Robust integration of physical knowledge and data is key to improve computational simulations, such as Earth system models. Data assimilation is crucial for achieving this goal because it provides a systematic framework to calibrate model outputs with observations, which can include remote sensing imagery and ground station measurements, with uncertainty quantification. Conventional methods, including Kalman filters and variational approaches, inherently rely on simplifying linear and Gaussian assumptions, and can be computationally expensive. Nevertheless, with the rapid adoption of data-driven methods in many areas of computational sciences, we see the potential of emulating traditional data assimilation with deep learning, especially generative models. In particular, the diffusion-based probabilistic framework has large overlaps with data assimilation principles: both allows for conditional generation of samples with a Bayesian inverse framework. These models have shown remarkable success in text-conditioned image generation or image-controlled video synthesis. Likewise, one can frame data assimilation as observation-conditioned state calibration. In this work, we propose SLAMS: Score-based Latent Assimilation in Multimodal Setting. Specifically, we assimilate in-situ weather station data and ex-situ satellite imagery to calibrate the vertical temperature profiles, globally. Through extensive ablation, we demonstrate that SLAMS is robust even in low-resolution, noisy, and sparse data settings. To our knowledge, our work is the first to apply deep generative framework for multimodal data assimilation using real-world datasets; an important step for building robust computational simulators, including the next-generation Earth system models. Our code is available at: //github.com/yongquan-qu/SLAMS
Deferring systems extend supervised Machine Learning (ML) models with the possibility to defer predictions to human experts. However, evaluating the impact of a deferring strategy on system accuracy is still an overlooked area. This paper fills this gap by evaluating deferring systems through a causal lens. We link the potential outcomes framework for causal inference with deferring systems. This allows us to identify the causal impact of the deferring strategy on predictive accuracy. We distinguish two scenarios. In the first one, we can access both the human and the ML model predictions for the deferred instances. In such a case, we can identify the individual causal effects for deferred instances and aggregates of them. In the second scenario, only human predictions are available for the deferred instances. In this case, we can resort to regression discontinuity design to estimate a local causal effect. We empirically evaluate our approach on synthetic and real datasets for seven deferring systems from the literature.
We study the relationship between adversarial robustness and differential privacy in high-dimensional algorithmic statistics. We give the first black-box reduction from privacy to robustness which can produce private estimators with optimal tradeoffs among sample complexity, accuracy, and privacy for a wide range of fundamental high-dimensional parameter estimation problems, including mean and covariance estimation. We show that this reduction can be implemented in polynomial time in some important special cases. In particular, using nearly-optimal polynomial-time robust estimators for the mean and covariance of high-dimensional Gaussians which are based on the Sum-of-Squares method, we design the first polynomial-time private estimators for these problems with nearly-optimal samples-accuracy-privacy tradeoffs. Our algorithms are also robust to a nearly optimal fraction of adversarially-corrupted samples.
Many machine learning and optimization algorithms are built upon the framework of stochastic approximation (SA), for which the selection of step-size (or learning rate) is essential for success. For the sake of clarity, this paper focuses on the special case $\alpha_n = \alpha_0 n^{-\rho}$ at iteration $n$, with $\rho \in [0,1]$ and $\alpha_0>0$ design parameters. It is most common in practice to take $\rho=0$ (constant step-size), while in more theoretically oriented papers a vanishing step-size is preferred. In particular, with $\rho \in (1/2, 1)$ it is known that on applying the averaging technique of Polyak and Ruppert, the mean-squared error (MSE) converges at the optimal rate of $O(1/n)$ and the covariance in the central limit theorem (CLT) is minimal in a precise sense. The paper revisits step-size selection in a general Markovian setting. Under readily verifiable assumptions, the following conclusions are obtained provided $0<\rho<1$: $\bullet$ Parameter estimates converge with probability one, and also in $L_p$ for any $p\ge 1$. $\bullet$ The MSE may converge very slowly for small $\rho$, of order $O(\alpha_n^2)$ even with averaging. $\bullet$ For linear stochastic approximation the source of slow convergence is identified: for any $\rho\in (0,1)$, averaging results in estimates for which the error $\textit{covariance}$ vanishes at the optimal rate, and moreover the CLT covariance is optimal in the sense of Polyak and Ruppert. However, necessary and sufficient conditions are obtained under which the $\textit{bias}$ converges to zero at rate $O(\alpha_n)$. This is the first paper to obtain such strong conclusions while allowing for $\rho \le 1/2$. A major conclusion is that the choice of $\rho =0$ or even $\rho<1/2$ is justified only in select settings -- In general, bias may preclude fast convergence.
