NeurIPS 2023 论文列表

We consider the problem of variational Bayesian inference in a latent variable model where a (possibly complex) observed stochastic process is governed by the unobserved solution of a latent stochastic differential equation (SDE). Motivated by the challenges that arise when trying to learn a latent SDE in $\mathbb{R}^n$ from large-scale data, such as efficient gradient computation, we take a step back and study a specific subclass instead. In our case, the SDE evolves inside a homogeneous latent space and is induced by stochastic dynamics of the corresponding (matrix) Lie group. In the context of learning problems, SDEs on the $n$-dimensional unit sphere are arguably the most relevant incarnation of this setup. For variational inference, the sphere not only facilitates using a uniform prior on the initial state of the SDE, but we also obtain a particularly simple and intuitive expression for the KL divergence between the approximate posterior and prior process in the evidence lower bound. We provide empirical evidence that a latent SDE of the proposed type can be learned efficiently by means of an existing one-step geometric Euler-Maruyama scheme. Despite restricting ourselves to a less diverse class of SDEs, we achieve competitive or even state-of-the-art performance on a collection of time series interpolation and classification benchmarks.

Anomaly detection aims at detecting unexpected behaviours in the data. Because anomaly detection is usually an unsupervised task, traditional anomaly detectors learn a decision boundary by employing heuristics based on intuitions, which are hard to verify in practice. This introduces some uncertainty, especially close to the decision boundary, that may reduce the user trust in the detector's predictions. A way to combat this is by allowing the detector to reject predictions with high uncertainty (Learning to Reject). This requires employing a confidence metric that captures the distance to the decision boundary and setting a rejection threshold to reject low-confidence predictions. However, selecting a proper metric and setting the rejection threshold without labels are challenging tasks. In this paper, we solve these challenges by setting a constant rejection threshold on the stability metric computed by ExCeeD. Our insight relies on a theoretical analysis of such a metric. Moreover, setting a constant threshold results in strong guarantees: we estimate the test rejection rate, and derive a theoretical upper bound for both the rejection rate and the expected prediction cost. Experimentally, we show that our method outperforms some metric-based methods.

Collaborative perception can substantially boost each agent's perception ability by facilitating communication among multiple agents. However, temporal asynchrony among agents is inevitable in the real world due to communication delays, interruptions, and clock misalignments. This issue causes information mismatch during multi-agent fusion, seriously shaking the foundation of collaboration. To address this issue, we propose CoBEVFlow, an asynchrony-robust collaborative perception system based on bird's eye view (BEV) flow. The key intuition of CoBEVFlow is to compensate motions to align asynchronous collaboration messages sent by multiple agents. To model the motion in a scene, we propose BEV flow, which is a collection of the motion vector corresponding to each spatial location. Based on BEV flow, asynchronous perceptual features can be reassigned to appropriate positions, mitigating the impact of asynchrony. CoBEVFlow has two advantages: (i) CoBEVFlow can handle asynchronous collaboration messages sent at irregular, continuous time stamps without discretization; and (ii) with BEV flow, CoBEVFlow only transports the original perceptual features, instead of generating new perceptual features, avoiding additional noises. To validate CoBEVFlow's efficacy, we create IRregular V2V(IRV2V), the first synthetic collaborative perception dataset with various temporal asynchronies that simulate different real-world scenarios. Extensive experiments conducted on both IRV2V and the real-world dataset DAIR-V2X show that CoBEVFlow consistently outperforms other baselines and is robust in extremely asynchronous settings. The code is available at https://github.com/MediaBrain-SJTU/CoBEVFlow.

