Renato Assunção

Flavio Figueiredo, José Geraldo Fernandes, Jackson Silva et al.

Copulas are powerful statistical tools for capturing dependencies across data dimensions. Applying Copulas involves estimating independent marginals, a straightforward task, followed by the much more challenging task of determining a single copulating function, $C$, that links these marginals. For bivariate data, a copula takes the form of a two-increasing function $C: (u,v)\in \mathbb{I}^2 \rightarrow \mathbb{I}$, where $\mathbb{I} = [0, 1]$. This paper proposes 2-Cats, a Neural Network (NN) model that learns two-dimensional Copulas without relying on specific Copula families (e.g., Archimedean). Furthermore, via both theoretical properties of the model and a Lagrangian training approach, we show that 2-Cats meets the desiderata of Copula properties. Moreover, inspired by the literature on Physics-Informed Neural Networks and Sobolev Training, we further extend our training strategy to learn not only the output of a Copula but also its derivatives. Our proposed method exhibits superior performance compared to the state-of-the-art across various datasets while respecting (provably for most and approximately for a single other) properties of C.

Renato Assunção, Flávio Figueiredo, Francisco N. Tinoco Júnior et al.

A fundamental task in statistical learning is quantifying the joint dependence or association between two continuous random variables. We introduce a novel, fully non-parametric measure that assesses the degree of association between continuous variables $X$ and $Y$, capable of capturing a wide range of relationships, including non-functional ones. A key advantage of this measure is its interpretability: it quantifies the expected relative loss in predictive accuracy when the distribution of $X$ is ignored in predicting $Y$. This measure is bounded within the interval [0,1] and is equal to zero if and only if $X$ and $Y$ are independent. We evaluate the performance of our measure on over 90,000 real and synthetic datasets, benchmarking it against leading alternatives. Our results demonstrate that the proposed measure provides valuable insights into underlying relationships, particularly in cases where existing methods fail to capture important dependencies.

Daniel de Mello, Renato Assunção, Fabricio Murai

Deep clustering (DC) leverages the representation power of deep architectures to learn embedding spaces that are optimal for cluster analysis. This approach filters out low-level information irrelevant for clustering and has proven remarkably successful for high dimensional data spaces. Some DC methods employ Generative Adversarial Networks (GANs), motivated by the powerful latent representations these models are able to learn implicitly. In this work, we propose HC-MGAN, a new technique based on GANs with multiple generators (MGANs), which have not been explored for clustering. Our method is inspired by the observation that each generator of a MGAN tends to generate data that correlates with a sub-region of the real data distribution. We use this clustered generation to train a classifier for inferring from which generator a given image came from, thus providing a semantically meaningful clustering for the real distribution. Additionally, we design our method so that it is performed in a top-down hierarchical clustering tree, thus proposing the first hierarchical DC method, to the best of our knowledge. We conduct several experiments to evaluate the proposed method against recent DC methods, obtaining competitive results. Last, we perform an exploratory analysis of the hierarchical clustering tree that highlights how accurately it organizes the data in a hierarchy of semantically coherent patterns.

Paulo Rezeck, Renato M. Assunção, Luiz Chaimowicz

This paper presents a novel methodology that allows a swarm of robots to perform a cooperative transportation task. Our approach consists of modeling the swarm as a {\em Gibbs Random Field} (GRF), taking advantage of this framework's locality properties. By setting appropriate potential functions, robots can dynamically navigate, form groups, and perform cooperative transportation in a completely decentralized fashion. Moreover, these behaviors emerge from the local interactions without the need for explicit communication or coordination. To evaluate our methodology, we perform a series of simulations and proof-of-concept experiments in different scenarios. Our results show that the method is scalable, adaptable, and robust to failures and changes in the environment.

Paulo Rezeck, Renato M. Assuncao, Luiz Chaimowicz

This paper presents a novel approach that allows a swarm of heterogeneous robots to produce simultaneously segregative and flocking behaviors using only local sensing. These behaviors have been widely studied in swarm robotics and their combination allows the execution of several complex tasks, ranging from surveillance and reconnaissance, to search and rescue, to transport, and to foraging. Although there are several works in the literature proposing different strategies to achieve these behaviors, to the best of our knowledge, this paper is the first to propose an algorithm that emerges simultaneously behaviors and do not rely on global information or communication. Our approach consists of modeling the swarm as a Gibbs Random Field (GRF) and using appropriate potential functions to reach segregation, cohesion and consensus on the velocity of the swarm. Simulations and proof-of-concept experiments using real robots are presented to evaluate the performance of our methodology in comparison to some of the state-of-the-art works that tackle segregative behaviors.

Niander Assis, Renato Assunção, Pedro O. S. Vaz-De-Melo

Timeout is a short interruption during games used to communicate a change in strategy, to give the players a rest or to stop a negative flow in the game. Whatever the reason, coaches expect an improvement in their team's performance after a timeout. But how effective are these timeouts in doing so? The simple average of the differences between the scores before and after the timeouts has been used as evidence that there is an effect and that it is substantial. We claim that these statistical averages are not proper evidence and a more sound approach is needed. We applied a formal causal framework using a large dataset of official NBA play-by-play tables and drew our assumptions about the data generation process in a causal graph. Using different matching techniques to estimate the causal effect of timeouts, we concluded that timeouts have no effect on teams' performances. Actually, since most timeouts are called when the opposing team is scoring more frequently, the moments that follow resemble an improvement in the team's performance but are just the natural game tendency to return to its average state. This is another example of what statisticians call the regression to the mean phenomenon.

