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We develop an end-to-end deep-neural-network-based algorithm for classifying animal behavior using accelerometry data on the embedded system of an artificial intelligence of things (AIoT) device installed in a wearable collar tag. The proposed algorithm jointly performs feature extraction and classification utilizing a set of infinite-impulse-response (IIR) and finite-impulse-response (FIR) filters together with a multilayer perceptron. The utilized IIR and FIR filters can be viewed as specific types of recurrent and convolutional neural network layers, respectively. We evaluate the performance of the proposed algorithm via two real-world datasets collected from total eighteen grazing beef cattle using collar tags. The results show that the proposed algorithm offers good intra- and inter-dataset classification accuracy and outperforms its closest contenders including two state-of-the-art convolutional-neural-network-based time-series classification algorithms, which are significantly more complex. We implement the proposed algorithm on the embedded system of the utilized collar tags' AIoT device to perform in-situ classification of animal behavior. We achieve real-time in-situ behavior inference from accelerometry data without imposing any strain on the available computational, memory, or energy resources of the embedded system.

Machine learning (ML) models are costly to train as they can require a significant amount of data, computational resources and technical expertise. Thus, they constitute valuable intellectual property that needs protection from adversaries wanting to steal them. Ownership verification techniques allow the victims of model stealing attacks to demonstrate that a suspect model was in fact stolen from theirs. Although a number of ownership verification techniques based on watermarking or fingerprinting have been proposed, most of them fall short either in terms of security guarantees (well-equipped adversaries can evade verification) or computational cost. A fingerprinting technique introduced at ICLR '21, Dataset Inference (DI), has been shown to offer better robustness and efficiency than prior methods. The authors of DI provided a correctness proof for linear (suspect) models. However, in the same setting, we prove that DI suffers from high false positives (FPs) -- it can incorrectly identify an independent model trained with non-overlapping data from the same distribution as stolen. We further prove that DI also triggers FPs in realistic, non-linear suspect models. We then confirm empirically that DI leads to FPs, with high confidence. Second, we show that DI also suffers from false negatives (FNs) -- an adversary can fool DI by regularising a stolen model's decision boundaries using adversarial training, thereby leading to an FN. To this end, we demonstrate that DI fails to identify a model adversarially trained from a stolen dataset -- the setting where DI is the hardest to evade. Finally, we discuss the implications of our findings, the viability of fingerprinting-based ownership verification in general, and suggest directions for future work.

Recent advances in deep learning models for sequence classification have greatly improved their classification accuracy, specially when large training sets are available. However, several works have suggested that under some settings the predictions made by these models are poorly calibrated. In this work we study binary sequence classification problems and we look at model calibration from a different perspective by asking the question: Are deep learning models capable of learning the underlying target class distribution? We focus on sparse sequence classification, that is problems in which the target class is rare and compare three deep learning sequence classification models. We develop an evaluation that measures how well a classifier is learning the target class distribution. In addition, our evaluation disentangles good performance achieved by mere compression of the training sequences versus performance achieved by proper model generalization. Our results suggest that in this binary setting the deep-learning models are indeed able to learn the underlying class distribution in a non-trivial manner, i.e. by proper generalization beyond data compression.

We build a general framework which establishes a one-to-one correspondence between species abundance distribution (SAD) and species accumulation curve (SAC). The appearance rates of the species and the appearance times of individuals of each species are modeled as Poisson processes. The number of species can be finite or infinite. Hill numbers are extended to the framework. We introduce a linear derivative ratio family of models, $\mathrm{LDR}_1$, of which the ratio of the first and the second derivatives of the expected SAC is a linear function. A D1/D2 plot is proposed to detect this linear pattern in the data. By extrapolation of the curve in the D1/D2 plot, a species richness estimator that extends Chao1 estimator is introduced. The SAD of $\mathrm{LDR}_1$ is the Engen's extended negative binomial distribution, and the SAC encompasses several popular parametric forms including the power law. Family $\mathrm{LDR}_1$ is extended in two ways: $\mathrm{LDR}_2$ which allows species with zero detection probability, and $\mathrm{RDR}_1$ where the derivative ratio is a rational function. Real data are analyzed to demonstrate the proposed methods. We also consider the scenario where we record only a few leading appearance times of each species. We show how maximum likelihood inference can be performed when only the empirical SAC is observed, and elucidate its advantages over the traditional curve-fitting method.

Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional differences between latent groups. Then, the assumption that the conditional distribution of response Y given features X is the same for all samples may not hold. Furthermore, in scientific applications, the covariance structure of the features may contain important signals and its learning is also affected by latent group structure. We propose a class of mixture models for paired data (X, Y) that couples together the distribution of X (using sparse graphical models) and the conditional Y | X (using sparse regression models). The regression and graphical models are specific to the latent groups and model parameters are estimated jointly (hence the name "regularized joint mixtures"). This allows signals in either or both of the feature distribution and regression model to inform learning of latent structure and provides automatic control of confounding by such structure. Estimation is handled via an expectation-maximization algorithm, whose convergence is established theoretically. We illustrate the key ideas via empirical examples. An R package is available at //github.com/k-perrakis/regjmix.

