Education
Efficient Policy Learning from Surrogate-Loss Classification Reductions
Bennett, Andrew, Kallus, Nathan
Recent work on policy learning from observational data has highlighted the importance of efficient policy evaluation and has proposed reductions to weighted (cost-sensitive) classification. But, efficient policy evaluation need not yield efficient estimation of policy parameters. We consider the estimation problem given by a weighted surrogate-loss classification reduction of policy learning with any score function, either direct, inverse-propensity weighted, or doubly robust. We show that, under a correct specification assumption, the weighted classification formulation need not be efficient for policy parameters. We draw a contrast to actual (possibly weighted) binary classification, where correct specification implies a parametric model, while for policy learning it only implies a semiparametric model. In light of this, we instead propose an estimation approach based on generalized method of moments, which is efficient for the policy parameters. We propose a particular method based on recent developments on solving moment problems using neural networks and demonstrate the efficiency and regret benefits of this method empirically.
Online Learning of the Kalman Filter with Logarithmic Regret
Tsiamis, Anastasios, Pappas, George
In this paper, we consider the problem of predicting observations generated online by an unknown, partially observed linear system, which is driven by stochastic noise. For such systems the optimal predictor in the mean square sense is the celebrated Kalman filter, which can be explicitly computed when the system model is known. When the system model is unknown, we have to learn how to predict observations online based on finite data, suffering possibly a non-zero regret with respect to the Kalman filter's prediction. We show that it is possible to achieve a regret of the order of $\mathrm{poly}\log(N)$ with high probability, where $N$ is the number of observations collected. Our work is the first to provide logarithmic regret guarantees for the widely used Kalman filter. This is achieved using an online least-squares algorithm, which exploits the approximately linear relation between future observations and past observations. The regret analysis is based on the stability properties of the Kalman filter, recent statistical tools for finite sample analysis of system identification, and classical results for the analysis of least-squares algorithms for time series. Our regret analysis can also be applied for state prediction of the hidden state, in the case of unknown noise statistics but known state-space basis. A fundamental technical contribution is that our bounds hold even for the class of non-explosive systems, which includes the class of marginally stable systems, which was an open problem for the case of online prediction under stochastic noise.
Beyond UCB: Optimal and Efficient Contextual Bandits with Regression Oracles
Foster, Dylan J., Rakhlin, Alexander
A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on regression have shown promising empirical success, but theoretical guarantees have remained elusive except in special cases. We provide the first universal and optimal reduction from contextual bandits to online regression. We show how to transform any oracle for online regression with a given value function class into an algorithm for contextual bandits with the induced policy class, with no overhead in runtime or memory requirements. We characterize the minimax rates for contextual bandits with general, potentially nonparametric function classes, and show that our algorithm is minimax optimal whenever the oracle obtains the optimal rate for regression. Compared to previous results, our algorithm requires no distributional assumptions beyond realizability, and works even when contexts are chosen adversarially.
Efficient active learning of sparse halfspaces with arbitrary bounded noise
Zhang, Chicheng, Shen, Jie, Awasthi, Pranjal
In this work we study active learning of homogeneous $s$-sparse halfspaces in $\mathbb{R}^d$ under label noise. Even in the absence of label noise this is a challenging problem and only recently have label complexity bounds of the form $\tilde{O} \left(s \cdot \mathrm{polylog}(d, \frac{1}{\epsilon}) \right)$ been established in \citet{zhang2018efficient} for computationally efficient algorithms under the broad class of isotropic log-concave distributions. In contrast, under high levels of label noise, the label complexity bounds achieved by computationally efficient algorithms are much worse. When the label noise satisfies the {\em Massart} condition~\citep{massart2006risk}, i.e., each label is flipped with probability at most $\eta$ for a parameter $\eta \in [0,\frac 1 2)$, the work of \citet{awasthi2016learning} provides a computationally efficient active learning algorithm under isotropic log-concave distributions with label complexity $\tilde{O} \left(s^{\mathrm{poly}{(1/(1-2\eta))}} \mathrm{poly}(\log d, \frac{1}{\epsilon}) \right)$. Hence the algorithm is label-efficient only when the noise rate $\eta$ is a constant. In this work, we substantially improve on the state of the art by designing a polynomial time algorithm for active learning of $s$-sparse halfspaces under bounded noise and isotropic log-concave distributions, with a label complexity of $\tilde{O} \left(\frac{s}{(1-2\eta)^4} \mathrm{polylog} (d, \frac 1 \epsilon) \right)$. Hence, our new algorithm is label-efficient even for noise rates close to $\frac{1}{2}$. Prior to our work, such a result was not known even for the random classification noise model. Our algorithm builds upon existing margin-based algorithmic framework and at each iteration performs a sequence of online mirror descent updates on a carefully chosen loss sequence, and uses a novel gradient update rule that accounts for the bounded noise.
