31.1LGMar 11Code
Quantifying Membership Disclosure Risk for Tabular Synthetic Data Using Kernel Density EstimatorsRajdeep Pathak, Sayantee Jana
The use of synthetic data has become increasingly popular as a privacy-preserving alternative to sharing real datasets, especially in sensitive domains such as healthcare, finance, and demography. However, the privacy assurances of synthetic data are not absolute, and remain susceptible to membership inference attacks (MIAs), where adversaries aim to determine whether a specific individual was present in the dataset used to train the generator. In this work, we propose a practical and effective method to quantify membership disclosure risk in tabular synthetic datasets using kernel density estimators (KDEs). Our KDE-based approach models the distribution of nearest-neighbour distances between synthetic data and the training records, allowing probabilistic inference of membership and enabling robust evaluation via ROC curves. We propose two attack models: a 'True Distribution Attack', which assumes privileged access to training data, and a more realistic, implementable 'Realistic Attack' that uses auxiliary data without true membership labels. Empirical evaluations across four real-world datasets and six synthetic data generators demonstrate that our method consistently achieves higher F1 scores and sharper risk characterization than a prior baseline approach, without requiring computationally expensive shadow models. The proposed method provides a practical framework and metric for quantifying membership disclosure risk in synthetic data, which enables data custodians to conduct a post-generation risk assessment prior to releasing their synthetic datasets for downstream use. The datasets and codes for this study are available at https://github.com/PyCoder913/MIA-KDE.
36.6LGMar 12
EnTransformer: A Deep Generative Transformer for Multivariate Probabilistic ForecastingRajdeep Pathak, Rahul Goswami, Madhurima Panja et al.
Reliable uncertainty quantification is critical in multivariate time series forecasting problems arising in domains such as energy systems and transportation networks, among many others. Although Transformer-based architectures have recently achieved strong performance for sequence modeling, most probabilistic forecasting approaches rely on restrictive parametric likelihoods or quantile-based objectives. They can struggle to capture complex joint predictive distributions across multiple correlated time series. This work proposes EnTransformer, a deep generative forecasting framework that integrates engression, a stochastic learning paradigm for modeling conditional distributions, with the expressive sequence modeling capabilities of Transformers. The proposed approach injects stochastic noise into the model representation and optimizes an energy-based scoring objective to directly learn the conditional predictive distribution without imposing parametric assumptions. This design enables EnTransformer to generate coherent multivariate forecast trajectories while preserving Transformers' capacity to effectively model long-range temporal dependencies and cross-series interactions. We evaluate our proposed EnTransformer on several widely used benchmarks for multivariate probabilistic forecasting, including Electricity, Traffic, Solar, Taxi, KDD-cup, and Wikipedia datasets. Experimental results demonstrate that EnTransformer produces well-calibrated probabilistic forecasts and consistently outperforms the benchmark models.
MLMar 7
Deep Generative Spatiotemporal Engression for Probabilistic Forecasting of EpidemicsRajdeep Pathak, Tanujit Chakraborty
Accurate and reliable forecasting of epidemic incidences is critical for public health preparedness, yet it remains a challenging task due to complex nonlinear temporal dependencies and heterogeneous spatial interactions. Often, point forecasts generated by spatiotemporal models are unreliable in assigning uncertainty to future epidemic events. Probabilistic forecasting of epidemics is therefore crucial for providing the best or worst-case scenarios rather than a simple, often inaccurate, point estimate. We present deep spatiotemporal engression methods to generate accurate and reliable probabilistic forecasts on low-frequency epidemic datasets. The proposed methods act as distributional lenses, and out-of-sample probabilistic forecasts are generated by sampling from the trained models. Our frameworks encapsulate lightweight deep generative architectures, wherein uncertainty is quantified endogenously, driven by a pre-additive noise component during model construction. We establish geometric ergodicity and asymptotic stationarity of the spatiotemporal engression processes under mild assumptions on the network weights and pre-additive noise process. Comprehensive evaluations across six epidemiological datasets over three forecast horizons demonstrate that the proposal consistently outperforms several temporal and spatiotemporal benchmarks in both point and probabilistic forecasting. Additionally, we explore the explainability of the proposal to enhance the models' practical application for informed, timely public health interventions.