Yen-Chi Chen

Zeyu Wei, Yen-Chi Chen

We introduce a new regression framework designed to deal with large-scale, complex data that lies around a low-dimensional manifold with noises. Our approach first constructs a graph representation, referred to as the skeleton, to capture the underlying geometric structure. We then define metrics on the skeleton graph and apply nonparametric regression techniques, along with feature transformations based on the graph, to estimate the regression function. We also discuss the limitations of some nonparametric regressors with respect to the general metric space such as the skeleton graph. The proposed regression framework suggests a novel way to deal with data with underlying geometric structures and provides additional advantages in handling the union of multiple manifolds, additive noises, and noisy observations. We provide statistical guarantees for the proposed method and demonstrate its effectiveness through simulations and real data examples.

Kuo-Hao Ho, Ruei-Yu Jheng, Ji-Han Wu et al.

Job-shop scheduling problem (JSP) is a mathematical optimization problem widely used in industries like manufacturing, and flexible JSP (FJSP) is also a common variant. Since they are NP-hard, it is intractable to find the optimal solution for all cases within reasonable times. Thus, it becomes important to develop efficient heuristics to solve JSP/FJSP. A kind of method of solving scheduling problems is construction heuristics, which constructs scheduling solutions via heuristics. Recently, many methods for construction heuristics leverage deep reinforcement learning (DRL) with graph neural networks (GNN). In this paper, we propose a new approach, named residual scheduling, to solving JSP/FJSP. In this new approach, we remove irrelevant machines and jobs such as those finished, such that the states include the remaining (or relevant) machines and jobs only. Our experiments show that our approach reaches state-of-the-art (SOTA) among all known construction heuristics on most well-known open JSP and FJSP benchmarks. In addition, we also observe that even though our model is trained for scheduling problems of smaller sizes, our method still performs well for scheduling problems of large sizes. Interestingly in our experiments, our approach even reaches zero gap for 49 among 50 JSP instances whose job numbers are more than 150 on 20 machines.

Sheng-You Huang, Hsiao-Chuan Chang, Yen-Chi Chen et al.

Reinforcement Learning (RL) in Traffic Signal Control (TSC) faces significant hurdles in real-world deployment due to limited generalization to dynamic traffic flow variations. Existing approaches often overfit static patterns and use action spaces incompatible with driver expectations. This paper proposes a robust Multi-Agent Reinforcement Learning (MARL) framework validated in the Vissim traffic simulator. The framework integrates three mechanisms: (1) Turning Ratio Randomization, a training strategy that exposes agents to dynamic turning probabilities to enhance robustness against unseen scenarios; (2) a stability-oriented Exponential Phase Duration Adjustment action space, which balances responsiveness and precision through cyclical, exponential phase adjustments; and (3) a Neighbor-Based Observation scheme utilizing the MAPPO algorithm with Centralized Training with Decentralized Execution (CTDE). By leveraging centralized updates, this approach approximates the efficacy of global observations while maintaining scalable local communication. Experimental results demonstrate that our framework outperforms standard RL baselines, reducing average waiting time by over 10%. The proposed model exhibits superior generalization in unseen traffic scenarios and maintains high control stability, offering a practical solution for adaptive signal control.

Yen-Chi Chen

While Variational Inference (VI) is central to modern generative models like Variational Autoencoders (VAEs) and Denoising Diffusion Models (DDMs), its pedagogical treatment is split across disciplines. In statistics, VI is typically framed as a Bayesian method for posterior approximation. In machine learning, however, VAEs and DDMs are developed from a Frequentist viewpoint, where VI is used to approximate a maximum likelihood estimator. This creates a barrier for statisticians, as the principles behind VAEs and DDMs are hard to contextualize without a corresponding Frequentist introduction to VI. This paper provides that introduction: we explain the theory for VI, VAEs, and DDMs from a purely Frequentist perspective, starting with the classical Expectation-Maximization (EM) algorithm. We show how VI arises as a scalable solution for intractable E-steps and how VAEs and DDMs are natural, deep-learning-based extensions of this framework, thereby bridging the gap between classical statistical inference and modern generative AI.

Yikun Zhang, Yen-Chi Chen

The set of local modes and density ridge lines are important summary characteristics of the data-generating distribution. In this work, we focus on estimating local modes and density ridges from point cloud data in a product space combining two or more Euclidean and/or directional metric spaces. Specifically, our approach extends the (subspace constrained) mean shift algorithm to such product spaces, addressing potential challenges in the generalization process. We establish the algorithmic convergence of the proposed methods, along with practical implementation guidelines. Experiments on simulated and real-world datasets demonstrate the effectiveness of our proposed methods.

Yikun Zhang, Yen-Chi Chen

This paper studies the linear convergence of the subspace constrained mean shift (SCMS) algorithm, a well-known algorithm for identifying a density ridge defined by a kernel density estimator. By arguing that the SCMS algorithm is a special variant of a subspace constrained gradient ascent (SCGA) algorithm with an adaptive step size, we derive the linear convergence of such SCGA algorithm. While the existing research focuses mainly on density ridges in the Euclidean space, we generalize density ridges and the SCMS algorithm to directional data. In particular, we establish the stability theorem of density ridges with directional data and prove the linear convergence of our proposed directional SCMS algorithm.

