Statistical Learning
Automating Data Annotation under Strategic Human Agents: Risks and Potential Solutions
As machine learning (ML) models are increasingly used in social domains to make consequential decisions about humans, they often have the power to reshape data distributions. Humans, as strategic agents, continuously adapt their behaviors in response to the learning system. As populations change dynamically, ML systems may need frequent updates to ensure high performance. However, acquiring high-quality human-annotated samples can be highly challenging and even infeasible in social domains. A common practice to address this issue is using the model itself to annotate unlabeled data samples. This paper investigates the long-term impacts when ML models are retrained with model-annotated samples when they incorporate human strategic responses. We first formalize the interactions between strategic agents and the model and then analyze how they evolve under such dynamic interactions. We find that agents are increasingly likely to receive positive decisions as the model gets retrained, whereas the proportion of agents with positive labels may decrease over time. We thus propose a refined retraining process to stabilize the dynamics. Last, we examine how algorithmic fairness can be affected by these retraining processes and find that enforcing common fairness constraints at every round may not benefit the disadvantaged group in the long run. Experiments on (semi-)synthetic and real data validate the theoretical findings.
Forecasting with an N-dimensional Langevin Equation and a Neural-Ordinary Differential Equation
Malpica-Morales, Antonio, Duran-Olivencia, Miguel A., Kalliadasis, Serafim
Accurate prediction of electricity day-ahead prices is essential in competitive electricity markets. Although stationary electricity-price forecasting techniques have received considerable attention, research on non-stationary methods is comparatively scarce, despite the common prevalence of non-stationary features in electricity markets. Specifically, existing non-stationary techniques will often aim to address individual non-stationary features in isolation, leaving aside the exploration of concurrent multiple non-stationary effects. Our overarching objective here is the formulation of a framework to systematically model and forecast non-stationary electricity-price time series, encompassing the broader scope of non-stationary behavior. For this purpose we develop a data-driven model that combines an N-dimensional Langevin equation (LE) with a neural-ordinary differential equation (NODE). The LE captures fine-grained details of the electricity-price behavior in stationary regimes but is inadequate for non-stationary conditions. To overcome this inherent limitation, we adopt a NODE approach to learn, and at the same time predict, the difference between the actual electricity-price time series and the simulated price trajectories generated by the LE. By learning this difference, the NODE reconstructs the non-stationary components of the time series that the LE is not able to capture. We exemplify the effectiveness of our framework using the Spanish electricity day-ahead market as a prototypical case study. Our findings reveal that the NODE nicely complements the LE, providing a comprehensive strategy to tackle both stationary and non-stationary electricity-price behavior. The framework's dependability and robustness is demonstrated through different non-stationary scenarios by comparing it against a range of basic naive methods.
Maximizing Information Gain in Privacy-Aware Active Learning of Email Anomalies
Chung, Mu-Huan Miles, Li, Sharon, Kongmanee, Jaturong, Wang, Lu, Yang, Yuhong, Giang, Calvin, Jerath, Khilan, Raman, Abhay, Lie, David, Chignell, Mark
Redacted emails satisfy most privacy requirements but they make it more difficult to detect anomalous emails that may be indicative of data exfiltration. In this paper we develop an enhanced method of Active Learning using an information gain maximizing heuristic, and we evaluate its effectiveness in a real world setting where only redacted versions of email could be labeled by human analysts due to privacy concerns. In the first case study we examined how Active Learning should be carried out. We found that model performance was best when a single highly skilled (in terms of the labelling task) analyst provided the labels. In the second case study we used confidence ratings to estimate the labeling uncertainty of analysts and then prioritized instances for labeling based on the expected information gain (the difference between model uncertainty and analyst uncertainty) that would be provided by labelling each instance. We found that the information maximization gain heuristic improved model performance over existing sampling methods for Active Learning. Based on the results obtained, we recommend that analysts should be screened, and possibly trained, prior to implementation of Active Learning in cybersecurity applications. We also recommend that the information gain maximizing sample method (based on expert confidence) should be used in early stages of Active Learning, providing that well-calibrated confidence can be obtained. We also note that the expertise of analysts should be assessed prior to Active Learning, as we found that analysts with lower labelling skill had poorly calibrated (over-) confidence in their labels.
