Statistical Learning
A Review of Causal Decision Making
Ge, Lin, Cai, Hengrui, Wan, Runzhe, Xu, Yang, Song, Rui
To make effective decisions, it is important to have a thorough understanding of the causal relationships among actions, environments, and outcomes. This review aims to surface three crucial aspects of decision-making through a causal lens: 1) the discovery of causal relationships through causal structure learning, 2) understanding the impacts of these relationships through causal effect learning, and 3) applying the knowledge gained from the first two aspects to support decision making via causal policy learning. Moreover, we identify challenges that hinder the broader utilization of causal decision-making and discuss recent advances in overcoming these challenges. Finally, we provide future research directions to address these challenges and to further enhance the implementation of causal decision-making in practice, with real-world applications illustrated based on the proposed causal decision-making. We aim to offer a comprehensive methodology and practical implementation framework by consolidating various methods in this area into a Python-based collection. URL: https://causaldm.github.io/Causal-Decision-Making.
Ensemble RL through Classifier Models: Enhancing Risk-Return Trade-offs in Trading Strategies
This paper presents a comprehensive study on the use of ensemble Reinforcement Learning (RL) models in financial trading strategies, leveraging classifier models to enhance performance. By combining RL algorithms such as A2C, PPO, and SAC with traditional classifiers like Support Vector Machines (SVM), Decision Trees, and Logistic Regression, we investigate how different classifier groups can be integrated to improve risk-return trade-offs. The study evaluates the effectiveness of various ensemble methods, comparing them with individual RL models across key financial metrics, including Cumulative Returns, Sharpe Ratios (SR), Calmar Ratios, and Maximum Drawdown (MDD). Our results demonstrate that ensemble methods consistently outperform base models in terms of risk-adjusted returns, providing better management of drawdowns and overall stability. However, we identify the sensitivity of ensemble performance to the choice of variance threshold {\tau}, highlighting the importance of dynamic {\tau} adjustment to achieve optimal performance. This study emphasizes the value of combining RL with classifiers for adaptive decision-making, with implications for financial trading, robotics, and other dynamic environments.
Auto-ADMET: An Effective and Interpretable AutoML Method for Chemical ADMET Property Prediction
de Sรก, Alex G. C., Ascher, David B.
Machine learning (ML) has been playing important roles in drug discovery in the past years by providing (pre-)screening tools for prioritising chemical compounds to pass through wet lab experiments. One of the main ML tasks in drug discovery is to build quantitative structure-activity relationship (QSAR) models, associating the molecular structure of chemical compounds with an activity or property. These properties -- including absorption, distribution, metabolism, excretion and toxicity (ADMET) -- are essential to model compound behaviour, activity and interactions in the organism. Although several methods exist, the majority of them do not provide an appropriate model's personalisation, yielding to bias and lack of generalisation to new data since the chemical space usually shifts from application to application. This fact leads to low predictive performance when completely new data is being tested by the model. The area of Automated Machine Learning (AutoML) emerged aiming to solve this issue, outputting tailored ML algorithms to the data at hand. Although an important task, AutoML has not been practically used to assist cheminformatics and computational chemistry researchers often, with just a few works related to the field. To address these challenges, this work introduces Auto-ADMET, an interpretable evolutionary-based AutoML method for chemical ADMET property prediction. Auto-ADMET employs a Grammar-based Genetic Programming (GGP) method with a Bayesian Network Model to achieve comparable or better predictive performance against three alternative methods -- standard GGP method, pkCSM and XGBOOST model -- on 12 benchmark chemical ADMET property prediction datasets. The use of a Bayesian Network model on Auto-ADMET's evolutionary process assisted in both shaping the search procedure and interpreting the causes of its AutoML performance.
