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Probabilistic Methods · Everything Else

Rui Xu, Chao Chen, Yue Sun, Parvathinathan Venkitasubramaniam, Sihong Xie

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which can fail and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap using total variation distance, which cannot identify the gap changes under distribution shift at different $\alpha$, thus serving as a weak indicator of prediction set validity. Besides, existing methods are mostly limited to covariate shifts, while general joint distribution shifts are more common in practice but less researched. In response, we first propose a Wasserstein distance-based upper bound of the coverage gap and analyze the bound using probability measure pushforwards between the shifted joint data and conformal score distributions, enabling a separation of the effect of covariate and concept shifts over the coverage gap. We exploit the separation to design algorithms based on importance weighting and regularized representation learning (WR-CP) to reduce the Wasserstein bound with a finite-sample error bound. WR-CP achieves a controllable balance between conformal prediction accuracy and efficiency. Experiments on six datasets prove that WR-CP can reduce coverage gaps to 3.2% across different confidence levels and outputs prediction sets 37% smaller than the worst-case approach on average.

Theory · Everything Else

Ittai Rubinstein, Samuel Hopkins

It has recently been discovered that the conclusions of many highly influential econometrics studies can be overturned by removing a very small fraction of their samples (often less than $0.5\%$). These conclusions are typically based on the results of one or more Ordinary Least Squares (OLS) regressions, raising the question: given a dataset, can we certify the robustness of an OLS fit on this dataset to the removal of a given number of samples?Brute-force techniques quickly break down even on small datasets. Existing approaches which go beyond brute force either can only find candidate small subsets to remove (but cannot certify their non-existence) [BGM20, KZC21], are computationally intractable beyond low dimensional settings [MR22], or require very strong assumptions on the data distribution and too many samples to give reasonable bounds in practice [BP21, FH23]. We present an efficient algorithm for certifying the robustness of linear regressions to removals of samples. We implement our algorithm and run it on several landmark econometrics datasets with hundreds of dimensions and tens of thousands of samples, giving the first non-trivial certificates of robustness to sample removal for datasets of dimension $4$ or greater. We prove that under distributional assumptions on a dataset, the bounds produced by our algorithm are tight up to a $1 + o(1)$ multiplicative factor.

Deep Learning · Everything Else

Ivan Rubachev, Nikolay Kartashev, Yury Gorishniy, Artem Babenko

Advances in machine learning research drive progress in real-world applications. To ensure this progress, it is important to understand the potential pitfalls on the way from a novel method's success on academic benchmarks to its practical deployment. In this work, we analyze existing tabular deep learning benchmarks and find two common characteristics of tabular data in typical industrial applications that are underrepresented in the datasets usually used for evaluation in the literature.First, in real-world deployment scenarios, distribution of data often changes over time. To account for this distribution drift, time-based train/test splits should be used in evaluation. However, existing academic tabular datasets often lack timestamp metadata to enable such evaluation.Second, a considerable portion of datasets in production settings stem from extensive data acquisition and feature engineering pipelines. This can have an impact on the absolute and relative number of predictive, uninformative, and correlated features compared to academic datasets.In this work, we aim to understand how recent research advances in tabular deep learning transfer to these underrepresented conditions.To this end, we introduce TabReD -- a collection of eight industry-grade tabular datasets. We reassess a large number of tabular ML models and techniques on TabReD. We demonstrate that evaluation on both time-based data splits and richer feature sets leads to different methods ranking, compared to evaluation on random splits and smaller number of features, which are common in academic benchmarks. Furthermore, simple MLP-like architectures and GBDT show the best results on the TabReD datasets, while other methods are less effective in the new setting.

