Statistical Learning
Direct Preference-Based Evolutionary Multi-Objective Optimization with Dueling Bandits
The ultimate goal of multi-objective optimization (MO) is to assist human decision-makers (DMs) in identifying solutions of interest (SOI) that optimally reconcile multiple objectives according to their preferences. Yet, current PBEMO approaches are prone to be inefficient and misaligned with the DM's true aspirations, especially when inadvertently exploiting mis-calibrated reward models. This is further exacerbated when considering the stochastic nature of human feedback. This paper proposes a novel framework that navigates MO to SOI by directly leveraging human feedback without being restricted by a predefined reward model nor cumbersome model selection. Specifically, we developed a clustering-based stochastic dueling bandits algorithm that strategically scales well to high-dimensional dueling bandits, and achieves a regret of \mathcal{O}(K 2\log T), where K is the number of clusters and T is the number of rounds.
A Non-parametric Direct Learning Approach to Heterogeneous Treatment Effect Estimation under Unmeasured Confounding
In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on heterogeneity in treatment effects, leading to the development of various methods for estimating Conditional Average Treatment Effects (CATE). These approaches hinge on a crucial identifying condition of no unmeasured confounding, an assumption that is not always guaranteed in observational studies or randomized control trials with non-compliance. In this paper, we proposed a general framework for estimating CATE with a possible unmeasured confounder using Instrumental Variables. We also construct estimators that exhibit greater efficiency and robustness against various scenarios of model misspecification.
PSL: Rethinking and Improving Softmax Loss from Pairwise Perspective for Recommendation
Softmax Loss (SL) is widely applied in recommender systems (RS) and has demonstrated effectiveness. This work analyzes SL from a pairwise perspective, revealing two significant limitations: 1) the relationship between SL and conventional ranking metrics like DCG is not sufficiently tight; 2) SL is highly sensitive to false negative instances. Our analysis indicates that these limitations are primarily due to the use of the exponential function. To address these issues, this work extends SL to a new family of loss functions, termed Pairwise Softmax Loss (PSL), which replaces the exponential function in SL with other appropriate activation functions. While the revision is minimal, we highlight three merits of PSL: 1) it serves as a tighter surrogate for DCG with suitable activation functions; 2) it better balances data contributions; and 3) it acts as a specific BPR loss enhanced by Distributionally Robust Optimization (DRO).
EyeGraph: Modularity-aware Spatio Temporal Graph Clustering for Continuous Event-based Eye Tracking
Continuous tracking of eye movement dynamics plays a significant role in developing a broad spectrum of human-centered applications, such as cognitive skills (visual attention and working memory) modeling, human-machine interaction, biometric user authentication, and foveated rendering. Recently neuromorphic cameras have garnered significant interest in the eye-tracking research community, owing to their sub-microsecond latency in capturing intensity changes resulting from eye movements. Nevertheless, the existing approaches for event-based eye tracking suffer from several limitations: dependence on RGB frames, label sparsity, and training on datasets collected in controlled lab environments that do not adequately reflect real-world scenarios. To address these limitations, in this paper, we propose a dynamic graph-based approach that uses a neuromorphic event stream captured by Dynamic Vision Sensors (DVS) for high-fidelity tracking of pupillary movement. More specifically, first, we present EyeGraph, a large-scale multi-modal near-eye tracking dataset collected using a wearable event camera attached to a head-mounted device from 40 participants -- the dataset was curated while mimicking in-the-wild settings, accounting for varying mobility and ambient lighting conditions.
How Transformers Utilize Multi-Head Attention in In-Context Learning? A Case Study on Sparse Linear Regression
Despite the remarkable success of transformer-based models in various real-world tasks, their underlying mechanisms remain poorly understood. Recent studies have suggested that transformers can implement gradient descent as an in-context learner for linear regression problems and have developed various theoretical analyses accordingly. However, these works mostly focus on the expressive power of transformers by designing specific parameter constructions, lacking a comprehensive understanding of their inherent working mechanisms post-training. In this study, we consider a sparse linear regression problem and investigate how a trained multi-head transformer performs in-context learning. We experimentally discover that the utilization of multi-heads exhibits different patterns across layers: multiple heads are utilized and essential in the first layer, while usually only a single head is sufficient for subsequent layers.
