Statistical Learning
Causal Customer Churn Analysis with Low-rank Tensor Block Hazard Model
Gao, Chenyin, Zhang, Zhiming, Yang, Shu
This study introduces an innovative method for analyzing the impact of various interventions on customer churn, using the potential outcomes framework. We present a new causal model, the tensorized latent factor block hazard model, which incorporates tensor completion methods for a principled causal analysis of customer churn. A crucial element of our approach is the formulation of a 1-bit tensor completion for the parameter tensor. This captures hidden customer characteristics and temporal elements from churn records, effectively addressing the binary nature of churn data and its time-monotonic trends. Our model also uniquely categorizes interventions by their similar impacts, enhancing the precision and practicality of implementing customer retention strategies. For computational efficiency, we apply a projected gradient descent algorithm combined with spectral clustering. We lay down the theoretical groundwork for our model, including its non-asymptotic properties. The efficacy and superiority of our model are further validated through comprehensive experiments on both simulated and real-world applications.
Accelerating Multilevel Markov Chain Monte Carlo Using Machine Learning Models
Reddy, Sohail, Fairbanks, Hillary
This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to acclerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive conditions on the accuracy of the machine learning model to facilitate more efficient hierarchical sampling. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.
Identification of Single-Treatment Effects in Factorial Experiments
Despite their cost, randomized controlled trials (RCTs) are widely regarded as gold-standard evidence in disciplines ranging from social science to medicine. In recent decades, researchers have increasingly sought to reduce the resource burden of repeated RCTs with factorial designs that simultaneously test multiple hypotheses, e.g. experiments that evaluate the effects of many medications or products simultaneously. Here I show that when multiple interventions are randomized in experiments, the effect any single intervention would have outside the experimental setting is not identified absent heroic assumptions, even if otherwise perfectly realistic conditions are achieved. This happens because single-treatment effects involve a counterfactual world with a single focal intervention, allowing other variables to take their natural values (which may be confounded or modified by the focal intervention). In contrast, observational studies and factorial experiments provide information about potential-outcome distributions with zero and multiple interventions, respectively. In this paper, I formalize sufficient conditions for the identifiability of those isolated quantities. I show that researchers who rely on this type of design have to justify either linearity of functional forms or -- in the nonparametric case -- specify with Directed Acyclic Graphs how variables are related in the real world. Finally, I develop nonparametric sharp bounds -- i.e., maximally informative best-/worst-case estimates consistent with limited RCT data -- that show when extrapolations about effect signs are empirically justified. These new results are illustrated with simulated data.
Learning from Imperfect Human Feedback: a Tale from Corruption-Robust Dueling
Cheng, Yuwei, Yao, Fan, Liu, Xuefeng, Xu, Haifeng
This paper studies Learning from Imperfect Human Feedback (LIHF), motivated by humans' potential irrationality or imperfect perception of true preference. We revisit the classic dueling bandit problem as a model of learning from comparative human feedback, and enrich it by casting the imperfection in human feedback as agnostic corruption to user utilities. We start by identifying the fundamental limits of LIHF and prove a regret lower bound of $\Omega(\max\{T^{1/2},C\})$, even when the total corruption $C$ is known and when the corruption decays gracefully over time (i.e., user feedback becomes increasingly more accurate). We then turn to design robust algorithms applicable in real-world scenarios with arbitrary corruption and unknown $C$. Our key finding is that gradient-based algorithms enjoy a smooth efficiency-robustness tradeoff under corruption by varying their learning rates. Specifically, under general concave user utility, Dueling Bandit Gradient Descent (DBGD) of Yue and Joachims (2009) can be tuned to achieve regret $O(T^{1-\alpha} + T^{ \alpha} C)$ for any given parameter $\alpha \in (0, \frac{1}{4}]$. Additionally, this result enables us to pin down the regret lower bound of the standard DBGD (the $\alpha=1/4$ case) as $\Omega(T^{3/4})$ for the first time, to the best of our knowledge. For strongly concave user utility we show a better tradeoff: there is an algorithm that achieves $O(T^{\alpha} + T^{\frac{1}{2}(1-\alpha)}C)$ for any given $\alpha \in [\frac{1}{2},1)$. Our theoretical insights are corroborated by extensive experiments on real-world recommendation data.
Machine learning-based optimization workflow of the homogeneity of spunbond nonwovens with human validation
Victor, Viny Saajan, Schmeiรer, Andre, Leitte, Heike, Gramsch, Simone
In the last ten years, the average annual growth rate of nonwoven production was 4%. In 2020 and 2021, nonwoven production has increased even further due to the huge demand for nonwoven products needed for protective clothing such as FFP2 masks to combat the COVID19 pandemic. Optimizing the production process is still a challenge due to its high nonlinearity. In this paper, we present a machine learning-based optimization workflow aimed at improving the homogeneity of spunbond nonwovens. The optimization workflow is based on a mathematical model that simulates the microstructures of nonwovens. Based on trainingy data coming from this simulator, different machine learning algorithms are trained in order to find a surrogate model for the time-consuming simulator. Human validation is employed to verify the outputs of machine learning algorithms by assessing the aesthetics of the nonwovens. We include scientific and expert knowledge into the training data to reduce the computational costs involved in the optimization process. We demonstrate the necessity and effectiveness of our workflow in optimizing the homogeneity of nonwovens.
