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 Regression


Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control

arXiv.org Machine Learning

Motivated by a recent literature on the double-descent phenomenon in machine learning, we consider highly over-parameterized models in causal inference, including synthetic control with many control units. In such models, there may be so many free parameters that the model fits the training data perfectly. We first investigate high-dimensional linear regression for imputing wage data and estimating average treatment effects, where we find that models with many more covariates than sample size can outperform simple ones. We then document the performance of high-dimensional synthetic control estimators with many control units. We find that adding control units can help improve imputation performance even beyond the point where the pre-treatment fit is perfect. We provide a unified theoretical perspective on the performance of these high-dimensional models. Specifically, we show that more complex models can be interpreted as model-averaging estimators over simpler ones, which we link to an improvement in average performance. This perspective yields concrete insights into the use of synthetic control when control units are many relative to the number of pre-treatment periods.


Improved Analysis of Sparse Linear Regression in Local Differential Privacy Model

arXiv.org Artificial Intelligence

In this paper, we revisit the problem of sparse linear regression in the local differential privacy (LDP) model. Existing research in the non-interactive and sequentially local models has focused on obtaining the lower bounds for the case where the underlying parameter is $1$-sparse, and extending such bounds to the more general $k$-sparse case has proven to be challenging. Moreover, it is unclear whether efficient non-interactive LDP (NLDP) algorithms exist. To address these issues, we first consider the problem in the $\epsilon$ non-interactive LDP model and provide a lower bound of $\Omega(\frac{\sqrt{dk\log d}}{\sqrt{n}\epsilon})$ on the $\ell_2$-norm estimation error for sub-Gaussian data, where $n$ is the sample size and $d$ is the dimension of the space. We propose an innovative NLDP algorithm, the very first of its kind for the problem. As a remarkable outcome, this algorithm also yields a novel and highly efficient estimator as a valuable by-product. Our algorithm achieves an upper bound of $\tilde{O}({\frac{d\sqrt{k}}{\sqrt{n}\epsilon}})$ for the estimation error when the data is sub-Gaussian, which can be further improved by a factor of $O(\sqrt{d})$ if the server has additional public but unlabeled data. For the sequentially interactive LDP model, we show a similar lower bound of $\Omega({\frac{\sqrt{dk}}{\sqrt{n}\epsilon}})$. As for the upper bound, we rectify a previous method and show that it is possible to achieve a bound of $\tilde{O}(\frac{k\sqrt{d}}{\sqrt{n}\epsilon})$. Our findings reveal fundamental differences between the non-private case, central DP model, and local DP model in the sparse linear regression problem.


Probabilistically Robust Recourse: Navigating the Trade-offs between Costs and Robustness in Algorithmic Recourse

arXiv.org Artificial Intelligence

As machine learning models are increasingly being employed to make consequential decisions in real-world settings, it becomes critical to ensure that individuals who are adversely impacted (e.g., loan denied) by the predictions of these models are provided with a means for recourse. While several approaches have been proposed to construct recourses for affected individuals, the recourses output by these methods either achieve low costs (i.e., ease-of-implementation) or robustness to small perturbations (i.e., noisy implementations of recourses), but not both due to the inherent trade-offs between the recourse costs and robustness. Furthermore, prior approaches do not provide end users with any agency over navigating the aforementioned trade-offs. In this work, we address the above challenges by proposing the first algorithmic framework which enables users to effectively manage the recourse cost vs. More specifically, our framework Probabilistically ROBust rEcourse (PROBE) lets users choose the probability with which a recourse could get invalidated (recourse invalidation rate) if small changes are made to the recourse i.e., the recourse is implemented somewhat noisily. To this end, we propose a novel objective function which simultaneously minimizes the gap between the achieved (resulting) and desired recourse invalidation rates, minimizes recourse costs, and also ensures that the resulting recourse achieves a positive model prediction. We develop novel theoretical results to characterize the recourse invalidation rates corresponding to any given instance w.r.t. Experimental evaluation with multiple real world datasets demonstrates the efficacy of the proposed framework. Machine learning (ML) models are increasingly being deployed to make a variety of consequential decisions in domains such as finance, healthcare, and policy. Consequently, there is a growing emphasis on designing tools and techniques which can provide recourse to individuals who have been adversely impacted by the predictions of these models (Voigt & Von dem Bussche, 2017).


On the Computational Complexity of Private High-dimensional Model Selection via the Exponential Mechanism

arXiv.org Machine Learning

We consider the problem of model selection in a high-dimensional sparse linear regression model under the differential privacy framework. In particular, we consider the problem of differentially private best subset selection and study its utility guarantee. We adopt the well-known exponential mechanism for selecting the best model, and under a certain margin condition, we establish its strong model recovery property. However, the exponential search space of the exponential mechanism poses a serious computational bottleneck. To overcome this challenge, we propose a Metropolis-Hastings algorithm for the sampling step and establish its polynomial mixing time to its stationary distribution in the problem parameters $n,p$, and $s$. Furthermore, we also establish approximate differential privacy for the final estimates of the Metropolis-Hastings random walk using its mixing property. Finally, we also perform some illustrative simulations that echo the theoretical findings of our main results.


