Statistical Learning
Differentiable Arbitrating in Zero-sum Markov Games
Wang, Jing, Song, Meichen, Gao, Feng, Liu, Boyi, Wang, Zhaoran, Wu, Yi
We initiate the study of how to perturb the reward in a zero-sum Markov game with two players to induce a desirable Nash equilibrium, namely arbitrating. Such a problem admits a bi-level optimization formulation. The lower level requires solving the Nash equilibrium under a given reward function, which makes the overall problem challenging to optimize in an end-to-end way. We propose a backpropagation scheme that differentiates through the Nash equilibrium, which provides the gradient feedback for the upper level. In particular, our method only requires a black-box solver for the (regularized) Nash equilibrium (NE). We develop the convergence analysis for the proposed framework with proper black-box NE solvers and demonstrate the empirical successes in two multi-agent reinforcement learning (MARL) environments.
An Efficient Two-stage Gradient Boosting Framework for Short-term Traffic State Estimation
Real-time traffic state estimation is essential for intelligent transportation systems. The NeurIPS 2022 Traffic4cast challenge provides an excellent testbed for benchmarking short-term traffic state estimation approaches. This technical report describes our solution to this challenge. In particular, we present an efficient two-stage gradient boosting framework for short-term traffic state estimation. The first stage derives the month, day of the week, and time slot index based on the sparse loop counter data, and the second stage predicts the future traffic states based on the sparse loop counter data and the derived month, day of the week, and time slot index. Experimental results demonstrate that our two-stage gradient boosting framework achieves strong empirical performance, achieving third place in both the core and the extended challenges while remaining highly efficient.
Harris Hawks Feature Selection in Distributed Machine Learning for Secure IoT Environments
Hijazi, Neveen, Aloqaily, Moayad, Ouni, Bassem, Karray, Fakhri, Debbah, Merouane
The development of the Internet of Things (IoT) has dramatically expanded our daily lives, playing a pivotal role in the enablement of smart cities, healthcare, and buildings. Emerging technologies, such as IoT, seek to improve the quality of service in cognitive cities. Although IoT applications are helpful in smart building applications, they present a real risk as the large number of interconnected devices in those buildings, using heterogeneous networks, increases the number of potential IoT attacks. IoT applications can collect and transfer sensitive data. Therefore, it is necessary to develop new methods to detect hacked IoT devices. This paper proposes a Feature Selection (FS) model based on Harris Hawks Optimization (HHO) and Random Weight Network (RWN) to detect IoT botnet attacks launched from compromised IoT devices. Distributed Machine Learning (DML) aims to train models locally on edge devices without sharing data to a central server. Therefore, we apply the proposed approach using centralized and distributed ML models. Both learning models are evaluated under two benchmark datasets for IoT botnet attacks and compared with other well-known classification techniques using different evaluation indicators. The experimental results show an improvement in terms of accuracy, precision, recall, and F-measure in most cases. The proposed method achieves an average F-measure up to 99.9\%. The results show that the DML model achieves competitive performance against centralized ML while maintaining the data locally.
Multi-generational labour markets: data-driven discovery of multi-perspective system parameters using machine learning
Alaql, Abeer Abdullah, Alqurashi, Fahad, Mehmood, Rashid
Economic issues, such as inflation, energy costs, taxes, and interest rates, are a constant presence in our daily lives and have been exacerbated by global events such as pandemics, environmental disasters, and wars. A sustained history of financial crises reveals significant weaknesses and vulnerabilities in the foundations of modern economies. Another significant issue currently is people quitting their jobs in large numbers. Moreover, many organizations have a diverse workforce comprising multiple generations posing new challenges. Transformative approaches in economics and labour markets are needed to protect our societies, economies, and planet. In this work, we use big data and machine learning methods to discover multi-perspective parameters for multi-generational labour markets. The parameters for the academic perspective are discovered using 35,000 article abstracts from the Web of Science for the period 1958-2022 and for the professionals' perspective using 57,000 LinkedIn posts from 2022. We discover a total of 28 parameters and categorised them into 5 macro-parameters, Learning & Skills, Employment Sectors, Consumer Industries, Learning & Employment Issues, and Generations-specific Issues. A complete machine learning software tool is developed for data-driven parameter discovery. A variety of quantitative and visualisation methods are applied and multiple taxonomies are extracted to explore multi-generational labour markets. A knowledge structure and literature review of multi-generational labour markets using over 100 research articles is provided. It is expected that this work will enhance the theory and practice of AI-based methods for knowledge discovery and system parameter discovery to develop autonomous capabilities and systems and promote novel approaches to labour economics and markets, leading to the development of sustainable societies and economies.