Flavio Figueiredo, Guilherme Borges, Pedro O. S. Vaz de Melo et al.

We here focus on the task of learning Granger causality matrices for multivariate point processes. In order to accomplish this task, our work is the first to explore the use of Wold processes. By doing so, we are able to develop asymptotically fast MCMC learning algorithms. With $N$ being the total number of events and $K$ the number of processes, our learning algorithm has a $O(N(\,\log(N)\,+\,\log(K)))$ cost per iteration. This is much faster than the $O(N^3\,K^2)$ or $O(K^3)$ for the state of the art. Our approach, called GrangerBusca, is validated on nine datasets. This is an advance in relation to most prior efforts which focus mostly on subsets of the Memetracker data. Regarding accuracy, GrangerBusca is three times more accurate (in Precision@10) than the state of the art for the commonly explored subsets Memetracker. Due to GrangerBusca's much lower training complexity, our approach is the only one able to train models for larger, full, sets of data.

Raquel YS Aoki, Renato M Assuncao, Pedro OS Vaz de Melo

Predicting the outcome of sports events is a hard task. We quantify this difficulty with a coefficient that measures the distance between the observed final results of sports leagues and idealized perfectly balanced competitions in terms of skill. This indicates the relative presence of luck and skill. We collected and analyzed all games from 198 sports leagues comprising 1503 seasons from 84 countries of 4 different sports: basketball, soccer, volleyball and handball. We measured the competitiveness by countries and sports. We also identify in each season which teams, if removed from its league, result in a completely random tournament. Surprisingly, not many of them are needed. As another contribution of this paper, we propose a probabilistic graphical model to learn about the teams' skills and to decompose the relative weights of luck and skill in each game. We break down the skill component into factors associated with the teams' characteristics. The model also allows to estimate as 0.36 the probability that an underdog team wins in the NBA league, with a home advantage adding 0.09 to this probability. As shown in the first part of the paper, luck is substantially present even in the most competitive championships, which partially explains why sophisticated and complex feature-based models hardly beat simple models in the task of forecasting sports' outcomes.

Rodrigo A S Alves, Renato Assunção, Pedro O S Vaz de Melo

The problem to accurately and parsimoniously characterize random series of events (RSEs) present in the Web, such as e-mail conversations or Twitter hashtags, is not trivial. Reports found in the literature reveal two apparent conflicting visions of how RSEs should be modeled. From one side, the Poissonian processes, of which consecutive events follow each other at a relatively regular time and should not be correlated. On the other side, the self-exciting processes, which are able to generate bursts of correlated events and periods of inactivities. The existence of many and sometimes conflicting approaches to model RSEs is a consequence of the unpredictability of the aggregated dynamics of our individual and routine activities, which sometimes show simple patterns, but sometimes results in irregular rising and falling trends. In this paper we propose a highly parsimonious way to characterize general RSEs, namely the Burstiness Scale (BuSca) model. BuSca views each RSE as a mix of two independent process: a Poissonian and a self-exciting one. Here we describe a fast method to extract the two parameters of BuSca that, together, gives the burstyness scale, which represents how much of the RSE is due to bursty and viral effects. We validated our method in eight diverse and large datasets containing real random series of events seen in Twitter, Yelp, e-mail conversations, Digg, and online forums. Results showed that, even using only two parameters, BuSca is able to accurately describe RSEs seen in these diverse systems, what can leverage many applications.

Roberto C. S. N. P. Souza, Denise E. F de Brito, Renato M. Assunção et al.

Exploiting the large amount of available data for addressing relevant social problems has been one of the key challenges in data mining. Such efforts have been recently named "data science for social good" and attracted the attention of several researchers and institutions. We give a contribution in this objective in this paper considering a difficult public health problem, the timely monitoring of dengue epidemics in small geographical areas. We develop a generative simple yet effective model to connect the fluctuations of disease cases and disease-related Twitter posts. We considered a hidden Markov process driving both, the fluctuations in dengue reported cases and the tweets issued in each region. We add a stable but random source of tweets to represent the posts when no disease cases are recorded. The model is learned through a Markov chain Monte Carlo algorithm that produces the posterior distribution of the relevant parameters. Using data from a significant number of large Brazilian towns, we demonstrate empirically that our model is able to predict well the next weeks of the disease counts using the tweets and disease cases jointly.

Pedro O. S. Vaz de Melo, Christos Faloutsos, Renato Assunção et al.

With the advancement of information systems, means of communications are becoming cheaper, faster and more available. Today, millions of people carrying smart-phones or tablets are able to communicate at practically any time and anywhere they want. Among others, they can access their e-mails, comment on weblogs, watch and post comments on videos, make phone calls or text messages almost ubiquitously. Given this scenario, in this paper we tackle a fundamental aspect of this new era of communication: how the time intervals between communication events behave for different technologies and means of communications? Are there universal patterns for the inter-event time distribution (IED)? In which ways inter-event times behave differently among particular technologies? To answer these questions, we analyze eight different datasets from real and modern communication data and we found four well defined patterns that are seen in all the eight datasets. Moreover, we propose the use of the Self-Feeding Process (SFP) to generate inter-event times between communications. The SFP is extremely parsimonious point process that requires at most two parameters and is able to generate inter-event times with all the universal properties we observed in the data. We show the potential application of SFP by proposing a framework to generate a synthetic dataset containing realistic communication events of any one of the analyzed means of communications (e.g. phone calls, e-mails, comments on blogs) and an algorithm to detect anomalies.