Statistical Learning
Global Convergence of Natural Policy Gradient with Hessian-aided Momentum Variance Reduction
Feng, Jie, Wei, Ke, Chen, Jinchi
Natural policy gradient (NPG) and its variants are widely-used policy search methods in reinforcement learning. Inspired by prior work, a new NPG variant coined NPG-HM is developed in this paper, which utilizes the Hessian-aided momentum technique for variance reduction, while the sub-problem is solved via the stochastic gradient descent method. It is shown that NPG-HM can achieve the global last iterate $\epsilon$-optimality with a sample complexity of $\mathcal{O}(\epsilon^{-2})$, which is the best known result for natural policy gradient type methods under the generic Fisher non-degenerate policy parameterizations. The convergence analysis is built upon a relaxed weak gradient dominance property tailored for NPG under the compatible function approximation framework, as well as a neat way to decompose the error when handling the sub-problem. Moreover, numerical experiments on Mujoco-based environments demonstrate the superior performance of NPG-HM over other state-of-the-art policy gradient methods.
Task-Driven Causal Feature Distillation: Towards Trustworthy Risk Prediction
Chu, Zhixuan, Hu, Mengxuan, Cui, Qing, Li, Longfei, Li, Sheng
Job Search, Glassdoor, and so on, (3) gender, to predict the The rapid development of technology not only provides a risk of personal insolvency. It is not hard to know by common lot of convenience to people's production and life, but also sense that unemployed employment status can be the real brings a lot of potential risks (Li et al. 2022; Chakraborty cause of an increase in personal insolvency risk among these et al. 2018; Guan et al. 2023a,b; Chu et al. 2023b), such as three predictors. Gender is also not directly related to the business risks, financial risks, medical risks, industry risks, personal insolvency risk. In addition, we also know that the credit risks, and so on. To prevent risks, a better way is to unemployed job status is more likely to increase the activity build an accurate risk prediction model before risks occur in job-hunting apps. Therefore, we can observe a correlation instead of finding a solution after the risk outbreak. Although rather than a causal relationship between the risk of personal artificial intelligence has seen tremendous recent successes in insolvency and the activity in job-hunting apps. Based on many areas (Luan and Tsai 2021; Zhu et al. 2023; Wang et al. this dataset, if we run a general prediction model, it is not 2023; Shi et al. 2023; Liu et al. 2023; Chen, Rezayi, and Li difficult to observe this result that the employment status and 2023), it is often unable to produce trustworthy results on risk the activity in job-hunting apps are relatively important features prediction tasks, mainly due to a lack of interpretability, no for the risk of personal insolvency due to the spurious insight into cause relationships, and low precision and recall.
DeRDaVa: Deletion-Robust Data Valuation for Machine Learning
Tian, Xiao, Sim, Rachael Hwee Ling, Fan, Jue, Low, Bryan Kian Hsiang
Data valuation is concerned with determining a fair valuation of data from data sources to compensate them or to identify training examples that are the most or least useful for predictions. With the rising interest in personal data ownership and data protection regulations, model owners will likely have to fulfil more data deletion requests. This raises issues that have not been addressed by existing works: Are the data valuation scores still fair with deletions? Must the scores be expensively recomputed? The answer is no. To avoid recomputations, we propose using our data valuation framework DeRDaVa upfront for valuing each data source's contribution to preserving robust model performance after anticipated data deletions. DeRDaVa can be efficiently approximated and will assign higher values to data that are more useful or less likely to be deleted. We further generalize DeRDaVa to Risk-DeRDaVa to cater to risk-averse/seeking model owners who are concerned with the worst/best-cases model utility. We also empirically demonstrate the practicality of our solutions.