Bayesian neural network posterior distributions have a great number of modes that correspond to the same network function. The abundance of such modes can make it difficult for approximate inference methods to do their job. Recent work has demonstrated the benefits of partial stochasticity for approximate inference in Bayesian neural networks; inference can be less costly and performance can sometimes be improved. I propose a structured way to select the deterministic subset of weights that removes neuron permutation symmetries, and therefore the corresponding redundant posterior modes. With a drastically simplified posterior distribution, the performance of existing approximate inference schemes is found to be greatly improved.
Large language models (LLMs) have rapidly improved text embeddings for a growing array of natural-language processing tasks. However, their opaqueness and proliferation into scientific domains such as neuroscience have created a growing need for interpretability. Here, we ask whether we can obtain interpretable embeddings through LLM prompting. We introduce question-answering embeddings (QA-Emb), embeddings where each feature represents an answer to a yes/no question asked to an LLM. Training QA-Emb reduces to selecting a set of underlying questions rather than learning model weights. We use QA-Emb to flexibly generate interpretable models for predicting fMRI voxel responses to language stimuli. QA-Emb significantly outperforms an established interpretable baseline, and does so while requiring very few questions. This paves the way towards building flexible feature spaces that can concretize and evaluate our understanding of semantic brain representations. We additionally find that QA-Emb can be effectively approximated with an efficient model, and we explore broader applications in simple NLP tasks.
The Tweedie generalized linear models are commonly applied in the insurance industry to analyze semicontinuous claim data. For better prediction of the aggregated claim size, the mean and dispersion of the Tweedie model are often estimated together using the double generalized linear models. In some actuarial applications, it is common to observe an excessive percentage of zeros, which often results in a decline in the performance of the Tweedie model. The zero-inflated Tweedie model has been recently considered in the literature, which draws inspiration from the zero-inflated Poisson model. In this article, we consider the problem of dispersion modeling of the Tweedie state in the zero-inflated Tweedie model, in addition to the mean modeling. We also model the probability of the zero state based on the generalized expectation-maximization algorithm. To potentially incorporate nonlinear and interaction effects of the covariates, we estimate the mean, dispersion, and zero-state probability using decision-tree-based gradient boosting. We conduct extensive numerical studies to demonstrate the improved performance of our method over existing ones.
As an effective strategy, data augmentation (DA) alleviates data scarcity scenarios where deep learning techniques may fail. It is widely applied in computer vision then introduced to natural language processing and achieves improvements in many tasks. One of the main focuses of the DA methods is to improve the diversity of training data, thereby helping the model to better generalize to unseen testing data. In this survey, we frame DA methods into three categories based on the diversity of augmented data, including paraphrasing, noising, and sampling. Our paper sets out to analyze DA methods in detail according to the above categories. Further, we also introduce their applications in NLP tasks as well as the challenges.
Data augmentation has been widely used to improve generalizability of machine learning models. However, comparatively little work studies data augmentation for graphs. This is largely due to the complex, non-Euclidean structure of graphs, which limits possible manipulation operations. Augmentation operations commonly used in vision and language have no analogs for graphs. Our work studies graph data augmentation for graph neural networks (GNNs) in the context of improving semi-supervised node-classification. We discuss practical and theoretical motivations, considerations and strategies for graph data augmentation. Our work shows that neural edge predictors can effectively encode class-homophilic structure to promote intra-class edges and demote inter-class edges in given graph structure, and our main contribution introduces the GAug graph data augmentation framework, which leverages these insights to improve performance in GNN-based node classification via edge prediction. Extensive experiments on multiple benchmarks show that augmentation via GAug improves performance across GNN architectures and datasets.
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.
It is important to detect anomalous inputs when deploying machine learning systems. The use of larger and more complex inputs in deep learning magnifies the difficulty of distinguishing between anomalous and in-distribution examples. At the same time, diverse image and text data are available in enormous quantities. We propose leveraging these data to improve deep anomaly detection by training anomaly detectors against an auxiliary dataset of outliers, an approach we call Outlier Exposure (OE). This enables anomaly detectors to generalize and detect unseen anomalies. In extensive experiments on natural language processing and small- and large-scale vision tasks, we find that Outlier Exposure significantly improves detection performance. We also observe that cutting-edge generative models trained on CIFAR-10 may assign higher likelihoods to SVHN images than to CIFAR-10 images; we use OE to mitigate this issue. We also analyze the flexibility and robustness of Outlier Exposure, and identify characteristics of the auxiliary dataset that improve performance.