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Maxime Vono

Publications and source records attributed to Maxime Vono.

18 recordsLinked to original sources

An Asymptotic Analysis of the Shapley Value for Dataset Valuation

We propose an asymptotic analysis of the Shapley value in a dataset valuation setting in which utilities are modeled as smooth functionals of empirical distributions via reproducing kernel Hilbert space (RKHS) mean embeddings. We prove that, despite its combinatorial definition, the Shapley value of a data source is asymptotically captured by a simple leading term. This term can be interpreted as the first-order contribution of a dataset relative to the surrounding data population. It also identifies the scale of the Shapley value as the number of data sources grows and provides a framework for analyzing existing Shapley value estimators. Moreover, for practitioners working with large numbers of datasets, the leading term becomes a tractable reference against which Shapley value approximations can be benchmarked.

cs.GT

Shapley-based Data Valuation for LLM Alignment via Sequential Preference Optimization

Data valuation is a natural framework for understanding which preference datasets matter most when aligning a Large Language Model (LLM) using multiple sources. The standard game-theoretic approach assigns each dataset a contribution score via the Shapley value. In practice, however, Shapley-based valuation is computationally prohibitive because it requires fine-tuning a separate model for every possible coalition of preference datasets, i.e., an exponential number of alignments. We address this challenge for a broad family of preference-optimization objectives, including DPO and IPO, that learn directly from log-policy ratios with respect to a reference policy. We introduce Sequential Preference Optimization, an offline procedure that applies existing preference optimization methods sequentially, source by source, updating the current policy after each dataset. Under exact optimization, this procedure yields an additive composition rule in reward space and an equivalent arithmetic composition rule in policy space. This observation enables an efficient approximation of the Shapley value: we train one model per preference dataset and reconstruct coalition policies at inference time from the singleton models, reducing the required alignments from exponential to linear in the number of sources. Leveraging this property, we compute Shapley values for several real-world preference datasets and reveal how each source drives model alignment.

cs.LG

CriteoPrivateAds: A Real-World Bidding Dataset to Design Private Advertising Systems

In the past years, many proposals have emerged in order to address online advertising use-cases without access to third-party cookies. All these proposals leverage some privacy-enhancing technologies such as aggregation or differential privacy. Yet, no public and rich-enough ground truth is currently available to assess the relevancy of aforementioned private advertising frameworks. We are releasing the largest, in terms of number of features, bidding dataset specifically built in alignment with the design of major browser vendors proposals such as Chrome Privacy Sandbox. This dataset, coined CriteoPrivateAds, stands for an anonymised version of Criteo production logs and provides sufficient data to learn bidding models commonly used in online advertising under many privacy constraints (delayed reports, display and user-level differential privacy, user signal quantisation or aggregated reports). We ensured that this dataset, while being anonymised, is able to provide offline results close to production performance of adtech companies including Criteo - making it a relevant ground truth to design private advertising systems. The dataset is available in Hugging Face: https://huggingface.co/datasets/criteo/CriteoPrivateAd.

cs.CR

On the Impact of the Utility in Semivalue-based Data Valuation

Semivalue-based data valuation uses cooperative-game theory intuitions to assign each data point a value reflecting its contribution to a downstream task. Still, those values depend on the practitioner's choice of utility, raising the question: How robust is semivalue-based data valuation to changes in the utility? This issue is critical when the utility is set as a trade-off between several criteria and when practitioners must select among multiple equally valid utilities. We address this by introducing the notion of a dataset's spatial signature: given a semivalue, we embed each data point into a lower-dimensional space in which any utility becomes a linear functional, making the data valuation framework amenable to a simpler geometric picture. Building on this, we propose a practical methodology centered on an explicit robustness metric that informs practitioners whether and by how much their data valuation results will shift as the utility changes. We validate this approach across diverse datasets and semivalues, demonstrating strong agreement with rank-correlation analyses and offering analytical insight into how choosing a semivalue can amplify or diminish robustness.

cs.AI

Distribution-Aware Mean Estimation under User-level Local Differential Privacy

We consider the problem of mean estimation under user-level local differential privacy, where $n$ users are contributing through their local pool of data samples. Previous work assume that the number of data samples is the same across users. In contrast, we consider a more general and realistic scenario where each user $u \in [n]$ owns $m_u$ data samples drawn from some generative distribution $\mu$; $m_u$ being unknown to the statistician but drawn from a known distribution $M$ over $\mathbb{N}^\star$. Based on a distribution-aware mean estimation algorithm, we establish an $M$-dependent upper bounds on the worst-case risk over $\mu$ for the task of mean estimation. We then derive a lower bound. The two bounds are asymptotically matching up to logarithmic factors and reduce to known bounds when $m_u = m$ for any user $u$.

