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Pseudo labeling is a popular and effective method to leverage the information of unlabeled data. Conventional instance-aware pseudo labeling methods often assign each unlabeled instance with a pseudo label based on its predicted probabilities. However, due to the unknown number of true labels, these methods cannot generalize well to semi-supervised multi-label learning (SSMLL) scenarios, since they would suffer from the risk of either introducing false positive labels or neglecting true positive ones. In this paper, we propose to solve the SSMLL problems by performing Class-distribution-Aware Pseudo labeling (CAP), which encourages the class distribution of pseudo labels to approximate the true one. Specifically, we design a regularized learning framework consisting of the class-aware thresholds to control the number of pseudo labels for each class. Given that the labeled and unlabeled examples are sampled according to the same distribution, we determine the thresholds by exploiting the empirical class distribution, which can be treated as a tight approximation to the true one. Theoretically, we show that the generalization performance of the proposed method is dependent on the pseudo labeling error, which can be significantly reduced by the CAP strategy. Extensive experimental results on multiple benchmark datasets validate that CAP can effectively solve the SSMLL problems.

We consider \emph{Gibbs distributions}, which are families of probability distributions over a discrete space $\Omega$ with probability mass function of the form $\mu^\Omega_\beta(\omega) \propto e^{\beta H(\omega)}$ for $\beta$ in an interval $[\beta_{\min}, \beta_{\max}]$ and $H( \omega ) \in \{0 \} \cup [1, n]$. The \emph{partition function} is the normalization factor $Z(\beta)=\sum_{\omega \in\Omega}e^{\beta H(\omega)}$. Two important parameters of these distributions are the log partition ratio $q = \log \tfrac{Z(\beta_{\max})}{Z(\beta_{\min})}$ and the counts $c_x = |H^{-1}(x)|$. These are correlated with system parameters in a number of physical applications and sampling algorithms. Our first main result is to estimate the counts $c_x$ using roughly $\tilde O( \frac{q}{\varepsilon^2})$ samples for general Gibbs distributions and $\tilde O( \frac{n^2}{\varepsilon^2} )$ samples for integer-valued distributions (ignoring some second-order terms and parameters), and we show this is optimal up to logarithmic factors. We illustrate with improved algorithms for counting connected subgraphs, independent sets, and perfect matchings. As a key subroutine, we also develop algorithms to compute the partition function $Z$ using $\tilde O(\frac{q}{\varepsilon^2})$ samples for general Gibbs distributions and using $\tilde O(\frac{n^2}{\varepsilon^2})$ samples for integer-valued distributions.

Assortment optimization has received active explorations in the past few decades due to its practical importance. Despite the extensive literature dealing with optimization algorithms and latent score estimation, uncertainty quantification for the optimal assortment still needs to be explored and is of great practical significance. Instead of estimating and recovering the complete optimal offer set, decision-makers may only be interested in testing whether a given property holds true for the optimal assortment, such as whether they should include several products of interest in the optimal set, or how many categories of products the optimal set should include. This paper proposes a novel inferential framework for testing such properties. We consider the widely adopted multinomial logit (MNL) model, where we assume that each customer will purchase an item within the offered products with a probability proportional to the underlying preference score associated with the product. We reduce inferring a general optimal assortment property to quantifying the uncertainty associated with the sign change point detection of the marginal revenue gaps. We show the asymptotic normality of the marginal revenue gap estimator, and construct a maximum statistic via the gap estimators to detect the sign change point. By approximating the distribution of the maximum statistic with multiplier bootstrap techniques, we propose a valid testing procedure. We also conduct numerical experiments to assess the performance of our method.

Courcelle's theorem and its adaptations to cliquewidth have shaped the field of exact parameterized algorithms and are widely considered the archetype of algorithmic meta-theorems. In the past decade, there has been growing interest in developing parameterized approximation algorithms for problems which are not captured by Courcelle's theorem and, in particular, are considered not fixed-parameter tractable under the associated widths. We develop a generalization of Courcelle's theorem that yields efficient approximation schemes for any problem that can be captured by an expanded logic we call Blocked CMSO, capable of making logical statements about the sizes of set variables via so-called weight comparisons. The logic controls weight comparisons via the quantifier-alternation depth of the involved variables, allowing full comparisons for zero-alternation variables and limited comparisons for one-alternation variables. We show that the developed framework threads the very needle of tractability: on one hand it can describe a broad range of approximable problems, while on the other hand we show that the restrictions of our logic cannot be relaxed under well-established complexity assumptions. The running time of our approximation scheme is polynomial in $1/\varepsilon$, allowing us to fully interpolate between faster approximate algorithms and slower exact algorithms. This provides a unified framework to explain the tractability landscape of graph problems parameterized by treewidth and cliquewidth, as well as classical non-graph problems such as Subset Sum and Knapsack.

We combine Tyler's robust estimator of the dispersion matrix with nonlinear shrinkage. This approach delivers a simple and fast estimator of the dispersion matrix in elliptical models that is robust against both heavy tails and high dimensions. We prove convergence of the iterative part of our algorithm and demonstrate the favorable performance of the estimator in a wide range of simulation scenarios. Finally, an empirical application demonstrates its state-of-the-art performance on real data.

