Doubly robust estimators have gained widespread popularity in various fields due to their ability to provide unbiased estimates under model misspecification. However, the asymptotic theory for doubly robust estimators with continuous-time nuisance parameters remains largely unexplored. In this short communication, we address this gap by developing a general asymptotic theory for a class of doubly robust estimating equations involving stochastic processes and Riemann-Stieltjes integrals. We introduce generic assumptions on the nuisance parameter estimators that ensure the consistency and asymptotic normality of the resulting doubly robust estimator. Our results cover both the model doubly robust estimator, which relies on parametric or semiparametric models, and the rate doubly robust estimator, which allows for flexible machine learning methods. We discuss the implications of our findings and highlight the key differences between the continuous-time setting and the classical theory for doubly robust estimators. Our work provides a solid theoretical foundation for the use of doubly robust estimators in complex settings with continuous-time nuisance parameters, paving the way for future research and applications.
相關內容
In response to the social issue of the increasing number of elderly vulnerable groups going missing due to the aggravating aging population in China, our team has developed a wearable anti-loss device and intelligent early warning system for elderly individuals with intermittent dementia using artificial intelligence and IoT technology. This system comprises an anti-loss smart helmet, a cloud computing module, and an intelligent early warning application on the caregiver's mobile device. The smart helmet integrates a miniature camera module, a GPS module, and a 5G communication module to collect first-person images and location information of the elderly. Data is transmitted remotely via 5G, FTP, and TCP protocols. In the cloud computing module, our team has proposed for the first time a multimodal dangerous state recognition network based on scene and location information to accurately assess the risk of elderly individuals going missing. Finally, the application software interface designed for the caregiver's mobile device implements multi-level early warnings. The system developed by our team requires no operation or response from the elderly, achieving fully automatic environmental perception, risk assessment, and proactive alarming. This overcomes the limitations of traditional monitoring devices, which require active operation and response, thus avoiding the issue of the digital divide for the elderly. It effectively prevents accidental loss and potential dangers for elderly individuals with dementia.
Communication efficiency has garnered significant attention as it is considered the main bottleneck for large-scale decentralized Machine Learning applications in distributed and federated settings. In this regime, clients are restricted to transmitting small amounts of quantized information to their neighbors over a communication graph. Numerous endeavors have been made to address this challenging problem by developing algorithms with compressed communication for decentralized non-convex optimization problems. Despite considerable efforts, the current results suffer from various issues such as non-scalability with the number of clients, requirements for large batches, or bounded gradient assumption. In this paper, we introduce MoTEF, a novel approach that integrates communication compression with Momentum Tracking and Error Feedback. Our analysis demonstrates that MoTEF achieves most of the desired properties, and significantly outperforms existing methods under arbitrary data heterogeneity. We provide numerical experiments to validate our theoretical findings and confirm the practical superiority of MoTEF.
Label noise, commonly found in real-world datasets, has a detrimental impact on a model's generalization. To effectively detect incorrectly labeled instances, previous works have mostly relied on distinguishable training signals, such as training loss, as indicators to differentiate between clean and noisy labels. However, they have limitations in that the training signals incompletely reveal the model's behavior and are not effectively generalized to various noise types, resulting in limited detection accuracy. In this paper, we propose DynaCor framework that distinguishes incorrectly labeled instances from correctly labeled ones based on the dynamics of the training signals. To cope with the absence of supervision for clean and noisy labels, DynaCor first introduces a label corruption strategy that augments the original dataset with intentionally corrupted labels, enabling indirect simulation of the model's behavior on noisy labels. Then, DynaCor learns to identify clean and noisy instances by inducing two clearly distinguishable clusters from the latent representations of training dynamics. Our comprehensive experiments show that DynaCor outperforms the state-of-the-art competitors and shows strong robustness to various noise types and noise rates.
Knowledge distillation optimises a smaller student model to behave similarly to a larger teacher model, retaining some of the performance benefits. While this method can improve results on in-distribution examples, it does not necessarily generalise to out-of-distribution (OOD) settings. We investigate two complementary methods for improving the robustness of the resulting student models on OOD domains. The first approach augments the distillation with generated unlabelled examples that match the target distribution. The second method upsamples data points among the training set that are similar to the target distribution. When applied on the task of natural language inference (NLI), our experiments on MNLI show that distillation with these modifications outperforms previous robustness solutions. We also find that these methods improve performance on OOD domains even beyond the target domain.
Multivariate time series may be subject to partial structural changes over certain frequency band, for instance, in neuroscience. We study the change point detection problem with high dimensional time series, within the framework of frequency domain. The overarching goal is to locate all change points and delineate which series are activated by the change, over which frequencies. In practice, the number of activated series per change and frequency could span from a few to full participation. We solve the problem by first computing a CUSUM tensor based on spectra estimated from blocks of the time series. A frequency-specific projection approach is applied for dimension reduction. The projection direction is estimated by a proposed tensor decomposition algorithm that adjusts to the sparsity level of changes. Finally, the projected CUSUM vectors across frequencies are aggregated for change point detection. We provide theoretical guarantees on the number of estimated change points and the convergence rate of their locations. We derive error bounds for the estimated projection direction for identifying the frequency-specific series activated in a change. We provide data-driven rules for the choice of parameters. The efficacy of the proposed method is illustrated by simulation and a stock returns application.
