The four-parameter generalized beta distribution of the second kind (GBII) has been proposed for modelling insurance losses with heavy-tailed features. The aim of this paper is to present a parametric composite GBII regression modelling by splicing two GBII distributions using mode matching method. It is designed for simultaneous modeling of small and large claims and capturing the policyholder heterogeneity by introducing the covariates into the location parameter. In such cases, the threshold that splits two GBII distributions varies across individuals policyholders based on their risk features. The proposed regression modelling also contains a wide range of insurance loss distributions as the head and the tail respectively and provides the close-formed expressions for parameter estimation and model prediction. A simulation study is conducted to show the accuracy of the proposed estimation method and the flexibility of the regressions. Some illustrations of the applicability of the new class of distributions and regressions are provided with a Danish fire losses data set and a Chinese medical insurance claims data set, comparing with the results of competing models from the literature.
We propose a new iterative method using machine learning algorithms to fit an imprecise regression model to data that consist of intervals rather than point values. The method is based on a single-layer interval neural network which can be trained to produce an interval prediction. It seeks parameters for the optimal model that minimize the mean squared error between the actual and predicted interval values of the dependent variable using a first-order gradient-based optimization and interval analysis computations to model the measurement imprecision of the data. The method captures the relationship between the explanatory variables and a dependent variable by fitting an imprecise regression model, which is linear with respect to unknown interval parameters even the regression model is nonlinear. We consider the explanatory variables to be precise point values, but the measured dependent values are characterized by interval bounds without any probabilistic information. Thus, the imprecision is modeled non-probabilistically even while the scatter of dependent values is modeled probabilistically by homoscedastic Gaussian distributions. The proposed iterative method estimates the lower and upper bounds of the expectation region, which is an envelope of all possible precise regression lines obtained by ordinary regression analysis based on any configuration of real-valued points from the respective intervals and their x-values.
Molecular property prediction is one of the fastest-growing applications of deep learning with critical real-world impacts. Including 3D molecular structure as input to learned models improves their performance for many molecular tasks. However, this information is infeasible to compute at the scale required by several real-world applications. We propose pre-training a model to reason about the geometry of molecules given only their 2D molecular graphs. Using methods from self-supervised learning, we maximize the mutual information between 3D summary vectors and the representations of a Graph Neural Network (GNN) such that they contain latent 3D information. During fine-tuning on molecules with unknown geometry, the GNN still generates implicit 3D information and can use it to improve downstream tasks. We show that 3D pre-training provides significant improvements for a wide range of properties, such as a 22% average MAE reduction on eight quantum mechanical properties. Moreover, the learned representations can be effectively transferred between datasets in different molecular spaces.
Extreme compression, particularly ultra-low bit precision (binary/ternary) quantization, has been proposed to fit large NLP models on resource-constraint devices. However, to preserve the accuracy for such aggressive compression schemes, cutting-edge methods usually introduce complicated compression pipelines, e.g., multi-stage expensive knowledge distillation with extensive hyperparameter tuning. Also, they oftentimes focus less on smaller transformer models that have already been heavily compressed via knowledge distillation and lack a systematic study to show the effectiveness of their methods. In this paper, we perform a very comprehensive systematic study to measure the impact of many key hyperparameters and training strategies from previous works. As a result, we find out that previous baselines for ultra-low bit precision quantization are significantly under-trained. Based on our study, we propose a simple yet effective compression pipeline for extreme compression, named XTC. XTC demonstrates that (1) we can skip the pre-training knowledge distillation to obtain a 5-layer BERT while achieving better performance than previous state-of-the-art methods, e.g., the 6-layer TinyBERT; (2) extreme quantization plus layer reduction is able to reduce the model size by 50x, resulting in new state-of-the-art results on GLUE tasks.