1. Species distribution models and maps from large-scale biodiversity data are necessary for conservation management. One current issue is that biodiversity data are prone to taxonomic misclassifications. Methods to account for these misclassifications in multispecies distribution models have assumed that the classification probabilities are constant throughout the study. In reality, classification probabilities are likely to vary with several covariates. Failure to account for such heterogeneity can lead to bias in parameter estimates. 2. Here we present a general multispecies distribution model that accounts for heterogeneity in the classification process. The proposed model assumes a multinomial generalised linear model for the classification confusion matrix. We compare the performance of the heterogeneous classification model to that of the homogeneous classification model by assessing how well they estimate the parameters in the model and their predictive performance on hold-out samples. We applied the model to gull data from Norway, Denmark and Finland, obtained from GBIF. 3. Our simulation study showed that accounting for heterogeneity in the classification process increased precision by 30% and reduced accuracy and recall by 6%. Applying the model framework to the gull dataset did not improve the predictive performance between the homogeneous and heterogeneous models due to the smaller misclassified sample sizes. However, when machine learning predictive scores are used as weights to inform the species distribution models about the classification process, the precision increases by 70%. 4. We recommend multiple multinomial regression to be used to model the variation in the classification process when the data contains relatively larger misclassified samples. Machine prediction scores should be used when the data contains relatively smaller misclassified samples.

Optimal model reduction for large-scale linear dynamical systems is studied. In contrast to most existing works, the systems under consideration are not required to be stable, neither in discrete nor in continuous time. As a consequence, the underlying rational transfer functions are allowed to have poles in general domains in the complex plane. In particular, this covers the case of specific conservative partial differential equations such as the linear Schr\"odinger and the undamped linear wave equation with spectra on the imaginary axis. By an appropriate modification of the classical continuous time Hardy space $\mathcal{H}_2$, a new $\mathcal{H}_2$ like optimal model reduction problem is introduced and first order optimality conditions are derived. As in the classical $\mathcal{H}_2$ case, these conditions exhibit a rational Hermite interpolation structure for which an iterative model reduction algorithm is proposed. Numerical examples demonstrate the effectiveness of the new method.

We study the problem of list-decodable Gaussian covariance estimation. Given a multiset $T$ of $n$ points in $\mathbb R^d$ such that an unknown $\alpha<1/2$ fraction of points in $T$ are i.i.d. samples from an unknown Gaussian $\mathcal{N}(\mu, \Sigma)$, the goal is to output a list of $O(1/\alpha)$ hypotheses at least one of which is close to $\Sigma$ in relative Frobenius norm. Our main result is a $\mathrm{poly}(d,1/\alpha)$ sample and time algorithm for this task that guarantees relative Frobenius norm error of $\mathrm{poly}(1/\alpha)$. Importantly, our algorithm relies purely on spectral techniques. As a corollary, we obtain an efficient spectral algorithm for robust partial clustering of Gaussian mixture models (GMMs) -- a key ingredient in the recent work of [BDJ+22] on robustly learning arbitrary GMMs. Combined with the other components of [BDJ+22], our new method yields the first Sum-of-Squares-free algorithm for robustly learning GMMs. At the technical level, we develop a novel multi-filtering method for list-decodable covariance estimation that may be useful in other settings.

Recent years have seen tremendous advances in the theory and application of sequential experiments. While these experiments are not always designed with hypothesis testing in mind, researchers may still be interested in performing tests after the experiment is completed. The purpose of this paper is to aid in the development of optimal tests for sequential experiments by analyzing their asymptotic properties. Our key finding is that the asymptotic power function of any test can be matched by a test in a limit experiment where a Gaussian process is observed for each treatment, and inference is made for the drifts of these processes. This result has important implications, including a powerful sufficiency result: any candidate test only needs to rely on a fixed set of statistics, regardless of the type of sequential experiment. These statistics are the number of times each treatment has been sampled by the end of the experiment, along with final value of the score (for parametric models) or efficient influence function (for non-parametric models) process for each treatment. We then characterize asymptotically optimal tests under various restrictions such as unbiasedness, \alpha-spending constraints etc. Finally, we apply our our results to three key classes of sequential experiments: costly sampling, group sequential trials, and bandit experiments, and show how optimal inference can be conducted in these scenarios.

Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can split a sequence into views comprising the past and future of some step in the sequence. Contrastive lower bounds on MI are easy to optimize, but have a strong underestimation bias when estimating large amounts of MI. We propose decomposing the full MI estimation problem into a sum of smaller estimation problems by splitting one of the views into progressively more informed subviews and by applying the chain rule on MI between the decomposed views. This expression contains a sum of unconditional and conditional MI terms, each measuring modest chunks of the total MI, which facilitates approximation via contrastive bounds. To maximize the sum, we formulate a contrastive lower bound on the conditional MI which can be approximated efficiently. We refer to our general approach as Decomposed Estimation of Mutual Information (DEMI). We show that DEMI can capture a larger amount of MI than standard non-decomposed contrastive bounds in a synthetic setting, and learns better representations in a vision domain and for dialogue generation.