The Abstraction and Reasoning Corpus (ARC) is a general artificial intelligence benchmark that poses difficulties for pure machine learning methods due to its requirement for fluid intelligence with a focus on reasoning and abstraction. In this work, we introduce an ARC solver, Generalized Planning for Abstract Reasoning (GPAR). It casts an ARC problem as a generalized planning (GP) problem, where a solution is formalized as a planning program with pointers. We express each ARC problem using the standard Planning Domain Definition Language (PDDL) coupled with external functions representing object-centric abstractions. We show how to scale up GP solvers via domain knowledge specific to ARC in the form of restrictions over the actions model, predicates, arguments and valid structure of planning programs. Our experiments demonstrate that GPAR outperforms the state-of-the-art solvers on the object-centric tasks of the ARC, showing the effectiveness of GP and the expressiveness of PDDL to model ARC problems. The challenges provided by the ARC benchmark motivate research to advance existing GP solvers and understand new relations with other planning computational models. Code is available at github.com/you68681/GPAR.
Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data generating processes when high-dimensional nuisance models are estimated by post-model-selection or machine learning estimators. These methods typically require that all the confounders are observed to ensure identification of the effects. We contribute by showing how valid semiparametric inference can be obtained in the presence of unobserved confounders and high-dimensional nuisance models. We propose uncertainty intervals which allow for unobserved confounding, and show that the resulting inference is valid when the amount of unobserved confounding is small relative to the sample size; the latter is formalized in terms of convergence rates. Simulation experiments illustrate the finite sample properties of the proposed intervals and investigate an alternative procedure that improves the empirical coverage of the intervals when the amount of unobserved confounding is large. Finally, a case study on the effect of smoking during pregnancy on birth weight is used to illustrate the use of the methods introduced to perform a sensitivity analysis to unobserved confounding.
This technical note addresses an issue [arXiv:2310.14683] with the proof (but not the statement) of [arXiv:2003.05030, Proposition 4]. The statement of the proposition is correct, but the proof as written in [arXiv:2003.05030] is not and due to a typo in the manuscript, a reference to the correct proof is effectively missing. In the sequel, we present [arXiv:2003.05030, Proposition 4] and its proof. The proof follows from results in [2] that we reproduce here for clarity of exposition. Since the statement of the proposition remains correct, no change in the results of [arXiv:2003.05030] are required. In particular, Lemma 3 and Lemma 4 showing spectral convergence of graphs to graphons, Theorem 1 showing convergence of the GFT to the WFT, and Theorems 3 and 4 showing convergence of graph to graphon filters, remain valid.
Active learning is a commonly used approach that reduces the labeling effort required to train deep neural networks. However, the effectiveness of current active learning methods is limited by their closed-world assumptions, which assume that all data in the unlabeled pool comes from a set of predefined known classes. This assumption is often not valid in practical situations, as there may be unknown classes in the unlabeled data, leading to the active open-set annotation problem. The presence of unknown classes in the data can significantly impact the performance of existing active learning methods due to the uncertainty they introduce. To address this issue, we propose a novel data-centric active learning method called NEAT that actively annotates open-set data. NEAT is designed to label known classes data from a pool of both known and unknown classes unlabeled data. It utilizes the clusterability of labels to identify the known classes from the unlabeled pool and selects informative samples from those classes based on a consistency criterion that measures inconsistencies between model predictions and local feature distribution. Unlike the recently proposed learning-centric method for the same problem, NEAT is much more computationally efficient and is a data-centric active open-set annotation method. Our experiments demonstrate that NEAT achieves significantly better performance than state-of-the-art active learning methods for active open-set annotation.
This paper proposes a novel identification strategy relying on quasi-instrumental variables (quasi-IVs). A quasi-IV is a relevant but possibly invalid IV because it is not exogenous or not excluded. We show that a variety of models with discrete or continuous endogenous treatment which are usually identified with an IV - quantile models with rank invariance, additive models with homogenous treatment effects, and local average treatment effect models - can be identified under the joint relevance of two complementary quasi-IVs instead. To achieve identification, we complement one excluded but possibly endogenous quasi-IV (e.g., "relevant proxies" such as lagged treatment choice) with one exogenous (conditional on the excluded quasi-IV) but possibly included quasi-IV (e.g., random assignment or exogenous market shocks). Our approach also holds if any of the two quasi-IVs turns out to be a valid IV. In practice, being able to address endogeneity with complementary quasi-IVs instead of IVs is convenient since there are many applications where quasi-IVs are more readily available. Difference-in-differences is a notable example: time is an exogenous quasi-IV while the group assignment acts as a complementary excluded quasi-IV.
