Performance Analysis
Glossary
The intent of this glossary is to provide clear definitions of the technical terms specific to deep artificial neural networks. It is a work in progress. An activation, or activation function, for a neural network is defined as the mapping of the input to the output via a non-linear transform function at each "node", which is simply a locus of computation within the net. Each layer in a neural net consists of many nodes, and the number of nodes in a layer is known as its width. Activation algorithms are the gates that determine, at each node in the net, whether and to what extent to transmit the signal the node has received from the previous layer. A combination of weights (coefficients) and biases work on the input data from the previous layer to determine whether that signal surpasses a given treshhold and is deemed significant. Those weights and biases are slowly updated as the neural net minimizes its error; i.e. the level of nodes' activation change in the course of learning. These activation functions allow neural networks to make complex boundary decisions for features at various levels of abstraction. Adadelta is an updater, or learning algorithm, related to gradient descent. Unlike SGD, which applies the same learning rate to all parameters of the network, Adadelta adapts the learning rate per parameter. Adagrad, short for adaptive gradient, is an updater or learning algorithm that adjust the learning rate for each parameter in the net by monitoring the squared gradients in the course of learning. It is a substitute for SGD, and can be useful when processing sparse data. Affine is a fancy word for a fully connected layer in a neural network. "Fully connected" means that all the nodes of one layer connect to all the nodes of the subsequent layer. A restricted Boltzmann machine, for example, is a fully connected layer. Convolutional networks use affine layers interspersed with both their namesake convolutional layers (which create feature maps based on convolutions) and downsampling layers, which throw out a lot of data and only keep the maximum value. "Affine" derives from the Latin affinis, which means bordering or connected with. Each connection, in an affine layer, is a passage whereby input is multiplied by a weight and added to a bias before it accumulates with all other inputs at a given node, the sum of which is then passed through an activation function: e.g.
Assessing Disparate Impacts of Personalized Interventions: Identifiability and Bounds
Personalized interventions in social services, education, and healthcare leverage individual-level causal effect predictions in order to give the best treatment to each individual or to prioritize program interventions for the individuals most likely to benefit. While the sensitivity of these domains compels us to evaluate the fairness of such policies, we show that actually auditing their disparate impacts per standard observational metrics, such as true positive rates, is impossible since ground truths are unknown. Whether our data is experimental or observational, an individual's actual outcome under an intervention different than that received can never be known, only predicted based on features. We prove how we can nonetheless point-identify these quantities under the additional assumption of monotone treatment response, which may be reasonable in many applications. We further provide a sensitivity analysis for this assumption by means of sharp partial-identification bounds under violations of monotonicity of varying strengths. We show how to use our results to audit personalized interventions using partially-identified ROC and xROC curves and demonstrate this in a case study of a French job training dataset.
Stabilizing Off-Policy Q-Learning via Bootstrapping Error Reduction
Kumar, Aviral, Fu, Justin, Tucker, George, Levine, Sergey
Off-policy reinforcement learning aims to leverage experience collected from prior policies for sample-efficient learning. However, in practice, commonly used off-policy approximate dynamic programming methods based on Q-learning and actor-critic methods are highly sensitive to the data distribution, and can make only limited progress without collecting additional on-policy data. As a step towards more robust off-policy algorithms, we study the setting where the off-policy experience is fixed and there is no further interaction with the environment. We identify bootstrapping error as a key source of instability in current methods. Bootstrapping error is due to bootstrapping from actions that lie outside of the training data distribution, and it accumulates via the Bellman backup operator. We theoretically analyze bootstrapping error, and demonstrate how carefully constraining action selection in the backup can mitigate it. Based on our analysis, we propose a practical algorithm, bootstrapping error accumulation reduction (BEAR). We demonstrate that BEAR is able to learn robustly from different off-policy distributions, including random and suboptimal demonstrations, on a range of continuous control tasks.
