Abstract Post hoc recalibration of prediction uncertainties of machine learning regression problems by isotonic regression might present a problem for bin-based calibration error statistics (e.g. ENCE). Isotonic regression often produces stratified uncertainties, i.e. subsets of uncertainties with identical numerical values. Partitioning of the resulting data into equal-sized bins introduces an aleatoric component to the estimation of bin-based calibration statistics. The partitioning of stratified data into bins depends on the order of the data, which is typically an uncontrolled property of calibration test/validation sets. The tie-braking method of the ordering algorithm used for binning might also introduce an aleatoric component. I show on an example how this might significantly affect the calibration diagnostics.
As people's daily life becomes increasingly inseparable from various mobile electronic devices, relevant service application platforms and network operators can collect numerous individual information easily. When releasing these data for scientific research or commercial purposes, users' privacy will be in danger, especially in the publication of spatiotemporal trajectory datasets. Therefore, to avoid the leakage of users' privacy, it is necessary to anonymize the data before they are released. However, more than simply removing the unique identifiers of individuals is needed to protect the trajectory privacy, because some attackers may infer the identity of users by the connection with other databases. Much work has been devoted to merging multiple trajectories to avoid re-identification, but these solutions always require sacrificing data quality to achieve the anonymity requirement. In order to provide sufficient privacy protection for users' trajectory datasets, this paper develops a study on trajectory privacy against re-identification attacks, proposing a trajectory K-anonymity model based on Point Density and Partition (KPDP). Our approach improves the existing trajectory generalization anonymization techniques regarding trajectory set partition preprocessing and trajectory clustering algorithms. It successfully resists re-identification attacks and reduces the data utility loss of the k-anonymized dataset. A series of experiments on a real-world dataset show that the proposed model has significant advantages in terms of higher data utility and shorter algorithm execution time than other existing techniques.
We investigate practical algorithms to find or disprove the existence of small subsets of a dataset which, when removed, reverse the sign of a coefficient in an ordinary least squares regression involving that dataset. We empirically study the performance of well-established algorithmic techniques for this task -- mixed integer quadratically constrained optimization for general linear regression problems and exact greedy methods for special cases. We show that these methods largely outperform the state of the art and provide a useful robustness check for regression problems in a few dimensions. However, significant computational bottlenecks remain, especially for the important task of disproving the existence of such small sets of influential samples for regression problems of dimension $3$ or greater. We make some headway on this challenge via a spectral algorithm using ideas drawn from recent innovations in algorithmic robust statistics. We summarize the limitations of known techniques in several challenge datasets to encourage further algorithmic innovation.
We are interested in creating statistical methods to provide informative summaries of random fields through the geometry of their excursion sets. To this end, we introduce an estimator for the length of the perimeter of excursion sets of random fields on $\mathbb{R}^2$ observed over regular square tilings. The proposed estimator acts on the empirically accessible binary digital images of the excursion regions and computes the length of a piecewise linear approximation of the excursion boundary. The estimator is shown to be consistent as the pixel size decreases, without the need of any normalization constant, and with neither assumption of Gaussianity nor isotropy imposed on the underlying random field. In this general framework, even when the domain grows to cover $\mathbb{R}^2$, the estimation error is shown to be of smaller order than the side length of the domain. For affine, strongly mixing random fields, this translates to a multivariate Central Limit Theorem for our estimator when multiple levels are considered simultaneously. Finally, we conduct several numerical studies to investigate statistical properties of the proposed estimator in the finite-sample data setting.
We consider the problem of blob detection for uncertain images, such as images that have to be inferred from noisy measurements. Extending recent work motivated by astronomical applications, we propose an approach that represents the uncertainty in the position and size of a blob by a region in a three-dimensional scale space. Motivated by classic tube methods such as the taut-string algorithm, these regions are obtained from level sets of the minimizer of a total variation functional within a high-dimensional tube. The resulting non-smooth optimization problem is challenging to solve, and we compare various numerical approaches for its solution and relate them to the literature on constrained total variation denoising. Finally, the proposed methodology is illustrated on numerical experiments for deconvolution and models related to astrophysics, where it is demonstrated that it allows to represent the uncertainty in the detected blobs in a precise and physically interpretable way.
The notions and certain fundamental characteristics of the proximal and limiting normal cones with respect to a set are first presented in this paper. We present the ideas of the limiting coderivative and subdifferential with respect to a set of multifunctions and singleton mappings, respectively, based on these normal cones. The necessary and sufficient conditions for the Aubin property with respect to a set of multifunctions are then described by using the limiting coderivative with respect to a set. As a result of the limiting subdifferential with respect to a set, we offer the requisite optimality criteria for local solutions to optimization problems. In addition, we also provide examples to demonstrate the outcomes.
