时间序列模型通常处理极端事件和异常,这两者都在现实世界数据集中普遍存在。这样的模型通常需要提供仔细的概率预测,这对于诸如飓风和大流行等极端事件的风险管理至关重要。但是,自动检测并学习对大规模数据集使用极端事件和异常,这是一项挑战,这通常需要手动努力。因此,我们提出了一个异常的预测框架,该框架利用了先前看到的异常作用来提高其在极端事件存在期间和之后的预测准确性。具体而言,该框架会自动提取异常,并通过注意机制将其合并,以提高其未来极端事件的准确性。此外,该框架采用动态不确定性优化算法,以在线方式降低预测的不确定性。所提出的框架表现出一致的卓越精度,而在三个数据集上,与当前预测模型相比,三个具有不同异常的数据集的不确定性。
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变压器已被广泛应用于文本分类。不幸的是,现实世界中的数据包含异常和嘈杂的标签,这些标签对最先进的变压器造成了挑战。本文提出了Protoformer,这是一种针对变压器的新型自学习框架,可以利用有问题的样本进行文本分类。原型类型具有嵌入样品的选择机制,使我们能够有效提取和利用异常原型和困难的类原型。我们在具有不同文本结构的数据集上演示了此类功能(例如Twitter,IMDB,Arxiv)。我们还将该框架应用于多个模型。结果表明,原构物可以改善各种经验环境中的电流变压器。
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At the core of insurance business lies classification between risky and non-risky insureds, actuarial fairness meaning that risky insureds should contribute more and pay a higher premium than non-risky or less-risky ones. Actuaries, therefore, use econometric or machine learning techniques to classify, but the distinction between a fair actuarial classification and "discrimination" is subtle. For this reason, there is a growing interest about fairness and discrimination in the actuarial community Lindholm, Richman, Tsanakas, and Wuthrich (2022). Presumably, non-sensitive characteristics can serve as substitutes or proxies for protected attributes. For example, the color and model of a car, combined with the driver's occupation, may lead to an undesirable gender bias in the prediction of car insurance prices. Surprisingly, we will show that debiasing the predictor alone may be insufficient to maintain adequate accuracy (1). Indeed, the traditional pricing model is currently built in a two-stage structure that considers many potentially biased components such as car or geographic risks. We will show that this traditional structure has significant limitations in achieving fairness. For this reason, we have developed a novel pricing model approach. Recently some approaches have Blier-Wong, Cossette, Lamontagne, and Marceau (2021); Wuthrich and Merz (2021) shown the value of autoencoders in pricing. In this paper, we will show that (2) this can be generalized to multiple pricing factors (geographic, car type), (3) it perfectly adapted for a fairness context (since it allows to debias the set of pricing components): We extend this main idea to a general framework in which a single whole pricing model is trained by generating the geographic and car pricing components needed to predict the pure premium while mitigating the unwanted bias according to the desired metric.
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我们通过与与前面令牌的局部相似度,通过调节从大语料库检索的文档块来增强自动回归语言模型。尽管使用25美元\时分,我们的检索增强型变压器(RetroCro)的检索增强型变压器(RetroCr)对GPT-3和侏罗纪-1获得了可比性的性能。微调后,复古表演转换为下游知识密集型任务,如问题应答。复古结合了冷冻BERT猎犬,一种可微分的编码器和块状的横向机制,以预测基于数量级的令牌,而不是训练期间通常消耗的数量。我们通常从头开始训练复古,还可以快速改造预先接受的变压器,通过检索,仍然达到良好的性能。我们的工作通过以前所未有的规模开辟了通过显式内存改进语言模型的新途径。
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We address the problem of unsupervised domain adaptation when the source domain differs from the target domain because of a shift in the distribution of a latent subgroup. When this subgroup confounds all observed data, neither covariate shift nor label shift assumptions apply. We show that the optimal target predictor can be non-parametrically identified with the help of concept and proxy variables available only in the source domain, and unlabeled data from the target. The identification results are constructive, immediately suggesting an algorithm for estimating the optimal predictor in the target. For continuous observations, when this algorithm becomes impractical, we propose a latent variable model specific to the data generation process at hand. We show how the approach degrades as the size of the shift changes, and verify that it outperforms both covariate and label shift adjustment.
