Modern longitudinal studies collect multiple outcomes as the primary endpoints to understand the complex dynamics of the diseases. Oftentimes, especially in clinical trials, the joint variations among the multidimensional responses play a significant role in assessing the differential characteristics between two or more groups, rather than drawing inferences based on a single outcome. Enclosing the longitudinal design under the umbrella of sparsely observed functional data, we develop a projection-based two-sample significance test to identify the difference between the typical multivariate profiles. The methodology is built upon widely adopted multivariate functional principal component analysis to reduce the dimension of the infinite-dimensional multi-modal functions while preserving the dynamic correlation between the components. The test is applicable to a wide class of (non-stationary) covariance structures of the response, and it detects a significant group difference based on a single p-value, thereby overcoming the issue of adjusting for multiple p-values that arises due to comparing the means in each of components separately. Finite-sample numerical studies demonstrate that the test maintains the type-I error, and is powerful to detect significant group differences, compared to the state-of-the-art testing procedures. The test is carried out on the longitudinally designed TOMMORROW study of individuals at high risk of mild cognitive impairment due to Alzheimer's disease to detect differences in the cognitive test scores between the pioglitazone and the placebo groups.
Without writing a single line of code by a human, an example Monte Carlo simulation based application for stochastic dependence modeling with copulas is developed using a state-of-the-art large language model (LLM) fine-tuned for conversations. This includes interaction with ChatGPT in natural language and using mathematical formalism, which, under careful supervision by a human-expert, led to producing a working code in MATLAB, Python and R for sampling from a given copula model, evaluation of the model's density, performing maximum likelihood estimation, optimizing the code for parallel computing for CPUs as well as for GPUs, and visualization of the computed results. In contrast to other emerging studies that assess the accuracy of LLMs like ChatGPT on tasks from a selected area, this work rather investigates ways how to achieve a successful solution of a standard statistical task in a collaboration of a human-expert and artificial intelligence (AI). Particularly, through careful prompt engineering, we separate successful solutions generated by ChatGPT from unsuccessful ones, resulting in a comprehensive list of related pros and cons. It is demonstrated that if the typical pitfalls are avoided, we can substantially benefit from collaborating with an AI partner. For example, we show that if ChatGPT is not able to provide a correct solution due to a lack of or incorrect knowledge, the human-expert can feed it with the correct knowledge, e.g., in the form of mathematical theorems and formulas, and make it to apply the gained knowledge in order to provide a solution that is correct. Such ability presents an attractive opportunity to achieve a programmed solution even for users with rather limited knowledge of programming techniques.
This paper describes a purely functional library for computing level-$p$-complexity of Boolean functions, and applies it to two-level iterated majority. Boolean functions are simply functions from $n$ bits to one bit, and they can describe digital circuits, voting systems, etc. An example of a Boolean function is majority, which returns the value that has majority among the $n$ input bits for odd $n$. The complexity of a Boolean function $f$ measures the cost of evaluating it: how many bits of the input are needed to be certain about the result of $f$. There are many competing complexity measures but we focus on level-$p$-complexity -- a function of the probability $p$ that a bit is 1. The level-$p$-complexity $D_p(f)$ is the minimum expected cost when the input bits are independent and identically distributed with Bernoulli($p$) distribution. We specify the problem as choosing the minimum expected cost of all possible decision trees -- which directly translates to a clearly correct, but very inefficient implementation. The library uses thinning and memoization for efficiency and type classes for separation of concerns. The complexity is represented using polynomials, and the order relation used for thinning is implemented using polynomial factorisation and root-counting. Finally we compute the complexity for two-level iterated majority and improve on an earlier result by J.~Jansson.
Data-driven offline model-based optimization (MBO) is an established practical approach to black-box computational design problems for which the true objective function is unknown and expensive to query. However, the standard approach which optimizes designs against a learned proxy model of the ground truth objective can suffer from distributional shift. Specifically, in high-dimensional design spaces where valid designs lie on a narrow manifold, the standard approach is susceptible to producing out-of-distribution, invalid designs that "fool" the learned proxy model into outputting a high value. Using an ensemble rather than a single model as the learned proxy can help mitigate distribution shift, but naive formulations for combining gradient information from the ensemble, such as minimum or mean gradient, are still suboptimal and often hampered by non-convergent behavior. In this work, we explore alternate approaches for combining gradient information from the ensemble that are robust to distribution shift without compromising optimality of the produced designs. More specifically, we explore two functions, formulated as convex optimization problems, for combining gradient information: multiple gradient descent algorithm (MGDA) and conflict-averse gradient descent (CAGrad). We evaluate these algorithms on a diverse set of five computational design tasks. We compare performance of ensemble MBO with MGDA and ensemble MBO with CAGrad with three naive baseline algorithms: (a) standard single-model MBO, (b) ensemble MBO with mean gradient, and (c) ensemble MBO with minimum gradient. Our results suggest that MGDA and CAGrad strike a desirable balance between conservatism and optimality and can help robustify data-driven offline MBO without compromising optimality of designs.