Forecasting with Hyper-Trees
Mรคrz, Alexander, Rasul, Kashif
This paper introduces the concept of Hyper-Trees and offers a new direction in applying tree-based models to time series data. Unlike conventional applications of decision trees that forecast time series directly, Hyper-Trees are designed to learn the parameters of a target time series model. Our framework leverages the gradient-based nature of boosted trees, which allows us to extend the concept of Hyper-Networks to Hyper-Trees and to induce a time-series inductive bias to tree models. By relating the parameters of a target time series model to features, Hyper-Trees address the issue of parameter non-stationarity and enable tree-based forecasts to extend beyond their training range. With our research, we aim to explore the effectiveness of Hyper-Trees across various forecasting scenarios and to extend the application of gradient boosted decision trees outside their conventional use in time series modeling.
Auditing the Fairness of COVID-19 Forecast Hub Case Prediction Models
Abrar, Saad Mohammad, Awasthi, Naman, Smolyak, Daniel, Frias-Martinez, Vanessa
The COVID-19 Forecast Hub was founded in 2020 and serves as a "central repository of COVID-19 forecasts from over 50 independent research groups" [1]. Participant research groups submit county, state and national US COVID-19 forecasts with a standardized format; and the Forecast Hub provides an interactive visualization tool to help decision makers and the general public analyze weekly predictions for COVID-19 hospitalizations, cases and deaths. The standardized predictions collected from all research groups, as well as the predictions for an ensemble model that brings all individual predictions together, are also shared with the Centers for Disease Control and Prevention (CDC) who uses these results for their official COVID-19 communications [2]. The COVID-19 Forecast Hub has been, and continues to be, a critical centralized resource to promote transparent decision making. Nevertheless, by focusing exclusively on prediction accuracy at different spatial granularities (e.g., county or state), the Forecast Hub fails to evaluate whether the proposed models are fair i.e., share similar prediction performance across social determinants that have been known to play a role in COVID-19 including race, ethnicity and rurality [3, 4]. Diverse prediction performance across social determinants - for example, higher prediction errors for a given minority race or ethnicity - could negatively impact resource allocation and intervention decisions e.g., hospital beds or stay-at-home orders, given that the CDC appears to be using the Forecast Hub predictions for official communications that subsequently inform policy decisions [2]. In other words, allocation or intervention harms might occur if models from the Forecast Hub are used to inform decision making across communities without taking into account fairness metrics [5]. There are many reasons why the COVID-19 prediction performance can be different across social determinants such as race, ethnicity or urbanization levels. The Forecast Hub's COVID-19 prediction models are trained on datasets containing COVID-19
Manifold Learning via Memory and Context
Given a memory with infinite capacity, can we solve the learning problem? Apparently, nature has solved this problem as evidenced by the evolution of mammalian brains. Inspired by the organizational principles underlying hippocampal-neocortical systems, we present a navigation-based approach to manifold learning using memory and context. The key insight is to navigate on the manifold and memorize the positions of each route as inductive/design bias of direct-fit-to-nature. We name it navigation-based because our approach can be interpreted as navigating in the latent space of sensorimotor learning via memory (local maps) and context (global indexing). The indexing to the library of local maps within global coordinates is collected by an associative memory serving as the librarian, which mimics the coupling between the hippocampus and the neocortex. In addition to breaking from the notorious bias-variance dilemma and the curse of dimensionality, we discuss the biological implementation of our navigation-based learning by episodic and semantic memories in neural systems. The energy efficiency of navigation-based learning makes it suitable for hardware implementation on non-von Neumann architectures, such as the emerging in-memory computing paradigm, including spiking neural networks and memristor neural networks.
TFWT: Tabular Feature Weighting with Transformer
Zhang, Xinhao, Wang, Zaitian, Jiang, Lu, Gao, Wanfu, Wang, Pengfei, Liu, Kunpeng
In this paper, we propose a novel feature weighting method to address the limitation of existing feature processing methods for tabular data. Typically the existing methods assume equal importance across all samples and features in one dataset. This simplified processing methods overlook the unique contributions of each feature, and thus may miss important feature information. As a result, it leads to suboptimal performance in complex datasets with rich features. To address this problem, we introduce Tabular Feature Weighting with Transformer, a novel feature weighting approach for tabular data. Our method adopts Transformer to capture complex feature dependencies and contextually assign appropriate weights to discrete and continuous features. Besides, we employ a reinforcement learning strategy to further fine-tune the weighting process. Our extensive experimental results across various real-world datasets and diverse downstream tasks show the effectiveness of TFWT and highlight the potential for enhancing feature weighting in tabular data analysis.
Towards Gradient-based Time-Series Explanations through a SpatioTemporal Attention Network
However, it is not desirable to apply AI fully autonomously as wrong outcomes of AI models in high-stake domains could have serious impacts on people. Regardless of the performance of an AI model, the end-users desire to understand the evidence on the outcome of an AI model [35]. A growing body of research investigates how to generate explanations of an AI model and augment user's decision-making tasks [2, 18, 25]. Researchers have explored various techniques to make AI interpretable and explainable [15]. These explainable AI techniques can be broadly categorized into inherently interpretable models (e.g.