We consider the problem of clustering privately a dataset in $\mathbb{R}^d$ that undergoes both insertion and deletion of points. Specifically, we give an $\varepsilon$-differentially private clustering mechanism for the $k$-means objective under continual observation. This is the first approximation algorithm for that problem with an additive error that depends only logarithmically in the number $T$ of updates. The multiplicative error is almost the same as non privately. To do so we show how to perform dimension reduction under continual observation and combine it with a differentially private greedy approximation algorithm for $k$-means. We also partially extend our results to the $k$-median problem.
Machine learning methods have significantly improved in their predictive capabilities, but at the same time they are becoming more complex and less transparent. As a result, explainers are often relied on to provide interpretability to these black-box prediction models. As crucial diagnostics tools, it is important that these explainers themselves are robust. In this paper we focus on one particular aspect of robustness, namely that an explainer should give similar explanations for similar data inputs. We formalize this notion by introducing and defining explainer astuteness, analogous to astuteness of prediction functions. Our formalism allows us to connect explainer robustness to the predictor's probabilistic Lipschitzness, which captures the probability of local smoothness of a function. We provide lower bound guarantees on the astuteness of a variety of explainers (e.g., SHAP, RISE, CXPlain) given the Lipschitzness of the prediction function. These theoretical results imply that locally smooth prediction functions lend themselves to locally robust explanations. We evaluate these results empirically on simulated as well as real datasets.
The ever-growing use of wind energy makes necessary the optimization of turbine operations through pitch angle controllers and their maintenance with early fault detection. It is crucial to have accurate and robust models imitating the behavior of wind turbines, especially to predict the generated power as a function of the wind speed. Existing empirical and physics-based models have limitations in capturing the complex relations between the input variables and the power, aggravated by wind variability. Data-driven methods offer new opportunities to enhance wind turbine modeling of large datasets by improving accuracy and efficiency. In this study, we used physics-informed neural networks to reproduce historical data coming from 4 turbines in a wind farm, while imposing certain physical constraints to the model. The developed models for regression of the power, torque, and power coefficient as output variables showed great accuracy for both real data and physical equations governing the system. Lastly, introducing an efficient evidential layer provided uncertainty estimations of the predictions, proved to be consistent with the absolute error, and made possible the definition of a confidence interval in the power curve.
Supervised classification algorithms are used to solve a growing number of real-life problems around the globe. Their performance is strictly connected with the quality of labels used in training. Unfortunately, acquiring good-quality annotations for many tasks is infeasible or too expensive to be done in practice. To tackle this challenge, active learning algorithms are commonly employed to select only the most relevant data for labeling. However, this is possible only when the quality and quantity of labels acquired from experts are sufficient. Unfortunately, in many applications, a trade-off between annotating individual samples by multiple annotators to increase label quality vs. annotating new samples to increase the total number of labeled instances is necessary. In this paper, we address the issue of faulty data annotations in the context of active learning. In particular, we propose two novel annotation unification algorithms that utilize unlabeled parts of the sample space. The proposed methods require little to no intersection between samples annotated by different experts. Our experiments on four public datasets indicate the robustness and superiority of the proposed methods in both, the estimation of the annotator's reliability, and the assignment of actual labels, against the state-of-the-art algorithms and the simple majority voting.
Over the last decade, the use of autonomous drone systems for surveying, search and rescue, or last-mile delivery has increased exponentially. With the rise of these applications comes the need for highly robust, safety-critical algorithms which can operate drones in complex and uncertain environments. Additionally, flying fast enables drones to cover more ground which in turn increases productivity and further strengthens their use case. One proxy for developing algorithms used in high-speed navigation is the task of autonomous drone racing, where researchers program drones to fly through a sequence of gates and avoid obstacles as quickly as possible using onboard sensors and limited computational power. Speeds and accelerations exceed over 80 kph and 4 g respectively, raising significant challenges across perception, planning, control, and state estimation. To achieve maximum performance, systems require real-time algorithms that are robust to motion blur, high dynamic range, model uncertainties, aerodynamic disturbances, and often unpredictable opponents. This survey covers the progression of autonomous drone racing across model-based and learning-based approaches. We provide an overview of the field, its evolution over the years, and conclude with the biggest challenges and open questions to be faced in the future.