Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (depending on the remaining lifetime of a fleet of systems), the needed amount of cash reserves for warranty expenses (depending on the number of warranty returns), and whether a product recall is needed (depending on the number of potentially life-threatening product failures). In statistical inference, likelihood ratios have a long history of use for decision making relating to model parameters (e.g., in evidence-based medicine and forensics). We propose a general prediction method, based on a likelihood ratio (LR) involving both the data and a future random variable. This general approach provides a way to identify prediction interval methods that have excellent statistical properties. For example, if a prediction method can be based on a pivotal quantity, our LR-based method will often identify it. For applications where a pivotal quantity does not exist, the LR-based method provides a procedure with good coverage properties for both continuous or discrete-data prediction applications.
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Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal of the downstream optimization problem. Recently, decision-focused prediction approaches, such as SPO+ and direct optimization, have been proposed to fill this gap. However, they cannot directly handle the soft constraints with the $max$ operator required in many real-world objectives. This paper proposes a novel analytically differentiable surrogate objective framework for real-world linear and semi-definite negative quadratic programming problems with soft linear and non-negative hard constraints. This framework gives the theoretical bounds on constraints' multipliers, and derives the closed-form solution with respect to predictive parameters and thus gradients for any variable in the problem. We evaluate our method in three applications extended with soft constraints: synthetic linear programming, portfolio optimization, and resource provisioning, demonstrating that our method outperforms traditional two-staged methods and other decision-focused approaches.
One of the main problem in prediction theory of stationary processes $X(t)$ is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X(0)$ given $ X(t),$ $-n\le t\le-1$, as $n$ goes to infinity. This behavior depends on the regularity (deterministic or non-deterministic) of the process $X(t)$. In his seminal paper {\it 'Some purely deterministic processes' (J. of Math. and Mech.,} {\bf 6}(6), 801-810, 1957), for a specific spectral density that has a very high order contact with zero M. Rosenblatt showed that the prediction error behaves like a power as $n\to\f$. In the paper Babayan et al. {\it 'Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences' (J. Time Ser. Anal.} {\bf 42}, 622-652, 2021), Rosenblatt's result was extended to the class of spectral densities of the form $f=f_dg$, where $f_d$ is the spectral density of a deterministic process that has a very high order contact with zero, while $g$ is a function that can have polynomial type singularities. In this paper, we describe new extensions of the above quoted results in the case where the function $g$ can have {\it arbitrary power type singularities}. Examples illustrate the obtained results.
A new approach is presented to the problem of compensating the beam squint effect arising in wideband terahertz (THz) hybrid massive multiple-input multiple-output (MIMO) systems, based on the joint optimization of the phase shifter (PS) and true-time delay (TTD) values under per-TTD device time delay constraints. Unlike the prior approaches, the new approach does not require the unbounded time delay assumption; the range of time delay values that a TTD device can produce is strictly limited in our approach. Instead of focusing on the design of TTD values, we jointly optimize both the TTD and PS values to effectively cope with the practical time delay constraint. Simulation results that illustrate the performance benefits of the new method for the beam squint compensation are presented. Through simulations and analysis, we show that our approach is a generalization of the prior TTD-based precoding approaches.
In material science, models are derived to predict emergent material properties (e.g. elasticity, strength, conductivity) and their relations to processing conditions. A major drawback is the calibration of model parameters that depend on processing conditions. Currently, these parameters must be optimized to fit measured data since their relations to processing conditions (e.g. deformation temperature, strain rate) are not fully understood. We present a new approach that identifies the functional dependency of calibration parameters from processing conditions based on genetic programming. We propose two (explicit and implicit) methods to identify these dependencies and generate short interpretable expressions. The approach is used to extend a physics-based constitutive model for deformation processes. This constitutive model operates with internal material variables such as a dislocation density and contains a number of parameters, among them three calibration parameters. The derived expressions extend the constitutive model and replace the calibration parameters. Thus, interpolation between various processing parameters is enabled. Our results show that the implicit method is computationally more expensive than the explicit approach but also produces significantly better results.
Calibration is a vital aspect of the performance of risk prediction models, but research in the context of ordinal outcomes is scarce. This study compared calibration measures for risk models predicting a discrete ordinal outcome, and investigated the impact of the proportional odds assumption on calibration and overfitting. We studied the multinomial, cumulative, adjacent category, continuation ratio, and stereotype logit/logistic models. To assess calibration, we investigated calibration intercepts and slopes, calibration plots, and the estimated calibration index. Using large sample simulations, we studied the performance of models for risk estimation under various conditions, assuming that the true model has either a multinomial logistic form or a cumulative logit proportional odds form. Small sample simulations were used to compare the tendency for overfitting between models. As a case study, we developed models to diagnose the degree of coronary artery disease (five categories) in symptomatic patients. When the true model was multinomial logistic, proportional odds models often yielded poor risk estimates, with calibration slopes deviating considerably from unity even on large model development datasets. The stereotype logistic model improved the calibration slope, but still provided biased risk estimates for individual patients. When the true model had a cumulative logit proportional odds form, multinomial logistic regression provided biased risk estimates, although these biases were modest. Non-proportional odds models require more parameters to be estimated from the data, and hence suffered more from overfitting. Despite larger sample size requirements, we generally recommend multinomial logistic regression for risk prediction modeling of discrete ordinal outcomes.
