The author's recent research papers, "Cumulative deviation of a subpopulation from the full population" and "A graphical method of cumulative differences between two subpopulations" (both published in volume 8 of Springer's open-access "Journal of Big Data" during 2021), propose graphical methods and summary statistics, without extensively calibrating formal significance tests. The summary metrics and methods can measure the calibration of probabilistic predictions and can assess differences in responses between a subpopulation and the full population while controlling for a covariate or score via conditioning on it. These recently published papers construct significance tests based on the scalar summary statistics, but only sketch how to calibrate the attained significance levels (also known as "P-values") for the tests. The present article reviews and synthesizes work spanning many decades in order to detail how to calibrate the P-values. The present paper presents computationally efficient, easily implemented numerical methods for evaluating properly calibrated P-values, together with rigorous mathematical proofs guaranteeing their accuracy, and illustrates and validates the methods with open-source software and numerical examples.
NLP models often degrade in performance when real world data distributions differ markedly from training data. However, existing dataset drift metrics in NLP have generally not considered specific dimensions of linguistic drift that affect model performance, and they have not been validated in their ability to predict model performance at the individual example level, where such metrics are often used in practice. In this paper, we propose three dimensions of linguistic dataset drift: vocabulary, structural, and semantic drift. These dimensions correspond to content word frequency divergences, syntactic divergences, and meaning changes not captured by word frequencies (e.g. lexical semantic change). We propose interpretable metrics for all three drift dimensions, and we modify past performance prediction methods to predict model performance at both the example and dataset level for English sentiment classification and natural language inference. We find that our drift metrics are more effective than previous metrics at predicting out-of-domain model accuracies (mean 16.8% root mean square error decrease), particularly when compared to popular fine-tuned embedding distances (mean 47.7% error decrease). Fine-tuned embedding distances are much more effective at ranking individual examples by expected performance, but decomposing into vocabulary, structural, and semantic drift produces the best example rankings of all considered model-agnostic drift metrics (mean 6.7% ROC AUC increase).
Score-based generative models are a popular class of generative modelling techniques relying on stochastic differential equations (SDE). From their inception, it was realized that it was also possible to perform generation using ordinary differential equations (ODE) rather than SDE. This led to the introduction of the probability flow ODE approach and denoising diffusion implicit models. Flow matching methods have recently further extended these ODE-based approaches and approximate a flow between two arbitrary probability distributions. Previous work derived bounds on the approximation error of diffusion models under the stochastic sampling regime, given assumptions on the $L^2$ loss. We present error bounds for the flow matching procedure using fully deterministic sampling, assuming an $L^2$ bound on the approximation error and a certain regularity condition on the data distributions.
Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at different parameter settings. Using intelligent and adaptive selection of parameters to build the emulator can drastically improve the efficiency of the calibration process. The article proposes a sequential framework with a novel criterion for parameter selection that targets learning the posterior density of the parameters. The emergent behavior from this criterion is that exploration happens by selecting parameters in uncertain posterior regions while simultaneously exploitation happens by selecting parameters in regions of high posterior density. The advantages of the proposed method are illustrated using several simulation experiments and a nuclear physics reaction model.
This paper examines robust functional data analysis for discretely observed data, where the underlying process encompasses various distributions, such as heavy tail, skewness, or contaminations. We propose a unified robust concept of functional mean, covariance, and principal component analysis, while existing methods and definitions often differ from one another or only address fully observed functions (the ``ideal'' case). Specifically, the robust functional mean can deviate from its non-robust counterpart and is estimated using robust local linear regression. Moreover, we define a new robust functional covariance that shares useful properties with the classic version. Importantly, this covariance yields the robust version of Karhunen--Lo\`eve decomposition and corresponding principal components beneficial for dimension reduction. The theoretical results of the robust functional mean, covariance, and eigenfunction estimates, based on pooling discretely observed data (ranging from sparse to dense), are established and aligned with their non-robust counterparts. The newly-proposed perturbation bounds for estimated eigenfunctions, with indexes allowed to grow with sample size, lay the foundation for further modeling based on robust functional principal component analysis.
