In this work clustering schemes for uncertain and structured data are considered relying on the notion of Wasserstein barycenters, accompanied by appropriate clustering indices based on the intrinsic geometry of the Wasserstein space where the clustering task is performed. Such type of clustering approaches are highly appreciated in many fields where the observational/experimental error is significant (e.g. astronomy, biology, remote sensing, etc.) or the data nature is more complex and the traditional learning algorithms are not applicable or effective to treat them (e.g. network data, interval data, high frequency records, matrix data, etc.). Under this perspective, each observation is identified by an appropriate probability measure and the proposed clustering schemes rely on discrimination criteria that utilize the geometric structure of the space of probability measures through core techniques from the optimal transport theory. The advantages and capabilities of the proposed approach and the geodesic criterion performance are illustrated through a simulation study and the implementation in two real world applications: (a) clustering eurozone countries according to their observed government bond yield curves and (b) classifying the areas of a satellite image to certain land uses categories, a standard task in remote sensing.
Informative interim adaptations lead to random sample sizes. The random sample size becomes a component of the sufficient statistic and estimation based solely on observed samples or on the likelihood function does not use all available statistical evidence. The total Fisher Information (FI) is decomposed into the design FI and a conditional-on-design FI. The FI unspent by the interim adaptation is used to determine the lower mean squared error in post-adaptation estimation. Theoretical results are illustrated with simple normal samples collected according to a two-stage design with a possibility of early stopping.
We study the deviation inequality for a sum of high-dimensional random matrices and operators with dependence and arbitrary heavy tails. There is an increase in the importance of the problem of estimating high-dimensional matrices, and dependence and heavy-tail properties of data are among the most critical topics currently. In this paper, we derive a dimension-free upper bound on the deviation, that is, the bound does not depend explicitly on the dimension of matrices, but depends on their effective rank. Our result is a generalization of several existing studies on the deviation of the sum of matrices. Our proof is based on two techniques: (i) a variational approximation of the dual of moment generating functions, and (ii) robustification through truncation of eigenvalues of matrices. We show that our results are applicable to several problems such as covariance matrix estimation, hidden Markov models, and overparameterized linear regression models.
Masked image modeling (MIM) has been recognized as a strong and popular self-supervised pre-training approach in the vision domain. However, the interpretability of the mechanism and properties of the learned representations by such a scheme are so far not well-explored. In this work, through comprehensive experiments and empirical studies on Masked Autoencoders (MAE), we address two critical questions to explore the behaviors of the learned representations: (i) Are the latent representations in Masked Autoencoders linearly separable if the input is a mixture of two images instead of one? This can be concrete evidence used to explain why MAE-learned representations have superior performance on downstream tasks, as proven by many literature impressively. (ii) What is the degree of semantics encoded in the latent feature space by Masked Autoencoders? To explore these two problems, we propose a simple yet effective Interpretable MAE (i-MAE) framework with a two-way image reconstruction and a latent feature reconstruction with distillation loss to help us understand the behaviors inside MAE's structure. Extensive experiments are conducted on CIFAR-10/100, Tiny-ImageNet and ImageNet-1K datasets to verify the observations we discovered. Furthermore, in addition to qualitatively analyzing the characteristics of the latent representations, we examine the existence of linear separability and the degree of semantics in the latent space by proposing two novel metrics. The surprising and consistent results across the qualitative and quantitative experiments demonstrate that i-MAE is a superior framework design for interpretability research of MAE frameworks, as well as achieving better representational ability. Code is available at //github.com/vision-learning-acceleration-lab/i-mae.
Wireless sensor networks are among the most promising technologies of the current era because of their small size, lower cost, and ease of deployment. With the increasing number of wireless sensors, the probability of generating missing data also rises. This incomplete data could lead to disastrous consequences if used for decision-making. There is rich literature dealing with this problem. However, most approaches show performance degradation when a sizable amount of data is lost. Inspired by the emerging field of graph signal processing, this paper performs a new study of a Sobolev reconstruction algorithm in wireless sensor networks. Experimental comparisons on several publicly available datasets demonstrate that the algorithm surpasses multiple state-of-the-art techniques by a maximum margin of 54%. We further show that this algorithm consistently retrieves the missing data even during massive data loss situations.
Neural ordinary differential equations (Neural ODEs) model continuous time dynamics as differential equations parametrized with neural networks. Thanks to their modeling flexibility, they have been adopted for multiple tasks where the continuous time nature of the process is specially relevant, as in system identification and time series analysis. When applied in a control setting, it is possible to adapt their use to approximate optimal nonlinear feedback policies. This formulation follows the same approach as policy gradients in reinforcement learning, covering the case where the environment consists of known deterministic dynamics given by a system of differential equations. The white box nature of the model specification allows the direct calculation of policy gradients through sensitivity analysis, avoiding the inexact and inefficient gradient estimation through sampling. In this work we propose the use of a neural control policy posed as a Neural ODE to solve general nonlinear optimal control problems while satisfying both state and control constraints, which are crucial for real world scenarios. Since the state feedback policy partially modifies the model dynamics, the whole space phase of the system is reshaped upon the optimization. This approach is a sensible approximation to the historically intractable closed loop solution of nonlinear control problems that efficiently exploits the availability of a dynamical system model.