Explainable Deep Modeling of Tabular Data using TableGraphNet
Terejanu, Gabriel, Chowdhury, Jawad, Rashid, Rezaur, Chowdhury, Asif
The vast majority of research on explainability focuses on post-explainability rather than explainable modeling. Namely, an explanation model is derived to explain a complex black box model built with the sole purpose of achieving the highest performance possible. In part, this trend might be driven by the misconception that there is a trade-off between explainability and accuracy. Furthermore, the consequential work on Shapely values, grounded in game theory, has also contributed to a new wave of post-explainability research on better approximations for various machine learning models, including deep learning models. We propose a new architecture that inherently produces explainable predictions in the form of additive feature attributions. Our approach learns a graph representation for each record in the dataset. Attribute centric features are then derived from the graph and fed into a contribution deep set model to produce the final predictions. We show that our explainable model attains the same level of performance as black box models. Finally, we provide an augmented model training approach that leverages the missingness property and yields high levels of consistency (as required for the Shapely values) without loss of accuracy.
Using Automated Theorem Provers for Mistake Diagnosis in the Didactics of Mathematics
The Diproche system, an automated proof checker for natural language proofs specifically adapted to the context of exercises for beginner's students similar to the Naproche system by Koepke, Schrรถder, Cramer and others, uses a modification of an automated theorem prover which uses common formal fallacies intead of sound deduction rules for mistake diagnosis. We briefly describe the concept of such an'Anti-ATP' and explain the basic techniques used in its implementation. Learning how to prove is one major obstacle of the introductory phase of university education in mathematics. It requires practice, i.e. exercises, which need to be corrected, which is both an expensive and time-consuming task. This limits the way in which corrections can usually enter into the process of solving proof exercises as feedback.
The empirical duality gap of constrained statistical learning
Chamon, Luiz F. O., Paternain, Santiago, Calvo-Fullana, Miguel, Ribeiro, Alejandro
This paper is concerned with the study of constrained statistical learning problems, the unconstrained version of which are at the core of virtually all of modern information processing. Accounting for constraints, however, is paramount to incorporate prior knowledge and impose desired structural and statistical properties on the solutions. Still, solving constrained statistical problems remains challenging and guarantees scarce, leaving them to be tackled using regularized formulations. Though practical and effective, selecting regularization parameters so as to satisfy requirements is challenging, if at all possible, due to the lack of a straightforward relation between parameters and constraints. In this work, we propose to directly tackle the constrained statistical problem overcoming its infinite dimensionality, unknown distributions, and constraints by leveraging finite dimensional parameterizations, sample averages, and duality theory. Aside from making the problem tractable, these tools allow us to bound the empirical duality gap, i.e., the difference between our approximate tractable solutions and the actual solutions of the original statistical problem. We demonstrate the effectiveness and usefulness of this constrained formulation in a fair learning application.
AI-powered 'Otterbot' chatbot helps students navigate choppy waters of financial aid applications
A new Washington state initiative will harness artificial intelligence to make sure high school graduates get the chance to boost their own smarts. Otterbot is a free, AI-powered texting service that can help high school seniors apply for financial aid that covers tuition and fees for college and other training. Last year, Washington ranked 48th among U.S. states for the percent of students who completed federal financial aid applications or FAFSA, a standardized form used for awarding state and federal financial grants. Only 46% of students here completed FAFSA applications. And this fall, more seniors will be eligible for more generous state support for high education thanks to an increase in funding for the Washington College Grant (formerly known as the State Need Grant).
Prudential offers machine learning training for all 1,200 employees
All 1,200 employees of insurer Prudential Singapore will be able to learn how to better use data in their daily work through a new online certification programme. More than 170 staff have signed up for the free course in machine learning since it launched on Feb 1, said Prudential yesterday. Machine learning is a branch of artificial intelligence (AI) that focuses on developing computer programmes that can learn from new data so as to perform tasks without needing explicit instructions from humans. Participants will be trained by data scientists from the public and private sectors, and will take scenario-based assessments to show that they can apply what they have learnt. The 30-hour course is called Machine Learning for Humans and follows a foundational course called AI in Finance, which was taken by over 200 Prudential staff last year.
How to Create a Fake Video of a Real Person
Recent advances in artificial intelligence have made creating convincing fake videos, or deepfakes, of real people possible. While the ethical implications and the creative capabilities of this amazing technology are only beginning to be explored, there are growing concerns that this technology could be used maliciously to ruin reputations and cause extensive damages. Can you spot a fake video in which a famous person is saying things that are totally untrue? For example, if you are watching a viral video of President Barack Obama, can you tell whether it's fake or authentic? A computer vision researcher, Supasorn Suwajanakorn, recently gave a Ted Talk that showed how photorealistic deepfakes can be created and how to tell whether you are looking at the real stuff.