Probabilistic Methods · Everything Else

Tim Bakker, Christian A. Naesseth, Patrick Forré, Teodora Pandeva

We introduce a powerful deep classifier two-sample test for high-dimensional data based on E-values, called E-C2ST. Our test combines ideas from existing work on split likelihood ratio tests and predictive independence tests. The resulting E-values are suitable for anytime-valid sequential two-sample tests. This feature allows for more effective use of data in constructing test statistics. Through simulations and real data applications, we empirically demonstrate that E-C2ST achieves enhanced statistical power by partitioning datasets into multiple batches, beyond the conventional two-split (training and testing) approach of standard two-sample classifier tests. This strategy increases the power of the test, while keeping the type I error well below the desired significance level.

Probabilistic Methods · Everything Else

Çağlar Hızlı, Çağatay Yıldız, Matthias Bethge, ST John, Pekka Marttinen

This work aims to recover the underlying states and their time evolution in a latent dynamical system from high-dimensional sensory measurements. Previous works on identifiable representation learning in dynamical systems focused on identifying the latent states, often with linear transition approximations. As such, they cannot identify nonlinear transition dynamics, and hence fail to reliably predict complex future behavior. Inspired by the advances in nonlinear ICA, we propose a state-space modeling framework in which we can identify not just the latent states but also the unknown transition function that maps the past states to the present. Our identifiability theory relies on two key assumptions: (i) sufficient variability in the latent noise, and (ii) the bijectivity of the augmented transition function. Drawing from this theory, we introduce a practical algorithm based on variational auto-encoders. We empirically demonstrate that it improves generalization and interpretability of target dynamical systems by (i) recovering latent state dynamics with high accuracy, (ii) correspondingly achieving high future prediction accuracy, and (iii) adapting fast to new environments. Additionally, for complex real-world dynamics, (iv) it produces state-of the-art future prediction results for long horizons, highlighting its usefulness for practical scenarios.

Applications · Everything Else

Lukas Rauch, Raphael Schwinger, Moritz Wirth, René Heinrich, Denis Huseljic, Marek Herde, Jonas Lange, Stefan Kahl, Bernhard Sick, Sven Tomforde 等

Deep learning (DL) has greatly advanced audio classification, yet the field is limited by the scarcity of large-scale benchmark datasets that have propelled progress in other domains. While AudioSet is a pivotal step to bridge this gap as a universal-domain dataset, its restricted accessibility and limited range of evaluation use cases challenge its role as the sole resource. Therefore, we introduce BirdSet, a large-scale benchmark data set for audio classification focusing on avian bioacoustics. BirdSet surpasses AudioSet with over 6,800 recording hours ($\uparrow17\%$) from nearly 10,000 classes ($\uparrow18\times$) for training and more than 400 hours ($\uparrow7\times$) across eight strongly labeled evaluation datasets. It serves as a versatile resource for use cases such as multi-label classification, covariate shift or self-supervised learning. We benchmark six well-known DL models in multi-label classification across three distinct training scenarios and outline further evaluation use cases in audio classification. We host our dataset on Hugging Face for easy accessibility and offer an extensive codebase to reproduce our results.

Deep Learning · Everything Else

Chuanyang Zheng

We present a new family of mobile hybrid vision networks, called iFormer, with a focus on optimizing latency and accuracy on mobile applications. iFormer effectively integrates the fast local representation capacity of convolution with the efficient global modeling ability of self-attention. The local interactions are derived from transforming a standard convolutional network, \textit{i.e.}, ConvNeXt, to design a more lightweight mobile network. Our newly introduced mobile modulation attention removes memory-intensive operations in MHA and employs an efficient modulation mechanism to boost dynamic global representational capacity. We conduct comprehensive experiments demonstrating that iFormer outperforms existing lightweight networks across various tasks. Notably, iFormer achieves an impressive Top-1 accuracy of 80.4% on ImageNet-1k with a latency of only 1.10 ms on an iPhone 13, surpassing the recently proposed MobileNetV4 under similar latency constraints. Additionally, our method shows significant improvements in downstream tasks, including COCO object detection, instance segmentation, and ADE20k semantic segmentation, while still maintaining low latency on mobile devices for high-resolution inputs in these scenarios. Code and models are available at: https://github.com/ChuanyangZheng/iFormer.

