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Publications
Unveiling the Flaws: A Critical Analysis of Initialization Effect on Time Series Anomaly Detection
Deep learning for time-series anomaly detection (TSAD) has gained significant attention over the past decade. Despite the reported improveme… (see more)nts in several papers, the practical application of these models remains limited. Recent studies have cast doubt on these models, attributing their results to flawed evaluation techniques. However, the impact of initialization has largely been overlooked. This paper provides a critical analysis of the initialization effects on TSAD model performance. Our extensive experiments reveal that TSAD models are highly sensitive to hyperparameters such as window size, seed number, and normalization. This sensitivity often leads to significant variability in performance, which can be exploited to artificially inflate the reported efficacy of these models. We demonstrate that even minor changes in initialization parameters can result in performance variations that overshadow the claimed improvements from novel model architectures. Our findings highlight the need for rigorous evaluation protocols and transparent reporting of preprocessing steps to ensure the reliability and fairness of anomaly detection methods. This paper calls for a more cautious interpretation of TSAD advancements and encourages the development of more robust and transparent evaluation practices to advance the field and its practical applications.
Deep learning for time-series anomaly detection (TSAD) has gained significant attention over the past decade. Despite the reported improveme… (see more)nts in several papers, the practical application of these models remains limited. Recent studies have cast doubt on these models, attributing their results to flawed evaluation techniques. However, the impact of initialization has largely been overlooked. This paper provides a critical analysis of the initialization effects on TSAD model performance. Our extensive experiments reveal that TSAD models are highly sensitive to hyperparameters such as window size, seed number, and normalization. This sensitivity often leads to significant variability in performance, which can be exploited to artificially inflate the reported efficacy of these models. We demonstrate that even minor changes in initialization parameters can result in performance variations that overshadow the claimed improvements from novel model architectures. Our findings highlight the need for rigorous evaluation protocols and transparent reporting of preprocessing steps to ensure the reliability and fairness of anomaly detection methods. This paper calls for a more cautious interpretation of TSAD advancements and encourages the development of more robust and transparent evaluation practices to advance the field and its practical applications.
Deep learning for time-series anomaly detection (TSAD) has gained significant attention over the past decade. Despite the reported improveme… (see more)nts in several papers, the practical application of these models remains limited. Recent studies have cast doubt on these models, attributing their results to flawed evaluation techniques. However, the impact of initialization has largely been overlooked. This paper provides a critical analysis of the initialization effects on TSAD model performance. Our extensive experiments reveal that TSAD models are highly sensitive to hyperparameters such as window size, seed number, and normalization. This sensitivity often leads to significant variability in performance, which can be exploited to artificially inflate the reported efficacy of these models. We demonstrate that even minor changes in initialization parameters can result in performance variations that overshadow the claimed improvements from novel model architectures. Our findings highlight the need for rigorous evaluation protocols and transparent reporting of preprocessing steps to ensure the reliability and fairness of anomaly detection methods. This paper calls for a more cautious interpretation of TSAD advancements and encourages the development of more robust and transparent evaluation practices to advance the field and its practical applications.
Is there a way to design powerful AI systems based on machine learning methods that would satisfy probabilistic safety guarantees? With the … (see more)long-term goal of obtaining a probabilistic guarantee that would apply in every context, we consider estimating a context-dependent bound on the probability of violating a given safety specification. Such a risk evaluation would need to be performed at run-time to provide a guardrail against dangerous actions of an AI. Noting that different plausible hypotheses about the world could produce very different outcomes, and because we do not know which one is right, we derive bounds on the safety violation probability predicted under the true but unknown hypothesis. Such bounds could be used to reject potentially dangerous actions. Our main results involve searching for cautious but plausible hypotheses, obtained by a maximization that involves Bayesian posteriors over hypotheses. We consider two forms of this result, in the iid case and in the non-iid case, and conclude with open problems towards turning such theoretical results into practical AI guardrails.
High-content phenotypic screening, including high-content imaging (HCI), has gained popularity in the last few years for its ability to char… (see more)acterize novel therapeutics without prior knowledge of the protein target. When combined with deep learning techniques to predict and represent molecular-phenotype interactions, these advancements hold the potential to significantly accelerate and enhance drug discovery applications. This work focuses on the novel task of HCI-guided molecular design. Generative models for molecule design could be guided by HCI data, for example with a supervised model that links molecules to phenotypes of interest as a reward function. However, limited labeled data, combined with the high-dimensional readouts, can make training these methods challenging and impractical. We consider an alternative approach in which we leverage an unsupervised multimodal joint embedding to define a latent similarity as a reward for GFlowNets. The proposed model learns to generate new molecules that could produce phenotypic effects similar to those of the given image target, without relying on pre-annotated phenotypic labels. We demonstrate that the proposed method generates molecules with high morphological and structural similarity to the target, increasing the likelihood of similar biological activity, as confirmed by an independent oracle model.
Cardinality Minimization, Constraints, and Regularization: A Survey
Andreas M. Tillmann
Daniel Bienstock
Andrea Lodi
Alexandra Schwartz
We survey optimization problems that involve the cardinality of variable vectors in constraints or the objective function. We provide a unif… (see more)ied viewpoint on the general problem classes and models, and give concrete examples from diverse application fields such as signal and image processing, portfolio selection, or machine learning. The paper discusses general-purpose modeling techniques and broadly applicable as well as problem-specific exact and heuristic solution approaches. While our perspective is that of mathematical optimization, a main goal of this work is to reach out to and build bridges between the different communities in which cardinality optimization problems are frequently encountered. In particular, we highlight that modern mixed-integer programming, which is often regarded as impractical due to commonly unsatisfactory behavior of black-box solvers applied to generic problem formulations, can in fact produce provably high-quality or even optimal solutions for cardinality optimization problems, even in large-scale real-world settings. Achieving such performance typically draws on the merits of problem-specific knowledge that may stem from different fields of application and, e.g., shed light on structural properties of a model or its solutions, or lead to the development of efficient heuristics; we also provide some illustrative examples.
The development of neural connectivity is a crucial biological process that gives rise to diverse brain circuits and behaviors. Neural devel… (see more)opment is a stochastic process, but this stochasticity is often treated as a nuisance to overcome rather than as a functional advantage. Here we use a computational model, in which connection probabilities between discrete cell types are genetically specified, to investigate the benefits of stochasticity in the development of neural wiring. We show that this model can be viewed as a generalization of a powerful class of artificial neural networks—Bayesian neural networks—where each network parameter is a sample from a distribution. Our results reveal that stochasticity confers a greater benefit in large networks and variable environments, which may explain its role in organisms with larger brains. Surprisingly, we find that the average fitness over a population of agents is higher than a single agent defined by the average connection probability. Our model reveals how developmental stochasticity, by inducing a form of non-heritable phenotypic variability, can increase the probability that at least some individuals will survive in rapidly changing, unpredictable environments. Our results suggest how stochasticity may be an important feature rather than a bug in neural development.
