Alexandre Drouin

Mehmet Gunturkun

Gabriel Huang

David Vazquez

Dava Newman

Yoshua Bengio

Stefano Ermon

Xiao Xiang Zhu

Recent progress in self-supervision has shown that pre-training large neural networks on vast amounts of unsupervised data can lead to subst… (voir plus)antial increases in generalization to downstream tasks. Such models, recently coined foundation models, have been transformational to the field of natural language processing. Variants have also been proposed for image data, but their applicability to remote sensing tasks is limited. To stimulate the development of foundation models for Earth monitoring, we propose a benchmark comprised of six classification and six segmentation tasks, which were carefully curated and adapted to be both relevant to the field and well-suited for model evaluation. We accompany this benchmark with a robust methodology for evaluating models and reporting aggregated results to enable a reliable assessment of progress. Finally, we report results for 20 baselines to gain information about the performance of existing models. We believe that this benchmark will be a driver of progress across a variety of Earth monitoring tasks.

Regions of Reliability in the Evaluation of Multivariate Probabilistic Forecasts

Étienne Marcotte

Valentina Zantedeschi

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expect… (voir plus)ation for the ground-truth distribution. However, this property is not sufficient to guarantee good discrimination in the non-asymptotic regime. In this paper, we provide the first systematic finite-sample study of proper scoring rules for time-series forecasting evaluation. Through a power analysis, we identify the"region of reliability"of a scoring rule, i.e., the set of practical conditions where it can be relied on to identify forecasting errors. We carry out our analysis on a comprehensive synthetic benchmark, specifically designed to test several key discrepancies between ground-truth and forecast distributions, and we gauge the generalizability of our findings to real-world tasks with an application to an electricity production problem. Our results reveal critical shortcomings in the evaluation of multivariate probabilistic forecasts as commonly performed in the literature.

2023-07-03

Proceedings of the 40th International Conference on Machine Learning (publié)

Benchmarking Bayesian Causal Discovery Methods for Downstream Treatment Effect Estimation

Chris Emezue

Tristan Deleu

Stefan Bauer

Yoshua Bengio

2023-06-19

ICML.cc/2023/Workshop/SPIGM (poster)

Causal Discovery with Language Models as Imperfect Experts

Stephanie Long

Alexandre Piché

Valentina Zantedeschi

Tibor Schuster

Understanding the causal relationships that underlie a system is a fundamental prerequisite to accurate decision-making. In this work, we ex… (voir plus)plore how expert knowledge can be used to improve the data-driven identification of causal graphs, beyond Markov equivalence classes. In doing so, we consider a setting where we can query an expert about the orientation of causal relationships between variables, but where the expert may provide erroneous information. We propose strategies for amending such expert knowledge based on consistency properties, e.g., acyclicity and conditional independencies in the equivalence class. We then report a case study, on real data, where a large language model is used as an imperfect expert.

2023-06-19

ICML.cc/2023/Workshop/SPIGM (poster)

Invariant Causal Set Covering Machines

Thibaud Godon

Baptiste Bauvin

Pascal Germain

Jacques Corbeil

2023-06-07

ArXiv (prépublication)

Lag-Llama: Towards Foundation Models for Time Series Forecasting

Kashif Rasul

Arjun Ashok

Andrew Robert Williams

Arian Khorasani

George Adamopoulos

Rishika Bhagwatkar

Marin Biloš

Hena Ghonia

N. Hassen

Anderson Schneider

Sahil Garg

Yuriy Nevmyvaka

Irina Rish

Aiming to build foundation models for time-series forecasting and study their scaling behavior, we present here our work-in-progress on Lag-… (voir plus)Llama , a general-purpose univariate probabilistic time-series forecasting model trained on a large collection of time-series data. The model shows good zero-shot prediction capabilities on unseen “out-of-distribution” time-series datasets, outperforming supervised baselines. We use smoothly broken power-laws [7] to fit and predict model scaling behavior. The open source code is made available at https://github