Detecting anomalies in real-world multivariate time series data is challenging due to complex temporal dependencies and inter-variable correlations. Recently, reconstruction-based deep models have been widely used to solve the problem. However, these methods still suffer from an over-generalization issue and fail to deliver consistently high performance. To address this issue, we propose the MEMTO, a memory-guided Transformer using a reconstruction-based approach. It is designed to incorporate a novel memory module that can learn the degree to which each memory item should be updated in response to the input data. To stabilize the training procedure, we use a two-phase training paradigm which involves using K-means clustering for initializing memory items. Additionally, we introduce a bi-dimensional deviation-based detection criterion that calculates anomaly scores considering both input space and latent space. We evaluate our proposed method on five real-world datasets from diverse domains, and it achieves an average anomaly detection F1-score of 95.74%, significantly outperforming the previous state-of-the-art methods. We also conduct extensive experiments to empirically validate the effectiveness of our proposed model's key components.

Kernel design is a pivotal but challenging aspect of time series analysis, especially in the context of small datasets. In recent years, Reservoir Computing (RC) has emerged as a powerful tool to compare time series based on the underlying dynamics of the generating process rather than the observed data. However, the performance of RC highly depends on the hyperparameter setting, which is hard to interpret and costly to optimize because of the recurrent nature of RC. Here, we present a new kernel for time series based on the recently established equivalence between reservoir dynamics and Nonlinear Vector AutoRegressive (NVAR) processes. The kernel is non-recurrent and depends on a small set of meaningful hyperparameters, for which we suggest an effective heuristic. We demonstrate excellent performance on a wide range of real-world classification tasks, both in terms of accuracy and speed. This further advances the understanding of RC representation learning models and extends the typical use of the NVAR framework to kernel design and representation of real-world time series data.

Generalized Additive Models (GAMs) have recently experienced a resurgence in popularity due to their interpretability, which arises from expressing the target value as a sum of non-linear transformations of the features. Despite the current enthusiasm for GAMs, their susceptibility to concurvity — i.e., (possibly non-linear) dependencies between the features — has hitherto been largely overlooked. Here, we demonstrate how concurvity can severly impair the interpretability of GAMs and propose a remedy: a conceptually simple, yet effective regularizer which penalizes pairwise correlations of the non-linearly transformed feature variables. This procedure is applicable to any differentiable additive model, such as Neural Additive Models or NeuralProphet, and enhances interpretability by eliminating ambiguities due to self-canceling feature contributions. We validate the effectiveness of our regularizer in experiments on synthetic as well as real-world datasets for time-series and tabular data. Our experiments show that concurvity in GAMs can be reduced without significantly compromising prediction quality, improving interpretability and reducing variance in the feature importances.

We present a multi-temporal, multi-modal remote-sensing dataset for predicting how active wildfires will spread at a resolution of 24 hours. The dataset consists of 13607 images across 607 fire events in the United States from January 2018 to October 2021. For each fire event, the dataset contains a full time series of daily observations, containing detected active fires and variables related to fuel, topography and weather conditions. The dataset is challenging due to: a) its inputs being multi-temporal, b) the high number of 23 multi-modal input channels, c) highly imbalanced labels and d) noisy labels, due to smoke, clouds, and inaccuracies in the active fire detection. The underlying complexity of the physical processes adds to these challenges. Compared to existing public datasets in this area, WildfireSpreadTS allows for multi-temporal modeling of spreading wildfires, due to its time series structure. Furthermore, we provide additional input modalities and a high spatial resolution of 375m for the active fire maps. We publish this dataset to encourage further research on this important task with multi-temporal, noise-resistant or generative methods, uncertainty estimation or advanced optimization techniques that deal with the high-dimensional input space.

