Statistical Learning
IRG: Generating Synthetic Relational Databases using GANs
There is an overgrowing demand for data sharing in academia and industry. However, such sharing has issues with personal privacy and data confidentiality. One option is to share only synthetically-generated versions of the real data. Generative Adversarial Network (GAN) is a recently-popular technique that can be used for this purpose. Relational databases usually have multiple tables that are related to each other. So far, the use of GANs has essentially focused on generating single tables. This paper presents Incremental Relational Generator (IRG), which uses GANs to synthetically generate interrelated tables. Given an empirical relational database, IRG can generate a synthetic version that can be safely shared. IRG generates the tables in some sequential order. The key idea is to construct a context, based on the tables generated so far, when using a GAN to generate the next table. Experiments with public datasets and private student data show that IRG outperforms state-of-the-art in terms of statistical properties and query results.
ZO-AdaMU Optimizer: Adapting Perturbation by the Momentum and Uncertainty in Zeroth-order Optimization
Jiang, Shuoran, Chen, Qingcai, Pan, Youchen, Xiang, Yang, Lin, Yukang, Wu, Xiangping, Liu, Chuanyi, Song, Xiaobao
Lowering the memory requirement in full-parameter training on large models has become a hot research area. MeZO fine-tunes the large language models (LLMs) by just forward passes in a zeroth-order SGD optimizer (ZO-SGD), demonstrating excellent performance with the same GPU memory usage as inference. However, the simulated perturbation stochastic approximation for gradient estimate in MeZO leads to severe oscillations and incurs a substantial time overhead. Moreover, without momentum regularization, MeZO shows severe over-fitting problems. Lastly, the perturbation-irrelevant momentum on ZO-SGD does not improve the convergence rate. This study proposes ZO-AdaMU to resolve the above problems by adapting the simulated perturbation with momentum in its stochastic approximation. Unlike existing adaptive momentum methods, we relocate momentum on simulated perturbation in stochastic gradient approximation. Our convergence analysis and experiments prove this is a better way to improve convergence stability and rate in ZO-SGD. Extensive experiments demonstrate that ZO-AdaMU yields better generalization for LLMs fine-tuning across various NLP tasks than MeZO and its momentum variants.
Testing multivariate normality by testing independence
We propose a simple multivariate normality test based on Kac-Bernstein's characterization, which can be conducted by utilising existing statistical independence tests for sums and differences of data samples. We also perform its empirical investigation, which reveals that for high-dimensional data, the proposed approach may be more efficient than the alternative ones. The accompanying code repository is provided at \url{https://shorturl.at/rtuy5}.
Constrained Stein Variational Trajectory Optimization
Power, Thomas, Berenson, Dmitry
We present Constrained Stein Variational Trajectory Optimization (CSVTO), an algorithm for performing trajectory optimization with constraints on a set of trajectories in parallel. We frame constrained trajectory optimization as a novel form of constrained functional minimization over trajectory distributions, which avoids treating the constraints as a penalty in the objective and allows us to generate diverse sets of constraint-satisfying trajectories. Our method uses Stein Variational Gradient Descent (SVGD) to find a set of particles that approximates a distribution over low-cost trajectories while obeying constraints. CSVTO is applicable to problems with arbitrary equality and inequality constraints and includes a novel particle resampling step to escape local minima. By explicitly generating diverse sets of trajectories, CSVTO is better able to avoid poor local minima and is more robust to initialization. We demonstrate that CSVTO outperforms baselines in challenging highly-constrained tasks, such as a 7DoF wrench manipulation task, where CSVTO succeeds in 20/20 trials vs 13/20 for the closest baseline. Our results demonstrate that generating diverse constraint-satisfying trajectories improves robustness to disturbances and initialization over baselines.
OpenGSL: A Comprehensive Benchmark for Graph Structure Learning
Zhou, Zhiyao, Zhou, Sheng, Mao, Bochao, Zhou, Xuanyi, Chen, Jiawei, Tan, Qiaoyu, Zha, Daochen, Feng, Yan, Chen, Chun, Wang, Can
Graph Neural Networks (GNNs) have emerged as the de facto standard for representation learning on graphs, owing to their ability to effectively integrate graph topology and node attributes. However, the inherent suboptimal nature of node connections, resulting from the complex and contingent formation process of graphs, presents significant challenges in modeling them effectively. To tackle this issue, Graph Structure Learning (GSL), a family of data-centric learning approaches, has garnered substantial attention in recent years. The core concept behind GSL is to jointly optimize the graph structure and the corresponding GNN models. Despite the proposal of numerous GSL methods, the progress in this field remains unclear due to inconsistent experimental protocols, including variations in datasets, data processing techniques, and splitting strategies. In this paper, we introduce OpenGSL, the first comprehensive benchmark for GSL, aimed at addressing this gap. OpenGSL enables a fair comparison among state-of-the-art GSL methods by evaluating them across various popular datasets using uniform data processing and splitting strategies. Through extensive experiments, we observe that existing GSL methods do not consistently outperform vanilla GNN counterparts. We also find that there is no significant correlation between the homophily of the learned structure and task performance, challenging the common belief. Moreover, we observe that the learned graph structure demonstrates a strong generalization ability across different GNN models, despite the high computational and space consumption. We hope that our open-sourced library will facilitate rapid and equitable evaluation and inspire further innovative research in this field. The code of the benchmark can be found in https://github.com/OpenGSL/OpenGSL.