Reinforcement Learning · Everything Else

Ivan Anokhin, Rishav Rishav, Matt Riemer, Stephen Chung, Irina Rish, Samira Ebrahimi Kahou

Real-time reinforcement learning (RL) introduces several challenges. First, policies are constrained to a fixed number of actions per second due to hardware limitations. Second, the environment may change while the network is still computing an action, leading to observational delay. The first issue can partly be addressed with pipelining, leading to higher throughput and potentially better policies. However, the second issue remains: if each neuron operates in parallel with an execution time of $\tau$, an $N$-layer feed-forward network experiences observation delay of $\tau N$.Reducing the number of layers can decrease this delay, but at the cost of the network's expressivity. In this work, we explore the trade-off between minimizing delay and network's expressivity. We present a theoretically motivated solution that leverages temporal skip connections combined with history-augmented observations. We evaluate several architectures and show that those incorporating temporal skip connections achieve strong performance across various neuron execution times, reinforcement learning algorithms, and environments, including four Mujoco tasks and all MinAtar games. Moreover, we demonstrate parallel neuron computation can accelerate inference by 6-350\% on standard hardware. Our investigation into temporal skip connections and parallel computations paves the way for more efficient RL agents in real-time setting.

Deep Learning · Everything Else

Junghun Oh, Sungyong Baik, Kyoung Mu Lee

The Lottery Ticket Hypothesis (LTH) posits the existence of a sparse subnetwork (a.k.a. winning ticket) that can generalize comparably to its over-parameterized counterpart when trained from scratch.The common approach to finding a winning ticket is to preserve the original strong generalization through Iterative Pruning (IP) and transfer information useful for achieving the learned generalization by applying the resulting sparse mask to an untrained network.However, existing IP methods still struggle to generalize their observations beyond ad-hoc initialization and small-scale architectures or datasets, or they bypass these challenges by applying their mask to trained weights instead of initialized ones.In this paper, we demonstrate that the parameter sign configuration plays a crucial role in conveying useful information for generalization to any randomly initialized network.Through linear mode connectivity analysis, we observe that a sparse network trained by an existing IP method can retain its basin of attraction if its parameter signs and normalization layer parameters are preserved.To take a step closer to finding a winning ticket, we alleviate the reliance on normalization layer parameters by preventing high error barriers along the linear path between the sparse network trained by our method and its counterpart with initialized normalization layer parameters.Interestingly, across various architectures and datasets, we observe that any randomly initialized network can be optimized to exhibit low error barriers along the linear path to the sparse network trained by our method by inheriting its sparsity and parameter sign information, potentially achieving performance comparable to the original.The code is available at https://github.com/JungHunOh/AWS_ICLR2025.git.

Probabilistic Methods · Everything Else

Adam Fisch, Regina Barzilay, Bracha Laufer-Goldshtein, Tommi Jaakkola

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits on certain risks while being useful with respect to other conflicting metrics. We solve this by combining Bayesian Optimization (BO) with rigorous risk-controlling procedures, where our core idea is to steer BO towards an efficient testing strategy. Our BO method identifies a set of Pareto optimal configurations residing in a designated region of interest. The resulting candidates are statistically verified, and the best-performing configuration is selected with guaranteed risk levels. We demonstrate the effectiveness of our approach on a range of tasks with multiple desiderata, including low error rates, equitable predictions, handling spurious correlations, managing rate and distortion in generative models, and reducing computational costs.

