Proposes ANN for more accurate path loss prediction in urban environments.
problem Inaccurate path loss prediction in complex urban environments.
method Artificial Neural Network (ANN) for multi-dimensional regression modeling of path loss.
result The proposed ANN model is more accurate and flexible than conventional linear models.
Research uses CPS to estimate uncertainty in ML radio metric models.
problem Estimating uncertainty in machine learning models for radio metrics and path loss.
method Conformal Prediction (CP) in Conformal Predictive Systems (CPS) with diverse difficulty estimators.
result CPS models maintain high coverage and reliability across different cities.
PathBoost boosts graph-level predictions using path-based features.
problem Graph-level classification and regression challenges.
method Gradient tree boosting method for graph-level prediction.
result PathBoost outperforms graph neural networks and graph kernel approaches in many cases.
Predicts next actions in soccer possessions using path signatures.
problem Predicting next actions in soccer possessions with high accuracy.
method Leveraging path signatures to encode spatio-temporal structure of recent possessions, avoiding manual feature engineering.
result Our approach outperforms transformer-based benchmarks across various loss metrics and reduces computational cost.
Many real-world analytics problems involve two significant challenges: prediction and optimization. Due to the typically complex nature of each challenge, the standard paradigm is predict-then-optimize. By and large, machine learning tools are intended to minimize prediction error and do not account for how the predict…
Equivalence found between algorithmic regularization and convex penalization for convex losses.
problem Understanding the relationship between algorithmic regularization and convex penalization.
method Introducing a geometric condition and showing equivalence through optimization paths.
result Optimization paths of iterative algorithms on unregularized problems match those of corresponding penalized problems under certain conditions.
Deep nets trained with MSE loss exhibit Neural Collapse, collapsing features and classifiers to class means.
problem Understanding Neural Collapse in MSE-trained deep nets.
method Developed a new MSE loss decomposition and introduced the central path concept.
result Exact dynamics of Neural Collapse along the central path can be predicted.
Decision trees improve decision-making by optimizing predictions of unknown parameters.
problem Optimizing decisions based on predicted unknown parameters.
method SPO Trees (SPOTs) for training decision trees under the SPO loss function.
result SPOTs provide higher quality decisions and significantly lower model complexity compared to other machine learning approaches.
A novel signature method improves sequential data prediction accuracy.
problem Improving prediction accuracy for sequential and temporal data.
method Signature method based on rough path theory, with a specific embedding called lead-lag.
result Lead-lag embedding consistently outperforms other embeddings across various datasets and algorithms.
Geodesics connect model modes in neural network loss landscapes.
problem Connecting modes in neural network loss landscapes.
method Reframed mode connectivity in Information Geometry, hypothesized geodesics as mode-connecting paths, proposed algorithm to approximate geodesics.
result Geodesics achieve mode connectivity in neural networks.
Hurricanes are cyclones circulating about a defined center whose closed wind speeds exceed 75 mph originating over tropical and subtropical waters. At landfall, hurricanes can result in severe disasters. The accuracy of predicting their trajectory paths is critical to reduce economic loss and save human lives. Given th…
Extends PD-NJ-ODE to noisy observations and dependent observation times.
problem Predicting continuous-time stochastic processes with irregular and noisy observations.
method Extends PD-NJ-ODE to handle conditional independence and noisy observations.
result Theoretical guarantees and empirical examples for handling noisy observations and dependent observation times.
Unified model predicts structure of neural network loss landscapes.
problem Understanding the structure of neural network loss landscapes.
method Modeling loss landscape as high-dimensional wedges, analyzing hyperparameters' effects.
result Existence of low-loss subspaces connecting solutions.
Predictive models can fail to generalize from training to deployment environments because of dataset shift, posing a threat to model reliability and the safety of downstream decisions made in practice. Instead of using samples from the target distribution to reactively correct dataset shift, we use graphical knowledge …
Gradient descent implicitly follows regularization for general losses.
problem The implicit bias of gradient descent methods in machine learning.
method Empirical risk minimization over linear predictors with arbitrary convex, strictly decreasing losses.
result Gradient descent and regularization paths converge to the same direction for non-attained risks.
Deep nets' optima are surprisingly connected by simple paths.
problem Understanding the loss landscape of deep nets.
method Mathematical explanations based on generic properties of well-trained nets.
result Optima in deep nets are connected by piece-wise linear paths.
