Daily Papers

Knowledge Distillation (KD) uses the teacher's prediction logits as soft labels to guide the student, while self-KD does not need a real teacher to require the soft labels. This work unifies the formulations of the two tasks by decomposing and reorganizing the generic KD loss into a Normalized KD (NKD) loss and customized soft labels for both target class (image's category) and non-target classes named Universal Self-Knowledge Distillation (USKD). We decompose the KD loss and find the non-target loss from it forces the student's non-target logits to match the teacher's, but the sum of the two non-target logits is different, preventing them from being identical. NKD normalizes the non-target logits to equalize their sum. It can be generally used for KD and self-KD to better use the soft labels for distillation loss. USKD generates customized soft labels for both target and non-target classes without a teacher. It smooths the target logit of the student as the soft target label and uses the rank of the intermediate feature to generate the soft non-target labels with Zipf's law. For KD with teachers, our NKD achieves state-of-the-art performance on CIFAR-100 and ImageNet datasets, boosting the ImageNet Top-1 accuracy of ResNet18 from 69.90% to 71.96% with a ResNet-34 teacher. For self-KD without teachers, USKD is the first self-KD method that can be effectively applied to both CNN and ViT models with negligible additional time and memory cost, resulting in new state-of-the-art results, such as 1.17% and 0.55% accuracy gains on ImageNet for MobileNet and DeiT-Tiny, respectively. Our codes are available at https://github.com/yzd-v/cls_KD.

The generalization of language models (LMs) is undergoing active debates, contrasting their potential for general intelligence with their struggles with basic knowledge composition (e.g., reverse/transition curse). This paper uncovers the phenomenon of linear correlations in LMs during knowledge composition. For explanation, there exists a linear transformation between certain related knowledge that maps the next token prediction logits from one prompt to another, e.g., "X lives in the city of" rightarrow "X lives in the country of" for every given X. This mirrors the linearity in human knowledge composition, such as Paris rightarrow France. Our findings indicate that the linear transformation is resilient to large-scale fine-tuning, generalizing updated knowledge when aligned with real-world relationships, but causing hallucinations when it deviates. Empirical results suggest that linear correlation can serve as a potential identifier of LM's generalization. Finally, we show such linear correlations can be learned with a single feedforward network and pre-trained vocabulary representations, indicating LM generalization heavily relies on the latter.

Existing image-text modality alignment in Vision Language Models (VLMs) treats each text token equally in an autoregressive manner. Despite being simple and effective, this method results in sub-optimal cross-modal alignment by over-emphasizing the text tokens that are less correlated with or even contradictory with the input images. In this paper, we advocate for assigning distinct contributions for each text token based on its visual correlation. Specifically, we present by contrasting image inputs, the difference in prediction logits on each text token provides strong guidance of visual correlation. We therefore introduce Contrastive ALignment (CAL), a simple yet effective re-weighting strategy that prioritizes training visually correlated tokens. Our experimental results demonstrate that CAL consistently improves different types of VLMs across different resolutions and model sizes on various benchmark datasets. Importantly, our method incurs minimal additional computational overhead, rendering it highly efficient compared to alternative data scaling strategies. Codes are available at https://github.com/foundation-multimodal-models/CAL.

Realistic graphs contain both (1) rich self-features of nodes and (2) informative structures of neighborhoods, jointly handled by a Graph Neural Network (GNN) in the typical setup. We propose to decouple the two modalities by Mixture of weak and strong experts (Mowst), where the weak expert is a light-weight Multi-layer Perceptron (MLP), and the strong expert is an off-the-shelf GNN. To adapt the experts' collaboration to different target nodes, we propose a "confidence" mechanism based on the dispersion of the weak expert's prediction logits. The strong expert is conditionally activated in the low-confidence region when either the node's classification relies on neighborhood information, or the weak expert has low model quality. We reveal interesting training dynamics by analyzing the influence of the confidence function on loss: our training algorithm encourages the specialization of each expert by effectively generating soft splitting of the graph. In addition, our "confidence" design imposes a desirable bias toward the strong expert to benefit from GNN's better generalization capability. Mowst is easy to optimize and achieves strong expressive power, with a computation cost comparable to a single GNN. Empirically, Mowst on 4 backbone GNN architectures show significant accuracy improvement on 6 standard node classification benchmarks, including both homophilous and heterophilous graphs (https://github.com/facebookresearch/mowst-gnn).

We introduce generative infinite-vocabulary transformers (GIVT) which generate vector sequences with real-valued entries, instead of discrete tokens from a finite vocabulary. To this end, we propose two surprisingly simple modifications to decoder-only transformers: 1) at the input, we replace the finite-vocabulary lookup table with a linear projection of the input vectors; and 2) at the output, we replace the logits prediction (usually mapped to a categorical distribution) with the parameters of a multivariate Gaussian mixture model. Inspired by the image-generation paradigm of VQ-GAN and MaskGIT, where transformers are used to model the discrete latent sequences of a VQ-VAE, we use GIVT to model the unquantized real-valued latent sequences of a VAE. When applying GIVT to class-conditional image generation with iterative masked modeling, we show competitive results with MaskGIT, while our approach outperforms both VQ-GAN and MaskGIT when using it for causal modeling. Finally, we obtain competitive results outside of image generation when applying our approach to panoptic segmentation and depth estimation with a VAE-based variant of the UViM framework.

We investigate how large language models perform latent multi-hop reasoning in prompts like "Wolfgang Amadeus Mozart's mother's spouse is". To analyze this process, we introduce logit flow, an interpretability method that traces how logits propagate across layers and positions toward the final prediction. Using logit flow, we identify four distinct stages in single-hop knowledge prediction: (A) entity subject enrichment, (B) entity attribute extraction, (C) relation subject enrichment, and (D) relation attribute extraction. Extending this analysis to multi-hop reasoning, we find that failures often stem from the relation attribute extraction stage, where conflicting logits reduce prediction accuracy. To address this, we propose back attention, a novel mechanism that enables lower layers to leverage higher-layer hidden states from different positions during attention computation. With back attention, a 1-layer transformer achieves the performance of a 2-layer transformer. Applied to four LLMs, back attention improves accuracy on five reasoning datasets, demonstrating its effectiveness in enhancing latent multi-hop reasoning ability.

Graph Neural Networks (GNNs) have shown exceptional performance in the task of link prediction. Despite their effectiveness, the high latency brought by non-trivial neighborhood data dependency limits GNNs in practical deployments. Conversely, the known efficient MLPs are much less effective than GNNs due to the lack of relational knowledge. In this work, to combine the advantages of GNNs and MLPs, we start with exploring direct knowledge distillation (KD) methods for link prediction, i.e., predicted logit-based matching and node representation-based matching. Upon observing direct KD analogs do not perform well for link prediction, we propose a relational KD framework, Linkless Link Prediction (LLP), to distill knowledge for link prediction with MLPs. Unlike simple KD methods that match independent link logits or node representations, LLP distills relational knowledge that is centered around each (anchor) node to the student MLP. Specifically, we propose rank-based matching and distribution-based matching strategies that complement each other. Extensive experiments demonstrate that LLP boosts the link prediction performance of MLPs with significant margins, and even outperforms the teacher GNNs on 7 out of 8 benchmarks. LLP also achieves a 70.68x speedup in link prediction inference compared to GNNs on the large-scale OGB dataset.

Model evolution and constant availability of data are two common phenomena in large-scale real-world machine learning applications, e.g. ads and recommendation systems. To adapt, the real-world system typically retrain with all available data and online learn with recently available data to update the models periodically with the goal of better serving performance. In this paper, we propose a novel framework, named Confidence Ranking, which designs the optimization objective as a ranking function with two different models. Our confidence ranking loss allows direct optimization of the logits output for different convex surrogate functions of metrics, e.g. AUC and Accuracy depending on the target task and dataset. Armed with our proposed methods, our experiments show that the introduction of confidence ranking loss can outperform all baselines on the CTR prediction tasks of public and industrial datasets. This framework has been deployed in the advertisement system of JD.com to serve the main traffic in the fine-rank stage.

This study addresses the issue observed in Large Vision Language Models (LVLMs), where excessive attention on a few image tokens, referred to as blind tokens, leads to hallucinatory responses in tasks requiring fine-grained understanding of visual objects. We found that tokens receiving lower attention weights often hold essential information for identifying nuanced object details -- ranging from merely recognizing object existence to identifying their attributes (color, position, etc.) and understanding their relationships. To counteract the over-emphasis on blind tokens and to accurately respond to user queries, we introduce a technique called Attentional Vision Calibration (AVC). During the decoding phase, AVC identifies blind tokens by analyzing the image-related attention distribution. It then dynamically adjusts the logits for the next token prediction by contrasting the logits conditioned on the original visual tokens with those conditioned on the blind tokens. This effectively lowers the dependency on blind tokens and promotes a more balanced consideration of all tokens. We validate AVC on benchmarks such as POPE, MME, and AMBER, where it consistently outperforms existing decoding techniques in mitigating object hallucinations in LVLMs.

While instruction-tuned language models have demonstrated impressive zero-shot generalization, these models often struggle to generate accurate responses when faced with instructions that fall outside their training set. This paper presents Instructive Decoding (ID), a simple yet effective approach that augments the efficacy of instruction-tuned models. Specifically, ID adjusts the logits for next-token prediction in a contrastive manner, utilizing predictions generated from a manipulated version of the original instruction, referred to as a noisy instruction. This noisy instruction aims to elicit responses that could diverge from the intended instruction yet remain plausible. We conduct experiments across a spectrum of such noisy instructions, ranging from those that insert semantic noise via random words to others like 'opposite' that elicit the deviated responses. Our approach achieves considerable performance gains across various instruction-tuned models and tasks without necessitating any additional parameter updates. Notably, utilizing 'opposite' as the noisy instruction in ID, which exhibits the maximum divergence from the original instruction, consistently produces the most significant performance gains across multiple models and tasks.

Leveraging the models' outputs, specifically the logits, is a common approach to estimating the test accuracy of a pre-trained neural network on out-of-distribution (OOD) samples without requiring access to the corresponding ground truth labels. Despite their ease of implementation and computational efficiency, current logit-based methods are vulnerable to overconfidence issues, leading to prediction bias, especially under the natural shift. In this work, we first study the relationship between logits and generalization performance from the view of low-density separation assumption. Our findings motivate our proposed method MaNo which (1) applies a data-dependent normalization on the logits to reduce prediction bias, and (2) takes the L_p norm of the matrix of normalized logits as the estimation score. Our theoretical analysis highlights the connection between the provided score and the model's uncertainty. We conduct an extensive empirical study on common unsupervised accuracy estimation benchmarks and demonstrate that MaNo achieves state-of-the-art performance across various architectures in the presence of synthetic, natural, or subpopulation shifts.

The current use of large language models (LLMs) for zero-shot document ranking follows one of two ways: 1) prompt-based re-ranking methods, which require no further training but are feasible for only re-ranking a handful of candidate documents due to the associated computational costs; and 2) unsupervised contrastive trained dense retrieval methods, which can retrieve relevant documents from the entire corpus but require a large amount of paired text data for contrastive training. In this paper, we propose PromptReps, which combines the advantages of both categories: no need for training and the ability to retrieve from the whole corpus. Our method only requires prompts to guide an LLM to generate query and document representations for effective document retrieval. Specifically, we prompt the LLMs to represent a given text using a single word, and then use the last token's hidden states and the corresponding logits associated to the prediction of the next token to construct a hybrid document retrieval system. The retrieval system harnesses both dense text embedding and sparse bag-of-words representations given by the LLM. Our experimental evaluation on the BEIR zero-shot document retrieval datasets illustrates that this simple prompt-based LLM retrieval method can achieve a similar or higher retrieval effectiveness than state-of-the-art LLM embedding methods that are trained with large amounts of unsupervised data, especially when using a larger LLM.

Various XAI attribution methods have been recently proposed for the transformer architecture, allowing for insights into the decision-making process of large language models by assigning importance scores to input tokens and intermediate representations. One class of methods that seems very promising in this direction includes decomposition-based approaches, i.e., XAI-methods that redistribute the model's prediction logit through the network, as this value is directly related to the prediction. In the previous literature we note though that two prominent methods of this category, namely ALTI-Logit and LRP, have not yet been analyzed in juxtaposition and hence we propose to close this gap by conducting a careful quantitative evaluation w.r.t. ground truth annotations on a subject-verb agreement task, as well as various qualitative inspections, using BERT, GPT-2 and LLaMA-3 as a testbed. Along the way we compare and extend the ALTI-Logit and LRP methods, including the recently proposed AttnLRP variant, from an algorithmic and implementation perspective. We further incorporate in our benchmark two widely-used gradient-based attribution techniques. Finally, we make our carefullly constructed benchmark dataset for evaluating attributions on language models, as well as our code, publicly available in order to foster evaluation of XAI-methods on a well-defined common ground.

We develop a method to generate predictive regions that cover a multivariate response variable with a user-specified probability. Our work is composed of two components. First, we use a deep generative model to learn a representation of the response that has a unimodal distribution. Existing multiple-output quantile regression approaches are effective in such cases, so we apply them on the learned representation, and then transform the solution to the original space of the response. This process results in a flexible and informative region that can have an arbitrary shape, a property that existing methods lack. Second, we propose an extension of conformal prediction to the multivariate response setting that modifies any method to return sets with a pre-specified coverage level. The desired coverage is theoretically guaranteed in the finite-sample case for any distribution. Experiments conducted on both real and synthetic data show that our method constructs regions that are significantly smaller compared to existing techniques.

In knowledge distillation literature, feature-based methods have dominated due to their ability to effectively tap into extensive teacher models. In contrast, logit-based approaches, which aim to distill `dark knowledge' from teachers, typically exhibit inferior performance compared to feature-based methods. To bridge this gap, we present LumiNet, a novel knowledge distillation algorithm designed to enhance logit-based distillation. We introduce the concept of 'perception', aiming to calibrate logits based on the model's representation capability. This concept addresses overconfidence issues in logit-based distillation method while also introducing a novel method to distill knowledge from the teacher. It reconstructs the logits of a sample/instances by considering relationships with other samples in the batch. LumiNet excels on benchmarks like CIFAR-100, ImageNet, and MSCOCO, outperforming leading feature-based methods, e.g., compared to KD with ResNet18 and MobileNetV2 on ImageNet, it shows improvements of 1.5% and 2.05%, respectively.

Most of the existing Out-Of-Distribution (OOD) detection algorithms depend on single input source: the feature, the logit, or the softmax probability. However, the immense diversity of the OOD examples makes such methods fragile. There are OOD samples that are easy to identify in the feature space while hard to distinguish in the logit space and vice versa. Motivated by this observation, we propose a novel OOD scoring method named Virtual-logit Matching (ViM), which combines the class-agnostic score from feature space and the In-Distribution (ID) class-dependent logits. Specifically, an additional logit representing the virtual OOD class is generated from the residual of the feature against the principal space, and then matched with the original logits by a constant scaling. The probability of this virtual logit after softmax is the indicator of OOD-ness. To facilitate the evaluation of large-scale OOD detection in academia, we create a new OOD dataset for ImageNet-1K, which is human-annotated and is 8.8x the size of existing datasets. We conducted extensive experiments, including CNNs and vision transformers, to demonstrate the effectiveness of the proposed ViM score. In particular, using the BiT-S model, our method gets an average AUROC 90.91% on four difficult OOD benchmarks, which is 4% ahead of the best baseline. Code and dataset are available at https://github.com/haoqiwang/vim.

Traditional knowledge distillation focuses on aligning the student's predicted probabilities with both ground-truth labels and the teacher's predicted probabilities. However, the transition to predicted probabilities from logits would obscure certain indispensable information. To address this issue, it is intuitive to additionally introduce a logit-level loss function as a supplement to the widely used probability-level loss function, for exploiting the latent information of logits. Unfortunately, we empirically find that the amalgamation of the newly introduced logit-level loss and the previous probability-level loss will lead to performance degeneration, even trailing behind the performance of employing either loss in isolation. We attribute this phenomenon to the collapse of the classification head, which is verified by our theoretical analysis based on the neural collapse theory. Specifically, the gradients of the two loss functions exhibit contradictions in the linear classifier yet display no such conflict within the backbone. Drawing from the theoretical analysis, we propose a novel method called dual-head knowledge distillation, which partitions the linear classifier into two classification heads responsible for different losses, thereby preserving the beneficial effects of both losses on the backbone while eliminating adverse influences on the classification head. Extensive experiments validate that our method can effectively exploit the information inside the logits and achieve superior performance against state-of-the-art counterparts.

Recently, pre-trained vision-language models (e.g., CLIP) have shown great potential in few-shot learning and attracted a lot of research interest. Although efforts have been made to improve few-shot ability of CLIP, key factors on the effectiveness of existing methods have not been well studied, limiting further exploration of CLIP's potential in few-shot learning. In this paper, we first introduce a unified formulation to analyze CLIP-based few-shot learning methods from a perspective of logit bias, which encourages us to learn an effective logit bias for further improving performance of CLIP-based few-shot learning methods. To this end, we disassemble three key components involved in computation of logit bias (i.e., logit features, logit predictor, and logit fusion) and empirically analyze the effect on performance of few-shot classification. Based on analysis of key components, this paper proposes a novel AMU-Tuning method to learn effective logit bias for CLIP-based few-shot classification. Specifically, our AMU-Tuning predicts logit bias by exploiting the appropriate textbf{A}uxiliary features, which are fed into an efficient feature-initialized linear classifier with textbf{M}ulti-branch training. Finally, an textbf{U}ncertainty-based fusion is developed to incorporate logit bias into CLIP for few-shot classification. The experiments are conducted on several widely used benchmarks, and the results show AMU-Tuning clearly outperforms its counterparts while achieving state-of-the-art performance of CLIP-based few-shot learning without bells and whistles.

Predicting wildfire spread is critical for land management and disaster preparedness. To this end, we present `Next Day Wildfire Spread,' a curated, large-scale, multivariate data set of historical wildfires aggregating nearly a decade of remote-sensing data across the United States. In contrast to existing fire data sets based on Earth observation satellites, our data set combines 2D fire data with multiple explanatory variables (e.g., topography, vegetation, weather, drought index, population density) aligned over 2D regions, providing a feature-rich data set for machine learning. To demonstrate the usefulness of this data set, we implement a neural network that takes advantage of the spatial information of this data to predict wildfire spread. We compare the performance of the neural network with other machine learning models: logistic regression and random forest. This data set can be used as a benchmark for developing wildfire propagation models based on remote sensing data for a lead time of one day.

Competitions play an invaluable role in the field of forecasting, as exemplified through the recent M4 competition. The competition received attention from both academics and practitioners and sparked discussions around the representativeness of the data for business forecasting. Several competitions featuring real-life business forecasting tasks on the Kaggle platform has, however, been largely ignored by the academic community. We believe the learnings from these competitions have much to offer to the forecasting community and provide a review of the results from six Kaggle competitions. We find that most of the Kaggle datasets are characterized by higher intermittence and entropy than the M-competitions and that global ensemble models tend to outperform local single models. Furthermore, we find the strong performance of gradient boosted decision trees, increasing success of neural networks for forecasting, and a variety of techniques for adapting machine learning models to the forecasting task.

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the sequential predictive conformal inference (SPCI). We specifically account for the nature that time series data are non-exchangeable, and thus many existing conformal prediction algorithms are not applicable. The main idea is to adaptively re-estimate the conditional quantile of non-conformity scores (e.g., prediction residuals), upon exploiting the temporal dependence among them. More precisely, we cast the problem of conformal prediction interval as predicting the quantile of a future residual, given a user-specified point prediction algorithm. Theoretically, we establish asymptotic valid conditional coverage upon extending consistency analyses in quantile regression. Using simulation and real-data experiments, we demonstrate a significant reduction in interval width of SPCI compared to other existing methods under the desired empirical coverage.

Current language models demonstrate remarkable proficiency in text generation. However, for many applications it is desirable to control attributes, such as sentiment, or toxicity, of the generated language -- ideally tailored towards each specific use case and target audience. For auto-regressive language models, existing guidance methods are prone to decoding errors that cascade during generation and degrade performance. In contrast, text diffusion models can easily be guided with, for example, a simple linear sentiment classifier -- however they do suffer from significantly higher perplexity than auto-regressive alternatives. In this paper we use a guided diffusion model to produce a latent proposal that steers an auto-regressive language model to generate text with desired properties. Our model inherits the unmatched fluency of the auto-regressive approach and the plug-and-play flexibility of diffusion. We show that it outperforms previous plug-and-play guidance methods across a wide range of benchmark data sets. Further, controlling a new attribute in our framework is reduced to training a single logistic regression classifier.