We propose a theoretical framework that generalizes simple and fast algorithms for hierarchical agglomerative clustering to weighted graphs with both attractive and repulsive interactions between the nodes. This framework defines GASP, a Generalized Algorithm for Signed graph Partitioning, and allows us to explore many combinations of different linkage criteria and cannot-link constraints. We prove the equivalence of existing clustering methods to some of those combinations and introduce new algorithms for combinations that have not been studied before. We study both theoretical and empirical properties of these combinations and prove that some of these define an ultrametric on the graph. We conduct a systematic comparison of various instantiations of GASP on a large variety of both synthetic and existing signed clustering problems, in terms of accuracy but also efficiency and robustness to noise. Lastly, we show that some of the algorithms included in our framework, when combined with the predictions from a CNN model, result in a simple bottom-up instance segmentation pipeline. Going all the way from pixels to final segments with a simple procedure, we achieve state-of-the-art accuracy on the CREMI 2016 EM segmentation benchmark without requiring domain-specific superpixels.
Convolutional Neural Network (CNN) have been widely used in image classification. Over the years, they have also benefited from various enhancements and they are now considered as state of the art techniques for image like data. However, when they are used for regression to estimate some function value from images, fewer recommendations are available. In this study, a novel CNN regression model is proposed. It combines convolutional neural layers to extract high level features representations from images with a soft labelling technique. More specifically, as the deep regression task is challenging, the idea is to account for some uncertainty in the targets that are seen as distributions around their mean. The estimations are carried out by the model in the form of distributions. Building from earlier work, a specific histogram loss function based on the Kullback-Leibler (KL) divergence is applied during training. The model takes advantage of the CNN feature representation and is able to carry out estimation from multi-channel input images. To assess and illustrate the technique, the model is applied to Global Navigation Satellite System (GNSS) multi-path estimation where multi-path signal parameters have to be estimated from correlator output images from the I and Q channels. The multi-path signal delay, magnitude, Doppler shift frequency and phase parameters are estimated from synthetically generated datasets of satellite signals. Experiments are conducted under various receiving conditions and various input images resolutions to test the estimation performances quality and robustness. The results show that the proposed soft labelling CNN technique using distributional loss outperforms classical CNN regression under all conditions. Furthermore, the extra learning performance achieved by the model allows the reduction of input image resolution from 80x80 down to 40x40 or sometimes 20x20.
Biometrics on mobile devices has attracted a lot of attention in recent years as it is considered a user-friendly authentication method. This interest has also been motivated by the success of Deep Learning (DL). Architectures based on Convolutional Neural Networks (CNNs) and Recurrent Neural Networks (RNNs) have been established to be convenient for the task, improving the performance and robustness in comparison to traditional machine learning techniques. However, some aspects must still be revisited and improved. To the best of our knowledge, this is the first article that intends to explore and propose novel gait biometric recognition systems based on Transformers, which currently obtain state-of-the-art performance in many applications. Several state-of-the-art architectures (Vanilla, Informer, Autoformer, Block-Recurrent Transformer, and THAT) are considered in the experimental framework. In addition, new configurations of the Transformers are proposed to further increase the performance. Experiments are carried out using the two popular public databases whuGAIT and OU-ISIR. The results achieved prove the high ability of the proposed Transformer, outperforming state-of-the-art CNN and RNN architectures.
