Statistical Learning
Forthcoming machine learning and AI seminars: October 2023 edition
This post contains a list of the AI-related seminars that are scheduled to take place between 9 October and 30 November 2023. All events detailed here are free and open for anyone to attend virtually. Three young stars talks Speakers: 1) A Graph Neural Network-based Reduce-then-Optimize Heuristic for the Fixed-Charge Transportation Problem, Caroline Spieckermann, 2) Reliable Adaptive Stochastic Optimization with High Probability Guarantees, Miaolan Xie, 3) Frontier Challenges in AI: The case of algorithmic bias in forecasting tools, Quan Zhou Organised by: Machine Learning NeEDS Mathematical Optimization Attend here. Agnostic Proper Learning of Monotone Functions: Beyond the Black-Box Correction Barrier Speaker: Jane Lange (MIT) Organised by: Carnegie Mellon University The Zoom link is here. Title to be confirmed Speaker: Jiajia Yu (Duke University) Organised by: University of Minnesota Check the website nearer the time for Zoom registration.
An unsupervised machine-learning-based shock sensor for high-order supersonic flow solvers
Mateo-Gabรญn, Andrรฉs, Tlales, Kenza, Valero, Eusebio, Ferrer, Esteban, Rubio, Gonzalo
We present a novel unsupervised machine-learning sock sensor based on Gaussian Mixture Models (GMMs). The proposed GMM sensor demonstrates remarkable accuracy in detecting shocks and is robust across diverse test cases with significantly less parameter tuning than other options. We compare the GMM-based sensor with state-of-the-art alternatives. All methods are integrated into a high-order compressible discontinuous Galerkin solver, where two stabilization approaches are coupled to the sensor to provide examples of possible applications. The Sedov blast and double Mach reflection cases demonstrate that our proposed sensor can enhance hybrid sub-cell flux-differencing formulations by providing accurate information of the nodes that require low-order blending. Besides, supersonic test cases including high Reynolds numbers showcase the sensor performance when used to introduce entropy-stable artificial viscosity to capture shocks, demonstrating the same effectiveness as fine-tuned state-of-the-art sensors. The adaptive nature and ability to function without extensive training datasets make this GMM-based sensor suitable for complex geometries and varied flow configurations. Our study reveals the potential of unsupervised machine-learning methods, exemplified by this GMM sensor, to improve the robustness and efficiency of advanced CFD codes.
Ensemble-based Hybrid Optimization of Bayesian Neural Networks and Traditional Machine Learning Algorithms
While hyperparameter tuning shows theoretical promise, its practical efficacy is not universally superior, as evidenced in Figure 4. The results thus offer a balanced perspective that marries theoretical rigor with empirical validation, fulfilling both academic and practical requirements. Implications for the Field of Machine Learning and Predictive Modeling Robustness and Generalization: The ensemble and stacking methods offer a mathematically substantiated pathway to improve the generalization capabilities of predictive models. Interpretability: The feature integration techniques not only improve model performance but also offer better interpretability by highlighting important features through mathematical formulations. Optimization: The proven convergence of Bayesian Optimization to the global optimum has far-reaching implications for hyperparameter tuning in models, as formalized by the EI equation. Unified Framework: This research provides a unified, mathematically rigorous framework for integrating Bayesian and non-Bayesian approaches, thereby setting a new benchmark for hybrid predictive systems. Future Research Directions Scalability: Investigating the scalability of the proposed methods, particularly in the context of the ensemble and Bayesian optimization equations, for larger datasets and more models. Real-world Applications: Extending this research to specific domains like healthcare, finance, and natural language processing to assess the practical utility of the proposed methods. Advanced Optimization Techniques: Exploring other optimization techniques that could further improve the efficiency and effectiveness of the proposed hybrid models, perhaps by introducing new mathematical formulations.
XAL: EXplainable Active Learning Makes Classifiers Better Low-resource Learners
Luo, Yun, Yang, Zhen, Meng, Fandong, Li, Yingjie, Guo, Fang, Qi, Qinglin, Zhou, Jie, Zhang, Yue
Active learning aims to construct an effective training set by iteratively curating the most informative unlabeled data for annotation, which is practical in low-resource tasks. Most active learning techniques in classification rely on the model's uncertainty or disagreement to choose unlabeled data. However, previous work indicates that existing models are poor at quantifying predictive uncertainty, which can lead to over-confidence in superficial patterns and a lack of exploration. Inspired by the cognitive processes in which humans deduce and predict through causal information, we propose a novel Explainable Active Learning framework (XAL) for low-resource text classification, which aims to encourage classifiers to justify their inferences and delve into unlabeled data for which they cannot provide reasonable explanations. Specifically, besides using a pre-trained bi-directional encoder for classification, we employ a pre-trained uni-directional decoder to generate and score the explanation. A ranking loss is proposed to enhance the decoder's capability in scoring explanations. During the selection of unlabeled data, we combine the predictive uncertainty of the encoder and the explanation score of the decoder to acquire informative data for annotation. As XAL is a general framework for text classification, we test our methods on six different classification tasks. Extensive experiments show that XAL achieves substantial improvement on all six tasks over previous AL methods. Ablation studies demonstrate the effectiveness of each component, and human evaluation shows that the model trained in XAL performs surprisingly well in explaining its prediction.