As post-training processes utilize increasingly large datasets and base models continue to grow in size, the computational demands and implementation challenges of existing algorithms are escalating significantly. In this paper, we propose modeling the changes at the logits level during post-training using a separate neural network (i.e., the value network). After training this network on a small base model using demonstrations, this network can be seamlessly integrated with other pre-trained models during inference, enables them to achieve similar capability enhancements. We systematically investigate the best practices for this paradigm in terms of pre-training weights and connection schemes. We demonstrate that the resulting value network has broad transferability across pre-trained models of different parameter sizes within the same family, models undergoing continuous pre-training within the same family, and models with different vocabularies across families. In certain cases, it can achieve performance comparable to full-parameter fine-tuning. Furthermore, we explore methods to enhance the transferability of the value model and prevent overfitting to the base model used during training.

Ensembling is among the most popular tools in machine learning (ML) due to its effectiveness in minimizing variance and thus improving generalization. Most ensembling methods for black-box base learners fall under the umbrella of "stacked generalization," namely training an ML algorithm that takes the inferences from the base learners as input. While stacking has been widely applied in practice, its theoretical properties are poorly understood. In this paper, we prove a novel result, showing that choosing the best stacked generalization from a (finite or finite-dimensional) family of stacked generalizations based on cross-validated performance does not perform "much worse" than the oracle best. Our result strengthens and significantly extends the results in Van der Laan et al. (2007). Inspired by the theoretical analysis, we further propose a particular family of stacked generalizations in the context of probabilistic forecasting, each one with a different sensitivity for how much the ensemble weights are allowed to vary across items, timestamps in the forecast horizon, and quantiles. Experimental results demonstrate the performance gain of the proposed method.

It is well known that accurate probabilistic predictors can be trained through empirical risk minimisation with proper scoring rules as loss functions. While such learners capture so-called aleatoric uncertainty of predictions, various machine learning methods have recently been developed with the goal to let the learner also represent its epistemic uncertainty, i.e., the uncertainty caused by a lack of knowledge and data. An emerging branch of the literature proposes the use of a second-order learner that provides predictions in terms of distributions on probability distributions. However, recent work has revealed serious theoretical shortcomings for second-order predictors based on loss minimisation. In this paper, we generalise these findings and prove a more fundamental result: There seems to be no loss function that provides an incentive for a second-order learner to faithfully represent its epistemic uncertainty in the same manner as proper scoring rules do for standard (first-order) learners. As a main mathematical tool to prove this result, we introduce the generalised notion of second-order scoring rules.

We present a method to integrate Large Language Models (LLMs) and traditional tabular data classification techniques, addressing LLMs challenges like data serialization sensitivity and biases. We introduce two strategies utilizing LLMs for ranking categorical variables and generating priors on correlations between continuous variables and targets, enhancing performance in few-shot scenarios. We focus on Logistic Regression, introducing MonotonicLR that employs a non-linear monotonic function for mapping ordinals to cardinals while preserving LLM-determined orders. Validation against baseline models reveals the superior performance of our approach, especially in low-data scenarios, while remaining interpretable.

The use of deep neural networks in real-world applications require well-calibrated networks with confidence scores that accurately reflect the actual probability. However, it has been found that these networks often provide over-confident predictions, which leads to poor calibration. Recent efforts have sought to address this issue by focal loss to reduce over-confidence, but this approach can also lead to under-confident predictions. While different variants of focal loss have been explored, it is difficult to find a balance between over-confidence and under-confidence. In our work, we propose a new loss function by focusing on dual logits. Our method not only considers the ground truth logit, but also take into account the highest logit ranked after the ground truth logit. By maximizing the gap between these two logits, our proposed dual focal loss can achieve a better balance between over-confidence and under-confidence. We provide theoretical evidence to support our approach and demonstrate its effectiveness through evaluations on multiple models and datasets, where it achieves state-of-the-art performance. Code is available at https://github.com/Linwei94/DualFocalLoss

Empirical neural tangent kernels (eNTKs) can provide a good understanding of a given network's representation: they are often far less expensive to compute and applicable more broadly than infinite width NTKs. For networks with O output units (e.g. an O-class classifier), however, the eNTK on N inputs is of size NO times NO, taking O((NO)^2) memory and up to O((NO)^3) computation. Most existing applications have therefore used one of a handful of approximations yielding N times N kernel matrices, saving orders of magnitude of computation, but with limited to no justification. We prove that one such approximation, which we call "sum of logits", converges to the true eNTK at initialization for any network with a wide final "readout" layer. Our experiments demonstrate the quality of this approximation for various uses across a range of settings.

Review websites, such as TripAdvisor and Yelp, allow users to post online reviews for various businesses, products and services, and have been recently shown to have a significant influence on consumer shopping behaviour. An online review typically consists of free-form text and a star rating out of 5. The problem of predicting a user's star rating for a product, given the user's text review for that product, is called Review Rating Prediction and has lately become a popular, albeit hard, problem in machine learning. In this paper, we treat Review Rating Prediction as a multi-class classification problem, and build sixteen different prediction models by combining four feature extraction methods, (i) unigrams, (ii) bigrams, (iii) trigrams and (iv) Latent Semantic Indexing, with four machine learning algorithms, (i) logistic regression, (ii) Naive Bayes classification, (iii) perceptrons, and (iv) linear Support Vector Classification. We analyse the performance of each of these sixteen models to come up with the best model for predicting the ratings from reviews. We use the dataset provided by Yelp for training and testing the models.

This paper proposes a simple method for controllable text generation based on weighting logits with a free-form classifier, namely CAIF sampling. Using an arbitrary text classifier, we adjust a small part of a language model's logits and guide text generation towards or away from classifier prediction. We experimented with toxicity avoidance and sentiment control tasks and showed that the proposed method significantly outperforms recent PPLM, GeDi, and DExperts on PPL and task accuracy metrics based on the external classifier of generated texts. In addition, compared to other approaches, it is easier to implement and tune and has significantly fewer restrictions and requirements.

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost estimates, and revenue predictions all benefit from being able to quantify the range of possible values accurately. As such, many models have been developed for this problem over many years of research in statistics, machine learning, and related fields. Rather than proposing yet another (new) algorithm for quantile regression we adopt a meta viewpoint: we investigate methods for aggregating any number of conditional quantile models, in order to improve accuracy and robustness. We consider weighted ensembles where weights may vary over not only individual models, but also over quantile levels, and feature values. All of the models we consider in this paper can be fit using modern deep learning toolkits, and hence are widely accessible (from an implementation point of view) and scalable. To improve the accuracy of the predicted quantiles (or equivalently, prediction intervals), we develop tools for ensuring that quantiles remain monotonically ordered, and apply conformal calibration methods. These can be used without any modification of the original library of base models. We also review some basic theory surrounding quantile aggregation and related scoring rules, and contribute a few new results to this literature (for example, the fact that post sorting or post isotonic regression can only improve the weighted interval score). Finally, we provide an extensive suite of empirical comparisons across 34 data sets from two different benchmark repositories.

We show that a GPT-3 model can learn to express uncertainty about its own answers in natural language -- without use of model logits. When given a question, the model generates both an answer and a level of confidence (e.g. "90% confidence" or "high confidence"). These levels map to probabilities that are well calibrated. The model also remains moderately calibrated under distribution shift, and is sensitive to uncertainty in its own answers, rather than imitating human examples. To our knowledge, this is the first time a model has been shown to express calibrated uncertainty about its own answers in natural language. For testing calibration, we introduce the CalibratedMath suite of tasks. We compare the calibration of uncertainty expressed in words ("verbalized probability") to uncertainty extracted from model logits. Both kinds of uncertainty are capable of generalizing calibration under distribution shift. We also provide evidence that GPT-3's ability to generalize calibration depends on pre-trained latent representations that correlate with epistemic uncertainty over its answers.

Many empirical studies of labor market questions rely on estimating relatively simple predictive models using small, carefully constructed longitudinal survey datasets based on hand-engineered features. Large Language Models (LLMs), trained on massive datasets, encode vast quantities of world knowledge and can be used for the next job prediction problem. However, while an off-the-shelf LLM produces plausible career trajectories when prompted, the probability with which an LLM predicts a particular job transition conditional on career history will not, in general, align with the true conditional probability in a given population. Recently, Vafa et al. (2024) introduced a transformer-based "foundation model", CAREER, trained using a large, unrepresentative resume dataset, that predicts transitions between jobs; it further demonstrated how transfer learning techniques can be used to leverage the foundation model to build better predictive models of both transitions and wages that reflect conditional transition probabilities found in nationally representative survey datasets. This paper considers an alternative where the fine-tuning of the CAREER foundation model is replaced by fine-tuning LLMs. For the task of next job prediction, we demonstrate that models trained with our approach outperform several alternatives in terms of predictive performance on the survey data, including traditional econometric models, CAREER, and LLMs with in-context learning, even though the LLM can in principle predict job titles that are not allowed in the survey data. Further, we show that our fine-tuned LLM-based models' predictions are more representative of the career trajectories of various workforce subpopulations than off-the-shelf LLM models and CAREER. We conduct experiments and analyses that highlight the sources of the gains in the performance of our models for representative predictions.

Graph Neural Networks (GNNs) are able to achieve high classification accuracy on many important real world datasets, but provide no rigorous notion of predictive uncertainty. Quantifying the confidence of GNN models is difficult due to the dependence between datapoints induced by the graph structure. We leverage recent advances in conformal prediction to construct prediction sets for node classification in inductive learning scenarios. We do this by taking an existing approach for conformal classification that relies on exchangeable data and modifying it by appropriately weighting the conformal scores to reflect the network structure. We show through experiments on standard benchmark datasets using popular GNN models that our approach provides tighter and better calibrated prediction sets than a naive application of conformal prediction.

We extend conformal prediction to control the expected value of any monotone loss function. The algorithm generalizes split conformal prediction together with its coverage guarantee. Like conformal prediction, the conformal risk control procedure is tight up to an O(1/n) factor. We also introduce extensions of the idea to distribution shift, quantile risk control, multiple and adversarial risk control, and expectations of U-statistics. Worked examples from computer vision and natural language processing demonstrate the usage of our algorithm to bound the false negative rate, graph distance, and token-level F1-score.

Accurately predicting the future would be an important milestone in the capabilities of artificial intelligence. However, research on the ability of large language models to provide probabilistic predictions about future events remains nascent. To empirically test this ability, we enrolled OpenAI's state-of-the-art large language model, GPT-4, in a three-month forecasting tournament hosted on the Metaculus platform. The tournament, running from July to October 2023, attracted 843 participants and covered diverse topics including Big Tech, U.S. politics, viral outbreaks, and the Ukraine conflict. Focusing on binary forecasts, we show that GPT-4's probabilistic forecasts are significantly less accurate than the median human-crowd forecasts. We find that GPT-4's forecasts did not significantly differ from the no-information forecasting strategy of assigning a 50% probability to every question. We explore a potential explanation, that GPT-4 might be predisposed to predict probabilities close to the midpoint of the scale, but our data do not support this hypothesis. Overall, we find that GPT-4 significantly underperforms in real-world predictive tasks compared to median human-crowd forecasts. A potential explanation for this underperformance is that in real-world forecasting tournaments, the true answers are genuinely unknown at the time of prediction; unlike in other benchmark tasks like professional exams or time series forecasting, where strong performance may at least partly be due to the answers being memorized from the training data. This makes real-world forecasting tournaments an ideal environment for testing the generalized reasoning and prediction capabilities of artificial intelligence going forward.

Accurate stock market predictions following earnings reports are crucial for investors. Traditional methods, particularly classical machine learning models, struggle with these predictions because they cannot effectively process and interpret extensive textual data contained in earnings reports and often overlook nuances that influence market movements. This paper introduces an advanced approach by employing Large Language Models (LLMs) instruction fine-tuned with a novel combination of instruction-based techniques and quantized low-rank adaptation (QLoRA) compression. Our methodology integrates 'base factors', such as financial metric growth and earnings transcripts, with 'external factors', including recent market indices performances and analyst grades, to create a rich, supervised dataset. This comprehensive dataset enables our models to achieve superior predictive performance in terms of accuracy, weighted F1, and Matthews correlation coefficient (MCC), especially evident in the comparison with benchmarks such as GPT-4. We specifically highlight the efficacy of the llama-3-8b-Instruct-4bit model, which showcases significant improvements over baseline models. The paper also discusses the potential of expanding the output capabilities to include a 'Hold' option and extending the prediction horizon, aiming to accommodate various investment styles and time frames. This study not only demonstrates the power of integrating cutting-edge AI with fine-tuned financial data but also paves the way for future research in enhancing AI-driven financial analysis tools.

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation for the ground-truth distribution. However, this property is not sufficient to guarantee good discrimination in the non-asymptotic regime. In this paper, we provide the first systematic finite-sample study of proper scoring rules for time-series forecasting evaluation. Through a power analysis, we identify the "region of reliability" of a scoring rule, i.e., the set of practical conditions where it can be relied on to identify forecasting errors. We carry out our analysis on a comprehensive synthetic benchmark, specifically designed to test several key discrepancies between ground-truth and forecast distributions, and we gauge the generalizability of our findings to real-world tasks with an application to an electricity production problem. Our results reveal critical shortcomings in the evaluation of multivariate probabilistic forecasts as commonly performed in the literature.

Label smoothing (LS) is a popular regularisation method for training deep neural network classifiers due to its effectiveness in improving test accuracy and its simplicity in implementation. "Hard" one-hot labels are "smoothed" by uniformly distributing probability mass to other classes, reducing overfitting. In this work, we reveal that LS negatively affects selective classification (SC) - where the aim is to reject misclassifications using a model's predictive uncertainty. We first demonstrate empirically across a range of tasks and architectures that LS leads to a consistent degradation in SC. We then explain this by analysing logit-level gradients, showing that LS exacerbates overconfidence and underconfidence by regularising the max logit more when the probability of error is low, and less when the probability of error is high. This elucidates previously reported experimental results where strong classifiers underperform in SC. We then demonstrate the empirical effectiveness of logit normalisation for recovering lost SC performance caused by LS. Furthermore, based on our gradient analysis, we explain why such normalisation is effective. We will release our code shortly.

Machine learning models are often used to inform real world risk assessment tasks: predicting consumer default risk, predicting whether a person suffers from a serious illness, or predicting a person's risk to appear in court. Given multiple models that perform almost equally well for a prediction task, to what extent do predictions vary across these models? If predictions are relatively consistent for similar models, then the standard approach of choosing the model that optimizes a penalized loss suffices. But what if predictions vary significantly for similar models? In machine learning, this is referred to as predictive multiplicity i.e. the prevalence of conflicting predictions assigned by near-optimal competing models. In this paper, we present a framework for measuring predictive multiplicity in probabilistic classification (predicting the probability of a positive outcome). We introduce measures that capture the variation in risk estimates over the set of competing models, and develop optimization-based methods to compute these measures efficiently and reliably for convex empirical risk minimization problems. We demonstrate the incidence and prevalence of predictive multiplicity in real-world tasks. Further, we provide insight into how predictive multiplicity arises by analyzing the relationship between predictive multiplicity and data set characteristics (outliers, separability, and majority-minority structure). Our results emphasize the need to report predictive multiplicity more widely.

In this paper, we investigate the influence of claims in analyst reports and earnings calls on financial market returns, considering them as significant quarterly events for publicly traded companies. To facilitate a comprehensive analysis, we construct a new financial dataset for the claim detection task in the financial domain. We benchmark various language models on this dataset and propose a novel weak-supervision model that incorporates the knowledge of subject matter experts (SMEs) in the aggregation function, outperforming existing approaches. We also demonstrate the practical utility of our proposed model by constructing a novel measure of optimism. Here, we observe the dependence of earnings surprise and return on our optimism measure. Our dataset, models, and code are publicly (under CC BY 4.0 license) available on GitHub.

As infamous invaders to the North American ecosystem, the Asian giant hornet (Vespa mandarinia) is devastating not only to native bee colonies, but also to local apiculture. One of the most effective way to combat the harmful species is to locate and destroy their nests. By mobilizing the public to actively report possible sightings of the Asian giant hornet, the governmentcould timely send inspectors to confirm and possibly destroy the nests. However, such confirmation requires lab expertise, where manually checking the reports one by one is extremely consuming of human resources. Further given the limited knowledge of the public about the Asian giant hornet and the randomness of report submission, only few of the numerous reports proved positive, i.e. existing nests. How to classify or prioritize the reports efficiently and automatically, so as to determine the dispatch of personnel, is of great significance to the control of the Asian giant hornet. In this paper, we propose a method to predict the priority of sighting reports based on machine learning. We model the problem of optimal prioritization of sighting reports as a problem of classification and prediction. We extracted a variety of rich features in the report: location, time, image(s), and textual description. Based on these characteristics, we propose a classification model based on logistic regression to predict the credibility of a certain report. Furthermore, our model quantifies the impact between reports to get the priority ranking of the reports. Extensive experiments on the public dataset from the WSDA (the Washington State Department of Agriculture) have proved the effectiveness of our method.

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret minimization algorithms from the online learning literature to learn prediction sets with approximately valid coverage and small regret. However, standard regret minimization could be insufficient for handling changing environments, where performance guarantees may be desired not only over the full time horizon but also in all (sub-)intervals of time. We develop new online conformal prediction methods that minimize the strongly adaptive regret, which measures the worst-case regret over all intervals of a fixed length. We prove that our methods achieve near-optimal strongly adaptive regret for all interval lengths simultaneously, and approximately valid coverage. Experiments show that our methods consistently obtain better coverage and smaller prediction sets than existing methods on real-world tasks, such as time series forecasting and image classification under distribution shift.

A large-scale deep model pre-trained on massive labeled or unlabeled data transfers well to downstream tasks. Linear evaluation freezes parameters in the pre-trained model and trains a linear classifier separately, which is efficient and attractive for transfer. However, little work has investigated the classifier in linear evaluation except for the default logistic regression. Inspired by the statistical efficiency of naive Bayes, the paper revisits the classical topic on discriminative vs. generative classifiers. Theoretically, the paper considers the surrogate loss instead of the zero-one loss in analyses and generalizes the classical results from binary cases to multiclass ones. We show that, under mild assumptions, multiclass naive Bayes requires O(log n) samples to approach its asymptotic error while the corresponding multiclass logistic regression requires O(n) samples, where n is the feature dimension. To establish it, we present a multiclass H-consistency bound framework and an explicit bound for logistic loss, which are of independent interests. Simulation results on a mixture of Gaussian validate our theoretical findings. Experiments on various pre-trained deep vision models show that naive Bayes consistently converges faster as the number of data increases. Besides, naive Bayes shows promise in few-shot cases and we observe the "two regimes" phenomenon in pre-trained supervised models. Our code is available at https://github.com/ML-GSAI/Revisiting-Dis-vs-Gen-Classifiers.

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We first show that the marginal coverage guarantee of conformal prediction holds on imputed data for any missingness distribution and almost all imputation functions. However, we emphasize that the average coverage varies depending on the pattern of missing values: conformal methods tend to construct prediction intervals that under-cover the response conditionally to some missing patterns. This motivates our novel generalized conformalized quantile regression framework, missing data augmentation, which yields prediction intervals that are valid conditionally to the patterns of missing values, despite their exponential number. We then show that a universally consistent quantile regression algorithm trained on the imputed data is Bayes optimal for the pinball risk, thus achieving valid coverage conditionally to any given data point. Moreover, we examine the case of a linear model, which demonstrates the importance of our proposal in overcoming the heteroskedasticity induced by missing values. Using synthetic and data from critical care, we corroborate our theory and report improved performance of our methods.

Natural Language Processing (NLP) for low-resource languages presents significant challenges, particularly due to the scarcity of high-quality annotated data and linguistic resources. The choice of embeddings plays a critical role in enhancing the performance of NLP tasks, such as news classification, sentiment analysis, and hate speech detection, especially for low-resource languages like Marathi. In this study, we investigate the impact of various embedding techniques- Contextual BERT-based, Non-Contextual BERT-based, and FastText-based on NLP classification tasks specific to the Marathi language. Our research includes a thorough evaluation of both compressed and uncompressed embeddings, providing a comprehensive overview of how these embeddings perform across different scenarios. Specifically, we compare two BERT model embeddings, Muril and MahaBERT, as well as two FastText model embeddings, IndicFT and MahaFT. Our evaluation includes applying embeddings to a Multiple Logistic Regression (MLR) classifier for task performance assessment, as well as TSNE visualizations to observe the spatial distribution of these embeddings. The results demonstrate that contextual embeddings outperform non-contextual embeddings. Furthermore, BERT-based non-contextual embeddings extracted from the first BERT embedding layer yield better results than FastText-based embeddings, suggesting a potential alternative to FastText embeddings.