Indoor PM2.5 forecasting and the association with outdoor air pollution: a modelling study based on sensor data in Australia
Yu, Wenhua, Nakisa, Bahareh, Loke, Seng W., Stevanovic, Svetlana, Guo, Yuming, Rastgoo, Mohammad Naim
Exposure to poor indoor air quality poses significant health risks, necessitating thorough assessment to mitigate associated dangers. This study aims to predict hourly indoor fine particulate matter (PM2.5) concentrations and investigate their correlation with outdoor PM2.5 levels across 24 distinct buildings in Australia. Indoor air quality data were gathered from 91 monitoring sensors in eight Australian cities spanning 2019 to 2022. Employing an innovative three-stage deep ensemble machine learning framework (DEML), comprising three base models (Support Vector Machine, Random Forest, and eXtreme Gradient Boosting) and two meta-models (Random Forest and Generalized Linear Model), hourly indoor PM2.5 concentrations were predicted. The model's accuracy was evaluated using a rolling windows approach, comparing its performance against three benchmark algorithms (SVM, RF, and XGBoost). Additionally, a correlation analysis assessed the relationship between indoor and outdoor PM2.5 concentrations. Results indicate that the DEML model consistently outperformed benchmark models, achieving an R2 ranging from 0.63 to 0.99 and RMSE from 0.01 to 0.663 mg/m3 for most sensors. Notably, outdoor PM2.5 concentrations significantly impacted indoor air quality, particularly evident during events like bushfires. This study underscores the importance of accurate indoor air quality prediction, crucial for developing location-specific early warning systems and informing effective interventions. By promoting protective behaviors, these efforts contribute to enhanced public health outcomes.
Multi-Label Out-of-Distribution Detection with Spectral Normalized Joint Energy
Mei, Yihan, Wang, Xinyu, Zhang, Dell, Wang, Xiaoling
In today's interconnected world, achieving reliable out-of-distribution (OOD) detection poses a significant challenge for machine learning models. While numerous studies have introduced improved approaches for multi-class OOD detection tasks, the investigation into multi-label OOD detection tasks has been notably limited. We introduce Spectral Normalized Joint Energy (SNoJoE), a method that consolidates label-specific information across multiple labels through the theoretically justified concept of an energy-based function. Throughout the training process, we employ spectral normalization to manage the model's feature space, thereby enhancing model efficacy and generalization, in addition to bolstering robustness. Our findings indicate that the application of spectral normalization to joint energy scores notably amplifies the model's capability for OOD detection. We perform OOD detection experiments utilizing PASCAL-VOC as the in-distribution dataset and ImageNet-22K or Texture as the out-of-distribution datasets. Our experimental results reveal that, in comparison to prior top performances, SNoJoE achieves 11% and 54% relative reductions in FPR95 on the respective OOD datasets, thereby defining the new state of the art in this field of study.
Multi-Object Tracking with Camera-LiDAR Fusion for Autonomous Driving
Pieroni, Riccardo, Specchia, Simone, Corno, Matteo, Savaresi, Sergio Matteo
This paper presents a novel multi-modal Multi-Object Tracking (MOT) algorithm for self-driving cars that combines camera and LiDAR data. Camera frames are processed with a state-of-the-art 3D object detector, whereas classical clustering techniques are used to process LiDAR observations. The proposed MOT algorithm comprises a three-step association process, an Extended Kalman filter for estimating the motion of each detected dynamic obstacle, and a track management phase. The EKF motion model requires the current measured relative position and orientation of the observed object and the longitudinal and angular velocities of the ego vehicle as inputs. Unlike most state-of-the-art multi-modal MOT approaches, the proposed algorithm does not rely on maps or knowledge of the ego global pose. Moreover, it uses a 3D detector exclusively for cameras and is agnostic to the type of LiDAR sensor used. The algorithm is validated both in simulation and with real-world data, with satisfactory results.
