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 Bayesian Learning


Scalable PAC-Bayesian Meta-Learning via the PAC-Optimal Hyper-Posterior: From Theory to Practice

arXiv.org Machine Learning

Meta-Learning aims to speed up the learning process on new tasks by acquiring useful inductive biases from datasets of related learning tasks. While, in practice, the number of related tasks available is often small, most of the existing approaches assume an abundance of tasks; making them unrealistic and prone to overfitting. A central question in the meta-learning literature is how to regularize to ensure generalization to unseen tasks. In this work, we provide a theoretical analysis using the PAC-Bayesian theory and present a generalization bound for meta-learning, which was first derived by Rothfuss et al. (2021a). Crucially, the bound allows us to derive the closed form of the optimal hyper-posterior, referred to as PACOH, which leads to the best performance guarantees. We provide a theoretical analysis and empirical case study under which conditions and to what extent these guarantees for meta-learning improve upon PAC-Bayesian per-task learning bounds. The closed-form PACOH inspires a practical meta-learning approach that avoids the reliance on bi-level optimization, giving rise to a stochastic optimization problem that is amenable to standard variational methods that scale well. Our experiments show that, when instantiating the PACOH with Gaussian processes and Bayesian Neural Networks models, the resulting methods are more scalable, and yield state-of-the-art performance, both in terms of predictive accuracy and the quality of uncertainty estimates.


Minimizing low-rank models of high-order tensors: Hardness, span, tight relaxation, and applications

arXiv.org Artificial Intelligence

We consider the problem of finding the smallest or largest entry of a tensor of order N that is specified via its rank decomposition. Stated in a different way, we are given N sets of R-dimensional vectors and we wish to select one vector from each set such that the sum of the Hadamard product of the selected vectors is minimized or maximized. We show that this fundamental tensor problem is NP-hard for any tensor rank higher than one, and polynomial-time solvable in the rank-one case. We also propose a continuous relaxation and prove that it is tight for any rank. For low-enough ranks, the proposed continuous reformulation is amenable to low-complexity gradient-based optimization, and we propose a suite of gradient-based optimization algorithms drawing from projected gradient descent, Frank-Wolfe, or explicit parametrization of the relaxed constraints. We also show that our core results remain valid no matter what kind of polyadic tensor model is used to represent the tensor of interest, including Tucker, HOSVD/MLSVD, tensor train, or tensor ring. Next, we consider the class of problems that can be posed as special instances of the problem of interest. We show that this class includes the partition problem (and thus all NP-complete problems via polynomial-time transformation), integer least squares, integer linear programming, integer quadratic programming, sign retrieval (a special kind of mixed integer programming / restricted version of phase retrieval), and maximum likelihood decoding of parity check codes. We demonstrate promising experimental results on a number of hard problems, including state-of-art performance in decoding low density parity check codes and general parity check codes.


On Quantifying Sentiments of Financial News -- Are We Doing the Right Things?

arXiv.org Artificial Intelligence

Typical investors start off the day by going through the daily news to get an intuition about the performance of the market. The speculations based on the tone of the news ultimately shape their responses towards the market. Today, computers are being trained to compute the news sentiment so that it can be used as a variable to predict stock market movements and returns. Some researchers have even developed news-based market indices to forecast stock market returns. Majority of the research in the field of news sentiment analysis has focussed on using libraries like Vader, Loughran-McDonald (LM), Harvard IV and Pattern. However, are the popular approaches for measuring financial news sentiment really approaching the problem of sentiment analysis correctly? Our experiments suggest that measuring sentiments using these libraries, especially for financial news, fails to depict the true picture and hence may not be very reliable. Therefore, the question remains: What is the most effective and accurate approach to measure financial news sentiment? Our paper explores these questions and attempts to answer them through SENTInews: a one-of-its-kind financial news sentiment analyzer customized to the Indian context