In this paper, we tackle the important yet under-investigated problem of making long-horizon prediction of event sequences. Existing state-of-the-art models do not perform well at this task due to their autoregressive structure. We propose HYPRO, a hybridly normalized probabilistic model that naturally fits this task: its first part is an autoregressive base model that learns to propose predictions; its second part is an energy function that learns to reweight the proposals such that more realistic predictions end up with higher probabilities. We also propose efficient training and inference algorithms for this model. Experiments on multiple real-world datasets demonstrate that our proposed HYPRO model can significantly outperform previous models at making long-horizon predictions of future events. We also conduct a range of ablation studies to investigate the effectiveness of each component of our proposed methods.

We examine the potential of ChatGPT and other large language models in predicting stock market returns using news headlines. We use ChatGPT to assess whether each headline is good, bad, or neutral for firms' stock prices. We document a significantly positive correlation between ChatGPT scores and subsequent daily stock returns. We find that ChatGPT outperforms traditional sentiment analysis methods. More basic models such as GPT-1, GPT-2, and BERT cannot accurately forecast returns, indicating return predictability is an emerging capacity of complex language models. Long-short strategies based on ChatGPT-4 deliver the highest Sharpe ratio. Furthermore, we find predictability in both small and large stocks, suggesting market underreaction to company news. Predictability is stronger among smaller stocks and stocks with bad news, consistent with limits-to-arbitrage also playing an important role. Finally, we propose a new method to evaluate and understand the models' reasoning capabilities. Overall, our results suggest that incorporating advanced language models into the investment decision-making process can yield more accurate predictions and enhance the performance of quantitative trading strategies.

In the past couple of years, various approaches to representing and quantifying different types of predictive uncertainty in machine learning, notably in the setting of classification, have been proposed on the basis of second-order probability distributions, i.e., predictions in the form of distributions on probability distributions. A completely conclusive solution has not yet been found, however, as shown by recent criticisms of commonly used uncertainty measures associated with second-order distributions, identifying undesirable theoretical properties of these measures. In light of these criticisms, we propose a set of formal criteria that meaningful uncertainty measures for predictive uncertainty based on second-order distributions should obey. Moreover, we provide a general framework for developing uncertainty measures to account for these criteria, and offer an instantiation based on the Wasserstein distance, for which we prove that all criteria are satisfied.

In this paper, we introduce the task of targeted aspect-based sentiment analysis. The goal is to extract fine-grained information with respect to entities mentioned in user comments. This work extends both aspect-based sentiment analysis that assumes a single entity per document and targeted sentiment analysis that assumes a single sentiment towards a target entity. In particular, we identify the sentiment towards each aspect of one or more entities. As a testbed for this task, we introduce the SentiHood dataset, extracted from a question answering (QA) platform where urban neighbourhoods are discussed by users. In this context units of text often mention several aspects of one or more neighbourhoods. This is the first time that a generic social media platform in this case a QA platform, is used for fine-grained opinion mining. Text coming from QA platforms is far less constrained compared to text from review specific platforms which current datasets are based on. We develop several strong baselines, relying on logistic regression and state-of-the-art recurrent neural networks.

Machine learning models in modern mass-market applications are often updated over time. One of the foremost challenges faced is that, despite increasing overall performance, these updates may flip specific model predictions in unpredictable ways. In practice, researchers quantify the number of unstable predictions between models pre and post update -- i.e., predictive churn. In this paper, we study this effect through the lens of predictive multiplicity -- i.e., the prevalence of conflicting predictions over the set of near-optimal models (the Rashomon set). We show how traditional measures of predictive multiplicity can be used to examine expected churn over this set of prospective models -- i.e., the set of models that may be used to replace a baseline model in deployment. We present theoretical results on the expected churn between models within the Rashomon set from different perspectives. And we characterize expected churn over model updates via the Rashomon set, pairing our analysis with empirical results on real-world datasets -- showing how our approach can be used to better anticipate, reduce, and avoid churn in consumer-facing applications. Further, we show that our approach is useful even for models enhanced with uncertainty awareness.

We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models output a full probability distribution over the outcome space, conditional on the covariates. This allows for predictive uncertainty estimation -- crucial in applications like healthcare and weather forecasting. NGBoost generalizes gradient boosting to probabilistic regression by treating the parameters of the conditional distribution as targets for a multiparameter boosting algorithm. Furthermore, we show how the Natural Gradient is required to correct the training dynamics of our multiparameter boosting approach. NGBoost can be used with any base learner, any family of distributions with continuous parameters, and any scoring rule. NGBoost matches or exceeds the performance of existing methods for probabilistic prediction while offering additional benefits in flexibility, scalability, and usability. An open-source implementation is available at github.com/stanfordmlgroup/ngboost.

Predictable behavior from scaling advanced AI systems is an extremely desirable property. Although a well-established literature exists on how pretraining performance scales, the literature on how particular downstream capabilities scale is significantly muddier. In this work, we take a step back and ask: why has predicting specific downstream capabilities with scale remained elusive? While many factors are certainly responsible, we identify a new factor that makes modeling scaling behavior on widely used multiple-choice question-answering benchmarks challenging. Using five model families and twelve well-established multiple-choice benchmarks, we show that downstream performance is computed from negative log likelihoods via a sequence of transformations that progressively degrade the statistical relationship between performance and scale. We then reveal the mechanism causing this degradation: downstream metrics require comparing the correct choice against a small number of specific incorrect choices, meaning accurately predicting downstream capabilities requires predicting not just how probability mass concentrates on the correct choice with scale, but also how probability mass fluctuates on specific incorrect choices with scale. We empirically study how probability mass on the correct choice co-varies with probability mass on incorrect choices with increasing compute, suggesting that scaling laws for incorrect choices might be achievable. Our work also explains why pretraining scaling laws are commonly regarded as more predictable than downstream capabilities and contributes towards establishing scaling-predictable evaluations of frontier AI models.

Recent advances in Large Language Models (LLMs) have spurred interest in designing LLM-based agents for tasks that involve interaction with human and artificial agents. This paper addresses a key aspect in the design of such agents: Predicting human decision in off-policy evaluation (OPE), focusing on language-based persuasion games, where the agent's goal is to influence its partner's decisions through verbal messages. Using a dedicated application, we collected a dataset of 87K decisions from humans playing a repeated decision-making game with artificial agents. Our approach involves training a model on human interactions with one agents subset to predict decisions when interacting with another. To enhance off-policy performance, we propose a simulation technique involving interactions across the entire agent space and simulated decision makers. Our learning strategy yields significant OPE gains, e.g., improving prediction accuracy in the top 15% challenging cases by 7.1%. Our code and the large dataset we collected and generated are submitted as supplementary material and publicly available in our GitHub repository: https://github.com/eilamshapira/HumanChoicePrediction

Often we wish to predict a large number of variables that depend on each other as well as on other observed variables. Structured prediction methods are essentially a combination of classification and graphical modeling, combining the ability of graphical models to compactly model multivariate data with the ability of classification methods to perform prediction using large sets of input features. This tutorial describes conditional random fields, a popular probabilistic method for structured prediction. CRFs have seen wide application in natural language processing, computer vision, and bioinformatics. We describe methods for inference and parameter estimation for CRFs, including practical issues for implementing large scale CRFs. We do not assume previous knowledge of graphical modeling, so this tutorial is intended to be useful to practitioners in a wide variety of fields.

We present a foundation model-derived method to identify highly informative tokens and events in electronic health records. Our approach considers incoming data in the entire context of a patient's hospitalization and so can flag anomalous events that rule-based approaches would consider within a normal range. We demonstrate that the events our model flags are significant for predicting downstream patient outcomes and that a fraction of events identified as carrying little information can safely be dropped. Additionally, we show how informativeness can help interpret the predictions of prognostic models trained on foundation model-derived representations.

Bone density prediction via CT scans to estimate T-scores is crucial, providing a more precise assessment of bone health compared to traditional methods like X-ray bone density tests, which lack spatial resolution and the ability to detect localized changes. However, CT-based prediction faces two major challenges: the high computational complexity of transformer-based architectures, which limits their deployment in portable and clinical settings, and the imbalanced, long-tailed distribution of real-world hospital data that skews predictions. To address these issues, we introduce MedConv, a convolutional model for bone density prediction that outperforms transformer models with lower computational demands. We also adapt Bal-CE loss and post-hoc logit adjustment to improve class balance. Extensive experiments on our AustinSpine dataset shows that our approach achieves up to 21% improvement in accuracy and 20% in ROC AUC over previous state-of-the-art methods.

Machine learning models always make a prediction, even when it is likely to be inaccurate. This behavior should be avoided in many decision support applications, where mistakes can have severe consequences. Albeit already studied in 1970, machine learning with rejection recently gained interest. This machine learning subfield enables machine learning models to abstain from making a prediction when likely to make a mistake. This survey aims to provide an overview on machine learning with rejection. We introduce the conditions leading to two types of rejection, ambiguity and novelty rejection, which we carefully formalize. Moreover, we review and categorize strategies to evaluate a model's predictive and rejective quality. Additionally, we define the existing architectures for models with rejection and describe the standard techniques for learning such models. Finally, we provide examples of relevant application domains and show how machine learning with rejection relates to other machine learning research areas.

Large language models (LLMs) typically employ greedy decoding or low-temperature sampling for reasoning tasks, reflecting a perceived trade-off between diversity and accuracy. We challenge this convention by introducing top-nsigma, a novel sampling method that operates directly on pre-softmax logits by leveraging a statistical threshold. Our key insight is that logits naturally separate into a Gaussian-distributed noisy region and a distinct informative region, enabling efficient token filtering without complex probability manipulations. Unlike existing methods (e.g., top-p, min-p) that inadvertently include more noise tokens at higher temperatures, top-nsigma maintains a stable sampling space regardless of temperature scaling. We also provide a theoretical analysis of top-nsigma to better understand its behavior. The extensive experimental results across four reasoning-focused datasets demonstrate that our method not only outperforms existing sampling approaches but also surpasses greedy decoding, while maintaining consistent performance even at high temperatures.

Real-world classifiers can benefit from the option of abstaining from predicting on samples where they have low confidence. Such abstention is particularly useful on samples which are close to the learned decision boundary, or which are outliers with respect to the training sample. These settings have been the subject of extensive but disjoint study in the selective classification (SC) and out-of-distribution (OOD) detection literature. Recent work on selective classification with OOD detection (SCOD) has argued for the unified study of these problems; however, the formal underpinnings of this problem are still nascent, and existing techniques are heuristic in nature. In this paper, we propose new plugin estimators for SCOD that are theoretically grounded, effective, and generalise existing approaches from the SC and OOD detection literature. In the course of our analysis, we formally explicate how na\"{i}ve use of existing SC and OOD detection baselines may be inadequate for SCOD. We empirically demonstrate that our approaches yields competitive SC and OOD detection performance compared to baselines from both literatures.

Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to best quantify predictive uncertainty. In this work, we revisit core concepts to propose a framework for information-theoretic measures of predictive uncertainty. Our proposed framework categorizes predictive uncertainty measures according to two factors: (I) The predicting model (II) The approximation of the true predictive distribution. Examining all possible combinations of these two factors, we derive a set of predictive uncertainty measures that includes both known and newly introduced ones. We extensively evaluate these measures across a broad set of tasks, identifying conditions under which certain measures excel. Our findings show the importance of aligning the choice of uncertainty measure with the predicting model on in-distribution (ID) data, the limitations of epistemic uncertainty measures for out-of-distribution (OOD) data, and that the disentanglement between measures varies substantially between ID and OOD data. Together, these insights provide a more comprehensive understanding of predictive uncertainty measures, revealing their implicit assumptions and relationships.

When users can benefit from certain predictive outcomes, they may be prone to act to achieve those outcome, e.g., by strategically modifying their features. The goal in strategic classification is therefore to train predictive models that are robust to such behavior. However, the conventional framework assumes that changing features does not change actual outcomes, which depicts users as "gaming" the system. Here we remove this assumption, and study learning in a causal strategic setting where true outcomes do change. Focusing on accuracy as our primary objective, we show how strategic behavior and causal effects underlie two complementing forms of distribution shift. We characterize these shifts, and propose a learning algorithm that balances between these two forces and over time, and permits end-to-end training. Experiments on synthetic and semi-synthetic data demonstrate the utility of our approach.

Predicting case outcomes is useful but still an extremely hard task for attorneys and other Law professionals. It is not easy to search case information to extract valuable information as this requires dealing with huge data sets and their complexity. For instance, the complexity of Brazil legal system along with the high litigation rates makes this problem even harder. This paper introduces an approach for predicting Brazilian court decisions which is also able to predict whether the decision will be unanimous. We developed a working prototype which performs 79% of accuracy (F1-score) on a data set composed of 4,043 cases from a Brazilian court. To our knowledge, this is the first study to forecast judge decisions in Brazil.

Generalization to out-of-distribution (OOD) data is a critical challenge in machine learning. Ensemble-based methods, like weight space ensembles that interpolate model parameters, have been shown to achieve superior OOD performance. However, the underlying mechanism for their effectiveness remains unclear. In this study, we closely examine WiSE-FT, a popular weight space ensemble method that interpolates between a pre-trained and a fine-tuned model. We observe an unexpected phenomenon, in which WiSE-FT successfully corrects many cases where each individual model makes incorrect predictions, which contributes significantly to its OOD effectiveness. To gain further insights, we conduct theoretical analysis in a multi-class setting with a large number of spurious features. Our analysis predicts the above phenomenon and it further shows that ensemble-based models reduce prediction errors in the OOD settings by utilizing a more diverse set of spurious features. Contrary to the conventional wisdom that focuses on learning invariant features for better OOD performance, our findings suggest that incorporating a large number of diverse spurious features weakens their individual contributions, leading to improved overall OOD generalization performance. Empirically we demonstrate the effectiveness of utilizing diverse spurious features on a MultiColorMNIST dataset, and our experimental results are consistent with the theoretical analysis. Building upon the new theoretical insights into the efficacy of ensemble methods, we further identify an issue of WiSE-FT caused by the overconfidence of fine-tuned models in OOD situations. This overconfidence magnifies the fine-tuned model's incorrect prediction, leading to deteriorated OOD ensemble performance. To remedy this problem, we propose a novel method called BAlaNced averaGing (BANG), which significantly enhances the OOD performance of WiSE-FT.

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical coverage guarantees, and versatility for underlying forecasters. However, existing conformal prediction algorithms for time series are limited to single-step prediction without considering the temporal dependency. In this paper, we propose a Copula Conformal Prediction algorithm for multivariate, multi-step Time Series forecasting, CopulaCPTS. We prove that CopulaCPTS has finite sample validity guarantee. On several synthetic and real-world multivariate time series datasets, we show that CopulaCPTS produces more calibrated and sharp confidence intervals for multi-step prediction tasks than existing techniques.

Legal judgment prediction is the task of automatically predicting the outcome of a court case, given a text describing the case's facts. Previous work on using neural models for this task has focused on Chinese; only feature-based models (e.g., using bags of words and topics) have been considered in English. We release a new English legal judgment prediction dataset, containing cases from the European Court of Human Rights. We evaluate a broad variety of neural models on the new dataset, establishing strong baselines that surpass previous feature-based models in three tasks: (1) binary violation classification; (2) multi-label classification; (3) case importance prediction. We also explore if models are biased towards demographic information via data anonymization. As a side-product, we propose a hierarchical version of BERT, which bypasses BERT's length limitation.

We consider a class of assortment optimization problems in an offline data-driven setting. A firm does not know the underlying customer choice model but has access to an offline dataset consisting of the historically offered assortment set, customer choice, and revenue. The objective is to use the offline dataset to find an optimal assortment. Due to the combinatorial nature of assortment optimization, the problem of insufficient data coverage is likely to occur in the offline dataset. Therefore, designing a provably efficient offline learning algorithm becomes a significant challenge. To this end, we propose an algorithm referred to as Pessimistic ASsortment opTimizAtion (PASTA for short) designed based on the principle of pessimism, that can correctly identify the optimal assortment by only requiring the offline data to cover the optimal assortment under general settings. In particular, we establish a regret bound for the offline assortment optimization problem under the celebrated multinomial logit model. We also propose an efficient computational procedure to solve our pessimistic assortment optimization problem. Numerical studies demonstrate the superiority of the proposed method over the existing baseline method.

We propose a novel approach to conformal prediction for generative language models (LMs). Standard conformal prediction produces prediction sets -- in place of single predictions -- that have rigorous, statistical performance guarantees. LM responses are typically sampled from the model's predicted distribution over the large, combinatorial output space of natural language. Translating this process to conformal prediction, we calibrate a stopping rule for sampling different outputs from the LM that get added to a growing set of candidates until we are confident that the output set is sufficient. Since some samples may be low-quality, we also simultaneously calibrate and apply a rejection rule for removing candidates from the output set to reduce noise. Similar to conformal prediction, we prove that the sampled set returned by our procedure contains at least one acceptable answer with high probability, while still being empirically precise (i.e., small) on average. Furthermore, within this set of candidate responses, we show that we can also accurately identify subsets of individual components -- such as phrases or sentences -- that are each independently correct (e.g., that are not "hallucinations"), again with statistical guarantees. We demonstrate the promise of our approach on multiple tasks in open-domain question answering, text summarization, and radiology report generation using different LM variants.

Training classifiers is difficult with severe class imbalance, but many rare events are the culmination of a sequence with much more common intermediate outcomes. For example, in online marketing a user first sees an ad, then may click on it, and finally may make a purchase; estimating the probability of purchases is difficult because of their rarity. We show both theoretically and through data experiments that the more abundant data in earlier steps may be leveraged to improve estimation of probabilities of rare events. We present PRESTO, a relaxation of the proportional odds model for ordinal regression. Instead of estimating weights for one separating hyperplane that is shifted by separate intercepts for each of the estimated Bayes decision boundaries between adjacent pairs of categorical responses, we estimate separate weights for each of these transitions. We impose an L1 penalty on the differences between weights for the same feature in adjacent weight vectors in order to shrink towards the proportional odds model. We prove that PRESTO consistently estimates the decision boundary weights under a sparsity assumption. Synthetic and real data experiments show that our method can estimate rare probabilities in this setting better than both logistic regression on the rare category, which fails to borrow strength from more abundant categories, and the proportional odds model, which is too inflexible.

We study the problem of online prediction, in which at each time step t, an individual x_t arrives, whose label we must predict. Each individual is associated with various groups, defined based on their features such as age, sex, race etc., which may intersect. Our goal is to make predictions that have regret guarantees not just overall but also simultaneously on each sub-sequence comprised of the members of any single group. Previous work such as [Blum & Lykouris] and [Lee et al] provide attractive regret guarantees for these problems; however, these are computationally intractable on large model classes. We show that a simple modification of the sleeping experts technique of [Blum & Lykouris] yields an efficient reduction to the well-understood problem of obtaining diminishing external regret absent group considerations. Our approach gives similar regret guarantees compared to [Blum & Lykouris]; however, we run in time linear in the number of groups, and are oracle-efficient in the hypothesis class. This in particular implies that our algorithm is efficient whenever the number of groups is polynomially bounded and the external-regret problem can be solved efficiently, an improvement on [Blum & Lykouris]'s stronger condition that the model class must be small. Our approach can handle online linear regression and online combinatorial optimization problems like online shortest paths. Beyond providing theoretical regret bounds, we evaluate this algorithm with an extensive set of experiments on synthetic data and on two real data sets -- Medical costs and the Adult income dataset, both instantiated with intersecting groups defined in terms of race, sex, and other demographic characteristics. We find that uniformly across groups, our algorithm gives substantial error improvements compared to running a standard online linear regression algorithm with no groupwise regret guarantees.

Predicting the future is of great interest across many aspects of human activity. Businesses are interested in future trends, traders are interested in future stock prices, and companies are highly interested in future technological breakthroughs. While there are many automated systems for predicting future numerical data, such as weather, stock prices, and demand for products, there is relatively little work in automatically predicting textual data. Humans are interested in textual data predictions because it is a natural format for our consumption, and experts routinely make predictions in a textual format (Christensen et al., 2004; Tetlock & Gardner, 2015; Frick, 2015). However, there has been relatively little formalization of this general problem in the machine learning or natural language processing communities. To address this gap, we introduce the task of future language modeling: probabilistic modeling of texts in the future based on a temporal history of texts. To our knowledge, our work is the first work to formalize the task of predicting the future in this way. We show that it is indeed possible to build future language models that improve upon strong non-temporal language model baselines, opening the door to working on this important, and widely applicable problem.