Generative Adversarial Networks for Distributed Intrusion Detection in the Internet of Things
To reap the benefits of the Internet of Things (IoT), it is imperative to secure the system against cyber attacks in order to enable mission critical and real-time applications. To this end, intrusion detection systems (IDSs) have been widely used to detect anomalies caused by a cyber attacker in IoT systems. However, due to the large-scale nature of the IoT, an IDS must operate in a distributed manner with minimum dependence on a central controller. Moreover, in many scenarios such as health and financial applications, the datasets are private and IoTDs may not intend to share such data. To this end, in this paper, a distributed generative adversarial network (GAN) is proposed to provide a fully distributed IDS for the IoT so as to detect anomalous behavior without reliance on any centralized controller. In this architecture, every IoTD can monitor its own data as well as neighbor IoTDs to detect internal and external attacks. In addition, the proposed distributed IDS does not require sharing the datasets between the IoTDs, thus, it can be implemented in IoTs that preserve the privacy of user data such as health monitoring systems or financial applications. It is shown analytically that the proposed distributed GAN has higher accuracy of detecting intrusion compared to a standalone IDS that has access to only a single IoTD dataset. Simulation results show that, the proposed distributed GAN-based IDS has up to 20% higher accuracy, 25% higher precision, and 60% lower false positive rate compared to a standalone GAN-based IDS.
Computing Valid p-values for Image Segmentation by Selective Inference
Tanizaki, Kosuke, Hashimoto, Noriaki, Inatsu, Yu, Hontani, Hidekata, Takeuchi, Ichiro
Image segmentation is one of the most fundamental tasks of computer vision. In many practical applications, it is essential to properly evaluate the reliability of individual segmentation results. In this study, we propose a novel framework to provide the statistical significance of segmentation results in the form of p-values. Specifically, we consider a statistical hypothesis test for determining the difference between the object and the background regions. This problem is challenging because the difference can be deceptively large (called segmentation bias) due to the adaptation of the segmentation algorithm to the data. To overcome this difficulty, we introduce a statistical approach called selective inference, and develop a framework to compute valid p-values in which the segmentation bias is properly accounted for. Although the proposed framework is potentially applicable to various segmentation algorithms, we focus in this paper on graph cut-based and threshold-based segmentation algorithms, and develop two specific methods to compute valid p-values for the segmentation results obtained by these algorithms. We prove the theoretical validity of these two methods and demonstrate their practicality by applying them to segmentation problems for medical images.
C2P2: A Collective Cryptocurrency Up/Down Price Prediction Engine
Bai, Chongyang, White, Tommy, Xiao, Linda, Subrahmanian, V. S., Zhou, Ziheng
We study the problem of predicting whether the price of the 21 most popular cryptocurrencies (according to coinmarketcap.com) will go up or down on day d, using data up to day d-1. Our C2P2 algorithm is the first algorithm to consider the fact that the price of a cryptocurrency c might depend not only on historical prices, sentiments, global stock indices, but also on the prices and predicted prices of other cryptocurrencies. C2P2 therefore does not predict cryptocurrency prices one coin at a time --- rather it uses similarity metrics in conjunction with collective classification to compare multiple cryptocurrency features to jointly predict the cryptocurrency prices for all 21 coins considered. We show that our C2P2 algorithm beats out a recent competing 2017 paper by margins varying from 5.1-83% and another Bitcoin-specific prediction paper from 2018 by 16%. In both cases, C2P2 is the winner on all cryptocurrencies considered. Moreover, we experimentally show that the use of similarity metrics within our C2P2 algorithm leads to a direct improvement for 20 out of 21 cryptocurrencies ranging from 0.4% to 17.8%. Without the similarity component, C2P2 still beats competitors on 20 out of 21 cryptocurrencies considered. We show that all these results are statistically significant via a Student's t-test with p<1e-5. Check our demo at https://www.cs.dartmouth.edu/dsail/demos/c2p2
All Neural Networks are Created Equal
Hacohen, Guy, Weinshall, Daphna
One of the unresolved questions in the context of deep learning is the triumph of GD based optimization, which is guaranteed to converge to one of many local minima. To shed light on the nature of the solutions that are thus being discovered, we investigate the ensemble of solutions reached by the same network architecture, with different random initialization of weights and random mini-batches. Surprisingly, we observe that these solutions are in fact very similar - more often than not, each train and test example is either classified correctly by all the networks, or by none at all. Moreover, all the networks seem to share the same learning dynamics, whereby initially the same train and test examples are incorporated into the learnt model, followed by other examples which are learnt in roughly the same order. When different neural network architectures are compared, the same learning dynamics is observed even when one architecture is significantly stronger than the other and achieves higher accuracy. Finally, when investigating other methods that involve the gradual refinement of a solution, such as boosting, once again we see the same learning pattern. In all cases, it appears as if all the classifiers start by learning to classify correctly the same train and test examples, while the more powerful classifiers continue to learn to classify correctly additional examples. These results are incredibly robust, observed for a large variety of architectures, hyperparameters and different datasets of images. Thus we observe that different classification solutions may be discovered by different means, but typically they evolve in roughly the same manner and demonstrate a similar success and failure behavior. For a given dataset, such behavior seems to be strongly correlated with effective generalization, while the induced ranking of examples may reflect inherent structure in the data.
