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Argyris Kalogeratos

Publications and source records attributed to Argyris Kalogeratos.

At least 37 records · Page 2Linked to original sources

Generalized Dirichlet Energy and Graph Laplacians for Clustering Directed and Undirected Graphs

Clustering in directed graphs remains a fundamental challenge due to the asymmetry in edge connectivity, which limits the applicability of classical spectral methods originally designed for undirected graphs. A common workaround is to symmetrize the adjacency matrix, but this often leads to losing critical directional information. In this work, we introduce the generalized Dirichlet energy (GDE), a novel energy functional that extends the classical Dirichlet energy to handle arbitrary positive vertex measures and Markov transition matrices. GDE provides a unified framework applicable to both directed and undirected graphs, and is closely tied to the diffusion dynamics of random walks. Building on this framework, we propose the generalized spectral clustering (GSC) method that enables the principled clustering of weakly connected digraphs without resorting to the introduction of teleportation to the random walk transition matrix. A key component of our approach is the utilization of a parametrized vertex measure encoding graph directionality and density. Experiments on real-world point-cloud datasets demonstrate that GSC consistently outperforms existing spectral clustering approaches in terms of clustering accuracy and robustness, offering a powerful new tool for graph-based data analysis.

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Efficient stream-based Max-Min diversification with minimal failure rate

The streaming max-min diversification problem concerns the selection of a limited and diverse sample of items out of a data stream of known finite length. The objective to be maximized is the minimum distance among any pair of selected items. We consider the irrevocable-choice sampling, where decisions need to be immediate and irrevocable while processing the items of the stream, which is a setting little studied in the literature. Standard algorithmic approaches for sequential selection disregard selection failures, which is when the last items of the stream are picked by default, to prevent delivering an incomplete selection set. This defect can be catastrophic for the max-min diversification objective. The proposed Failure Rate Minimization (FRM) is a rank-based algorithm that selects a set of diverse items and, in addition, reduces significantly the probability of having failures. We demonstrate with simulations FRM's performance comparing with existing selection strategies.

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Stein Boltzmann Sampling: A Variational Approach for Global Optimization

In this paper, we present a flow-based method for global optimization of continuous Sobolev functions, called Stein Boltzmann Sampling (SBS). SBS initializes uniformly a number of particles representing candidate solutions, then uses the Stein Variational Gradient Descent (SVGD) algorithm to sequentially and deterministically move those particles in order to approximate a target distribution whose mass is concentrated around promising areas of the domain of the optimized function. The target is chosen to be a properly parametrized Boltzmann distribution. For the purpose of global optimization, we adapt the generic SVGD theoretical framework allowing to address more general target distributions over a compact subset of $\mathbb{R}^d$, and we prove SBS's asymptotic convergence. In addition to the main SBS algorithm, we present two variants: the SBS-PF that includes a particle filtering strategy, and the SBS-HYBRID one that uses SBS or SBS-PF as a continuation after other particle- or distribution-based optimization methods. A detailed comparison with state-of-the-art methods on benchmark functions demonstrates that SBS and its variants are highly competitive, while the combination of the two variants provides the best trade-off between accuracy and computational cost.

math.OC↗

LIPO+: Frugal Global Optimization for Lipschitz Functions

In this paper, we propose simple yet effective empirical improvements to the algorithms of the LIPO family, introduced in [Malherbe2017], that we call LIPO+ and AdaLIPO+. We compare our methods to the vanilla versions of the algorithms over standard benchmark functions and show that they converge significantly faster. Finally, we show that the LIPO family is very prone to the curse of dimensionality and tends quickly to Pure Random Search when the dimension increases. We give a proof for this, which is also formalized in Lean mathematical language. Source codes and a demo are provided online.