stat.ME

DU-Shapley: A Shapley Value Proxy for Efficient Dataset Valuation

We consider the dataset valuation problem, that is, the problem of quantifying the incremental gain, to some relevant pre-defined utility of a machine learning task, of aggregating an individual dataset to others. The Shapley value is a natural tool to perform dataset valuation due to its formal axiomatic justification, which can be combined with Monte Carlo integration to overcome the computational tractability challenges. Such generic approximation methods, however, remain expensive in some cases. In this paper, we exploit the knowledge about the structure of the dataset valuation problem to devise more efficient Shapley value estimators. We propose a novel approximation, referred to as discrete uniform Shapley, which is expressed as an expectation under a discrete uniform distribution with support of reasonable size. We justify the relevancy of the proposed framework via asymptotic and non-asymptotic theoretical guarantees and illustrate its benefits via an extensive set of numerical experiments.

cs.AI

Personalised Federated Learning On Heterogeneous Feature Spaces

Most personalised federated learning (FL) approaches assume that raw data of all clients are defined in a common subspace i.e. all clients store their data according to the same schema. For real-world applications, this assumption is restrictive as clients, having their own systems to collect and then store data, may use heterogeneous data representations. We aim at filling this gap. To this end, we propose a general framework coined FLIC that maps client's data onto a common feature space via local embedding functions. The common feature space is learnt in a federated manner using Wasserstein barycenters while the local embedding functions are trained on each client via distribution alignment. We integrate this distribution alignement mechanism into a federated learning approach and provide the algorithmics of FLIC. We compare its performances against FL benchmarks involving heterogeneous input features spaces. In addition, we provide theoretical insights supporting the relevance of our methodology.

cs.LG

Gas kinematics around filamentary structures in the Orion B cloud

Understanding the initial properties of star-forming material and how they affect the star formation process is key. From an observational point of view, the feedback from young high-mass stars on future star formation properties is still poorly constrained. In the framework of the IRAM 30m ORION-B large program, we obtained observations of the translucent and moderately dense gas, which we used to analyze the kinematics over a field of 5 deg^2 around the filamentary structures. We used the ROHSA algorithm to decompose and de-noise the C18O(1-0) and 13CO(1-0) signals by taking the spatial coherence of the emission into account. We produced gas column density and mean velocity maps to estimate the relative orientation of their spatial gradients. We identified three cloud velocity layers at different systemic velocities and extracted the filaments in each velocity layer. The filaments are preferentially located in regions of low centroid velocity gradients. By comparing the relative orientation between the column density and velocity gradients of each layer from the ORION-B observations and synthetic observations from 3D kinematic toy models, we distinguish two types of behavior in the dynamics around filaments: (i) radial flows perpendicular to the filament axis that can be either inflows (increasing the filament mass) or outflows and (ii) longitudinal flows along the filament axis. The former case is seen in the Orion B data, while the latter is not identified. We have also identified asymmetrical flow patterns, usually associated with filaments located at the edge of an HII region. This is the first observational study to highlight feedback from HII regions on filament formation and, thus, on star formation in the Orion B cloud. This simple statistical method can be used for any molecular cloud to obtain coherent information on the kinematics.

astro-ph.GA

FedPop: A Bayesian Approach for Personalised Federated Learning

Personalised federated learning (FL) aims at collaboratively learning a machine learning model taylored for each client. Albeit promising advances have been made in this direction, most of existing approaches works do not allow for uncertainty quantification which is crucial in many applications. In addition, personalisation in the cross-device setting still involves important issues, especially for new clients or those having small number of observations. This paper aims at filling these gaps. To this end, we propose a novel methodology coined FedPop by recasting personalised FL into the population modeling paradigm where clients' models involve fixed common population parameters and random effects, aiming at explaining data heterogeneity. To derive convergence guarantees for our scheme, we introduce a new class of federated stochastic optimisation algorithms which relies on Markov chain Monte Carlo methods. Compared to existing personalised FL methods, the proposed methodology has important benefits: it is robust to client drift, practical for inference on new clients, and above all, enables uncertainty quantification under mild computational and memory overheads. We provide non-asymptotic convergence guarantees for the proposed algorithms and illustrate their performances on various personalised federated learning tasks.

cs.LG

DG-LMC: A Turn-key and Scalable Synchronous Distributed MCMC Algorithm via Langevin Monte Carlo within Gibbs

Performing reliable Bayesian inference on a big data scale is becoming a keystone in the modern era of machine learning. A workhorse class of methods to achieve this task are Markov chain Monte Carlo (MCMC) algorithms and their design to handle distributed datasets has been the subject of many works. However, existing methods are not completely either reliable or computationally efficient. In this paper, we propose to fill this gap in the case where the dataset is partitioned and stored on computing nodes within a cluster under a master/slaves architecture. We derive a user-friendly centralised distributed MCMC algorithm with provable scaling in high-dimensional settings. We illustrate the relevance of the proposed methodology on both synthetic and real data experiments.