ALEXR: An Optimal Single-Loop Algorithm for Convex Finite-Sum Coupled Compositional Stochastic Optimization
This paper revisits a class of convex Finite-Sum Coupled Compositional Stochastic Optimization (cFCCO) problems with many applications, including group distributionally robust optimization (GDRO), learning with imbalanced data, reinforcement learning, and learning to rank. To better solve these problems, we introduce an efficient single-loop primal-dual block-coordinate proximal algorithm, dubbed ALEXR. This algorithm leverages block-coordinate stochastic mirror ascent updates for the dual variable and stochastic proximal gradient descent updates for the primal variable. We establish the convergence rates of ALEXR in both convex and strongly convex cases under smoothness and non-smoothness conditions of involved functions, which not only improve the best rates in previous works on smooth cFCCO problems but also expand the realm of cFCCO for solving more challenging non-smooth problems such as the dual form of GDRO. Finally, we present lower complexity bounds to demonstrate that the convergence rates of ALEXR are optimal among first-order block-coordinate stochastic algorithms for the considered class of cFCCO problems.
Hierarchical Ensemble-Based Feature Selection for Time Series Forecasting
Tumay, Aysin, Aydin, Mustafa E., Koc, Ali T., Kozat, Suleyman S.
We introduce a novel ensemble approach for feature selection based on hierarchical stacking for non-stationarity and/or a limited number of samples with a large number of features. Our approach exploits the co-dependency between features using a hierarchical structure. Initially, a machine learning model is trained using a subset of features, and then the output of the model is updated using other algorithms in a hierarchical manner with the remaining features to minimize the target loss. This hierarchical structure allows for flexible depth and feature selection. By exploiting feature co-dependency hierarchically, our proposed approach overcomes the limitations of traditional feature selection methods and feature importance scores. The effectiveness of the approach is demonstrated on synthetic and well-known real-life datasets, providing significant scalable and stable performance improvements compared to the traditional methods and the state-of-the-art approaches. We also provide the source code of our approach to facilitate further research and replicability of our results.
Multicollinearity Resolution Based on Machine Learning: A Case Study of Carbon Emissions in Sichuan Province
Zhang, Xuanming, Wang, Xiaoxue, Chen, Yonghang
This study preprocessed 2000-2019 energy consumption data for 46 key Sichuan industries using matrix normalization. DBSCAN clustering identified 16 feature classes to objectively group industries. Penalized regression models were then applied for their advantages in overfitting control, high-dimensional data processing, and feature selection - well-suited for the complex energy data. Results showed the second cluster around coal had highest emissions due to production needs. Emissions from gasoline-focused and coke-focused clusters were also significant. Based on this, emission reduction suggestions included clean coal technologies, transportation management, coal-electricity replacement in steel, and industry standardization. The research introduced unsupervised learning to objectively select factors and aimed to explore new emission reduction avenues. In summary, the study identified industry groupings, assessed emissions drivers, and proposed scientific reduction strategies to better inform decision-making using algorithms like DBSCAN and penalized regression models.
Weakly-Supervised Semantic Segmentation of Circular-Scan, Synthetic-Aperture-Sonar Imagery
Sledge, Isaac J., Byrne, Dominic M., King, Jonathan L., Ostertag, Steven H., Woods, Denton L., Prater, James L., Kennedy, Jermaine L., Marston, Timothy M., Principe, Jose C.
We propose a weakly-supervised framework for the semantic segmentation of circular-scan synthetic-aperture-sonar (CSAS) imagery. The first part of our framework is trained in a supervised manner, on image-level labels, to uncover a set of semi-sparse, spatially-discriminative regions in each image. The classification uncertainty of each region is then evaluated. Those areas with the lowest uncertainties are then chosen to be weakly labeled segmentation seeds, at the pixel level, for the second part of the framework. Each of the seed extents are progressively resized according to an unsupervised, information-theoretic loss with structured-prediction regularizers. This reshaping process uses multi-scale, adaptively-weighted features to delineate class-specific transitions in local image content. Content-addressable memories are inserted at various parts of our framework so that it can leverage features from previously seen images to improve segmentation performance for related images. We evaluate our weakly-supervised framework using real-world CSAS imagery that contains over ten seafloor classes and ten target classes. We show that our framework performs comparably to nine fully-supervised deep networks. Our framework also outperforms eleven of the best weakly-supervised deep networks. We achieve state-of-the-art performance when pre-training on natural imagery. The average absolute performance gap to the next-best weakly-supervised network is well over ten percent for both natural imagery and sonar imagery. This gap is found to be statistically significant.
