Statistical Learning
Leveraging priors on distribution functions for multi-arm bandits
Vashishtha, Sumit, Maillard, Odalric-Ambrym
We introduce Dirichlet Process Posterior Sampling (DPPS), a Bayesian non-parametric algorithm for multi-arm bandits based on Dirichlet Process (DP) priors. Like Thompson-sampling, DPPS is a probability-matching algorithm, i.e., it plays an arm based on its posterior-probability of being optimal. Instead of assuming a parametric class for the reward generating distribution of each arm, and then putting a prior on the parameters, in DPPS the reward generating distribution is directly modeled using DP priors. DPPS provides a principled approach to incorporate prior belief about the bandit environment, and in the noninformative limit of the DP posteriors (i.e. Bayesian Bootstrap), we recover Non Parametric Thompson Sampling (NPTS), a popular non-parametric bandit algorithm, as a special case of DPPS. We employ stick-breaking representation of the DP priors, and show excellent empirical performance of DPPS in challenging synthetic and real world bandit environments. Finally, using an information-theoretic analysis, we show non-asymptotic optimality of DPPS in the Bayesian regret setup.
Poisoning Bayesian Inference via Data Deletion and Replication
Carreau, Matthieu, Naveiro, Roi, Caballero, William N.
Research in adversarial machine learning (AML) has shown that statistical models are vulnerable to maliciously altered data. However, despite advances in Bayesian machine learning models, most AML research remains concentrated on classical techniques. Therefore, we focus on extending the white-box model poisoning paradigm to attack generic Bayesian inference, highlighting its vulnerability in adversarial contexts. A suite of attacks are developed that allow an attacker to steer the Bayesian posterior toward a target distribution through the strategic deletion and replication of true observations, even when only sampling access to the posterior is available. Analytic properties of these algorithms are proven and their performance is empirically examined in both synthetic and real-world scenarios. With relatively little effort, the attacker is able to substantively alter the Bayesian's beliefs and, by accepting more risk, they can mold these beliefs to their will. By carefully constructing the adversarial posterior, surgical poisoning is achieved such that only targeted inferences are corrupted and others are minimally disturbed.
Learning Causal Response Representations through Direct Effect Analysis
Durand, Homer, Varando, Gherardo, Camps-Valls, Gustau
We propose a novel approach for learning causal response representations. Our method aims to extract directions in which a multidimensional outcome is most directly caused by a treatment variable. By bridging conditional independence testing with causal representation learning, we formulate an optimisation problem that maximises the evidence against conditional independence between the treatment and outcome, given a conditioning set. This formulation employs flexible regression models tailored to specific applications, creating a versatile framework. The problem is addressed through a generalised eigenvalue decomposition. We show that, under mild assumptions, the distribution of the largest eigenvalue can be bounded by a known $F$-distribution, enabling testable conditional independence. We also provide theoretical guarantees for the optimality of the learned representation in terms of signal-to-noise ratio and Fisher information maximisation. Finally, we demonstrate the empirical effectiveness of our approach in simulation and real-world experiments. Our results underscore the utility of this framework in uncovering direct causal effects within complex, multivariate settings.
Enhancing Poverty Targeting with Spatial Machine Learning: An application to Indonesia
Martinez, Rolando Gonzales, Cooray, Mariza
This study leverages spatial machine learning (SML) to enhance the accuracy of Proxy Means Testing (PMT) for poverty targeting in Indonesia. Conventional PMT methodologies are prone to exclusion and inclusion errors due to their inability to account for spatial dependencies and regional heterogeneity. By integrating spatial contiguity matrices, SML models mitigate these limitations, facilitating a more precise identification and comparison of geographical poverty clusters. Utilizing household survey data from the Social Welfare Integrated Data Survey (DTKS) for the periods 2016 to 2020 and 2016 to 2021, this study examines spatial patterns in income distribution and delineates poverty clusters at both provincial and district levels. Empirical findings indicate that the proposed SML approach reduces exclusion errors from 28% to 20% compared to standard machine learning models, underscoring the critical role of spatial analysis in refining machine learning-based poverty targeting. These results highlight the potential of SML to inform the design of more equitable and effective social protection policies, particularly in geographically diverse contexts. Future research can explore the applicability of spatiotemporal models and assess the generalizability of SML approaches across varying socio-economic settings.
Golden Ratio Weighting Prevents Model Collapse
He, Hengzhi, Xu, Shirong, Cheng, Guang
Recent studies identified an intriguing phenomenon in recursive generative model training known as model collapse, where models trained on data generated by previous models exhibit severe performance degradation. Addressing this issue and developing more effective training strategies have become central challenges in generative model research. In this paper, we investigate this phenomenon theoretically within a novel framework, where generative models are iteratively trained on a combination of newly collected real data and synthetic data from the previous training step. To develop an optimal training strategy for integrating real and synthetic data, we evaluate the performance of a weighted training scheme in various scenarios, including Gaussian distribution estimation and linear regression. We theoretically characterize the impact of the mixing proportion and weighting scheme of synthetic data on the final model's performance. Our key finding is that, across different settings, the optimal weighting scheme under different proportions of synthetic data asymptotically follows a unified expression, revealing a fundamental trade-off between leveraging synthetic data and generative model performance. Notably, in some cases, the optimal weight assigned to real data corresponds to the reciprocal of the golden ratio. Finally, we validate our theoretical results on extensive simulated datasets and a real tabular dataset.
