Conditional selective inference (SI) has been studied intensively as a new statistical inference framework for data-driven hypotheses. The basic concept of conditional SI is to make the inference conditional on the selection event, which enables an exact and valid statistical inference to be conducted even when the hypothesis is selected based on the data. Conditional SI has mainly been studied in the context of model selection, such as vanilla lasso or generalized lasso. The main limitation of existing approaches is the low statistical power owing to over-conditioning, which is required for computational tractability. In this study, we propose a more powerful and general conditional SI method for a class of problems that can be converted into quadratic parametric programming, which includes generalized lasso. The key concept is to compute the continuum path of the optimal solution in the direction of the selected test statistic and to identify the subset of the data space that corresponds to the model selection event by following the solution path. The proposed parametric programming-based method not only avoids the aforementioned major drawback of over-conditioning, but also improves the performance and practicality of SI in various respects. We conducted several experiments to demonstrate the effectiveness and efficiency of our proposed method.
In stochastic Volterra rough volatility models, the volatility follows a truncated Brownian semi-stationary process with stochastic vol-of-vol. Recently, efficient VIX pricing Monte Carlo methods have been proposed for the case where the vol-of-vol is Markovian and independent of the volatility. Following recent empirical data, we discuss the VIX option pricing problem for a generalized framework of these models, where the vol-of-vol may depend on the volatility and/or not be Markovian. In such a setting, the aforementioned Monte Carlo methods are not valid. Moreover, the classical least squares Monte Carlo faces exponentially increasing complexity with the number of grid time steps, whilst the nested Monte Carlo method requires a prohibitive number of simulations. By exploring the infinite dimensional Markovian representation of these models, we device a scalable least squares Monte Carlo for VIX option pricing. We apply our method firstly under the independence assumption for benchmarks, and then to the generalized framework. We also discuss the rough vol-of-vol setting, where Markovianity of the vol-of-vol is not present. We present simulations and benchmarks to establish the efficiency of our method.
We propose a new nonparametric modeling framework for causal inference when outcomes depend on how agents are linked in a social or economic network. Such network interference describes a large literature on treatment spillovers, social interactions, social learning, information diffusion, disease and financial contagion, social capital formation, and more. Our approach works by first characterizing how an agent is linked in the network using the configuration of other agents and connections nearby as measured by path distance. The impact of a policy or treatment assignment is then learned by pooling outcome data across similarly configured agents. We demonstrate the approach by deriving finite-sample bounds on the mean-squared error of a k-nearest-neighbor estimator for the average treatment response as well as proposing an asymptotically valid test for the hypothesis of policy irrelevance.
Semantic understanding of programs is a fundamental problem for programming language processing (PLP). Recent works that learn representations of code based on pre-training techniques in NLP have pushed the frontiers in this direction. However, the semantics of PL and NL have essential differences. These being ignored, we believe it is difficult to build a model to better understand programs, by either directly applying off-the-shelf NLP pre-training techniques to the source code, or adding features to the model by the heuristic. In fact, the semantics of a program can be rigorously defined by formal semantics in PL theory. For example, the operational semantics, describes the meaning of a valid program as updating the environment (i.e., the memory address-value function) through fundamental operations, such as memory I/O and conditional branching. Inspired by this, we propose a novel program semantics learning paradigm, that the model should learn from information composed of (1) the representations which align well with the fundamental operations in operational semantics, and (2) the information of environment transition, which is indispensable for program understanding. To validate our proposal, we present a hierarchical Transformer-based pre-training model called OSCAR to better facilitate the understanding of programs. OSCAR learns from intermediate representation (IR) and an encoded representation derived from static analysis, which are used for representing the fundamental operations and approximating the environment transitions respectively. OSCAR empirically shows the outstanding capability of program semantics understanding on many practical software engineering tasks.
An emerging line of research in Explainable NLP is the creation of datasets enriched with human-annotated explanations and rationales, used to build and evaluate models with step-wise inference and explanation generation capabilities. While human-annotated explanations are used as ground-truth for the inference, there is a lack of systematic assessment of their consistency and rigour. In an attempt to provide a critical quality assessment of Explanation Gold Standards (XGSs) for NLI, we propose a systematic annotation methodology, named Explanation Entailment Verification (EEV), to quantify the logical validity of human-annotated explanations. The application of EEV on three mainstream datasets reveals the surprising conclusion that a majority of the explanations, while appearing coherent on the surface, represent logically invalid arguments, ranging from being incomplete to containing clearly identifiable logical errors. This conclusion confirms that the inferential properties of explanations are still poorly formalised and understood, and that additional work on this line of research is necessary to improve the way Explanation Gold Standards are constructed.