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Leveraging Graph Neural Networks to Forecast Electricity Consumption

Accurate electricity demand forecasting is essential for several reasons, especially as the integration of renewable energy sources and the transition to a decentralized network paradigm introduce greater complexity and uncertainty. The proposed methodology leverages graph-based representations to effectively capture the spatial distribution and relational intricacies inherent in this decentralized network structure. This research work offers a novel approach that extends beyond the conventional Generalized Additive Model framework by considering models like Graph Convolutional Networks or Graph SAGE. These graph-based models enable the incorporation of various levels of interconnectedness and information sharing among nodes, where each node corresponds to the combined load (i.e. consumption) of a subset of consumers (e.g. the regions of a country). More specifically, we introduce a range of methods for inferring graphs tailored to consumption forecasting, along with a framework for evaluating the developed models in terms of both performance and explainability. We conduct experiments on electricity forecasting, in both a synthetic and a real framework considering the French mainland regions, and the performance and merits of our approach are discussed.

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Offline detection of change-points in the mean for stationary graph signals

This paper addresses the problem of segmenting a stream of graph signals: we aim to detect changes in the mean of a multivariate signal defined over the nodes of a known graph. We propose an offline method that relies on the concept of graph signal stationarity and allows the convenient translation of the problem from the original vertex domain to the spectral domain (Graph Fourier Transform), where it is much easier to solve. Although the obtained spectral representation is sparse in real applications, to the best of our knowledge this property has not been sufficiently exploited in the existing related literature. Our change-point detection method adopts a model selection approach that takes into account the sparsity of the spectral representation and determines automatically the number of change-points. Our detector comes with a proof of a non-asymptotic oracle inequality. Numerical experiments demonstrate the performance of the proposed method.

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Collaborative non-parametric two-sample testing

This paper addresses the multiple two-sample test problem in a graph-structured setting, which is a common scenario in fields such as Spatial Statistics and Neuroscience. Each node $v$ in fixed graph deals with a two-sample testing problem between two node-specific probability density functions (pdfs), $p_v$ and $q_v$. The goal is to identify nodes where the null hypothesis $p_v = q_v$ should be rejected, under the assumption that connected nodes would yield similar test outcomes. We propose the non-parametric collaborative two-sample testing (CTST) framework that efficiently leverages the graph structure and minimizes the assumptions over $p_v$ and $q_v$. Our methodology integrates elements from f-divergence estimation, Kernel Methods, and Multitask Learning. We use synthetic experiments and a real sensor network detecting seismic activity to demonstrate that CTST outperforms state-of-the-art non-parametric statistical tests that apply at each node independently, hence disregard the geometry of the problem.

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Collaborative likelihood-ratio estimation over graphs

Assuming we have iid observations from two unknown probability density functions (pdfs), $p$ and $q$, the likelihood-ratio estimation (LRE) is an elegant approach to compare the two pdfs only by relying on the available data. In this paper, we introduce the first -to the best of our knowledge-graph-based extension of this problem, which reads as follows: Suppose each node $v$ of a fixed graph has access to observations coming from two unknown node-specific pdfs, $p_v$ and $q_v$, and the goal is to estimate for each node the likelihood-ratio between both pdfs by also taking into account the information provided by the graph structure. The node-level estimation tasks are supposed to exhibit similarities conveyed by the graph, which suggests that the nodes could collaborate to solve them more efficiently. We develop this idea in a concrete non-parametric method that we call Graph-based Relative Unconstrained Least-squares Importance Fitting (GRULSIF). We derive convergence rates for our collaborative approach that highlights the role played by variables such as the number of available observations per node, the size of the graph, and how accurately the graph structure encodes the similarity between tasks. These theoretical results explicit the situations where collaborative estimation effectively leads to an improvement in performance compared to solving each problem independently. Finally, in a series of experiments, we illustrate how GRULSIF infers the likelihood-ratios at the nodes of the graph more accurately compared to state-of-the art LRE methods, which would operate independently at each node, and we also verify that the behavior of GRULSIF is aligned with our previous theoretical analysis.