On the Interplay of Artificial Intelligence and Space-Air-Ground Integrated Networks: A Survey
Bakambekova, Adilya, Kouzayha, Nour, Al-Naffouri, Tareq
Space-Air-Ground Integrated Networks (SAGINs), which incorporate space and aerial networks with terrestrial wireless systems, are vital enablers of the emerging sixth-generation (6G) wireless networks. Besides bringing significant benefits to various applications and services, SAGINs are envisioned to extend high-speed broadband coverage to remote areas, such as small towns or mining sites, or areas where terrestrial infrastructure cannot reach, such as airplanes or maritime use cases. However, due to the limited power and storage resources, as well as other constraints introduced by the design of terrestrial networks, SAGINs must be intelligently configured and controlled to satisfy the envisioned requirements. Meanwhile, Artificial Intelligence (AI) is another critical enabler of 6G. Due to massive amounts of available data, AI has been leveraged to address pressing challenges of current and future wireless networks. By adding AI and facilitating the decision-making and prediction procedures, SAGINs can effectively adapt to their surrounding environment, thus enhancing the performance of various metrics. In this work, we aim to investigate the interplay of AI and SAGINs by providing a holistic overview of state-of-the-art research in AI-enabled SAGINs. Specifically, we present a comprehensive overview of some potential applications of AI in SAGINs. We also cover open issues in employing AI and detail the contributions of SAGINs in the development of AI. Finally, we highlight some limitations of the existing research works and outline potential future research directions.
Quantum Inspired Chaotic Salp Swarm Optimization for Dynamic Optimization
Pathak, Sanjai, Mani, Ashish, Sharma, Mayank, Chatterjee, Amlan
Many real-world problems are dynamic optimization problems that are unknown beforehand. In practice, unpredictable events such as the arrival of new jobs, due date changes, and reservation cancellations, changes in parameters or constraints make the search environment dynamic. Many algorithms are designed to deal with stationary optimization problems, but these algorithms do not face dynamic optimization problems or manage them correctly. Although some optimization algorithms are proposed to deal with the changes in dynamic environments differently, there are still areas of improvement in existing algorithms due to limitations or drawbacks, especially in terms of locating and following the previously identified optima. With this in mind, we studied a variant of SSA known as QSSO, which integrates the principles of quantum computing. An attempt is made to improve the overall performance of standard SSA to deal with the dynamic environment effectively by locating and tracking the global optima for DOPs. This work is an extension of the proposed new algorithm QSSO, known as the Quantum-inspired Chaotic Salp Swarm Optimization (QCSSO) Algorithm, which details the various approaches considered while solving DOPs. A chaotic operator is employed with quantum computing to respond to change and guarantee to increase individual searchability by improving population diversity and the speed at which the algorithm converges. We experimented by evaluating QCSSO on a well-known generalized dynamic benchmark problem (GDBG) provided for CEC 2009, followed by a comparative numerical study with well-regarded algorithms. As promised, the introduced QCSSO is discovered as the rival algorithm for DOPs.
Estimating heterogeneous treatment effect from survival outcomes via (orthogonal) censoring unbiased learning
Xu, Shenbo, Cobzaru, Raluca, Zheng, Bang, Finkelstein, Stan N., Welsch, Roy E., Ng, Kenney, Tzoulaki, Ioanna, Shahn, Zach
Methods for estimating heterogeneous treatment effects (HTE) from observational data have largely focused on continuous or binary outcomes, with less attention paid to survival outcomes and almost none to settings with competing risks. In this work, we develop censoring unbiased transformations (CUTs) for survival outcomes both with and without competing risks.After converting time-to-event outcomes using these CUTs, direct application of HTE learners for continuous outcomes yields consistent estimates of heterogeneous cumulative incidence effects, total effects, and separable direct effects. Our CUTs enable application of a much larger set of state of the art HTE learners for censored outcomes than had previously been available, especially in competing risks settings. We provide generic model-free learner-specific oracle inequalities bounding the finite-sample excess risk. The oracle efficiency results depend on the oracle selector and estimated nuisance functions from all steps involved in the transformation. We demonstrate the empirical performance of the proposed methods in simulation studies.