Regression
Transfer Learning for Nonparametric Regression: Non-asymptotic Minimax Analysis and Adaptive Procedure
Transfer learning for nonparametric regression is considered. We first study the non-asymptotic minimax risk for this problem and develop a novel estimator called the confidence thresholding estimator, which is shown to achieve the minimax optimal risk up to a logarithmic factor. Our results demonstrate two unique phenomena in transfer learning: auto-smoothing and super-acceleration, which differentiate it from nonparametric regression in a traditional setting. We then propose a data-driven algorithm that adaptively achieves the minimax risk up to a logarithmic factor across a wide range of parameter spaces. Simulation studies are conducted to evaluate the numerical performance of the adaptive transfer learning algorithm, and a real-world example is provided to demonstrate the benefits of the proposed method.
Machine Learning-Based Analysis of Ebola Virus' Impact on Gene Expression in Nonhuman Primates
Rezapour, Mostafa, Niazi, Muhammad Khalid Khan, Lu, Hao, Narayanan, Aarthi, Gurcan, Metin Nafi
This study introduces the Supervised Magnitude-Altitude Scoring (SMAS) methodology, a machine learning-based approach, for analyzing gene expression data obtained from nonhuman primates (NHPs) infected with Ebola virus (EBOV). We utilize a comprehensive dataset of NanoString gene expression profiles from Ebola-infected NHPs, deploying the SMAS system for nuanced host-pathogen interaction analysis. SMAS effectively combines gene selection based on statistical significance and expression changes, employing linear classifiers such as logistic regression to accurately differentiate between RT-qPCR positive and negative NHP samples. A key finding of our research is the identification of IFI6 and IFI27 as critical biomarkers, demonstrating exceptional predictive performance with 100% accuracy and Area Under the Curve (AUC) metrics in classifying various stages of Ebola infection. Alongside IFI6 and IFI27, genes, including MX1, OAS1, and ISG15, were significantly upregulated, highlighting their essential roles in the immune response to EBOV. Our results underscore the efficacy of the SMAS method in revealing complex genetic interactions and response mechanisms during EBOV infection. This research provides valuable insights into EBOV pathogenesis and aids in developing more precise diagnostic tools and therapeutic strategies to address EBOV infection in particular and viral infection in general.
Reframing Offline Reinforcement Learning as a Regression Problem
Koirala, Prajwal, Fleming, Cody
The study proposes the reformulation of offline reinforcement learning as a regression problem that can be solved with decision trees. Aiming to predict actions based on input states, return-to-go (RTG), and timestep information, we observe that with gradient-boosted trees, the agent training and inference are very fast, the former taking less than a minute. Despite the simplification inherent in this reformulated problem, our agent demonstrates performance that is at least on par with established methods. This assertion is validated by testing it across standard datasets associated with D4RL Gym-MuJoCo tasks. We further discuss the agent's ability to generalize by testing it on two extreme cases, how it learns to model the return distributions effectively even with highly skewed expert datasets, and how it exhibits robust performance in scenarios with sparse/delayed rewards.
Multicollinearity Resolution Based on Machine Learning: A Case Study of Carbon Emissions in Sichuan Province
Zhang, Xuanming, Wang, Xiaoxue, Chen, Yonghang
This study preprocessed 2000-2019 energy consumption data for 46 key Sichuan industries using matrix normalization. DBSCAN clustering identified 16 feature classes to objectively group industries. Penalized regression models were then applied for their advantages in overfitting control, high-dimensional data processing, and feature selection - well-suited for the complex energy data. Results showed the second cluster around coal had highest emissions due to production needs. Emissions from gasoline-focused and coke-focused clusters were also significant. Based on this, emission reduction suggestions included clean coal technologies, transportation management, coal-electricity replacement in steel, and industry standardization. The research introduced unsupervised learning to objectively select factors and aimed to explore new emission reduction avenues. In summary, the study identified industry groupings, assessed emissions drivers, and proposed scientific reduction strategies to better inform decision-making using algorithms like DBSCAN and penalized regression models.
