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Maximum entropy (Maxent) models are a class of statistical models that use the maximum entropy principle to estimate probability distributions from data. Due to the size of modern data sets, Maxent models need efficient optimization algorithms to scale well for big data applications. State-of-the-art algorithms for Maxent models, however, were not originally designed to handle big data sets; these algorithms either rely on technical devices that may yield unreliable numerical results, scale poorly, or require smoothness assumptions that many practical Maxent models lack. In this paper, we present novel optimization algorithms that overcome the shortcomings of state-of-the-art algorithms for training large-scale, non-smooth Maxent models. Our proposed first-order algorithms leverage the Kullback-Leibler divergence to train large-scale and non-smooth Maxent models efficiently. For Maxent models with discrete probability distribution of $n$ elements built from samples, each containing $m$ features, the stepsize parameters estimation and iterations in our algorithms scale on the order of $O(mn)$ operations and can be trivially parallelized. Moreover, the strong $\ell_{1}$ convexity of the Kullback--Leibler divergence allows for larger stepsize parameters, thereby speeding up the convergence rate of our algorithms. To illustrate the efficiency of our novel algorithms, we consider the problem of estimating probabilities of fire occurrences as a function of ecological features in the Western US MTBS-Interagency wildfire data set. Our numerical results show that our algorithms outperform the state of the arts by one order of magnitude and yield results that agree with physical models of wildfire occurrence and previous statistical analyses of wildfire drivers.

The Sum-of-Squares (SOS) approximation method is a technique used in optimization problems to derive lower bounds on the optimal value of an objective function. By representing the objective function as a sum of squares in a feature space, the SOS method transforms non-convex global optimization problems into solvable semidefinite programs. This note presents an overview of the SOS method. We start with its application in finite-dimensional feature spaces and, subsequently, we extend it to infinite-dimensional feature spaces using reproducing kernels (k-SOS). Additionally, we highlight the utilization of SOS for estimating some relevant quantities in information theory, including the log-partition function.

The purpose of anonymizing structured data is to protect the privacy of individuals in the data while retaining the statistical properties of the data. There is a large body of work that examines anonymization vulnerabilities. Focusing on strong anonymization mechanisms, this paper examines a number of prominent attack papers and finds several problems, all of which lead to overstating risk. First, some papers fail to establish a correct statistical inference baseline (or any at all), leading to incorrect measures. Notably, the reconstruction attack from the US Census Bureau that led to a redesign of its disclosure method made this mistake. We propose the non-member framework, an improved method for how to compute a more accurate inference baseline, and give examples of its operation. Second, some papers don't use a realistic membership base rate, leading to incorrect precision measures if precision is reported. Third, some papers unnecessarily report measures in such a way that it is difficult or impossible to assess risk. Virtually the entire literature on membership inference attacks, dozens of papers, make one or both of these errors. We propose that membership inference papers report precision/recall values using a representative range of base rates.

Charts, figures, and text derived from data play an important role in decision making, from data-driven policy development to day-to-day choices informed by online articles. Making sense of, or fact-checking, outputs means understanding how they relate to the underlying data. Even for domain experts with access to the source code and data sets, this poses a significant challenge. In this paper we introduce a new program analysis framework which supports interactive exploration of fine-grained I/O relationships directly through computed outputs, making use of dynamic dependence graphs. Our main contribution is a novel notion in data provenance which we call related inputs, a relation of mutual relevance or "cognacy" which arises between inputs when they contribute to common features of the output. Queries of this form allow readers to ask questions like "What outputs use this data element, and what other data elements are used along with it?". We show how Jonsson and Tarski's concept of conjugate operators on Boolean algebras appropriately characterises the notion of cognacy in a dependence graph, and give a procedure for computing related inputs over such a graph.

In this manuscript, we combine non-intrusive reduced order models (ROMs) with space-dependent aggregation techniques to build a mixed-ROM. The prediction of the mixed formulation is given by a convex linear combination of the predictions of some previously-trained ROMs, where we assign to each model a space-dependent weight. The ROMs taken into account to build the mixed model exploit different reduction techniques, such as Proper Orthogonal Decomposition (POD) and AutoEncoders (AE), and/or different approximation techniques, namely a Radial Basis Function Interpolation (RBF), a Gaussian Process Regression (GPR) or a feed-forward Artificial Neural Network (ANN). The contribution of each model is retained with higher weights in the regions where the model performs best, and, vice versa, with smaller weights where the model has a lower accuracy with respect to the other models. Finally, a regression technique, namely a Random Forest, is exploited to evaluate the weights for unseen conditions. The performance of the aggregated model is evaluated on two different test cases: the 2D flow past a NACA 4412 airfoil, with an angle of attack of 5 degrees, having as parameter the Reynolds number varying between 1e5 and 1e6 and a transonic flow over a NACA 0012 airfoil, considering as parameter the angle of attack. In both cases, the mixed-ROM has provided improved accuracy with respect to each individual ROM technique.

