Inception, we construct a textual prompt, e.g. "Movies like Matrix, Inception, {<m{>}"} to estimate the affinity between u and m with LM likelihood. We motivate our idea with a corpus analysis, evaluate several prompt structures, and we compare LM-based recommendation with standard matrix factorization trained on different data regimes. The code for our experiments is publicly available (https://colab.research.google.com/drive/1f1mlZ-FGaLGdo5rPzxf3vemKllbh2esT?usp=sharing).
Pooling Image Datasets With Multiple Covariate Shift and Imbalance
Small sample sizes are common in many disciplines, which necessitates pooling roughly similar datasets across multiple institutions to study weak but relevant associations between images and disease outcomes. Such data often manifest shift/imbalance in covariates (i.e., secondary non-imaging data). Controlling for such nuisance variables is common within standard statistical analysis, but the ideas do not directly apply to overparameterized models. Consequently, recent work has shown how strategies from invariant representation learning provides a meaningful starting point, but the current repertoire of methods is limited to accounting for shifts/imbalances in just a couple of covariates at a time. In this paper, we show how viewing this problem from the perspective of Category theory provides a simple and effective solution that completely avoids elaborate multi-stage training pipelines that would otherwise be needed. We show the effectiveness of this approach via extensive experiments on real datasets. Further, we discuss how this style of formulation offers a unified perspective on at least 5+ distinct problem settings, from self-supervised learning to matching problems in 3D reconstruction.
How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
In a recent paper Juodis and Reese (2022) (JR) show that the application of the CD test proposed by Pesaran (2004) to residuals from panels with latent factors results in over-rejection. They propose a randomized test statistic to correct for over-rejection, and add a screening component to achieve power. This paper considers the same problem but from a different perspective, and shows that the standard CD test remains valid if the latent factors are weak in the sense the strength is less than half. In the case where latent factors are strong, we propose a bias-corrected version, CD*, which is shown to be asymptotically standard normal under the null of error cross-sectional independence and have power against network type alternatives. This result is shown to hold for pure latent factor models as well as for panel regression models with latent factors. The case where the errors are serially correlated is also considered. Small sample properties of the CD* test are investigated by Monte Carlo experiments and are shown to have the correct size for strong and weak factors as well as for Gaussian and non-Gaussian errors. In contrast, it is found that JR's test tends to over-reject in the case of panels with non-Gaussian errors, and has low power against spatial network alternatives. In an empirical application, using the CD* test, it is shown that there remains spatial error dependence in a panel data model for real house price changes across 377 Metropolitan Statistical Areas in the U.S., even after the effects of latent factors are filtered out.
A compendium on the cluster algebra and quiver package in sage
This is the compendium of the cluster algebra and quiver package for sage. The purpose of this package is to provide a platform to work with cluster algebras in graduate courses and to further develop the theory by working on examples, by gathering data, and by exhibiting and testing conjectures. In this compendium, we include the relevant theory to introduce the reader to cluster algebras assuming no prior background; this exposition has been written to be accessible to an interested undergraduate. Throughout this compendium, we include examples that the user can run in the sage notebook or command line, and then close with a detailed description of the data structures and methods in this package.