arXiv subjects

Alfred O. Hero

Publications and source records attributed to Alfred O. Hero.

At least 19 recordsLinked to original sources

arXiv2026

On the Plasticity Collapse in Continual Machine Unlearning

Machine unlearning enables deep neural networks to selectively remove the influence of specific data in response to privacy and regulatory requirements. While prior work largely studies single-shot unlearning, real-world systems must accommodate continual unlearning, where multiple unlearning requests occur sequentially over time. In this work, we identify a fundamental limitation of this setting: plasticity collapse, a progressive breakdown in a model's ability to effectively forget. Through theoretical analysis of continual unlearning dynamics, we show that continual unlearning operations accumulate geometric constraints in parameter space, leading to saturated subspaces that restrict future updates. This structural effect induces two distinct failure modes: (1) Forward failure -- diminishing forgetting quality for subsequent tasks, and (2) Backward failure -- spontaneous re-memorization of previously forgotten information. Extensive experiments across multiple architectures, datasets, and methods in image classification confirm that plasticity collapse is not an artifact of specific implementations, but a pervasive phenomenon inherent to continual unlearning. Our findings reveal a critical barrier to the long-term reliability of machine unlearning systems and motivate the development of plasticity-preserving unlearning algorithms. Our code is available at https://github.com/TIML-Group/Continual-Machine-Unlearning-Plasticity-Collapse

cs.LG↗

arXiv2026

On Separability of Covariance in Multiway Data Analysis

Multiway data analysis aims to uncover patterns in data structured as multi-indexed arrays, with multiway covariance playing a crucial role in many applications. However, the high dimensionality of multiway covariance presents significant computational challenges. To overcome these challenges, factorized covariance models have been proposed that rely on a separability assumption: the multiway covariance can be accurately expressed as a sum of Kronecker products of mode-wise covariances. This paper addresses the representability, certification, and approximation of such separable models, leaving statistical estimation or finite-sample properties aside. We reduce the question of whether a given covariance can be decomposed into a separable multiway form to an equivalent question about the separability of quantum states. Leveraging results from quantum information theory, we show that generic multiway covariances are typically \emph{not} separable and that determining the best separable approximation is NP-hard. These findings suggest that factorized covariance models can be overly restrictive and difficult to fit without additional structural assumptions. Nevertheless, our numerical experiments indicate that standard iterative algorithms, namely Frank-Wolfe and gradient descent, often converge close to the best separable approximation. As NP-hardness concerns worst-case computational complexity, Kronecker-separable approximations to multiway covariance could still be tractable to apply for analyzing many real-world datasets.

math.ST↗

arXiv2026

Fair Community Detection and Structure Learning in Heterogeneous Graphical Models

Inference of community structure in probabilistic graphical models may not be consistent with fairness constraints when nodes have demographic attributes. Certain demographics may be over-represented in some detected communities and under-represented in others. This paper defines a novel $\ell_1$-regularized pseudo-likelihood approach for fair graphical model selection. In particular, we assume there is some community or clustering structure in the true underlying graph, and we seek to learn a sparse undirected graph and its communities from the data such that demographic groups are fairly represented within the communities. In the case when the graph is known a priori, we provide a convex semidefinite programming approach for fair community detection. We establish the statistical consistency of the proposed method for both a Gaussian graphical model and an Ising model for, respectively, continuous and binary data, proving that our method can recover the graphs and their fair communities with high probability.

stat.ML↗

arXiv2025

A Multiscale Geometric Method for Capturing Relational Topic Alignment

Interpretable topic modeling is essential for tracking how research interests evolve within co-author communities. In scientific corpora, where novelty is prized, identifying underrepresented niche topics is particularly important. However, contemporary models built from dense transformer embeddings tend to miss rare topics and therefore also fail to capture smooth temporal alignment. We propose a geometric method that integrates multimodal text and co-author network data, using Hellinger distances and Ward's linkage to construct a hierarchical topic dendrogram. This approach captures both local and global structure, supporting multiscale learning across semantic and temporal dimensions. Our method effectively identifies rare-topic structure and visualizes smooth topic drift over time. Experiments highlight the strength of interpretable bag-of-words models when paired with principled geometric alignment.