Risk modeling with EHR data is challenging due to a lack of direct observations on the disease outcome, and the high dimensionality of the candidate predictors. In this paper, we develop a surrogate assisted semi-supervised-learning (SAS) approach to risk modeling with high dimensional predictors, leveraging a large unlabeled data on candidate predictors and surrogates of outcome, as well as a small labeled data with annotated outcomes. The SAS procedure borrows information from surrogates along with candidate predictors to impute the unobserved outcomes via a sparse working imputation model with moment conditions to achieve robustness against mis-specification in the imputation model and a one-step bias correction to enable interval estimation for the predicted risk. We demonstrate that the SAS procedure provides valid inference for the predicted risk derived from a high dimensional working model, even when the underlying risk prediction model is dense and the risk model is mis-specified. We present an extensive simulation study to demonstrate the superiority of our SSL approach compared to existing supervised methods. We apply the method to derive genetic risk prediction of type-2 diabetes mellitus using a EHR biobank cohort.
To assess generalization, machine learning scientists typically either (i) bound the generalization gap and then (after training) plug in the empirical risk to obtain a bound on the true risk; or (ii) validate empirically on holdout data. However, (i) typically yields vacuous guarantees for overparameterized models. Furthermore, (ii) shrinks the training set and its guarantee erodes with each re-use of the holdout set. In this paper, we introduce a method that leverages unlabeled data to produce generalization bounds. After augmenting our (labeled) training set with randomly labeled fresh examples, we train in the standard fashion. Whenever classifiers achieve low error on clean data and high error on noisy data, our bound provides a tight upper bound on the true risk. We prove that our bound is valid for 0-1 empirical risk minimization and with linear classifiers trained by gradient descent. Our approach is especially useful in conjunction with deep learning due to the early learning phenomenon whereby networks fit true labels before noisy labels but requires one intuitive assumption. Empirically, on canonical computer vision and NLP tasks, our bound provides non-vacuous generalization guarantees that track actual performance closely. This work provides practitioners with an option for certifying the generalization of deep nets even when unseen labeled data is unavailable and provides theoretical insights into the relationship between random label noise and generalization.
Machine learning (ML) pipeline composition and optimisation have been studied to seek multi-stage ML models, i.e. preprocessor-inclusive, that are both valid and well-performing. These processes typically require the design and traversal of complex configuration spaces consisting of not just individual ML components and their hyperparameters, but also higher-level pipeline structures that link these components together. Optimisation efficiency and resulting ML-model accuracy both suffer if this pipeline search space is unwieldy and excessively large; it becomes an appealing notion to avoid costly evaluations of poorly performing ML components ahead of time. Accordingly, this paper investigates whether, based on previous experience, a pool of available classifiers/regressors can be preemptively culled ahead of initiating a pipeline composition/optimisation process for a new ML problem, i.e. dataset. The previous experience comes in the form of classifier/regressor accuracy rankings derived, with loose assumptions, from a substantial but non-exhaustive number of pipeline evaluations; this meta-knowledge is considered 'opportunistic'. Numerous experiments with the AutoWeka4MCPS package, including ones leveraging similarities between datasets via the relative landmarking method, show that, despite its seeming unreliability, opportunistic meta-knowledge can improve ML outcomes. However, results also indicate that the culling of classifiers/regressors should not be too severe either. In effect, it is better to search through a 'top tier' of recommended predictors than to pin hopes onto one previously supreme performer.
Many current artificial general intelligence (AGI) and natural language processing (NLP) architectures do not possess general conversational intelligence--that is, they either do not deal with language or are unable to convey knowledge in a form similar to the human language without manual, labor-intensive methods such as template-based customization. In this paper, we propose a new technique to automatically generate grammatically valid sentences using the Link Grammar database. This natural language generation method far outperforms current state-of-the-art baselines and may serve as the final component in a proto-AGI question answering pipeline that understandably handles natural language material.
Deep multi-view stereo (MVS) methods have been developed and extensively compared on simple datasets, where they now outperform classical approaches. In this paper, we ask whether the conclusions reached in controlled scenarios are still valid when working with Internet photo collections. We propose a methodology for evaluation and explore the influence of three aspects of deep MVS methods: network architecture, training data, and supervision. We make several key observations, which we extensively validate quantitatively and qualitatively, both for depth prediction and complete 3D reconstructions. First, complex unsupervised approaches cannot train on data in the wild. Our new approach makes it possible with three key elements: upsampling the output, softmin based aggregation and a single reconstruction loss. Second, supervised deep depthmap-based MVS methods are state-of-the art for reconstruction of few internet images. Finally, our evaluation provides very different results than usual ones. This shows that evaluation in uncontrolled scenarios is important for new architectures.
