Regions of Reliability in the Evaluation of Multivariate Probabilistic Forecasts

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation 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.Comment: 37 pages, 28 figure

Invariant Causal Set Covering Machines

Rule-based models, such as decision trees, appeal to practitioners due to their interpretable nature. However, the learning algorithms that produce such models are often vulnerable to spurious associations and thus, they are not guaranteed to extract causally-relevant insights. In this work, we build on ideas from the invariant causal prediction literature to propose Invariant Causal Set Covering Machines, an extension of the classical Set Covering Machine algorithm for conjunctions/disjunctions of binary-valued rules that provably avoids spurious associations. We demonstrate both theoretically and empirically that our method can identify the causal parents of a variable of interest in polynomial time

Benchmarking Bayesian Causal Discovery Methods for Downstream Treatment Effect Estimation

The practical utility of causality in decision-making is widely recognized, with causal discovery and inference being inherently intertwined. Nevertheless, a notable gap exists in the evaluation of causal discovery methods, where insufficient emphasis is placed on downstream inference. To address this gap, we evaluate six established baseline causal discovery methods and a newly proposed method based on GFlowNets, on the downstream task of treatment effect estimation. Through the implementation of a robust evaluation procedure, we offer valuable insights into the efficacy of these causal discovery methods for treatment effect estimation, considering both synthetic and real-world scenarios, as well as low-data scenarios. Furthermore, the results of our study demonstrate that GFlowNets possess the capability to effectively capture a wide range of useful and diverse ATE modes.Comment: Peer-Reviewed and Accepted to ICML 2023 Workshop on Structured Probabilistic Inference & Generative Modelin

Deep Learning for Electromyographic Hand Gesture Signal Classification Using Transfer Learning

In recent years, deep learning algorithms have become increasingly more prominent for their unparalleled ability to automatically learn discriminant features from large amounts of data. However, within the field of electromyography-based gesture recognition, deep learning algorithms are seldom employed as they require an unreasonable amount of effort from a single person, to generate tens of thousands of examples. This work's hypothesis is that general, informative features can be learned from the large amounts of data generated by aggregating the signals of multiple users, thus reducing the recording burden while enhancing gesture recognition. Consequently, this paper proposes applying transfer learning on aggregated data from multiple users, while leveraging the capacity of deep learning algorithms to learn discriminant features from large datasets. Two datasets comprised of 19 and 17 able-bodied participants respectively (the first one is employed for pre-training) were recorded for this work, using the Myo Armband. A third Myo Armband dataset was taken from the NinaPro database and is comprised of 10 able-bodied participants. Three different deep learning networks employing three different modalities as input (raw EMG, Spectrograms and Continuous Wavelet Transform (CWT)) are tested on the second and third dataset. The proposed transfer learning scheme is shown to systematically and significantly enhance the performance for all three networks on the two datasets, achieving an offline accuracy of 98.31% for 7 gestures over 17 participants for the CWT-based ConvNet and 68.98% for 18 gestures over 10 participants for the raw EMG-based ConvNet. Finally, a use-case study employing eight able-bodied participants suggests that real-time feedback allows users to adapt their muscle activation strategy which reduces the degradation in accuracy normally experienced over time.Comment: Source code and datasets available: https://github.com/Giguelingueling/MyoArmbandDatase