Learning Graphical Models
Linear TreeShap
Yu, Peng, Xu, Chao, Bifet, Albert, Read, Jesse
Decision trees are well-known due to their ease of interpretability. To improve accuracy, we need to grow deep trees or ensembles of trees. These are hard to interpret, offsetting their original benefits. Shapley values have recently become a popular way to explain the predictions of tree-based machine learning models. It provides a linear weighting to features independent of the tree structure. The rise in popularity is mainly due to TreeShap, which solves a general exponential complexity problem in polynomial time. Following extensive adoption in the industry, more efficient algorithms are required. This paper presents a more efficient and straightforward algorithm: Linear TreeShap. Like TreeShap, Linear TreeShap is exact and requires the same amount of memory.
Experimenting with an Evaluation Framework for Imbalanced Data Learning (EFIDL)
Introduction Data imbalance is one of the crucial issues in big data analysis with fewer labels. For example, in real-world healthcare data, spam detection labels, and financial fraud detection datasets. Many data balance methods were introduced to improve machine learning algorithms' performance. Research claims SMOTE and SMOTE-based data-augmentation (generate new data points) methods could improve algorithm performance. However, we found in many online tutorials, the valuation methods were applied based on synthesized datasets that introduced bias into the evaluation, and the performance got a false improvement. In this study, we proposed, a new evaluation framework for imbalanced data learning methods. We have experimented on five data balance methods and whether the performance of algorithms will improve or not. Methods We collected 8 imbalanced healthcare datasets with different imbalanced rates from different domains. Applied 6 data augmentation methods with 11 machine learning methods testing if the data augmentation will help with improving machine learning performance. We compared the traditional data augmentation evaluation methods with our proposed cross-validation evaluation framework Results Using traditional data augmentation evaluation meta hods will give a false impression of improving the performance. However, our proposed evaluation method shows data augmentation has limited ability to improve the results. Conclusion EFIDL is more suitable for evaluating the prediction performance of an ML method when data are augmented. Using an unsuitable evaluation framework will give false results. Future researchers should consider the evaluation framework we proposed when dealing with augmented datasets. Our experiments showed data augmentation does not help improve ML prediction performance.
VaiPhy: a Variational Inference Based Algorithm for Phylogeny
Koptagel, Hazal, Kviman, Oskar, Melin, Harald, Safinianaini, Negar, Lagergren, Jens
Phylogenetics is a classical methodology in computational biology that today has become highly relevant for medical investigation of single-cell data, e.g., in the context of cancer development. The exponential size of the tree space is, unfortunately, a substantial obstacle for Bayesian phylogenetic inference using Markov chain Monte Carlo based methods since these rely on local operations. And although more recent variational inference (VI) based methods offer speed improvements, they rely on expensive auto-differentiation operations for learning the variational parameters. We propose VaiPhy, a remarkably fast VI based algorithm for approximate posterior inference in an augmented tree space. VaiPhy produces marginal log-likelihood estimates on par with the state-of-the-art methods on real data and is considerably faster since it does not require auto-differentiation. Instead, VaiPhy combines coordinate ascent update equations with two novel sampling schemes: (i) SLANTIS, a proposal distribution for tree topologies in the augmented tree space, and (ii) the JC sampler, to the best of our knowledge, the first-ever scheme for sampling branch lengths directly from the popular Jukes-Cantor model. We compare VaiPhy in terms of density estimation and runtime. Additionally, we evaluate the reproducibility of the baselines.
NeSIG: A Neuro-Symbolic Method for Learning to Generate Planning Problems
Núñez-Molina, Carlos, Mesejo, Pablo, Fernández-Olivares, Juan
In the field of Automated Planning there is often the need for a set of planning problems from a particular domain, e.g., to be used as training data for Machine Learning or as benchmarks in planning competitions. In most cases, these problems are created either by hand or by a domain-specific generator, putting a burden on the human designers. In this paper we propose NeSIG, to the best of our knowledge the first domain-independent method for automatically generating planning problems that are valid, diverse and difficult to solve. We formulate problem generation as a Markov Decision Process and train two generative policies with Deep Reinforcement Learning to generate problems with the desired properties. We conduct experiments on several classical domains, comparing our method with handcrafted domain-specific generators that generate valid and diverse problems but do not optimize difficulty. The results show NeSIG is able to automatically generate valid problems of greater difficulty than the competitor approaches, while maintaining good diversity.
Explainable Deep Reinforcement Learning: State of the Art and Challenges
Interpretability, explainability and transparency are key issues to introducing Artificial Intelligence methods in many critical domains: This is important due to ethical concerns and trust issues strongly connected to reliability, robustness, auditability and fairness, and has important consequences towards keeping the human in the loop in high levels of automation, especially in critical cases for decision making, where both (human and the machine) play important roles. While the research community has given much attention to explainability of closed (or black) prediction boxes, there are tremendous needs for explainability of closed-box methods that support agents to act autonomously in the real world. Reinforcement learning methods, and especially their deep versions, are such closed-box methods. In this article we aim to provide a review of state of the art methods for explainable deep reinforcement learning methods, taking also into account the needs of human operators - i.e., of those that take the actual and critical decisions in solving real-world problems. We provide a formal specification of the deep reinforcement learning explainability problems, and we identify the necessary components of a general explainable reinforcement learning framework. Based on these, we provide a comprehensive review of state of the art methods, categorizing them in classes according to the paradigm they follow, the interpretable models they use, and the surface representation of explanations provided. The article concludes identifying open questions and important challenges.