Estimating a covariance matrix and its associated principal components is a fundamental problem in contemporary statistics. While optimal estimation procedures have been developed with well-understood properties, the increasing demand for privacy preservation introduces new complexities to this classical problem. In this paper, we study optimal differentially private Principal Component Analysis (PCA) and covariance estimation within the spiked covariance model. We precisely characterize the sensitivity of eigenvalues and eigenvectors under this model and establish the minimax rates of convergence for estimating both the principal components and covariance matrix. These rates hold up to logarithmic factors and encompass general Schatten norms, including spectral norm, Frobenius norm, and nuclear norm as special cases. We propose computationally efficient differentially private estimators and prove their minimax optimality for sub-Gaussian distributions, up to logarithmic factors. Additionally, matching minimax lower bounds are established. Notably, compared to the existing literature, our results accommodate a diverging rank, a broader range of signal strengths, and remain valid even when the sample size is much smaller than the dimension, provided the signal strength is sufficiently strong. Both simulation studies and real data experiments demonstrate the merits of our method.
In school districts where assignments are exclusively determined by a clearinghouse students can only appeal their assignment with a valid reason. An assignment is incontestable if it is appeal-proof. We study incontestability when students do not observe the other students' preferences and assignments. Incontestability is shown to be equivalent to individual rationality, non-wastefulness, and respect for top-priority sets (a weakening of justified envy). Stable mechanisms and those Pareto dominating them are incontestable, as well as the Top-Trading Cycle mechanism (but Boston is not). Under a mild consistency property, incontestable mechanisms are i-indinstiguishable (Li, 2017), and share similar incentive properties.
To promote speech processing and recognition research in driving scenarios, we build on the success of the Intelligent Cockpit Speech Recognition Challenge (ICSRC) held at ISCSLP 2022 and launch the ICASSP 2024 In-Car Multi-Channel Automatic Speech Recognition (ICMC-ASR) Challenge. This challenge collects over 100 hours of multi-channel speech data recorded inside a new energy vehicle and 40 hours of noise for data augmentation. Two tracks, including automatic speech recognition (ASR) and automatic speech diarization and recognition (ASDR) are set up, using character error rate (CER) and concatenated minimum permutation character error rate (cpCER) as evaluation metrics, respectively. Overall, the ICMC-ASR Challenge attracts 98 participating teams and receives 53 valid results in both tracks. In the end, first-place team USTCiflytek achieves a CER of 13.16% in the ASR track and a cpCER of 21.48% in the ASDR track, showing an absolute improvement of 13.08% and 51.4% compared to our challenge baseline, respectively.
The universal approximation theorem states that a neural network with one hidden layer can approximate continuous functions on compact sets with any desired precision. This theorem supports using neural networks for various applications, including regression and classification tasks. Furthermore, it is valid for real-valued neural networks and some hypercomplex-valued neural networks such as complex-, quaternion-, tessarine-, and Clifford-valued neural networks. However, hypercomplex-valued neural networks are a type of vector-valued neural network defined on an algebra with additional algebraic or geometric properties. This paper extends the universal approximation theorem for a wide range of vector-valued neural networks, including hypercomplex-valued models as particular instances. Precisely, we introduce the concept of non-degenerate algebra and state the universal approximation theorem for neural networks defined on such algebras.
Bugs in operating system kernels can affect billions of devices and users all over the world. As a result, a large body of research has been focused on kernel fuzzing, i.e., automatically generating syscall (system call) sequences to detect potential kernel bugs or vulnerabilities. Kernel fuzzing aims to generate valid syscall sequences guided by syscall specifications that define both the syntax and semantics of syscalls. While there has been existing work trying to automate syscall specification generation, this remains largely manual work, and a large number of important syscalls are still uncovered. In this paper, we propose KernelGPT, the first approach to automatically synthesizing syscall specifications via Large Language Models (LLMs) for enhanced kernel fuzzing. Our key insight is that LLMs have seen massive kernel code, documentation, and use cases during pre-training, and thus can automatically distill the necessary information for making valid syscalls. More specifically, KernelGPT leverages an iterative approach to automatically infer the specifications, and further debug and repair them based on the validation feedback. Our results demonstrate that KernelGPT can generate more new and valid specifications and achieve higher coverage than state-of-the-art techniques. So far, by using newly generated specifications, KernelGPT has already detected 24 new unique bugs in Linux kernel, with 12 fixed and 11 assigned with CVE numbers. Moreover, a number of specifications generated by KernelGPT have already been merged into the kernel fuzzer Syzkaller, following the request from its development team.