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UniForCE: The Unimodality Forest Method for Clustering and Estimation of the Number of Clusters

Estimating the number of clusters k while clustering the data is a challenging task. An incorrect cluster assumption indicates that the number of clusters k gets wrongly estimated. Consequently, the model fitting becomes less important. In this work, we focus on the concept of unimodality and propose a flexible cluster definition called locally unimodal cluster. A locally unimodal cluster extends for as long as unimodality is locally preserved across pairs of subclusters of the data. Then, we propose the UniForCE method for locally unimodal clustering. The method starts with an initial overclustering of the data and relies on the unimodality graph that connects subclusters forming unimodal pairs. Such pairs are identified using an appropriate statistical test. UniForCE identifies maximal locally unimodal clusters by computing a spanning forest in the unimodality graph. Experimental results on both real and synthetic datasets illustrate that the proposed methodology is particularly flexible and robust in discovering regular and highly complex cluster shapes. Most importantly, it automatically provides an adequate estimation of the number of clusters.

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Online non-parametric likelihood-ratio estimation by Pearson-divergence functional minimization

Quantifying the difference between two probability density functions, $p$ and $q$, using available data, is a fundamental problem in Statistics and Machine Learning. A usual approach for addressing this problem is the likelihood-ratio estimation (LRE) between $p$ and $q$, which -- to our best knowledge -- has been investigated mainly for the offline case. This paper contributes by introducing a new framework for online non-parametric LRE (OLRE) for the setting where pairs of iid observations $(x_t \sim p, x'_t \sim q)$ are observed over time. The non-parametric nature of our approach has the advantage of being agnostic to the forms of $p$ and $q$. Moreover, we capitalize on the recent advances in Kernel Methods and functional minimization to develop an estimator that can be efficiently updated online. We provide theoretical guarantees for the performance of the OLRE method along with empirical validation in synthetic experiments.

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DeGroot-based opinion formation under a global steering mechanism

This paper investigates how interacting agents arrive to a consensus or a polarized state. We study the opinion formation process under the effect of a global steering mechanism (GSM), which aggregates the opinion-driven stochastic agent states at the network level and feeds back to them a form of global information. We also propose a new two-layer agent-based opinion formation model, called GSM-DeGroot, that captures the coupled dynamics between agent-to-agent local interactions and the GSM's steering effect. This way, agents are subject to the effects of a DeGroot-like local opinion propagation, as well as to a wide variety of possible aggregated information that can affect their opinions, such as trending news feeds, press coverage, polls, elections, etc. Contrary to the standard DeGroot model, our model allows polarization to emerge by letting agents react to the global information in a stubborn differential way. Moreover, the introduced stochastic agent states produce event stream dynamics that can fit to real event data. We explore numerically the model dynamics to find regimes of qualitatively different behavior. We also challenge our model by fitting it to the dynamics of real topics that attracted the public attention and were recorded on Twitter. Our experiments show that the proposed model holds explanatory power, as it evidently captures real opinion formation dynamics via a relatively small set of interpretable parameters.

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A framework for paired-sample hypothesis testing for high-dimensional data

The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A number of studies have shown that classification accuracy can be seen as a proxy for two-sample testing. However, neither theoretical foundations nor practical recipes have been proposed so far on how this strategy could be extended to multidimensional paired-sample testing. In this work, we put forward the idea that scoring functions can be produced by the decision rules defined by the perpendicular bisecting hyperplanes of the line segments connecting each pair of instances. Then, the optimal scoring function can be obtained by the pseudomedian of those rules, which we estimate by extending naturally the Hodges-Lehmann estimator. We accordingly propose a framework of a two-step testing procedure. First, we estimate the bisecting hyperplanes for each pair of instances and an aggregated rule derived through the Hodges-Lehmann estimator. The paired samples are scored by this aggregated rule to produce a unidimensional representation. Second, we perform a Wilcoxon signed-rank test on the obtained representation. Our experiments indicate that our approach has substantial performance gains in testing accuracy compared to the traditional multivariate and multiple testing, while at the same time estimates each feature's contribution to the final result.

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Online Centralized Non-parametric Change-point Detection via Graph-based Likelihood-ratio Estimation

Consider each node of a graph to be generating a data stream that is synchronized and observed at near real-time. At a change-point $τ$, a change occurs at a subset of nodes $C$, which affects the probability distribution of their associated node streams. In this paper, we propose a novel kernel-based method to both detect $τ$ and localize $C$, based on the direct estimation of the likelihood-ratio between the post-change and the pre-change distributions of the node streams. Our main working hypothesis is the smoothness of the likelihood-ratio estimates over the graph, i.e connected nodes are expected to have similar likelihood-ratios. The quality of the proposed method is demonstrated on extensive experiments on synthetic scenarios.

