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Controlling Fairness and Bias in Dynamic Learning-to-Rank

arXiv.org Machine Learning

Rankings are the primary interface through which many online platforms match users to items (e.g. news, products, music, video). In these two-sided markets, not only the users draw utility from the rankings, but the rankings also determine the utility (e.g. exposure, revenue) for the item providers (e.g. publishers, sellers, artists, studios). It has already been noted that myopically optimizing utility to the users, as done by virtually all learning-to-rank algorithms, can be unfair to the item providers. We, therefore, present a learning-to-rank approach for explicitly enforcing merit-based fairness guarantees to groups of items (e.g. articles by the same publisher, tracks by the same artist). In particular, we propose a learning algorithm that ensures notions of amortized group fairness, while simultaneously learning the ranking function from implicit feedback data. The algorithm takes the form of a controller that integrates unbiased estimators for both fairness and utility, dynamically adapting both as more data becomes available. In addition to its rigorous theoretical foundation and convergence guarantees, we find empirically that the algorithm is highly practical and robust.


Online DR-Submodular Maximization with Stochastic Cumulative Constraints

arXiv.org Machine Learning

In this paper, we consider online continuous DR-submodular maximization with linear stochastic long-term constraints. Compared to the prior work on online submodular maximization, our setting introduces the extra complication of stochastic linear constraint functions that are i.i.d. generated at each round. To be precise, at step $t\in\{1,\dots,T\}$, a DR-submodular utility function $f_t(\cdot)$ and a constraint vector $p_t$, i.i.d. generated from an unknown distribution with mean $p$, are revealed after committing to an action $x_t$ and we aim to maximize the overall utility while the expected cumulative resource consumption $\sum_{t=1}^T \langle p,x_t\rangle$ is below a fixed budget $B_T$. Stochastic long-term constraints arise naturally in applications where there is a limited budget or resource available and resource consumption at each step is governed by stochastically time-varying environments. We propose the Online Lagrangian Frank-Wolfe (OLFW) algorithm to solve this class of online problems. We analyze the performance of the OLFW algorithm and we obtain sub-linear regret bounds as well as sub-linear cumulative constraint violation bounds, both in expectation and with high probability.


Machine learning methods to detect money laundering in the Bitcoin blockchain in the presence of label scarcity

arXiv.org Machine Learning

Every year, criminals launder billions of dollars acquired from serious felonies (e.g., terrorism, drug smuggling, or human trafficking) harming countless people and economies. Cryptocurrencies, in particular, have developed as a haven for money laundering activity. Machine Learning can be used to detect these illicit patterns. However, labels are so scarce that traditional supervised algorithms are inapplicable. Here, we address money laundering detection assuming minimal access to labels. First, we show that existing state-of-the-art solutions using unsupervised anomaly detection methods are inadequate to detect the illicit patterns in a real Bitcoin transaction dataset. Then, we show that our proposed active learning solution is capable of matching the performance of a fully supervised baseline by using just 5\% of the labels. This solution mimics a typical real-life situation in which a limited number of labels can be acquired through manual annotation by experts.


Modeling System Dynamics with Physics-Informed Neural Networks Based on Lagrangian Mechanics

arXiv.org Machine Learning

Identifying accurate dynamic models is required for the simulation and control of various technical systems. In many important real-world applications, however, the two main modeling approaches often fail to meet requirements: first principles methods suffer from high bias, whereas data-driven modeling tends to have high variance. Additionally, purely data-based models often require large amounts of data and are often difficult to interpret. In this paper, we present physics-informed neural ordinary differential equations (PINODE), a hybrid model that combines the two modeling techniques to overcome the aforementioned problems. This new approach directly incorporates the equations of motion originating from the Lagrange Mechanics into a deep neural network structure. Thus, we can integrate prior physics knowledge where it is available and use function approximation--e. g., neural networks--where it is not. The method is tested with a forward model of a real-world physical system with large uncertainties. The resulting model is accurate and data-efficient while ensuring physical plausibility. With this, we demonstrate a method that beneficially merges physical insight with real data. Our findings are of interest for model-based control and system identification of mechanical systems.


Non-Local Graph Neural Networks

arXiv.org Machine Learning

Modern graph neural networks (GNNs) learn node embeddings through multilayer local aggregation and achieve great success in applications on assortative graphs. However, tasks on disassortative graphs usually require non-local aggregation. In this work, we propose a simple yet effective non-local aggregation framework with an efficient attention-guided sorting for GNNs. Based on it, we develop various non-local GNNs. We perform thorough experiments to analyze disassortative graph datasets and evaluate our non-local GNNs. Experimental results demonstrate that our non-local GNNs significantly outperform previous state-of-the-art methods on six benchmark datasets of disassortative graphs, in terms of both model performance and efficiency.