Accurately forecasting patient arrivals at Urgent Care Clinics (UCCs) and Emergency Departments (EDs) is important for effective resourcing and patient care. However, correctly estimating patient flows is not straightforward since it depends on many drivers. The predictability of patient arrivals has recently been further complicated by the COVID-19 pandemic conditions and the resulting lockdowns. This study investigates how a suite of novel quasi-real-time variables like Google search terms, pedestrian traffic, the prevailing incidence levels of influenza, as well as the COVID-19 Alert Level indicators can both generally improve the forecasting models of patient flows and effectively adapt the models to the unfolding disruptions of pandemic conditions. This research also uniquely contributes to the body of work in this domain by employing tools from the eXplainable AI field to investigate more deeply the internal mechanics of the models than has previously been done. The Voting ensemble-based method combining machine learning and statistical techniques was the most reliable in our experiments. Our study showed that the prevailing COVID-19 Alert Level feature together with Google search terms and pedestrian traffic were effective at producing generalisable forecasts. The implications of this study are that proxy variables can effectively augment standard autoregressive features to ensure accurate forecasting of patient flows. The experiments showed that the proposed features are potentially effective model inputs for preserving forecast accuracies in the event of future pandemic outbreaks.

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in reality, such approaches can be sensitive to estimation error and yield unstable intervals.~Here, we circumvent the challenges by converting regression to a classification problem and then use CP for classification to obtain CP sets for regression.~To preserve the ordering of the continuous-output space, we design a new loss function and make necessary modifications to the CP classification techniques.~Empirical results on many benchmarks shows that this simple approach gives surprisingly good results on many practical problems.

Motivated by recent advances in large language models for Natural Language Processing (NLP), we design a time-series foundation model for forecasting whose out-of-the-box zero-shot performance on a variety of public datasets comes close to the accuracy of state-of-the-art supervised forecasting models for each individual dataset. Our model is based on pretraining a patched-decoder style attention model on a large time-series corpus, and can work well across different forecasting history lengths, prediction lengths and temporal granularities.

Machine learning (ML)-based weather models have rapidly risen to prominence due to their greater accuracy and speed than traditional forecasts based on numerical weather prediction (NWP), recently outperforming traditional ensembles in global probabilistic weather forecasting. This paper presents FGN, a simple, scalable and flexible modeling approach which significantly outperforms the current state-of-the-art models. FGN generates ensembles via learned model-perturbations with an ensemble of appropriately constrained models. It is trained directly to minimize the continuous rank probability score (CRPS) of per-location forecasts. It produces state-of-the-art ensemble forecasts as measured by a range of deterministic and probabilistic metrics, makes skillful ensemble tropical cyclone track predictions, and captures joint spatial structure despite being trained only on marginals.

In order to fully harness the potential of machine learning, it is crucial to establish a system that renders the field more accessible and less daunting for individuals who may not possess a comprehensive understanding of its intricacies. The paper describes the design of a system that integrates AutoML, XAI, and synthetic data generation to provide a great UX design for users. The system allows users to navigate and harness the power of machine learning while abstracting its complexities and providing high usability. The paper proposes two novel classifiers, Logistic Regression Forest and Support Vector Tree, for enhanced model performance, achieving 96\% accuracy on a diabetes dataset and 93\% on a survey dataset. The paper also introduces a model-dependent local interpreter called MEDLEY and evaluates its interpretation against LIME, Greedy, and Parzen. Additionally, the paper introduces LLM-based synthetic data generation, library-based data generation, and enhancing the original dataset with GAN. The findings on synthetic data suggest that enhancing the original dataset with GAN is the most reliable way to generate synthetic data, as evidenced by KS tests, standard deviation, and feature importance. The authors also found that GAN works best for quantitative datasets.

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework uses the (expensive) gradient computation to construct surrogate functions in a target space (e.g. the logits output by a linear model for classification) that can be minimized efficiently. This allows for multiple parameter updates to the model, amortizing the cost of gradient computation. In the full-batch setting, we prove that our surrogate is a global upper-bound on the loss, and can be (locally) minimized using a black-box optimization algorithm. We prove that the resulting majorization-minimization algorithm ensures convergence to a stationary point of the loss. Next, we instantiate our framework in the stochastic setting and propose the SSO algorithm, which can be viewed as projected stochastic gradient descent in the target space. This connection enables us to prove theoretical guarantees for SSO when minimizing convex functions. Our framework allows the use of standard stochastic optimization algorithms to construct surrogates which can be minimized by any deterministic optimization method. To evaluate our framework, we consider a suite of supervised learning and imitation learning problems. Our experiments indicate the benefits of target optimization and the effectiveness of SSO.

This paper extends the classic theory of convex optimization to the minimization of functions that are equal to the negated logarithm of what we term as a sum-log-concave function, i.e., a sum of log-concave functions. In particular, we show that such functions are in general not convex but still satisfy generalized convexity inequalities. These inequalities unveil the key importance of a certain vector that we call the cross-gradient and that is, in general, distinct from the usual gradient. Thus, we propose the Cross Gradient Descent (XGD) algorithm moving in the opposite direction of the cross-gradient and derive a convergence analysis. As an application of our sum-log-concave framework, we introduce the so-called checkered regression method relying on a sum-log-concave function. This classifier extends (multiclass) logistic regression to non-linearly separable problems since it is capable of tessellating the feature space by using any given number of hyperplanes, creating a checkerboard-like pattern of decision regions.

Uncertainty quantification has received increasing attention in machine learning in the recent past. In particular, a distinction between aleatoric and epistemic uncertainty has been found useful in this regard. The latter refers to the learner's (lack of) knowledge and appears to be especially difficult to measure and quantify. In this paper, we analyse a recent proposal based on the idea of a second-order learner, which yields predictions in the form of distributions over probability distributions. While standard (first-order) learners can be trained to predict accurate probabilities, namely by minimising suitable loss functions on sample data, we show that loss minimisation does not work for second-order predictors: The loss functions proposed for inducing such predictors do not incentivise the learner to represent its epistemic uncertainty in a faithful way.

International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns of trade is a high-priority for policy makers around the world. While traditional economic models aim to be reliable predictors, we consider the possibility that Machine Learning (ML) techniques allow for better predictions to inform policy decisions. Open-government data provide the fuel to power the algorithms that can explain and forecast trade flows to inform policies. Data collected in this article describe international trade transactions and commonly associated economic factors. Machine learning (ML) models deployed include: ARIMA, GBoosting, XGBoosting, and LightGBM for predicting future trade patterns, and K-Means clustering of countries according to economic factors. Unlike short-term and subjective (straight-line) projections and medium-term (aggre-gated) projections, ML methods provide a range of data-driven and interpretable projections for individual commodities. Models, their results, and policies are introduced and evaluated for prediction quality.

Probabilistic forecasting is crucial to decision-making under uncertainty about future weather. The dominant approach is to use an ensemble of forecasts to represent and quantify uncertainty in operational numerical weather prediction. However, generating ensembles is computationally costly. In this paper, we propose to generate ensemble forecasts at scale by leveraging recent advances in generative artificial intelligence. Our approach learns a data-driven probabilistic diffusion model from the 5-member ensemble GEFS reforecast dataset. The model can then be sampled efficiently to produce realistic weather forecasts, conditioned on a few members of the operational GEFS forecasting system. The generated ensembles have similar predictive skill as the full GEFS 31-member ensemble, evaluated against ERA5 reanalysis, and emulate well the statistics of large physics-based ensembles. We also apply the same methodology to developing a diffusion model for generative post-processing: the model directly learns to correct biases present in the emulated forecasting system by leveraging reanalysis data as labels during training. Ensembles from this generative post-processing model show greater reliability and accuracy, particularly in extreme event classification. In general, they are more reliable and forecast the probability of extreme weather more accurately than the GEFS operational ensemble. Our models achieve these results at less than 1/10th of the computational cost incurred by the operational GEFS system.

This paper introduces the FinSen dataset that revolutionizes financial market analysis by integrating economic and financial news articles from 197 countries with stock market data. The dataset's extensive coverage spans 15 years from 2007 to 2023 with temporal information, offering a rich, global perspective with 160,000 records on financial market news. Our study leverages causally validated sentiment scores and LSTM models to enhance market forecast accuracy and reliability. Utilizing the FinSen dataset, we introduce an innovative Focal Calibration Loss, reducing Expected Calibration Error (ECE) to 3.34 percent with the DAN 3 model. This not only improves prediction accuracy but also aligns probabilistic forecasts closely with real outcomes, crucial for the financial sector where predicted probability is paramount. Our approach demonstrates the effectiveness of combining sentiment analysis with precise calibration techniques for trustworthy financial forecasting where the cost of misinterpretation can be high. Finsen Data can be found at [this github URL](https://github.com/EagleAdelaide/FinSen_Dataset.git).

Building on developments in machine learning and prior work in the science of judicial prediction, we construct a model designed to predict the behavior of the Supreme Court of the United States in a generalized, out-of-sample context. To do so, we develop a time evolving random forest classifier which leverages some unique feature engineering to predict more than 240,000 justice votes and 28,000 cases outcomes over nearly two centuries (1816-2015). Using only data available prior to decision, our model outperforms null (baseline) models at both the justice and case level under both parametric and non-parametric tests. Over nearly two centuries, we achieve 70.2% accuracy at the case outcome level and 71.9% at the justice vote level. More recently, over the past century, we outperform an in-sample optimized null model by nearly 5%. Our performance is consistent with, and improves on the general level of prediction demonstrated by prior work; however, our model is distinctive because it can be applied out-of-sample to the entire past and future of the Court, not a single term. Our results represent an important advance for the science of quantitative legal prediction and portend a range of other potential applications.

Models that can predict the occurrence of events ahead of time with low false-alarm rates are critical to the acceptance of decision support systems in the medical community. This challenging task is typically treated as a simple binary classification, ignoring temporal dependencies between samples, whereas we propose to exploit this structure. We first introduce a common theoretical framework unifying dynamic survival analysis and early event prediction. Following an analysis of objectives from both fields, we propose Temporal Label Smoothing (TLS), a simpler, yet best-performing method that preserves prediction monotonicity over time. By focusing the objective on areas with a stronger predictive signal, TLS improves performance over all baselines on two large-scale benchmark tasks. Gains are particularly notable along clinically relevant measures, such as event recall at low false-alarm rates. TLS reduces the number of missed events by up to a factor of two over previously used approaches in early event prediction.

Moderators and automated methods enforce bans on malicious users who engage in disruptive behavior. However, malicious users can easily create a new account to evade such bans. Previous research has focused on other forms of online deception, like the simultaneous operation of multiple accounts by the same entities (sockpuppetry), impersonation of other individuals, and studying the effects of de-platforming individuals and communities. Here we conduct the first data-driven study of ban evasion, i.e., the act of circumventing bans on an online platform, leading to temporally disjoint operation of accounts by the same user. We curate a novel dataset of 8,551 ban evasion pairs (parent, child) identified on Wikipedia and contrast their behavior with benign users and non-evading malicious users. We find that evasion child accounts demonstrate similarities with respect to their banned parent accounts on several behavioral axes - from similarity in usernames and edited pages to similarity in content added to the platform and its psycholinguistic attributes. We reveal key behavioral attributes of accounts that are likely to evade bans. Based on the insights from the analyses, we train logistic regression classifiers to detect and predict ban evasion at three different points in the ban evasion lifecycle. Results demonstrate the effectiveness of our methods in predicting future evaders (AUC = 0.78), early detection of ban evasion (AUC = 0.85), and matching child accounts with parent accounts (MRR = 0.97). Our work can aid moderators by reducing their workload and identifying evasion pairs faster and more efficiently than current manual and heuristic-based approaches. Dataset is available https://github.com/srijankr/ban_evasion{here}.

Local/Native South African languages are classified as low-resource languages. As such, it is essential to build the resources for these languages so that they can benefit from advances in the field of natural language processing. In this work, the focus was to create annotated news datasets for the isiZulu and Siswati native languages based on news topic classification tasks and present the findings from these baseline classification models. Due to the shortage of data for these native South African languages, the datasets that were created were augmented and oversampled to increase data size and overcome class classification imbalance. In total, four different classification models were used namely Logistic regression, Naive bayes, XGBoost and LSTM. These models were trained on three different word embeddings namely Bag-Of-Words, TFIDF and Word2vec. The results of this study showed that XGBoost, Logistic Regression and LSTM, trained from Word2vec performed better than the other combinations.

Sports competitions are widely researched in computer and social science, with the goal of understanding how players act under uncertainty. While there is an abundance of computational work on player metrics prediction based on past performance, very few attempts to incorporate out-of-game signals have been made. Specifically, it was previously unclear whether linguistic signals gathered from players' interviews can add information which does not appear in performance metrics. To bridge that gap, we define text classification tasks of predicting deviations from mean in NBA players' in-game actions, which are associated with strategic choices, player behavior and risk, using their choice of language prior to the game. We collected a dataset of transcripts from key NBA players' pre-game interviews and their in-game performance metrics, totalling in 5,226 interview-metric pairs. We design neural models for players' action prediction based on increasingly more complex aspects of the language signals in their open-ended interviews. Our models can make their predictions based on the textual signal alone, or on a combination with signals from past-performance metrics. Our text-based models outperform strong baselines trained on performance metrics only, demonstrating the importance of language usage for action prediction. Moreover, the models that employ both textual input and past-performance metrics produced the best results. Finally, as neural networks are notoriously difficult to interpret, we propose a method for gaining further insight into what our models have learned. Particularly, we present an LDA-based analysis, where we interpret model predictions in terms of correlated topics. We find that our best performing textual model is most associated with topics that are intuitively related to each prediction task and that better models yield higher correlation with more informative topics.

Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound). However, model scores are often not aligned with the true positivity rate. This is especially true when the training involves a differential sampling across classes or there is distributional drift between train and test settings. In this paper, we provide theoretical analysis and empirical evidence of the dependence of model score estimation bias on both uncertainty and score itself. Further, we formulate the decision boundary selection in terms of both model score and uncertainty, prove that it is NP-hard, and present algorithms based on dynamic programming and isotonic regression. Evaluation of the proposed algorithms on three real-world datasets yield 25%-40% gain in recall at high precision bounds over the traditional approach of using model score alone, highlighting the benefits of leveraging uncertainty.

The goal of the change-point detection is to discover changes of time series distribution. One of the state of the art approaches of the change-point detection are based on direct density ratio estimation. In this work we show how existing algorithms can be generalized using various binary classification and regression models. In particular, we show that the Gradient Boosting over Decision Trees and Neural Networks can be used for this purpose. The algorithms are tested on several synthetic and real-world datasets. The results show that the proposed methods outperform classical RuLSIF algorithm. Discussion of cases where the proposed algorithms have advantages over existing methods are also provided.

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing the actual ground truth. While the original formulation assumes data exchangeability, some extensions handle non-exchangeable data, which is often the case in many real-world scenarios. In parallel, some progress has been made in conformal methods that provide statistical guarantees for a broader range of objectives, such as bounding the best F_1-score or minimizing the false negative rate in expectation. In this paper, we leverage and extend these two lines of work by proposing non-exchangeable conformal risk control, which allows controlling the expected value of any monotone loss function when the data is not exchangeable. Our framework is flexible, makes very few assumptions, and allows weighting the data based on its relevance for a given test example; a careful choice of weights may result on tighter bounds, making our framework useful in the presence of change points, time series, or other forms of distribution drift. Experiments with both synthetic and real world data show the usefulness of our method.

Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data because they need to be calibrated, sparse, use small integer coefficients, and obey application-specific operational constraints. In this paper, we present a new machine learning approach to learn risk scores. We formulate the risk score problem as a mixed integer nonlinear program, and present a cutting plane algorithm for non-convex settings to efficiently recover its optimal solution. We improve our algorithm with specialized techniques to generate feasible solutions, narrow the optimality gap, and reduce data-related computation. Our approach can fit risk scores in a way that scales linearly in the number of samples, provides a certificate of optimality, and obeys real-world constraints without parameter tuning or post-processing. We benchmark the performance benefits of this approach through an extensive set of numerical experiments, comparing to risk scores built using heuristic approaches. We also discuss its practical benefits through a real-world application where we build a customized risk score for ICU seizure prediction in collaboration with the Massachusetts General Hospital.

Efficient fine-tuning of large language models for task-specific applications is imperative, yet the vast number of parameters in these models makes their training increasingly challenging. Despite numerous proposals for effective methods, a substantial memory overhead remains for gradient computations during updates. Can we fine-tune a series of task-specific small models and transfer their knowledge directly to a much larger model without additional training? In this paper, we explore weak-to-strong specialization using logit arithmetic, facilitating a direct answer to this question. Existing weak-to-strong methods often employ a static knowledge transfer ratio and a single small model for transferring complex knowledge, which leads to suboptimal performance. % To address this, To surmount these limitations, we propose a dynamic logit fusion approach that works with a series of task-specific small models, each specialized in a different task. This method adaptively allocates weights among these models at each decoding step, learning the weights through Kullback-Leibler divergence constrained optimization problems. We conduct extensive experiments across various benchmarks in both single-task and multi-task settings, achieving leading results. By transferring expertise from the 7B model to the 13B model, our method closes the performance gap by 96.4\% in single-task scenarios and by 86.3\% in multi-task scenarios compared to full fine-tuning of the 13B model. Notably, we achieve surpassing performance on unseen tasks. Moreover, we further demonstrate that our method can effortlessly integrate in-context learning for single tasks and task arithmetic for multi-task scenarios. (Our implementation is available in https://github.com/Facico/Dynamic-Logit-Fusion.)

A Neural Process (NP) estimates a stochastic process implicitly defined with neural networks given a stream of data, rather than pre-specifying priors already known, such as Gaussian processes. An ideal NP would learn everything from data without any inductive biases, but in practice, we often restrict the class of stochastic processes for the ease of estimation. One such restriction is the use of a finite-dimensional latent variable accounting for the uncertainty in the functions drawn from NPs. Some recent works show that this can be improved with more "data-driven" source of uncertainty such as bootstrapping. In this work, we take a different approach based on the martingale posterior, a recently developed alternative to Bayesian inference. For the martingale posterior, instead of specifying prior-likelihood pairs, a predictive distribution for future data is specified. Under specific conditions on the predictive distribution, it can be shown that the uncertainty in the generated future data actually corresponds to the uncertainty of the implicitly defined Bayesian posteriors. Based on this result, instead of assuming any form of the latent variables, we equip a NP with a predictive distribution implicitly defined with neural networks and use the corresponding martingale posteriors as the source of uncertainty. The resulting model, which we name as Martingale Posterior Neural Process (MPNP), is demonstrated to outperform baselines on various tasks.

With the increase in availability of large pre-trained language models (LMs) in Natural Language Processing (NLP), it becomes critical to assess their fit for a specific target task a priori - as fine-tuning the entire space of available LMs is computationally prohibitive and unsustainable. However, encoder transferability estimation has received little to no attention in NLP. In this paper, we propose to generate quantitative evidence to predict which LM, out of a pool of models, will perform best on a target task without having to fine-tune all candidates. We provide a comprehensive study on LM ranking for 10 NLP tasks spanning the two fundamental problem types of classification and structured prediction. We adopt the state-of-the-art Logarithm of Maximum Evidence (LogME) measure from Computer Vision (CV) and find that it positively correlates with final LM performance in 94% of the setups. In the first study of its kind, we further compare transferability measures with the de facto standard of human practitioner ranking, finding that evidence from quantitative metrics is more robust than pure intuition and can help identify unexpected LM candidates.

Conformal prediction is a widely used method to quantify the uncertainty of a classifier under the assumption of exchangeability (e.g., IID data). We generalize conformal prediction to the Hidden Markov Model (HMM) framework where the assumption of exchangeability is not valid. The key idea of the proposed method is to partition the non-exchangeable Markovian data from the HMM into exchangeable blocks by exploiting the de Finetti's Theorem for Markov Chains discovered by Diaconis and Freedman (1980). The permutations of the exchangeable blocks are viewed as randomizations of the observed Markovian data from the HMM. The proposed method provably retains all desirable theoretical guarantees offered by the classical conformal prediction framework in both exchangeable and Markovian settings. In particular, while the lack of exchangeability introduced by Markovian samples constitutes a violation of a crucial assumption for classical conformal prediction, the proposed method views it as an advantage that can be exploited to improve the performance further. Detailed numerical and empirical results that complement the theoretical conclusions are provided to illustrate the practical feasibility of the proposed method.