Zeyu Wei, Yen-Chi Chen

We introduce a density-based clustering method called skeleton clustering that can detect clusters in multivariate and even high-dimensional data with irregular shapes. To bypass the curse of dimensionality, we propose surrogate density measures that are less dependent on the dimension but have intuitive geometric interpretations. The clustering framework constructs a concise representation of the given data as an intermediate step and can be thought of as a combination of prototype methods, density-based clustering, and hierarchical clustering. We show by theoretical analysis and empirical studies that the skeleton clustering leads to reliable clusters in multivariate and high-dimensional scenarios.

Yikun Zhang, Yen-Chi Chen

The directional mean shift (DMS) algorithm is a nonparametric method for pursuing local modes of densities defined by kernel density estimators on the unit hypersphere. In this paper, we show that any DMS iteration can be viewed as a generalized Expectation-Maximization (EM) algorithm; in particular, when the von Mises kernel is applied, it becomes an exact EM algorithm. Under the (generalized) EM framework, we provide a new proof for the ascending property of density estimates and demonstrate the global convergence of directional mean shift sequences. Finally, we give a new insight into the linear convergence of the DMS algorithm.

Yikun Zhang, Yen-Chi Chen

Directional data consist of observations distributed on a (hyper)sphere, and appear in many applied fields, such as astronomy, ecology, and environmental science. This paper studies both statistical and computational problems of kernel smoothing for directional data. We generalize the classical mean shift algorithm to directional data, which allows us to identify local modes of the directional kernel density estimator (KDE). The statistical convergence rates of the directional KDE and its derivatives are derived, and the problem of mode estimation is examined. We also prove the ascending property of the directional mean shift algorithm and investigate a general problem of gradient ascent on the unit hypersphere. To demonstrate the applicability of the algorithm, we evaluate it as a mode clustering method on both simulated and real-world data sets.

Tristan Cazenave, Yen-Chi Chen, Guan-Wei Chen et al.

Since DeepMind's AlphaZero, Zero learning quickly became the state-of-the-art method for many board games. It can be improved using a fully convolutional structure (no fully connected layer). Using such an architecture plus global pooling, we can create bots independent of the board size. The training can be made more robust by keeping track of the best checkpoints during the training and by training against them. Using these features, we release Polygames, our framework for Zero learning, with its library of games and its checkpoints. We won against strong humans at the game of Hex in 19x19, which was often said to be untractable for zero learning; and in Havannah. We also won several first places at the TAAI competitions.

Brian Nord, Andrew J. Connolly, Jamie Kinney et al.

The field of astronomy has arrived at a turning point in terms of size and complexity of both datasets and scientific collaboration. Commensurately, algorithms and statistical models have begun to adapt --- e.g., via the onset of artificial intelligence --- which itself presents new challenges and opportunities for growth. This white paper aims to offer guidance and ideas for how we can evolve our technical and collaborative frameworks to promote efficient algorithmic development and take advantage of opportunities for scientific discovery in the petabyte era. We discuss challenges for discovery in large and complex data sets; challenges and requirements for the next stage of development of statistical methodologies and algorithmic tool sets; how we might change our paradigms of collaboration and education; and the ethical implications of scientists' contributions to widely applicable algorithms and computational modeling. We start with six distinct recommendations that are supported by the commentary following them. This white paper is related to a larger corpus of effort that has taken place within and around the Petabytes to Science Workshops (https://petabytestoscience.github.io/).

Yen-Chi Chen

We study the statistical properties of an estimator derived by applying a gradient ascent method with multiple initializations to a multi-modal likelihood function. We derive the population quantity that is the target of this estimator and study the properties of confidence intervals (CIs) constructed from asymptotic normality and the bootstrap approach. In particular, we analyze the coverage deficiency due to finite number of random initializations. We also investigate the CIs by inverting the likelihood ratio test, the score test, and the Wald test, and we show that the resulting CIs may be very different. We propose a two-sample test procedure even when the MLE is intractable. In addition, we analyze the performance of the EM algorithm under random initializations and derive the coverage of a CI with a finite number of initializations.

Yen-Chi Chen, Y. Samuel Wang, Elena A. Erosheva

Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and to carry out Bayesian inference, however, quantification of uncertainty with variational inference remains challenging from both theoretical and practical perspectives. This paper is concerned with developing uncertainty measures for variational inference by using bootstrap procedures. We first develop two general bootstrap approaches for assessing the uncertainty of a variational estimate and the study the underlying bootstrap theory in both fixed- and increasing-dimension settings. We then use the bootstrap approach and our theoretical results in the context of mixed membership modeling with multivariate binary data on functional disability from the National Long Term Care Survey. We carry out a two-sample approach to test for changes in the repeated measures of functional disability for the subset of individuals present in 1989 and 1994 waves.