Derivatives of Stochastic Gradient Descent in parametric optimization
We consider stochastic optimization problems where the objective depends on some parameter, as commonly found in hyperparameter optimization for instance. We investigate the behavior of the derivatives of the iterates of Stochastic Gradient Descent (SGD) with respect to that parameter and show that they are driven by an inexact SGD recursion on a different objective function, perturbed by the convergence of the original SGD. This enables us to establish that the derivatives of SGD converge to the derivative of the solution mapping in terms of mean squared error whenever the objective is strongly convex. Specifically, we demonstrate that with constant step-sizes, these derivatives stabilize within a noise ball centered at the solution derivative, and that with vanishing step-sizes they exhibit O(\log(k) 2 / k) convergence rates. Additionally, we prove exponential convergence in the interpolation regime.
Fully Dynamic Consistent Facility Location
We consider classic clustering problems in fully dynamic data streams, where data elements can be both inserted and deleted. In this context, several parameters are of importance: (1) the quality of the solution after each insertion or deletion, (2) the time it takes to update the solution, and (3) how different consecutive solutions are. The question of obtaining efficient algorithms in this context for facility location, k -median and k -means has been raised in a recent paper by Hubert-Chan et al. [WWW'18] and also appears as a natural follow-up on the online model with recourse studied by Lattanzi and Vassilvitskii [ICML'17] (i.e.: in insertion-only streams). In this paper, we focus on general metric spaces and mainly on the facility location problem. We give an arguably simple algorithm that maintains a constant factor approximation, with O(n\log n) update time, and total recourse O(n) .
Sigmoid Gating is More Sample Efficient than Softmax Gating in Mixture of Experts
The softmax gating function is arguably the most popular choice in mixture of experts modeling. Despite its widespread use in practice, the softmax gating may lead to unnecessary competition among experts, potentially causing the undesirable phenomenon of representation collapse due to its inherent structure. In response, the sigmoid gating function has been recently proposed as an alternative and has been demonstrated empirically to achieve superior performance. However, a rigorous examination of the sigmoid gating function is lacking in current literature. In this paper, we verify theoretically that the sigmoid gating, in fact, enjoys a higher sample efficiency than the softmax gating for the statistical task of expert estimation.
Treeffuser: probabilistic prediction via conditional diffusions with gradient-boosted trees
Probabilistic prediction aims to compute predictive distributions rather than single point predictions. These distributions enable practitioners to quantify uncertainty, compute risk, and detect outliers. However, most probabilistic methods assume parametric responses, such as Gaussian or Poisson distributions. When these assumptions fail, such models lead to bad predictions and poorly calibrated uncertainty. In this paper, we propose Treeffuser, an easy-to-use method for probabilistic prediction on tabular data.
Leader Stochastic Gradient Descent for Distributed Training of Deep Learning Models
We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by the currently best-performing worker (leader). Our method differs from the parameter-averaging scheme EASGD in a number of ways: (i) our objective formulation does not change the location of stationary points compared to the original optimization problem; (ii) we avoid convergence decelerations caused by pulling local workers descending to different local minima to each other (i.e. to the average of their parameters); (iii) our update by design breaks the curse of symmetry (the phenomenon of being trapped in poorly generalizing sub-optimal solutions in symmetric non-convex landscapes); and (iv) our approach is more communication efficient since it broadcasts only parameters of the leader rather than all workers. We provide theoretical analysis of the batch version of the proposed algorithm, which we call Leader Gradient Descent (LGD), and its stochastic variant (LSGD). Finally, we implement an asynchronous version of our algorithm and extend it to the multi-leader setting, where we form groups of workers, each represented by its own local leader (the best performer in a group), and update each worker with a corrective direction comprised of two attractive forces: one to the local, and one to the global leader (the best performer among all workers).