Inverse boosting pruning trees for depression detection on Twitter
Tong, Lei, Xiangrong, null, Zhang, Qianni, Sadka, Abdul, Li, Ling, Zhou, Huiyu
Depression is one of the most common mental health disorders, and a large number of depression people commit suicide each year. Potential depression sufferers do not consult psychological doctors because they feel ashamed or are unaware of any depression, which may result in severe delay of diagnosis and treatment. In the meantime, evidence shows that social media data provides valuable clues about physical and mental health conditions. In this paper, we argue that it is feasible to identify depression at an early stage by mining online social behaviours. Our approach, which is innovative to the practice of depression detection, does not rely on the extraction of numerous or complicated features to achieve accurate depression detection. Instead, we propose a novel classifier, namely, Inverse Boosting Pruning Trees (IBPT), which demonstrates a strong classification ability on a publicly accessible dataset with 7862 Twitter users. To comprehensively evaluate the classification capability of the IBPT, we use three real datasets from the UCI machine learning repository and the IBPT still obtains the best classification results against several state of the arts techniques. The results manifest that our proposed framework is promising for identifying social networks' users with depression.
Disparate Vulnerability: on the Unfairness of Privacy Attacks Against Machine Learning
Yaghini, Mohammad, Kulynych, Bogdan, Troncoso, Carmela
A membership inference attack (MIA) against a machine learning model enables an attacker to determine whether a given data record was part of the model's training dataset or not. Such attacks have been shown to be practical both in centralized and federated settings, and pose a threat in many privacy-sensitive domains such as medicine or law enforcement. In the literature, the effectiveness of these attacks is invariably reported using metrics computed across the whole population. In this paper, we take a closer look at the attack's performance across different subgroups present in the data distributions. We introduce a framework that enables us to efficiently analyze the vulnerability of machine learning models to MIA. We discover that even if the accuracy of MIA looks no better than random guessing over the whole population, subgroups are subject to disparate vulnerability, i.e., certain subgroups can be significantly more vulnerable than others. We provide a theoretical definition for MIA vulnerability which we validate empirically both on synthetic and real data.
An Evaluation Toolkit to Guide Model Selection and Cohort Definition in Causal Inference
Shimoni, Yishai, Karavani, Ehud, Ravid, Sivan, Bak, Peter, Ng, Tan Hung, Alford, Sharon Hensley, Meade, Denise, Goldschmidt, Yaara
Real world observational data, together with causal inference, allow the estimation of causal effects when randomized controlled trials are not available. To be accepted into practice, such predictive models must be validated for the dataset at hand, and thus require a comprehensive evaluation toolkit, as introduced here. Since effect estimation cannot be evaluated directly, we turn to evaluating the various observable properties of causal inference, namely the observed outcome and treatment assignment. We developed a toolkit that expands established machine learning evaluation methods and adds several causal-specific ones. Evaluations can be applied in cross-validation, in a train-test scheme, or on the training data. Multiple causal inference methods are implemented within the toolkit in a way that allows modular use of the underlying machine learning models. Thus, the toolkit is agnostic to the machine learning model that is used. We showcase our approach using a rheumatoid arthritis cohort (consisting of about 120K patients) extracted from the IBM MarketScan(R) Research Database. We introduce an iterative pipeline of data definition, model definition, and model evaluation. Using this pipeline, we demonstrate how each of the evaluation components helps drive model selection and refinement of data extraction criteria in a way that provides more reproducible results and ensures that the causal question is answerable with available data. Furthermore, we show how the evaluation toolkit can be used to ensure that performance is maintained when applied to subsets of the data, thus allowing exploration of questions that move towards personalized medicine.