Ruqian Chen, Yen-Chi Chen, Wei Guo et al.

We introduce the concept of community trees that summarizes topological structures within a network. A community tree is a tree structure representing clique communities from the clique percolation method (CPM). The community tree also generates a persistent diagram. Community trees and persistent diagrams reveal topological structures of the underlying networks and can be used as visualization tools. We study the stability of community trees and derive a quantity called the total star number (TSN) that presents an upper bound on the change of community trees. Our findings provide a topological interpretation for the stability of communities generated by the CPM.

Yunhua Xiang, Yen-Chi Chen

In this paper, we study how the mean shift algorithm can be used to denoise a dataset. We introduce a new framework to analyze the mean shift algorithm as a denoising approach by viewing the algorithm as an operator on a distribution function. We investigate how the mean shift algorithm changes the distribution and show that data points shifted by the mean shift concentrate around high density regions of the underlying density function. By using the mean shift as a denoising method, we enhance the performance of several clustering techniques, improve the power of two-sample tests, and obtain a new method for anomaly detection.

Jisu Kim, Yen-Chi Chen, Sivaraman Balakrishnan et al.

A cluster tree provides a highly-interpretable summary of a density function by representing the hierarchy of its high-density clusters. It is estimated using the empirical tree, which is the cluster tree constructed from a density estimator. This paper addresses the basic question of quantifying our uncertainty by assessing the statistical significance of topological features of an empirical cluster tree. We first study a variety of metrics that can be used to compare different trees, analyze their properties and assess their suitability for inference. We then propose methods to construct and summarize confidence sets for the unknown true cluster tree. We introduce a partial ordering on cluster trees which we use to prune some of the statistically insignificant features of the empirical tree, yielding interpretable and parsimonious cluster trees. Finally, we illustrate the proposed methods on a variety of synthetic examples and furthermore demonstrate their utility in the analysis of a Graft-versus-Host Disease (GvHD) data set.

Yen-Chi Chen, Daren Wang, Alessandro Rinaldo et al.

Persistence diagrams are two-dimensional plots that summarize the topological features of functions and are an important part of topological data analysis. A problem that has received much attention is how deal with sets of persistence diagrams. How do we summarize them, average them or cluster them? One approach -- the persistence intensity function -- was introduced informally by Edelsbrunner, Ivanov, and Karasev (2012). Here we provide a modification and formalization of this approach. Using the persistence intensity function, we can visualize multiple diagrams, perform clustering and conduct two-sample tests.

Yen-Chi Chen, Christopher R. Genovese, Larry Wasserman

The Morse-Smale complex of a function $f$ decomposes the sample space into cells where $f$ is increasing or decreasing. When applied to nonparametric density estimation and regression, it provides a way to represent, visualize, and compare multivariate functions. In this paper, we present some statistical results on estimating Morse-Smale complexes. This allows us to derive new results for two existing methods: mode clustering and Morse-Smale regression. We also develop two new methods based on the Morse-Smale complex: a visualization technique for multivariate functions and a two-sample, multivariate hypothesis test.

Yen-Chi Chen, Christopher R. Genovese, Shirley Ho et al.

We introduce the concept of coverage risk as an error measure for density ridge estimation. The coverage risk generalizes the mean integrated square error to set estimation. We propose two risk estimators for the coverage risk and we show that we can select tuning parameters by minimizing the estimated risk. We study the rate of convergence for coverage risk and prove consistency of the risk estimators. We apply our method to three simulated datasets and to cosmology data. In all the examples, the proposed method successfully recover the underlying density structure.

Martin Azizyan, Yen-Chi Chen, Aarti Singh et al.

Density mode clustering is a nonparametric clustering method. The clusters are the basins of attraction of the modes of a density estimator. We study the risk of mode-based clustering. We show that the clustering risk over the cluster cores --- the regions where the density is high --- is very small even in high dimensions. And under a low noise condition, the overall cluster risk is small even beyond the cores, in high dimensions.

Yen-Chi Chen, Christopher R. Genovese, Ryan J. Tibshirani et al.

Modal regression estimates the local modes of the distribution of $Y$ given $X=x$, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple nonparametric method for modal regression, based on a kernel density estimate (KDE) of the joint distribution of $Y$ and $X$. We derive asymptotic error bounds for this method, and propose techniques for constructing confidence sets and prediction sets. The latter is used to select the smoothing bandwidth of the underlying KDE. The idea behind modal regression is connected to many others, such as mixture regression and density ridge estimation, and we discuss these ties as well.

Yen-Chi Chen, Christopher R. Genovese, Larry Wasserman

Mode clustering is a nonparametric method for clustering that defines clusters using the basins of attraction of a density estimator's modes. We provide several enhancements to mode clustering: (i) a soft variant of cluster assignment, (ii) a measure of connectivity between clusters, (iii) a technique for choosing the bandwidth, (iv) a method for denoising small clusters, and (v) an approach to visualizing the clusters. Combining all these enhancements gives us a complete procedure for clustering in multivariate problems. We also compare mode clustering to other clustering methods in several examples