Estimating heterogeneous treatment effect from survival outcomes via (orthogonal) censoring unbiased learning
Xu, Shenbo, Cobzaru, Raluca, Zheng, Bang, Finkelstein, Stan N., Welsch, Roy E., Ng, Kenney, Tzoulaki, Ioanna, Shahn, Zach
Methods for estimating heterogeneous treatment effects (HTE) from observational data have largely focused on continuous or binary outcomes, with less attention paid to survival outcomes and almost none to settings with competing risks. In this work, we develop censoring unbiased transformations (CUTs) for survival outcomes both with and without competing risks.After converting time-to-event outcomes using these CUTs, direct application of HTE learners for continuous outcomes yields consistent estimates of heterogeneous cumulative incidence effects, total effects, and separable direct effects. Our CUTs enable application of a much larger set of state of the art HTE learners for censored outcomes than had previously been available, especially in competing risks settings. We provide generic model-free learner-specific oracle inequalities bounding the finite-sample excess risk. The oracle efficiency results depend on the oracle selector and estimated nuisance functions from all steps involved in the transformation. We demonstrate the empirical performance of the proposed methods in simulation studies.
Distributionally Robust Policy Evaluation under General Covariate Shift in Contextual Bandits
Guo, Yihong, Liu, Hao, Yue, Yisong, Liu, Anqi
We introduce a distributionally robust approach that enhances the reliability of offline policy evaluation in contextual bandits under general covariate shifts. Our method aims to deliver robust policy evaluation results in the presence of discrepancies in both context and policy distribution between logging and target data. Central to our methodology is the application of robust regression -- a distributionally robust technique tailored here to improve the estimation of conditional reward distribution from logging data. Utilizing the reward model obtained from robust regression, we develop a comprehensive suite of policy value estimators, by integrating our reward model into established evaluation frameworks, namely direct methods and doubly robust methods. Through theoretical analysis, we further establish that the proposed policy value estimators offer a finite sample upper bound for the bias, providing a clear advantage over traditional methods, especially when the shift is large. Finally, we designed an extensive range of policy evaluation scenarios, covering diverse magnitudes of shifts and a spectrum of logging and target policies. Our empirical results indicate that our approach significantly outperforms baseline methods, most notably in 90% of the cases under the policy shift-only settings and 72% of the scenarios under the general covariate shift settings.
Fast Registration of Photorealistic Avatars for VR Facial Animation
Patel, Chaitanya, Bai, Shaojie, Wang, Te-Li, Saragih, Jason, Wei, Shih-En
Virtual Reality (VR) bares promise of social interactions that can feel more immersive than other media. Key to this is the ability to accurately animate a photorealistic avatar of one's likeness while wearing a VR headset. Although high quality registration of person-specific avatars to headset-mounted camera (HMC) images is possible in an offline setting, the performance of generic realtime models are significantly degraded. Online registration is also challenging due to oblique camera views and differences in modality. In this work, we first show that the domain gap between the avatar and headset-camera images is one of the primary sources of difficulty, where a transformer-based architecture achieves high accuracy on domain-consistent data, but degrades when the domain-gap is re-introduced. Building on this finding, we develop a system design that decouples the problem into two parts: 1) an iterative refinement module that takes in-domain inputs, and 2) a generic avatar-guided image-to-image style transfer module that is conditioned on current estimation of expression and head pose. These two modules reinforce each other, as image style transfer becomes easier when close-to-ground-truth examples are shown, and better domain-gap removal helps registration. Our system produces high-quality results efficiently, obviating the need for costly offline registration to generate personalized labels. We validate the accuracy and efficiency of our approach through extensive experiments on a commodity headset, demonstrating significant improvements over direct regression methods as well as offline registration.