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We introduce the Conditional Independence Regression CovariancE (CIRCE), a measure of conditional independence for multivariate continuous-valued variables. CIRCE applies as a regularizer in settings where we wish to learn neural features $\varphi(X)$ of data $X$ to estimate a target $Y$, while being conditionally independent of a distractor $Z$ given $Y$. Both $Z$ and $Y$ are assumed to be continuous-valued but relatively low dimensional, whereas $X$ and its features may be complex and high dimensional. Relevant settings include domain-invariant learning, fairness, and causal learning. The procedure requires just a single ridge regression from $Y$ to kernelized features of $Z$, which can be done in advance. It is then only necessary to enforce independence of $\varphi(X)$ from residuals of this regression, which is possible with attractive estimation properties and consistency guarantees. By contrast, earlier measures of conditional feature dependence require multiple regressions for each step of feature learning, resulting in more severe bias and variance, and greater computational cost. When sufficiently rich features are used, we establish that CIRCE is zero if and only if $\varphi(X) \perp \!\!\! \perp Z \mid Y$. In experiments, we show superior performance to previous methods on challenging benchmarks, including learning conditionally invariant image features.
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The detection and prevention of illegal fishing is critical to maintaining a healthy and functional ecosystem. Recent research on ship detection in satellite imagery has focused exclusively on performance improvements, disregarding detection efficiency. However, the speed and compute cost of vessel detection are essential for a timely intervention to prevent illegal fishing. Therefore, we investigated optimization methods that lower detection time and cost with minimal performance loss. We trained an object detection model based on a convolutional neural network (CNN) using a dataset of satellite images. Then, we designed two efficiency optimizations that can be applied to the base CNN or any other base model. The optimizations consist of a fast, cheap classification model and a statistical algorithm. The integration of the optimizations with the object detection model leads to a trade-off between speed and performance. We studied the trade-off using metrics that give different weight to execution time and performance. We show that by using a classification model the average precision of the detection model can be approximated to 99.5% in 44% of the time or to 92.7% in 25% of the time.
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Quantifying the deviation of a probability distribution is challenging when the target distribution is defined by a density with an intractable normalizing constant. The kernel Stein discrepancy (KSD) was proposed to address this problem and has been applied to various tasks including diagnosing approximate MCMC samplers and goodness-of-fit testing for unnormalized statistical models. This article investigates a convergence control property of the diffusion kernel Stein discrepancy (DKSD), an instance of the KSD proposed by Barp et al. (2019). We extend the result of Gorham and Mackey (2017), which showed that the KSD controls the bounded-Lipschitz metric, to functions of polynomial growth. Specifically, we prove that the DKSD controls the integral probability metric defined by a class of pseudo-Lipschitz functions, a polynomial generalization of Lipschitz functions. We also provide practical sufficient conditions on the reproducing kernel for the stated property to hold. In particular, we show that the DKSD detects non-convergence in moments with an appropriate kernel.
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Can continuous diffusion models bring the same performance breakthrough on natural language they did for image generation? To circumvent the discrete nature of text data, we can simply project tokens in a continuous space of embeddings, as is standard in language modeling. We propose Self-conditioned Embedding Diffusion, a continuous diffusion mechanism that operates on token embeddings and allows to learn flexible and scalable diffusion models for both conditional and unconditional text generation. Through qualitative and quantitative evaluation, we show that our text diffusion models generate samples comparable with those produced by standard autoregressive language models - while being in theory more efficient on accelerator hardware at inference time. Our work paves the way for scaling up diffusion models for text, similarly to autoregressive models, and for improving performance with recent refinements to continuous diffusion.
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当歌曲创作或演奏时,歌手/词曲作者通常会出现通过它表达感受或情感的意图。对于人类而言,将音乐作品或表演中的情感与观众的主观感知相匹配可能会非常具有挑战性。幸运的是,此问题的机器学习方法更简单。通常,它需要一个数据集,从该数据集中提取音频功能以将此信息呈现给数据驱动的模型,从而又将训练以预测给定歌曲与目标情绪匹配的概率是什么。在本文中,我们研究了最近出版物中最常见的功能和模型来解决此问题,揭示了哪些最适合在无伴奏歌曲中识别情感。
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