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 Statistical Learning


Hyperparameter Tuning and Model Evaluation in Causal Effect Estimation

arXiv.org Artificial Intelligence

The performance of most causal effect estimators relies on accurate predictions of high-dimensional non-linear functions of the observed data. The remarkable flexibility of modern Machine Learning (ML) methods is perfectly suited to this task. However, data-driven hyperparameter tuning of ML methods requires effective model evaluation to avoid large errors in causal estimates, a task made more challenging because causal inference involves unavailable counterfactuals. Multiple performance-validation metrics have recently been proposed such that practitioners now not only have to make complex decisions about which causal estimators, ML learners and hyperparameters to choose, but also about which evaluation metric to use. This paper, motivated by unclear recommendations, investigates the interplay between the four different aspects of model evaluation for causal effect estimation. We develop a comprehensive experimental setup that involves many commonly used causal estimators, ML methods and evaluation approaches and apply it to four well-known causal inference benchmark datasets. Our results suggest that optimal hyperparameter tuning of ML learners is enough to reach state-of-the-art performance in effect estimation, regardless of estimators and learners. We conclude that most causal estimators are roughly equivalent in performance if tuned thoroughly enough. We also find hyperparameter tuning and model evaluation are much more important than causal estimators and ML methods. Finally, from the significant gap we find in estimation performance of popular evaluation metrics compared with optimal model selection choices, we call for more research into causal model evaluation to unlock the optimum performance not currently being delivered even by state-of-the-art procedures.


EZtune: A Package for Automated Hyperparameter Tuning in R

arXiv.org Artificial Intelligence

Statistical learning models have been growing in popularity in recent years. Many of these models have hyperparameters that must be tuned for models to perform well. Tuning these parameters is not trivial. EZtune is an R package with a simple user interface that can tune support vector machines, adaboost, gradient boosting machines, and elastic net. We first provide a brief summary of the the models that EZtune can tune, including a discussion of each of their hyperparameters. We then compare the ease of using EZtune, caret, and tidymodels. This is followed with a comparison of the accuracy and computation times for models tuned with EZtune and tidymodels. We conclude with a demonstration of how how EZtune can be used to help select a final model with optimal predictive power. Our comparison shows that EZtune can tune support vector machines and gradient boosting machines with EZtune also provides a user interface that is easy to use for a novice to statistical learning models or R.


Uniform Pessimistic Risk and Optimal Portfolio

arXiv.org Artificial Intelligence

The optimality of allocating assets has been widely discussed with the theoretical analysis of risk measures. Pessimism is one of the most attractive approaches beyond the conventional optimal portfolio model, and the $\alpha$-risk plays a crucial role in deriving a broad class of pessimistic optimal portfolios. However, estimating an optimal portfolio assessed by a pessimistic risk is still challenging due to the absence of an available estimation model and a computational algorithm. In this study, we propose a version of integrated $\alpha$-risk called the uniform pessimistic risk and the computational algorithm to obtain an optimal portfolio based on the risk. Further, we investigate the theoretical properties of the proposed risk in view of three different approaches: multiple quantile regression, the proper scoring rule, and distributionally robust optimization. Also, the uniform pessimistic risk is applied to estimate the pessimistic optimal portfolio models for the Korean stock market and compare the result of the real data analysis. It is empirically confirmed that the proposed pessimistic portfolio presents a more robust performance than others when the stock market is unstable.


Imbalanced Semi-supervised Learning with Bias Adaptive Classifier

arXiv.org Artificial Intelligence

Pseudo-labeling has proven to be a promising semi-supervised learning (SSL) paradigm. Existing pseudo-labeling methods commonly assume that the class distributions of training data are balanced. However, such an assumption is far from realistic scenarios and thus severely limits the performance of current pseudo-labeling methods under the context of class-imbalance. To alleviate this problem, we design a bias adaptive classifier that targets the imbalanced SSL setups. The core idea is to automatically assimilate the training bias caused by class imbalance via the bias adaptive classifier, which is composed of a novel bias attractor and the original linear classifier. The bias attractor is designed as a light-weight residual network and optimized through a bi-level learning framework. Such a learning strategy enables the bias adaptive classifier to fit imbalanced training data, while the linear classifier can provide unbiased label prediction for each class. We conduct extensive experiments under various imbalanced semi-supervised setups, and the results demonstrate that our method can be applied to different pseudo-labeling models and is superior to current state-of-the-art methods.


Active Mass Distribution Estimation from Tactile Feedback

arXiv.org Artificial Intelligence

In this work, we present a method to estimate the mass distribution of a rigid object through robotic interactions and tactile feedback. This is a challenging problem because of the complexity of physical dynamics modeling and the action dependencies across the model parameters. We propose a sequential estimation strategy combined with a set of robot action selection rules based on the analytical formulation of a discrete-time dynamics model. To evaluate the performance of our approach, we also manufactured re-configurable block objects that allow us to modify the object mass distribution while having access to the ground truth values. We compare our approach against multiple baselines and show that our approach can estimate the mass distribution with around 10% error, while the baselines have errors ranging from 18% to 68%.


