arXiv subjects

Raunak Kumar

Publications and source records attributed to Raunak Kumar.

7 recordsLinked to original sources

arXiv2026

Coarse composition suffices: tabular in-context learning for multi-activity antimicrobial peptide profiling

Antimicrobial peptides (AMPs) often act against multiple pathogen classes, making multi-label activity prediction a more realistic screening target than binary antimicrobial classification. The ESCAPE benchmark formalizes this setting, but leading approaches typically rely on multimodal, structure-conditioned deep models that are costly to train and tune. We show that a simple, sequence-only pipeline can match and surpass these methods by combining 330 interpretable sequence descriptors with TabPFN, a tabular foundation model that performs in-context prediction in a single forward pass without gradient-based training or hyperparameter search. On ESCAPE (82,359 peptides; five labels), a label-powerset TabPFN model achieves mAP-5 = 77.8%, improving on the previously best reported 72.1%. A probabilistic classifier chain is the first method to match or exceed the best published average precision on each of the five labels simultaneously. The gains persist under the prior state-of-the-art single-fold training protocol, indicating they are not a training-set-size artefact, and are largest for remote homologues (+11.2 points below 30% sequence identity). Ablations further show that predicted structure is unnecessary at inference and that performance is not driven by any single descriptor family: ten global physicochemical scalars recover 91% of full-feature performance. Finally, explicitly modelling label dependence yields targeted benefits for scarce activities and supports ranking which activity to assay next from partial positive evidence.

cs.LG↗

arXiv2026

Pixel-Precise Explainable Stress Indexing: A Semantic Segmentation Framework for Disease Severity Quantification in Field Crops

Plant diseases, resulting from both biotic and abiotic stresses, cause an estimated 20-40% loss in global agricultural yield annually, resulting in economic damages exceeding USD 220 billion. Accurate and scalable stress quantification is essential for precision agriculture, yet traditional manual assessments are labour-intensive and subjective. This paper proposes a unified deep learning pipeline integrating semantic segmentation, regression-based severity estimation, and disease classification. Stress severity is categorised into four levels (Low to Very High) based on the proportion of infected leaf area. Experiments on the Apple Tree Leaf Disease Segmentation dataset (1,641 samples, six classes) evaluate four models: U-Net (MobileNetV2), SegFormer, FCN, and PSPNet. U-Net with MobileNetV2 achieves the best performance with 98.20% pixel accuracy, 0.70 mIoU, and 99.41% detection accuracy at 14.7 ms per image, making it suitable for real-time use. SegFormer performs competitively (mIoU 0.66), while FCN and PSPNet show lower spatial accuracy (approximately 0.49 mIoU). The computed severity index strongly correlates with expert annotations (r = 0.968, R^2 = 0.937), demonstrating the system's reliability for automated crop monitoring and decision support.

cs.CV↗

arXiv2024

Learning in Budgeted Auctions with Spacing Objectives

In many repeated auction settings, participants care not only about how frequently they win but also how their winnings are distributed over time. This problem arises in various practical domains where avoiding congested demand is crucial, such as online retail sales and compute services, as well as in advertising campaigns that require sustained visibility over time. We introduce a simple model of this phenomenon, modeling it as a budgeted auction where the value of a win is a concave function of the time since the last win. This implies that for a given number of wins, even spacing over time is optimal. We also extend our model and results to the case when not all wins result in "conversions" (realization of actual gains), and the probability of conversion depends on a context. The goal is to maximize and evenly space conversions rather than just wins. We study the optimal policies for this setting in second-price auctions and offer learning algorithms for the bidders that achieve low regret against the optimal bidding policy in a Bayesian online setting. Our main result is a computationally efficient online learning algorithm that achieves $\tilde O(\sqrt T)$ regret. We achieve this by showing that an infinite-horizon Markov decision process (MDP) with the budget constraint in expectation is essentially equivalent to our problem, even when limiting that MDP to a very small number of states. The algorithm achieves low regret by learning a bidding policy that chooses bids as a function of the context and the system's state, which will be the time elapsed since the last win (or conversion). We show that state-independent strategies incur linear regret even without uncertainty of conversions. We complement this by showing that there are state-independent strategies that, while still having linear regret, achieve a $(1-\frac 1 e)$ approximation to the optimal reward.