Deep convolutional tensor network

arXiv.org Machine Learning

Tensor networks are linear algebraic representations of quantum many-body states based on their entanglement structure. People are exploring their applications to machine learning. Deep convolutional neural networks achieve state of the art results in computer vision and other areas. Supposedly this happens because of parameter sharing, locality, and deepness. We devise a novel tensor network based model called Deep convolutional tensor network (DCTN) for image classification, which has parameter sharing, locality, and deepness. It is based on the Entangled plaquette states (EPS) tensor network. We show how Entangled plaquette states can be implemented as a backpropagatable layer which can be used in neural networks. We test our model on FashionMNIST dataset and find that deepness increases overfitting and decreases test accuracy. Also, we find that the shallow version performs well considering its low parameter count. We discuss how hyperparameters of DCTN affect its training and overfitting.


Distributional Random Forests: Heterogeneity Adjustment and Multivariate Distributional Regression

arXiv.org Machine Learning

We propose an adaptation of the Random Forest algorithm to estimate the conditional distribution of a possibly multivariate response. We suggest a new splitting criterion based on the MMD two-sample test, which is suitable for detecting heterogeneity in multivariate distributions. The weights provided by the forest can be conveniently used as an input to other methods in order to locally solve various learning problems. The code is available as \texttt{R}-package \texttt{drf}.


DC-NAS: Divide-and-Conquer Neural Architecture Search

arXiv.org Machine Learning

Most applications demand high-performance deep neural architectures costing limited resources. Neural architecture searching is a way of automatically exploring optimal deep neural networks in a given huge search space. However, all sub-networks are usually evaluated using the same criterion; that is, early stopping on a small proportion of the training dataset, which is an inaccurate and highly complex approach. In contrast to conventional methods, here we present a divide-and-conquer (DC) approach to effectively and efficiently search deep neural architectures. Given an arbitrary search space, we first extract feature representations of all sub-networks according to changes in parameters or output features of each layer, and then calculate the similarity between two different sampled networks based on the representations. Then, a k-means clustering is conducted to aggregate similar architectures into the same cluster, separately executing sub-network evaluation in each cluster. The best architecture in each cluster is later merged to obtain the optimal neural architecture. Experimental results conducted on several benchmarks illustrate that DC-NAS can overcome the inaccurate evaluation problem, achieving a $75.1\%$ top-1 accuracy on the ImageNet dataset, which is higher than that of state-of-the-art methods using the same search space.


Query complexity of heavy hitter estimation

arXiv.org Machine Learning

We consider the problem of identifying the subset $\mathcal{S}^{\gamma}_{\mathcal{P}}$ of elements in the support of an underlying distribution $\mathcal{P}$ whose probability value is larger than a given threshold $\gamma$, by actively querying an oracle to gain information about a sequence $X_1, X_2, \ldots$ of $i.i.d.$ samples drawn from $\mathcal{P}$. We consider two query models: $(a)$ each query is an index $i$ and the oracle return the value $X_i$ and $(b)$ each query is a pair $(i,j)$ and the oracle gives a binary answer confirming if $X_i = X_j$ or not. For each of these query models, we design sequential estimation algorithms which at each round, either decide what query to send to the oracle depending on the entire history of responses or decide to stop and output an estimate of $\mathcal{S}^{\gamma}_{\mathcal{P}}$, which is required to be correct with some pre-specified large probability. We provide upper bounds on the query complexity of the algorithms for any distribution $\mathcal{P}$ and also derive lower bounds on the optimal query complexity under the two query models. We also consider noisy versions of the two query models and propose robust estimators which can effectively counter the noise in the oracle responses.


Generalised Interpretable Shapelets for Irregular Time Series

arXiv.org Machine Learning

The shapelet transform is a form of feature extraction for time series, in which a time series is described by its similarity to each of a collection of `shapelets'. However it has previously suffered from a number of limitations, such as being limited to regularly-spaced fully-observed time series, and having to choose between efficient training and interpretability. Here, we extend the method to continuous time, and in doing so handle the general case of irregularly-sampled partially-observed multivariate time series. Furthermore, we show that a simple regularisation penalty may be used to train efficiently without sacrificing interpretability. The continuous-time formulation additionally allows for learning the length of each shapelet (previously a discrete object) in a differentiable manner. Finally, we demonstrate that the measure of similarity between time series may be generalised to a learnt pseudometric. We validate our method by demonstrating its performance and interpretability on several datasets; for example we discover (purely from data) that the digits 5 and 6 may be distinguished by the chirality of their bottom loop, and that a kind of spectral gap exists in spoken audio classification.