Statistical Learning
Strategic Classification under Unknown Personalized Manipulation Anonymous Author(s) Affiliation Address email
We study the fundamental mistake bound and sample complexity in the strategic1 classification, where agents can strategically manipulate their feature vector up2 to an extent in order to be predicted as positive. For example, given a classifier3 determining college admission, student candidates may try to take easier classes to4 improve their GPA, retake SAT and change schools in an effort to fool the classifier.5 Ball manipulations are a widely studied class of manipulations in the literature,6 where agents can modify their feature vector within a bounded radius ball. Unlike7 most prior work, our work consider manipulations to be personalized, meaning8 that agents can have different levels of manipulation abilities (e.g., varying radii9 for ball manipulations), and unknown to the learner.10 We formalize the learning problem in an interaction model where the learner11 first deploys a classifier and the agent manipulates the feature vector within their12 manipulation set to game the deployed classifier. We investigate various scenarios13 in terms of the information available to the learner during the interaction, such14 as observing the original feature vector before or after deployment, observing the15 manipulated feature vector, or not seeing either the original or the manipulated16 feature vector. We begin by providing online mistake bounds and PAC sample17 complexity in these scenarios for ball manipulations. We also explore non-ball18 manipulations and show that, even in the simplest scenario where both the original19 and the manipulated feature vectors are revealed, the mistake bounds and sample20 complexity are lower bounded by โฆ(|H|) when the target function belongs to a21 known class H.22
Effective Meta-Regularization by Kernelized Proximal Regularization
We study the problem of meta-learning, which has proved to be advantageous to accelerate learning new tasks with a few samples. The recent approaches based on deep kernels achieve the state-of-the-art performance. However, the regularizers in their base learners are not learnable. In this paper, we propose an algorithm called MetaProx to learn a proximal regularizer for the base learner. We theoretically establish the convergence of MetaProx. Experimental results confirm the advantage of the proposed algorithm.
Absolute Neighbour Difference based Correlation Test for Detecting Heteroscedastic Relationships
It is a challenge to detect complicated data relationships thoroughly. Here, we propose a new statistical measure, named the absolute neighbour difference based neighbour correlation coefficient, to detect the associations between variables through examining the heteroscedasticity of the unpredictable variation of dependent variables. Different from previous studies, the new method concentrates on measuring nonfunctional relationships rather than functional or mixed associations. Either used alone or in combination with other measures, it enables not only a convenient test of heteroscedasticity, but also measuring functional and nonfunctional relationships separately that obviously leads to a deeper insight into the data associations. The method is concise and easy to implement that does not rely on explicitly estimating the regression residuals or the dependencies between variables so that it is not restrict to any kind of model assumption. The mechanisms of the correlation test are proved in theory and demonstrated with numerical analyses.