We introduce a pattern mining framework that operates on semi-structured datasets and exploits the dichotomy between outcomes. Our approach takes advantage of constraint reasoning to find sequential patterns that occur frequently and exhibit desired properties. This allows the creation of novel pattern embeddings that are useful for knowledge extraction and predictive modeling. Finally, we present an application on customer intent prediction from digital clickstream data. Overall, we show that pattern embeddings play an integrator role between semi-structured data and machine learning models, improve the performance of the downstream task and retain interpretability.

In medical applications, deep learning methods are built to automate diagnostic tasks. However, a clinically relevant question that practitioners usually face, is how to predict the future trajectory of a disease (prognosis). Current methods for such a problem often require domain knowledge, and are complicated to apply. In this paper, we formulate the prognosis prediction problem as a one-to-many forecasting problem from multimodal data. Inspired by a clinical decision-making process with two agents -- a radiologist and a general practitioner, we model a prognosis prediction problem with two transformer-based components that share information between each other. The first block in this model aims to analyze the imaging data, and the second block leverages the internal representations of the first one as inputs, also fusing them with auxiliary patient data. We show the effectiveness of our method in predicting the development of structural knee osteoarthritis changes over time. Our results show that the proposed method outperforms the state-of-the-art baselines in terms of various performance metrics. In addition, we empirically show that the existence of the multi-agent transformers with depths of 2 is sufficient to achieve good performances. Our code is publicly available at https://github.com/MIPT-Oulu/CLIMAT.

Machine learning models, such as neural networks, decision trees, random forests, and gradient boosting machines, accept a feature vector, and provide a prediction. These models learn in a supervised fashion where we provide feature vectors mapped to the expected output. It is common practice to engineer new features from the provided feature set. Such engineered features will either augment or replace portions of the existing feature vector. These engineered features are essentially calculated fields based on the values of the other features. Engineering such features is primarily a manual, time-consuming task. Additionally, each type of model will respond differently to different kinds of engineered features. This paper reports empirical research to demonstrate what kinds of engineered features are best suited to various machine learning model types. We provide this recommendation by generating several datasets that we designed to benefit from a particular type of engineered feature. The experiment demonstrates to what degree the machine learning model can synthesize the needed feature on its own. If a model can synthesize a planned feature, it is not necessary to provide that feature. The research demonstrated that the studied models do indeed perform differently with various types of engineered features.

We present a state-of-the-art model for fine-grained probability estimation of propositions conditioned on context. Recent advances in large language models (LLMs) have significantly enhanced their reasoning capabilities, particularly on well-defined tasks with complete information. However, LLMs continue to struggle with making accurate and well-calibrated probabilistic predictions under uncertainty or partial information. While incorporating uncertainty into model predictions often boosts performance, obtaining reliable estimates of that uncertainty remains understudied. In particular, LLM probability estimates tend to be coarse and biased towards more frequent numbers. Through a combination of human and synthetic data creation and assessment, scaling to larger models, and better supervision, we propose a set of strong and precise probability estimation models. We conduct systematic evaluations across tasks that rely on conditional probability estimation and show that our approach consistently outperforms existing fine-tuned and prompting-based methods by a large margin.

We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted Likelihood Estimation (FLE), which conducts a sequence of Maximum Likelihood Estimation (MLE) and has the flexibility of integrating any state-of-the-art probabilistic generative models as long as it can be trained via MLE. FLE can be used for both finite-horizon and infinite-horizon discounted settings where rewards can be multi-dimensional vectors. Our theoretical results show that for both finite-horizon and infinite-horizon discounted settings, FLE can learn distributions that are close to the ground truth under total variation distance and Wasserstein distance, respectively. Our theoretical results hold under the conditions that the offline data covers the test policy's traces and that the supervised learning MLE procedures succeed. Experimentally, we demonstrate the performance of FLE with two generative models, Gaussian mixture models and diffusion models. For the multi-dimensional reward setting, FLE with diffusion models is capable of estimating the complicated distribution of the return of a test policy.

Accurate prediction of pedestrians' future motions is critical for intelligent driving systems. Developing models for this task requires rich datasets containing diverse sets of samples. However, the existing naturalistic trajectory prediction datasets are generally imbalanced in favor of simpler samples and lack challenging scenarios. Such a long-tail effect causes prediction models to underperform on the tail portion of the data distribution containing safety-critical scenarios. Previous methods tackle the long-tail problem using methods such as contrastive learning and class-conditioned hypernetworks. These approaches, however, are not modular and cannot be applied to many machine learning architectures. In this work, we propose a modular model-agnostic framework for trajectory prediction that leverages a specialized mixture of experts. In our approach, each expert is trained with a specialized skill with respect to a particular part of the data. To produce predictions, we utilise a router network that selects the best expert by generating relative confidence scores. We conduct experimentation on common pedestrian trajectory prediction datasets and show that besides achieving state-of-the-art performance, our method significantly performs better on long-tail scenarios. We further conduct ablation studies to highlight the contribution of different proposed components.

Financial analysis presents complex challenges that could leverage large language model (LLM) capabilities. However, the scarcity of challenging financial datasets, particularly for Japanese financial data, impedes academic innovation in financial analytics. As LLMs advance, this lack of accessible research resources increasingly hinders their development and evaluation in this specialized domain. To address this gap, we introduce EDINET-Bench, an open-source Japanese financial benchmark designed to evaluate the performance of LLMs on challenging financial tasks including accounting fraud detection, earnings forecasting, and industry prediction. EDINET-Bench is constructed by downloading annual reports from the past 10 years from Japan's Electronic Disclosure for Investors' NETwork (EDINET) and automatically assigning labels corresponding to each evaluation task. Our experiments reveal that even state-of-the-art LLMs struggle, performing only slightly better than logistic regression in binary classification for fraud detection and earnings forecasting. These results highlight significant challenges in applying LLMs to real-world financial applications and underscore the need for domain-specific adaptation. Our dataset, benchmark construction code, and evaluation code is publicly available to facilitate future research in finance with LLMs.

In light of recent work on scheduling with predicted job sizes, we consider the effect of the cost of predictions in queueing systems, removing the assumption in prior research that predictions are external to the system's resources and/or cost-free. In particular, we introduce a novel approach to utilizing predictions, SkipPredict, designed to address their inherent cost. Rather than uniformly applying predictions to all jobs, we propose a tailored approach that categorizes jobs based on their prediction requirements. To achieve this, we employ one-bit "cheap predictions" to classify jobs as either short or long. SkipPredict prioritizes predicted short jobs over long jobs, and for the latter, SkipPredict applies a second round of more detailed "expensive predictions" to approximate Shortest Remaining Processing Time for these jobs. Our analysis takes into account the cost of prediction. We examine the effect of this cost for two distinct models. In the external cost model, predictions are generated by some external method without impacting job service times but incur a cost. In the server time cost model, predictions themselves require server processing time, and are scheduled on the same server as the jobs.

Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty. Selective regression, also known as the "reject option," allows models to abstain from predictions in cases of considerable uncertainty. Initially proposed seven decades ago, approaches to selective regression have mostly focused on distribution-based proxies for measuring uncertainty, particularly conditional variance. However, this focus neglects the significant influence of model-specific biases on a model's performance. In this paper, we propose a novel approach to selective regression by leveraging conformal prediction, which provides grounded confidence measures for individual predictions based on model-specific biases. In addition, we propose a standardized evaluation framework to allow proper comparison of selective regression approaches. Via an extensive experimental approach, we demonstrate how our proposed approach, conformalized selective regression, demonstrates an advantage over multiple state-of-the-art baselines.

This research paper investigates the effectiveness of simple linear models versus complex machine learning techniques in breast cancer diagnosis, emphasizing the importance of interpretability and computational efficiency in the medical domain. We focus on Logistic Regression (LR), Decision Trees (DT), and Support Vector Machines (SVM) and optimize their performance using the UCI Machine Learning Repository dataset. Our findings demonstrate that the simpler linear model, LR, outperforms the more complex DT and SVM techniques, with a test score mean of 97.28%, a standard deviation of 1.62%, and a computation time of 35.56 ms. In comparison, DT achieved a test score mean of 93.73%, and SVM had a test score mean of 96.44%. The superior performance of LR can be attributed to its simplicity and interpretability, which provide a clear understanding of the relationship between input features and the outcome. This is particularly valuable in the medical domain, where interpretability is crucial for decision-making. Moreover, the computational efficiency of LR offers advantages in terms of scalability and real-world applicability. The results of this study highlight the power of simplicity in the context of breast cancer diagnosis and suggest that simpler linear models like LR can be more effective, interpretable, and computationally efficient than their complex counterparts, making them a more suitable choice for medical applications.

Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional average treatment effect or CATE. Our method focuses on an intermediate layer in a neural network trained to predict the outcome from the features. In contrast to previous approaches that encourage the distribution of representations to be treatment-invariant, we leverage a genetic algorithm that optimizes over representations useful for predicting the outcome to select those less useful for predicting the treatment. This allows us to retain information within the features useful for predicting outcome even if that information may be related to treatment assignment. We validate our method on synthetic examples and illustrate its use on a real life dataset.

We introduce NeuralProphet, a successor to Facebook Prophet, which set an industry standard for explainable, scalable, and user-friendly forecasting frameworks. With the proliferation of time series data, explainable forecasting remains a challenging task for business and operational decision making. Hybrid solutions are needed to bridge the gap between interpretable classical methods and scalable deep learning models. We view Prophet as a precursor to such a solution. However, Prophet lacks local context, which is essential for forecasting the near-term future and is challenging to extend due to its Stan backend. NeuralProphet is a hybrid forecasting framework based on PyTorch and trained with standard deep learning methods, making it easy for developers to extend the framework. Local context is introduced with auto-regression and covariate modules, which can be configured as classical linear regression or as Neural Networks. Otherwise, NeuralProphet retains the design philosophy of Prophet and provides the same basic model components. Our results demonstrate that NeuralProphet produces interpretable forecast components of equivalent or superior quality to Prophet on a set of generated time series. NeuralProphet outperforms Prophet on a diverse collection of real-world datasets. For short to medium-term forecasts, NeuralProphet improves forecast accuracy by 55 to 92 percent.

The traditional personality models only yield binary results. This paper presents a novel approach for training personality detection models that produce continuous output values, using mixed strategies. By leveraging the PANDORA dataset, which includes extensive personality labeling of Reddit comments, we developed models that predict the Big Five personality traits with high accuracy. Our approach involves fine-tuning a RoBERTa-base model with various strategies such as Multi-Layer Perceptron (MLP) integration, and hyperparameter tuning. The results demonstrate that our models significantly outperform traditional binary classification methods, offering precise continuous outputs for personality traits, thus enhancing applications in AI, psychology, human resources, marketing and health care fields.

Survival analysis is the problem of estimating probability distributions for future event times, which can be seen as a problem in uncertainty quantification. Although there are fundamental theories on strictly proper scoring rules for uncertainty quantification, little is known about those for survival analysis. In this paper, we investigate extensions of four major strictly proper scoring rules for survival analysis and we prove that these extensions are proper under certain conditions, which arise from the discretization of the estimation of probability distributions. We also compare the estimation performances of these extended scoring rules by using real datasets, and the extensions of the logarithmic score and the Brier score performed the best.

Online continual learning aims to continuously train neural networks from a continuous data stream with a single pass-through data. As the most effective approach, the rehearsal-based methods replay part of previous data. Commonly used predictors in existing methods tend to generate biased dot-product logits that prefer to the classes of current data, which is known as a bias issue and a phenomenon of forgetting. Many approaches have been proposed to overcome the forgetting problem by correcting the bias; however, they still need to be improved in online fashion. In this paper, we try to address the bias issue by a more straightforward and more efficient method. By decomposing the dot-product logits into an angle factor and a norm factor, we empirically find that the bias problem mainly occurs in the angle factor, which can be used to learn novel knowledge as cosine logits. On the contrary, the norm factor abandoned by existing methods helps remember historical knowledge. Based on this observation, we intuitively propose to leverage the norm factor to balance the new and old knowledge for addressing the bias. To this end, we develop a heuristic approach called unbias experience replay (UER). UER learns current samples only by the angle factor and further replays previous samples by both the norm and angle factors. Extensive experiments on three datasets show that UER achieves superior performance over various state-of-the-art methods. The code is in https://github.com/FelixHuiweiLin/UER.

In this paper, we propose LEURN: a neural network architecture that learns univariate decision rules. LEURN is a white-box algorithm that results into univariate trees and makes explainable decisions in every stage. In each layer, LEURN finds a set of univariate rules based on an embedding of the previously checked rules and their corresponding responses. Both rule finding and final decision mechanisms are weighted linear combinations of these embeddings, hence contribution of all rules are clearly formulated and explainable. LEURN can select features, extract feature importance, provide semantic similarity between a pair of samples, be used in a generative manner and can give a confidence score. Thanks to a smoothness parameter, LEURN can also controllably behave like decision trees or vanilla neural networks. Besides these advantages, LEURN achieves comparable performance to state-of-the-art methods across 30 tabular datasets for classification and regression problems.

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among multiple variables and adjusting the model's intrinsic hyperparameters. A still open gap in that literature is that statistical and ensemble learning approaches systematically present lower predictive performance than deep learning methods. They generally disregard the data sequence aspect entangled with multivariate data represented in more than one time series. Conversely, this work presents a novel neural network architecture for time-series forecasting that combines the power of graph evolution with deep recurrent learning on distinct data distributions; we named our method Recurrent Graph Evolution Neural Network (ReGENN). The idea is to infer multiple multivariate relationships between co-occurring time-series by assuming that the temporal data depends not only on inner variables and intra-temporal relationships (i.e., observations from itself) but also on outer variables and inter-temporal relationships (i.e., observations from other-selves). An extensive set of experiments was conducted comparing ReGENN with dozens of ensemble methods and classical statistical ones, showing sound improvement of up to 64.87% over the competing algorithms. Furthermore, we present an analysis of the intermediate weights arising from ReGENN, showing that by looking at inter and intra-temporal relationships simultaneously, time-series forecasting is majorly improved if paying attention to how multiple multivariate data synchronously evolve.

Machine learning models are often trained to predict the outcome resulting from a human decision. For example, if a doctor decides to test a patient for disease, will the patient test positive? A challenge is that historical decision-making determines whether the outcome is observed: we only observe test outcomes for patients doctors historically tested. Untested patients, for whom outcomes are unobserved, may differ from tested patients along observed and unobserved dimensions. We propose a Bayesian model class which captures this setting. The purpose of the model is to accurately estimate risk for both tested and untested patients. Estimating this model is challenging due to the wide range of possibilities for untested patients. To address this, we propose two domain constraints which are plausible in health settings: a prevalence constraint, where the overall disease prevalence is known, and an expertise constraint, where the human decision-maker deviates from purely risk-based decision-making only along a constrained feature set. We show theoretically and on synthetic data that domain constraints improve parameter inference. We apply our model to a case study of cancer risk prediction, showing that the model's inferred risk predicts cancer diagnoses, its inferred testing policy captures known public health policies, and it can identify suboptimalities in test allocation. Though our case study is in healthcare, our analysis reveals a general class of domain constraints which can improve model estimation in many settings.

Large language models (LLMs) that produce human-like responses have begun to revolutionize research practices in the social sciences. We develop a novel methodological framework that fine-tunes LLMs with repeated cross-sectional surveys to incorporate the meaning of survey questions, individual beliefs, and temporal contexts for opinion prediction. We introduce two new emerging applications of the AI-augmented survey: retrodiction (i.e., predict year-level missing responses) and unasked opinion prediction (i.e., predict entirely missing responses). Among 3,110 binarized opinions from 68,846 Americans in the General Social Survey from 1972 to 2021, our models based on Alpaca-7b excel in retrodiction (AUC = 0.86 for personal opinion prediction, rho = 0.98 for public opinion prediction). These remarkable prediction capabilities allow us to fill in missing trends with high confidence and pinpoint when public attitudes changed, such as the rising support for same-sex marriage. On the other hand, our fine-tuned Alpaca-7b models show modest success in unasked opinion prediction (AUC = 0.73, rho = 0.67). We discuss practical constraints and ethical concerns regarding individual autonomy and privacy when using LLMs for opinion prediction. Our study demonstrates that LLMs and surveys can mutually enhance each other's capabilities: LLMs can broaden survey potential, while surveys can improve the alignment of LLMs.

Recent work has shown that models trained to the same objective, and which achieve similar measures of accuracy on consistent test data, may nonetheless behave very differently on individual predictions. This inconsistency is undesirable in high-stakes contexts, such as medical diagnosis and finance. We show that this inconsistent behavior extends beyond predictions to feature attributions, which may likewise have negative implications for the intelligibility of a model, and one's ability to find recourse for subjects. We then introduce selective ensembles to mitigate such inconsistencies by applying hypothesis testing to the predictions of a set of models trained using randomly-selected starting conditions; importantly, selective ensembles can abstain in cases where a consistent outcome cannot be achieved up to a specified confidence level. We prove that that prediction disagreement between selective ensembles is bounded, and empirically demonstrate that selective ensembles achieve consistent predictions and feature attributions while maintaining low abstention rates. On several benchmark datasets, selective ensembles reach zero inconsistently predicted points, with abstention rates as low 1.5%.

We introduce TimeMCL, a method leveraging the Multiple Choice Learning (MCL) paradigm to forecast multiple plausible time series futures. Our approach employs a neural network with multiple heads and utilizes the Winner-Takes-All (WTA) loss to promote diversity among predictions. MCL has recently gained attention due to its simplicity and ability to address ill-posed and ambiguous tasks. We propose an adaptation of this framework for time-series forecasting, presenting it as an efficient method to predict diverse futures, which we relate to its implicit quantization objective. We provide insights into our approach using synthetic data and evaluate it on real-world time series, demonstrating its promising performance at a light computational cost.

Influence estimation analyzes how changes to the training data can lead to different model predictions; this analysis can help us better understand these predictions, the models making those predictions, and the data sets they're trained on. However, most influence-estimation techniques are designed for deep learning models with continuous parameters. Gradient-boosted decision trees (GBDTs) are a powerful and widely-used class of models; however, these models are black boxes with opaque decision-making processes. In the pursuit of better understanding GBDT predictions and generally improving these models, we adapt recent and popular influence-estimation methods designed for deep learning models to GBDTs. Specifically, we adapt representer-point methods and TracIn, denoting our new methods TREX and BoostIn, respectively; source code is available at https://github.com/jjbrophy47/tree_influence. We compare these methods to LeafInfluence and other baselines using 5 different evaluation measures on 22 real-world data sets with 4 popular GBDT implementations. These experiments give us a comprehensive overview of how different approaches to influence estimation work in GBDT models. We find BoostIn is an efficient influence-estimation method for GBDTs that performs equally well or better than existing work while being four orders of magnitude faster. Our evaluation also suggests the gold-standard approach of leave-one-out (LOO) retraining consistently identifies the single-most influential training example but performs poorly at finding the most influential set of training examples for a given target prediction.

There is a long history, as well as a recent explosion of interest, in statistical and generative modeling approaches based on score functions -- derivatives of the log-likelihood of a distribution. In seminal works, Hyv\"arinen proposed vanilla score matching as a way to learn distributions from data by computing an estimate of the score function of the underlying ground truth, and established connections between this method and established techniques like Contrastive Divergence and Pseudolikelihood estimation. It is by now well-known that vanilla score matching has significant difficulties learning multimodal distributions. Although there are various ways to overcome this difficulty, the following question has remained unanswered -- is there a natural way to sample multimodal distributions using just the vanilla score? Inspired by a long line of related experimental works, we prove that the Langevin diffusion with early stopping, initialized at the empirical distribution, and run on a score function estimated from data successfully generates natural multimodal distributions (mixtures of log-concave distributions).

There has been considerable recent interest in scoring properties on the basis of eviction risk. The success of methods for eviction prediction is typically evaluated using different measures of predictive accuracy. However, the underlying goal of such prediction is to direct appropriate assistance to households that may be at greater risk so they remain stably housed. Thus, we must ask the question of how useful such predictions are in targeting outreach efforts - informing action. In this paper, we investigate this question using a novel dataset that matches information on properties, evictions, and owners. We perform an eviction prediction task to produce risk scores and then use these risk scores to plan targeted outreach policies. We show that the risk scores are, in fact, useful, enabling a theoretical team of caseworkers to reach more eviction-prone properties in the same amount of time, compared to outreach policies that are either neighborhood-based or focus on buildings with a recent history of evictions. We also discuss the importance of neighborhood and ownership features in both risk prediction and targeted outreach.