On the importance of data collection for training general goal-reaching policies
Jacq, Alexis, Orsini, Manu, Dulac-Arnold, Gabriel, Pietquin, Olivier, Geist, Matthieu, Bachem, Olivier
Recent advances in ML suggest that the quantity of data available to a model is one of the primary bottlenecks to high performance. Although for language-based tasks there exist almost unlimited amounts of reasonably coherent data to train from, this is generally not the case for Reinforcement Learning, especially when dealing with a novel environment. In effect, even a relatively trivial continuous environment has an almost limitless number of states, but simply sampling random states and actions will likely not provide transitions that are interesting or useful for any potential downstream task. How should one generate massive amounts of useful data given only an MDP with no indication of downstream tasks? Are the quantity and quality of data truly transformative to the performance of a general controller? We propose to answer both of these questions. First, we introduce a principled unsupervised exploration method, ChronoGEM, which aims to achieve uniform coverage over the manifold of achievable states, which we believe is the most reasonable goal given no prior task information. Secondly, we investigate the effects of both data quantity and data quality on the training of a downstream goal-achievement policy, and show that both large quantities and high-quality of data are essential to train a general controller: a high-precision pose-achievement policy capable of attaining a large number of poses over numerous continuous control embodiments including humanoid.
Hidden Heterogeneity: When to Choose Similarity-Based Calibration
Wagstaff, Kiri L., Dietterich, Thomas G.
Trustworthy classifiers are essential to the adoption of machine learning predictions in many real-world settings. The predicted probability of possible outcomes can inform high-stakes decision making, particularly when assessing the expected value of alternative decisions or the risk of bad outcomes. These decisions require well-calibrated probabilities, not just the correct prediction of the most likely class. Black-box classifier calibration methods can improve the reliability of a classifier's output without requiring retraining. However, these methods are unable to detect subpopulations where calibration could also improve prediction accuracy. Such subpopulations are said to exhibit "hidden heterogeneity" (HH), because the original classifier did not detect them. This paper proposes a quantitative measure for HH. It also introduces two similarity-weighted calibration methods that can address HH by adapting locally to each test item: SWC weights the calibration set by similarity to the test item, and SWC-HH explicitly incorporates hidden heterogeneity to filter the calibration set. Experiments show that the improvements in calibration achieved by similarity-based calibration methods correlate with the amount of HH present and, given sufficient calibration data, generally exceed calibration achieved by global methods. HH can therefore serve as a useful diagnostic tool for identifying when local calibration methods would be beneficial.
Sketch In, Sketch Out: Accelerating both Learning and Inference for Structured Prediction with Kernels
Ahmad, Tamim El, Brogat-Motte, Luc, Laforgue, Pierre, d'Alchรฉ-Buc, Florence
Surrogate kernel-based methods offer a flexible solution to structured output prediction by leveraging the kernel trick in both input and output spaces. In contrast to energy-based models, they avoid to pay the cost of inference during training, while enjoying statistical guarantees. However, without approximation, these approaches are condemned to be used only on a limited amount of training data. In this paper, we propose to equip surrogate kernel methods with approximations based on sketching, seen as low rank projections of feature maps both on input and output feature maps. We showcase the approach on Input Output Kernel ridge Regression (or Kernel Dependency Estimation) and provide excess risk bounds that can be in turn directly plugged on the final predictive model. An analysis of the complexity in time and memory show that sketching the input kernel mostly reduces training time while sketching the output kernel allows to reduce the inference time. Furthermore, we show that Gaussian and sub-Gaussian sketches are admissible sketches in the sense that they induce projection operators ensuring a small excess risk. Experiments on different tasks consolidate our findings.
