In a sequential regression setting, a decision-maker may be primarily concerned with whether the future observation will increase or decrease compared to the current one, rather than the actual value of the future observation. In this context, we introduce the notion of parity calibration, which captures the goal of calibrated forecasting for the increase-decrease (or "parity") event in a timeseries. Parity probabilities can be extracted from a forecasted distribution for the output, but we show that such a strategy leads to theoretical unpredictability and poor practical performance. We then observe that although the original task was regression, parity calibration can be expressed as binary calibration. Drawing on this connection, we use an online binary calibration method to achieve parity calibration. We demonstrate the effectiveness of our approach on real-world case studies in epidemiology, weather forecasting, and model-based control in nuclear fusion.
We present a solution to the problem of spatio-temporal calibration for event cameras mounted on an onmi-directional vehicle. Different from traditional methods that typically determine the camera's pose with respect to the vehicle's body frame using alignment of trajectories, our approach leverages the kinematic correlation of two sets of linear velocity estimates from event data and wheel odometers, respectively. The overall calibration task consists of estimating the underlying temporal offset between the two heterogeneous sensors, and furthermore, recovering the extrinsic rotation that defines the linear relationship between the two sets of velocity estimates. The first sub-problem is formulated as an optimization one, which looks for the optimal temporal offset that maximizes a correlation measurement invariant to arbitrary linear transformation. Once the temporal offset is compensated, the extrinsic rotation can be worked out with an iterative closed-form solver that incrementally registers associated linear velocity estimates. The proposed algorithm is proved effective on both synthetic data and real data, outperforming traditional methods based on alignment of trajectories.
In this paper, we look at the pressure checkerboard problem that arises in an Eulerian meshless method that solves the incompressible Navier-Stokes equations using the generalized finite difference method (GFDM). Although, the checkerboard problem has been dealt with extensively in mesh-based methods, the literature in connection with meshless methods is comparatively scarce. In this paper, we explore the occurrence of the checkerboard problem in a meshless method. A few unsuccessful attempts to resolve the checkerboard problem are reported. The successful fix for the problem entails an algorithm that adapts the point cloud by adding points in the regions of pressure oscillations. The algorithm uses an error indicator that detects the presence of the checkerboard oscillations in the solution. The algorithm minimizes the computational effort since it ensures the use of additional points only in regions of concern, as directed by the error indicator, in contrast to an approach of using a highly refined set of points throughout the domain. It also requires no a priori estimates of the regions where the oscillations occur and integrates conveniently in the framework of the meshless method since no re-meshing strategies are involved. The results are compared with literature and a good match is observed.
Moderate calibration, the expected event probability among observations with predicted probability $\pi$ being equal to $\pi$, is a desired property of risk prediction models. Current graphical and numerical techniques for evaluating moderate calibration of clinical prediction models are mostly based on smoothing or grouping the data. As well, there is no widely accepted inferential method for the null hypothesis that a model is moderately calibrated. In this work, we discuss recently-developed, and propose novel, methods for the assessment of moderate calibration for binary responses. The methods are based on the limiting distributions of functions of standardized partial sums of prediction errors converging to the corresponding laws of Brownian motion. The novel method relies on well-known properties of the Brownian bridge which enables joint inference on mean and moderate calibration, leading to a unified 'bridge' test for detecting miscalibration. Simulation studies indicate that the bridge test is more powerful, often substantially, than the alternative test. As a case study we consider a prediction model for short-term mortality after a heart attack. Moderate calibration can be assessed without requiring arbitrary grouping of data or using methods that require tuning of parameters. We suggest graphical presentation of the partial sum curves and reporting the strength of evidence indicated by the proposed methods when examining model calibration.
As causal ground truth is incredibly rare, causal discovery algorithms are commonly only evaluated on simulated data. This is concerning, given that simulations reflect common preconceptions about generating processes regarding noise distributions, model classes, and more. In this work, we propose a novel method for falsifying the output of a causal discovery algorithm in the absence of ground truth. Our key insight is that while statistical learning seeks stability across subsets of data points, causal learning should seek stability across subsets of variables. Motivated by this insight, our method relies on a notion of compatibility between causal graphs learned on different subsets of variables. We prove that detecting incompatibilities can falsify wrongly inferred causal relations due to violation of assumptions or errors from finite sample effects. Although passing such compatibility tests is only a necessary criterion for good performance, we argue that it provides strong evidence for the causal models whenever compatibility entails strong implications for the joint distribution. We also demonstrate experimentally that detection of incompatibilities can aid in causal model selection.