We introduce AutoGluon-TimeSeries - an open-source AutoML library for probabilistic time series forecasting. Focused on ease of use and robustness, AutoGluon-TimeSeries enables users to generate accurate point and quantile forecasts with just 3 lines of Python code. Built on the design philosophy of AutoGluon, AutoGluon-TimeSeries leverages ensembles of diverse forecasting models to deliver high accuracy within a short training time. AutoGluon-TimeSeries combines both conventional statistical models, machine-learning based forecasting approaches, and ensembling techniques. In our evaluation on 29 benchmark datasets, AutoGluon-TimeSeries demonstrates strong empirical performance, outperforming a range of forecasting methods in terms of both point and quantile forecast accuracy, and often even improving upon the best-in-hindsight combination of prior methods.

We introduce a boosting algorithm to pre-process data for fairness. Starting from an initial fair but inaccurate distribution, our approach shifts towards better data fitting while still ensuring a minimal fairness guarantee. To do so, it learns the sufficient statistics of an exponential family with boosting-compliant convergence. Importantly, we are able to theoretically prove that the learned distribution will have a representation rate and statistical rate data fairness guarantee. Unlike recent optimization based pre-processing methods, our approach can be easily adapted for continuous domain features. Furthermore, when the weak learners are specified to be decision trees, the sufficient statistics of the learned distribution can be examined to provide clues on sources of (un)fairness. Empirical results are present to display the quality of result on real-world data.

Forecasts of future events are essential inputs into informed decision-making. Machine learning (ML) systems have the potential to deliver forecasts at scale, but there is no framework for evaluating the accuracy of ML systems on a standardized set of forecasting questions. To address this gap, we introduce ForecastBench: a dynamic benchmark that evaluates the accuracy of ML systems on an automatically generated and regularly updated set of 1,000 forecasting questions. To avoid any possibility of data leakage, ForecastBench is comprised solely of questions about future events that have no known answer at the time of submission. We quantify the capabilities of current ML systems by collecting forecasts from expert (human) forecasters, the general public, and LLMs on a random subset of questions from the benchmark (N=200). While LLMs have achieved super-human performance on many benchmarks, they perform less well here: expert forecasters outperform the top-performing LLM (p-value <0.001). We display system and human scores in a public leaderboard at www.forecastbench.org.

In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be constructed from given data. In contrast, some studies, including this paper, used the trees to represent stochastic data observation processes behind given data. Moreover, they derived the statistically optimal prediction, which is robust against overfitting, based on the Bayesian decision theory by assuming a prior distribution for the trees. However, these studies still have a problem in computing this Bayes optimal prediction because it involves an infeasible summation for all division patterns of a feature space, which is represented by the trees and some parameters. In particular, an open problem is a summation with respect to combinations of division axes, i.e., the assignment of features to inner nodes of the tree. We solve this by a Markov chain Monte Carlo method, whose step size is adaptively tuned according to a posterior distribution for the trees.

Over the past decade, machine learning has revolutionized computers' ability to analyze text through flexible computational models. Due to their structural similarity to written language, transformer-based architectures have also shown promise as tools to make sense of a range of multi-variate sequences from protein-structures, music, electronic health records to weather-forecasts. We can also represent human lives in a way that shares this structural similarity to language. From one perspective, lives are simply sequences of events: People are born, visit the pediatrician, start school, move to a new location, get married, and so on. Here, we exploit this similarity to adapt innovations from natural language processing to examine the evolution and predictability of human lives based on detailed event sequences. We do this by drawing on arguably the most comprehensive registry data in existence, available for an entire nation of more than six million individuals across decades. Our data include information about life-events related to health, education, occupation, income, address, and working hours, recorded with day-to-day resolution. We create embeddings of life-events in a single vector space showing that this embedding space is robust and highly structured. Our models allow us to predict diverse outcomes ranging from early mortality to personality nuances, outperforming state-of-the-art models by a wide margin. Using methods for interpreting deep learning models, we probe the algorithm to understand the factors that enable our predictions. Our framework allows researchers to identify new potential mechanisms that impact life outcomes and associated possibilities for personalized interventions.

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the largest empirical study to date to assess the probabilistic calibration of neural networks. We also analyze the performance of recalibration, conformal, and regularization methods to enhance probabilistic calibration. Additionally, we introduce novel differentiable recalibration and regularization methods, uncovering new insights into their effectiveness. Our findings reveal that regularization methods offer a favorable tradeoff between calibration and sharpness. Post-hoc methods exhibit superior probabilistic calibration, which we attribute to the finite-sample coverage guarantee of conformal prediction. Furthermore, we demonstrate that quantile recalibration can be considered as a specific case of conformal prediction. Our study is fully reproducible and implemented in a common code base for fair comparisons.

In this paper, we introduce TimeGPT, the first foundation model for time series, capable of generating accurate predictions for diverse datasets not seen during training. We evaluate our pre-trained model against established statistical, machine learning, and deep learning methods, demonstrating that TimeGPT zero-shot inference excels in performance, efficiency, and simplicity. Our study provides compelling evidence that insights from other domains of artificial intelligence can be effectively applied to time series analysis. We conclude that large-scale time series models offer an exciting opportunity to democratize access to precise predictions and reduce uncertainty by leveraging the capabilities of contemporary advancements in deep learning.

We introduce a novel class of sample-based explanations we term high-dimensional representers, that can be used to explain the predictions of a regularized high-dimensional model in terms of importance weights for each of the training samples. Our workhorse is a novel representer theorem for general regularized high-dimensional models, which decomposes the model prediction in terms of contributions from each of the training samples: with positive (negative) values corresponding to positive (negative) impact training samples to the model's prediction. We derive consequences for the canonical instances of ell_1 regularized sparse models, and nuclear norm regularized low-rank models. As a case study, we further investigate the application of low-rank models in the context of collaborative filtering, where we instantiate high-dimensional representers for specific popular classes of models. Finally, we study the empirical performance of our proposed methods on three real-world binary classification datasets and two recommender system datasets. We also showcase the utility of high-dimensional representers in explaining model recommendations.

Since large language models have approached human-level performance on many tasks, it has become increasingly harder for researchers to find tasks that are still challenging to the models. Failure cases usually come from the long-tail distribution - data that an oracle language model could assign a probability on the lower end of its distribution. Current methodology such as prompt engineering or crowdsourcing are insufficient for creating long-tail examples because humans are constrained by cognitive bias. We propose a Logic-Induced-Knowledge-Search (LINK) framework for systematically generating long-tail knowledge statements. Grounded by a symbolic rule, we search for long-tail values for each variable of the rule by first prompting a LLM, then verifying the correctness of the values with a critic, and lastly pushing for the long-tail distribution with a reranker. With this framework we construct a dataset, Logic-Induced-Long-Tail (LINT), consisting of 200 symbolic rules and 50K knowledge statements spanning across four domains. Human annotations find that 84% of the statements in LINT are factually correct. In contrast, ChatGPT and GPT4 struggle with directly generating long-tail statements under the guidance of logic rules, each only getting 56% and 78% of their statements correct. Moreover, their "long-tail" generations in fact fall into the higher likelihood range, and thus are not really long-tail. Our findings suggest that LINK is effective for generating data in the long-tail distribution while enforcing quality. LINT can be useful for systematically evaluating LLMs' capabilities in the long-tail distribution. We challenge the models with a simple entailment classification task using samples from LINT. We find that ChatGPT and GPT4's capability in identifying incorrect knowledge drop by ~3% in the long-tail distribution compared to head distribution.

We study whether language models can evaluate the validity of their own claims and predict which questions they will be able to answer correctly. We first show that larger models are well-calibrated on diverse multiple choice and true/false questions when they are provided in the right format. Thus we can approach self-evaluation on open-ended sampling tasks by asking models to first propose answers, and then to evaluate the probability "P(True)" that their answers are correct. We find encouraging performance, calibration, and scaling for P(True) on a diverse array of tasks. Performance at self-evaluation further improves when we allow models to consider many of their own samples before predicting the validity of one specific possibility. Next, we investigate whether models can be trained to predict "P(IK)", the probability that "I know" the answer to a question, without reference to any particular proposed answer. Models perform well at predicting P(IK) and partially generalize across tasks, though they struggle with calibration of P(IK) on new tasks. The predicted P(IK) probabilities also increase appropriately in the presence of relevant source materials in the context, and in the presence of hints towards the solution of mathematical word problems. We hope these observations lay the groundwork for training more honest models, and for investigating how honesty generalizes to cases where models are trained on objectives other than the imitation of human writing.

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can accurately predict the movement of stock prices, there are seminal work in the literature that have clearly demonstrated that the seemingly random movement patterns in the time series of a stock price can be predicted with a high level of accuracy. Design of such predictive models requires choice of appropriate variables, right transformation methods of the variables, and tuning of the parameters of the models. In this work, we present a very robust and accurate framework of stock price prediction that consists of an agglomeration of statistical, machine learning and deep learning models. We use the daily stock price data, collected at five minutes interval of time, of a very well known company that is listed in the National Stock Exchange (NSE) of India. The granular data is aggregated into three slots in a day, and the aggregated data is used for building and training the forecasting models. We contend that the agglomerative approach of model building that uses a combination of statistical, machine learning, and deep learning approaches, can very effectively learn from the volatile and random movement patterns in a stock price data. We build eight classification and eight regression models based on statistical and machine learning approaches. In addition to these models, a deep learning regression model using a long-and-short-term memory (LSTM) network is also built. Extensive results have been presented on the performance of these models, and the results are critically analyzed.

In this study, we approached the Hit Song Prediction problem, which aims to predict which songs will become Billboard hits. We gathered a dataset of nearly 18500 hit and non-hit songs and extracted their audio features using the Spotify Web API. We test four machine-learning models on our dataset. We were able to predict the Billboard success of a song with approximately 86\% accuracy. The most succesful algorithms were Random Forest and Support Vector Machine.

Financial market predictions utilize historical data to anticipate future stock prices and market trends. Traditionally, these predictions have focused on the statistical analysis of quantitative factors, such as stock prices, trading volumes, inflation rates, and changes in industrial production. Recent advancements in large language models motivate the integrated financial analysis of both sentiment data, particularly market news, and numerical factors. Nonetheless, this methodology frequently encounters constraints due to the paucity of extensive datasets that amalgamate both quantitative and qualitative sentiment analyses. To address this challenge, we introduce a large-scale financial dataset, namely, Financial News and Stock Price Integration Dataset (FNSPID). It comprises 29.7 million stock prices and 15.7 million time-aligned financial news records for 4,775 S&P500 companies, covering the period from 1999 to 2023, sourced from 4 stock market news websites. We demonstrate that FNSPID excels existing stock market datasets in scale and diversity while uniquely incorporating sentiment information. Through financial analysis experiments on FNSPID, we propose: (1) the dataset's size and quality significantly boost market prediction accuracy; (2) adding sentiment scores modestly enhances performance on the transformer-based model; (3) a reproducible procedure that can update the dataset. Completed work, code, documentation, and examples are available at github.com/Zdong104/FNSPID. FNSPID offers unprecedented opportunities for the financial research community to advance predictive modeling and analysis.

The 100 MW cryogenic liquid oxygen/hydrogen multi-injector combustor BKD operated by the DLR Institute of Space Propulsion is a research platform that allows the study of thermoacoustic instabilities under realistic conditions, representative of small upper stage rocket engines. We use data from BKD experimental campaigns in which the static chamber pressure and fuel-oxidizer ratio are varied such that the first tangential mode of the combustor is excited under some conditions. We train an autoregressive Bayesian neural network model to forecast the amplitude of the dynamic pressure time series, inputting multiple sensor measurements (injector pressure/ temperature measurements, static chamber pressure, high-frequency dynamic pressure measurements, high-frequency OH* chemiluminescence measurements) and future flow rate control signals. The Bayesian nature of our algorithms allows us to work with a dataset whose size is restricted by the expense of each experimental run, without making overconfident extrapolations. We find that the networks are able to accurately forecast the evolution of the pressure amplitude and anticipate instability events on unseen experimental runs 500 milliseconds in advance. We compare the predictive accuracy of multiple models using different combinations of sensor inputs. We find that the high-frequency dynamic pressure signal is particularly informative. We also use the technique of integrated gradients to interpret the influence of different sensor inputs on the model prediction. The negative log-likelihood of data points in the test dataset indicates that predictive uncertainties are well-characterized by our Bayesian model and simulating a sensor failure event results as expected in a dramatic increase in the epistemic component of the uncertainty.

The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart stock-picking requires in-depth research and plenty of dedication. Predicting this stock value offers enormous arbitrage profit opportunities. This attractiveness of finding a solution has prompted researchers to find a way past problems like volatility, seasonality, and dependence on time. This paper surveys recent literature in the domain of natural language processing and machine learning techniques used to predict stock market movements. The main contributions of this paper include the sophisticated categorizations of many recent articles and the illustration of the recent trends of research in stock market prediction and its related areas.

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific forecasting or imputation tasks. In this work, we explore the potential of task-agnostic, unconditional diffusion models for several time series applications. We propose TSDiff, an unconditionally trained diffusion model for time series. Our proposed self-guidance mechanism enables conditioning TSDiff for downstream tasks during inference, without requiring auxiliary networks or altering the training procedure. We demonstrate the effectiveness of our method on three different time series tasks: forecasting, refinement, and synthetic data generation. First, we show that TSDiff is competitive with several task-specific conditional forecasting methods (predict). Second, we leverage the learned implicit probability density of TSDiff to iteratively refine the predictions of base forecasters with reduced computational overhead over reverse diffusion (refine). Notably, the generative performance of the model remains intact -- downstream forecasters trained on synthetic samples from TSDiff outperform forecasters that are trained on samples from other state-of-the-art generative time series models, occasionally even outperforming models trained on real data (synthesize).

Machine learning models routinely automate decisions in applications like lending and hiring. In such settings, consumer protection rules require companies that deploy models to explain predictions to decision subjects. These rules are motivated, in part, by the belief that explanations can promote recourse by revealing information that individuals can use to contest or improve their outcomes. In practice, many companies comply with these rules by providing individuals with a list of the most important features for their prediction, which they identify based on feature importance scores from feature attribution methods such as SHAP or LIME. In this work, we show how these practices can undermine consumers by highlighting features that would not lead to an improved outcome and by explaining predictions that cannot be changed. We propose to address these issues by highlighting features based on their responsiveness score -- i.e., the probability that an individual can attain a target prediction by changing a specific feature. We develop efficient methods to compute responsiveness scores for any model and any dataset. We conduct an extensive empirical study on the responsiveness of explanations in lending. Our results show that standard practices in consumer finance can backfire by presenting consumers with reasons without recourse, and demonstrate how our approach improves consumer protection by highlighting responsive features and identifying fixed predictions.

We introduce a novel machine learning model for credit risk by combining tree-boosting with a latent spatio-temporal Gaussian process model accounting for frailty correlation. This allows for modeling non-linearities and interactions among predictor variables in a flexible data-driven manner and for accounting for spatio-temporal variation that is not explained by observable predictor variables. We also show how estimation and prediction can be done in a computationally efficient manner. In an application to a large U.S. mortgage credit risk data set, we find that both predictive default probabilities for individual loans and predictive loan portfolio loss distributions obtained with our novel approach are more accurate compared to conventional independent linear hazard models and also linear spatio-temporal models. Using interpretability tools for machine learning models, we find that the likely reasons for this outperformance are strong interaction and non-linear effects in the predictor variables and the presence of large spatio-temporal frailty effects.

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple hypothesis testing. However, there is a fundamental disconnect between the theoretical results and the practice of data analysis: the theory of statistical inference assumes a fixed collection of hypotheses to be tested, or learning algorithms to be applied, selected non-adaptively before the data are gathered, whereas in practice data is shared and reused with hypotheses and new analyses being generated on the basis of data exploration and the outcomes of previous analyses. In this work we initiate a principled study of how to guarantee the validity of statistical inference in adaptive data analysis. As an instance of this problem, we propose and investigate the question of estimating the expectations of m adaptively chosen functions on an unknown distribution given n random samples. We show that, surprisingly, there is a way to estimate an exponential in n number of expectations accurately even if the functions are chosen adaptively. This gives an exponential improvement over standard empirical estimators that are limited to a linear number of estimates. Our result follows from a general technique that counter-intuitively involves actively perturbing and coordinating the estimates, using techniques developed for privacy preservation. We give additional applications of this technique to our question.

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast stock prices accurately, many researchers believe otherwise. There exist propositions in the literature that have demonstrated that if properly designed and optimized, predictive models can very accurately and reliably predict future values of stock prices. This paper presents a suite of deep learning based models for stock price prediction. We use the historical records of the NIFTY 50 index listed in the National Stock Exchange of India, during the period from December 29, 2008 to July 31, 2020, for training and testing the models. Our proposition includes two regression models built on convolutional neural networks and three long and short term memory network based predictive models. To forecast the open values of the NIFTY 50 index records, we adopted a multi step prediction technique with walk forward validation. In this approach, the open values of the NIFTY 50 index are predicted on a time horizon of one week, and once a week is over, the actual index values are included in the training set before the model is trained again, and the forecasts for the next week are made. We present detailed results on the forecasting accuracies for all our proposed models. The results show that while all the models are very accurate in forecasting the NIFTY 50 open values, the univariate encoder decoder convolutional LSTM with the previous two weeks data as the input is the most accurate model. On the other hand, a univariate CNN model with previous one week data as the input is found to be the fastest model in terms of its execution speed.

In this paper we present the RuSentRel corpus including analytical texts in the sphere of international relations. For each document we annotated sentiments from the author to mentioned named entities, and sentiments of relations between mentioned entities. In the current experiments, we considered the problem of extracting sentiment relations between entities for the whole documents as a three-class machine learning task. We experimented with conventional machine-learning methods (Naive Bayes, SVM, Random Forest).

Checklists are simple decision aids that are often used to promote safety and reliability in clinical applications. In this paper, we present a method to learn checklists for clinical decision support. We represent predictive checklists as discrete linear classifiers with binary features and unit weights. We then learn globally optimal predictive checklists from data by solving an integer programming problem. Our method allows users to customize checklists to obey complex constraints, including constraints to enforce group fairness and to binarize real-valued features at training time. In addition, it pairs models with an optimality gap that can inform model development and determine the feasibility of learning sufficiently accurate checklists on a given dataset. We pair our method with specialized techniques that speed up its ability to train a predictive checklist that performs well and has a small optimality gap. We benchmark the performance of our method on seven clinical classification problems, and demonstrate its practical benefits by training a short-form checklist for PTSD screening. Our results show that our method can fit simple predictive checklists that perform well and that can easily be customized to obey a rich class of custom constraints.

Hierarchical classification offers an approach to incorporate the concept of mistake severity by leveraging a structured, labeled hierarchy. However, decoding in such settings frequently relies on heuristic decision rules, which may not align with task-specific evaluation metrics. In this work, we propose a framework for the optimal decoding of an output probability distribution with respect to a target metric. We derive optimal decision rules for increasingly complex prediction settings, providing universal algorithms when candidates are limited to the set of nodes. In the most general case of predicting a subset of nodes, we focus on rules dedicated to the hierarchical hF_{beta} scores, tailored to hierarchical settings. To demonstrate the practical utility of our approach, we conduct extensive empirical evaluations, showcasing the superiority of our proposed optimal strategies, particularly in underdetermined scenarios. These results highlight the potential of our methods to enhance the performance and reliability of hierarchical classifiers in real-world applications. The code is available at https://github.com/RomanPlaud/hierarchical_decision_rules

We develop a rigorous mathematical analysis of zero-shot learning with attributes. In this setting, the goal is to label novel classes with no training data, only detectors for attributes and a description of how those attributes are correlated with the target classes, called the class-attribute matrix. We develop the first non-trivial lower bound on the worst-case error of the best map from attributes to classes for this setting, even with perfect attribute detectors. The lower bound characterizes the theoretical intrinsic difficulty of the zero-shot problem based on the available information -- the class-attribute matrix -- and the bound is practically computable from it. Our lower bound is tight, as we show that we can always find a randomized map from attributes to classes whose expected error is upper bounded by the value of the lower bound. We show that our analysis can be predictive of how standard zero-shot methods behave in practice, including which classes will likely be confused with others.