Statistical Theory of Differentially Private Marginal-based Data Synthesis Algorithms
Li, Ximing, Wang, Chendi, Cheng, Guang
Marginal-based methods achieve promising performance in the synthetic data competition hosted by the National Institute of Standards and Technology (NIST). To deal with high-dimensional data, the distribution of synthetic data is represented by a probabilistic graphical model (e.g., a Bayesian network), while the raw data distribution is approximated by a collection of low-dimensional marginals. Differential privacy (DP) is guaranteed by introducing random noise to each lowdimensional marginal distribution. Despite its promising performance in practice, the statistical properties of marginal-based methods are rarely studied in the literature. In this paper, we study DP data synthesis algorithms based on Bayesian networks (BN) from a statistical perspective. Related to downstream machine learning tasks, an upper bound for the utility error of the DP synthetic data is also derived. To complete the picture, we establish a lower bound for TV accuracy that holds for everyǫ-DP synthetic data generator. In recent years, the problem of privacy-preserving data analysis has become increasingly important and differential privacy (Dwork et al., 2006) appears as the foundation of data privacy. Differential privacy (DP) techniques are widely adopted by industrial companies and the U.S. Census Bureau (Johnson et al., 2017; Erlingsson et al., 2014; Nguyên et al., 2016; The U.S. Census Bureau, 2020; Abowd, 2018).
Off-Policy Evaluation for Action-Dependent Non-Stationary Environments
Chandak, Yash, Shankar, Shiv, Bastian, Nathaniel D., da Silva, Bruno Castro, Brunskil, Emma, Thomas, Philip S.
Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes due to external factors (passive non-stationarity), changes induced by interactions with the system itself (active non-stationarity), or both (hybrid non-stationarity). In this work, we take the first steps towards the fundamental challenge of on-policy and off-policy evaluation amidst structured changes due to active, passive, or hybrid non-stationarity. Towards this goal, we make a higher-order stationarity assumption such that non-stationarity results in changes over time, but the way changes happen is fixed. We propose, OPEN, an algorithm that uses a double application of counterfactual reasoning and a novel importance-weighted instrument-variable regression to obtain both a lower bias and a lower variance estimate of the structure in the changes of a policy's past performances. Finally, we show promising results on how OPEN can be used to predict future performances for several domains inspired by real-world applications that exhibit non-stationarity.
AutoCost: Evolving Intrinsic Cost for Zero-violation Reinforcement Learning
He, Tairan, Zhao, Weiye, Liu, Changliu
Safety is a critical hurdle that limits the application of deep reinforcement learning (RL) to real-world control tasks. To this end, constrained reinforcement learning leverages cost functions to improve safety in constrained Markov decision processes. However, such constrained RL methods fail to achieve zero violation even when the cost limit is zero. This paper analyzes the reason for such failure, which suggests that a proper cost function plays an important role in constrained RL. Inspired by the analysis, we propose AutoCost, a simple yet effective framework that automatically searches for cost functions that help constrained RL to achieve zero-violation performance. We validate the proposed method and the searched cost function on the safe RL benchmark Safety Gym. We compare the performance of augmented agents that use our cost function to provide additive intrinsic costs with baseline agents that use the same policy learners but with only extrinsic costs. Results show that the converged policies with intrinsic costs in all environments achieve zero constraint violation and comparable performance with baselines.
Incorporating functional summary information in Bayesian neural networks using a Dirichlet process likelihood approach
Raj, Vishnu, Cui, Tianyu, Heinonen, Markus, Marttinen, Pekka
Bayesian neural networks (BNNs) can account for both aleatoric and epistemic uncertainty. However, in BNNs the priors are often specified over the weights which rarely reflects true prior knowledge in large and complex neural network architectures. We present a simple approach to incorporate prior knowledge in BNNs based on external summary information about the predicted classification probabilities for a given dataset. The available summary information is incorporated as augmented data and modeled with a Dirichlet process, and we derive the corresponding \emph{Summary Evidence Lower BOund}. The approach is founded on Bayesian principles, and all hyperparameters have a proper probabilistic interpretation. We show how the method can inform the model about task difficulty and class imbalance. Extensive experiments show that, with negligible computational overhead, our method parallels and in many cases outperforms popular alternatives in accuracy, uncertainty calibration, and robustness against corruptions with both balanced and imbalanced data.
An Empirical Comparison of Three Inference Methods
Several years ago, before learning much about methods for reasoning with uncertainty, I and my colleagues began work on a large expert system, called Pathfinder, that assists community pathologists with the diagnosis of lymph node pathology. Because the Dempster-Shafer theory of belief was quite popular in our research group at the time, we developed a inference method for our expert system inspired by this theory. The program performed fairly well in the opinion of the expert pathologist who provided the knowledge for the system. In the months following the initial development of Pathfinder, several of us in the research group began exploring other methods for reasoning under uncertainty. We identified the Bayesian approach as a candidate for a new inference procedure. We realized that the measures of uncertainty we assessed from the expert could be interpreted as probabilities and we implemented a new inference method-- a special case of Bayes' theorem. During this time, the expert was running cases through the program to test the system's diagnostic performance. One day, without telling him, we changed the inference procedure to the Bayesian approach. After running several cases with the new approach, the expert exclaimed, "What did you do to the program?