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To tree or not to tree? Assessing the impact of smoothing the decision boundaries

When analyzing a dataset, it can be useful to assess how smooth the decision boundaries need to be for a model to better fit the data. This paper addresses this question by proposing the quantification of how much should the 'rigid' decision boundaries, produced by an algorithm that naturally finds such solutions, be relaxed to obtain a performance improvement. The approach we propose starts with the rigid decision boundaries of a seed Decision Tree (seed DT), which is used to initialize a Neural DT (NDT). The initial boundaries are challenged by relaxing them progressively through training the NDT. During this process, we measure the NDT's performance and decision agreement to its seed DT. We show how these two measures can help the user in figuring out how expressive his model should be, before exploring it further via model selection. The validity of our approach is demonstrated with experiments on simulated and benchmark datasets.

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Online non-parametric change-point detection for heterogeneous data streams observed over graph nodes

Consider a heterogeneous data stream being generated by the nodes of a graph. The data stream is in essence composed by multiple streams, possibly of different nature that depends on each node. At a given moment $τ$, a change-point occurs for a subset of nodes $C$, signifying the change in the probability distribution of their associated streams. In this paper we propose an online non-parametric method to infer $τ$ based on the direct estimation of the likelihood-ratio between the post-change and the pre-change distribution associated with the data stream of each node. We propose a kernel-based method, under the hypothesis that connected nodes of the graph are expected to have similar likelihood-ratio estimates when there is no change-point. We demonstrate the quality of our method on synthetic experiments and real-world applications.

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Epidemic Models for COVID-19 during the First Wave from February to May 2020: a Methodological Review

We review epidemiological models for the propagation of the COVID-19 pandemic during the early months of the outbreak: from February to May 2020. The aim is to propose a methodological review that highlights the following characteristics: (i) the epidemic propagation models, (ii) the modeling of intervention strategies, (iii) the models and estimation procedures of the epidemic parameters and (iv) the characteristics of the data used. We finally selected 80 articles from open access databases based on criteria such as the theoretical background, the reproducibility, the incorporation of interventions strategies, etc. It mainly resulted to phenomenological, compartmental and individual-level models. A digital companion including an online sheet, a Kibana interface and a markdown document is proposed. Finally, this work provides an opportunity to witness how the scientific community reacted to this unique situation.

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Learning the piece-wise constant graph structure of a varying Ising model

This work focuses on the estimation of multiple change-points in a time-varying Ising model that evolves piece-wise constantly. The aim is to identify both the moments at which significant changes occur in the Ising model, as well as the underlying graph structures. For this purpose, we propose to estimate the neighborhood of each node by maximizing a penalized version of its conditional log-likelihood. The objective of the penalization is twofold: it imposes sparsity in the learned graphs and, thanks to a fused-type penalty, it also enforces them to evolve piece-wise constantly. Using few assumptions, we provide two change-points consistency theorems. Those are the first in the context of unknown number of change-points detection in time-varying Ising model. Finally, experimental results on several synthetic datasets and a real-world dataset demonstrate the performance of our method.

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Model family selection for classification using Neural Decision Trees

Model selection consists in comparing several candidate models according to a metric to be optimized. The process often involves a grid search, or such, and cross-validation, which can be time consuming, as well as not providing much information about the dataset itself. In this paper we propose a method to reduce the scope of exploration needed for the task. The idea is to quantify how much it would be necessary to depart from trained instances of a given family, reference models (RMs) carrying `rigid' decision boundaries (e.g. decision trees), so as to obtain an equivalent or better model. In our approach, this is realized by progressively relaxing the decision boundaries of the initial decision trees (the RMs) as long as this is beneficial in terms of performance measured on an analyzed dataset. More specifically, this relaxation is performed by making use of a neural decision tree, which is a neural network built from DTs. The final model produced by our method carries non-linear decision boundaries. Measuring the performance of the final model, and its agreement to its seeding RM can help the user to figure out on which family of models he should focus on.

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