Quantitative tools are increasingly appealing for decision support in healthcare, driven by the growing capabilities of advanced AI systems. However, understanding the predictive uncertainties surrounding a tool's output is crucial for decision-makers to ensure reliable and transparent decisions. In this paper, we present a case study on pulmonary nodule detection for lung cancer screening, enhancing an advanced detection model with an uncertainty quantification technique called conformal risk control (CRC). We demonstrate that prediction sets with conformal guarantees are attractive measures of predictive uncertainty in the safety-critical healthcare domain, allowing end-users to achieve arbitrary validity by trading off false positives and providing formal statistical guarantees on model performance. Among ground-truth nodules annotated by at least three radiologists, our model achieves a sensitivity that is competitive with that generally achieved by individual radiologists, with a slight increase in false positives. Furthermore, we illustrate the risks of using off-the-shelve prediction models when faced with ontological uncertainty, such as when radiologists disagree on what constitutes the ground truth on pulmonary nodules.

The impact of person-job fit on job satisfaction and performance is widely acknowledged, which highlights the importance of providing workers with next steps at the right time in their career. This task of predicting the next step in a career is known as career path prediction, and has diverse applications such as turnover prevention and internal job mobility. Existing methods to career path prediction rely on large amounts of private career history data to model the interactions between job titles and companies. We propose leveraging the unexplored textual descriptions that are part of work experience sections in resumes. We introduce a structured dataset of 2,164 anonymized career histories, annotated with ESCO occupation labels. Based on this dataset, we present a novel representation learning approach, CareerBERT, specifically designed for work history data. We develop a skill-based model and a text-based model for career path prediction, which achieve 35.24% and 39.61% recall@10 respectively on our dataset. Finally, we show that both approaches are complementary as a hybrid approach achieves the strongest result with 43.01% recall@10.

Self-training is a well-known approach for semi-supervised learning. It consists of iteratively assigning pseudo-labels to unlabeled data for which the model is confident and treating them as labeled examples. For neural networks, softmax prediction probabilities are often used as a confidence measure, although they are known to be overconfident, even for wrong predictions. This phenomenon is particularly intensified in the presence of sample selection bias, i.e., when data labeling is subject to some constraint. To address this issue, we propose a novel confidence measure, called T-similarity, built upon the prediction diversity of an ensemble of linear classifiers. We provide the theoretical analysis of our approach by studying stationary points and describing the relationship between the diversity of the individual members and their performance. We empirically demonstrate the benefit of our confidence measure for three different pseudo-labeling policies on classification datasets of various data modalities. The code is available at https://github.com/ambroiseodt/tsim.

Human forecasting accuracy in practice relies on the 'wisdom of the crowd' effect, in which predictions about future events are significantly improved by aggregating across a crowd of individual forecasters. Past work on the forecasting ability of large language models (LLMs) suggests that frontier LLMs, as individual forecasters, underperform compared to the gold standard of a human crowd forecasting tournament aggregate. In Study 1, we expand this research by using an LLM ensemble approach consisting of a crowd of twelve LLMs. We compare the aggregated LLM predictions on 31 binary questions to that of a crowd of 925 human forecasters from a three-month forecasting tournament. Our main analysis shows that the LLM crowd outperforms a simple no-information benchmark and is statistically equivalent to the human crowd. We also observe an acquiescence effect, with mean model predictions being significantly above 50%, despite an almost even split of positive and negative resolutions. Moreover, in Study 2, we test whether LLM predictions (of GPT-4 and Claude 2) can be improved by drawing on human cognitive output. We find that both models' forecasting accuracy benefits from exposure to the median human prediction as information, improving accuracy by between 17% and 28%: though this leads to less accurate predictions than simply averaging human and machine forecasts. Our results suggest that LLMs can achieve forecasting accuracy rivaling that of human crowd forecasting tournaments: via the simple, practically applicable method of forecast aggregation. This replicates the 'wisdom of the crowd' effect for LLMs, and opens up their use for a variety applications throughout society.

Language models have recently been shown capable of performing regression tasks wherein numeric predictions are represented as decoded strings. In this work, we provide theoretical grounds for this capability and furthermore investigate the utility of causal auto-regressive sequence models when they are applied to any feature representation. We find that, despite being trained in the usual way - for next-token prediction via cross-entropy loss - decoding-based regression is as performant as traditional approaches for tabular regression tasks, while being flexible enough to capture arbitrary distributions, such as in the task of density estimation.

Databases of electronic health records (EHRs) are increasingly used to inform clinical decisions. Machine learning methods can find patterns in EHRs that are predictive of future adverse outcomes. However, statistical models may be built upon patterns of health-seeking behavior that vary across patient subpopulations, leading to poor predictive performance when training on one patient population and predicting on another. This note proposes two tests to better measure and understand model generalization. We use these tests to compare models derived from two data sources: (i) historical medical records, and (ii) electrocardiogram (EKG) waveforms. In a predictive task, we show that EKG-based models can be more stable than EHR-based models across different patient populations.

In this paper, we describe our participation in the subtask 1 of CASE-2022, Event Causality Identification with Casual News Corpus. We address the Causal Relation Identification (CRI) task by exploiting a set of simple yet complementary techniques for fine-tuning language models (LMs) on a small number of annotated examples (i.e., a few-shot configuration). We follow a prompt-based prediction approach for fine-tuning LMs in which the CRI task is treated as a masked language modeling problem (MLM). This approach allows LMs natively pre-trained on MLM problems to directly generate textual responses to CRI-specific prompts. We compare the performance of this method against ensemble techniques trained on the entire dataset. Our best-performing submission was fine-tuned with only 256 instances per class, 15.7% of the all available data, and yet obtained the second-best precision (0.82), third-best accuracy (0.82), and an F1-score (0.85) very close to what was reported by the winner team (0.86).

In anomaly segmentation for complex driving scenes, state-of-the-art approaches utilize anomaly scoring functions to calculate anomaly scores. For these functions, accurately predicting the logits of inlier classes for each pixel is crucial for precisely inferring the anomaly score. However, in real-world driving scenarios, the diversity of scenes often results in distorted manifolds of pixel embeddings in the space. This effect is not conducive to directly using the pixel embeddings for the logit prediction during inference, a concern overlooked by existing methods. To address this problem, we propose a novel method called Random Walk on Pixel Manifolds (RWPM). RWPM utilizes random walks to reveal the intrinsic relationships among pixels to refine the pixel embeddings. The refined pixel embeddings alleviate the distortion of manifolds, improving the accuracy of anomaly scores. Our extensive experiments show that RWPM consistently improve the performance of the existing anomaly segmentation methods and achieve the best results. Code is available at: https://github.com/ZelongZeng/RWPM.

This paper studies the prediction of a target z from a pair of random variables (x,y), where the ground-truth predictor is additive E[z mid x,y] = f_star(x) +g_{star}(y). We study the performance of empirical risk minimization (ERM) over functions f+g, f in F and g in G, fit on a given training distribution, but evaluated on a test distribution which exhibits covariate shift. We show that, when the class F is "simpler" than G (measured, e.g., in terms of its metric entropy), our predictor is more resilient to heterogenous covariate shifts in which the shift in x is much greater than that in y. These results rely on a novel H\"older style inequality for the Dudley integral which may be of independent interest. Moreover, we corroborate our theoretical findings with experiments demonstrating improved resilience to shifts in "simpler" features across numerous domains.

We employ random matrix theory to establish consistency of generalized cross validation (GCV) for estimating prediction risks of sketched ridge regression ensembles, enabling efficient and consistent tuning of regularization and sketching parameters. Our results hold for a broad class of asymptotically free sketches under very mild data assumptions. For squared prediction risk, we provide a decomposition into an unsketched equivalent implicit ridge bias and a sketching-based variance, and prove that the risk can be globally optimized by only tuning sketch size in infinite ensembles. For general subquadratic prediction risk functionals, we extend GCV to construct consistent risk estimators, and thereby obtain distributional convergence of the GCV-corrected predictions in Wasserstein-2 metric. This in particular allows construction of prediction intervals with asymptotically correct coverage conditional on the training data. We also propose an "ensemble trick" whereby the risk for unsketched ridge regression can be efficiently estimated via GCV using small sketched ridge ensembles. We empirically validate our theoretical results using both synthetic and real large-scale datasets with practical sketches including CountSketch and subsampled randomized discrete cosine transforms.

Prior-data fitted networks (PFNs) were recently proposed as a new paradigm for machine learning. Instead of training the network to an observed training set, a fixed model is pre-trained offline on small, simulated training sets from a variety of tasks. The pre-trained model is then used to infer class probabilities in-context on fresh training sets with arbitrary size and distribution. Empirically, PFNs achieve state-of-the-art performance on tasks with similar size to the ones used in pre-training. Surprisingly, their accuracy further improves when passed larger data sets during inference. This article establishes a theoretical foundation for PFNs and illuminates the statistical mechanisms governing their behavior. While PFNs are motivated by Bayesian ideas, a purely frequentistic interpretation of PFNs as pre-tuned, but untrained predictors explains their behavior. A predictor's variance vanishes if its sensitivity to individual training samples does and the bias vanishes only if it is appropriately localized around the test feature. The transformer architecture used in current PFN implementations ensures only the former. These findings shall prove useful for designing architectures with favorable empirical behavior.

Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a system for constructing an optimum portfolio of stocks based on the forecasted future stock prices. We present a deep learning-based regression model built on a long-and-short-term memory network (LSTM) network that automatically scraps the web and extracts historical stock prices based on a stock's ticker name for a specified pair of start and end dates, and forecasts the future stock prices. We deploy the model on 75 significant stocks chosen from 15 critical sectors of the Indian stock market. For each of the stocks, the model is evaluated for its forecast accuracy. Moreover, the predicted values of the stock prices are used as the basis for investment decisions, and the returns on the investments are computed. Extensive results are presented on the performance of the model. The analysis of the results demonstrates the efficacy and effectiveness of the system and enables us to compare the profitability of the sectors from the point of view of the investors in the stock market.

Lack of available resources such as text corpora for low-resource languages seriously hinders research on natural language processing and computational linguistics. This paper presents AlbMoRe, a corpus of 800 sentiment annotated movie reviews in Albanian. Each text is labeled as positive or negative and can be used for sentiment analysis research. Preliminary results based on traditional machine learning classifiers trained with the AlbMoRe samples are also reported. They can serve as comparison baselines for future research experiments.

This work demonstrates that Legal Judgement Prediction systems without expert-informed adjustments can be vulnerable to shallow, distracting surface signals that arise from corpus construction, case distribution, and confounding factors. To mitigate this, we use domain expertise to strategically identify statistically predictive but legally irrelevant information. We adopt adversarial training to prevent the system from relying on it. We evaluate our deconfounded models by employing interpretability techniques and comparing to expert annotations. Quantitative experiments and qualitative analysis show that our deconfounded model consistently aligns better with expert rationales than baselines trained for prediction only. We further contribute a set of reference expert annotations to the validation and testing partitions of an existing benchmark dataset of European Court of Human Rights cases.

Despite their remarkable effectiveness and broad application, the drivers of success underlying ensembles of trees are still not fully understood. In this paper, we highlight how interpreting tree ensembles as adaptive and self-regularizing smoothers can provide new intuition and deeper insight to this topic. We use this perspective to show that, when studied as smoothers, randomized tree ensembles not only make predictions that are quantifiably more smooth than the predictions of the individual trees they consist of, but also further regulate their smoothness at test-time based on the dissimilarity between testing and training inputs. First, we use this insight to revisit, refine and reconcile two recent explanations of forest success by providing a new way of quantifying the conjectured behaviors of tree ensembles objectively by measuring the effective degree of smoothing they imply. Then, we move beyond existing explanations for the mechanisms by which tree ensembles improve upon individual trees and challenge the popular wisdom that the superior performance of forests should be understood as a consequence of variance reduction alone. We argue that the current high-level dichotomy into bias- and variance-reduction prevalent in statistics is insufficient to understand tree ensembles -- because the prevailing definition of bias does not capture differences in the expressivity of the hypothesis classes formed by trees and forests. Instead, we show that forests can improve upon trees by three distinct mechanisms that are usually implicitly entangled. In particular, we demonstrate that the smoothing effect of ensembling can reduce variance in predictions due to noise in outcome generation, reduce variability in the quality of the learned function given fixed input data and reduce potential bias in learnable functions by enriching the available hypothesis space.

Text-based personality prediction by computational models is an emerging field with the potential to significantly improve on key weaknesses of survey-based personality assessment. We investigate 3848 profiles from Twitter with self-labeled Myers-Briggs personality traits (MBTI) - a framework closely related to the Five Factor Model of personality - to better understand how text-based digital traces from social engagement online can be used to predict user personality traits. We leverage BERT, a state-of-the-art NLP architecture based on deep learning, to analyze various sources of text that hold most predictive power for our task. We find that biographies, statuses, and liked tweets contain significant predictive power for all dimensions of the MBTI system. We discuss our findings and their implications for the validity of the MBTI and the lexical hypothesis, a foundational theory underlying the Five Factor Model that links language use and behavior. Our results hold optimistic implications for personality psychologists, computational linguists, and other social scientists aiming to predict personality from observational text data and explore the links between language and core behavioral traits.

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or whether a patient has died or not), because the ground-truth probabilities of the events of interest are typically unknown. The problem is therefore analogous to binary classification, with the difference that the objective is to estimate probabilities rather than predicting the specific outcome. This work investigates probability estimation from high-dimensional data using deep neural networks. There exist several methods to improve the probabilities generated by these models but they mostly focus on model (epistemic) uncertainty. For problems with inherent uncertainty, it is challenging to evaluate performance without access to ground-truth probabilities. To address this, we build a synthetic dataset to study and compare different computable metrics. We evaluate existing methods on the synthetic data as well as on three real-world probability estimation tasks, all of which involve inherent uncertainty: precipitation forecasting from radar images, predicting cancer patient survival from histopathology images, and predicting car crashes from dashcam videos. We also give a theoretical analysis of a model for high-dimensional probability estimation which reproduces several of the phenomena evinced in our experiments. Finally, we propose a new method for probability estimation using neural networks, which modifies the training process to promote output probabilities that are consistent with empirical probabilities computed from the data. The method outperforms existing approaches on most metrics on the simulated as well as real-world data.

In recent years, the community of 'explainable artificial intelligence' (XAI) has created a vast body of methods to bridge a perceived gap between model 'complexity' and 'interpretability'. However, a concrete problem to be solved by XAI methods has not yet been formally stated. As a result, XAI methods are lacking theoretical and empirical evidence for the 'correctness' of their explanations, limiting their potential use for quality-control and transparency purposes. At the same time, Haufe et al. (2014) showed, using simple toy examples, that even standard interpretations of linear models can be highly misleading. Specifically, high importance may be attributed to so-called suppressor variables lacking any statistical relation to the prediction target. This behavior has been confirmed empirically for a large array of XAI methods in Wilming et al. (2022). Here, we go one step further by deriving analytical expressions for the behavior of a variety of popular XAI methods on a simple two-dimensional binary classification problem involving Gaussian class-conditional distributions. We show that the majority of the studied approaches will attribute non-zero importance to a non-class-related suppressor feature in the presence of correlated noise. This poses important limitations on the interpretations and conclusions that the outputs of these XAI methods can afford.

We focus on the classification problem with a separable dataset, one of the most important and classical problems from machine learning. The standard approach to this task is logistic regression with gradient descent (LR+GD). Recent studies have observed that LR+GD can find a solution with arbitrarily large step sizes, defying conventional optimization theory. Our work investigates this phenomenon and makes three interconnected key observations about LR+GD with large step sizes. First, we find a remarkably simple explanation of why LR+GD with large step sizes solves the classification problem: LR+GD reduces to a batch version of the celebrated perceptron algorithm when the step size gamma to infty. Second, we observe that larger step sizes lead LR+GD to higher logistic losses when it tends to the perceptron algorithm, but larger step sizes also lead to faster convergence to a solution for the classification problem, meaning that logistic loss is an unreliable metric of the proximity to a solution. Surprisingly, high loss values can actually indicate faster convergence. Third, since the convergence rate in terms of loss function values of LR+GD is unreliable, we examine the iteration complexity required by LR+GD with large step sizes to solve the classification problem and prove that this complexity is suboptimal. To address this, we propose a new method, Normalized LR+GD - based on the connection between LR+GD and the perceptron algorithm - with much better theoretical guarantees.

Automated machine learning (AutoML) systems commonly ensemble models post hoc to improve predictive performance, typically via greedy ensemble selection (GES). However, we believe that GES may not always be optimal, as it performs a simple deterministic greedy search. In this work, we introduce two novel population-based ensemble selection methods, QO-ES and QDO-ES, and compare them to GES. While QO-ES optimises solely for predictive performance, QDO-ES also considers the diversity of ensembles within the population, maintaining a diverse set of well-performing ensembles during optimisation based on ideas of quality diversity optimisation. The methods are evaluated using 71 classification datasets from the AutoML benchmark, demonstrating that QO-ES and QDO-ES often outrank GES, albeit only statistically significant on validation data. Our results further suggest that diversity can be beneficial for post hoc ensembling but also increases the risk of overfitting.

Recently, Qiao, Duan, and Cheng~(2019) proposed a distributed nearest-neighbor classification method, in which a massive dataset is split into smaller groups, each processed with a k-nearest-neighbor classifier, and the final class label is predicted by a majority vote among these groupwise class labels. This paper shows that the distributed algorithm with k=1 over a sufficiently large number of groups attains a minimax optimal error rate up to a multiplicative logarithmic factor under some regularity conditions, for both regression and classification problems. Roughly speaking, distributed 1-nearest-neighbor rules with M groups has a performance comparable to standard Theta(M)-nearest-neighbor rules. In the analysis, alternative rules with a refined aggregation method are proposed and shown to attain exact minimax optimal rates.

Adversarial attacks are a major challenge faced by current machine learning research. These purposely crafted inputs fool even the most advanced models, precluding their deployment in safety-critical applications. Extensive research in computer vision has been carried to develop reliable defense strategies. However, the same issue remains less explored in natural language processing. Our work presents a model-agnostic detector of adversarial text examples. The approach identifies patterns in the logits of the target classifier when perturbing the input text. The proposed detector improves the current state-of-the-art performance in recognizing adversarial inputs and exhibits strong generalization capabilities across different NLP models, datasets, and word-level attacks.

Large Language Models (LLMs) have demonstrated remarkable capabilities across various applications, fundamentally reshaping the landscape of natural language processing (NLP) research. However, recent evaluation frameworks often rely on the output probabilities of LLMs for predictions, primarily due to computational constraints, diverging from real-world LLM usage scenarios. While widely employed, the efficacy of these probability-based evaluation strategies remains an open research question. This study aims to scrutinize the validity of such probability-based evaluation methods within the context of using LLMs for Multiple Choice Questions (MCQs), highlighting their inherent limitations. Our empirical investigation reveals that the prevalent probability-based evaluation method inadequately aligns with generation-based prediction. Furthermore, current evaluation frameworks typically assess LLMs through predictive tasks based on output probabilities rather than directly generating responses, owing to computational limitations. We illustrate that these probability-based approaches do not effectively correspond with generative predictions. The outcomes of our study can enhance the understanding of LLM evaluation methodologies and provide insights for future research in this domain.

Block coordinate descent (BCD) methods are widely used for large-scale numerical optimization because of their cheap iteration costs, low memory requirements, amenability to parallelization, and ability to exploit problem structure. Three main algorithmic choices influence the performance of BCD methods: the block partitioning strategy, the block selection rule, and the block update rule. In this paper we explore all three of these building blocks and propose variations for each that can significantly improve the progress made by each BCD iteration. We (i) propose new greedy block-selection strategies that guarantee more progress per iteration than the Gauss-Southwell rule; (ii) explore practical issues like how to implement the new rules when using "variable" blocks; (iii) explore the use of message-passing to compute matrix or Newton updates efficiently on huge blocks for problems with sparse dependencies between variables; and (iv) consider optimal active manifold identification, which leads to bounds on the "active-set complexity" of BCD methods and leads to superlinear convergence for certain problems with sparse solutions (and in some cases finite termination at an optimal solution). We support all of our findings with numerical results for the classic machine learning problems of least squares, logistic regression, multi-class logistic regression, label propagation, and L1-regularization.

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge potential in providing accurate forecasts compared with the traditional univariate forecasting models that work on isolated series. However, there are currently no comprehensive time series archives for forecasting that contain datasets of time series from similar sources available for the research community to evaluate the performance of new global forecasting algorithms over a wide variety of datasets. In this paper, we present such a comprehensive time series forecasting archive containing 20 publicly available time series datasets from varied domains, with different characteristics in terms of frequency, series lengths, and inclusion of missing values. We also characterise the datasets, and identify similarities and differences among them, by conducting a feature analysis. Furthermore, we present the performance of a set of standard baseline forecasting methods over all datasets across eight error metrics, for the benefit of researchers using the archive to benchmark their forecasting algorithms.

