Regression
Beyond the Norms: Detecting Prediction Errors in Regression Models
Altieri, Andres, Romanelli, Marco, Pichler, Georg, Alberge, Florence, Piantanida, Pablo
This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce the notion of unreliability in regression, i.e., when the output of the regressor exceeds a specified discrepancy (or error). Then, using powerful tools for probabilistic modeling, we estimate the discrepancy density, and we measure its statistical diversity using our proposed metric for statistical dissimilarity. In turn, this allows us to derive a data-driven score that expresses the uncertainty of the regression outcome. We show empirical improvements in error detection for multiple regression tasks, consistently outperforming popular baseline approaches, and contributing to the broader field of uncertainty quantification and safe machine learning systems. Our code is available at https://zenodo.org/records/11281964.
Predictive Performance Comparison of Decision Policies Under Confounding
Guerdan, Luke, Coston, Amanda, Holstein, Kenneth, Wu, Zhiwei Steven
Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing decision-making policy that is generally under-specified and dependent on unobservable factors. These sources of uncertainty are often addressed in practice by making strong assumptions about the data-generating mechanism. In this work, we propose a method to compare the predictive performance of decision policies under a variety of modern identification approaches from the causal inference and off-policy evaluation literatures (e.g., instrumental variable, marginal sensitivity model, proximal variable). Key to our method is the insight that there are regions of uncertainty that we can safely ignore in the policy comparison. We develop a practical approach for finite-sample estimation of regret intervals under no assumptions on the parametric form of the status quo policy. We verify our framework theoretically and via synthetic data experiments. We conclude with a real-world application using our framework to support a pre-deployment evaluation of a proposed modification to a healthcare enrollment policy.
reBandit: Random Effects based Online RL algorithm for Reducing Cannabis Use
Ghosh, Susobhan, Guo, Yongyi, Hung, Pei-Yao, Coughlin, Lara, Bonar, Erin, Nahum-Shani, Inbal, Walton, Maureen, Murphy, Susan
The escalating prevalence of cannabis use, and associated cannabis-use disorder (CUD), poses a significant public health challenge globally. With a notably wide treatment gap, especially among emerging adults (EAs; ages 18-25), addressing cannabis use and CUD remains a pivotal objective within the 2030 United Nations Agenda for Sustainable Development Goals (SDG). In this work, we develop an online reinforcement learning (RL) algorithm called reBandit which will be utilized in a mobile health study to deliver personalized mobile health interventions aimed at reducing cannabis use among EAs. reBandit utilizes random effects and informative Bayesian priors to learn quickly and efficiently in noisy mobile health environments. Moreover, reBandit employs Empirical Bayes and optimization techniques to autonomously update its hyper-parameters online. To evaluate the performance of our algorithm, we construct a simulation testbed using data from a prior study, and compare against commonly used algorithms in mobile health studies. We show that reBandit performs equally well or better than all the baseline algorithms, and the performance gap widens as population heterogeneity increases in the simulation environment, proving its adeptness to adapt to diverse population of study participants.
Evolutionary Computation and Explainable AI: A Roadmap to Transparent Intelligent Systems
Zhou, Ryan, Bacardit, Jaume, Brownlee, Alexander, Cagnoni, Stefano, Fyvie, Martin, Iacca, Giovanni, McCall, John, van Stein, Niki, Walker, David, Hu, Ting
AI methods are finding an increasing number of applications, but their often black-box nature has raised concerns about accountability and trust. The field of explainable artificial intelligence (XAI) has emerged in response to the need for human understanding of AI models. Evolutionary computation (EC), as a family of powerful optimization and learning tools, has significant potential to contribute to XAI. In this paper, we provide an introduction to XAI and review various techniques in current use for explaining machine learning (ML) models. We then focus on how EC can be used in XAI, and review some XAI approaches which incorporate EC techniques. Additionally, we discuss the application of XAI principles within EC itself, examining how these principles can shed some light on the behavior and outcomes of EC algorithms in general, on the (automatic) configuration of these algorithms, and on the underlying problem landscapes that these algorithms optimize. Finally, we discuss some open challenges in XAI and opportunities for future research in this field using EC. Our aim is to demonstrate that EC is well-suited for addressing current problems in explainability and to encourage further exploration of these methods to contribute to the development of more transparent and trustworthy ML models and EC algorithms.
DecoR: Deconfounding Time Series with Robust Regression
Causal inference on time series data is a challenging problem, especially in the presence of unobserved confounders. This work focuses on estimating the causal effect between two time series, which are confounded by a third, unobserved time series. Assuming spectral sparsity of the confounder, we show how in the frequency domain this problem can be framed as an adversarial outlier problem. We introduce Deconfounding by Robust regression (DecoR), a novel approach that estimates the causal effect using robust linear regression in the frequency domain. Considering two different robust regression techniques, we first improve existing bounds on the estimation error for such techniques. Crucially, our results do not require distributional assumptions on the covariates. We can therefore use them in time series settings. Applying these results to DecoR, we prove, under suitable assumptions, upper bounds for the estimation error of DecoR that imply consistency. We show DecoR's effectiveness through experiments on synthetic data. Our experiments furthermore suggest that our method is robust with respect to model misspecification.