Generative adversarial networks (GANs) synthesize realistic images from random latent vectors. Although manipulating the latent vectors controls the synthesized outputs, editing real images with GANs suffers from i) time-consuming optimization for projecting real images to the latent vectors, ii) or inaccurate embedding through an encoder. We propose StyleMapGAN: the intermediate latent space has spatial dimensions, and a spatially variant modulation replaces AdaIN. It makes the embedding through an encoder more accurate than existing optimization-based methods while maintaining the properties of GANs. Experimental results demonstrate that our method significantly outperforms state-of-the-art models in various image manipulation tasks such as local editing and image interpolation. Last but not least, conventional editing methods on GANs are still valid on our StyleMapGAN. Source code is available at https://github.com/naver-ai/StyleMapGAN.
A qualitative and quantitative extension of the chaotic models used to generate self-similar traffic with long-range dependence (LRD) is presented by means of the formulation of a model that considers the use of piecewise affine one-dimensional maps. Based on the disaggregation of the temporal series generated, a valid explanation of the behavior of the values of Hurst exponent is proposed and the feasibility of their control from the parameters of the proposed model is shown.
Cell division times in microbial populations display significant fluctuations, that impact the population growth rate in a non-trivial way. If fluctuations are uncorrelated among different cells, the population growth rate is predicted by the Euler-Lotka equation, which is a classic result in mathematical biology. However, cell division times can be significantly correlated, due to physical properties of cells that are passed through generations. In this paper, we derive an equation remarkably similar to the Euler-Lotka equation which is valid in the presence of correlations. Our exact result is based on large deviation theory and does not require particularly strong assumptions on the underlying dynamics. We apply our theory to a phenomenological model of bacterial cell division in E.coli and to experimental data. We find that the discrepancy between the growth rate predicted by the Euler-Lotka equation and our generalized version is relatively small, but large enough to be measurable by our approach.
Bandit algorithms are increasingly used in real-world sequential decision-making problems. Associated with this is an increased desire to be able to use the resulting datasets to answer scientific questions like: Did one type of ad lead to more purchases? In which contexts is a mobile health intervention effective? However, classical statistical approaches fail to provide valid confidence intervals when used with data collected with bandit algorithms. Alternative methods have recently been developed for simple models (e.g., comparison of means). Yet there is a lack of general methods for conducting statistical inference using more complex models on data collected with (contextual) bandit algorithms; for example, current methods cannot be used for valid inference on parameters in a logistic regression model for a binary reward. In this work, we develop theory justifying the use of M-estimators -- which includes estimators based on empirical risk minimization as well as maximum likelihood -- on data collected with adaptive algorithms, including (contextual) bandit algorithms. Specifically, we show that M-estimators, modified with particular adaptive weights, can be used to construct asymptotically valid confidence regions for a variety of inferential targets.
Inpainting arbitrary missing regions is challenging because learning valid features for various masked regions is nontrivial. Though U-shaped encoder-decoder frameworks have been witnessed to be successful, most of them share a common drawback of mask unawareness in feature extraction because all convolution windows (or regions), including those with various shapes of missing pixels, are treated equally and filtered with fixed learned kernels. To this end, we propose our novel mask-aware inpainting solution. Firstly, a Mask-Aware Dynamic Filtering (MADF) module is designed to effectively learn multi-scale features for missing regions in the encoding phase. Specifically, filters for each convolution window are generated from features of the corresponding region of the mask. The second fold of mask awareness is achieved by adopting Point-wise Normalization (PN) in our decoding phase, considering that statistical natures of features at masked points differentiate from those of unmasked points. The proposed PN can tackle this issue by dynamically assigning point-wise scaling factor and bias. Lastly, our model is designed to be an end-to-end cascaded refinement one. Supervision information such as reconstruction loss, perceptual loss and total variation loss is incrementally leveraged to boost the inpainting results from coarse to fine. Effectiveness of the proposed framework is validated both quantitatively and qualitatively via extensive experiments on three public datasets including Places2, CelebA and Paris StreetView.
We discover that deep ReLU neural network classifiers can see a low-dimensional Riemannian manifold structure on data. Such structure comes via the local data matrix, a variation of the Fisher information matrix, where the role of the model parameters is taken by the data variables. We obtain a foliation of the data domain and we show that the dataset on which the model is trained lies on a leaf, the data leaf, whose dimension is bounded by the number of classification labels. We validate our results with some experiments with the MNIST dataset: paths on the data leaf connect valid images, while other leaves cover noisy images.