The Functional Machine Calculus (FMC) was recently introduced as a generalization of the lambda-calculus to include higher-order global state, probabilistic and non-deterministic choice, and input and output, while retaining confluence. The calculus can encode both the call-by-name and call-by-value semantics of these effects. This is enabled by two independent generalisations, both natural from the perspective of the FMC's operational semantics, which is given by a simple multi-stack machine. The first generalization decomposes the syntax of the lambda-calculus in a way that allows for sequential composition of terms and the encoding of reduction strategies. Specifically, there exist translations of the call-by-name and call-by-value lambda-calculus which preserve operational semantics. The second parameterizes application and abstraction in terms of 'locations' (corresponding to the multiple stacks of the machine), which gives a unification of the operational semantics, syntax, and reduction rules of the given effects with those of the lambda-calculus. The FMC further comes equipped with a simple type system which restricts and captures the behaviour of effects. This thesis makes two main contributions, showing that two fundamental properties of the lambda-calculus are preserved by the FMC. The first is to show that the categorical semantics of the FMC, modulo an appropriate equational theory, is given by the free Cartesian closed category. The equational theory is validated by a notion of observational equivalence. The second contribution is a proof that typed FMC-terms are strongly normalising. This is an extension (and small simplification) of Gandy's proof for the lambda-calculus, which additionally emphasizes its latent operational intuition.
This paper presents a dataset containing recordings of the electroencephalogram (EEG) and the electromyogram (EMG) from eight subjects who were assisted in moving their right arm by an active orthosis device. The supported movements were elbow joint movements, i.e., flexion and extension of the right arm. While the orthosis was actively moving the subject's arm, some errors were deliberately introduced for a short duration of time. During this time, the orthosis moved in the opposite direction. In this paper, we explain the experimental setup and present some behavioral analyses across all subjects. Additionally, we present an average event-related potential analysis for one subject to offer insights into the data quality and the EEG activity caused by the error introduction. The dataset described herein is openly accessible. The aim of this study was to provide a dataset to the research community, particularly for the development of new methods in the asynchronous detection of erroneous events from the EEG. We are especially interested in the tactile and haptic-mediated recognition of errors, which has not yet been sufficiently investigated in the literature. We hope that the detailed description of the orthosis and the experiment will enable its reproduction and facilitate a systematic investigation of the influencing factors in the detection of erroneous behavior of assistive systems by a large community.
Several explanation methods such as Integrated Gradients (IG) can be characterised as path-based methods, as they rely on a straight line between the data and an uninformative baseline. However, when applied to language models, these methods produce a path for each word of a sentence simultaneously, which could lead to creating sentences from interpolated words either having no clear meaning, or having a significantly different meaning compared to the original sentence. In order to keep the meaning of these sentences as close as possible to the original one, we propose Sequential Integrated Gradients (SIG), which computes the importance of each word in a sentence by keeping fixed every other words, only creating interpolations between the baseline and the word of interest. Moreover, inspired by the training procedure of several language models, we also propose to replace the baseline token "pad" with the trained token "mask". While being a simple improvement over the original IG method, we show on various models and datasets that SIG proves to be a very effective method for explaining language models.
Distance covariance is a widely used statistical methodology for testing the dependency between two groups of variables. Despite the appealing properties of consistency and superior testing power, the testing results of distance covariance are often hard to be interpreted. This paper presents an elementary interpretation of the mechanism of distance covariance through an additive decomposition of correlations formula. Based on this formula, a visualization method is developed to provide practitioners with a more intuitive explanation of the distance covariance score.
Graph Neural Networks (GNNs) have been shown to be effective models for different predictive tasks on graph-structured data. Recent work on their expressive power has focused on isomorphism tasks and countable feature spaces. We extend this theoretical framework to include continuous features - which occur regularly in real-world input domains and within the hidden layers of GNNs - and we demonstrate the requirement for multiple aggregation functions in this context. Accordingly, we propose Principal Neighbourhood Aggregation (PNA), a novel architecture combining multiple aggregators with degree-scalers (which generalize the sum aggregator). Finally, we compare the capacity of different models to capture and exploit the graph structure via a novel benchmark containing multiple tasks taken from classical graph theory, alongside existing benchmarks from real-world domains, all of which demonstrate the strength of our model. With this work, we hope to steer some of the GNN research towards new aggregation methods which we believe are essential in the search for powerful and robust models.
This paper focuses on two fundamental tasks of graph analysis: community detection and node representation learning, which capture the global and local structures of graphs, respectively. In the current literature, these two tasks are usually independently studied while they are actually highly correlated. We propose a probabilistic generative model called vGraph to learn community membership and node representation collaboratively. Specifically, we assume that each node can be represented as a mixture of communities, and each community is defined as a multinomial distribution over nodes. Both the mixing coefficients and the community distribution are parameterized by the low-dimensional representations of the nodes and communities. We designed an effective variational inference algorithm which regularizes the community membership of neighboring nodes to be similar in the latent space. Experimental results on multiple real-world graphs show that vGraph is very effective in both community detection and node representation learning, outperforming many competitive baselines in both tasks. We show that the framework of vGraph is quite flexible and can be easily extended to detect hierarchical communities.