Statistical Learning
Doubly-Robust Off-Policy Evaluation with Estimated Logging Policy
Lee, Kyungbok, Paik, Myunghee Cho
In various decision-making problems, estimating the value, the expected reward of a policy is a crucial question that needs to be addressed. Online evaluation requiring a comprehensive evaluation of policy value can be expensive and may not be applicable to multiple target policies. Alternatively, off-policy evaluation (OPE) refers to a technique that estimates the value of a target policy by utilizing log data generated from a different logging policy. This approach has attracted considerable interest in the domains of contextual bandits (CB) [Dudík et al., 2011, Swaminathan et al., 2017] and reinforcement learning (RL) [Precup, 2000, Mahmood et al., 2014, Jiang and Li, 2016]. Several off-policy evaluation algorithms [Dudík et al., 2011, Thomas and Brunskill, 2016, Wang et al., 2017, Farajtabar et al., 2018, Su et al., 2020] currently in use rely on having complete knowledge of the logging policy in order to utilize inverse probability weighting (IPW).
Preventing Model Collapse in Gaussian Process Latent Variable Models
Li, Ying, Lin, Zhidi, Yin, Feng, Zhang, Michael Minyi
Gaussian process latent variable models (GPLVMs) are a versatile family of unsupervised learning models, commonly used for dimensionality reduction. However, common challenges in modeling data with GPLVMs include inadequate kernel flexibility and improper selection of the projection noise, which leads to a type of model collapse characterized primarily by vague latent representations that do not reflect the underlying structure of the data. This paper addresses these issues by, first, theoretically examining the impact of the projection variance on model collapse through the lens of a linear GPLVM. Second, we address the problem of model collapse due to inadequate kernel flexibility by integrating the spectral mixture (SM) kernel and a differentiable random Fourier feature (RFF) kernel approximation, which ensures computational scalability and efficiency through off-the-shelf automatic differentiation tools for learning the kernel hyperparameters, projection variance, and latent representations within the variational inference framework. The proposed GPLVM, named advisedRFLVM, is evaluated across diverse datasets and consistently outperforms various salient competing models, including state-of-the-art variational autoencoders (VAEs) and GPLVM variants, in terms of informative latent representations and missing data imputation.
Decentralized Collaborative Learning Framework with External Privacy Leakage Analysis
Idé, Tsuyoshi, Phan, Dzung T., Raymond, Rudy
This paper presents two methodological advancements in decentralized multi-task learning under privacy constraints, aiming to pave the way for future developments in next-generation Blockchain platforms. First, we expand the existing framework for collaborative dictionary learning (CollabDict), which has previously been limited to Gaussian mixture models, by incorporating deep variational autoencoders (VAEs) into the framework, with a particular focus on anomaly detection. We demonstrate that the VAE-based anomaly score function shares the same mathematical structure as the non-deep model, and provide comprehensive qualitative comparison. Second, considering the widespread use of "pre-trained models," we provide a mathematical analysis on data privacy leakage when models trained with CollabDict are shared externally. We show that the CollabDict approach, when applied to Gaussian mixtures, adheres to a Renyi differential privacy criterion. Additionally, we propose a practical metric for monitoring internal privacy breaches during the learning process.
Addressing Heterogeneity in Federated Load Forecasting with Personalization Layers
Bose, Shourya, Zhang, Yu, Kim, Kibaek
The advent of smart meters has enabled pervasive collection of energy consumption data for training short-term load forecasting models. In response to privacy concerns, federated learning (FL) has been proposed as a privacy-preserving approach for training, but the quality of trained models degrades as client data becomes heterogeneous. In this paper we propose the use of personalization layers for load forecasting in a general framework called PL-FL. We show that PL-FL outperforms FL and purely local training, while requiring lower communication bandwidth than FL. This is done through extensive simulations on three different datasets from the NREL ComStock repository.
The Double-Edged Sword of Input Perturbations to Robust Accurate Fairness
Li, Xuran, Wu, Peng, Chen, Yanting, Ma, Xingjun, Zhang, Zhen, Dong, Kaixiang
Deep neural networks (DNNs) are known to be sensitive to adversarial input perturbations, leading to a reduction in either prediction accuracy or individual fairness. To jointly characterize the susceptibility of prediction accuracy and individual fairness to adversarial perturbations, we introduce a novel robustness definition termed robust accurate fairness. Informally, robust accurate fairness requires that predictions for an instance and its similar counterparts consistently align with the ground truth when subjected to input perturbations. We propose an adversarial attack approach dubbed RAFair to expose false or biased adversarial defects in DNN, which either deceive accuracy or compromise individual fairness. Then, we show that such adversarial instances can be effectively addressed by carefully designed benign perturbations, correcting their predictions to be accurate and fair. Our work explores the double-edged sword of input perturbations to robust accurate fairness in DNN and the potential of using benign perturbations to correct adversarial instances.
