In this work, we propose a novel framework for estimating the dimension of the data manifold using a trained diffusion model. A trained diffusion model approximates the gradient of the log density of a noise-corrupted version of the target distribution for varying levels of corruption. If the data concentrates around a manifold embedded in the high-dimensional ambient space, then as the level of corruption decreases, the score function points towards the manifold, as this direction becomes the direction of maximum likelihood increase. Therefore, for small levels of corruption, the diffusion model provides us with access to an approximation of the normal bundle of the data manifold. This allows us to estimate the dimension of the tangent space, thus, the intrinsic dimension of the data manifold. Our method outperforms linear methods for dimensionality detection such as PPCA in controlled experiments.

扩散模型已成为深层生成建模的最有希望的框架之一。在这项工作中，我们探讨了不均匀扩散模型的潜力。我们表明，非均匀扩散会导致多尺度扩散模型，这些模型与多尺度归一化流的结构相似。我们从实验上发现，在相同或更少的训练时间中，多尺度扩散模型比标准均匀扩散模型获得更好的FID得分。更重要的是，它生成样品$ 4.4 $ 4.4美元的$ 4.4 $ $ 128 \ times 128 $分辨率。在使用更多量表的较高分辨率中，预计加速度将更高。此外，我们表明，不均匀的扩散导致有条件得分函数的新估计量，该估计函数以最新的条件降解估计量以PAR性能达到了PAR性能。我们的理论和实验性发现伴随着开源库MSDIFF，可以促进对非均匀扩散模型的进一步研究。

在不完整的数据集中对样本进行分类是机器学习从业人员的普遍目的，但并非平凡。在大多数现实世界数据集中发现缺失的数据，这些缺失值通常是使用已建立的方法估算的，然后进行分类现在完成，估算的样本。然后，机器学习研究人员的重点是优化下游分类性能。在这项研究中，我们强调必须考虑插补的质量。我们展示了如何评估质量的常用措施有缺陷，并提出了一类新的差异评分，这些分数着重于该方法重新创建数据的整体分布的程度。总而言之，我们强调了使用不良数据训练的分类器模型的可解释性损害。

基于得分的扩散模型已成为深度生成型号最有前途的框架之一。在这项工作中，我们对基于得分的扩散模型进行了学习条件概率分布的不同方法的系统比较和理论分析。特别是，我们证明了结果为条件分数最成功的估算之一提供了理论典范。此外，我们引入了多速扩散框架，这导致了一个新的估算器，用于条件得分，与先前的最先进的方法相提并论。我们的理论和实验结果伴随着开源库MSDIFF，允许应用和进一步研究多速扩散模型。

Modeling lies at the core of both the financial and the insurance industry for a wide variety of tasks. The rise and development of machine learning and deep learning models have created many opportunities to improve our modeling toolbox. Breakthroughs in these fields often come with the requirement of large amounts of data. Such large datasets are often not publicly available in finance and insurance, mainly due to privacy and ethics concerns. This lack of data is currently one of the main hurdles in developing better models. One possible option to alleviating this issue is generative modeling. Generative models are capable of simulating fake but realistic-looking data, also referred to as synthetic data, that can be shared more freely. Generative Adversarial Networks (GANs) is such a model that increases our capacity to fit very high-dimensional distributions of data. While research on GANs is an active topic in fields like computer vision, they have found limited adoption within the human sciences, like economics and insurance. Reason for this is that in these fields, most questions are inherently about identification of causal effects, while to this day neural networks, which are at the center of the GAN framework, focus mostly on high-dimensional correlations. In this paper we study the causal preservation capabilities of GANs and whether the produced synthetic data can reliably be used to answer causal questions. This is done by performing causal analyses on the synthetic data, produced by a GAN, with increasingly more lenient assumptions. We consider the cross-sectional case, the time series case and the case with a complete structural model. It is shown that in the simple cross-sectional scenario where correlation equals causation the GAN preserves causality, but that challenges arise for more advanced analyses.