Transfer Learning through Enhanced Sufficient Representation: Enriching Source Domain Knowledge with Target Data
Ge, Yeheng, Zhou, Xueyu, Huang, Jian
Transfer learning is an important approach for addressing the challenges posed by limited data availability in various applications. It accomplishes this by transferring knowledge from well-established source domains to a less familiar target domain. However, traditional transfer learning methods often face difficulties due to rigid model assumptions and the need for a high degree of similarity between source and target domain models. In this paper, we introduce a novel method for transfer learning called Transfer learning through Enhanced Sufficient Representation (TESR). Our approach begins by estimating a sufficient and invariant representation from the source domains. This representation is then enhanced with an independent component derived from the target data, ensuring that it is sufficient for the target domain and adaptable to its specific characteristics. A notable advantage of TESR is that it does not rely on assuming similar model structures across different tasks. For example, the source domain models can be regression models, while the target domain task can be classification. This flexibility makes TESR applicable to a wide range of supervised learning problems. We explore the theoretical properties of TESR and validate its performance through simulation studies and real-world data applications, demonstrating its effectiveness in finite sample settings.
Understanding Fixed Predictions via Confined Regions
Lawless, Connor, Weng, Tsui-Wei, Ustun, Berk, Udell, Madeleine
Machine learning models are designed to predict outcomes using features about an individual, but fail to take into account how individuals can change them. Consequently, models can assign fixed predictions that deny individuals recourse to change their outcome. This work develops a new paradigm to identify fixed predictions by finding confined regions in which all individuals receive fixed predictions. We introduce the first method, ReVer, for this task, using tools from mixed-integer quadratically constrained programming. Our approach certifies recourse for out-of-sample data, provides interpretable descriptions of confined regions, and runs in seconds on real world datasets. We conduct a comprehensive empirical study of confined regions across diverse applications. Our results highlight that existing point-wise verification methods fail to discover confined regions, while ReVer provably succeeds.
Verifying Classification with Limited Disclosure
Bhandari, Siddharth, Shan, Liren
We consider the multi-party classification problem introduced by Dong, Hartline, and Vijayaraghavan (2022) motivated by electronic discovery. In this problem, our goal is to design a protocol that guarantees the requesting party receives nearly all responsive documents while minimizing the disclosure of nonresponsive documents. We develop verification protocols that certify the correctness of a classifier by disclosing a few nonresponsive documents. We introduce a combinatorial notion called the Leave-One-Out dimension of a family of classifiers and show that the number of nonresponsive documents disclosed by our protocol is at most this dimension in the realizable setting, where a perfect classifier exists in this family. For linear classifiers with a margin, we characterize the trade-off between the margin and the number of nonresponsive documents that must be disclosed for verification. Specifically, we establish a trichotomy in this requirement: for $d$ dimensional instances, when the margin exceeds $1/3$, verification can be achieved by revealing only $O(1)$ nonresponsive documents; when the margin is exactly $1/3$, in the worst case, at least $\Omega(d)$ nonresponsive documents must be disclosed; when the margin is smaller than $1/3$, verification requires $\Omega(e^d)$ nonresponsive documents. We believe this result is of independent interest with applications to coding theory and combinatorial geometry. We further extend our protocols to the nonrealizable setting defining an analogous combinatorial quantity robust Leave-One-Out dimension, and to scenarios where the protocol is tolerant to misclassification errors by Alice.
Advanced Text Analytics -- Graph Neural Network for Fake News Detection in Social Media
Patel, Anantram, Sutrakar, Vijay Kumar
Traditional Graph Neural Network (GNN) approaches for fake news detection (FND) often depend on auxiliary, non-textual data such as user interaction histories or content dissemination patterns. However, these data sources are not always accessible, limiting the effectiveness and applicability of such methods. Additionally, existing models frequently struggle to capture the detailed and intricate relationships within textual information, reducing their overall accuracy. In order to address these challenges Advanced Text Analysis Graph Neural Network (ATA-GNN) is proposed in this paper. The proposed model is designed to operate solely on textual data. ATA-GNN employs innovative topic modelling (clustering) techniques to identify typical words for each topic, leveraging multiple clustering dimensions to achieve a comprehensive semantic understanding of the text. This multi-layered design enables the model to uncover intricate textual patterns while contextualizing them within a broader semantic framework, significantly enhancing its interpretative capabilities. Extensive evaluations on widely used benchmark datasets demonstrate that ATA-GNN surpasses the performance of current GNN-based FND methods. These findings validate the potential of integrating advanced text clustering within GNN architectures to achieve more reliable and text-focused detection solutions.