We propose a novel approach to soundly combining linear types with effect handlers. Linear type systems statically ensure that resources such as file handles are used exactly once. Effect handlers provide a modular programming abstraction for implementing features ranging from exceptions to concurrency. Whereas linear type systems bake in the assumption that continuations are invoked exactly once, effect handlers allow continuations to be discarded or invoked more than once. This mismatch leads to soundness bugs in existing systems such as the programming language Links, which combines linearity (for session types) with effect handlers. We introduce control flow linearity as a means to ensure that continuations are used in accordance with the linearity of any resources they capture, ruling out such soundness bugs. We formalise control flow linearity in a System F-style core calculus Feffpop equipped with linear types, effect types, and effect handlers. We define a linearity-aware semantics to formally prove that Feffpop preserves the integrity of linear values in the sense that no linear value is discarded or duplicated. In order to show that control flow linearity can be made practical, we adapt Links based on the design of Feffpop, in doing so fixing a long-standing soundness bug. Finally, to better expose the potential of control flow linearity, we define an ML-style core calculus Qeffpop, based on qualified types, which requires no programmer provided annotations, and instead relies entirely on type inference to infer control flow linearity. Both linearity and effects are captured by qualified types. Qeffpop overcomes a number of practical limitations of Feffpop, supporting abstraction over linearity, linearity dependencies between type variables, and a much more fine-grained notion of control flow linearity.
In the era of the metaverse, self-avatars are gaining popularity, as they can enhance presence and provide embodiment when a user is immersed in Virtual Reality. They are also very important in collaborative Virtual Reality to improve communication through gestures. Whether we are using a complex motion capture solution or a few trackers with inverse kinematics (IK), it is essential to have a good match in size between the avatar and the user, as otherwise mismatches in self-avatar posture could be noticeable for the user. To achieve such a correct match in dimensions, a manual process is often required, with the need for a second person to take measurements of body limbs and introduce them into the system. This process can be time-consuming, and prone to errors. In this paper, we propose an automatic measuring method that simply requires the user to do a small set of exercises while wearing a Head-Mounted Display (HMD), two hand controllers, and three trackers. Our work provides an affordable and quick method to automatically extract user measurements and adjust the virtual humanoid skeleton to the exact dimensions. Our results show that our method can reduce the misalignment produced by the IK system when compared to other solutions that simply apply a uniform scaling to an avatar based on the height of the HMD, and make assumptions about the locations of joints with respect to the trackers.
Recent advances in large language models have led to renewed interest in natural language processing in healthcare using the free text of clinical notes. One distinguishing characteristic of clinical notes is their long time span over multiple long documents. The unique structure of clinical notes creates a new design choice: when the context length for a language model predictor is limited, which part of clinical notes should we choose as the input? Existing studies either choose the inputs with domain knowledge or simply truncate them. We propose a framework to analyze the sections with high predictive power. Using MIMIC-III, we show that: 1) predictive power distribution is different between nursing notes and discharge notes and 2) combining different types of notes could improve performance when the context length is large. Our findings suggest that a carefully selected sampling function could enable more efficient information extraction from clinical notes.
Causal discovery and causal reasoning are classically treated as separate and consecutive tasks: one first infers the causal graph, and then uses it to estimate causal effects of interventions. However, such a two-stage approach is uneconomical, especially in terms of actively collected interventional data, since the causal query of interest may not require a fully-specified causal model. From a Bayesian perspective, it is also unnatural, since a causal query (e.g., the causal graph or some causal effect) can be viewed as a latent quantity subject to posterior inference -- other unobserved quantities that are not of direct interest (e.g., the full causal model) ought to be marginalized out in this process and contribute to our epistemic uncertainty. In this work, we propose Active Bayesian Causal Inference (ABCI), a fully-Bayesian active learning framework for integrated causal discovery and reasoning, which jointly infers a posterior over causal models and queries of interest. In our approach to ABCI, we focus on the class of causally-sufficient, nonlinear additive noise models, which we model using Gaussian processes. We sequentially design experiments that are maximally informative about our target causal query, collect the corresponding interventional data, and update our beliefs to choose the next experiment. Through simulations, we demonstrate that our approach is more data-efficient than several baselines that only focus on learning the full causal graph. This allows us to accurately learn downstream causal queries from fewer samples while providing well-calibrated uncertainty estimates for the quantities of interest.
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.
With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.