Learning from Aggregate responses: Instance Level versus Bag Level Loss Functions
Javanmard, Adel, Chen, Lin, Mirrokni, Vahab, Badanidiyuru, Ashwinkumar, Fu, Gang
Due to the rise of privacy concerns, in many practical applications the training data is aggregated before being shared with the learner, in order to protect privacy of users' sensitive responses. In an aggregate learning framework, the dataset is grouped into bags of samples, where each bag is available only with an aggregate response, providing a summary of individuals' responses in that bag. In this paper, we study two natural loss functions for learning from aggregate responses: bag-level loss and the instance-level loss. In the former, the model is learnt by minimizing a loss between aggregate responses and aggregate model predictions, while in the latter the model aims to fit individual predictions to the aggregate responses. In this work, we show that the instance-level loss can be perceived as a regularized form of the bag-level loss. This observation lets us compare the two approaches with respect to bias and variance of the resulting estimators, and introduce a novel interpolating estimator which combines the two approaches. For linear regression tasks, we provide a precise characterization of the risk of the interpolating estimator in an asymptotic regime where the size of the training set grows in proportion to the features dimension. Our analysis allows us to theoretically understand the effect of different factors, such as bag size on the model prediction risk. In addition, we propose a mechanism for differentially private learning from aggregate responses and derive the optimal bag size in terms of prediction risk-privacy trade-off. We also carry out thorough experiments to corroborate our theory and show the efficacy of the interpolating estimator.
Empowering Aggregators with Practical Data-Driven Tools: Harnessing Aggregated and Disaggregated Flexibility for Demand Response
Mylonas, Costas, Boric, Donata, Maric, Leila Luttenberger, Tsitsanis, Alexandros, Petrianou, Eleftheria, Foti, Magda
This study explores the crucial interplay between aggregators and building occupants in activating flexibility through Demand Response (DR) programs, with a keen focus on achieving robust decarbonization and fortifying the resilience of the energy system amidst the uncertainties presented by Renewable Energy Sources (RES). Firstly, it introduces a methodology of optimizing aggregated flexibility provision strategies in environments with limited data, utilizing Discrete Fourier Transformation (DFT) and clustering techniques to identify building occupant's activity patterns. Secondly, the study assesses the disaggregated flexibility provision of Heating Ventilation and Air Conditioning (HVAC) systems during DR events, employing machine learning and optimization techniques for precise, device-level analysis. The first approach offers a non-intrusive pathway for aggregators to provide flexibility services in environments of a single smart meter for the whole building's consumption, while the second approach carefully considers building occupants' thermal comfort profiles, while maximizing flexibility in case of existence of dedicated smart meters to the HVAC systems. Through the application of data-driven techniques and encompassing case studies from both industrial and residential buildings, this paper not only unveils pivotal opportunities for aggregators in the balancing and emerging flexibility markets but also successfully develops end-to-end practical tools for aggregators. Furthermore, the efficacy of this tool is validated through detailed case studies, substantiating its operational capability and contributing to the evolution of a resilient and efficient energy system.
Beyond RMSE and MAE: Introducing EAUC to unmask hidden bias and unfairness in dyadic regression models
Paz-Ruza, Jorge, Alonso-Betanzos, Amparo, Guijarro-Berdiñas, Bertha, Cancela, Brais, Eiras-Franco, Carlos
This research paper delves into three interrelated aspects: regression over dyadic data, the evaluation of such tasks, and the pervasive issue of unfairness biases in AI. Dyadic data systems play a significant role in our data-driven world, being at the core of recommendation engines, personalized content delivery, and countless applications which involve understanding complex relationships between entities like products, movies, or even potential job candidates. In these contexts, regression over dyadic data becomes the process of predicting values for a given pair of entities, such as user ratings for specific products or evaluating the suitability of a job applicant. These predictions can influence anything, from purchasing decisions to employment opportunities. However, within these critical tasks, the presence of biases related to unfairness can have profound implications, such as disparate impacts on minority or vulnerable groups, unequal access to opportunities, and discriminatory decision-making processes [1] [2]. From a legal perspective, regulations and guidelines are emerging globally to ensure fairness and ethics in AI systems. For instance, the European Union's AI Act will regulate that AI systems must