Normalizing self-supervised learning for provably reliable Change Point Detection

Change point detection (CPD) methods aim to identify abrupt shifts in the distribution of input data streams. Accurate estimators for this task are crucial across various real-world scenarios. Yet, traditional unsupervised CPD techniques face significant limitations, often relying on strong assumptions or suffering from low expressive power due to inherent model simplicity. In contrast, representation learning methods overcome these drawbacks by offering flexibility and the ability to capture the full complexity of the data without imposing restrictive assumptions. However, these approaches are still emerging in the CPD field and lack robust theoretical foundations to ensure their reliability. Our work addresses this gap by integrating the expressive power of representation learning with the groundedness of traditional CPD techniques. We adopt spectral normalization (SN) for deep representation learning in CPD tasks and prove that the embeddings after SN are highly informative for CPD. Our method significantly outperforms current state-of-the-art methods during the comprehensive evaluation via three standard CPD datasets.

Collusion Detection with Graph Neural Networks

Collusion is a complex phenomenon in which companies secretly collaborate to engage in fraudulent practices. This paper presents an innovative methodology for detecting and predicting collusion patterns in different national markets using neural networks (NNs) and graph neural networks (GNNs). GNNs are particularly well suited to this task because they can exploit the inherent network structures present in collusion and many other economic problems. Our approach consists of two phases: In Phase I, we develop and train models on individual market datasets from Japan, the United States, two regions in Switzerland, Italy, and Brazil, focusing on predicting collusion in single markets. In Phase II, we extend the models' applicability through zero-shot learning, employing a transfer learning approach that can detect collusion in markets in which training data is unavailable. This phase also incorporates out-of-distribution (OOD) generalization to evaluate the models' performance on unseen datasets from other countries and regions. In our empirical study, we show that GNNs outperform NNs in detecting complex collusive patterns. This research contributes to the ongoing discourse on preventing collusion and optimizing detection methodologies, providing valuable guidance on the use of NNs and GNNs in economic applications to enhance market fairness and economic welfare.

Gallery-Aware Uncertainty Estimation For Open-Set Face Recognition

Accurately estimating image quality and model robustness improvement are critical challenges in unconstrained face recognition, which can be addressed through uncertainty estimation via probabilistic face embeddings. Previous research mainly focused on uncertainty estimation in face verification, leaving the open-set face recognition task underexplored. In open-set face recognition, one seeks to classify an image, which could also be unknown. Here, the low variance of probabilistic embedding does not imply a low error probability: an image embedding could be close to several classes in a gallery, thus yielding high uncertainty. We propose a method aware of two sources of ambiguity in the open-set recognition system: (1) the gallery uncertainty caused by overlapping classes and (2) the uncertainty of the face embeddings. To detect both types, we use a Bayesian probabilistic model of embedding distribution, which provides a principled uncertainty estimate. Challenging open-set face recognition datasets, such as IJB-C, serve as a testbed for our method. We also propose a new open-set recognition protocol for whale and dolphin identification. The proposed approach better identifies recognition errors than uncertainty estimation methods based solely on image quality.

Uniting contrastive and generative learning for event sequences models

High-quality representation of transactional sequences is vital for modern banking applications, including risk management, churn prediction, and personalized customer offers. Different tasks require distinct representation properties: local tasks benefit from capturing the client's current state, while global tasks rely on general behavioral patterns. Previous research has demonstrated that various self-supervised approaches yield representations that better capture either global or local qualities. This study investigates the integration of two self-supervised learning techniques - instance-wise contrastive learning and a generative approach based on restoring masked events in latent space. The combined approach creates representations that balance local and global transactional data characteristics. Experiments conducted on several public datasets, focusing on sequence classification and next-event type prediction, show that the integrated method achieves superior performance compared to individual approaches and demonstrates synergistic effects. These findings suggest that the proposed approach offers a robust framework for advancing event sequences representation learning in the financial sector.

COTODE: COntinuous Trajectory neural Ordinary Differential Equations for modelling event sequences

Observation of the underlying actors that generate event sequences reveals that they often evolve continuously. Most modern methods, however, tend to model such processes through at most piecewise-continuous trajectories. To address this, we adopt a way of viewing events not as standalone phenomena but instead as observations of a Gaussian Process, which in turn governs the actor's dynamics. We propose integrating these obtained dynamics, resulting in a continuous-trajectory modification of the widely successful Neural ODE model. Through Gaussian Process theory, we were able to evaluate the uncertainty in an actor's representation, which arises from not observing them between events. This estimate led us to develop a novel, theoretically backed negative feedback mechanism. Empirical studies indicate that our model with Gaussian process interpolation and negative feedback achieves state-of-the-art performance, with improvements up to 20% AUROC against similar architectures.