DeepLens: Interactive Out-of-distribution Data Detection in NLP Models

arXiv.org Artificial Intelligence

Machine Learning (ML) has been widely used in Natural Language Processing (NLP) applications. A fundamental assumption in ML is that training data and real-world data should follow a similar distribution. However, a deployed ML model may suffer from out-of-distribution (OOD) issues due to distribution shifts in the real-world data. Though many algorithms have been proposed to detect OOD data from text corpora, there is still a lack of interactive tool support for ML developers. In this work, we propose DeepLens, an interactive system that helps users detect and explore OOD issues in massive text corpora. Users can efficiently explore different OOD types in DeepLens with the help of a text clustering method. Users can also dig into a specific text by inspecting salient words highlighted through neuron activation analysis. In a within-subjects user study with 24 participants, participants using DeepLens were able to find nearly twice more types of OOD issues accurately with 22% more confidence compared with a variant of DeepLens that has no interaction or visualization support.


Computational Language Acquisition with Theory of Mind

arXiv.org Artificial Intelligence

Unlike current state-of-the-art language models, young children actively acquire language through interactions with their surrounding environment and caretakers. One mechanism that has been argued to be critical to language learning is the ability to infer the mental states of other agents in social environments, coined Theory of Mind (ToM) by Premack & Woodruff (1978). Drawing inspiration from the modern operationalized versions of ToM implemented in Rabinowitz et al. (2018) and Zhu et al. (2021), we build language-learning agents equipped with ToM, and measure its effects on the learning process. We model ToM by giving the speaker agent an internal listener model that is trained alongside the speaker and used to rerank potential utterances. We experiment with varying task difficulty, hypothesizing that models will acquire more complex language to adapt to stronger environmental pressures. We find that training speakers with a highly weighted ToM listener component leads to performance gains in our image referential game setting. We also find some evidence that increasing task difficulty in the training process results in more fluent and precise utterances in evaluation. This suggests the potential utility of further incorporating ToM, as well as other insights from child language acquisition, into computational models of language acquisition.


On the Provable Advantage of Unsupervised Pretraining

arXiv.org Artificial Intelligence

Unsupervised pretraining, which learns a useful representation using a large amount of unlabeled data to facilitate the learning of downstream tasks, is a critical component of modern large-scale machine learning systems. Despite its tremendous empirical success, the rigorous theoretical understanding of why unsupervised pretraining generally helps remains rather limited -- most existing results are restricted to particular methods or approaches for unsupervised pretraining with specialized structural assumptions. This paper studies a generic framework, where the unsupervised representation learning task is specified by an abstract class of latent variable models $\Phi$ and the downstream task is specified by a class of prediction functions $\Psi$. We consider a natural approach of using Maximum Likelihood Estimation (MLE) for unsupervised pretraining and Empirical Risk Minimization (ERM) for learning downstream tasks. We prove that, under a mild ''informative'' condition, our algorithm achieves an excess risk of $\tilde{\mathcal{O}}(\sqrt{\mathcal{C}_\Phi/m} + \sqrt{\mathcal{C}_\Psi/n})$ for downstream tasks, where $\mathcal{C}_\Phi, \mathcal{C}_\Psi$ are complexity measures of function classes $\Phi, \Psi$, and $m, n$ are the number of unlabeled and labeled data respectively. Comparing to the baseline of $\tilde{\mathcal{O}}(\sqrt{\mathcal{C}_{\Phi \circ \Psi}/n})$ achieved by performing supervised learning using only the labeled data, our result rigorously shows the benefit of unsupervised pretraining when $m \gg n$ and $\mathcal{C}_{\Phi\circ \Psi} > \mathcal{C}_\Psi$. This paper further shows that our generic framework covers a wide range of approaches for unsupervised pretraining, including factor models, Gaussian mixture models, and contrastive learning.


Like a Good Nearest Neighbor: Practical Content Moderation with Sentence Transformers

arXiv.org Artificial Intelligence

Modern text classification systems have impressive capabilities but are infeasible to deploy and use reliably due to their dependence on prompting and billion-parameter language models. SetFit (Tunstall et al., 2022) is a recent, practical approach that fine-tunes a Sentence Transformer under a contrastive learning paradigm and achieves similar results to more unwieldy systems. Text classification is important for addressing the problem of domain drift in detecting harmful content, which plagues all social media platforms. Here, we propose Like a Good Nearest Neighbor (LaGoNN), an inexpensive modification to SetFit that requires no additional parameters or hyperparameters but modifies input with information about its nearest neighbor, for example, the label and text, in the training data, making novel data appear similar to an instance on which the model was optimized. LaGoNN is effective at the task of detecting harmful content and generally improves performance compared to SetFit. To demonstrate the value of our system, we conduct a thorough study of text classification systems in the context of content moderation under four label distributions.


Learning not to Regret

arXiv.org Artificial Intelligence

Regret minimization is a key component of many algorithms for finding Nash equilibria in imperfect-information games. To scale to games that cannot fit in memory, we can use search with value functions. However, calling the value functions repeatedly in search can be expensive. Therefore, it is desirable to minimize regret in the search tree as fast as possible. We propose to accelerate the regret minimization by introducing a general ``learning not to regret'' framework, where we meta-learn the regret minimizer. The resulting algorithm is guaranteed to minimize regret in arbitrary settings and is (meta)-learned to converge fast on a selected distribution of games. Our experiments show that meta-learned algorithms converge substantially faster than prior regret minimization algorithms.