Regression
Robust Regression with Ensembles Communicating over Noisy Channels
Ben-Hur, Yuval, Cassuto, Yuval
As machine-learning models grow in size, their implementation requirements cannot be met by a single computer system. This observation motivates distributed settings, in which intermediate computations are performed across a network of processing units, while the central node only aggregates their outputs. However, distributing inference tasks across low-precision or faulty edge devices, operating over a network of noisy communication channels, gives rise to serious reliability challenges. We study the problem of an ensemble of devices, implementing regression algorithms, that communicate through additive noisy channels in order to collaboratively perform a joint regression task. We define the problem formally, and develop methods for optimizing the aggregation coefficients for the parameters of the noise in the channels, which can potentially be correlated. Our results apply to the leading state-of-the-art ensemble regression methods: bagging and gradient boosting. We demonstrate the effectiveness of our algorithms on both synthetic and real-world datasets.
Effective Off-Policy Evaluation and Learning in Contextual Combinatorial Bandits
Shimizu, Tatsuhiro, Tanaka, Koichi, Kishimoto, Ren, Kiyohara, Haruka, Nomura, Masahiro, Saito, Yuta
We explore off-policy evaluation and learning (OPE/L) in contextual combinatorial bandits (CCB), where a policy selects a subset in the action space. For example, it might choose a set of furniture pieces (a bed and a drawer) from available items (bed, drawer, chair, etc.) for interior design sales. This setting is widespread in fields such as recommender systems and healthcare, yet OPE/L of CCB remains unexplored in the relevant literature. Typical OPE/L methods such as regression and importance sampling can be applied to the CCB problem, however, they face significant challenges due to high bias or variance, exacerbated by the exponential growth in the number of available subsets. To address these challenges, we introduce a concept of factored action space, which allows us to decompose each subset into binary indicators. This formulation allows us to distinguish between the ''main effect'' derived from the main actions, and the ''residual effect'', originating from the supplemental actions, facilitating more effective OPE. Specifically, our estimator, called OPCB, leverages an importance sampling-based approach to unbiasedly estimate the main effect, while employing regression-based approach to deal with the residual effect with low variance. OPCB achieves substantial variance reduction compared to conventional importance sampling methods and bias reduction relative to regression methods under certain conditions, as illustrated in our theoretical analysis. Experiments demonstrate OPCB's superior performance over typical methods in both OPE and OPL.
Unconditional Truthfulness: Learning Conditional Dependency for Uncertainty Quantification of Large Language Models
Vazhentsev, Artem, Fadeeva, Ekaterina, Xing, Rui, Panchenko, Alexander, Nakov, Preslav, Baldwin, Timothy, Panov, Maxim, Shelmanov, Artem
Uncertainty quantification (UQ) is a perspective approach to detecting Large Language Model (LLM) hallucinations and low quality output. In this work, we address one of the challenges of UQ in generation tasks that arises from the conditional dependency between the generation steps of an LLM. We propose to learn this dependency from data. We train a regression model, which target variable is the gap between the conditional and the unconditional generation confidence. During LLM inference, we use this learned conditional dependency model to modulate the uncertainty of the current generation step based on the uncertainty of the previous step. Our experimental evaluation on nine datasets and three LLMs shows that the proposed method is highly effective for uncertainty quantification, achieving substantial improvements over rivaling approaches.
In-Context Learning with Representations: Contextual Generalization of Trained Transformers
Yang, Tong, Huang, Yu, Liang, Yingbin, Chi, Yuejie
In-context learning (ICL) refers to a remarkable capability of pretrained large language models, which can learn a new task given a few examples during inference. However, theoretical understanding of ICL is largely under-explored, particularly whether transformers can be trained to generalize to unseen examples in a prompt, which will require the model to acquire contextual knowledge of the prompt for generalization. This paper investigates the training dynamics of transformers by gradient descent through the lens of non-linear regression tasks. The contextual generalization here can be attained via learning the template function for each task in-context, where all template functions lie in a linear space with $m$ basis functions. We analyze the training dynamics of one-layer multi-head transformers to in-contextly predict unlabeled inputs given partially labeled prompts, where the labels contain Gaussian noise and the number of examples in each prompt are not sufficient to determine the template. Under mild assumptions, we show that the training loss for a one-layer multi-head transformer converges linearly to a global minimum. Moreover, the transformer effectively learns to perform ridge regression over the basis functions. To our knowledge, this study is the first provable demonstration that transformers can learn contextual (i.e., template) information to generalize to both unseen examples and tasks when prompts contain only a small number of query-answer pairs.
Branch and Bound to Assess Stability of Regression Coefficients in Uncertain Models
Knaeble, Brian, Hughes, R. Mitchell, Rudolph, George, Abramson, Mark A., Razo, Daniel
It can be difficult to interpret a coefficient of an uncertain model. A slope coefficient of a regression model may change as covariates are added or removed from the model. In the context of high-dimensional data, there are too many model extensions to check. However, as we show here, it is possible to efficiently search, with a branch and bound algorithm, for maximum and minimum values of that adjusted slope coefficient over a discrete space of regularized regression models. Here we introduce our algorithm, along with supporting mathematical results, an example application, and a link to our computer code, to help researchers summarize high-dimensional data and assess the stability of regression coefficients in uncertain models.