Recurrent neural networks (RNNs) are popular machine learning tools for modeling and forecasting sequential data and for inferring dynamical systems (DS) from observed time series. Concepts from DS theory (DST) have variously been used to further our understanding of both, how trained RNNs solve complex tasks, and the training process itself. Bifurcations are particularly important phenomena in DS, including RNNs, that refer to topological (qualitative) changes in a system's dynamical behavior as one or more of its parameters are varied. Knowing the bifurcation structure of an RNN will thus allow to deduce many of its computational and dynamical properties, like its sensitivity to parameter variations or its behavior during training. In particular, bifurcations may account for sudden loss jumps observed in RNN training that could severely impede the training process. Here we first mathematically prove for a particular class of ReLU-based RNNs that certain bifurcations are indeed associated with loss gradients tending toward infinity or zero. We then introduce a novel heuristic algorithm for detecting all fixed points and $k$-cycles in ReLU-based RNNs and their existence and stability regions, hence bifurcation manifolds in parameter space. In contrast to previous numerical algorithms for finding fixed points and common continuation methods, our algorithm provides $\textit{exact}$ results and returns fixed points and cycles up to high orders with surprisingly good scaling behavior. We exemplify the algorithm on the analysis of the training process of RNNs, and find that the recently introduced technique of generalized teacher forcing completely avoids certain types of bifurcations in training. Thus, besides facilitating the DST analysis of trained RNNs, our algorithm provides a powerful instrument for analyzing the training process itself.

Online updating of time series forecasting models aims to address the concept drifting problem by efficiently updating forecasting models based on streaming data. Many algorithms are designed for online time series forecasting, with some exploiting cross-variable dependency while others assume independence among variables. Given every data assumption has its own pros and cons in online time series modeling, we propose **On**line **e**nsembling **Net**work (**OneNet**). It dynamically updates and combines two models, with one focusing on modeling the dependency across the time dimension and the other on cross-variate dependency. Our method incorporates a reinforcement learning-based approach into the traditional online convex programming framework, allowing for the linear combination of the two models with dynamically adjusted weights. OneNet addresses the main shortcoming of classical online learning methods that tend to be slow in adapting to the concept drift. Empirical results show that OneNet reduces online forecasting error by more than $\mathbf{50}\\%$ compared to the State-Of-The-Art (SOTA) method.

Denoising diffusion models have proven to be a flexible and effective paradigm for generative modelling. Their recent extension to infinite dimensional Euclidean spaces has allowed for the modelling of stochastic processes. However, many problems in the natural sciences incorporate symmetries and involve data living in non-Euclidean spaces. In this work, we extend the framework of diffusion models to incorporate a series of geometric priors in infinite-dimension modelling. We do so by a) constructing a noising process which admits, as limiting distribution, a geometric Gaussian process that transforms under the symmetry group of interest, and b) approximating the score with a neural network that is equivariant w.r.t. this group. We show that with these conditions, the generative functional model admits the same symmetry. We demonstrate scalability and capacity of the model, using a novel Langevin-based conditional sampler, to fit complex scalar and vector fields, with Euclidean and spherical codomain, on synthetic and real-world weather data.

For any two point sets $A,B \subset \mathbb{R}^d$ of size up to $n$, the Chamfer distance from $A$ to $B$ is defined as $\texttt{CH}(A,B)=\sum_{a \in A} \min_{b \in B} d_X(a,b)$, where $d_X$ is the underlying distance measure (e.g., the Euclidean or Manhattan distance). The Chamfer distance is a popular measure of dissimilarity between point clouds, used in many machine learning, computer vision, and graphics applications, and admits a straightforward $O(d n^2)$-time brute force algorithm. Further, Chamfer distance is often used as a proxy for the more computationally demanding Earth-Mover (Optimal Transport) Distance. However, the \emph{quadratic} dependence on $n$ in the running time makes the naive approach intractable for large datasets. We overcome this bottleneck and present the first $(1+\epsilon)$-approximate algorithm for estimating Chamfer distance with a near-linear running time. Specifically, our algorithm runs in time $O(nd \log (n)/\epsilon^2)$ and is implementable. Our experiments demonstrate that it is both accurate and fast on large high-dimensional datasets. We believe that our algorithm will open new avenues for analyzing large high-dimensional point clouds. We also give evidence that if the goal is to report a $(1+\epsilon)$-approximate mapping from $A$ to $B$ (as opposed to just its value), then any sub-quadratic time algorithm is unlikely to exist.