Temporal validity is an important property of text that is useful for many downstream applications, such as recommender systems, conversational AI, or story understanding. Existing benchmarking tasks often require models to identify the temporal validity duration of a single statement. However, in many cases, additional contextual information, such as sentences in a story or posts on a social media profile, can be collected from the available text stream. This contextual information may greatly alter the duration for which a statement is expected to be valid. We propose Temporal Validity Change Prediction, a natural language processing task benchmarking the capability of machine learning models to detect contextual statements that induce such change. We create a dataset consisting of temporal target statements sourced from Twitter and crowdsource sample context statements. We then benchmark a set of transformer-based language models on our dataset. Finally, we experiment with temporal validity duration prediction as an auxiliary task to improve the performance of the state-of-the-art model.
We consider the setting of synthetic control methods (SCMs), a canonical approach used to estimate the treatment effect on the treated in a panel data setting. We shed light on a frequently overlooked but ubiquitous assumption made in SCMs of "overlap": a treated unit can be written as some combination -- typically, convex or linear combination -- of the units that remain under control. We show that if units select their own interventions, and there is sufficiently large heterogeneity between units that prefer different interventions, overlap will not hold. We address this issue by proposing a framework which incentivizes units with different preferences to take interventions they would not normally consider. Specifically, leveraging tools from information design and online learning, we propose a SCM that incentivizes exploration in panel data settings by providing incentive-compatible intervention recommendations to units. We establish this estimator obtains valid counterfactual estimates without the need for an a priori overlap assumption. We extend our results to the setting of synthetic interventions, where the goal is to produce counterfactual outcomes under all interventions, not just control. Finally, we provide two hypothesis tests for determining whether unit overlap holds for a given panel dataset.
Modern language models can contain billions of parameters, raising the question of whether they can generalize beyond the training data or simply parrot their training corpora. We provide the first non-vacuous generalization bounds for pretrained large language models (LLMs), indicating that language models are capable of discovering regularities that generalize to unseen data. In particular, we derive a compression bound that is valid for the unbounded log-likelihood loss using prediction smoothing, and we extend the bound to handle subsampling, accelerating bound computation by orders of magnitude on massive datasets. To achieve the extreme level of compression required for non-vacuous bounds, we devise SubLoRA, a simple low-dimensional nonlinear parameterization that leads to non-vacuous generalization bounds for models with nearly a billion parameters. Finally, we use our bounds to understand LLM generalization and find that larger models have better generalization bounds and are more compressible than smaller models.
In the weakly supervised temporal video grounding study, previous methods use predetermined single Gaussian proposals which lack the ability to express diverse events described by the sentence query. To enhance the expression ability of a proposal, we propose a Gaussian mixture proposal (GMP) that can depict arbitrary shapes by learning importance, centroid, and range of every Gaussian in the mixture. In learning GMP, each Gaussian is not trained in a feature space but is implemented over a temporal location. Thus the conventional feature-based learning for Gaussian mixture model is not valid for our case. In our special setting, to learn moderately coupled Gaussian mixture capturing diverse events, we newly propose a pull-push learning scheme using pulling and pushing losses, each of which plays an opposite role to the other. The effects of components in our scheme are verified in-depth with extensive ablation studies and the overall scheme achieves state-of-the-art performance. Our code is available at https://github.com/sunoh-kim/pps.
The validity of instrumental variable (IV) designs is typically tested using two types of falsification tests. We characterize these tests as conditional independence tests between negative control variables -- proxies for unobserved variables posing a threat to the identification -- and the IV or the outcome. We describe the conditions that variables must satisfy in order to serve as negative controls. We show that these falsification tests examine not only independence and the exclusion restriction, but also functional form assumptions. Our analysis reveals that conventional applications of these tests may flag problems even in valid IV designs. We offer implementation guidance to address these issues.