Sequence models are a critical component of modern NLP systems, but their predictions are difficult to explain. We consider model explanations though rationales, subsets of context that can explain individual model predictions. We find sequential rationales by solving a combinatorial optimization: the best rationale is the smallest subset of input tokens that would predict the same output as the full sequence. Enumerating all subsets is intractable, so we propose an efficient greedy algorithm to approximate this objective. The algorithm, which is called greedy rationalization, applies to any model. For this approach to be effective, the model should form compatible conditional distributions when making predictions on incomplete subsets of the context. This condition can be enforced with a short fine-tuning step. We study greedy rationalization on language modeling and machine translation. Compared to existing baselines, greedy rationalization is best at optimizing the combinatorial objective and provides the most faithful rationales. On a new dataset of annotated sequential rationales, greedy rationales are most similar to human rationales.
Community detection, a fundamental task for network analysis, aims to partition a network into multiple sub-structures to help reveal their latent functions. Community detection has been extensively studied in and broadly applied to many real-world network problems. Classical approaches to community detection typically utilize probabilistic graphical models and adopt a variety of prior knowledge to infer community structures. As the problems that network methods try to solve and the network data to be analyzed become increasingly more sophisticated, new approaches have also been proposed and developed, particularly those that utilize deep learning and convert networked data into low dimensional representation. Despite all the recent advancement, there is still a lack of insightful understanding of the theoretical and methodological underpinning of community detection, which will be critically important for future development of the area of network analysis. In this paper, we develop and present a unified architecture of network community-finding methods to characterize the state-of-the-art of the field of community detection. Specifically, we provide a comprehensive review of the existing community detection methods and introduce a new taxonomy that divides the existing methods into two categories, namely probabilistic graphical model and deep learning. We then discuss in detail the main idea behind each method in the two categories. Furthermore, to promote future development of community detection, we release several benchmark datasets from several problem domains and highlight their applications to various network analysis tasks. We conclude with discussions of the challenges of the field and suggestions of possible directions for future research.
Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical models often fall short in handling the complexity and high non-linearity present in time-series data. Recent advances in deep learning allow for better modelling of spatial and temporal dependencies. While most of these models focus on obtaining accurate point forecasts, they do not characterize the prediction uncertainty. In this work, we consider the time-series data as a random realization from a nonlinear state-space model and target Bayesian inference of the hidden states for probabilistic forecasting. We use particle flow as the tool for approximating the posterior distribution of the states, as it is shown to be highly effective in complex, high-dimensional settings. Thorough experimentation on several real world time-series datasets demonstrates that our approach provides better characterization of uncertainty while maintaining comparable accuracy to the state-of-the art point forecasting methods.
The task of Knowledge Graph Completion (KGC) aims to automatically infer the missing fact information in Knowledge Graph (KG). In this paper, we take a new perspective that aims to leverage rich user-item interaction data (user interaction data for short) for improving the KGC task. Our work is inspired by the observation that many KG entities correspond to online items in application systems. However, the two kinds of data sources have very different intrinsic characteristics, and it is likely to hurt the original performance using simple fusion strategy. To address this challenge, we propose a novel adversarial learning approach by leveraging user interaction data for the KGC task. Our generator is isolated from user interaction data, and serves to improve the performance of the discriminator. The discriminator takes the learned useful information from user interaction data as input, and gradually enhances the evaluation capacity in order to identify the fake samples generated by the generator. To discover implicit entity preference of users, we design an elaborate collaborative learning algorithms based on graph neural networks, which will be jointly optimized with the discriminator. Such an approach is effective to alleviate the issues about data heterogeneity and semantic complexity for the KGC task. Extensive experiments on three real-world datasets have demonstrated the effectiveness of our approach on the KGC task.
This study considers the 3D human pose estimation problem in a single RGB image by proposing a conditional random field (CRF) model over 2D poses, in which the 3D pose is obtained as a byproduct of the inference process. The unary term of the proposed CRF model is defined based on a powerful heat-map regression network, which has been proposed for 2D human pose estimation. This study also presents a regression network for lifting the 2D pose to 3D pose and proposes the prior term based on the consistency between the estimated 3D pose and the 2D pose. To obtain the approximate solution of the proposed CRF model, the N-best strategy is adopted. The proposed inference algorithm can be viewed as sequential processes of bottom-up generation of 2D and 3D pose proposals from the input 2D image based on deep networks and top-down verification of such proposals by checking their consistencies. To evaluate the proposed method, we use two large-scale datasets: Human3.6M and HumanEva. Experimental results show that the proposed method achieves the state-of-the-art 3D human pose estimation performance.
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