In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases, statistical measures have been constructed, such as cross validation, information criteria, and marginal likelihood, however, their mathematical properties have not yet been completely clarified when statistical models are under- and over- parametrized. We introduce a place of mathematical theory of Bayesian statistics for unknown uncertainty, which clarifies general properties of cross validation, information criteria, and marginal likelihood, even if an unknown data-generating process is unrealizable by a model or even if the posterior distribution cannot be approximated by any normal distribution. Hence it gives a helpful standpoint for a person who cannot believe in any specific model and prior. This paper consists of three parts. The first is a new result, whereas the second and third are well-known previous results with new experiments. We show there exists a more precise estimator of the generalization loss than leave-one-out cross validation, there exists a more accurate approximation of marginal likelihood than BIC, and the optimal hyperparameters for generalization loss and marginal likelihood are different.
Due to their increasing spread, confidence in neural network predictions became more and more important. However, basic neural networks do not deliver certainty estimates or suffer from over or under confidence. Many researchers have been working on understanding and quantifying uncertainty in a neural network's prediction. As a result, different types and sources of uncertainty have been identified and a variety of approaches to measure and quantify uncertainty in neural networks have been proposed. This work gives a comprehensive overview of uncertainty estimation in neural networks, reviews recent advances in the field, highlights current challenges, and identifies potential research opportunities. It is intended to give anyone interested in uncertainty estimation in neural networks a broad overview and introduction, without presupposing prior knowledge in this field. A comprehensive introduction to the most crucial sources of uncertainty is given and their separation into reducible model uncertainty and not reducible data uncertainty is presented. The modeling of these uncertainties based on deterministic neural networks, Bayesian neural networks, ensemble of neural networks, and test-time data augmentation approaches is introduced and different branches of these fields as well as the latest developments are discussed. For a practical application, we discuss different measures of uncertainty, approaches for the calibration of neural networks and give an overview of existing baselines and implementations. Different examples from the wide spectrum of challenges in different fields give an idea of the needs and challenges regarding uncertainties in practical applications. Additionally, the practical limitations of current methods for mission- and safety-critical real world applications are discussed and an outlook on the next steps towards a broader usage of such methods is given.
Existing Collaborative Filtering (CF) methods are mostly designed based on the idea of matching, i.e., by learning user and item embeddings from data using shallow or deep models, they try to capture the associative relevance patterns in data, so that a user embedding can be matched with relevant item embeddings using designed or learned similarity functions. However, as a cognition rather than a perception intelligent task, recommendation requires not only the ability of pattern recognition and matching from data, but also the ability of cognitive reasoning in data. In this paper, we propose to advance Collaborative Filtering (CF) to Collaborative Reasoning (CR), which means that each user knows part of the reasoning space, and they collaborate for reasoning in the space to estimate preferences for each other. Technically, we propose a Neural Collaborative Reasoning (NCR) framework to bridge learning and reasoning. Specifically, we integrate the power of representation learning and logical reasoning, where representations capture similarity patterns in data from perceptual perspectives, and logic facilitates cognitive reasoning for informed decision making. An important challenge, however, is to bridge differentiable neural networks and symbolic reasoning in a shared architecture for optimization and inference. To solve the problem, we propose a modularized reasoning architecture, which learns logical operations such as AND ($\wedge$), OR ($\vee$) and NOT ($\neg$) as neural modules for implication reasoning ($\rightarrow$). In this way, logical expressions can be equivalently organized as neural networks, so that logical reasoning and prediction can be conducted in a continuous space. Experiments on real-world datasets verified the advantages of our framework compared with both shallow, deep and reasoning models.
Sequential recommendation as an emerging topic has attracted increasing attention due to its important practical significance. Models based on deep learning and attention mechanism have achieved good performance in sequential recommendation. Recently, the generative models based on Variational Autoencoder (VAE) have shown the unique advantage in collaborative filtering. In particular, the sequential VAE model as a recurrent version of VAE can effectively capture temporal dependencies among items in user sequence and perform sequential recommendation. However, VAE-based models suffer from a common limitation that the representational ability of the obtained approximate posterior distribution is limited, resulting in lower quality of generated samples. This is especially true for generating sequences. To solve the above problem, in this work, we propose a novel method called Adversarial and Contrastive Variational Autoencoder (ACVAE) for sequential recommendation. Specifically, we first introduce the adversarial training for sequence generation under the Adversarial Variational Bayes (AVB) framework, which enables our model to generate high-quality latent variables. Then, we employ the contrastive loss. The latent variables will be able to learn more personalized and salient characteristics by minimizing the contrastive loss. Besides, when encoding the sequence, we apply a recurrent and convolutional structure to capture global and local relationships in the sequence. Finally, we conduct extensive experiments on four real-world datasets. The experimental results show that our proposed ACVAE model outperforms other state-of-the-art methods.
Clustering is one of the most fundamental and wide-spread techniques in exploratory data analysis. Yet, the basic approach to clustering has not really changed: a practitioner hand-picks a task-specific clustering loss to optimize and fit the given data to reveal the underlying cluster structure. Some types of losses---such as k-means, or its non-linear version: kernelized k-means (centroid based), and DBSCAN (density based)---are popular choices due to their good empirical performance on a range of applications. Although every so often the clustering output using these standard losses fails to reveal the underlying structure, and the practitioner has to custom-design their own variation. In this work we take an intrinsically different approach to clustering: rather than fitting a dataset to a specific clustering loss, we train a recurrent model that learns how to cluster. The model uses as training pairs examples of datasets (as input) and its corresponding cluster identities (as output). By providing multiple types of training datasets as inputs, our model has the ability to generalize well on unseen datasets (new clustering tasks). Our experiments reveal that by training on simple synthetically generated datasets or on existing real datasets, we can achieve better clustering performance on unseen real-world datasets when compared with standard benchmark clustering techniques. Our meta clustering model works well even for small datasets where the usual deep learning models tend to perform worse.