On Regularized Sparse Logistic Regression

arXiv.org Machine Learning

Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic regression with nonconvex regularization term. In this paper, we propose a unified framework to solve $\ell_1$-regularized logistic regression, which can be naturally extended to nonconvex regularization term, as long as certain requirement is satisfied. In addition, we also utilize a different line search criteria to guarantee monotone convergence for various regularization terms. Empirical experiments on binary classification tasks with real-world datasets demonstrate our proposed algorithms are capable of performing classification and feature selection effectively at a lower computational cost.


Kernel Cox partially linear regression: building predictive models for cancer patients' survival

arXiv.org Machine Learning

Wide heterogeneity exists in cancer patients' survival, ranging from a few months to several decades. To accurately predict clinical outcomes, it is vital to build an accurate predictive model that relates patients' molecular profiles with patients' survival. With complex relationships between survival and high-dimensional molecular predictors, it is challenging to conduct non-parametric modeling and irrelevant predictors removing simultaneously. In this paper, we build a kernel Cox proportional hazards semi-parametric model and propose a novel regularized garrotized kernel machine (RegGKM) method to fit the model. We use the kernel machine method to describe the complex relationship between survival and predictors, while automatically removing irrelevant parametric and non-parametric predictors through a LASSO penalty. An efficient high-dimensional algorithm is developed for the proposed method. Comparison with other competing methods in simulation shows that the proposed method always has better predictive accuracy. We apply this method to analyze a multiple myeloma dataset and predict patients' death burden based on their gene expressions. Our results can help classify patients into groups with different death risks, facilitating treatment for better clinical outcomes.


A Cognitive Agent Computing-Based Model For The Primary School Student Migration Problem Using A Descriptive Agent-Based Approach

arXiv.org Artificial Intelligence

Students' migration from public to private schools, due to lack of school performance of public schools, is one of the major issues faced by the Government of Punjab to provide compulsory and quality education at low cost. Due to complex adaptive nature of educational system, interdependencies with society, constant feedback loops conventional linear regression methods, for evaluation of effective performance, are ineffective or costly to solve the issue. Linear regression techniques present the static view of the system, which are not enough to understand the complex dynamic nature of educational paradigm. We have presented a Cognitive Agent Computing-Based Model for the School Student Migration Problem Using a Descriptive Agent-Based Modeling approach to understand the causes-effects relationship of student migration. We have presented the primary school students' migration model using descriptive modeling approach along with exploratory modeling. Our research, in the context of Software Engineering of Simulation & Modeling, and exploring the Complex Adaptive nature of school system, is two folds. Firstly, the cause-effect relationship of students' migration is being investigated using Cognitive Descriptive Agent-Based Modeling. Secondly, the formalization extent of Cognitive Agent-Based Computing framework is analyzed by performing its comparative analysis with exploratory modeling protocol 'Overview, Design, and Detail'.


Gem5Pred: Predictive Approaches For Gem5 Simulation Time

arXiv.org Artificial Intelligence

Gem5, an open-source, flexible, and cost-effective simulator, is widely recognized and utilized in both academic and industry fields for hardware simulation. However, the typically time-consuming nature of simulating programs on Gem5 underscores the need for a predictive model that can estimate simulation time. As of now, no such dataset or model exists. In response to this gap, this paper makes a novel contribution by introducing a unique dataset specifically created for this purpose. We also conducted analysis of the effects of different instruction types on the simulation time in Gem5. After this, we employ three distinct models leveraging CodeBERT to execute the prediction task based on the developed dataset. Our superior regression model achieves a Mean Absolute Error (MAE) of 0.546, while our top-performing classification model records an Accuracy of 0.696. Our models establish a foundation for future investigations on this topic, serving as benchmarks against which subsequent models can be compared. We hope that our contribution can simulate further research in this field. The dataset we used is available at https://github.com/XueyangLiOSU/Gem5Pred.


What Learned Representations and Influence Functions Can Tell Us About Adversarial Examples

arXiv.org Artificial Intelligence

Adversarial examples, deliberately crafted using small perturbations to fool deep neural networks, were first studied in image processing and more recently in NLP. While approaches to detecting adversarial examples in NLP have largely relied on search over input perturbations, image processing has seen a range of techniques that aim to characterise adversarial subspaces over the learned representations. In this paper, we adapt two such approaches to NLP, one based on nearest neighbors and influence functions and one on Mahalanobis distances. The former in particular produces a state-of-the-art detector when compared against several strong baselines; moreover, the novel use of influence functions provides insight into how the nature of adversarial example subspaces in NLP relate to those in image processing, and also how they differ depending on the kind of NLP task.


Graph-based methods coupled with specific distributional distances for adversarial attack detection

arXiv.org Artificial Intelligence

Artificial neural networks are prone to being fooled by carefully perturbed inputs which cause an egregious misclassification. These \textit{adversarial} attacks have been the focus of extensive research. Likewise, there has been an abundance of research in ways to detect and defend against them. We introduce a novel approach of detection and interpretation of adversarial attacks from a graph perspective. For an input image, we compute an associated sparse graph using the layer-wise relevance propagation algorithm \cite{bach15}. Specifically, we only keep edges of the neural network with the highest relevance values. Three quantities are then computed from the graph which are then compared against those computed from the training set. The result of the comparison is a classification of the image as benign or adversarial. To make the comparison, two classification methods are introduced: 1) an explicit formula based on Wasserstein distance applied to the degree of node and 2) a logistic regression. Both classification methods produce strong results which lead us to believe that a graph-based interpretation of adversarial attacks is valuable.