Most 3D shape completion approaches rely heavily on partial-complete shape pairs and learn in a fully supervised manner. Despite their impressive performances on in-domain data, when generalizing to partial shapes in other forms or real-world partial scans, they often obtain unsatisfactory results due to domain gaps. In contrast to previous fully supervised approaches, in this paper we present ShapeInversion, which introduces Generative Adversarial Network (GAN) inversion to shape completion for the first time. ShapeInversion uses a GAN pre-trained on complete shapes by searching for a latent code that gives a complete shape that best reconstructs the given partial input. In this way, ShapeInversion no longer needs paired training data, and is capable of incorporating the rich prior captured in a well-trained generative model. On the ShapeNet benchmark, the proposed ShapeInversion outperforms the SOTA unsupervised method, and is comparable with supervised methods that are learned using paired data. It also demonstrates remarkable generalization ability, giving robust results for real-world scans and partial inputs of various forms and incompleteness levels. Importantly, ShapeInversion naturally enables a series of additional abilities thanks to the involvement of a pre-trained GAN, such as producing multiple valid complete shapes for an ambiguous partial input, as well as shape manipulation and interpolation.
Designing optimal soft modular robots is difficult, due to non-trivial interactions between morphology and controller. Evolutionary algorithms (EAs), combined with physical simulators, represent a valid tool to overcome this issue. In this work, we investigate algorithmic solutions to improve the Quality Diversity of co-evolved designs of Tensegrity Soft Modular Robots (TSMRs) for two robotic tasks, namely goal reaching and squeezing trough a narrow passage. To this aim, we use three different EAs, i.e., MAP-Elites and two custom algorithms: one based on Viability Evolution (ViE) and NEAT (ViE-NEAT), the other named Double Map MAP-Elites (DM-ME) and devised to seek diversity while co-evolving robot morphologies and neural network (NN)-based controllers. In detail, DM-ME extends MAP-Elites in that it uses two distinct feature maps, referring to morphologies and controllers respectively, and integrates a mechanism to automatically define the NN-related feature descriptor. Considering the fitness, in the goal-reaching task ViE-NEAT outperforms MAP-Elites and results equivalent to DM-ME. Instead, when considering diversity in terms of "illumination" of the feature space, DM-ME outperforms the other two algorithms on both tasks, providing a richer pool of possible robotic designs, whereas ViE-NEAT shows comparable performance to MAP-Elites on goal reaching, although it does not exploit any map.
For image inpainting, the convolutional neural networks (CNN) in previous methods often adopt standard convolutional operator, which treats valid pixels and holes indistinguishably. As a result, they are limited in handling irregular holes and tend to produce color-discrepant and blurry inpainting result. Partial convolution (PConv) copes with this issue by conducting masked convolution and feature re-normalization conditioned only on valid pixels, but the mask-updating is handcrafted and independent with image structural information. In this paper, we present an edge-guided learnable bidirectional attention map (Edge-LBAM) for improving image inpainting of irregular holes with several distinct merits. Instead of using a hard 0-1 mask, a learnable attention map module is introduced for learning feature re-normalization and mask-updating in an end-to-end manner. Learnable reverse attention maps are further proposed in the decoder for emphasizing on filling in unknown pixels instead of reconstructing all pixels. Motivated by that the filling-in order is crucial to inpainting results and largely depends on image structures in exemplar-based methods, we further suggest a multi-scale edge completion network to predict coherent edges. Our Edge-LBAM method contains dual procedures,including structure-aware mask-updating guided by predict edges and attention maps generated by masks for feature re-normalization.Extensive experiments show that our Edge-LBAM is effective in generating coherent image structures and preventing color discrepancy and blurriness, and performs favorably against the state-of-the-art methods in terms of qualitative metrics and visual quality.
Modern machine learning systems need to be able to cope with constantly arriving and changing data. Two main areas of research dealing with such scenarios are continual learning and data stream mining. Continual learning focuses on accumulating knowledge and avoiding forgetting, assuming information once learned should be stored. Data stream mining focuses on adaptation to concept drift and discarding outdated information, assuming that only the most recent data is relevant. While these two areas are mainly being developed in separation, they offer complementary views on the problem of learning from dynamic data. There is a need for unifying them, by offering architectures capable of both learning and storing new information, as well as revisiting and adapting to changes in previously seen concepts. We propose a novel continual learning approach that can handle both tasks. Our experience replay method is fueled by a centroid-driven memory storing diverse instances of incrementally arriving classes. This is enhanced with a reactive subspace buffer that tracks concept drift occurrences in previously seen classes and adapts clusters accordingly. The proposed architecture is thus capable of both remembering valid and forgetting outdated information, offering a holistic framework for continual learning under concept drift.