Learning Graphical Models
Fair-Net: A Network Architecture For Reducing Performance Disparity Between Identifiable Sub-Populations
Datta, Arghya, Swamidass, S. Joshua
In real world datasets, particular groups are under-represented, much rarer than others, and machine learning classifiers will often preform worse on under-represented populations. This problem is aggravated across many domains where datasets are class imbalanced, with a minority class far rarer than the majority class. Naive approaches to handle under-representation and class imbalance include training sub-population specific classifiers that handle class imbalance or training a global classifier that overlooks sub-population disparities and aims to achieve high overall accuracy by handling class imbalance. In this study, we find that these approaches are vulnerable in class imbalanced datasets with minority sub-populations. We introduced Fair-Net, a branched multitask neural network architecture that improves both classification accuracy and probability calibration across identifiable sub-populations in class imbalanced datasets. Fair-Nets is a straightforward extension to the output layer and error function of a network, so can be incorporated in far more complex architectures. Empirical studies with three real world benchmark datasets demonstrate that Fair-Net improves classification and calibration performance, substantially reducing performance disparity between gender and racial sub-populations.
Efficient Explanations With Relevant Sets
Izza, Yacine, Ignatiev, Alexey, Narodytska, Nina, Cooper, Martin C., Marques-Silva, Joao
Recent work proposed $\delta$-relevant inputs (or sets) as a probabilistic explanation for the predictions made by a classifier on a given input. $\delta$-relevant sets are significant because they serve to relate (model-agnostic) Anchors with (model-accurate) PI- explanations, among other explanation approaches. Unfortunately, the computation of smallest size $\delta$-relevant sets is complete for ${NP}^{PP}$, rendering their computation largely infeasible in practice. This paper investigates solutions for tackling the practical limitations of $\delta$-relevant sets. First, the paper alternatively considers the computation of subset-minimal sets. Second, the paper studies concrete families of classifiers, including decision trees among others. For these cases, the paper shows that the computation of subset-minimal $\delta$-relevant sets is in NP, and can be solved with a polynomial number of calls to an NP oracle. The experimental evaluation compares the proposed approach with heuristic explainers for the concrete case of the classifiers studied in the paper, and confirms the advantage of the proposed solution over the state of the art.
Shapley Counterfactual Credits for Multi-Agent Reinforcement Learning
Li, Jiahui, Kuang, Kun, Wang, Baoxiang, Liu, Furui, Chen, Long, Wu, Fei, Xiao, Jun
Centralized Training with Decentralized Execution (CTDE) has been a popular paradigm in cooperative Multi-Agent Reinforcement Learning (MARL) settings and is widely used in many real applications. One of the major challenges in the training process is credit assignment, which aims to deduce the contributions of each agent according to the global rewards. Existing credit assignment methods focus on either decomposing the joint value function into individual value functions or measuring the impact of local observations and actions on the global value function. These approaches lack a thorough consideration of the complicated interactions among multiple agents, leading to an unsuitable assignment of credit and subsequently mediocre results on MARL. We propose Shapley Counterfactual Credit Assignment, a novel method for explicit credit assignment which accounts for the coalition of agents. Specifically, Shapley Value and its desired properties are leveraged in deep MARL to credit any combinations of agents, which grants us the capability to estimate the individual credit for each agent. Despite this capability, the main technical difficulty lies in the computational complexity of Shapley Value who grows factorially as the number of agents. We instead utilize an approximation method via Monte Carlo sampling, which reduces the sample complexity while maintaining its effectiveness. We evaluate our method on StarCraft II benchmarks across different scenarios. Our method outperforms existing cooperative MARL algorithms significantly and achieves the state-of-the-art, with especially large margins on tasks with more severe difficulties.
Reward is enough for convex MDPs
Zahavy, Tom, O'Donoghue, Brendan, Desjardins, Guillaume, Singh, Satinder
Maximising a cumulative reward function that is Markov and stationary, i.e., defined over state-action pairs and independent of time, is sufficient to capture many kinds of goals in a Markov Decision Process (MDP) based on the Reinforcement Learning (RL) problem formulation. However, not all goals can be captured in this manner. Specifically, it is easy to see that Convex MDPs in which goals are expressed as convex functions of stationary distributions cannot, in general, be formulated in this manner. In this paper, we reformulate the convex MDP problem as a min-max game between the policy and cost (negative reward) players using Fenchel duality and propose a meta-algorithm for solving it. We show that the average of the policies produced by an RL agent that maximizes the non-stationary reward produced by the cost player converges to an optimal solution to the convex MDP. Finally, we show that the meta-algorithm unifies several disparate branches of reinforcement learning algorithms in the literature, such as apprenticeship learning, variational intrinsic control, constrained MDPs, and pure exploration into a single framework.