cs.GT↗

arXiv2022

Online Convex Optimization with Unbounded Memory

Online convex optimization (OCO) is a widely used framework in online learning. In each round, the learner chooses a decision in a convex set and an adversary chooses a convex loss function, and then the learner suffers the loss associated with their current decision. However, in many applications the learner's loss depends not only on the current decision but on the entire history of decisions until that point. The OCO framework and its existing generalizations do not capture this, and they can only be applied to many settings of interest after a long series of approximation arguments. They also leave open the question of whether the dependence on memory is tight because there are no non-trivial lower bounds. In this work we introduce a generalization of the OCO framework, "Online Convex Optimization with Unbounded Memory", that captures long-term dependence on past decisions. We introduce the notion of $p$-effective memory capacity, $H_p$, that quantifies the maximum influence of past decisions on present losses. We prove an $O(\sqrt{H_p T})$ upper bound on the policy regret and a matching (worst-case) lower bound. As a special case, we prove the first non-trivial lower bound for OCO with finite memory \citep{anavaHM2015online}, which could be of independent interest, and also improve existing upper bounds. We demonstrate the broad applicability of our framework by using it to derive regret bounds, and to improve and simplify existing regret bound derivations, for a variety of online learning problems including online linear control and an online variant of performative prediction.

cs.LG↗

arXiv2022

Non-monotonic Resource Utilization in the Bandits with Knapsacks Problem

Bandits with knapsacks (BwK) is an influential model of sequential decision-making under uncertainty that incorporates resource consumption constraints. In each round, the decision-maker observes an outcome consisting of a reward and a vector of nonnegative resource consumptions, and the budget of each resource is decremented by its consumption. In this paper we introduce a natural generalization of the stochastic BwK problem that allows non-monotonic resource utilization. In each round, the decision-maker observes an outcome consisting of a reward and a vector of resource drifts that can be positive, negative or zero, and the budget of each resource is incremented by its drift. Our main result is a Markov decision process (MDP) policy that has constant regret against a linear programming (LP) relaxation when the decision-maker knows the true outcome distributions. We build upon this to develop a learning algorithm that has logarithmic regret against the same LP relaxation when the decision-maker does not know the true outcome distributions. We also present a reduction from BwK to our model that shows our regret bound matches existing results.

cs.LG↗

arXiv2020

Homeomorphic-Invariance of EM: Non-Asymptotic Convergence in KL Divergence for Exponential Families via Mirror Descent

Expectation maximization (EM) is the default algorithm for fitting probabilistic models with missing or latent variables, yet we lack a full understanding of its non-asymptotic convergence properties. Previous works show results along the lines of "EM converges at least as fast as gradient descent" by assuming the conditions for the convergence of gradient descent apply to EM. This approach is not only loose, in that it does not capture that EM can make more progress than a gradient step, but the assumptions fail to hold for textbook examples of EM like Gaussian mixtures. In this work we first show that for the common setting of exponential family distributions, viewing EM as a mirror descent algorithm leads to convergence rates in Kullback-Leibler (KL) divergence. Then, we show how the KL divergence is related to first-order stationarity via Bregman divergences. In contrast to previous works, the analysis is invariant to the choice of parametrization and holds with minimal assumptions. We also show applications of these ideas to local linear (and superlinear) convergence rates, generalized EM, and non-exponential family distributions.

cs.LG↗

arXiv2019

Retrieving Top Weighted Triangles in Graphs

Pattern counting in graphs is a fundamental primitive for many network analysis tasks, and a number of methods have been developed for scaling subgraph counting to large graphs. Many real-world networks carry a natural notion of strength of connection between nodes, which are often modeled by a weighted graph, but existing scalable graph algorithms for pattern mining are designed for unweighted graphs. Here, we develop a suite of deterministic and random sampling algorithms that enable the fast discovery of the 3-cliques (triangles) with the largest weight in a graph, where weight is measured by a generalized mean of a triangle's edges. For example, one of our proposed algorithms can find the top-1000 weighted triangles of a weighted graph with billions of edges in thirty seconds on a commodity server, which is orders of magnitude faster than existing "fast" enumeration schemes. Our methods thus open the door towards scalable pattern mining in weighted graphs.

cs.SI↗