Federated Gradient Matching Pursuit
Jeong, Halyun, Needell, Deanna, Qin, Jing
Traditional machine learning techniques require centralizing all training data on one server or data hub. Due to the development of communication technologies and a huge amount of decentralized data on many clients, collaborative machine learning has become the main interest while providing privacy-preserving frameworks. In particular, federated learning (FL) provides such a solution to learn a shared model while keeping training data at local clients. On the other hand, in a wide range of machine learning and signal processing applications, the desired solution naturally has a certain structure that can be framed as sparsity with respect to a certain dictionary. This problem can be formulated as an optimization problem with sparsity constraints and solving it efficiently has been one of the primary research topics in the traditional centralized setting. In this paper, we propose a novel algorithmic framework, federated gradient matching pursuit (FedGradMP), to solve the sparsity constrained minimization problem in the FL setting. We also generalize our algorithms to accommodate various practical FL scenarios when only a subset of clients participate per round, when the local model estimation at clients could be inexact, or when the model parameters are sparse with respect to general dictionaries. Our theoretical analysis shows the linear convergence of the proposed algorithms. A variety of numerical experiments are conducted to demonstrate the great potential of the proposed framework -- fast convergence both in communication rounds and computation time for many important scenarios without sophisticated parameter tuning.
Contrastive Trajectory Similarity Learning with Dual-Feature Attention
Chang, Yanchuan, Qi, Jianzhong, Liang, Yuxuan, Tanin, Egemen
Trajectory similarity measures act as query predicates in trajectory databases, making them the key player in determining the query results. They also have a heavy impact on the query efficiency. An ideal measure should have the capability to accurately evaluate the similarity between any two trajectories in a very short amount of time. Towards this aim, we propose a contrastive learning-based trajectory modeling method named TrajCL. We present four trajectory augmentation methods and a novel dual-feature self-attention-based trajectory backbone encoder. The resultant model can jointly learn both the spatial and the structural patterns of trajectories. Our model does not involve any recurrent structures and thus has a high efficiency. Besides, our pre-trained backbone encoder can be fine-tuned towards other computationally expensive measures with minimal supervision data. Experimental results show that TrajCL is consistently and significantly more accurate than the state-of-the-art trajectory similarity measures. After fine-tuning, i.e., to serve as an estimator for heuristic measures, TrajCL can even outperform the state-of-the-art supervised method by up to 56% in the accuracy for processing trajectory similarity queries.
Enhancing Causal Discovery from Robot Sensor Data in Dynamic Scenarios
Castri, Luca, Mghames, Sariah, Hanheide, Marc, Bellotto, Nicola
Identifying the main features and learning the causal relationships of a dynamic system from timeseries of sensor data are key problems in many real-world robot applications. In this paper, we propose an extension of a state-of-the-art causal discovery method, PCMCI, embedding an additional feature-selection module based on transfer entropy. Starting from a prefixed set of variables, the new algorithm reconstructs the causal model of the observed system by considering only its main features and neglecting those deemed unnecessary for understanding the evolution of the system. We first validate the method on a toy problem and on synthetic data of brain network, for which the ground-truth models are available, and then on a real-world robotics scenario using a large-scale time-series dataset of human trajectories. The experiments demonstrate that our solution outperforms the previous state-of-the-art technique in terms of accuracy and computational efficiency, allowing better and faster causal discovery of meaningful models from robot sensor data. Keywords: causal discovery, feature selection, time-series, transfer entropy, causal robotics.