Conventional de-noising methods rely on the assumption that all samples are independent and identically distributed, so the resultant classifier, though disturbed by noise, can still easily identify the noises as the outliers of training distribution. However, the assumption is unrealistic in large-scale data that is inevitably long-tailed. Such imbalanced training data makes a classifier less discriminative for the tail classes, whose previously "easy" noises are now turned into "hard" ones -- they are almost as outliers as the clean tail samples. We introduce this new challenge as Noisy Long-Tailed Classification (NLT). Not surprisingly, we find that most de-noising methods fail to identify the hard noises, resulting in significant performance drop on the three proposed NLT benchmarks: ImageNet-NLT, Animal10-NLT, and Food101-NLT. To this end, we design an iterative noisy learning framework called Hard-to-Easy (H2E). Our bootstrapping philosophy is to first learn a classifier as noise identifier invariant to the class and context distributional changes, reducing "hard" noises to "easy" ones, whose removal further improves the invariance. Experimental results show that our H2E outperforms state-of-the-art de-noising methods and their ablations on long-tailed settings while maintaining a stable performance on the conventional balanced settings. Datasets and codes are available at //github.com/yxymessi/H2E-Framework
The information bottleneck (IB) method offers an attractive framework for understanding representation learning, however its applications are often limited by its computational intractability. Analytical characterization of the IB method is not only of practical interest, but it can also lead to new insights into learning phenomena. Here we consider a generalized IB problem, in which the mutual information in the original IB method is replaced by correlation measures based on Renyi and Jeffreys divergences. We derive an exact analytical IB solution for the case of Gaussian correlated variables. Our analysis reveals a series of structural transitions, similar to those previously observed in the original IB case. We find further that although solving the original, Renyi and Jeffreys IB problems yields different representations in general, the structural transitions occur at the same critical tradeoff parameters, and the Renyi and Jeffreys IB solutions perform well under the original IB objective. Our results suggest that formulating the IB method with alternative correlation measures could offer a strategy for obtaining an approximate solution to the original IB problem.
To improve how neural networks function it is crucial to understand their learning process. The information bottleneck theory of deep learning proposes that neural networks achieve good generalization by compressing their representations to disregard information that is not relevant to the task. However, empirical evidence for this theory is conflicting, as compression was only observed when networks used saturating activation functions. In contrast, networks with non-saturating activation functions achieved comparable levels of task performance but did not show compression. In this paper we developed more robust mutual information estimation techniques, that adapt to hidden activity of neural networks and produce more sensitive measurements of activations from all functions, especially unbounded functions. Using these adaptive estimation techniques, we explored compression in networks with a range of different activation functions. With two improved methods of estimation, firstly, we show that saturation of the activation function is not required for compression, and the amount of compression varies between different activation functions. We also find that there is a large amount of variation in compression between different network initializations. Secondary, we see that L2 regularization leads to significantly increased compression, while preventing overfitting. Finally, we show that only compression of the last layer is positively correlated with generalization.
Unsupervised domain adaptation has recently emerged as an effective paradigm for generalizing deep neural networks to new target domains. However, there is still enormous potential to be tapped to reach the fully supervised performance. In this paper, we present a novel active learning strategy to assist knowledge transfer in the target domain, dubbed active domain adaptation. We start from an observation that energy-based models exhibit free energy biases when training (source) and test (target) data come from different distributions. Inspired by this inherent mechanism, we empirically reveal that a simple yet efficient energy-based sampling strategy sheds light on selecting the most valuable target samples than existing approaches requiring particular architectures or computation of the distances. Our algorithm, Energy-based Active Domain Adaptation (EADA), queries groups of targe data that incorporate both domain characteristic and instance uncertainty into every selection round. Meanwhile, by aligning the free energy of target data compact around the source domain via a regularization term, domain gap can be implicitly diminished. Through extensive experiments, we show that EADA surpasses state-of-the-art methods on well-known challenging benchmarks with substantial improvements, making it a useful option in the open world. Code is available at //github.com/BIT-DA/EADA.
Analyzing observational data from multiple sources can be useful for increasing statistical power to detect a treatment effect; however, practical constraints such as privacy considerations may restrict individual-level information sharing across data sets. This paper develops federated methods that only utilize summary-level information from heterogeneous data sets. Our federated methods provide doubly-robust point estimates of treatment effects as well as variance estimates. We derive the asymptotic distributions of our federated estimators, which are shown to be asymptotically equivalent to the corresponding estimators from the combined, individual-level data. We show that to achieve these properties, federated methods should be adjusted based on conditions such as whether models are correctly specified and stable across heterogeneous data sets.
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.
Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most.