Paper studies estimating network properties with missing data using SRL and GNN.
problem Estimating aggregate properties in networks with missing data attributes.
method Comparative study of SRL and GNN approaches for inferring missing attributes and estimating aggregate properties.
result SRL-based approaches tend to outperform GNN-based approaches in estimating aggregate properties and predictive accuracy.
We develop a general multivariate aggregation property which encompasses the distinct versions of the property that were introduced by Neuberger [2012] and Bondarenko [2014] independently. This way, we classify new types of model-free realised characteristics for which risk premia may be estimated without bias. We focu…
We define scenarios, propose different methods of aggregating them, discuss their properties and benchmark them against quadrant requirements.
Proposes a new optimization-based method for aggregating sets in neural networks.
problem Limited representational power of existing aggregation methods.
method Equilibrium Aggregation: an optimization-based approach.
result Equilibrium Aggregation outperforms existing methods in various tasks.
In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating prior knowledge about the event being forecasted and about salient properties o…
The article improves prediction by aggregating Kalman recursions online.
problem Improving expert aggregation in prediction models.
method Using exponential weights and state-space models to aggregate Kalman recursions.
result New algorithms outperform existing methods in Kalman recursion expert aggregation.
Label aggregation makes learning robust to noisy labels.
problem Learning from noisy labels.
method Label aggregation and risk consistency.
result Aggregated labels lead to stronger consistency guarantees.
Non-affine aggregation rules cannot preserve monotonicity in convex learning.
problem Designing non-affine aggregation rules that maintain monotonicity in convex learning.
method Proving that monotonicity of aggregated gradients is preserved only if the aggregation rule is positively affine.
result Non-affine aggregation prevents steady convergence and substantially degrades algorithmic stability.
In this paper we discuss policy iteration methods for approximate solution of a finite-state discounted Markov decision problem, with a focus on feature-based aggregation methods and their connection with deep reinforcement learning schemes. We introduce features of the states of the original problem, and we formulate …
This paper improves federated learning efficiency by auto-tuning secure aggregation parameters.
problem Efficient communication in federated learning with quantized updates.
method Auto-tuning secure aggregation parameters based on random rotation properties.
result Improved communication efficiency in federated learning with secure aggregation.
Boosting framework for vector-valued prediction with geometric stability.
problem Lack of a general theoretical understanding of aggregation for structured prediction.
method Identifies (α,β)-stability property and proposes a boosting framework based on exponential reweighting and geometric-median aggregation. result Obtains exponential decay of empirical divergence error under weak learner condition and (α,β)-stability. U-aggregation combines multiple models without labels for better risk prediction.
problem Challenges in selecting best model for new populations due to limited data and lack of true labels.
method U-aggregation, an unsupervised model aggregation method that integrates pre-trained models without observed labels.
result U-aggregation improves genetic risk prediction of complex traits using publicly available models.
We consider the problem of belief aggregation: given a group of individual agents with probabilistic beliefs over a set of uncertain events, formulate a sensible consensus or aggregate probability distribution over these events. Researchers have proposed many aggregation methods, although on the question of which is be…
We propose three new robust aggregation rules for distributed synchronous Stochastic Gradient Descent~(SGD) under a general Byzantine failure model. The attackers can arbitrarily manipulate the data transferred between the servers and the workers in the parameter server~(PS) architecture. We prove the Byzantine resilie…
New algorithm for XMC from aggregated labels.
problem Finding relevant labels for inputs from a large label universe.
method Developed a scalable algorithm to impute individual labels from group labels.
result Advantages over existing approaches in XMC and MIML tasks.
Neural network learns from higher-order connections in molecules.
problem Graph neural networks fail to account for local and hidden structures in graphs.
method Developed a neural network that can pass messages and aggregate information across higher-order paths.
result The model improves molecular property prediction.
Paper introduces DCoVaR for aggregate risk models, outperforming existing methods.
problem Lack of coherent risk measures for aggregate risk models.
method Proposes Dependent Conditional Value-at-Risk (DCoVaR) for a target loss dependent on another random loss.
result DCoVaR outperforms MCoVaR and CCoVaR in numerical simulations and empirical studies.