Statistical inverse learning problems with random observations
Abhishake, null, Helin, Tapio, Mรผcke, Nicole
We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable solutions. We discuss recent results in spectral regularization methods and regularization by projection, exploring both approaches within the context of Hilbert scales and presenting new insights particularly in regularization by projection. Additionally, we overview recent advancements in regularization using convex penalties. Convergence rates are analyzed in terms of the sample size in a probabilistic sense, yielding minimax rates in both expectation and probability. To achieve these results, the structure of reproducing kernel Hilbert spaces is leveraged to establish minimax rates in the statistical learning setting. We detail the assumptions underpinning these key elements of our proofs. Finally, we demonstrate the application of these concepts to nonlinear inverse problems in pharmacokinetic/pharmacodynamic (PK/PD) models, where the task is to predict changes in drug concentrations in patients.
Short-lived High-volume Multi-A(rmed)/B(andits) Testing
Jia, Su, Li, Andrew, Ravi, R., Oli, Nishant, Duff, Paul, Anderson, Ian
Modern platforms leverage randomized experiments to make informed decisions from a given set of items (``treatments''). As a particularly challenging scenario, these items may (i) arrive in high volume, with thousands of new items being released per hour, and (ii) have short lifetime, say, due to the item's transient nature or underlying non-stationarity that impels the platform to perceive the same item as distinct copies over time. Thus motivated, we study a Bayesian multiple-play bandit problem that encapsulates the key features of the multivariate testing (or ``multi-A/B testing'') problem with a high volume of short-lived arms. In each round, a set of $k$ arms arrive, each available for $w$ rounds. Without knowing the mean reward for each arm, the learner selects a multiset of $n$ arms and immediately observes their realized rewards. We aim to minimize the loss due to not knowing the mean rewards, averaged over instances generated from a given prior distribution. We show that when $k = O(n^\rho)$ for some constant $\rho>0$, our proposed policy has $\tilde O(n^{-\min \{\rho, \frac 12 (1+\frac 1w)^{-1}\}})$ loss on a sufficiently large class of prior distributions. We complement this result by showing that every policy suffers $\Omega (n^{-\min \{\rho, \frac 12\}})$ loss on the same class of distributions. We further validate the effectiveness of our policy through a large-scale field experiment on {\em Glance}, a content-card-serving platform that faces exactly the above challenge. A simple variant of our policy outperforms the platform's current recommender by 4.32\% in total duration and 7.48\% in total number of click-throughs.
Statistical Inference with Limited Memory: A Survey
Berg, Tomer, Ordentlich, Or, Shayevitz, Ofer
The problem of statistical inference in its various forms has been the subject of decades-long extensive research. Most of the effort has been focused on characterizing the behavior as a function of the number of available samples, with far less attention given to the effect of memory limitations on performance. Recently, this latter topic has drawn much interest in the engineering and computer science literature. In this survey paper, we attempt to review the state-of-the-art of statistical inference under memory constraints in several canonical problems, including hypothesis testing, parameter estimation, and distribution property testing/estimation. We discuss the main results in this developing field, and by identifying recurrent themes, we extract some fundamental building blocks for algorithmic construction, as well as useful techniques for lower bound derivations.
A Generalized Variable Importance Metric and Estimator for Black Box Machine Learning Models
Khan, Mohammad Kaviul Anam, Saarela, Olli, Kustra, Rafal
In this paper we define a population parameter, ``Generalized Variable Importance Metric (GVIM)'', to measure importance of predictors for black box machine learning methods, where the importance is not represented by model-based parameter. GVIM is defined for each input variable, using the true conditional expectation function, and it measures the variable's importance in affecting a continuous or a binary response. We extend previously published results to show that the defined GVIM can be represented as a function of the Conditional Average Treatment Effect (CATE) for any kind of a predictor, which gives it a causal interpretation and further justification as an alternative to classical measures of significance that are only available in simple parametric models. Extensive set of simulations using realistically complex relationships between covariates and outcomes and number of regression techniques of varying degree of complexity show the performance of our proposed estimator of the GVIM.
Personalized Federated Learning with Attention-based Client Selection
Chen, Zihan, Li, Jundong, Shen, Cong
Federated learning is a collaborative learning paradigm that allows multiple clients to work together while ensuring the preservation of their privacy Yang et al. (2019a). By leveraging the collective knowledge and data from all participating clients, federated learning aims to achieve better learning performance compared with individual client efforts McMahan et al. (2017). This collaborative nature has made federated learning increasingly popular, finding numerous practical applications where data decentralization and privacy are paramount. The privacy-preserving solutions offered by federated learning have found extensive applications in domains such as healthcare, smart cities, and finance Zheng et al. (2022); Yang et al. (2019b); Xu et al. (2021). However, the effectiveness of the collaborative approach in federated learning is highly dependent on the distribution of data among the clients. While federated learning performs exceptionally well when data distribution among clients is independent and identically distributed (IID), this is not the case in many real-world scenarios Kairouz et al. (2021). When the global model, which is collectively trained across decentralized clients, encounters diverse datasets with varying statistical characteristics, it may face challenges in effectively generalizing to the unique local data of each client Zhao et al. (2018); Jiang et al. (2019). The performance of the global model may be suboptimal on certain clients' data due to differences in data distributions and patterns. This limitation becomes more pronounced as the diversity among local data from different clients continues to increase Deng et al. (2020).