cs.CL↗

arXiv2025

Optimal protection and vaccination against epidemics with reinfection risk

We consider the problem of the optimal allocation of vaccination and protection measures for the Susceptible-Infected-Recovered-Infected (SIRI) epidemiological model, which generalizes the classical Susceptible-Infected-Recovered (SIR) and Susceptible-Infected-Susceptible (SIS) epidemiological models by allowing for reinfection. First, we introduce the controlled SIRI dynamical model, and discuss the existence and stability of the equilibrium points. Then, we formulate a finite-horizon optimal control problem where the cost of vaccination and protection is proportional to the mass of the population that adopts it. Our main contribution in this work arises from a detailed investigation into the existence/non-existence of singular control inputs, and establishing optimality of bang-bang controls. The optimality of bang-bang control is established by solving an optimal control problem with a running cost that is linear with respect to the input variables. The input variables are associated with actions including the vaccination and imposition of protective measures (e.g., masking or isolation). In contrast to most prior works, we rigorously establish the non-existence of singular controls (i.e., the optimality of bang-bang control for our SIRI model). Under the assumption that the reinfection rate exceeds the first-time infection rate, we characterize the structure of both the optimal control inputs, and establish that the vaccination control input admits a bang-bang structure. The numerical results provide valuable insights into the evolution of the disease spread under optimal control.

math.OC↗

arXiv2024

Large and Small Deviations for Statistical Sequence Matching

We revisit the problem of statistical sequence matching between two databases of sequences initiated by Unnikrishnan (TIT 2015) and derive theoretical performance guarantees for the generalized likelihood ratio test (GLRT). We first consider the case where the number of matched pairs of sequences between the databases is known. In this case, the task is to accurately find the matched pairs of sequences among all possible matches between the sequences in the two databases. We analyze the performance of the GLRT by Unnikrishnan and explicitly characterize the tradeoff between the mismatch and false reject probabilities under each hypothesis in both large and small deviations regimes. Furthermore, we demonstrate the optimality of Unnikrishnan's GLRT test under the generalized Neyman-Person criterion for both regimes and illustrate our theoretical results via numerical examples. Subsequently, we generalize our achievability analyses to the case where the number of matched pairs is unknown, and an additional error probability needs to be considered. When one of the two databases contains a single sequence, the problem of statistical sequence matching specializes to the problem of multiple classification introduced by Gutman (TIT 1989). For this special case, our result for the small deviations regime strengthens previous result of Zhou, Tan and Motani (Information and Inference 2020) by removing unnecessary conditions on the generating distributions.

cs.IT↗

arXiv2022

A unified framework for correlation mining in ultra-high dimension

Many applications benefit from theory relevant to the identification of variables having large correlations or partial correlations in high dimension. Recently there has been progress in the ultra-high dimensional setting when the sample size $n$ is fixed and the dimension $p$ tends to infinity. Despite these advances, the correlation screening framework suffers from practical, methodological and theoretical deficiencies. For instance, previous correlation screening theory requires that the population covariance matrix be sparse and block diagonal. This block sparsity assumption is however restrictive in practical applications. As a second example, correlation and partial correlation screening requires the estimation of dependence measures, which can be computationally prohibitive. In this paper, we propose a unifying approach to correlation and partial correlation mining that is not restricted to block diagonal correlation structure, thus yielding a methodology that is suitable for modern applications. By making connections to random geometric graphs, the number of highly correlated or partial correlated variables are shown to have compound Poisson finite-sample characterizations, which hold for both the finite $p$ case and when $p$ tends to infinity. The unifying framework also demonstrates a duality between correlation and partial correlation screening with theoretical and practical consequences.