Model Predictive Control (MPC) is a powerful method for complex system regulation, but its reliance on an accurate model poses many limitations in real-world applications. Data-driven predictive control (DDPC) aims at overcoming this limitation, by relying on historical data to provide information on the plant to be controlled. In this work, we present a unified stochastic framework for direct DDPC, where control actions are obtained by optimizing the Final Control Error (FCE), which is directly computed from available data only and automatically weighs the impact of uncertainty on the control objective. Our framework allows us to establish a separation principle for Predictive Control, elucidating the role that predictive models and their uncertainty play in DDPC. Moreover, it generalizes existing DDPC methods, like regularized Data-enabled Predictive Control (DeePC) and $\gamma$-DDPC, providing a path toward noise-tolerant data-based control with rigorous optimality guarantees. The theoretical investigation is complemented by a series of experiments (code available on GitHub: https://github.com/marcofabris92/a-separation-principle-in-d3pc), revealing that the proposed method consistently outperforms or, at worst, matches existing techniques without requiring tuning regularization parameters as other methods do.
Quantifying the uncertainty of predictions is a core problem in modern statistics. Methods for predictive inference have been developed under a variety of assumptions, often -- for instance, in standard conformal prediction -- relying on the invariance of the distribution of the data under special groups of transformations such as permutation groups. Moreover, many existing methods for predictive inference aim to predict unobserved outcomes in sequences of feature-outcome observations. Meanwhile, there is interest in predictive inference under more general observation models (e.g., for partially observed features) and for data satisfying more general distributional symmetries (e.g., rotationally invariant or coordinate-independent observations in physics). Here we propose SymmPI, a methodology for predictive inference when data distributions have general group symmetries in arbitrary observation models. Our methods leverage the novel notion of distributional equivariant transformations, which process the data while preserving their distributional invariances. We show that SymmPI has valid coverage under distributional invariance and characterize its performance under distribution shift, recovering recent results as special cases. We apply SymmPI to predict unobserved values associated to vertices in a network, where the distribution is unchanged under relabelings that keep the network structure unchanged. In several simulations in a two-layer hierarchical model, and in an empirical data analysis example, SymmPI performs favorably compared to existing methods.
Conformal Prediction (CP) stands out as a robust framework for uncertainty quantification, which is crucial for ensuring the reliability of predictions. However, common CP methods heavily rely on data exchangeability, a condition often violated in practice. Existing approaches for tackling non-exchangeability lead to methods that are not computable beyond the simplest examples. This work introduces a new efficient approach to CP that produces provably valid confidence sets for fairly general non-exchangeable data distributions. We illustrate the general theory with applications to the challenging setting of federated learning under data heterogeneity between agents. Our method allows constructing provably valid personalized prediction sets for agents in a fully federated way. The effectiveness of the proposed method is demonstrated in a series of experiments on real-world datasets.
As in many fields of medical research, survival analysis has witnessed a growing interest in the application of deep learning techniques to model complex, high-dimensional, heterogeneous, incomplete, and censored medical data. Current methods often make assumptions about the relations between data that may not be valid in practice. In response, we introduce SAVAE (Survival Analysis Variational Autoencoder), a novel approach based on Variational Autoencoders. SAVAE contributes significantly to the field by introducing a tailored ELBO formulation for survival analysis, supporting various parametric distributions for covariates and survival time (as long as the log-likelihood is differentiable). It offers a general method that consistently performs well on various metrics, demonstrating robustness and stability through different experiments. Our proposal effectively estimates time-to-event, accounting for censoring, covariate interactions, and time-varying risk associations. We validate our model in diverse datasets, including genomic, clinical, and demographic data, with varying levels of censoring. This approach demonstrates competitive performance compared to state-of-the-art techniques, as assessed by the Concordance Index and the Integrated Brier Score. SAVAE also offers an interpretable model that parametrically models covariates and time. Moreover, its generative architecture facilitates further applications such as clustering, data imputation, and the generation of synthetic patient data through latent space inference from survival data.
Recently, neural implicit functions have demonstrated remarkable results in the field of multi-view reconstruction. However, most existing methods are tailored for dense views and exhibit unsatisfactory performance when dealing with sparse views. Several latest methods have been proposed for generalizing implicit reconstruction to address the sparse view reconstruction task, but they still suffer from high training costs and are merely valid under carefully selected perspectives. In this paper, we propose a novel sparse view reconstruction framework that leverages on-surface priors to achieve highly faithful surface reconstruction. Specifically, we design several constraints on global geometry alignment and local geometry refinement for jointly optimizing coarse shapes and fine details. To achieve this, we train a neural network to learn a global implicit field from the on-surface points obtained from SfM and then leverage it as a coarse geometric constraint. To exploit local geometric consistency, we project on-surface points onto seen and unseen views, treating the consistent loss of projected features as a fine geometric constraint. The experimental results with DTU and BlendedMVS datasets in two prevalent sparse settings demonstrate significant improvements over the state-of-the-art methods.