We consider Feller mean-reverting square-root diffusion, which has been applied to model a wide variety of processes with linearly state-dependent diffusion, such as stochastic volatility and interest rates in finance, and neuronal and populations dynamics in natural sciences. We focus on the statistical mixing (or sup…
New method improves forecast accuracy using CRPS for probabilistic predictions.
problem Improving forecast accuracy for probabilistic predictions, especially in the tails of distributions.
method Introduces a new weighting method for pointwise CRPS learning, optimizing across quantiles.
result Proposed fully adaptive Bernstein online aggregation (BOA) method for pointwise CRPS online learning has optimal convergence properties.
AEA dynamically aggregates ensemble targets for actor-critic learning.
problem Static ensemble aggregation methods struggle with overestimation bias and variance.
method Adaptive Ensemble Aggregation (AEA) dynamically constructs ensemble-based targets.
result AEA converges to optimal variance reduction and maximal Fisher information.
Optimal Transport Graph Neural Networks (OT-GNN) improves graph embeddings by using optimal transport.
problem Graph Neural Networks (GNN) often lose structural or semantic information when aggregating node embeddings.
method Combines optimal transport (OT) with parametric graph models to compute graph embeddings from Wasserstein distances between node embeddings and prototype point clouds.
result OT-GNN outperforms popular methods on molecular property prediction tasks and produces smoother graph representations.
Early-stopped aggregation improves computational efficiency in adaptive statistical inference.
problem Computational inefficiency in model selection and aggregation for adaptive inference.
method Early-stopped aggregation (ESA) framework: compute only a few simpler models using early-stopping criteria.
result ESA achieves optimal adaptive contraction rates in variational Bayes and frequentist settings.
AWARE improves graph prediction by aggregating walks with attention schemes.
problem Improving graph prediction accuracy using walk aggregation.
method Integrates attention schemes into walk-aggregating GNNs.
result AWARE outperforms existing methods in graph-level prediction tasks.
This paper optimizes MDP policies for efficient state aggregation.
problem Optimizing policies in aggregated Markov chains while preserving optimal performance.
method Homomorphic mappings to establish optimal policy equivalence and derive performance bounds.
result Developed HPG and EBHPG methods for efficient aggregation and policy optimization.
DeeperGCN tackles deep GCNs by overcoming vanishing gradient and over-smoothing issues.
problem Vanishing gradient, over-smoothing, and over-fitting issues in deep GCNs.
method DeeperGCN uses differentiable generalized aggregation functions and a novel normalization layer (MsgNorm) to train deep GCNs.
result DeeperGCN significantly boosts performance on large-scale graph learning tasks.
We study the topological properties of the multinetwork of commodity-specific trade relations among world countries over the 1992-2003 period, comparing them with those of the aggregate-trade network, known in the literature as the international-trade network (ITN). We show that link-weight distributions of commodity-s…
Extends graph similarity theory to improve MPNNs' generalization abilities.
problem Understanding MPNNs' generalization beyond training data.
method Extends graph similarity theory, assesses graph structure, aggregation, and loss functions.
result Improves understanding of MPNNs' generalization properties.
Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review of their main properties and show that most of these properties can be analytic…
SCHA-VAE generates novel data from limited examples using hierarchical context aggregation.
problem Generating data from a novel distribution with limited examples.
method Hierarchical context aggregation with attention-based point to set-level aggregation.
result Hierarchical approach better captures intrinsic variability in small data.
We investigate a problem in which each member of a group of learners is trained separately to solve the same classification task. Each learner has access to a training dataset (possibly with overlap across learners) but each trained classifier can be evaluated on a validation dataset. We propose a new approach to aggre…
Satellite imagery and remote sensing provide explanatory variables at relatively high resolutions for modeling geospatial phenomena, yet regional summaries are often desirable for analysis and actionable insight. In this paper, we propose a novel method of inducing spatial aggregations as a component of the machine lea…
GCNs improve regression tasks by aggregating neighbor signals.
problem GCNs' statistical properties in regression tasks are poorly understood.
method Examined two GCN convolutions and their impact on learning error.
result GCNs have a bias-variance trade-off that depends on neighborhood size and topology.