math.ST↗

arXiv2022

An Improvement on the Hotelling $T^2$ Test Using the Ledoit-Wolf Nonlinear Shrinkage Estimator

Hotelling's $T^2$ test is a classical approach for discriminating the means of two multivariate normal samples that share a population covariance matrix. Hotelling's test is not ideal for high-dimensional samples because the eigenvalues of the estimated sample covariance matrix are inconsistent estimators for their population counterparts. We replace the sample covariance matrix with the nonlinear shrinkage estimator of Ledoit and Wolf 2020. We observe empirically for sub-Gaussian data that the resulting algorithm dominates past methods (Bai and Saranadasa 1996, Chen and Qin 2010, and Li et al. 2020) for a family of population covariance matrices that includes matrices with high or low condition number and many or few nontrivial -- i.e., spiked -- eigenvalues.

math.ST↗

arXiv2021

Multimodal Data Fusion in High-Dimensional Heterogeneous Datasets via Generative Models

The commonly used latent space embedding techniques, such as Principal Component Analysis, Factor Analysis, and manifold learning techniques, are typically used for learning effective representations of homogeneous data. However, they do not readily extend to heterogeneous data that are a combination of numerical and categorical variables, e.g., arising from linked GPS and text data. In this paper, we are interested in learning probabilistic generative models from high-dimensional heterogeneous data in an unsupervised fashion. The learned generative model provides latent unified representations that capture the factors common to the multiple dimensions of the data, and thus enable fusing multimodal data for various machine learning tasks. Following a Bayesian approach, we propose a general framework that combines disparate data types through the natural parameterization of the exponential family of distributions. To scale the model inference to millions of instances with thousands of features, we use the Laplace-Bernstein approximation for posterior computations involving nonlinear link functions. The proposed algorithm is presented in detail for the commonly encountered heterogeneous datasets with real-valued (Gaussian) and categorical (multinomial) features. Experiments on two high-dimensional and heterogeneous datasets (NYC Taxi and MovieLens-10M) demonstrate the scalability and competitive performance of the proposed algorithm on different machine learning tasks such as anomaly detection, data imputation, and recommender systems.

cs.LG↗

arXiv2021

Penalized Ensemble Kalman Filters for High Dimensional Non-linear Systems

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the well-known Kalman filter. However, its performance can suffer when the ensemble size is smaller than the state space, as is often necessary for computationally burdensome models. This scenario means that the empirical estimate of the state covariance is not full rank and possibly quite noisy. To solve this problem in this high dimensional regime, we propose a computationally fast and easy to implement algorithm called the penalized ensemble Kalman filter (PEnKF). Under certain conditions, it can be theoretically proven that the PEnKF will be accurate (the estimation error will converge to zero) despite having fewer ensemble members than state dimensions. Further, as contrasted to localization methods, the proposed approach learns the covariance structure associated with the dynamical system. These theoretical results are supported with simulations of several non-linear and high dimensional systems.

stat.AP↗

arXiv2020

Adaptive multi-channel event segmentation and feature extraction for monitoring health outcomes

$\textbf{Objective}$: To develop a multi-channel device event segmentation and feature extraction algorithm that is robust to changes in data distribution. $\textbf{Methods}$: We introduce an adaptive transfer learning algorithm to classify and segment events from non-stationary multi-channel temporal data. Using a multivariate hidden Markov model (HMM) and Fisher's linear discriminant analysis (FLDA) the algorithm adaptively adjusts to shifts in distribution over time. The proposed algorithm is unsupervised and learns to label events without requiring $\textit{a priori}$ information about true event states. The procedure is illustrated on experimental data collected from a cohort in a human viral challenge (HVC) study, where certain subjects have disrupted wake and sleep patterns after exposure to a H1N1 influenza pathogen. $\textbf{Results}$: Simulations establish that the proposed adaptive algorithm significantly outperforms other event classification methods. When applied to early time points in the HVC data the algorithm extracts sleep/wake features that are predictive of both infection and infection onset time. $\textbf{Conclusion}$: The proposed transfer learning event segmentation method is robust to temporal shifts in data distribution and can be used to produce highly discriminative event-labeled features for health monitoring. $\textbf{Significance}$: Our integrated multisensor signal processing and transfer learning method is applicable to many ambulatory monitoring applications.