The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional relations among them. In this paper, we present evolutionary state graph, a dynamic graph structure designed to systematically represent the evolving relations (edges) among states (nodes) along time. We conduct analysis on the dynamic graphs constructed from the time-series data and show that changes on the graph structures (e.g., edges connecting certain state nodes) can inform the occurrences of events (i.e., time-series fluctuation). Inspired by this, we propose a novel graph neural network model, Evolutionary State Graph Network (EvoNet), to encode the evolutionary state graph for accurate and interpretable time-series event prediction. Specifically, Evolutionary State Graph Network models both the node-level (state-to-state) and graph-level (segment-to-segment) propagation, and captures the node-graph (state-to-segment) interactions over time. Experimental results based on five real-world datasets show that our approach not only achieves clear improvements compared with 11 baselines, but also provides more insights towards explaining the results of event predictions.
Graph Neural Networks (GNNs) have recently become increasingly popular due to their ability to learn complex systems of relations or interactions arising in a broad spectrum of problems ranging from biology and particle physics to social networks and recommendation systems. Despite the plethora of different models for deep learning on graphs, few approaches have been proposed thus far for dealing with graphs that present some sort of dynamic nature (e.g. evolving features or connectivity over time). In this paper, we present Temporal Graph Networks (TGNs), a generic, efficient framework for deep learning on dynamic graphs represented as sequences of timed events. Thanks to a novel combination of memory modules and graph-based operators, TGNs are able to significantly outperform previous approaches being at the same time more computationally efficient. We furthermore show that several previous models for learning on dynamic graphs can be cast as specific instances of our framework. We perform a detailed ablation study of different components of our framework and devise the best configuration that achieves state-of-the-art performance on several transductive and inductive prediction tasks for dynamic graphs.
Named entity recognition (NER) is the task to identify text spans that mention named entities, and to classify them into predefined categories such as person, location, organization etc. NER serves as the basis for a variety of natural language applications such as question answering, text summarization, and machine translation. Although early NER systems are successful in producing decent recognition accuracy, they often require much human effort in carefully designing rules or features. In recent years, deep learning, empowered by continuous real-valued vector representations and semantic composition through nonlinear processing, has been employed in NER systems, yielding stat-of-the-art performance. In this paper, we provide a comprehensive review on existing deep learning techniques for NER. We first introduce NER resources, including tagged NER corpora and off-the-shelf NER tools. Then, we systematically categorize existing works based on a taxonomy along three axes: distributed representations for input, context encoder, and tag decoder. Next, we survey the most representative methods for recent applied techniques of deep learning in new NER problem settings and applications. Finally, we present readers with the challenges faced by NER systems and outline future directions in this area.
Detecting carried objects is one of the requirements for developing systems to reason about activities involving people and objects. We present an approach to detect carried objects from a single video frame with a novel method that incorporates features from multiple scales. Initially, a foreground mask in a video frame is segmented into multi-scale superpixels. Then the human-like regions in the segmented area are identified by matching a set of extracted features from superpixels against learned features in a codebook. A carried object probability map is generated using the complement of the matching probabilities of superpixels to human-like regions and background information. A group of superpixels with high carried object probability and strong edge support is then merged to obtain the shape of the carried object. We applied our method to two challenging datasets, and results show that our method is competitive with or better than the state-of-the-art.
Recommender System (RS) is a hot area where artificial intelligence (AI) techniques can be effectively applied to improve performance. Since the well-known Netflix Challenge, collaborative filtering (CF) has become the most popular and effective recommendation method. Despite their success in CF, various AI techniques still have to face the data sparsity and cold start problems. Previous works tried to solve these two problems by utilizing auxiliary information, such as social connections among users and meta-data of items. However, they process different types of information separately, leading to information loss. In this work, we propose to utilize Heterogeneous Information Network (HIN), which is a natural and general representation of different types of data, to enhance CF-based recommending methods. HIN-based recommender systems face two problems: how to represent high-level semantics for recommendation and how to fuse the heterogeneous information to recommend. To address these problems, we propose to applying meta-graph to HIN-based RS and solve the information fusion problem with a "matrix factorization (MF) + factorization machine (FM)" framework. For the "MF" part, we obtain user-item similarity matrices from each meta-graph and adopt low-rank matrix approximation to get latent features for both users and items. For the "FM" part, we propose to apply FM with Group lasso (FMG) on the obtained features to simultaneously predict missing ratings and select useful meta-graphs. Experimental results on two large real-world datasets, i.e., Amazon and Yelp, show that our proposed approach is better than that of the state-of-the-art FM and other HIN-based recommending methods.
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191