stat.ME

QLSD: Quantised Langevin stochastic dynamics for Bayesian federated learning

The objective of Federated Learning (FL) is to perform statistical inference for data which are decentralised and stored locally on networked clients. FL raises many constraints which include privacy and data ownership, communication overhead, statistical heterogeneity, and partial client participation. In this paper, we address these problems in the framework of the Bayesian paradigm. To this end, we propose a novel federated Markov Chain Monte Carlo algorithm, referred to as Quantised Langevin Stochastic Dynamics which may be seen as an extension to the FL setting of Stochastic Gradient Langevin Dynamics, which handles the communication bottleneck using gradient compression. To improve performance, we then introduce variance reduction techniques, which lead to two improved versions coined \texttt{QLSD}$^{\star}$ and \texttt{QLSD}$^{++}$. We give both non-asymptotic and asymptotic convergence guarantees for the proposed algorithms. We illustrate their performances using various Bayesian Federated Learning benchmarks.

cs.LG

High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm

Efficient sampling from a high-dimensional Gaussian distribution is an old but high-stake issue. Vanilla Cholesky samplers imply a computational cost and memory requirements which can rapidly become prohibitive in high dimension. To tackle these issues, multiple methods have been proposed from different communities ranging from iterative numerical linear algebra to Markov chain Monte Carlo (MCMC) approaches. Surprisingly, no complete review and comparison of these methods have been conducted. This paper aims at reviewing all these approaches by pointing out their differences, close relations, benefits and limitations. In addition to this state of the art, this paper proposes a unifying Gaussian simulation framework by deriving a stochastic counterpart of the celebrated proximal point algorithm in optimization. This framework offers a novel and unifying revisit of most of the existing MCMC approaches while extending them. Guidelines to choose the appropriate Gaussian simulation method for a given sampling problem in high dimension are proposed and illustrated with numerical examples.

stat.CO

Quantitative inference of the $H_2$ column densities from 3 mm molecular emission: A case study towards Orion B

Molecular hydrogen being unobservable in cold molecular clouds, the column density measurements of molecular gas currently rely either on dust emission observation in the far-IR or on star counting. (Sub-)millimeter observations of numerous trace molecules are effective from ground based telescopes, but the relationships between the emission of one molecular line and the H2 column density (NH2) is non-linear and sensitive to excitation conditions, optical depths, abundance variations due to the underlying physico-chemistry. We aim to use multi-molecule line emission to infer NH2 from radio observations. We propose a data-driven approach to determine NH2 from radio molecular line observations. We use supervised machine learning methods (Random Forests) on wide-field hyperspectral IRAM-30m observations of the Orion B molecular cloud to train a predictor of NH2, using a limited set of molecular lines as input, and the Herschel-based dust-derived NH2 as ground truth output. For conditions similar to the Orion B molecular cloud, we obtain predictions of NH2 within a typical factor of 1.2 from the Herschel-based estimates. An analysis of the contributions of the different lines to the predictions show that the most important lines are $^{13}$CO(1-0), $^{12}$CO(1-0), C$^{18}$O(1-0), and HCO$^+$(1-0). A detailed analysis distinguishing between diffuse, translucent, filamentary, and dense core conditions show that the importance of these four lines depends on the regime, and that it is recommended to add the N$_2$H$^+$(1-0) and CH$_3$OH(20-10) lines for the prediction of NH2 in dense core conditions. This article opens a promising avenue to directly infer important physical parameters from the molecular line emission in the millimeter domain. The next step will be to try to infer several parameters simultaneously (e.g., NH2 and far-UV illumination field) to further test the method. [Abridged]

astro-ph.GA

Tracers of the ionization fraction in dense and translucent gas: I. Automated exploitation of massive astrochemical model grids

The ionization fraction plays a key role in the physics and chemistry of the neutral interstellar medium, from controlling the coupling of the gas to the magnetic field to allowing fast ion-neutral reactions that drive interstellar chemistry. Most estimations of the ionization fraction have relied on deuterated species such as DCO+, whose detection is limited to dense cores representing an extremely small fraction of the volume of the giant molecular clouds they are part of. As large field-of-view hyperspectral maps become available, new tracers may be found. We search for the best observable tracers of the ionization fraction based on a grid of astrochemical models. We build grids of models that sample randomly a large space of physical conditions (unobservable quantities such as gas density, temperature, etc.) and compute the corresponding observables (line intensities, column densities) and the ionization fraction. We estimate the predictive power of each potential tracer by training a Random Forest model to predict the ionization fraction from that tracer, based on these model grids. In both translucent medium and cold dense medium conditions, several observable tracers with very good predictive power for the ionization fraction are found. Several tracers in cold dense medium conditions are found to be better and more widely applicable than the traditional DCO+/HCO+ ratio. We also provide simpler analytical fits for estimating the ionization fraction from the best tracers, and for estimating the associated uncertainties. We discuss the limitations of the present study and select a few recommended tracers in both types of conditions. The method presented here is very general and can be applied to the measurement of any other quantity of interest (cosmic ray flux, elemental abundances, etc.) from any type of model (PDR models, time-dependent chemical models, etc.). (abridged)