Probabilistic Methods · Everything Else

Luca Pinchetti, Chang Qi, Oleh Lokshyn, Cornelius Emde, Amine M'Charrak, Mufeng Tang, Simon Frieder, Bayar Menzat, Gaspard Oliviers, Rafal Bogacz 等

In this work, we tackle the problems of efficiency and scalability for predictive coding networks (PCNs) in machine learning. To do so, we propose a library that focuses on performance and simplicity, and use it to implement a large set of standard benchmarks for the community to use for their experiments. As most works in the field propose their own tasks and architectures, do not compare one against each other, and focus on small-scale tasks, a simple and fast open-source library, and a comprehensive set of benchmarks, would address all of these concerns. Then, we perform extensive tests on such benchmarks using both existing algorithms for PCNs, as well as adaptations of other methods popular in the bio-plausible deep learning community. All of this has allowed us to (i) test architectures much larger than commonly used in the literature, on more complex datasets; (ii) reach new state-of-the-art results in all of the tasks and dataset provided; (iii) clearly highlight what the current limitations of PCNs are, allowing us to state important future research directions. With the hope of galvanizing community efforts towards one of the main open problems in the field, scalability, we will release the code, tests, and benchmarks.

Probabilistic Methods · Everything Else

Kareem Ahmed, Kai-Wei Chang, Guy Van den Broeck

Autoregressive models have demonstrated an unprecedented ability at modeling the intricaciesof natural language. However, they continue to struggle with generating complex outputs that adhere tological constraints. Sampling from a fully-independent distribution subject to a constraint is hard. Sampling from an autoregressive distribution subject to a constraint is doubly hard: We have to contend not only with the hardness of the constraint but also the distribution's lack of structure. We propose a tractable probabilistic approach that performs Bayesian conditioning to draw samples subject to a constraint. By factoring in information about the entire sequence, our approach offers better contextual awareness during constrained generation compared to current greedy approaches. Starting from a model sample, we induce a local, factorized distribution which we cantractably condition on the constraint. To generate samples that satisfy the constraint, we sample from the conditional distribution,correct for biases in the sample weights, and resample. The resulting samples closely approximate the target distribution and are guaranteed to satisfy the constraints. We evaluate our approach on several tasks, including LLM detoxification and solving Sudoku puzzles. We show that by disallowing a list of toxic expressions our approach is able to steer the model's outputs away from toxic generations, outperforming similar approaches to detoxification. We also show that our approach achieves a perfect accuracy on Sudoku, compared to less than $50\%$ for GPT4-o and Gemini 1.5.

Probabilistic Methods · Everything Else

Theo Bourdais, Houman Owhadi

Whether deterministic or stochastic, models can be viewed as functions designed to approximate a specific quantity of interest. We introduce Minimal Empirical Variance Aggregation (MEVA), a data-driven framework that integrates predictions from various models, enhancing overall accuracy by leveraging the individual strengths of each. This non-intrusive, model-agnostic approach treats the contributing models as black boxes and accommodates outputs from diverse methodologies, including machine learning algorithms and traditional numerical solvers.We advocate for a point-wise linear aggregation process and consider two methods for optimizing this aggregate: Minimal Error Aggregation (MEA), which minimizes the prediction error, and Minimal Variance Aggregation (MVA), which focuses on reducing variance. We prove a theorem showing that MVA can be more robustly estimated from data than MEA, making MEVA superior to Minimal Empirical Error Aggregation (MEEA). Unlike MEEA, which interpolates target values directly, MEVA formulates aggregation as an error estimation problem, which can be performedusing any backbone learning paradigm. We demonstrate the versatility and effectiveness of our framework across various applications, including data science and partial differential equations, illustrating its ability to significantly enhance both robustness and accuracy.

Miscellaneous Aspects of Machine Learning · Everything Else

Desi R Ivanova, Ilija Ilievski, Momchil Konstantinov

As language models (LMs) become increasingly sophisticated and existing benchmarks approach saturation, the need for rigorous evaluation methods grows more pressing. Many evaluations lack the statistical rigour needed to draw meaningful conclusions, leading to a potential over-confidence in results that might not hold up under scrutiny or replication. This post advocates for bringing fundamental statistical principles to language model evaluation, demonstrating how basic statistical analysis can provide more reliable insights into model capabilities and limitations.We show how to conduct this type of analysis using a recent paper as a case study. We hope this post serves as a tutorial for LM researchers aiming to enhance the rigor of their empirical evaluations.