Data-driven Power Flow Linearization: Theory
Jia, Mengshuo, Hug, Gabriela, Zhang, Ning, Wang, Zhaojian, Wang, Yi, Kang, Chongqing
This two-part tutorial dives into the field of data-driven power flow linearization (DPFL), a domain gaining increased attention. DPFL stands out for its higher approximation accuracy, wide adaptability, and better ability to implicitly incorporate the latest system attributes. This renders DPFL a potentially superior option for managing the significant fluctuations from renewable energy sources, a step towards realizing a more sustainable energy future, by translating the higher model accuracy into increased economic efficiency and less energy losses. To conduct a deep and rigorous reexamination, this tutorial first classifies existing DPFL methods into DPFL training algorithms and supportive techniques. Their mathematical models, analytical solutions, capabilities, limitations, and generalizability are systematically examined, discussed, and summarized. In addition, this tutorial reviews existing DPFL experiments, examining the settings of test systems, the fidelity of datasets, and the comparison made among a limited number of DPFL methods. Further, this tutorial implements extensive numerical comparisons of all existing DPFL methods (40 methods in total) and four classic physics-driven approaches, focusing on their generalizability, applicability, accuracy, and computational efficiency. Through these simulationmethodss, this tutorial aims to reveal the actual performance of all the methods (including the performances exposed to data noise or outliers), guiding the selection of appropriate linearization methods. Furthermore, this tutorial discusses future directions based on the theoretical and numerical insights gained. As the first part, this paper reexamines DPFL theories, covering all the training algorithms and supportive techniques. Capabilities, limitations, and aspects of generalizability, which were previously unmentioned in the literature, have been identified.
#EpiTwitter: Public Health Messaging During the COVID-19 Pandemic
Rao, Ashwin, Sabri, Nazanin, Guo, Siyi, Raschid, Louiqa, Lerman, Kristina
Effective communication during health crises is critical, with social media serving as a key platform for public health experts (PHEs) to engage with the public. However, it also amplifies pseudo-experts promoting contrarian views. Despite its importance, the role of emotional and moral language in PHEs' communication during COVID-19 remains under explored. This study examines how PHEs and pseudo-experts communicated on Twitter during the pandemic, focusing on emotional and moral language and their engagement with political elites. Analyzing tweets from 489 PHEs and 356 pseudo-experts from January 2020 to January 2021, alongside public responses, we identified key priorities and differences in messaging strategy. PHEs prioritize masking, healthcare, education, and vaccines, using positive emotional language like optimism. In contrast, pseudo-experts discuss therapeutics and lockdowns more frequently, employing negative emotions like pessimism and disgust. Negative emotional and moral language tends to drive engagement, but positive language from PHEs fosters positivity in public responses. PHEs exhibit liberal partisanship, expressing more positivity towards liberals and negativity towards conservative elites, while pseudo-experts show conservative partisanship. These findings shed light on the polarization of COVID-19 discourse and underscore the importance of strategic use of emotional and moral language by experts to mitigate polarization and enhance public trust.
Complexity-Aware Deep Symbolic Regression with Robust Risk-Seeking Policy Gradients
Bastiani, Zachary, Kirby, Robert M., Hochhalter, Jacob, Zhe, Shandian
This paper proposes a novel deep symbolic regression approach to enhance the robustness and interpretability of data-driven mathematical expression discovery. Despite the success of the state-of-the-art method, DSR, it is built on recurrent neural networks, purely guided by data fitness, and potentially meet tail barriers, which can zero out the policy gradient and cause inefficient model updates. To overcome these limitations, we use transformers in conjunction with breadth-first-search to improve the learning performance. We use Bayesian information criterion (BIC) as the reward function to explicitly account for the expression complexity and optimize the trade-off between interpretability and data fitness. We propose a modified risk-seeking policy that not only ensures the unbiasness of the gradient, but also removes the tail barriers, thus ensuring effective updates from top performers. Through a series of benchmarks and systematic experiments, we demonstrate the advantages of our approach.
A local squared Wasserstein-2 method for efficient reconstruction of models with uncertainty
In this paper, we propose a local squared Wasserstein-2 (W_2) method to solve the inverse problem of reconstructing models with uncertain latent variables or parameters. A key advantage of our approach is that it does not require prior information on the distribution of the latent variables or parameters in the underlying models. Instead, our method can efficiently reconstruct the distributions of the output associated with different inputs based on empirical distributions of observation data. We demonstrate the effectiveness of our proposed method across several uncertainty quantification (UQ) tasks, including linear regression with coefficient uncertainty, training neural networks with weight uncertainty, and reconstructing ordinary differential equations (ODEs) with a latent random variable.
A Statistical Theory of Regularization-Based Continual Learning
Zhao, Xuyang, Wang, Huiyuan, Huang, Weiran, Lin, Wei
We provide a statistical analysis of regularization-based continual learning on a sequence of linear regression tasks, with emphasis on how different regularization terms affect the model performance. We first derive the convergence rate for the oracle estimator obtained as if all data were available simultaneously. Next, we consider a family of generalized $\ell_2$-regularization algorithms indexed by matrix-valued hyperparameters, which includes the minimum norm estimator and continual ridge regression as special cases. As more tasks are introduced, we derive an iterative update formula for the estimation error of generalized $\ell_2$-regularized estimators, from which we determine the hyperparameters resulting in the optimal algorithm. Interestingly, the choice of hyperparameters can effectively balance the trade-off between forward and backward knowledge transfer and adjust for data heterogeneity. Moreover, the estimation error of the optimal algorithm is derived explicitly, which is of the same order as that of the oracle estimator. In contrast, our lower bounds for the minimum norm estimator and continual ridge regression show their suboptimality. A byproduct of our theoretical analysis is the equivalence between early stopping and generalized $\ell_2$-regularization in continual learning, which may be of independent interest. Finally, we conduct experiments to complement our theory.