Abstract:Change Point Detection (CPD) is a critical task in time series analysis, aiming to identify moments when the underlying data-generating process shifts. Traditional CPD methods often rely on unsupervised techniques, which lack adaptability to task-specific definitions of change and cannot benefit from user knowledge. To address these limitations, we propose MuRAL-CPD, a novel semi-supervised method that integrates active learning into a multiresolution CPD algorithm. MuRAL-CPD leverages a wavelet-based multiresolution decomposition to detect changes across multiple temporal scales and incorporates user feedback to iteratively optimize key hyperparameters. This interaction enables the model to align its notion of change with that of the user, improving both accuracy and interpretability. Our experimental results on several real-world datasets show the effectiveness of MuRAL-CPD against state-of-the-art methods, particularly in scenarios where minimal supervision is available.
Abstract:In 2021, Adam Zsolt Wagner proposed an approach to disprove conjectures in graph theory using Reinforcement Learning (RL). Wagner's idea can be framed as follows: consider a conjecture, such as a certain quantity f(G) < 0 for every graph G; one can then play a single-player graph-building game, where at each turn the player decides whether to add an edge or not. The game ends when all edges have been considered, resulting in a certain graph G_T, and f(G_T) is the final score of the game; RL is then used to maximize this score. This brilliant idea is as simple as innovative, and it lends itself to systematic generalization. Several different single-player graph-building games can be employed, along with various RL algorithms. Moreover, RL maximizes the cumulative reward, allowing for step-by-step rewards instead of a single final score, provided the final cumulative reward represents the quantity of interest f(G_T). In this paper, we discuss these and various other choices that can be significant in Wagner's framework. As a contribution to this systematization, we present four distinct single-player graph-building games. Each game employs both a step-by-step reward system and a single final score. We also propose a principled approach to select the most suitable neural network architecture for any given conjecture, and introduce a new dataset of graphs labeled with their Laplacian spectra. Furthermore, we provide a counterexample for a conjecture regarding the sum of the matching number and the spectral radius, which is simpler than the example provided in Wagner's original paper. The games have been implemented as environments in the Gymnasium framework, and along with the dataset, are available as open-source supplementary materials.