Deep Learning · Everything Else

Qizhou Wang, Guansong Pang, Mahsa Salehi, Xiaokun Xia, Christopher Leckie

This paper considers an important Graph Anomaly Detection (GAD) task, namely open-set GAD, which aims to train a detection model using a small number of normal and anomaly nodes (referred to as *seen anomalies*) to detect both seen anomalies and *unseen anomalies* (*i.e*., anomalies that cannot be illustrated the training anomalies). Those labelled training data provide crucial prior knowledge about abnormalities for GAD models, enabling substantially reduced detection errors. However, current supervised GAD methods tend to over-emphasise fitting the seen anomalies, leading to many errors of detecting the unseen anomalies as normal nodes. Further, existing open-set AD models were introduced to handle Euclidean data, failing to effectively capture discriminative features from graph structure and node attributes for GAD. In this work, we propose a novel open-set GAD approach, namely $\underline{n}ormal$ $\underline{s}tructure$ $\underline{reg}ularisation$ (**NSReg**), to achieve generalised detection ability to unseen anomalies, while maintaining its effectiveness on detecting seen anomalies. The key idea in NSReg is to introduce a regularisation term that enforces the learning of compact, semantically-rich representations of normal nodes based on their structural relations to other nodes. When being optimised with supervised anomaly detection losses, the regularisation term helps incorporate strong normality into the modelling, and thus, it effectively avoids over-fitting the seen anomalies and learns a better normality decision boundary, largely reducing the false negatives of detecting unseen anomalies as normal. Extensive empirical results on seven real-world datasets show that NSReg significantly outperforms state-of-the-art competing methods by at least 14% AUC-ROC on the unseen anomaly classes and by 10% AUC-ROC on all anomaly classes. Code and datasets are available at https://github.com/mala-lab/NSReg.

Deep Learning · Everything Else

Nimrod Shabtay, Felipe Maia Polo, Sivan Doveh, Wei Lin, Muhammad Jehanzeb Mirza, Leshem Choshen, Mikhail Yurochkin, Yuekai Sun, Assaf Arbelle, Leonid Karlinsky 等

The large-scale training of multi-modal models on data scraped from the web has shown outstanding utility in infusing these models with the required world knowledge to perform effectively on multiple downstream tasks. However, one downside of scraping data from the web can be the potential sacrifice of the benchmarks on which the abilities of these models are often evaluated. To safeguard against test data contamination and to truly test the abilities of these foundation models we propose LiveXiv: A scalable evolving live benchmark based on scientific ArXiv papers. LiveXiv accesses domain-specific manuscripts at any given timestamp and proposes to automatically generate visual question-answer pairs (VQA). This is done without any human-in-the-loop, using the multi-modal content in the manuscripts, like graphs, charts, and tables. Moreover, we introduce an efficient evaluation approach that estimates the performance of all models on the evolving benchmark using evaluations of only a subset of models. This significantly reduces the overall evaluation cost. We benchmark multiple open and proprietary Large Multi-modal Models (LMMs) on the first version of our benchmark, showing its challenging nature and exposing the models’ true abilities, avoiding contamination. Lastly, in our commitment to high quality, we have collected and evaluated a manually verified subset. By comparing its overall results to our automatic annotations, we have found that the performance variance is indeed minimal (<2.5%). Our dataset is available online on HuggingFace, and our code is available here.

Reinforcement Learning · Everything Else

Shangding Gu, Laixi Shi, Muning Wen, Ming Jin, Eric Mazumdar, Yuejie Chi, Adam Wierman, Costas Spanos

Driven by inherent uncertainty and the sim-to-real gap, robust reinforcement learning (RL) seeks to improve resilience against the complexity and variability in agent-environment sequential interactions. Despite the existence of a large number of RL benchmarks, there is a lack of standardized benchmarks for robust RL. Current robust RL policies often focus on a specific type of uncertainty and are evaluated in distinct, one-off environments. In this work, we introduce Robust-Gymnasium, a unified modular benchmark designed for robust RL that supports a wide variety of disruptions across all key RL components—agents' observed state and reward, agents' actions, and the environment. Offering over sixty diverse task environments spanning control and robotics, safe RL, and multi-agent RL, it provides an open-source and user-friendly tool for the community to assess current methods and foster the development of robust RL algorithms. In addition, we benchmark existing standard and robust RL algorithms within this framework, uncovering significant deficiencies in each and offering new insights.