RetailSynth: Synthetic Data Generation for Retail AI Systems Evaluation

arXiv.org Artificial Intelligence

Significant research effort has been devoted in recent years to developing personalized pricing, promotions, and product recommendation algorithms that can leverage rich customer data to learn and earn. Systematic benchmarking and evaluation of these causal learning systems remains a critical challenge, due to the lack of suitable datasets and simulation environments. In this work, we propose a multi-stage model for simulating customer shopping behavior that captures important sources of heterogeneity, including price sensitivity and past experiences. We embedded this model into a working simulation environment -- RetailSynth. RetailSynth was carefully calibrated on publicly available grocery data to create realistic synthetic shopping transactions. Multiple pricing policies were implemented within the simulator and analyzed for impact on revenue, category penetration, and customer retention. Applied researchers can use RetailSynth to validate causal demand models for multi-category retail and to incorporate realistic price sensitivity into emerging benchmarking suites for personalized pricing, promotions, and product recommendations.


Short Boolean Formulas as Explanations in Practice

arXiv.org Artificial Intelligence

We investigate explainability via short Boolean formulas in the data model based on unary relations. As an explanation of length k, we take a Boolean formula of length k that minimizes the error with respect to the target attribute to be explained. We first provide novel quantitative bounds for the expected error in this scenario. We then also demonstrate how the setting works in practice by studying three concrete data sets. In each case, we calculate explanation formulas of different lengths using an encoding in Answer Set Programming. The most accurate formulas we obtain achieve errors similar to other methods on the same data sets. However, due to overfitting, these formulas are not necessarily ideal explanations, so we use cross validation to identify a suitable length for explanations. By limiting to shorter formulas, we obtain explanations that avoid overfitting but are still reasonably accurate and also, importantly, human interpretable.


Contingency Games for Multi-Agent Interaction

arXiv.org Artificial Intelligence

Contingency planning, wherein an agent generates a set of possible plans conditioned on the outcome of an uncertain event, is an increasingly popular way for robots to act under uncertainty. In this work we take a game-theoretic perspective on contingency planning, tailored to multi-agent scenarios in which a robot's actions impact the decisions of other agents and vice versa. The resulting contingency game allows the robot to efficiently interact with other agents by generating strategic motion plans conditioned on multiple possible intents for other actors in the scene. Contingency games are parameterized via a scalar variable which represents a future time when intent uncertainty will be resolved. By estimating this parameter online, we construct a game-theoretic motion planner that adapts to changing beliefs while anticipating future certainty. We show that existing variants of game-theoretic planning under uncertainty are readily obtained as special cases of contingency games. Through a series of simulated autonomous driving scenarios, we demonstrate that contingency games close the gap between certainty-equivalent games that commit to a single hypothesis and non-contingent multi-hypothesis games that do not account for future uncertainty reduction.


ThoraX-PriorNet: A Novel Attention-Based Architecture Using Anatomical Prior Probability Maps for Thoracic Disease Classification

arXiv.org Artificial Intelligence

Objective: Computer-aided disease diagnosis and prognosis based on medical images is a rapidly emerging field. Many Convolutional Neural Network (CNN) architectures have been developed by researchers for disease classification and localization from chest X-ray images. It is known that different thoracic disease lesions are more likely to occur in specific anatomical regions compared to others. This article aims to incorporate this disease and region-dependent prior probability distribution within a deep learning framework. Methods: We present the ThoraX-PriorNet, a novel attention-based CNN model for thoracic disease classification. We first estimate a disease-dependent spatial probability, i.e., an anatomical prior, that indicates the probability of occurrence of a disease in a specific region in a chest X-ray image. Next, we develop a novel attention-based classification model that combines information from the estimated anatomical prior and automatically extracted chest region of interest (ROI) masks to provide attention to the feature maps generated from a deep convolution network. Unlike previous works that utilize various self-attention mechanisms, the proposed method leverages the extracted chest ROI masks along with the probabilistic anatomical prior information, which selects the region of interest for different diseases to provide attention. Results: The proposed method shows superior performance in disease classification on the NIH ChestX-ray14 dataset compared to existing state-of-the-art methods while reaching an area under the ROC curve (%AUC) of 84.67. Regarding disease localization, the anatomy prior attention method shows competitive performance compared to state-of-the-art methods, achieving an accuracy of 0.80, 0.63, 0.49, 0.33, 0.28, 0.21, and 0.04 with an Intersection over Union (IoU) threshold of 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, and 0.7, respectively.