New algorithmic view of ℓ2 regularization using ODEs and path-following methods.
problem Optimizing convex loss functions with ℓ2 regularization.
method Established an equivalence between ℓ2-regularized solution paths and ODEs, proposing path-following algorithms based on homotopy methods and numerical ODE solvers.
result The solution path can be viewed as a hybrid of gradient descent and Newton method, providing novel schemes to choose grid points and reducing computational cost.
This paper develops a novel methodology for using symbolic knowledge in deep learning. From first principles, we derive a semantic loss function that bridges between neural output vectors and logical constraints. This loss function captures how close the neural network is to satisfying the constraints on its output. An…
Inspired by the success of Convolutional Neural Networks (CNNs) for supervised prediction in images, we design the Deconvolutional Generative Model (DGM), a new probabilistic generative model whose inference calculations correspond to those in a given CNN architecture. The DGM uses a CNN to design the prior distributio…
We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei and Luo, 2018) is in fact not improvable for adaptive adversary. Despite this neg…
Predicts path failures in evolving networks using deep learning.
problem Predicting path failures in time-evolving graphs.
method LRGCN, SAPE
result LRGCN outperforms other methods in path failure prediction.
A new method predicts future paths using a Monte-Carlo approach.
problem Predicting future financial paths given historical data.
method Path Shadowing Monte-Carlo method using maximum entropy model.
result Yields state-of-the-art predictions for future volatility and option smiles.
Unified approach to structured prediction combining entropy regularization and neuro-symbolic logic.
problem Structured prediction challenges due to large output spaces and insufficient labeled data.
method Neuro-symbolic entropy regularization loss that restricts entropy regularization to valid structures.
result Models predict more accurately and are more likely to be valid.
We consider the generic regularized optimization problem β^(λ)=argminβL(y,Xβ)+λJ(β). Efron, Hastie, Johnstone and Tibshirani [Ann. Statist. 32 (2004) 407--499] have shown that for the LASSO--that is, if L is squared error loss and J(β)=∥β∥1 is the ℓ1 norm of β--the opti…
In this paper, we address the problem of reconstructing coverage maps from path-loss measurements in cellular networks. We propose and evaluate two kernel-based adaptive online algorithms as an alternative to typical offline methods. The proposed algorithms are application-tailored extensions of powerful iterative meth…
Develops active learning method for linear optimization with margin-based criterion.
problem Optimizing decisions in linear optimization problems with limited labeled data.
method Smart Predict-then-Optimize (SPO) loss and margin-based active learning algorithm.
result Algorithm achieves significantly fewer labels than naive supervised learning, especially for minimizing SPO loss.
Enhances insurance loss models using InsurTech data and machine learning.
problem Traditional insurance loss models lack predictive accuracy due to limited data sources.
method Combining proprietary claims data with InsurTech data and applying machine learning techniques.
result Improved predictive accuracy of the loss model through machine learning.
Differential privacy of Gaussian process posterior sampling
problem Privacy of posterior sample paths from Gaussian process
method Intrinsic randomness yields DP guarantees
result Intrinsic randomness yields DP guarantees
Road Network Metric Learning improves ETA prediction accuracy by addressing data sparsity.
problem Data sparsity in road network embedding vectors affects ETA prediction accuracy.
method Proposes Road Network Metric Learning (RNML-ETA) framework with an auxiliary metric learning task and triangle loss.
result RNML-ETA outperforms state-of-the-art models and improves prediction accuracy for cold links.
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.
Generative model for TPPs using signatures and distributional discrepancies.
problem Limitations of signature methods for TPPs and lack of global sequence-level loss in neural models.
method Introduce interarrival embedding to lift jump paths to continuous paths of bounded variation, enabling signature methods for discrete event sequences. Develop sigTPP, a signature-based generative model trained on path-level loss.
result sigTPP achieves the best average rank across multiple metrics and outperforms or is within a standard error of the strongest baseline in 64% of dataset-metric pairs.
One-shot path planning for multiple agents using neural networks.
problem Efficiently generating optimal or near-optimal paths for multiple agents in robotics.
method Utilizes fully convolutional neural networks for one-shot multi-agent path planning.
result Demonstrates successful generation of optimal or near-optimal paths in over 85% of cases for multi-path planning.
Understanding and measuring model risk is important to financial practitioners. However, there lacks a non-parametric approach to model risk quantification in a dynamic setting and with path-dependent losses. We propose a complete theory generalizing the relative-entropic approach by Glasserman and Xu to the dynamic ca…
Paper presents a copula-based method to efficiently generate correlated sample paths from multi-step time series models.
problem Generating realistic correlation structures in multi-step forecast sample paths is expensive and time-consuming.
method Copula-based approach to generate correlated sample paths in one forward pass.
result Improved sample path quality and significant speedup over autoregressive sampling.
