Alexander G. Ioannidis

David Bonet, Daniel Mas Montserrat, Xavier Giró-i-Nieto et al.

Training deep learning models and performing hyperparameter tuning can be computationally demanding and time-consuming. Meanwhile, traditional machine learning methods like gradient-boosting algorithms remain the preferred choice for most tabular data applications, while neural network alternatives require extensive hyperparameter tuning or work only in toy datasets under limited settings. In this paper, we introduce HyperFast, a meta-trained hypernetwork designed for instant classification of tabular data in a single forward pass. HyperFast generates a task-specific neural network tailored to an unseen dataset that can be directly used for classification inference, removing the need for training a model. We report extensive experiments with OpenML and genomic data, comparing HyperFast to competing tabular data neural networks, traditional ML methods, AutoML systems, and boosting machines. HyperFast shows highly competitive results, while being significantly faster. Additionally, our approach demonstrates robust adaptability across a variety of classification tasks with little to no fine-tuning, positioning HyperFast as a strong solution for numerous applications and rapid model deployment. HyperFast introduces a promising paradigm for fast classification, with the potential to substantially decrease the computational burden of deep learning. Our code, which offers a scikit-learn-like interface, along with the trained HyperFast model, can be found at https://github.com/AI-sandbox/HyperFast.

Miriam Barrabes, Daniel Mas Montserrat, Margarita Geleta et al.

Data shift is a phenomenon present in many real-world applications, and while there are multiple methods attempting to detect shifts, the task of localizing and correcting the features originating such shifts has not been studied in depth. Feature shifts can occur in many datasets, including in multi-sensor data, where some sensors are malfunctioning, or in tabular and structured data, including biomedical, financial, and survey data, where faulty standardization and data processing pipelines can lead to erroneous features. In this work, we explore using the principles of adversarial learning, where the information from several discriminators trained to distinguish between two distributions is used to both detect the corrupted features and fix them in order to remove the distribution shift between datasets. We show that mainstream supervised classifiers, such as random forest or gradient boosting trees, combined with simple iterative heuristics, can localize and correct feature shifts, outperforming current statistical and neural network-based techniques. The code is available at https://github.com/AI-sandbox/DataFix.

Míriam Barrabés, Daniel Mas Montserrat, Kapal Dev et al.

Feature shifts between data sources are present in many applications involving healthcare, biomedical, socioeconomic, financial, survey, and multi-sensor data, among others, where unharmonized heterogeneous data sources, noisy data measurements, or inconsistent processing and standardization pipelines can lead to erroneous features. Localizing shifted features is important to address the underlying cause of the shift and correct or filter the data to avoid degrading downstream analysis. While many techniques can detect distribution shifts, localizing the features originating them is still challenging, with current solutions being either inaccurate or not scalable to large and high-dimensional datasets. In this work, we introduce the Feature Shift Localization Network (FSL-Net), a neural network that can localize feature shifts in large and high-dimensional datasets in a fast and accurate manner. The network, trained with a large number of datasets, learns to extract the statistical properties of the datasets and can localize feature shifts from previously unseen datasets and shifts without the need for re-training. The code and ready-to-use trained model are available at https://github.com/AI-sandbox/FSL-Net.

Daniel Mas Montserrat, David Bonet, Maria Perera et al.

The rapid expansion in the size of new datasets has created a need for fast and efficient parameter-learning techniques. Compressive learning is a framework that enables efficient processing by using random, non-linear features to project large-scale databases onto compact, information-preserving representations whose dimensionality is independent of the number of samples and can be easily stored, transferred, and processed. These database-level summaries are then used to decode parameters of interest from the underlying data distribution without requiring access to the original samples, offering an efficient and privacy-friendly learning framework. However, both the encoding and decoding techniques are typically randomized and data-independent, failing to exploit the underlying structure of the data. In this work, we propose a framework that meta-learns both the encoding and decoding stages of compressive learning methods by using neural networks that provide faster and more accurate systems than the current state-of-the-art approaches. To demonstrate the potential of the presented Compressive Meta-Learning framework, we explore multiple applications -- including neural network-based compressive PCA, compressive ridge regression, compressive k-means, and autoencoders.