eess.SP↗

arXiv2020

OrthoReg: Robust Network Pruning Using Orthonormality Regularization

Network pruning in Convolutional Neural Networks (CNNs) has been extensively investigated in recent years. To determine the impact of pruning a group of filters on a network's accuracy, state-of-the-art pruning methods consistently assume filters of a CNN are independent. This allows the importance of a group of filters to be estimated as the sum of importances of individual filters. However, overparameterization in modern networks results in highly correlated filters that invalidate this assumption, thereby resulting in incorrect importance estimates. To address this issue, we propose OrthoReg, a principled regularization strategy that enforces orthonormality on a network's filters to reduce inter-filter correlation, thereby allowing reliable, efficient determination of group importance estimates, improved trainability of pruned networks, and efficient, simultaneous pruning of large groups of filters. When used for iterative pruning on VGG-13, MobileNet-V1, and ResNet-34, OrthoReg consistently outperforms five baseline techniques, including the state-of-the-art, on CIFAR-100 and Tiny-ImageNet. For the recently proposed Early-Bird Ticket hypothesis, which claims networks become amenable to pruning early-on in training and can be pruned after a few epochs to minimize training expenditure, we find OrthoReg significantly outperforms prior work. Code available at https://github.com/EkdeepSLubana/OrthoReg.

cs.CV↗

arXiv2020

Robust Distributed Fixed-Time Economic Dispatch under Time-Varying Topology

The centralized power generation infrastructure that defines the North American electric grid is slowly moving to the distributed architecture due to the explosion in use of renewable generation and distributed energy resources (DERs), such as residential solar, wind turbines and battery storage. Furthermore, variable pricing policies and profusion of flexible loads entail frequent and severe changes in power outputs required from the individual generation units, requiring fast availability of power allocation. To this end, a fixed-time convergent, fully distributed economic dispatch algorithm for scheduling optimal power generation among a set of DERs is proposed. The proposed algorithm incorporates both load balance and generation capacity constraints.

math.OC↗

arXiv2020

Testing that a Local Optimum of the Likelihood is Globally Optimum using Reparameterized Embeddings

Many mathematical imaging problems are posed as non-convex optimization problems. When numerically tractable global optimization procedures are not available, one is often interested in testing ex post facto whether or not a locally convergent algorithm has found the globally optimal solution. When the problem is formulated in terms of maximizing the likelihood function under a statistical model for the measurements, one can construct a statistical test that a local maximum is in fact the global maximum. A one-sided test is proposed for the case that the statistical model is a member of the generalized location family of probability distributions, a condition often satisfied in imaging and other inverse problems. We propose a general method for improving the accuracy of the test by reparameterizing the likelihood function to embed its domain into a higher dimensional parameter space. We show that the proposed global maximum testing method results in improved accuracy and reduced computation for a physically-motivated joint-inverse problem arising in camera-blur estimation.

eess.SP↗

arXiv2020

Pattern-Based Analysis of Time Series: Estimation

While Internet of Things (IoT) devices and sensors create continuous streams of information, Big Data infrastructures are deemed to handle the influx of data in real-time. One type of such a continuous stream of information is time series data. Due to the richness of information in time series and inadequacy of summary statistics to encapsulate structures and patterns in such data, development of new approaches to learn time series is of interest. In this paper, we propose a novel method, called pattern tree, to learn patterns in the times-series using a binary-structured tree. While a pattern tree can be used for many purposes such as lossless compression, prediction and anomaly detection, in this paper we focus on its application in time series estimation and forecasting. In comparison to other methods, our proposed pattern tree method improves the mean squared error of estimation.