We present the UTokyo-SaruLab mean opinion score (MOS) prediction system submitted to VoiceMOS Challenge 2022. The challenge is to predict the MOS values of speech samples collected from previous Blizzard Challenges and Voice Conversion Challenges for two tracks: a main track for in-domain prediction and an out-of-domain (OOD) track for which there is less labeled data from different listening tests. Our system is based on ensemble learning of strong and weak learners. Strong learners incorporate several improvements to the previous fine-tuning models of self-supervised learning (SSL) models, while weak learners use basic machine-learning methods to predict scores from SSL features. In the Challenge, our system had the highest score on several metrics for both the main and OOD tracks. In addition, we conducted ablation studies to investigate the effectiveness of our proposed methods.

Conformal prediction has shown spurring performance in constructing statistically rigorous prediction sets for arbitrary black-box machine learning models, assuming the data is exchangeable. However, even small adversarial perturbations during the inference can violate the exchangeability assumption, challenge the coverage guarantees, and result in a subsequent decline in empirical coverage. In this work, we propose a certifiably robust learning-reasoning conformal prediction framework (COLEP) via probabilistic circuits, which comprise a data-driven learning component that trains statistical models to learn different semantic concepts, and a reasoning component that encodes knowledge and characterizes the relationships among the trained models for logic reasoning. To achieve exact and efficient reasoning, we employ probabilistic circuits (PCs) within the reasoning component. Theoretically, we provide end-to-end certification of prediction coverage for COLEP in the presence of bounded adversarial perturbations. We also provide certified coverage considering the finite size of the calibration set. Furthermore, we prove that COLEP achieves higher prediction coverage and accuracy over a single model as long as the utilities of knowledge models are non-trivial. Empirically, we show the validity and tightness of our certified coverage, demonstrating the robust conformal prediction of COLEP on various datasets, including GTSRB, CIFAR10, and AwA2. We show that COLEP achieves up to 12% improvement in certified coverage on GTSRB, 9% on CIFAR-10, and 14% on AwA2.

Armed conflict has led to an unprecedented number of internally displaced persons (IDPs) - individuals who are forced out of their homes but remain within their country. IDPs often urgently require shelter, food, and healthcare, yet prediction of when large fluxes of IDPs will cross into an area remains a major challenge for aid delivery organizations. Accurate forecasting of IDP migration would empower humanitarian aid groups to more effectively allocate resources during conflicts. We show that monthly flow of IDPs from province to province in both Syria and Yemen can be accurately forecasted one month in advance, using publicly available data. We model monthly IDP flow using data on food price, fuel price, wage, geospatial, and news data. We find that machine learning approaches can more accurately forecast migration trends than baseline persistence models. Our findings thus potentially enable proactive aid allocation for IDPs in anticipation of forecasted arrivals.

As a technique to bridge logit matching and probability distribution matching, temperature scaling plays a pivotal role in knowledge distillation (KD). Conventionally, temperature scaling is applied to both teacher's logits and student's logits in KD. Motivated by some recent works, in this paper, we drop instead temperature scaling on the student side, and systematically study the resulting variant of KD, dubbed transformed teacher matching (TTM). By reinterpreting temperature scaling as a power transform of probability distribution, we show that in comparison with the original KD, TTM has an inherent R\'enyi entropy term in its objective function, which serves as an extra regularization term. Extensive experiment results demonstrate that thanks to this inherent regularization, TTM leads to trained students with better generalization than the original KD. To further enhance student's capability to match teacher's power transformed probability distribution, we introduce a sample-adaptive weighting coefficient into TTM, yielding a novel distillation approach dubbed weighted TTM (WTTM). It is shown, by comprehensive experiments, that although WTTM is simple, it is effective, improves upon TTM, and achieves state-of-the-art accuracy performance. Our source code is available at https://github.com/zkxufo/TTM.

We characterize the statistical efficiency of knowledge transfer through n samples from a teacher to a probabilistic student classifier with input space mathcal S over labels mathcal A. We show that privileged information at three progressive levels accelerates the transfer. At the first level, only samples with hard labels are known, via which the maximum likelihood estimator attains the minimax rate {|{mathcal S||{mathcal A}|}/{n}}. The second level has the teacher probabilities of sampled labels available in addition, which turns out to boost the convergence rate lower bound to {{|{mathcal S}||{mathcal A}|}/{n}}. However, under this second data acquisition protocol, minimizing a naive adaptation of the cross-entropy loss results in an asymptotically biased student. We overcome this limitation and achieve the fundamental limit by using a novel empirical variant of the squared error logit loss. The third level further equips the student with the soft labels (complete logits) on {mathcal A} given every sampled input, thereby provably enables the student to enjoy a rate {|{mathcal S}|}/{n} free of |{mathcal A}|. We find any Kullback-Leibler divergence minimizer to be optimal in the last case. Numerical simulations distinguish the four learners and corroborate our theory.

Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the real world which is affected by numerous controllable and uncontrollable variables. This paper presents an optimized predictive model built on long-and-short-term memory (LSTM) architecture for automatically extracting past stock prices from the web over a specified time interval and predicting their future prices for a specified forecast horizon, and forecasts the future stock prices. The model is deployed for making buy and sell transactions based on its predicted results for 70 important stocks from seven different sectors listed in the National Stock Exchange (NSE) of India. The profitability of each sector is derived based on the total profit yielded by the stocks in that sector over a period from Jan 1, 2010 to Aug 26, 2021. The sectors are compared based on their profitability values. The prediction accuracy of the model is also evaluated for each sector. The results indicate that the model is highly accurate in predicting future stock prices.

Self-supervision may boost model performance in downstream tasks. However, there is no principled way of selecting the self-supervised objectives that yield the most adaptable models. Here, we study this problem on daily time-series data generated from wearable sensors used to detect onset of influenza-like illness (ILI). We first show that using self-supervised learning to predict next-day time-series values allows us to learn rich representations which can be adapted to perform accurate ILI prediction. Second, we perform an empirical analysis of three different self-supervised objectives to assess their adaptability to ILI prediction. Our results show that predicting the next day's resting heart rate or time-in-bed during sleep provides better representations for ILI prediction. These findings add to previous work demonstrating the practical application of self-supervised learning from activity data to improve health predictions.

The paper considers the possibility to fine-tune Llama 2 GPT large language model (LLM) for the multitask analysis of financial news. For fine-tuning, the PEFT/LoRA based approach was used. In the study, the model was fine-tuned for the following tasks: analysing a text from financial market perspectives, highlighting main points of a text, summarizing a text and extracting named entities with appropriate sentiments. The obtained results show that the fine-tuned Llama 2 model can perform a multitask financial news analysis with a specified structure of response, part of response can be a structured text and another part of data can have JSON format for further processing. Extracted sentiments for named entities can be considered as predictive features in supervised machine learning models with quantitative target variables.

Post-hoc out-of-distribution (OOD) detection has garnered intensive attention in reliable machine learning. Many efforts have been dedicated to deriving score functions based on logits, distances, or rigorous data distribution assumptions to identify low-scoring OOD samples. Nevertheless, these estimate scores may fail to accurately reflect the true data density or impose impractical constraints. To provide a unified perspective on density-based score design, we propose a novel theoretical framework grounded in Bregman divergence, which extends distribution considerations to encompass an exponential family of distributions. Leveraging the conjugation constraint revealed in our theorem, we introduce a ConjNorm method, reframing density function design as a search for the optimal norm coefficient p against the given dataset. In light of the computational challenges of normalization, we devise an unbiased and analytically tractable estimator of the partition function using the Monte Carlo-based importance sampling technique. Extensive experiments across OOD detection benchmarks empirically demonstrate that our proposed ConjNorm has established a new state-of-the-art in a variety of OOD detection setups, outperforming the current best method by up to 13.25% and 28.19% (FPR95) on CIFAR-100 and ImageNet-1K, respectively.

Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets guaranteed to contain the true label with high probability. These guarantees fail to hold in the face of distribution shift, which is precisely when reliable uncertainty quantification can be most useful. We propose a novel algorithm for constructing prediction sets with PAC guarantees in the label shift setting. This method estimates the predicted probabilities of the classes in a target domain, as well as the confusion matrix, then propagates uncertainty in these estimates through a Gaussian elimination algorithm to compute confidence intervals for importance weights. Finally, it uses these intervals to construct prediction sets. We evaluate our approach on five datasets: the CIFAR-10, ChestX-Ray and Entity-13 image datasets, the tabular CDC Heart dataset, and the AGNews text dataset. Our algorithm satisfies the PAC guarantee while producing smaller, more informative, prediction sets compared to several baselines.

Given an algorithmic predictor that is accurate on some source population consisting of strategic human decision subjects, will it remain accurate if the population respond to it? In our setting, an agent or a user corresponds to a sample (X,Y) drawn from a distribution D and will face a model h and its classification result h(X). Agents can modify X to adapt to h, which will incur a distribution shift on (X,Y). Our formulation is motivated by applications where the deployed machine learning models are subjected to human agents, and will ultimately face responsive and interactive data distributions. We formalize the discussions of the transferability of a model by studying how the performance of the model trained on the available source distribution (data) would translate to the performance on its induced domain. We provide both upper bounds for the performance gap due to the induced domain shift, as well as lower bounds for the trade-offs that a classifier has to suffer on either the source training distribution or the induced target distribution. We provide further instantiated analysis for two popular domain adaptation settings, including covariate shift and target shift.

Predicting gender by the first name is not a simple task. In many applications, especially in the natural language processing (NLP) field, this task may be necessary, mainly when considering foreign names. In this paper, we examined and implemented several machine learning algorithms, such as extra trees, KNN, Naive Bayes, SVM, random forest, gradient boosting, light GBM, logistic regression, ridge classifier, and deep neural network models, such as MLP, RNN, GRU, CNN, and BiLSTM, to classify gender through the first name. A dataset of Brazilian names is used to train and evaluate the models. We analyzed the accuracy, recall, precision, f1 score, and confusion matrix to measure the models' performances. The results indicate that the gender prediction can be performed from the feature extraction strategy looking at the names as a set of strings. Some models accurately predict gender in more than 95% of the cases. The recurrent models overcome the feedforward models in this binary classification problem.

The ability to identify whether or not a test sample belongs to one of the semantic classes in a classifier's training set is critical to practical deployment of the model. This task is termed open-set recognition (OSR) and has received significant attention in recent years. In this paper, we first demonstrate that the ability of a classifier to make the 'none-of-above' decision is highly correlated with its accuracy on the closed-set classes. We find that this relationship holds across loss objectives and architectures, and further demonstrate the trend both on the standard OSR benchmarks as well as on a large-scale ImageNet evaluation. Second, we use this correlation to boost the performance of a maximum logit score OSR 'baseline' by improving its closed-set accuracy, and with this strong baseline achieve state-of-the-art on a number of OSR benchmarks. Similarly, we boost the performance of the existing state-of-the-art method by improving its closed-set accuracy, but the resulting discrepancy with the strong baseline is marginal. Our third contribution is to present the 'Semantic Shift Benchmark' (SSB), which better respects the task of detecting semantic novelty, in contrast to other forms of distribution shift also considered in related sub-fields, such as out-of-distribution detection. On this new evaluation, we again demonstrate that there is negligible difference between the strong baseline and the existing state-of-the-art. Project Page: https://www.robots.ox.ac.uk/~vgg/research/osr/

We present an online method for estimating the cost of solving SAT problems. Modern SAT solvers present several challenges to estimate search cost including non-chronological backtracking, learning and restarts. Our method uses a linear model trained on data gathered at the start of search. We show the effectiveness of this method using random and structured problems. We demonstrate that predictions made in early restarts can be used to improve later predictions. We also show that we can use such cost estimations to select a solver from a portfolio.

Forecasting future world events is a challenging but valuable task. Forecasts of climate, geopolitical conflict, pandemics and economic indicators help shape policy and decision making. In these domains, the judgment of expert humans contributes to the best forecasts. Given advances in language modeling, can these forecasts be automated? To this end, we introduce Autocast, a dataset containing thousands of forecasting questions and an accompanying news corpus. Questions are taken from forecasting tournaments, ensuring high quality, real-world importance, and diversity. The news corpus is organized by date, allowing us to precisely simulate the conditions under which humans made past forecasts (avoiding leakage from the future). Motivated by the difficulty of forecasting numbers across orders of magnitude (e.g. global cases of COVID-19 in 2022), we also curate IntervalQA, a dataset of numerical questions and metrics for calibration. We test language models on our forecasting task and find that performance is far below a human expert baseline. However, performance improves with increased model size and incorporation of relevant information from the news corpus. In sum, Autocast poses a novel challenge for large language models and improved performance could bring large practical benefits.

Decision-makers are often experts of their domain and take actions based on their domain knowledge. Doctors, for instance, may prescribe treatments by predicting the likely outcome of each available treatment. Actions of an expert thus naturally encode part of their domain knowledge, and can help make inferences within the same domain: Knowing doctors try to prescribe the best treatment for their patients, we can tell treatments prescribed more frequently are likely to be more effective. Yet in machine learning, the fact that most decision-makers are experts is often overlooked, and "expertise" is seldom leveraged as an inductive bias. This is especially true for the literature on treatment effect estimation, where often the only assumption made about actions is that of overlap. In this paper, we argue that expertise - particularly the type of expertise the decision-makers of a domain are likely to have - can be informative in designing and selecting methods for treatment effect estimation. We formally define two types of expertise, predictive and prognostic, and demonstrate empirically that: (i) the prominent type of expertise in a domain significantly influences the performance of different methods in treatment effect estimation, and (ii) it is possible to predict the type of expertise present in a dataset, which can provide a quantitative basis for model selection.

Ensuring the reliability and safety of automated decision-making is crucial. It is well-known that data distribution shifts in machine learning can produce unreliable outcomes. This paper proposes a new approach for measuring the reliability of predictions under distribution shifts. We analyze how the outputs of a trained neural network change using clustering to measure distances between outputs and class centroids. We propose this distance as a metric to evaluate the confidence of predictions under distribution shifts. We assign each prediction to a cluster with centroid representing the mean softmax output for all correct predictions of a given class. We then define a safety threshold for a class as the smallest distance from an incorrect prediction to the given class centroid. We evaluate the approach on the MNIST and CIFAR-10 datasets using a Convolutional Neural Network and a Vision Transformer, respectively. The results show that our approach is consistent across these data sets and network models, and indicate that the proposed metric can offer an efficient way of determining when automated predictions are acceptable and when they should be deferred to human operators given a distribution shift.

With the rise of the Internet, there is a growing need to build intelligent systems that are capable of efficiently dealing with early risk detection (ERD) problems on social media, such as early depression detection, early rumor detection or identification of sexual predators. These systems, nowadays mostly based on machine learning techniques, must be able to deal with data streams since users provide their data over time. In addition, these systems must be able to decide when the processed data is sufficient to actually classify users. Moreover, since ERD tasks involve risky decisions by which people's lives could be affected, such systems must also be able to justify their decisions. However, most standard and state-of-the-art supervised machine learning models are not well suited to deal with this scenario. This is due to the fact that they either act as black boxes or do not support incremental classification/learning. In this paper we introduce SS3, a novel supervised learning model for text classification that naturally supports these aspects. SS3 was designed to be used as a general framework to deal with ERD problems. We evaluated our model on the CLEF's eRisk2017 pilot task on early depression detection. Most of the 30 contributions submitted to this competition used state-of-the-art methods. Experimental results show that our classifier was able to outperform these models and standard classifiers, despite being less computationally expensive and having the ability to explain its rationale.

Covariates provide valuable information on external factors that influence time series and are critical in many real-world time series forecasting tasks. For example, in retail, covariates may indicate promotions or peak dates such as holiday seasons that heavily influence demand forecasts. Recent advances in pretraining large language model architectures for time series forecasting have led to highly accurate forecasters. However, the majority of these models do not readily use covariates as they are often specific to a certain task or domain. This paper introduces a new method to incorporate covariates into pretrained time series forecasting models. Our proposed approach incorporates covariate information into pretrained forecasting models through modular blocks that inject past and future covariate information, without necessarily modifying the pretrained model in consideration. In order to evaluate our approach, we introduce a benchmark composed of 32 different synthetic datasets with varying dynamics to evaluate the effectivity of forecasting models with covariates. Extensive evaluations on both synthetic and real datasets show that our approach effectively incorporates covariate information into pretrained models, outperforming existing baselines.

Abstractive summarization models are commonly trained using maximum likelihood estimation, which assumes a deterministic (one-point) target distribution in which an ideal model will assign all the probability mass to the reference summary. This assumption may lead to performance degradation during inference, where the model needs to compare several system-generated (candidate) summaries that have deviated from the reference summary. To address this problem, we propose a novel training paradigm which assumes a non-deterministic distribution so that different candidate summaries are assigned probability mass according to their quality. Our method achieves a new state-of-the-art result on the CNN/DailyMail (47.78 ROUGE-1) and XSum (49.07 ROUGE-1) datasets. Further analysis also shows that our model can estimate probabilities of candidate summaries that are more correlated with their level of quality.

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce an innovative approach for forecasting stock prices with greater accuracy. We incorporate external economic environment-related information along with stock prices. In our novel approach, we improve the performance of stock price prediction by taking into account variations due to future expected macroeconomic policy changes as investors adjust their current behavior ahead of time based on expected future macroeconomic policy changes. Furthermore, we incorporate macroeconomic variables along with historical stock prices to make predictions. Results from this strongly support the inclusion of future economic policy changes along with current macroeconomic information. We confirm the supremacy of our method over the conventional approach using several tree-based machine-learning algorithms. Results are strongly conclusive across various machine learning models. Our preferred model outperforms the conventional approach with an RMSE value of 1.61 compared to an RMSE value of 1.75 from the conventional approach.

Conventional wisdom suggests that neural network predictions tend to be unpredictable and overconfident when faced with out-of-distribution (OOD) inputs. Our work reassesses this assumption for neural networks with high-dimensional inputs. Rather than extrapolating in arbitrary ways, we observe that neural network predictions often tend towards a constant value as input data becomes increasingly OOD. Moreover, we find that this value often closely approximates the optimal constant solution (OCS), i.e., the prediction that minimizes the average loss over the training data without observing the input. We present results showing this phenomenon across 8 datasets with different distributional shifts (including CIFAR10-C and ImageNet-R, S), different loss functions (cross entropy, MSE, and Gaussian NLL), and different architectures (CNNs and transformers). Furthermore, we present an explanation for this behavior, which we first validate empirically and then study theoretically in a simplified setting involving deep homogeneous networks with ReLU activations. Finally, we show how one can leverage our insights in practice to enable risk-sensitive decision-making in the presence of OOD inputs.

Understanding customer sentiments is of paramount importance in marketing strategies today. Not only will it give companies an insight as to how customers perceive their products and/or services, but it will also give them an idea on how to improve their offers. This paper attempts to understand the correlation of different variables in customer reviews on a women clothing e-commerce, and to classify each review whether it recommends the reviewed product or not and whether it consists of positive, negative, or neutral sentiment. To achieve these goals, we employed univariate and multivariate analyses on dataset features except for review titles and review texts, and we implemented a bidirectional recurrent neural network (RNN) with long-short term memory unit (LSTM) for recommendation and sentiment classification. Results have shown that a recommendation is a strong indicator of a positive sentiment score, and vice-versa. On the other hand, ratings in product reviews are fuzzy indicators of sentiment scores. We also found out that the bidirectional LSTM was able to reach an F1-score of 0.88 for recommendation classification, and 0.93 for sentiment classification.

As machine learning models evolve, maintaining transparency demands more human-centric explainable AI techniques. Counterfactual explanations, with roots in human reasoning, identify the minimal input changes needed to obtain a given output and, hence, are crucial for supporting decision-making. Despite their importance, the evaluation of these explanations often lacks grounding in user studies and remains fragmented, with existing metrics not fully capturing human perspectives. To address this challenge, we developed a diverse set of 30 counterfactual scenarios and collected ratings across 8 evaluation metrics from 206 respondents. Subsequently, we fine-tuned different Large Language Models (LLMs) to predict average or individual human judgment across these metrics. Our methodology allowed LLMs to achieve an accuracy of up to 63% in zero-shot evaluations and 85% (over a 3-classes prediction) with fine-tuning across all metrics. The fine-tuned models predicting human ratings offer better comparability and scalability in evaluating different counterfactual explanation frameworks.