Learning Graphical Models
Subjective Crowd Disagreements for Subjective Data: Uncovering Meaningful CrowdOpinion with Population-level Learning
Weerasooriya, Tharindu Cyril, Luger, Sarah, Poddar, Saloni, KhudaBukhsh, Ashiqur R., Homan, Christopher M.
Human-annotated data plays a critical role in the fairness of AI systems, including those that deal with life-altering decisions or moderating human-created web/social media content. Conventionally, annotator disagreements are resolved before any learning takes place. However, researchers are increasingly identifying annotator disagreement as pervasive and meaningful. They also question the performance of a system when annotators disagree. Particularly when minority views are disregarded, especially among groups that may already be underrepresented in the annotator population. In this paper, we introduce \emph{CrowdOpinion}\footnote{Accepted for publication at ACL 2023}, an unsupervised learning based approach that uses language features and label distributions to pool similar items into larger samples of label distributions. We experiment with four generative and one density-based clustering method, applied to five linear combinations of label distributions and features. We use five publicly available benchmark datasets (with varying levels of annotator disagreements) from social media (Twitter, Gab, and Reddit). We also experiment in the wild using a dataset from Facebook, where annotations come from the platform itself by users reacting to posts. We evaluate \emph{CrowdOpinion} as a label distribution prediction task using KL-divergence and a single-label problem using accuracy measures.
Incentive-Theoretic Bayesian Inference for Collaborative Science
Bates, Stephen, Jordan, Michael I., Sklar, Michael, Soloff, Jake A.
Contemporary scientific research is a distributed, collaborative endeavor, carried out by teams of researchers, regulatory institutions, funding agencies, commercial partners, and scientific bodies, all interacting with each other and facing different incentives. To maintain scientific rigor, statistical methods should acknowledge this state of affairs. To this end, we study hypothesis testing when there is an agent (e.g., a researcher or a pharmaceutical company) with a private prior about an unknown parameter and a principal (e.g., a policymaker or regulator) who wishes to make decisions based on the parameter value. The agent chooses whether to run a statistical trial based on their private prior and then the result of the trial is used by the principal to reach a decision. We show how the principal can conduct statistical inference that leverages the information that is revealed by an agent's strategic behavior -- their choice to run a trial or not. In particular, we show how the principal can design a policy to elucidate partial information about the agent's private prior beliefs and use this to control the posterior probability of the null. One implication is a simple guideline for the choice of significance threshold in clinical trials: the type-I error level should be set to be strictly less than the cost of the trial divided by the firm's profit if the trial is successful.
MALIBO: Meta-learning for Likelihood-free Bayesian Optimization
Pan, Jiarong, Falkner, Stefan, Berkenkamp, Felix, Vanschoren, Joaquin
Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize new tasks faster. However, existing meta-learning BO methods rely on surrogate models that suffer from scalability issues and are sensitive to observations with different scales and noise types across tasks. Moreover, they often overlook the uncertainty associated with task similarity. This leads to unreliable task adaptation when only limited observations are obtained or when the new tasks differ significantly from the related tasks. To address these limitations, we propose a novel meta-learning BO approach that bypasses the surrogate model and directly learns the utility of queries across tasks. Our method explicitly models task uncertainty and includes an auxiliary model to enable robust adaptation to new tasks. Extensive experiments show that our method demonstrates strong anytime performance and outperforms state-of-the-art meta-learning BO methods in various benchmarks.
Black-Box Batch Active Learning for Regression
Batch active learning is a popular approach for efficiently training machine learning models on large, initially unlabelled datasets by repeatedly acquiring labels for batches of data points. However, many recent batch active learning methods are white-box approaches and are often limited to differentiable parametric models: they score unlabeled points using acquisition functions based on model embeddings or first- and second-order derivatives. In this paper, we propose black-box batch active learning for regression tasks as an extension of white-box approaches. Crucially, our method only relies on model predictions. This approach is compatible with a wide range of machine learning models, including regular and Bayesian deep learning models and non-differentiable models such as random forests. It is rooted in Bayesian principles and utilizes recent kernel-based approaches. This allows us to extend a wide range of existing state-of-the-art white-box batch active learning methods (BADGE, BAIT, LCMD) to black-box models. We demonstrate the effectiveness of our approach through extensive experimental evaluations on regression datasets, achieving surprisingly strong performance compared to white-box approaches for deep learning models.
Federated Variational Inference Methods for Structured Latent Variable Models
Hassan, Conor, Salomone, Robert, Mengersen, Kerrie
Federated learning methods enable model training across distributed data sources without data leaving their original locations and have gained increasing interest in various fields. However, existing approaches are limited, excluding many structured probabilistic models. We present a general and elegant solution based on structured variational inference, widely used in Bayesian machine learning, adapted for the federated setting. Additionally, we provide a communication-efficient variant analogous to the canonical FedAvg algorithm. The proposed algorithms' effectiveness is demonstrated, and their performance is compared with hierarchical Bayesian neural networks and topic models.