Develops a new causal model for path-dependent link prediction.
problem Existing causal models assume fixed node factors, but real-world links can depend on existing ones.
method Introduces causal lifting and structural pairwise embeddings for path-dependent link prediction.
result Validated on three scenarios, demonstrating improved accuracy for causal link prediction.
Neural networks' optimization dynamics are confined to a single basin despite connected basins in the loss landscape.
problem Neural networks' optimization dynamics are confined to a single basin despite connected basins in the loss landscape.
method Identifying entropic barriers arising from the interplay between curvature variations along low-loss paths and noise in optimization dynamics.
result Curvature-induced entropic forces bias noisy dynamics back toward the endpoints, explaining the confinement and connectivity of solutions.
Paper develops approximation and statistical theory for signature-based path regression.
problem Understanding how fast signatures approximate continuous path functionals.
method Develops \(L^2\) approximation rate for smooth functionals of Itô diffusions and establishes consistency of statistical learning procedures.
result Signature-based methods improve prediction over handcrafted features in various real-data applications.
Full-batch GD achieves generalization close to any stationary point with fewer assumptions.
problem Generalization and excess risk bounds for smooth losses, including non-Lipschitz and nonconvex cases.
method Path-dependent analysis of GD's generalization error, focusing on optimization error and stability.
result Generalization error is tightly bound in terms of optimization error and iteration count, bypassing common assumptions.
We consider the problem of path inference: given a path prefix, i.e., a partially observed sequence of nodes in a graph, we want to predict which nodes are in the missing suffix. In particular, we focus on natural paths occurring as a by-product of the interaction of an agent with a network---a driver on the transporta…
CGRL improves graph neural networks' OOD generalization by blocking spurious correlations.
problem Graph Neural Networks struggle with out-of-distribution data due to learning spurious correlations.
method Formulates a causal graph, uses backdoor adjustment, and introduces a loss replacement strategy.
result Significantly improves OOD generalization of GNNs, stabilizing mutual information learning.
Improved bipartite link prediction using 2-hop paths.
problem Link prediction in bipartite networks without node attributes.
method Multiply reconstructed adjacency matrix with symmetrically normalized training adjacency matrix to form 2-hop paths.
result 2-hop paths improve link prediction performance.
Study proposes a differentiable surrogate loss function for optimizing Fβ score in binary classification with imbalanced data.
problem Non-differentiability of Fβ score makes it unsuitable for optimization by gradient-based learning. method Investigated relationship between Fβ score and loss functions, proposed a differentiable surrogate loss function. result Gradient paths of the proposed surrogate Fβ loss function approximate the gradient paths of the Fβ score. New algorithm achieves data-dependent regret bounds in MDPs with unknown transitions.
problem Achieving best-of-both-worlds guarantees with data-dependent regret bounds in MDPs with unknown transitions.
method Optimistic follow-the-regularized-leader algorithm with new optimistic Q-function estimators and transition bonus.
result First-order, second-order, and path-length bounds with polylog(T) regret in the stochastic regime.
Paper studies CLO with partial feedback, improving decision-making in uncertain contexts.
problem Improving decision-making in contexts with uncertain cost coefficients using partial feedback.
method Unified class of offline learning algorithms for CLO with different types of feedback, using IERM framework.
result Fast-rate regret bound for IERM with partial feedback and misspecified model classes.
We describe the pricing and hedging of financial options without the use of probability using rough paths. By encoding the volatility of assets in an enhancement of the price trajectory, we give a pathwise presentation of the replication of European options. The continuity properties of rough-paths allow us to generali…
In this thesis, we study the problem of feature learning on heterogeneous knowledge graphs. These features can be used to perform tasks such as link prediction, classification and clustering on graphs. Knowledge graphs provide rich semantics encoded in the edge and node types. Meta-paths consist of these types and abst…
PAGTN improves molecular property prediction by leveraging longer-range graph dependencies.
problem Local aggregation in GCNs misses higher-order graph properties.
method PAGTN uses path features and global attention layers to capture longer-range dependencies.
result PAGTN outperforms GCNs on various molecular property prediction datasets.
New algorithms reduce dynamic regret in online MDPs with changing losses.
problem Online MDPs with adversarial loss changes and known transitions.
method Dynamic regret measure, novel ensemble algorithms for three models.
result Provably optimal dynamic regret bounds for episodic SSP, improved bounds for predictable environments.