Recent studies have shown that heavy tails can emerge in stochastic optimization and that the heaviness of the tails has links to the generalization error. While these studies have shed light on interesting aspects of the generalization behavior in modern settings, they relied on strong topological and statistical regularity assumptions, which are hard to verify in practice. Furthermore, it has been empirically illustrated that the relation between heavy tails and generalization might not always be monotonic in practice, contrary to the conclusions of existing theory. In this study, we establish novel links between the tail behavior and generalization properties of stochastic gradient descent (SGD), through the lens of algorithmic stability. We consider a quadratic optimization problem and use a heavy-tailed stochastic differential equation as a proxy for modeling the heavy-tailed behavior emerging in SGD. We then prove uniform stability bounds, which reveal the following outcomes: (i) Without making any exotic assumptions, we show that SGD will not be stable if the stability is measured with the squared-loss $x\mapsto x^2$, whereas it in turn becomes stable if the stability is instead measured with a surrogate loss $x\mapsto |x|^p$ with some $p<2$. (ii) Depending on the variance of the data, there exists a \emph{`threshold of heavy-tailedness'} such that the generalization error decreases as the tails become heavier, as long as the tails are lighter than this threshold. This suggests that the relation between heavy tails and generalization is not globally monotonic. (iii) We prove matching lower-bounds on uniform stability, implying that our bounds are tight in terms of the heaviness of the tails. We support our theory with synthetic and real neural network experiments.
High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically affected by the curse of dimensionality. In this work, we tackle this challenge while focusing on stationary diffusion equations defined over a high-dimensional domain with periodic boundary conditions. Inspired by recent progress in sparse function approximation in high dimensions, we propose a new method called compressive Fourier collocation. Combining ideas from compressive sensing and spectral collocation, our method replaces the use of structured collocation grids with Monte Carlo sampling and employs sparse recovery techniques, such as orthogonal matching pursuit and $\ell^1$ minimization, to approximate the Fourier coefficients of the PDE solution. We conduct a rigorous theoretical analysis showing that the approximation error of the proposed method is comparable with the best $s$-term approximation (with respect to the Fourier basis) to the solution. Using the recently introduced framework of random sampling in bounded Riesz systems, our analysis shows that the compressive Fourier collocation method mitigates the curse of dimensionality with respect to the number of collocation points under sufficient conditions on the regularity of the diffusion coefficient. We also present numerical experiments that illustrate the accuracy and stability of the method for the approximation of sparse and compressible solutions.
AI is undergoing a paradigm shift with the rise of models (e.g., BERT, DALL-E, GPT-3) that are trained on broad data at scale and are adaptable to a wide range of downstream tasks. We call these models foundation models to underscore their critically central yet incomplete character. This report provides a thorough account of the opportunities and risks of foundation models, ranging from their capabilities (e.g., language, vision, robotics, reasoning, human interaction) and technical principles(e.g., model architectures, training procedures, data, systems, security, evaluation, theory) to their applications (e.g., law, healthcare, education) and societal impact (e.g., inequity, misuse, economic and environmental impact, legal and ethical considerations). Though foundation models are based on standard deep learning and transfer learning, their scale results in new emergent capabilities,and their effectiveness across so many tasks incentivizes homogenization. Homogenization provides powerful leverage but demands caution, as the defects of the foundation model are inherited by all the adapted models downstream. Despite the impending widespread deployment of foundation models, we currently lack a clear understanding of how they work, when they fail, and what they are even capable of due to their emergent properties. To tackle these questions, we believe much of the critical research on foundation models will require deep interdisciplinary collaboration commensurate with their fundamentally sociotechnical nature.
Deep Convolutional Neural Networks have pushed the state-of-the art for semantic segmentation provided that a large amount of images together with pixel-wise annotations is available. Data collection is expensive and a solution to alleviate it is to use transfer learning. This reduces the amount of annotated data required for the network training but it does not get rid of this heavy processing step. We propose a method of transfer learning without annotations on the target task for datasets with redundant content and distinct pixel distributions. Our method takes advantage of the approximate content alignment of the images between two datasets when the approximation error prevents the reuse of annotation from one dataset to another. Given the annotations for only one dataset, we train a first network in a supervised manner. This network autonomously learns to generate deep data representations relevant to the semantic segmentation. Then the images in the new dataset, we train a new network to generate a deep data representation that matches the one from the first network on the previous dataset. The training consists in a regression between feature maps and does not require any annotations on the new dataset. We show that this method reaches performances similar to a classic transfer learning on the PASCAL VOC dataset with synthetic transformations.