Intercomparison of Brown Dwarf Model Grids and Atmospheric Retrieval Using Machine Learning
Lueber, Anna, Kitzmann, Daniel, Fisher, Chloe E., Bowler, Brendan P., Burgasser, Adam J., Marley, Mark, Heng, Kevin
Understanding differences between sub-stellar spectral data and models has proven to be a major challenge, especially for self-consistent model grids that are necessary for a thorough investigation of brown dwarf atmospheres. Using the supervised machine learning method of the random forest, we study the information content of 14 previously published model grids of brown dwarfs (from 1997 to 2021). The random forest method allows us to analyze the predictive power of these model grids, as well as interpret data within the framework of Approximate Bayesian Computation (ABC). Our curated dataset includes 3 benchmark brown dwarfs (Gl 570D, {\epsilon} Indi Ba and Bb) as well as a sample of 19 L and T dwarfs; this sample was previously analyzed in Lueber et al. (2022) using traditional Bayesian methods (nested sampling). We find that the effective temperature of a brown dwarf can be robustly predicted independent of the model grid chosen for the interpretation. However, inference of the surface gravity is model-dependent. Specifically, the BT-Settl, Sonora Bobcat and Sonora Cholla model grids tend to predict logg ~3-4 (cgs units) even after data blueward of 1.2 {\mu}m have been disregarded to mitigate for our incomplete knowledge of the shapes of alkali lines. Two major, longstanding challenges associated with understanding the influence of clouds in brown dwarf atmospheres remain: our inability to model them from first principles and also to robustly validate these models.
BaBE: Enhancing Fairness via Estimation of Latent Explaining Variables
Binkyte, Ruta, Gorla, Daniele, Palamidessi, Catuscia
We consider the problem of unfair discrimination between two groups and propose a pre-processing method to achieve fairness. Corrective methods like statistical parity usually lead to bad accuracy and do not really achieve fairness in situations where there is a correlation between the sensitive attribute S and the legitimate attribute E (explanatory variable) that should determine the decision. To overcome these drawbacks, other notions of fairness have been proposed, in particular, conditional statistical parity and equal opportunity. However, E is often not directly observable in the data, i.e., it is a latent variable. We may observe some other variable Z representing E, but the problem is that Z may also be affected by S, hence Z itself can be biased. To deal with this problem, we propose BaBE (Bayesian Bias Elimination), an approach based on a combination of Bayes inference and the Expectation-Maximization method, to estimate the most likely value of E for a given Z for each group. The decision can then be based directly on the estimated E. We show, by experiments on synthetic and real data sets, that our approach provides a good level of fairness as well as high accuracy.
Sparse Graphical Linear Dynamical Systems
Chouzenoux, Emilie, Elvira, Victor
Time-series datasets are central in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs), which are powerful mathematical tools that allow for probabilistic and interpretable learning on time series. Estimating the model parameters in SSMs is arguably one of the most complicated tasks, and the inclusion of prior knowledge is known to both ease the interpretation but also to complicate the inferential tasks. Very recent works have attempted to incorporate a graphical perspective on some of those model parameters, but they present notable limitations that this work addresses. More generally, existing graphical modeling tools are designed to incorporate either static information, focusing on statistical dependencies among independent random variables (e.g., graphical Lasso approach), or dynamic information, emphasizing causal relationships among time series samples (e.g., graphical Granger approaches). However, there are no joint approaches combining static and dynamic graphical modeling within the context of SSMs. This work proposes a novel approach to fill this gap by introducing a joint graphical modeling framework that bridges the static graphical Lasso model and a causal-based graphical approach for the linear-Gaussian SSM. We present DGLASSO (Dynamic Graphical Lasso), a new inference method within this framework that implements an efficient block alternating majorization-minimization algorithm. The algorithm's convergence is established by departing from modern tools from nonlinear analysis. Experimental validation on synthetic and real weather variability data showcases the effectiveness of the proposed model and inference algorithm.
TGRL: An Algorithm for Teacher Guided Reinforcement Learning
Shenfeld, Idan, Hong, Zhang-Wei, Tamar, Aviv, Agrawal, Pulkit
Learning from rewards (i.e., reinforcement learning or RL) and learning to imitate a teacher (i.e., teacher-student learning) are two established approaches for solving sequential decision-making problems. To combine the benefits of these different forms of learning, it is common to train a policy to maximize a combination of reinforcement and teacher-student learning objectives. However, without a principled method to balance these objectives, prior work used heuristics and problem-specific hyperparameter searches to balance the two objectives. We present a $\textit{principled}$ approach, along with an approximate implementation for $\textit{dynamically}$ and $\textit{automatically}$ balancing when to follow the teacher and when to use rewards. The main idea is to adjust the importance of teacher supervision by comparing the agent's performance to the counterfactual scenario of the agent learning without teacher supervision and only from rewards. If using teacher supervision improves performance, the importance of teacher supervision is increased and otherwise it is decreased. Our method, $\textit{Teacher Guided Reinforcement Learning}$ (TGRL), outperforms strong baselines across diverse domains without hyper-parameter tuning.
PCL-Indexability and Whittle Index for Restless Bandits with General Observation Models
In this paper, we consider a general observation model for restless multi-armed bandit problems. The operation of the player needs to be based on certain feedback mechanism that is error-prone due to resource constraints or environmental or intrinsic noises. By establishing a general probabilistic model for dynamics of feedback/observation, we formulate the problem as a restless bandit with a countable belief state space starting from an arbitrary initial belief (a priori information). We apply the achievable region method with partial conservation law (PCL) to the infinite-state problem and analyze its indexability and priority index (Whittle index). Finally, we propose an approximation process to transform the problem into which the AG algorithm of Ni\~no-Mora and Bertsimas for finite-state problems can be applied to. Numerical experiments show that our algorithm has an excellent performance.