stat.ME↗

arXiv2020

Learning to Bound the Multi-class Bayes Error

In the context of supervised learning, meta learning uses features, metadata and other information to learn about the difficulty, behavior, or composition of the problem. Using this knowledge can be useful to contextualize classifier results or allow for targeted decisions about future data sampling. In this paper, we are specifically interested in learning the Bayes error rate (BER) based on a labeled data sample. Providing a tight bound on the BER that is also feasible to estimate has been a challenge. Previous work[1] has shown that a pairwise bound based on the sum of Henze-Penrose (HP) divergence over label pairs can be directly estimated using a sum of Friedman-Rafsky (FR) multivariate run test statistics. However, in situations in which the dataset and number of classes are large, this bound is computationally infeasible to calculate and may not be tight. Other multi-class bounds also suffer from computationally complex estimation procedures. In this paper, we present a generalized HP divergence measure that allows us to estimate the Bayes error rate with log-linear computation. We prove that the proposed bound is tighter than both the pairwise method and a bound proposed by Lin [2]. We also empirically show that these bounds are close to the BER. We illustrate the proposed method on the MNIST dataset, and show its utility for the evaluation of feature reduction strategies. We further demonstrate an approach for evaluation of deep learning architectures using the proposed bounds.

cs.IT↗

arXiv2020

A Geometric Approach to Online Streaming Feature Selection

Online Streaming Feature Selection (OSFS) is a sequential learning problem where individual features across all samples are made available to algorithms in a streaming fashion. In this work, firstly, we assert that OSFS's main assumption of having data from all the samples available at runtime is unrealistic and introduce a new setting where features and samples are streamed concurrently called OSFS with Streaming Samples (OSFS-SS). Secondly, the primary OSFS method, SAOLA utilizes an unbounded mutual information measure and requires multiple comparison steps between the stored and incoming feature sets to evaluate a feature's importance. We introduce Geometric Online Adaption, an algorithm that requires relatively less feature comparison steps and uses a bounded conditional geometric dependency measure. Our algorithm outperforms several OSFS baselines including SAOLA on a variety of datasets. We also extend SAOLA to work in the OSFS-SS setting and show that GOA continues to achieve the best results. Thirdly, the current paradigm of the OSFS algorithm comparison is flawed. Algorithms are measured by comparing the number of features used and the accuracy obtained by the learner, two properties that are fundamentally at odds with one another. Without fixing a limit on either of these properties, the qualities of features obtained by different algorithms are incomparable. We try to rectify this inconsistency by fixing the maximum number of features available to the learner and comparing algorithms in terms of their accuracy. Additionally, we characterize the behaviour of SAOLA and GOA on feature sets derived from popular deep convolutional featurizers.

cs.LG↗

arXiv2020

Predicting solar flares with machine learning: investigating solar cycle dependence

A deep learning network, Long-Short Term Memory (LSTM) network, is used in this work to predict whether the maximum flare class an active region (AR) will produce in the next 24 hours is class $Γ$. We considered $Γ$ are $\ge M$, $\ge C$ and any flare class. The essence of using LSTM, which is a recurrent neural network, is its capability to capture temporal information of the data samples. The input features are time sequences of 20 magnetic parameters from SHARPs - Space-weather HMI Active Region Patches. We analyzed active regions from June 2010 to Dec 2018, using the Geostationary Operational Environmental Satellite (GOES) X-ray flare catalogs and label the data samples with identified ARs in the GOES X-ray flare catalogs. Our results (i) shows consistent skill scores with recently published results using LSTMs and better than the previous work using single time input (eg. DeFN) (ii) The skill scores from the model show essential differences when different years of data was chosen for training and testing.

astro-ph.SR↗