Targeted Learning is a subfield of statistics that unifies advances in causal inference, machine learning and statistical theory to help answer scientifically impactful questions with statistical confidence. Targeted Learning is driven by complex problems in data science and has been implemented in a diversity of real-world scenarios: observational studies with missing treatments and outcomes, personalized interventions, longitudinal settings with time-varying treatment regimes, survival analysis, adaptive randomized trials, mediation analysis, and networks of connected subjects. In contrast to the (mis)application of restrictive modeling strategies that dominate the current practice of statistics, Targeted Learning establishes a principled standard for statistical estimation and inference (i.e., confidence intervals and p-values). This multiply robust approach is accompanied by a guiding roadmap and a burgeoning software ecosystem, both of which provide guidance on the construction of estimators optimized to best answer the motivating question. The roadmap of Targeted Learning emphasizes tailoring statistical procedures so as to minimize their assumptions, carefully grounding them only in the scientific knowledge available. The end result is a framework that honestly reflects the uncertainty in both the background knowledge and the available data in order to draw reliable conclusions from statistical analyses -- ultimately enhancing the reproducibility and rigor of scientific findings.

Clinical coding is currently a labour-intensive, error-prone, but critical administrative process whereby hospital patient episodes are manually assigned codes by qualified staff from large, standardised taxonomic hierarchies of codes. Automating clinical coding has a long history in NLP research and has recently seen novel developments setting new state of the art results. A popular dataset used in this task is MIMIC-III, a large intensive care database that includes clinical free text notes and associated codes. We argue for the reconsideration of the validity MIMIC-III's assigned codes that are often treated as gold-standard, especially when MIMIC-III has not undergone secondary validation. This work presents an open-source, reproducible experimental methodology for assessing the validity of codes derived from EHR discharge summaries. We exemplify the methodology with MIMIC-III discharge summaries and show the most frequently assigned codes in MIMIC-III are under-coded up to 35%.

As machine learning becomes more pervasive, the urgency of assuring its fairness increases. Consider training data that capture the behaviour of multiple subgroups of some underlying population over time. When the amounts of training data for the subgroups are not controlled carefully, under-representation bias may arise. We introduce two natural concepts of subgroup fairness and instantaneous fairness to address such under-representation bias in forecasting problems. In particular, we consider the learning of a linear dynamical system from multiple trajectories of varying lengths, and the associated forecasting problems. We provide globally convergent methods for the subgroup-fair and instant-fair estimation using hierarchies of convexifications of non-commutative polynomial optimisation problems. We demonstrate both the beneficial impact of fairness considerations on the statistical performance and the encouraging effects of exploiting sparsity on the estimators' run-time in our computational experiments.

We consider a variation on the classical finance problem of optimal portfolio design. In our setting, a large population of consumers is drawn from some distribution over risk tolerances, and each consumer must be assigned to a portfolio of lower risk than her tolerance. The consumers may also belong to underlying groups (for instance, of demographic properties or wealth), and the goal is to design a small number of portfolios that are fair across groups in a particular and natural technical sense. Our main results are algorithms for optimal and near-optimal portfolio design for both social welfare and fairness objectives, both with and without assumptions on the underlying group structure. We describe an efficient algorithm based on an internal two-player zero-sum game that learns near-optimal fair portfolios ex ante and show experimentally that it can be used to obtain a small set of fair portfolios ex post as well. For the special but natural case in which group structure coincides with risk tolerances (which models the reality that wealthy consumers generally tolerate greater risk), we give an efficient and optimal fair algorithm. We also provide generalization guarantees for the underlying risk distribution that has no dependence on the number of portfolios and illustrate the theory with simulation results.

Deep neural networks often have millions of parameters. This can hinder their deployment to low-end devices, not only due to high memory requirements but also because of increased latency at inference. We propose a novel model compression method that generates a sparse trained model without additional overhead: by allowing (i) dynamic allocation of the sparsity pattern and (ii) incorporating feedback signal to reactivate prematurely pruned weights we obtain a performant sparse model in one single training pass (retraining is not needed, but can further improve the performance). We evaluate our method on CIFAR-10 and ImageNet, and show that the obtained sparse models can reach the state-of-the-art performance of dense models. Moreover, their performance surpasses that of models generated by all previously proposed pruning schemes. Highly overparametrized deep neural networks show impressive results on machine learning tasks. However, with the increase in model size comes also the demand for memory and computer power at inference stage--two resources that are scarcely available on low-end devices. Pruning techniques have been successfully applied to remove a significant fraction of the network weights while preserving test accuracy attained by dense models. In some cases, the generalization of compressed networks has even been found to be better than with full models (Han et al., 2015; 2017; Mocanu et al., 2018). The sparsity of a network is the number of weights that are identically zero, and can be obtained by applying a sparsity mask on the weights.