astro-ph.GA

C18O, 13CO, and 12CO abundances and excitation temperatures in the Orion B molecular cloud: An analysis of the precision achievable when modeling spectral line within the Local Thermodynamic Equilibrium approximation

CO isotopologue transitions are routinely observed in molecular clouds to probe the column density of the gas, the elemental ratios of carbon and oxygen, and to trace the kinematics of the environment. We aim at estimating the abundances, excitation temperatures, velocity field and velocity dispersions of the three main CO isotopologues towards a subset of the Orion B molecular cloud. We use the Cramer Rao Bound (CRB) technique to analyze and estimate the precision of the physical parameters in the framework of local-thermodynamic-equilibrium excitation and radiative transfer with an additive white Gaussian noise. We propose a maximum likelihood estimator to infer the physical conditions from the 1-0 and 2-1 transitions of CO isotopologues. Simulations show that this estimator is unbiased and efficient for a common range of excitation temperatures and column densities (Tex > 6 K, N > 1e14 - 1e15 cm-2). Contrary to the general assumptions, the different CO isotopologues have distinct excitation temperatures, and the line intensity ratios between different isotopologues do not accurately reflect the column density ratios. We find mean fractional abundances that are consistent with previous determinations towards other molecular clouds. However, significant local deviations are inferred, not only in regions exposed to UV radiation field but also in shielded regions. These deviations result from the competition between selective photodissociation, chemical fractionation, and depletion on grain surfaces. We observe that the velocity dispersion of the C18O emission is 10% smaller than that of 13CO. The substantial gain resulting from the simultaneous analysis of two different rotational transitions of the same species is rigorously quantified. The CRB technique is a promising avenue for analyzing the estimation of physical parameters from the fit of spectral lines.

astro-ph.GA

Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting

Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and high-dimensional models. A standard approach to mitigate this complexity consists in using subsampling techniques or distributing the data across a cluster. However, these approaches are typically unreliable in high-dimensional scenarios. We focus here on a recent alternative class of MCMC schemes exploiting a splitting strategy akin to the one used by the celebrated alternating direction of multipliers (ADMM) optimization algorithm. These methods appear to provide empirically state-of-the-art performance but their theoretical behavior in high dimension is currently unknown. In this paper, we propose a detailed theoretical study of one of these algorithms known as the split Gibbs sampler. Under regularity conditions, we establish explicit convergence rates for this scheme using Ricci curvature and coupling ideas. We support our theory with numerical illustrations.

stat.CO

Asymptotically exact data augmentation: models, properties and algorithms

Data augmentation, by the introduction of auxiliary variables, has become an ubiquitous technique to improve convergence properties, simplify the implementation or reduce the computational time of inference methods such as Markov chain Monte Carlo ones. Nonetheless, introducing appropriate auxiliary variables while preserving the initial target probability distribution and offering a computationally efficient inference cannot be conducted in a systematic way. To deal with such issues, this paper studies a unified framework, coined asymptotically exact data augmentation (AXDA), which encompasses both well-established and more recent approximate augmented models. In a broader perspective, this paper shows that AXDA models can benefit from interesting statistical properties and yield efficient inference algorithms. In non-asymptotic settings, the quality of the proposed approximation is assessed with several theoretical results. The latter are illustrated on standard statistical problems. Supplementary materials including computer code for this paper are available online.

stat.ME

Split-and-augmented Gibbs sampler - Application to large-scale inference problems

This paper derives two new optimization-driven Monte Carlo algorithms inspired from variable splitting and data augmentation. In particular, the formulation of one of the proposed approaches is closely related to the alternating direction method of multipliers (ADMM) main steps. The proposed framework enables to derive faster and more efficient sampling schemes than the current state-of-the-art methods and can embed the latter. By sampling efficiently the parameter to infer as well as the hyperparameters of the problem, the generated samples can be used to approximate Bayesian estimators of the parameters to infer. Additionally, the proposed approach brings confidence intervals at a low cost contrary to optimization methods. Simulations on two often-studied signal processing problems illustrate the performance of the two proposed samplers. All results are compared to those obtained by recent state-of-the-art optimization and MCMC algorithms used to solve these problems.

stat.ME