Optimizing Heat Alert Issuance for Public Health in the United States with Reinforcement Learning

arXiv.org Artificial Intelligence

Alerting the public when heat may harm their health is a crucial service, especially considering that extreme heat events will be more frequent under climate change. Current practice for issuing heat alerts in the US does not take advantage of modern data science methods for optimizing local alert criteria. Specifically, application of reinforcement learning (RL) has the potential to inform more health-protective policies, accounting for regional and sociodemographic heterogeneity as well as sequential dependence of alerts. In this work, we formulate the issuance of heat alerts as a sequential decision making problem and develop modifications to the RL workflow to address challenges commonly encountered in environmental health settings. Key modifications include creating a simulator that pairs hierarchical Bayesian modeling of low-signal health effects with sampling of real weather trajectories (exogenous features), constraining the total number of alerts issued as well as preventing alerts on less-hot days, and optimizing location-specific policies. Post-hoc contrastive analysis offers insights into scenarios when using RL for heat alert issuance may protect public health better than the current or alternative policies. This work contributes to a broader movement of advancing data-driven policy optimization for public health and climate change adaptation.


A General Model for Aggregating Annotations Across Simple, Complex, and Multi-Object Annotation Tasks

arXiv.org Artificial Intelligence

Human annotations are vital to supervised learning, yet annotators often disagree on the correct label, especially as annotation tasks increase in complexity. A strategy to improve label quality is to ask multiple annotators to label the same item and aggregate their labels. Many aggregation models have been proposed for categorical or numerical annotation tasks, but far less work has considered more complex annotation tasks involving open-ended, multivariate, or structured responses. While a variety of bespoke models have been proposed for specific tasks, our work is the first to introduce aggregation methods that generalize across many diverse complex tasks, including sequence labeling, translation, syntactic parsing, ranking, bounding boxes, and keypoints. This generality is achieved by devising a task-agnostic method to model distances between labels rather than the labels themselves. This article extends our prior work with investigation of three new research questions. First, how do complex annotation properties impact aggregation accuracy? Second, how should a task owner navigate the many modeling choices to maximize aggregation accuracy? Finally, what diagnoses can verify that aggregation models are specified correctly for the given data? To understand how various factors impact accuracy and to inform model selection, we conduct simulation studies and experiments on real, complex datasets. Regarding testing, we introduce unit tests for aggregation models and present a suite of such tests to ensure that a given model is not mis-specified and exhibits expected behavior. Beyond investigating these research questions above, we discuss the foundational concept of annotation complexity, present a new aggregation model as a bridge between traditional models and our own, and contribute a new semi-supervised learning method for complex label aggregation that outperforms prior work.


Misclassification excess risk bounds for 1-bit matrix completion

arXiv.org Artificial Intelligence

This study investigates the misclassification excess risk bound in the context of 1-bit matrix completion, a significant problem in machine learning involving the recovery of an unknown matrix from a limited subset of its entries. Matrix completion has garnered considerable attention in the last two decades due to its diverse applications across various fields. Unlike conventional approaches that deal with real-valued samples, 1-bit matrix completion is concerned with binary observations. While prior research has predominantly focused on the estimation error of proposed estimators, our study shifts attention to the prediction error. This paper offers theoretical analysis regarding the prediction errors of two previous works utilizing the logistic regression model: one employing a max-norm constrained minimization and the other employing nuclear-norm penalization. Significantly, our findings demonstrate that the latter achieves the minimax-optimal rate without the need for an additional logarithmic term. These novel results contribute to a deeper understanding of 1-bit matrix completion by shedding light on the predictive performance of specific methodologies.