Deep learning models are known to put the privacy of their training data at risk, which poses challenges for their safe and ethical release to the public. Differentially private stochastic gradient descent is the de facto standard for training neural networks without leaking sensitive information about the training data. However, applying it to models for graph-structured data poses a novel challenge: unlike with i.i.d. data, sensitive information about a node in a graph cannot only leak through its gradients, but also through the gradients of all nodes within a larger neighborhood. In practice, this limits privacy-preserving deep learning on graphs to very shallow graph neural networks. We propose to solve this issue by training graph neural networks on disjoint subgraphs of a given training graph. We develop three random-walk-based methods for generating such disjoint subgraphs and perform a careful analysis of the data-generating distributions to provide strong privacy guarantees. Through extensive experiments, we show that our method greatly outperforms the state-of-the-art baseline on three large graphs, and matches or outperforms it on four smaller ones.

Data-driven models such as neural networks are being applied more and more to safety-critical applications, such as the modeling and control of cyber-physical systems. Despite the flexibility of the approach, there are still concerns about the safety of these models in this context, as well as the need for large amounts of potentially expensive data. In particular, when long-term predictions are needed or frequent measurements are not available, the open-loop stability of the model becomes important. However, it is difficult to make such guarantees for complex black-box models such as neural networks, and prior work has shown that model stability is indeed an issue. In this work, we consider an aluminum extraction process where measurements of the internal state of the reactor are time-consuming and expensive. We model the process using neural networks and investigate the role of including skip connections in the network architecture as well as using l1 regularization to induce sparse connection weights. We demonstrate that these measures can greatly improve both the accuracy and the stability of the models for datasets of varying sizes.

Machine learning models are typically evaluated by computing similarity with reference annotations and trained by maximizing similarity with such. Especially in the bio-medical domain, annotations are subjective and suffer from low inter- and intra-rater reliability. Since annotations only reflect the annotation entity's interpretation of the real world, this can lead to sub-optimal predictions even though the model achieves high similarity scores. Here, the theoretical concept of Peak Ground Truth (PGT) is introduced. PGT marks the point beyond which an increase in similarity with the reference annotation stops translating to better Real World Model Performance (RWMP). Additionally, a quantitative technique to approximate PGT by computing inter- and intra-rater reliability is proposed. Finally, three categories of PGT-aware strategies to evaluate and improve model performance are reviewed.

Explainable AI transforms opaque decision strategies of ML models into explanations that are interpretable by the user, for example, identifying the contribution of each input feature to the prediction at hand. Such explanations, however, entangle the potentially multiple factors that enter into the overall complex decision strategy. We propose to disentangle explanations by finding relevant subspaces in activation space that can be mapped to more abstract human-understandable concepts and enable a joint attribution on concepts and input features. To automatically extract the desired representation, we propose new subspace analysis formulations that extend the principle of PCA and subspace analysis to explanations. These novel analyses, which we call principal relevant component analysis (PRCA) and disentangled relevant subspace analysis (DRSA), optimize relevance of projected activations rather than the more traditional variance or kurtosis. This enables a much stronger focus on subspaces that are truly relevant for the prediction and the explanation, in particular, ignoring activations or concepts to which the prediction model is invariant. Our approach is general enough to work alongside common attribution techniques such as Shapley Value, Integrated Gradients, or LRP. Our proposed methods show to be practically useful and compare favorably to the state of the art as demonstrated on benchmarks and three use cases.

Cybercriminals are moving towards zero-day attacks affecting resource-constrained devices such as single-board computers (SBC). Assuming that perfect security is unrealistic, Moving Target Defense (MTD) is a promising approach to mitigate attacks by dynamically altering target attack surfaces. Still, selecting suitable MTD techniques for zero-day attacks is an open challenge. Reinforcement Learning (RL) could be an effective approach to optimize the MTD selection through trial and error, but the literature fails when i) evaluating the performance of RL and MTD solutions in real-world scenarios, ii) studying whether behavioral fingerprinting is suitable for representing SBC's states, and iii) calculating the consumption of resources in SBC. To improve these limitations, the work at hand proposes an online RL-based framework to learn the correct MTD mechanisms mitigating heterogeneous zero-day attacks in SBC. The framework considers behavioral fingerprinting to represent SBCs' states and RL to learn MTD techniques that mitigate each malicious state. It has been deployed on a real IoT crowdsensing scenario with a Raspberry Pi acting as a spectrum sensor. More in detail, the Raspberry Pi has been infected with different samples of command and control malware, rootkits, and ransomware to later select between four existing MTD techniques. A set of experiments demonstrated the suitability of the framework to learn proper MTD techniques mitigating all attacks (except a harmfulness rootkit) while consuming <1 MB of storage and utilizing <55% CPU and <80% RAM.