Universal representations for financial transactional data: embracing local, global, and external contexts

Effective processing of financial transactions is essential for banking data analysis. However, in this domain, most methods focus on specialized solutions to stand-alone problems instead of constructing universal representations suitable for many problems. We present a representation learning framework that addresses diverse business challenges. We also suggest novel generative models that account for data specifics, and a way to integrate external information into a client's representation, leveraging insights from other customers' actions. Finally, we offer a benchmark, describing representation quality globally, concerning the entire transaction history; locally, reflecting the client's current state; and dynamically, capturing representation evolution over time. Our generative approach demonstrates superior performance in local tasks, with an increase in ROC-AUC of up to 14\% for the next MCC prediction task and up to 46\% for downstream tasks from existing contrastive baselines. Incorporating external information improves the scores by an additional 20\%.

Diversity-Aware Ensembling of Language Models Based on Topological Data Analysis

Ensembles are important tools for improving the performance of machine learning models. In cases related to natural language processing, ensembles boost the performance of a method due to multiple large models available in open source. However, existing approaches mostly rely on simple averaging of predictions by ensembles with equal weights for each model, ignoring differences in the quality and conformity of models. We propose to estimate weights for ensembles of NLP models using not only knowledge of their individual performance but also their similarity to each other. By adopting distance measures based on Topological Data Analysis (TDA), we improve our ensemble. The quality improves for both text classification accuracy and relevant uncertainty estimation.

From Variability to Stability: Advancing RecSys Benchmarking Practices

In the rapidly evolving domain of Recommender Systems (RecSys), new algorithms frequently claim state-of-the-art performance based on evaluations over a limited set of arbitrarily selected datasets. However, this approach may fail to holistically reflect their effectiveness due to the significant impact of dataset characteristics on algorithm performance. Addressing this deficiency, this paper introduces a novel benchmarking methodology to facilitate a fair and robust comparison of RecSys algorithms, thereby advancing evaluation practices. By utilizing a diverse set of $30$ open datasets, including two introduced in this work, and evaluating $11$ collaborative filtering algorithms across $9$ metrics, we critically examine the influence of dataset characteristics on algorithm performance. We further investigate the feasibility of aggregating outcomes from multiple datasets into a unified ranking. Through rigorous experimental analysis, we validate the reliability of our methodology under the variability of datasets, offering a benchmarking strategy that balances quality and computational demands. This methodology enables a fair yet effective means of evaluating RecSys algorithms, providing valuable guidance for future research endeavors.

Challenges in data-based geospatial modeling for environmental research and practice

With the rise of electronic data, particularly Earth observation data, data-based geospatial modelling using machine learning (ML) has gained popularity in environmental research. Accurate geospatial predictions are vital for domain research based on ecosystem monitoring and quality assessment and for policy-making and action planning, considering effective management of natural resources. The accuracy and computation speed of ML has generally proved efficient. However, many questions have yet to be addressed to obtain precise and reproducible results suitable for further use in both research and practice. A better understanding of the ML concepts applicable to geospatial problems enhances the development of data science tools providing transparent information crucial for making decisions on global challenges such as biosphere degradation and climate change. This survey reviews common nuances in geospatial modelling, such as imbalanced data, spatial autocorrelation, prediction errors, model generalisation, domain specificity, and uncertainty estimation. We provide an overview of techniques and popular programming tools to overcome or account for the challenges. We also discuss prospects for geospatial Artificial Intelligence in environmental applications.

RepQ: Generalizing Quantization-Aware Training for Re-Parametrized Architectures

Existing neural networks are memory-consuming and computationally intensive, making deploying them challenging in resource-constrained environments. However, there are various methods to improve their efficiency. Two such methods are quantization, a well-known approach for network compression, and re-parametrization, an emerging technique designed to improve model performance. Although both techniques have been studied individually, there has been limited research on their simultaneous application. To address this gap, we propose a novel approach called RepQ, which applies quantization to re-parametrized networks. Our method is based on the insight that the test stage weights of an arbitrary re-parametrized layer can be presented as a differentiable function of trainable parameters. We enable quantization-aware training by applying quantization on top of this function. RepQ generalizes well to various re-parametrized models and outperforms the baseline method LSQ quantization scheme in all experiments.