One-class classification (OCC) is the problem of deciding whether an observed sample belongs to a target class or not. We consider the problem of learning an OCC model when the dataset available at the learning stage contains only samples from the target class. We aim at obtaining a classifier that performs as the generalized likelihood ratio test (GLRT), which is a well-known and provably optimal (under specific assumptions) classifier when the statistic of the target class is available. To this end, we consider both the multilayer perceptron neural network (NN) and the support vector machine (SVM) models. They are trained as two-class classifiers using an artificial dataset for the alternative class, obtained by generating random samples, uniformly over the domain of the target-class dataset. We prove that, under suitable assumptions, the models converge (with a large dataset) to the GLRT. Moreover, we show that the one-class least squares SVM (OCLSSVM) at convergence performs as the GLRT, with a suitable transformation function. Lastly, we compare the obtained solutions with the autoencoder (AE) classifier, which does not in general provide the GLRT

As input data distributions evolve, the predictive performance of machine learning models tends to deteriorate. In the past, predictive performance was considered the key indicator to monitor. However, explanation aspects have come to attention within the last years. In this work, we investigate how model predictive performance and model explanation characteristics are affected under distribution shifts and how these key indicators are related to each other for tabular data. We find that the modeling of explanation shifts can be a better indicator for the detection of predictive performance changes than state-of-the-art techniques based on representations of distribution shifts. We provide a mathematical analysis of different types of distribution shifts as well as synthetic experimental examples.

Wind power forecasting is essential to power system operation and electricity markets. As abundant data became available thanks to the deployment of measurement infrastructures and the democratization of meteorological modelling, extensive data-driven approaches have been developed within both point and probabilistic forecasting frameworks. These models usually assume that the dataset at hand is complete and overlook missing value issues that often occur in practice. In contrast to that common approach, we rigorously consider here the wind power forecasting problem in the presence of missing values, by jointly accommodating imputation and forecasting tasks. Our approach allows inferring the joint distribution of input features and target variables at the model estimation stage based on incomplete observations only. We place emphasis on a fully conditional specification method owing to its desirable properties, e.g., being assumption-free when it comes to these joint distributions. Then, at the operational forecasting stage, with available features at hand, one can issue forecasts by implicitly imputing all missing entries. The approach is applicable to both point and probabilistic forecasting, while yielding competitive forecast quality within both simulation and real-world case studies. It confirms that by using a powerful universal imputation method like fully conditional specification, the proposed approach is superior to the common approach, especially in the context of probabilistic forecasting.

The dominating NLP paradigm of training a strong neural predictor to perform one task on a specific dataset has led to state-of-the-art performance in a variety of applications (eg. sentiment classification, span-prediction based question answering or machine translation). However, it builds upon the assumption that the data distribution is stationary, ie. that the data is sampled from a fixed distribution both at training and test time. This way of training is inconsistent with how we as humans are able to learn from and operate within a constantly changing stream of information. Moreover, it is ill-adapted to real-world use cases where the data distribution is expected to shift over the course of a model's lifetime. The first goal of this thesis is to characterize the different forms this shift can take in the context of natural language processing, and propose benchmarks and evaluation metrics to measure its effect on current deep learning architectures. We then proceed to take steps to mitigate the effect of distributional shift on NLP models. To this end, we develop methods based on parametric reformulations of the distributionally robust optimization framework. Empirically, we demonstrate that these approaches yield more robust models as demonstrated on a selection of realistic problems. In the third and final part of this thesis, we explore ways of efficiently adapting existing models to new domains or tasks. Our contribution to this topic takes inspiration from information geometry to derive a new gradient update rule which alleviate catastrophic forgetting issues during adaptation.

Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep Neural Networks (DNNs) to perform this task. This is surprising as deep learning has seen very successful applications in the last years. DNNs have indeed revolutionized the field of computer vision especially with the advent of novel deeper architectures such as Residual and Convolutional Neural Networks. Apart from images, sequential data such as text and audio can also be processed with DNNs to reach state-of-the-art performance for document classification and speech recognition. In this article, we study the current state-of-the-art performance of deep learning algorithms for TSC by presenting an empirical study of the most recent DNN architectures for TSC. We give an overview of the most successful deep learning applications in various time series domains under a unified taxonomy of DNNs for TSC. We also provide an open source deep learning framework to the TSC community where we implemented each of the compared approaches and evaluated them on a univariate TSC benchmark (the UCR/UEA archive) and 12 multivariate time series datasets. By training 8,730 deep learning models on 97 time series datasets, we propose the most exhaustive study of DNNs for TSC to date.