Source-Free Domain Adaptation of Weakly-Supervised Object Localization Models for Histology
Guichemerre, Alexis, Belharbi, Soufiane, Mayet, Tsiry, Murtaza, Shakeeb, Shamsolmoali, Pourya, McCaffrey, Luke, Granger, Eric
Given the emergence of deep learning, digital pathology has gained popularity for cancer diagnosis based on histology images. Deep weakly supervised object localization (WSOL) models can be trained to classify histology images according to cancer grade and identify regions of interest (ROIs) for interpretation, using inexpensive global image-class annotations. A WSOL model initially trained on some labeled source image data can be adapted using unlabeled target data in cases of significant domain shifts caused by variations in staining, scanners, and cancer type. In this paper, we focus on source-free (unsupervised) domain adaptation (SFDA), a challenging problem where a pre-trained source model is adapted to a new target domain without using any source domain data for privacy and efficiency reasons. SFDA of WSOL models raises several challenges in histology, most notably because they are not intended to adapt for both classification and localization tasks. In this paper, 4 state-of-the-art SFDA methods, each one representative of a main SFDA family, are compared for WSOL in terms of classification and localization accuracy. They are the SFDA-Distribution Estimation, Source HypOthesis Transfer, Cross-Domain Contrastive Learning, and Adaptively Domain Statistics Alignment. Experimental results on the challenging Glas (smaller, breast cancer) and Camelyon16 (larger, colon cancer) histology datasets indicate that these SFDA methods typically perform poorly for localization after adaptation when optimized for classification.
Adaptive-TMLE for the Average Treatment Effect based on Randomized Controlled Trial Augmented with Real-World Data
van der Laan, Mark, Qiu, Sky, van der Laan, Lars
We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE estimand that integrates RCT and RWD and a bias estimand that captures the conditional effect of RCT enrollment on the outcome. We introduce an adaptive targeted minimum loss-based estimation (A-TMLE) framework to estimate them. We prove that the A-TMLE estimator is root-n-consistent and asymptotically normal. Moreover, in finite sample, it achieves the super-efficiency one would obtain had one known the oracle model for the conditional effect of the RCT enrollment on the outcome. Consequently, the smaller the working model of the bias induced by the RWD is, the greater our estimator's efficiency, while our estimator will always be at least as efficient as an efficient estimator that uses the RCT data only. A-TMLE outperforms existing methods in simulations by having smaller mean-squared-error and 95% confidence intervals. A-TMLE could help utilize RWD to improve the efficiency of randomized trial results without biasing the estimates of intervention effects. This approach could allow for smaller, faster trials, decreasing the time until patients can receive effective treatments.
Compressed Online Learning of Conditional Mean Embedding
Hou, Boya, Sanjari, Sina, Koppel, Alec, Bose, Subhonmesh
The conditional mean embedding (CME) encodes Markovian stochastic kernels through their actions on probability distributions embedded within the reproducing kernel Hilbert spaces (RKHS). The CME plays a key role in several well-known machine learning tasks such as reinforcement learning, analysis of dynamical systems, etc. We present an algorithm to learn the CME incrementally from data via an operator-valued stochastic gradient descent. As is well-known, function learning in RKHS suffers from scalability challenges from large data. We utilize a compression mechanism to counter the scalability challenge. The core contribution of this paper is a finite-sample performance guarantee on the last iterate of the online compressed operator learning algorithm with fast-mixing Markovian samples, when the target CME may not be contained in the hypothesis space. We illustrate the efficacy of our algorithm by applying it to the analysis of an example dynamical system.
Deciphering public attention to geoengineering and climate issues using machine learning and dynamic analysis
Debnath, Ramit, Zhang, Pengyu, Qin, Tianzhu, Alvarez, R. Michael, Fitzgerald, Shaun D.
As the conversation around using geoengineering to combat climate change intensifies, it is imperative to engage the public and deeply understand their perspectives on geoengineering research, development, and potential deployment. Through a comprehensive data-driven investigation, this paper explores the types of news that captivate public interest in geoengineering. We delved into 30,773 English-language news articles from the BBC and the New York Times, combined with Google Trends data spanning 2018 to 2022, to explore how public interest in geoengineering fluctuates in response to news coverage of broader climate issues. Using BERT-based topic modeling, sentiment analysis, and time-series regression models, we found that positive sentiment in energy-related news serves as a good predictor of heightened public interest in geoengineering, a trend that persists over time. Our findings suggest that public engagement with geoengineering and climate action is not uniform, with some topics being more potent in shaping interest over time, such as climate news related to energy, disasters, and politics. Understanding these patterns is crucial for scientists, policymakers, and educators aiming to craft effective strategies for engaging with the public and fostering dialogue around emerging climate technologies.