We provide novel information-theoretic generalization bounds for stochastic gradient Langevin dynamics (SGLD) under the assumptions of smoothness and dissipativity, which are widely used in sampling and non-convex optimization studies. Our bounds are time-independent and decay to zero as the sample size increases, regardless of the number of iterations and whether the step size is fixed. Unlike previous studies, we derive the generalization error bounds by focusing on the time evolution of the Kullback--Leibler divergence, which is related to the stability of datasets and is the upper bound of the mutual information between output parameters and an input dataset. Additionally, we establish the first information-theoretic generalization bound when the training and test loss are the same by showing that a loss function of SGLD is sub-exponential. This bound is also time-independent and removes the problematic step size dependence in existing work, leading to an improved excess risk bound by combining our analysis with the existing non-convex optimization error bounds.

We provide new algorithms and conditional hardness for the problem of estimating effective resistances in $n$-node $m$-edge undirected, expander graphs. We provide an $\widetilde{O}(m\epsilon^{-1})$-time algorithm that produces with high probability, an $\widetilde{O}(n\epsilon^{-1})$-bit sketch from which the effective resistance between any pair of nodes can be estimated, to $(1 \pm \epsilon)$-multiplicative accuracy, in $\widetilde{O}(1)$-time. Consequently, we obtain an $\widetilde{O}(m\epsilon^{-1})$-time algorithm for estimating the effective resistance of all edges in such graphs, improving (for sparse graphs) on the previous fastest runtimes of $\widetilde{O}(m\epsilon^{-3/2})$ [Chu et. al. 2018] and $\widetilde{O}(n^2\epsilon^{-1})$ [Jambulapati, Sidford, 2018] for general graphs and $\widetilde{O}(m + n\epsilon^{-2})$ for expanders [Li, Sachdeva 2022]. We complement this result by showing a conditional lower bound that a broad set of algorithms for computing such estimates of the effective resistances between all pairs of nodes require $\widetilde{\Omega}(n^2 \epsilon^{-1/2})$-time, improving upon the previous best such lower bound of $\widetilde{\Omega}(n^2 \epsilon^{-1/13})$ [Musco et. al. 2017]. Further, we leverage the tools underlying these results to obtain improved algorithms and conditional hardness for more general problems of sketching the pseudoinverse of positive semidefinite matrices and estimating functions of their eigenvalues.

Synthetic time series are often used in practical applications to augment the historical time series dataset, amplify the occurrence of rare events and also create counterfactual scenarios. Distributional-similarity (which we refer to as realism) as well as the satisfaction of certain numerical constraints are common requirements for counterfactual time series generation. For instance, the US Federal Reserve publishes synthetic market stress scenarios given by the constrained time series for financial institutions to assess their performance in hypothetical recessions. Existing approaches for generating constrained time series usually penalize training loss to enforce constraints, and reject non-conforming samples. However, these approaches would require re-training if we change constraints, and rejection sampling can be computationally expensive, or impractical for complex constraints. In this paper, we propose a novel set of methods to tackle the constrained time series generation problem and provide efficient sampling while ensuring the realism of generated time series. In particular, we frame the problem using a constrained optimization framework and then we propose a set of generative methods including 'GuidedDiffTime', a guided diffusion model. We empirically evaluate our work on several datasets for financial and energy data, where incorporating constraints is critical. We show that our approaches outperform existing work both qualitatively and quantitatively, and that 'GuidedDiffTime' does not require re-training for new constraints, resulting in a significant carbon footprint reduction, up to 92% w.r.t. existing deep learning methods.

To quantify uncertainty, conformal prediction methods are gaining continuously more interest and have already been successfully applied to various domains. However, they are difficult to apply to time series as the autocorrelative structure of time series violates basic assumptions required by conformal prediction. We propose HopCPT, a novel conformal prediction approach for time series that not only copes with temporal structures but leverages them. We show that our approach is theoretically well justified for time series where temporal dependencies are present. In experiments, we demonstrate that our new approach outperforms state-of-the-art conformal prediction methods on multiple real-world time series datasets from four different domains.