Transformation Models for Flexible Posteriors in Variational Bayes
Hörtling, Sefan, Dold, Daniel, Dürr, Oliver, Sick, Beate
The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural networks, variational inference is widely used to approximate difficult-to-compute posteriors by variational distributions. Usually, Gaussians are used as variational distributions (Gaussian-VI) which limits the quality of the approximation due to their limited flexibility. Transformation models on the other hand are flexible enough to fit any distribution. Here we present transformation model-based variational inference (TM-VI) and demonstrate that it allows to accurately approximate complex posteriors in models with one parameter and also works in a mean-field fashion for multi-parameter models like neural networks.
Locally Valid and Discriminative Confidence Intervals for Deep Learning Models
Lin, Zhen, Trivedi, Shubhendu, Sun, Jimeng
Crucial for building trust in deep learning models for critical real-world applications is efficient and theoretically sound uncertainty quantification, a task that continues to be challenging. Useful uncertainty information is expected to have two key properties: It should be valid (guaranteeing coverage) and discriminative (more uncertain when the expected risk is high). Moreover, when combined with deep learning (DL) methods, it should be scalable and affect the DL model performance minimally. Most existing Bayesian methods lack frequentist coverage guarantees and usually affect model performance. The few available frequentist methods are rarely discriminative and/or violate coverage guarantees due to unrealistic assumptions. Moreover, many methods are expensive or require substantial modifications to the base neural network. Building upon recent advances in conformal prediction and leveraging the classical idea of kernel regression, we propose Locally Valid and Discriminative confidence intervals (LVD), a simple, efficient and lightweight method to construct discriminative confidence intervals (CIs) for almost any DL model. With no assumptions on the data distribution, such CIs also offer finite-sample local coverage guarantees (contrasted to the simpler marginal coverage). Using a diverse set of datasets, we empirically verify that besides being the only locally valid method, LVD also exceeds or matches the performance (including coverage rate and prediction accuracy) of existing uncertainty quantification methods, while offering additional benefits in scalability and flexibility.
Under the Hood of Modern Machine and Deep Learning
In this chapter, we investigate whether unique, optimal decision boundaries can be found. In order to do so, we first have to revisit several fundamental mathematical principles. Regularization is a mathematical tool, which allows us to find unique solutions even for highly ill-posed problems. In order to use this trick, we review norms and how they can be used to steer regression problems. Rosenblatt's Perceptron and Multi-Layer Perceptrons which are also called Artificial Neural Networks inherently suffer from this ill-posedness.
Unsupervised Machine Learning Hidden Markov Models in Python
Created by Lazy Programmer Inc. English [Auto], Portuguese [Auto]Preview this Course - GET COUPON CODE The Hidden Markov Model or HMM is all about learning sequences. A lot of the data that would be very useful for us to model is in sequences. Stock prices are sequences of prices. Language is a sequence of words. Credit scoring involves sequences of borrowing and repaying money, and we can use those sequences to predict whether or not you're going to default.
Naive Bayes Classification Algorithm in Practice
Classification is a task of grouping things together on the basis of the similarity they share with each other. It helps organize things and thus makes the study more easy and systematic. In statistics, classification refers to the problem of identifying to which set of categories an observation or data value belongs to. For humans, it can be very easy to do the classification task assuming that he/she has proper domain-specific knowledge and given certain features he/she can achieve it by no means. But, it can be tricky for a machine to classify -- unless it is provided with proper training from the data and algorithm (classifier) that is used for learning.
An Intent-based Task-aware Shared Control Framework for Intuitive Hands Free Telemanipulation
Bowman, Michael, Zhang, Jiucai, Zhang, Xiaoli
Shared control in teleoperation for providing robot assistance to accomplish object manipulation, called telemanipulation, is a new promising yet challenging problem. This has unique challenges--on top of teleoperation challenges in general--due to difficulties of physical discrepancy between human hands and robot hands as well as the fine motion constraints to constitute task success. We present an intuitive shared-control strategy where the focus is on generating robotic grasp poses which are better suited for human perception of successful teleoperated object manipulation and feeling of being in control of the robot, rather than developing objective stable grasp configurations for task success or following the human motion. The former is achieved by understanding human intent and autonomously taking over control on that inference. The latter is achieved by considering human inputs as hard motion constraints which the robot must abide. An arbitration of these two enables a trade-off for the subsequent robot motion to balance accomplishing the inferred task and motion constraints imposed by the operator. The arbitration framework adapts to the level of physical discrepancy between the human and different robot structures, enabling the assistance to indicate and appear to intuitively follow the user. To understand how users perceive good arbitration in object telemanipulation, we have conducted a user study with a hands-free telemanipulation setup to analyze the effect of factors including task predictability, perceived following, and user preference. The hands-free telemanipulation scene is chosen as the validation platform due to its more urgent need of intuitive robotics assistance for task success.