Deep Learning · Everything Else

Chris Kolb, Tobias Weber, Bernd Bischl, David Rügamer

Sparse regularization techniques are well-established in machine learning, yet their application in neural networks remains challenging due to the non-differentiability of penalties like the $L_1$ norm, which is incompatible with stochastic gradient descent. A promising alternative is shallow weight factorization, where weights are decomposed into two factors, allowing for smooth optimization of $L_1$-penalized neural networks by adding differentiable $L_2$ regularization to the factors. In this work, we introduce deep weight factorization, extending previous shallow approaches to more than two factors. We theoretically establish equivalence of our deep factorization with non-convex sparse regularization and analyze its impact on training dynamics and optimization. Due to the limitations posed by standard training practices, we propose a tailored initialization scheme and identify important learning rate requirements necessary for training factorized networks.We demonstrate the effectiveness of our deep weight factorization through experiments on various architectures and datasets, consistently outperforming its shallow counterpart and widely used pruning methods.

Applications · Everything Else

Ruben Wiedemann, Antoine (Jack) Jacquier, Lukas Gonon

We devise a novel method for nowcasting implied volatility based on neural operators.Better known as implied volatility smoothing in the financial industry, nowcasting of implied volatility means constructing a smooth surface that is consistent with the prices presently observed on a given option market.Option price data arises highly dynamically in ever-changing spatial configurations, which poses a major limitation to foundational machine learning approaches using classical neural networks.While large models in language and image processing deliver breakthrough results on vast corpora of raw data, in financial engineering the generalization from big historical datasets has been hindered by the need for considerable data pre-processing.In particular, implied volatility smoothing has remained an instance-by-instance, hands-on process both for neural network-based and traditional parametric strategies.Our general *operator deep smoothing* approach, instead, directly maps observed data to smoothed surfaces.We adapt the graph neural operator architecture to do so with high accuracy on ten years of raw intraday S&P 500 options data, using a single model instance.The trained operator adheres to critical no-arbitrage constraints and is robust with respect to subsampling of inputs (occurring in practice in the context of outlier removal).We provide extensive historical benchmarks and showcase the generalization capability of our approach in a comparison with classical neural networks and SVI, an industry standard parametrization for implied volatility. The operator deep smoothing approach thus opens up the use of neural networks on large historical datasets in financial engineering.

Probabilistic Methods · Everything Else

Dharmesh Tailor, Alvaro Correia, Eric Nalisnick, Christos Louizos

Uncertainty quantification is an important prerequisite for the deployment of deep learning models in safety-critical areas. Yet, this hinges on the uncertainty estimates being useful to the extent the prediction intervals are well-calibrated and sharp. In the absence of inherent uncertainty estimates (e.g. pretrained models predicting only point estimates), popular approaches that operate post-hoc include Laplace’s method and split conformal prediction (split-CP). However, Laplace’s method can be miscalibrated when the model is misspecified and split-CP requires sample splitting, and thus comes at the expense of statistical efficiency. In this work, we construct prediction intervals for neural network regressors post-hoc without held-out data. This is achieved by approximating the full conformal prediction method (full-CP). Whilst full-CP nominally requires retraining the model for every test point and candidate label, we propose to train just once and locally perturb model parameters using Gauss-Newton influence to approximate the effect of retraining. Coupled with linearization of the network, we express the absolute residual nonconformity score as a piecewise linear function of the candidate label allowing for an efficient procedure that avoids the exhaustive search over the output space. On standard regression benchmarks and bounding box localization, we show the resulting prediction intervals are locally-adaptive and often tighter than those of split-CP.