Spiking neural networks are nature's solution for parallel information processing with high temporal precision at a low metabolic energy cost. To that end, biological neurons integrate inputs as an analog sum and communicate their outputs digitally as spikes, i.e., sparse binary events in time. These architectural principles can be mirrored effectively in analog neuromorphic hardware. Nevertheless, training spiking neural networks with sparse activity on hardware devices remains a major challenge. Primarily this is due to the lack of suitable training methods that take into account device-specific imperfections and operate at the level of individual spikes instead of firing rates. To tackle this issue, we developed a hardware-in-the-loop strategy to train multi-layer spiking networks using surrogate gradients on the analog BrainScales-2 chip. Specifically, we used the hardware to compute the forward pass of the network, while the backward pass was computed in software. We evaluated our approach on downscaled 16x16 versions of the MNIST and the fashion MNIST datasets in which spike latencies encoded pixel intensities. The analog neuromorphic substrate closely matched the performance of equivalently sized networks implemented in software. It is capable of processing 70 k patterns per second with a power consumption of less than 300 mW. Added activity regularization resulted in sparse network activity with about 20 spikes per input, at little to no reduction in classification performance. Thus, overall, our work demonstrates low-energy spiking network processing on an analog neuromorphic substrate and sets several new benchmarks for hardware systems in terms of classification accuracy, processing speed, and efficiency. Importantly, our work emphasizes the value of hardware-in-the-loop training and paves the way toward energy-efficient information processing on non-von-Neumann architectures.

The power machine learning models consume when making predictions can be affected by a model's architecture. This paper presents various estimates of power consumption for a range of different activation functions, a core factor in neural network model architecture design. Substantial differences in hardware performance exist between activation functions. This difference informs how power consumption in machine learning models can be reduced. The field of deep neural networks has reported strong progress in many problem areas, including natural language processing (NLP), image recognition, and game playing.

We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. We introduce a min-max criterion function, under which the estimation problem can be thought of as solving a zero-sum game between a modeler who is optimizing over the hypothesis space of the target model and an adversary who identifies violating moments over a test function space. We analyze the statistical estimation rate of the resulting estimator for arbitrary hypothesis spaces, with respect to an appropriate analogue of the mean squared error metric, for ill-posed inverse problems. We show that when the minimax criterion is regularized with a second moment penalty on the test function and the test function space is sufficiently rich, then the estimation rate scales with the critical radius of the hypothesis and test function spaces, a quantity which typically gives tight fast rates. Our main result follows from a novel localized Rademacher analysis of statistical learning problems defined via minimax objectives. We provide applications of our main results for several hypothesis spaces used in practice such as: reproducing kernel Hilbert spaces, high dimensional sparse linear functions, spaces defined via shape constraints, ensemble estimators such as random forests, and neural networks. For each of these applications we provide computationally efficient optimization methods for solving the corresponding minimax problem (e.g. stochastic first-order heuristics for neural networks). In several applications, we show how our modified mean squared error rate, combined with conditions that bound the ill-posedness of the inverse problem, lead to mean squared error rates. We conclude with an extensive experimental analysis of the proposed methods.

This paper introduces a new approach for multi-agent communication learning called multi-agent counterfactual communication (MACC) learning. Many real-world problems are currently tackled using multi-agent techniques. However, in many of these tasks the agents do not observe the full state of the environment but only a limited observation. This absence of knowledge about the full state makes completing the objectives significantly more complex or even impossible. The key to this problem lies in sharing observation information between agents or learning how to communicate the essential data. In this paper we present a novel multi-agent communication learning approach called MACC. It addresses the partial observability problem of the agents. MACC lets the agent learn the action policy and the communication policy simultaneously. We focus on decentralized Markov Decision Processes (Dec-MDP), where the agents have joint observability. This means that the full state of the environment can be determined using the observations of all agents. MACC uses counterfactual reasoning to train both the action and the communication policy. This allows the agents to anticipate on how other agents will react to certain messages and on how the environment will react to certain actions, allowing them to learn more effective policies. MACC uses actor-critic with a centralized critic and decentralized actors. The critic is used to calculate an advantage for both the action and communication policy. We demonstrate our method by applying it on the Simple Reference Particle environment of OpenAI and a MNIST game. Our results are compared with a communication and non-communication baseline. These experiments demonstrate that MACC is able to train agents for each of these problems with effective communication policies.

However, its violation can lead to models that learn to exploit spurious correlations in the training data, rendering them vulnerable to adversarial interventions, undermining their reliability, and limiting their practical application. To mitigate this problem, we present a method for learning multiple models, incorporating an objective that pressures each to learn a distinct way to solve the task. We propose a notion of diversity based on minimizing the conditional total correlation of final layer representations across models given the label, which we approximate using a variational estimator and minimize using adversarial training. To demonstrate our framework's ability to facilitate rapid adaptation to distribution shift, we train a number of simple classifiers from scratch on the frozen outputs of our models using a small amount of data from the shifted distribution. Under this evaluation protocol, our framework significantly outperforms a baseline trained using the empirical risk minimization principle.