We focus on the problem of generating high-quality, private synthetic glucose traces, a task generalizable to many other time series sources. Existing methods for time series data synthesis, such as those using Generative Adversarial Networks (GANs), are not able to capture the innate characteristics of glucose data and cannot provide any formal privacy guarantees without severely degrading the utility of the synthetic data. In this paper we present GlucoSynth, a novel privacy-preserving GAN framework to generate synthetic glucose traces. The core intuition behind our approach is to conserve relationships amongst motifs (glucose events) within the traces, in addition to temporal dynamics. Our framework incorporates differential privacy mechanisms to provide strong formal privacy guarantees. We provide a comprehensive evaluation on the real-world utility of the data using 1.2 million glucose traces; GlucoSynth outperforms all previous methods in its ability to generate high-quality synthetic glucose traces with strong privacy guarantees.

We derive the first finite-time logarithmic Bayes regret upper bounds for Bayesian bandits. In a multi-armed bandit, we obtain $O(c_\Delta \log n)$ and $O(c_h \log^2 n)$ upper bounds for an upper confidence bound algorithm, where $c_h$ and $c_\Delta$ are constants depending on the prior distribution and the gaps of bandit instances sampled from it, respectively. The latter bound asymptotically matches the lower bound of Lai (1987). Our proofs are a major technical departure from prior works, while being simple and general. To show the generality of our techniques, we apply them to linear bandits. Our results provide insights on the value of prior in the Bayesian setting, both in the objective and as a side information given to the learner. They significantly improve upon existing $\tilde{O}(\sqrt{n})$ bounds, which have become standard in the literature despite the logarithmic lower bound of Lai (1987).

This study considers a novel problem setting, referred to as \textit{bandit task assignment}, that incorporates the processing time of each task in the bandit setting. In this problem setting, a player sequentially chooses a set of tasks to start so that the set of processing tasks satisfies a given combinatorial constraint. The reward and processing time for each task follow unknown distributions, values of which are revealed only after the task has been completed. The problem generalizes the stochastic combinatorial semi-bandit problem and the budget-constrained bandit problem. For this problem setting, we propose an algorithm based on upper confidence bounds~(UCB) combined with a phased-update approach. The proposed algorithm admits a gap-dependent regret upper bound of $O(MN(1/\Delta){\log T})$ and a gap-free regret upper bound of $\tilde{O}( \sqrt{MNT} )$, where $N$ is the number of the tasks, $M$ is the maximum number of tasks run at the same time, $T$ is the time horizon, and $\Delta$ is the gap between expected per-round rewards of the optimal and best suboptimal sets of tasks. These regret bounds nearly match lower bounds.

Survival or time-to-event data with time-varying covariates are common in practice, and exploring the non-stationarity in covariates is essential to accurately analyzing the nonlinear dependence of time-to-event outcomes on covariates. Traditional survival analysis methods such as Cox proportional hazards model have been extended to address the time-varying covariates through a counting process formulation, although sophisticated machine learning methods that can accommodate time-varying covariates have been limited. In this paper, we propose a non-parametric Bayesian survival model to analyze the nonlinear dependence of time-to-event outcomes on time-varying covariates. We focus on a computationally feasible Cox process called permanental process, which assumes the square root of hazard function to be generated from a Gaussian process, and tailor it for survival data with time-varying covariates. We verify that the proposed model holds with the representer theorem, a beneficial property for functional analysis, which offers us a fast Bayesian estimation algorithm that scales linearly with the number of observed events without relying on Markov Chain Monte Carlo computation. We evaluate our algorithm on synthetic and real-world data, and show that it achieves comparable predictive accuracy while being tens to hundreds of times faster than state-of-the-art methods.