Model reduction of Markov processes is a basic problem in modeling state-transition systems. Motivated by the state aggregation approach rooted in control theory, we study the statistical state compression of a discrete-state Markov chain from empirical trajectories. Through the lens of spectral decomposition, we study…
Aggregate and systemic risk in complex systems are emergent phenomena depending on two properties: the idiosyncratic risks of the elements and the topology of the network of interactions among them. While a significant attention has been given to aggregate risk assessment and risk propagation once the above two propert…
The study introduces measures of collective mobility from aggregated OD data.
problem Understanding large-scale mobility patterns from aggregated data.
method Developed a framework using synthetic and real data to interpret network-level mobility.
result Aggregated mobility measures reveal network structure and flow constraints.
Databases in domains such as healthcare are routinely released to the public in aggregated form. Unfortunately, naive modeling with aggregated data may significantly diminish the accuracy of inferences at the individual level. This paper addresses the scenario where features are provided at the individual level, but th…
New approach for prudent risk evaluation using model aggregation.
problem Risk evaluation and optimization under uncertainty.
method Model Aggregation (MA) approach based on stochastic dominance.
result Produces robust risk evaluation and distributional models.
AKO improves stability and power of Knockoff inference.
problem Instability of Knockoff-based inference.
method Aggregation of Multiple Knockoffs (AKO) method.
result AKO maintains FDR control while improving stability and power.
The paper extends multiple instance learning to multiclass and regression problems.
problem Learning from aggregate observations where supervision is given to sets of instances.
method Probabilistic framework for various aggregate observations, including classification and regression.
result The proposed estimator has nice convergence properties under mild assumptions.
Proposes a new risk model using stable laws to manage company-wide losses.
problem Managing aggregate risks and pricing policies in the presence of systematic risk.
method Develops a modified risk model using multivariate stable distributions to account for various risk phenomena.
result Computes the Tail Conditional Expectation of aggregate risks and corresponding allocations.
DYMAG uses dynamic waveforms to improve graph neural networks.
problem Improving graph neural networks for better graph understanding.
method DYMAG employs dynamical system-based waveforms for message aggregation in graph neural networks.
result DYMAG outperforms baseline models in graph recovery, property prediction, and random graph generation.
A new method combines Gaussian graphical models for better distributed Gaussian process predictions.
problem Poor results from traditional DGP due to violated conditional independence assumption.
method Proposes using Gaussian graphical models to aggregate local predictions from subsets of data.
result Our method outperforms other state-of-the-art DGP approaches on both synthetic and real datasets.
FRESH combines patient-level and aggregate-level data for better clinical decision making.
problem Combining patient-level and aggregate-level data for clinical decision making.
method FRESH method that re-calibrates a patient-level model to match specified aggregate statistics.
result Unified data-efficient model for clinical decision making.
Time series data in the retail world are particularly rich in terms of dimensionality, and these dimensions can be aggregated in groups or hierarchies. Valuable information is nested in these complex structures, which helps to predict the aggregated time series data. From a portfolio of brands under HUUB's monitoring, …
This research develops a new model for cyber risk and insurance pricing.
problem Accurate calculation of aggregate losses in cyber insurance pricing.
method A path-based k-generation risk contagion model in a tree-shaped network structure.
result Explicit expressions for mean and variance of local loss on a single path.
Boosts kernel two-sample test power with multiple kernels.
problem Detecting differences between two distributions over metric spaces.
method Combining MMD estimates over multiple kernels using Mahalanobis distance.
result More powerful in detecting a wide range of alternatives in finite samples.
Two architectures that generalize convolutional neural networks (CNNs) for the processing of signals supported on graphs are introduced. We start with the selection graph neural network (GNN), which replaces linear time invariant filters with linear shift invariant graph filters to generate convolutional features and r…
This work falls within the context of predicting the value of a real function at some input locations given a limited number of observations of this function. The Kriging interpolation technique (or Gaussian process regression) is often considered to tackle such a problem but the method suffers from its computational b…