Laying Anchors: Semantically Priming Numerals in Language Modeling
Sharma, Mandar, Taware, Rutuja Murlidhar, Koirala, Pravesh, Muralidhar, Nikhil, Ramakrishnan, Naren
Off-the-shelf pre-trained language models have become the de facto standard in NLP pipelines for a multitude of downstream tasks. However, the inability of these models to properly encode numerals limits their performance on tasks requiring numeric comprehension. We introduce strategies to semantically prime numerals in any corpus by generating anchors governed by the distribution of numerals in said corpus, thereby enabling mathematically grounded representations of these numeral tokens. We establish the superiority of our proposed techniques through evaluation on a range of numeracy tasks for both in-domain (seen) and out-domain (unseen) numerals. Further, we expand our empirical evaluations to numerals ranging from 1 to 10 billion, a significantly broader range compared to previous studies of the same nature, and we demonstrate significant improvements in the mathematical grounding of our learned embeddings.
Continual Learning for Smart City: A Survey
Yang, Li, Luo, Zhipeng, Zhang, Shiming, Teng, Fei, Li, Tianrui
With the digitization of modern cities, large data volumes and powerful computational resources facilitate the rapid update of intelligent models deployed in smart cities. Continual learning (CL) is a novel machine learning paradigm that constantly updates models to adapt to changing environments, where the learning tasks, data, and distributions can vary over time. Our survey provides a comprehensive review of continual learning methods that are widely used in smart city development. The content consists of three parts: 1) Methodology-wise. We categorize a large number of basic CL methods and advanced CL frameworks in combination with other learning paradigms including graph learning, spatial-temporal learning, multi-modal learning, and federated learning. 2) Application-wise. We present numerous CL applications covering transportation, environment, public health, safety, networks, and associated datasets related to urban computing. 3) Challenges. We discuss current problems and challenges and envision several promising research directions. We believe this survey can help relevant researchers quickly familiarize themselves with the current state of continual learning research used in smart city development and direct them to future research trends.
AETTA: Label-Free Accuracy Estimation for Test-Time Adaptation
Lee, Taeckyung, Chottananurak, Sorn, Gong, Taesik, Lee, Sung-Ju
Test-time adaptation (TTA) has emerged as a viable solution to adapt pre-trained models to domain shifts using unlabeled test data. However, TTA faces challenges of adaptation failures due to its reliance on blind adaptation to unknown test samples in dynamic scenarios. Traditional methods for out-of-distribution performance estimation are limited by unrealistic assumptions in the TTA context, such as requiring labeled data or re-training models. To address this issue, we propose AETTA, a label-free accuracy estimation algorithm for TTA. We propose the prediction disagreement as the accuracy estimate, calculated by comparing the target model prediction with dropout inferences. We then improve the prediction disagreement to extend the applicability of AETTA under adaptation failures. Our extensive evaluation with four baselines and six TTA methods demonstrates that AETTA shows an average of 19.8%p more accurate estimation compared with the baselines. We further demonstrate the effectiveness of accuracy estimation with a model recovery case study, showcasing the practicality of our model recovery based on accuracy estimation. The source code is available at https://github.com/taeckyung/AETTA.
Explainable AI Integrated Feature Engineering for Wildfire Prediction
Fan, Di, Biswas, Ayan, Ahrens, James Paul
Wildfires present intricate challenges for prediction, necessitating the use of sophisticated machine learning techniques for effective modeling\cite{jain2020review}. In our research, we conducted a thorough assessment of various machine learning algorithms for both classification and regression tasks relevant to predicting wildfires. We found that for classifying different types or stages of wildfires, the XGBoost model outperformed others in terms of accuracy and robustness. Meanwhile, the Random Forest regression model showed superior results in predicting the extent of wildfire-affected areas, excelling in both prediction error and explained variance. Additionally, we developed a hybrid neural network model that integrates numerical data and image information for simultaneous classification and regression. To gain deeper insights into the decision-making processes of these models and identify key contributing features, we utilized eXplainable Artificial Intelligence (XAI) techniques, including TreeSHAP, LIME, Partial Dependence Plots (PDP), and Gradient-weighted Class Activation Mapping (Grad-CAM). These interpretability tools shed light on the significance and interplay of various features, highlighting the complex factors influencing wildfire predictions. Our study not only demonstrates the effectiveness of specific machine learning models in wildfire-related tasks but also underscores the critical role of model transparency and interpretability in environmental science applications.
A High Order Solver for Signature Kernels
Signature kernels are at the core of several machine learning algorithms for analysing multivariate time series. The kernel of two bounded variation paths (such as piecewise linear interpolations of time series data) is typically computed by solving a Goursat problem for a hyperbolic partial differential equation (PDE) in two independent time variables. However, this approach becomes considerably less practical for highly oscillatory input paths, as they have to be resolved at a fine enough scale to accurately recover their signature kernel, resulting in significant time and memory complexities. To mitigate this issue, we first show that the signature kernel of a broader class of paths, known as \emph{smooth rough paths}, also satisfies a PDE, albeit in the form of a system of coupled equations. We then use this result to introduce new algorithms for the numerical approximation of signature kernels. As bounded variation paths (and more generally geometric $p$-rough paths) can be approximated by piecewise smooth rough paths, one can replace the PDE with rapidly varying coefficients in the original Goursat problem by an explicit system of coupled equations with piecewise constant coefficients derived from the first few iterated integrals of the original input paths. While this approach requires solving more equations, they do not require looking back at the complex and fine structure of the initial paths, which significantly reduces the computational complexity associated with the analysis of highly oscillatory time series.