Active Learning Classification from a Signal Separation Perspective
Mhaskar, Hrushikesh, O'Dowd, Ryan, Tsoukanis, Efstratios
In machine learning, classification is usually seen as a function approximation problem, where the goal is to learn a function that maps input features to class labels. In this paper, we propose a novel clustering and classification framework inspired by the principles of signal separation. This approach enables efficient identification of class supports, even in the presence of overlapping distributions. We validate our method on real-world hyperspectral datasets Salinas and Indian Pines. The experimental results demonstrate that our method is competitive with the state of the art active learning algorithms by using a very small subset of data set as training points.
TabGen-ICL: Residual-Aware In-Context Example Selection for Tabular Data Generation
Fang, Liancheng, Liu, Aiwei, Zhang, Hengrui, Zou, Henry Peng, Zhang, Weizhi, Yu, Philip S.
Large Language models (LLMs) have achieved encouraging results in tabular data generation. However, existing approaches require fine-tuning, which is computationally expensive. This paper explores an alternative: prompting a fixed LLM with in-context examples. We observe that using randomly selected in-context examples hampers the LLM's performance, resulting in sub-optimal generation quality. To address this, we propose a novel in-context learning framework: TabGen-ICL, to enhance the in-context learning ability of LLMs for tabular data generation. TabGen-ICL operates iteratively, retrieving a subset of real samples that represent the residual between currently generated samples and true data distributions. This approach serves two purposes: locally, it provides more effective in-context learning examples for the LLM in each iteration; globally, it progressively narrows the gap between generated and real data. Extensive experiments on five real-world tabular datasets demonstrate that TabGen-ICL significantly outperforms the random selection strategy. Specifically, it reduces the error rate by a margin of $3.5\%-42.2\%$ on fidelity metrics. We demonstrate for the first time that prompting a fixed LLM can yield high-quality synthetic tabular data. The code is provided in the \href{https://github.com/fangliancheng/TabGEN-ICL}{link}.
TrustChain: A Blockchain Framework for Auditing and Verifying Aggregators in Decentralized Federated Learning
Hallaji, Ehsan, Razavi-Far, Roozbeh, Saif, Mehrdad
--The server-less nature of Decentralized Federated Learning (DFL) requires allocating the aggregation role to specific participants in each federated round. Current DFL architectures ensure the trustworthiness of the aggregator node upon selection. However, most of these studies overlook the possibility that the aggregating node may turn rogue and act maliciously after being nominated. T o address this problem, this paper proposes a DFL structure, called TrustChain, that scores the aggregators before selection based on their past behavior and additionally audits them after the aggregation. T o do this, the statistical independence between the client updates and the aggregated model is continuously monitored using the Hilbert-Schmidt Independence Criterion (HSIC). The proposed method relies on several principles, including blockchain, anomaly detection, and concept drift analysis. The designed structure is evaluated on several federated datasets and attack scenarios with different numbers of Byzantine nodes. HE advent of Federated Learning (FL) advanced the field of distributed machine learning by introducing data decentralization as a solution to bring about data privacy and communication efficiency [1]. Despite its advantages, FL was shown to be vulnerable against a spectrum of adversaries due to its distributed nature [2], [3]. Numerous research endeavors have been dedicated to studying these threats and finding robust defense mechanisms to mitigate them. A common perception among the majority of these studies is that the server is trustworthy, and malicious activities can potentially be initiated from the edge nodes.