A Likelihood-Free Approach to Goal-Oriented Bayesian Optimal Experimental Design
Chakraborty, Atlanta, Huan, Xun, Catanach, Tommie
Conventional Bayesian optimal experimental design seeks to maximize the expected information gain (EIG) on model parameters. However, the end goal of the experiment often is not to learn the model parameters, but to predict downstream quantities of interest (QoIs) that depend on the learned parameters. And designs that offer high EIG for parameters may not translate to high EIG for QoIs. Goal-oriented optimal experimental design (GO-OED) thus directly targets to maximize the EIG of QoIs. We introduce LF-GO-OED (likelihood-free goal-oriented optimal experimental design), a computational method for conducting GO-OED with nonlinear observation and prediction models. LF-GO-OED is specifically designed to accommodate implicit models, where the likelihood is intractable. In particular, it builds a density ratio estimator from samples generated from approximate Bayesian computation (ABC), thereby sidestepping the need for likelihood evaluations or density estimations. The overall method is validated on benchmark problems with existing methods, and demonstrated on scientific applications of epidemiology and neural science.
Impact of Comprehensive Data Preprocessing on Predictive Modelling of COVID-19 Mortality
Das, Sangita, Maji, Subhrajyoti
Accurate predictive models are crucial for analysing COVID-19 mortality trends. This study evaluates the impact of a custom data preprocessing pipeline on ten machine learning models predicting COVID-19 mortality using data from Our World in Data (OWID). Our pipeline differs from a standard preprocessing pipeline through four key steps. Firstly, it transforms weekly reported totals into daily updates, correcting reporting biases and providing more accurate estimates. Secondly, it uses localised outlier detection and processing to preserve data variance and enhance accuracy. Thirdly, it utilises computational dependencies among columns to ensure data consistency. Finally, it incorporates an iterative feature selection process to optimise the feature set and improve model performance. Results show a significant improvement with the custom pipeline: the MLP Regressor achieved a test RMSE of 66.556 and a test R-squared of 0.991, surpassing the DecisionTree Regressor from the standard pipeline, which had a test RMSE of 222.858 and a test R-squared of 0.817. These findings highlight the importance of tailored preprocessing techniques in enhancing predictive modelling accuracy for COVID-19 mortality. Although specific to this study, these methodologies offer valuable insights into diverse datasets and domains, improving predictive performance across various contexts.
Predicting Lung Cancer Patient Prognosis with Large Language Models
Hu, Danqing, Liu, Bing, Li, Xiang, Zhu, Xiaofeng, Wu, Nan
Prognosis prediction is crucial for determining optimal treatment plans for lung cancer patients. Traditionally, such predictions relied on models developed from retrospective patient data. Recently, large language models (LLMs) have gained attention for their ability to process and generate text based on extensive learned knowledge. In this study, we evaluate the potential of GPT-4o mini and GPT-3.5 in predicting the prognosis of lung cancer patients. We collected two prognosis datasets, i.e., survival and post-operative complication datasets, and designed multiple tasks to assess the models' performance comprehensively. Logistic regression models were also developed as baselines for comparison. The experimental results demonstrate that LLMs can achieve competitive, and in some tasks superior, performance in lung cancer prognosis prediction compared to data-driven logistic regression models despite not using additional patient data. These findings suggest that LLMs can be effective tools for prognosis prediction in lung cancer, particularly when patient data is limited or unavailable.
Confidence-weighted integration of human and machine judgments for superior decision-making
Yáñez, Felipe, Luo, Xiaoliang, Minero, Omar Valerio, Love, Bradley C.
Large language models (LLMs) have emerged as powerful tools in various domains. Recent studies have shown that LLMs can surpass humans in certain tasks, such as predicting the outcomes of neuroscience studies. What role does this leave for humans in the overall decision process? One possibility is that humans, despite performing worse than LLMs, can still add value when teamed with them. A human and machine team can surpass each individual teammate when team members' confidence is well-calibrated and team members diverge in which tasks they find difficult (i.e., calibration and diversity are needed). We simplified and extended a Bayesian approach to combining judgments using a logistic regression framework that integrates confidence-weighted judgments for any number of team members. Using this straightforward method, we demonstrated in a neuroscience forecasting task that, even when humans were inferior to LLMs, their combination with one or more LLMs consistently improved team performance. Our hope is that this simple and effective strategy for integrating the judgments of humans and machines will lead to productive collaborations.
Causal modelling without introducing counterfactuals or abstract distributions
Höltgen, Benedikt, Williamson, Robert C.
The most common approach to causal modelling is the potential outcomes framework due to Neyman and Rubin. In this framework, outcomes of counterfactual treatments are assumed to be well-defined. This metaphysical assumption is often thought to be problematic yet indispensable. The conventional approach relies not only on counterfactuals but also on abstract notions of distributions and assumptions of independence that are not directly testable. In this paper, we construe causal inference as treatment-wise predictions for finite populations where all assumptions are testable; this means that one can not only test predictions themselves (without any fundamental problem) but also investigate sources of error when they fail. The new framework highlights the model-dependence of causal claims as well as the difference between statistical and scientific inference.