Deep Concept Removal
Klochkov, Yegor, Ton, Jean-Francois, Guo, Ruocheng, Liu, Yang, Li, Hang
We address the problem of concept removal in deep neural networks, aiming to learn representations that do not encode certain specified concepts (e.g., gender etc.) We propose a novel method based on adversarial linear classifiers trained on a concept dataset, which helps to remove the targeted attribute while maintaining model performance. Our approach Deep Concept Removal incorporates adversarial probing classifiers at various layers of the network, effectively addressing concept entanglement and improving out-of-distribution generalization. We also introduce an implicit gradient-based technique to tackle the challenges associated with adversarial training using linear classifiers. We evaluate the ability to remove a concept on a set of popular distributionally robust optimization (DRO) benchmarks with spurious correlations, as well as out-of-distribution (OOD) generalization tasks.
Deep symbolic regression for physics guided by units constraints: toward the automated discovery of physical laws
Tenachi, Wassim, Ibata, Rodrigo, Diakogiannis, Foivos I.
Symbolic Regression is the study of algorithms that automate the search for analytic expressions that fit data. While recent advances in deep learning have generated renewed interest in such approaches, the development of symbolic regression methods has not been focused on physics, where we have important additional constraints due to the units associated with our data. Here we present $\Phi$-SO, a Physical Symbolic Optimization framework for recovering analytical symbolic expressions from physics data using deep reinforcement learning techniques by learning units constraints. Our system is built, from the ground up, to propose solutions where the physical units are consistent by construction. This is useful not only in eliminating physically impossible solutions, but because the "grammatical" rules of dimensional analysis restrict enormously the freedom of the equation generator, thus vastly improving performance. The algorithm can be used to fit noiseless data, which can be useful for instance when attempting to derive an analytical property of a physical model, and it can also be used to obtain analytical approximations to noisy data. We test our machinery on a standard benchmark of equations from the Feynman Lectures on Physics and other physics textbooks, achieving state-of-the-art performance in the presence of noise (exceeding 0.1%) and show that it is robust even in the presence of substantial (10%) noise. We showcase its abilities on a panel of examples from astrophysics.
Binary Classification with Confidence Difference
Wang, Wei, Feng, Lei, Jiang, Yuchen, Niu, Gang, Zhang, Min-Ling, Sugiyama, Masashi
Recently, learning with soft labels has been shown to achieve better performance than learning with hard labels in terms of model generalization, calibration, and robustness. However, collecting pointwise labeling confidence for all training examples can be challenging and time-consuming in real-world scenarios. This paper delves into a novel weakly supervised binary classification problem called confidence-difference (ConfDiff) classification. Instead of pointwise labeling confidence, we are given only unlabeled data pairs with confidence difference that specifies the difference in the probabilities of being positive. We propose a risk-consistent approach to tackle this problem and show that the estimation error bound achieves the optimal convergence rate. We also introduce a risk correction approach to mitigate overfitting problems, whose consistency and convergence rate are also proven. Extensive experiments on benchmark data sets and a real-world recommender system data set validate the effectiveness of our proposed approaches in exploiting the supervision information of the confidence difference.
Cost-Sensitive Best Subset Selection for Logistic Regression: A Mixed-Integer Conic Optimization Perspective
A key challenge in machine learning is to design interpretable models that can reduce their inputs to the best subset for making transparent predictions, especially in the clinical domain. In this work, we propose a certifiably optimal feature selection procedure for logistic regression from a mixed-integer conic optimization perspective that can take an auxiliary cost to obtain features into account. Based on an extensive review of the literature, we carefully create a synthetic dataset generator for clinical prognostic model research. This allows us to systematically evaluate different heuristic and optimal cardinality- and budget-constrained feature selection procedures. The analysis shows key limitations of the methods for the low-data regime and when confronted with label noise. Our paper not only provides empirical recommendations for suitable methods and dataset designs, but also paves the way for future research in the area of meta-learning.
A Marketplace Price Anomaly Detection System at Scale
Sarpal, Akshit, Kang, Qiwen, Huang, Fangping, Song, Yang, Wan, Lijie
Online marketplaces execute large volume of price updates that are initiated by individual marketplace sellers each day on the platform. This price democratization comes with increasing challenges with data quality. Lack of centralized guardrails that are available for a traditional online retailer causes a higher likelihood for inaccurate prices to get published on the website, leading to poor customer experience and potential for revenue loss. We present MoatPlus (Masked Optimal Anchors using Trees, Proximity-based Labeling and Unsupervised Statistical-features), a scalable price anomaly detection framework for a growing marketplace platform. The goal is to leverage proximity and historical price trends from unsupervised statistical features to generate an upper price bound. We build an ensemble of models to detect irregularities in price-based features, exclude irregular features and use optimized weighting scheme to build a reliable price bound in real-time pricing pipeline. We observed that our approach improves precise anchor coverage by up to 46.6% in high-vulnerability item subsets
Statistical Estimation Under Distribution Shift: Wasserstein Perturbations and Minimax Theory
Chao, Patrick, Dobriban, Edgar
Distribution shifts are a serious concern in modern statistical learning as they can systematically change the properties of the data away from the truth. We focus on Wasserstein distribution shifts, where every data point may undergo a slight perturbation, as opposed to the Huber contamination model where a fraction of observations are outliers. We consider perturbations that are either independent or coordinated joint shifts across data points. We analyze several important statistical problems, including location estimation, linear regression, and non-parametric density estimation. Under a squared loss for mean estimation and prediction error in linear regression, we find the exact minimax risk, a least favorable perturbation, and show that the sample mean and least squares estimators are respectively optimal. For other problems, we provide nearly optimal estimators and precise finite-sample bounds. We also introduce several tools for bounding the minimax risk under general distribution shifts, not just for Wasserstein perturbations, such as a smoothing technique for location families, and generalizations of classical tools including least favorable sequences of priors, the modulus of continuity, as well as Le Cam's, Fano's, and Assouad's methods.