2023-01-01

arXiv.org (prépublication)

RandomSCM: interpretable ensembles of sparse classifiers tailored for omics data

Thibaud Godon

Pier-Luc Plante

Baptiste Bauvin

Élina Francovic-Fontaine

Jacques Corbeil

Background: Understanding the relationship between the Omics and the phenotype is a central problem in precision medicine. The high dimensio… (voir plus)nality of metabolomics data challenges learning algorithms in terms of scalability and generalization. Most learning algorithms do not produce interpretable models -- Method: We propose an ensemble learning algorithm based on conjunctions or disjunctions of decision rules. -- Results : Applications on metabolomics data shows that it produces models that achieves high predictive performances. The interpretability of the models makes them useful for biomarker discovery and patterns discovery in high dimensional data.

2022-08-11

ArXiv (prépublication)

TACTiS: Transformer-Attentional Copulas for Time Series

Étienne Marcotte

The estimation of time-varying quantities is a fundamental component of decision making in fields such as healthcare and finance. However, t… (voir plus)he practical utility of such estimates is limited by how accurately they quantify predictive uncertainty. In this work, we address the problem of estimating the joint predictive distribution of high-dimensional multivariate time series. We propose a versatile method, based on the transformer architecture, that estimates joint distributions using an attention-based decoder that provably learns to mimic the properties of non-parametric copulas. The resulting model has several desirable properties: it can scale to hundreds of time series, supports both forecasting and interpolation, can handle unaligned and non-uniformly sampled data, and can seamlessly adapt to missing data during training. We demonstrate these properties empirically and show that our model produces state-of-the-art predictions on multiple real-world datasets.

2022-02-07

ArXiv (prépublication)

TACTiS: Transformer-Attentional Copulas for Time Series

Étienne Marcotte

2022-01-01

ICML (publié)

proceedings.mlr.press

Phylogenetic Manifold Regularization: A semi-supervised approach to predict transcription factor binding sites

Faizy Ahsan

François Laviolette

Doina Precup

Mathieu Blanchette

The computational prediction of transcription factor binding sites remains a challenging problems in bioinformatics, despite significant met… (voir plus)hodological developments from the field of machine learning. Such computational models are essential to help interpret the non-coding portion of human genomes, and to learn more about the regulatory mechanisms controlling gene expression. In parallel, massive genome sequencing efforts have produced assembled genomes for hundred of vertebrate species, but this data is underused. We present PhyloReg, a new semi-supervised learning approach that can be used for a wide variety of sequence-to-function prediction problems, and that takes advantage of hundreds of millions of years of evolution to regularize predictors and improve accuracy. We demonstrate that PhyloReg can be used to better train a previously proposed deep learning model of transcription factor binding. Simulation studies further help delineate the benefits of the a pproach. G ains in prediction accuracy are obtained over a broad set of transcription factors and cell types.

2020-12-16

2020 IEEE International Conference on Bioinformatics and Biomedicine (BIBM) (publié)

Differentiable Causal Discovery from Interventional Data

Philippe Brouillard

Sébastien Lachapelle

Alexandre Lacoste

Simon Lacoste-Julien

Discovering causal relationships in data is a challenging task that involves solving a combinatorial problem for which the solution is not a… (voir plus)lways identifiable. A new line of work reformulates the combinatorial problem as a continuous constrained optimization one, enabling the use of different powerful optimization techniques. However, methods based on this idea do not yet make use of interventional data, which can significantly alleviate identifiability issues. In this work, we propose a neural network-based method for this task that can leverage interventional data. We illustrate the flexibility of the continuous-constrained framework by taking advantage of expressive neural architectures such as normalizing flows. We show that our approach compares favorably to the state of the art in a variety of settings, including perfect and imperfect interventions for which the targeted nodes may even be unknown.

G RADIENT -B ASED N EURAL DAG L EARNING WITH I NTERVENTIONS

Philippe Brouillard