Data-driven modeling in mechanics is evolving rapidly based on recent machine learning advances, especially on artificial neural networks. As the field matures, new data and models created by different groups become available, opening possibilities for cooperative modeling. However, artificial neural networks suffer from catastrophic forgetting, i.e. they forget how to perform an old task when trained on a new one. This hinders cooperation because adapting an existing model for a new task affects the performance on a previous task trained by someone else. The authors developed a continual learning method that addresses this issue, applying it here for the first time to solid mechanics. In particular, the method is applied to recurrent neural networks to predict history-dependent plasticity behavior, although it can be used on any other architecture (feedforward, convolutional, etc.) and to predict other phenomena. This work intends to spawn future developments on continual learning that will foster cooperative strategies among the mechanics community to solve increasingly challenging problems. We show that the chosen continual learning strategy can sequentially learn several constitutive laws without forgetting them, using less data to achieve the same error as standard (non-cooperative) training of one law per model.

The sparsity-ranked lasso (SRL) has been developed for model selection and estimation in the presence of interactions and polynomials. The main tenet of the SRL is that an algorithm should be more skeptical of higher-order polynomials and interactions *a priori* compared to main effects, and hence the inclusion of these more complex terms should require a higher level of evidence. In time series, the same idea of ranked prior skepticism can be applied to the possibly seasonal autoregressive (AR) structure of the series during the model fitting process, becoming especially useful in settings with uncertain or multiple modes of seasonality. The SRL can naturally incorporate exogenous variables, with streamlined options for inference and/or feature selection. The fitting process is quick even for large series with a high-dimensional feature set. In this work, we discuss both the formulation of this procedure and the software we have developed for its implementation via the **fastTS** R package. We explore the performance of our SRL-based approach in a novel application involving the autoregressive modeling of hourly emergency room arrivals at the University of Iowa Hospitals and Clinics. We find that the SRL is considerably faster than its competitors, while producing more accurate predictions.

Sparse regression and classification estimators that respect group structures have application to an assortment of statistical and machine learning problems, from multitask learning to sparse additive modeling to hierarchical selection. This work introduces structured sparse estimators that combine group subset selection with shrinkage. To accommodate sophisticated structures, our estimators allow for arbitrary overlap between groups. We develop an optimization framework for fitting the nonconvex regularization surface and present finite-sample error bounds for estimation of the regression function. As an application requiring structure, we study sparse semiparametric additive modeling, a procedure that allows the effect of each predictor to be zero, linear, or nonlinear. For this task, the new estimators improve across several metrics on synthetic data compared to alternatives. Finally, we demonstrate their efficacy in modeling supermarket foot traffic and economic recessions using many predictors. These demonstrations suggest sparse semiparametric additive models, fit using the new estimators, are an excellent compromise between fully linear and fully nonparametric alternatives. All of our algorithms are made available in the scalable implementation grpsel.

An integrated Equation of State (EOS) and strength/pore-crush/damage model framework is provided for modeling near to source (near-field) ground-shock response, where large deformations and pressures necessitate coupling EOS with pressure-dependent plastic yield and damage. Nonlinear pressure-dependence of strength up to high-pressures is combined with a Modified Cam-Clay-like cap-plasticity model in a way to allow degradation of strength from pore-crush damage, what we call the "Yp-Cap" model. Nonlinear hardening under compaction allows modeling the crush-out of pores in combination with a fully saturated EOS, i.e., for modeling partially saturated ground-shock response, where air-filled voids crush. Attention is given to algorithmic clarity and efficiency of the provided model, and the model is employed in example numerical simulations, including finite element simulations of underground explosions to exemplify its robustness and utility.

One of the main challenges for interpreting black-box models is the ability to uniquely decompose square-integrable functions of non-independent random inputs into a sum of functions of every possible subset of variables. However, dealing with dependencies among inputs can be complicated. We propose a novel framework to study this problem, linking three domains of mathematics: probability theory, functional analysis, and combinatorics. We show that, under two reasonable assumptions on the inputs (non-perfect functional dependence and non-degenerate stochastic dependence), it is always possible to decompose such a function uniquely. This generalizes the well-known Hoeffding decomposition. The elements of this decomposition can be expressed using oblique projections and allow for novel interpretability indices for evaluation and variance decomposition purposes. The properties of these novel indices are studied and discussed. This generalization offers a path towards a more precise uncertainty quantification, which can benefit sensitivity analysis and interpretability studies whenever the inputs are dependent. This decomposition is illustrated analytically, and the challenges for adopting these results in practice are discussed.