Navigating Intelligence: A Survey of Google OR-Tools and Machine Learning for Global Path Planning in Autonomous Vehicles
Benoit, Alexandre, Asef, Pedram
We offer a new in-depth investigation of global path planning (GPP) for unmanned ground vehicles, an autonomous mining sampling robot named ROMIE. GPP is essential for ROMIE's optimal performance, which is translated into solving the traveling salesman problem, a complex graph theory challenge that is crucial for determining the most effective route to cover all sampling locations in a mining field. This problem is central to enhancing ROMIE's operational efficiency and competitiveness against human labor by optimizing cost and time. The primary aim of this research is to advance GPP by developing, evaluating, and improving a cost-efficient software and web application. We delve into an extensive comparison and analysis of Google operations research (OR)-Tools optimization algorithms. Our study is driven by the goal of applying and testing the limits of OR-Tools capabilities by integrating Reinforcement Learning techniques for the first time. This enables us to compare these methods with OR-Tools, assessing their computational effectiveness and real-world application efficiency. Our analysis seeks to provide insights into the effectiveness and practical application of each technique. Our findings indicate that Q-Learning stands out as the optimal strategy, demonstrating superior efficiency by deviating only 1.2% on average from the optimal solutions across our datasets.
Flow-based Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems
Wang, Xintong, Guan, Xiaofei, Guo, Ling, Wu, Hao
Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems is a fundamental yet challenging problem in many fields of science and engineering. Existing methods face significant obstacles: Gaussian-based filters struggle with non-Gaussian distributions, while sequential Monte Carlo methods are computationally intensive and prone to particle degeneracy in high dimensions. Although generative models in machine learning have made significant progress in modeling high-dimensional non-Gaussian distributions, their inefficiency in online updating limits their applicability to filtering problems. To address these challenges, we propose a flow-based Bayesian filter (FBF) that integrates normalizing flows to construct a novel latent linear state-space model with Gaussian filtering distributions. This framework facilitates efficient density estimation and sampling using invertible transformations provided by normalizing flows, and it enables the construction of filters in a data-driven manner, without requiring prior knowledge of system dynamics or observation models. Numerical experiments demonstrate the superior accuracy and efficiency of FBF.
dnamite: A Python Package for Neural Additive Models
Van Ness, Mike, Udell, Madeleine
Additive models offer accurate and interpretable predictions for tabular data, a critical tool for statistical modeling. Recent advances in Neural Additive Models (NAMs) allow these models to handle complex machine learning tasks, including feature selection and survival analysis, on large-scale data. This paper introduces dnamite, a Python package that implements NAMs for these advanced applications. dnamite provides a scikit-learn style interface to train regression, classification, and survival analysis NAMs, with built-in support for feature selection. We describe the methodology underlying dnamite, its design principles, and its implementation. Through an application to the MIMIC III clinical dataset, we demonstrate the utility of dnamite in a real-world setting where feature selection and survival analysis are both important. The package is publicly available via pip and documented at dnamite.readthedocs.io.
Sarcasm Detection as a Catalyst: Improving Stance Detection with Cross-Target Capabilities
Hong, Gibson Nkhata Shi Yin, Gauch, Susan
--Stance Detection (SD) in social media has become a critical area of interest due to its applications in social, business, and political contexts, leading to increased research within Natural Language Processing (NLP). However, the subtlety, nuance, and complexity of texts sourced from online platforms, often containing sarcasm and figurative language, pose significant challenges for SD algorithms in accurately determining the author's stance. This paper addresses these challenges by employing sarcasm detection as an intermediate-task transfer learning approach specifically designed for SD. Additionally, it tackles the issue of insufficient annotated data for training SD models on new targets by conducting many-to-one Cross-T arget SD (CTSD). The proposed methodology involves fine-tuning BERT and RoBERT a models, followed by sequential concatenation with convolutional layers, Bidirectional Long Short T erm Memory (BiLSTM), and dense layers. Rigorous experiments are conducted on publicly available benchmark datasets to evaluate the effectiveness of our transfer-learning framework. The approach is assessed against various State-Of-The-Art (SOT A) baselines for SD, demonstrating superior performance. Notably, our model outperforms the best SOT A models in both in-domain SD and CTSD tasks, even before the incorporation of sarcasm-detection pre-training. The integration of sarcasm knowledge into the model significantly reduces misclassifications of sarcastic text elements in SD, allowing our model to accurately predict 85% of texts that were previously misclassified without sarcasm-detection pre-training on in-domain SD. This enhancement contributes to an increase in the model's average macro F1-score. The CTSD task achieves performance comparable to that of the in-domain task, despite using a zero-shot fine-tuning approach, curtailing the lack of annotated samples for training unseen targets problem. Furthermore, our experiments reveal that the success of the transfer-learning framework depends on the correlation between the lexical attributes of the intermediate task (sarcasm detection) and the target task (SD).
Predicting Team Performance from Communications in Simulated Search-and-Rescue
Jalal-Kamali, Ali, Gurney, Nikolos, Pynadath, David
Understanding how individual traits influence team performance is valuable, but these traits are not always directly observable. Prior research has inferred traits like trust from behavioral data. We analyze conversational data to identify team traits and their correlation with teaming outcomes. Using transcripts from a Minecraft-based search-and-rescue experiment, we apply topic modeling and clustering to uncover key interaction patterns. Our findings show that variations in teaming outcomes can be explained through these inferences, with different levels of predictive power derived from individual traits and team dynamics.