Statistical Learning
Large-scale Stochastic Optimization of NDCG Surrogates for Deep Learning with Provable Convergence
Qiu, Zi-Hao, Hu, Quanqi, Zhong, Yongjian, Zhang, Lijun, Yang, Tianbao
NDCG, namely Normalized Discounted Cumulative Gain, is a widely used ranking metric in information retrieval and machine learning. However, efficient and provable stochastic methods for maximizing NDCG are still lacking, especially for deep models. In this paper, we propose a principled approach to optimize NDCG and its top-$K$ variant. First, we formulate a novel compositional optimization problem for optimizing the NDCG surrogate, and a novel bilevel compositional optimization problem for optimizing the top-$K$ NDCG surrogate. Then, we develop efficient stochastic algorithms with provable convergence guarantees for the non-convex objectives. Different from existing NDCG optimization methods, the per-iteration complexity of our algorithms scales with the mini-batch size instead of the number of total items. To improve the effectiveness for deep learning, we further propose practical strategies by using initial warm-up and stop gradient operator. Experimental results on multiple datasets demonstrate that our methods outperform prior ranking approaches in terms of NDCG. To the best of our knowledge, this is the first time that stochastic algorithms are proposed to optimize NDCG with a provable convergence guarantee. Our proposed methods are implemented in the LibAUC library at https://libauc.org/.
Using natural language processing and structured medical data to phenotype patients hospitalized due to COVID-19
Chang, Feier, Krishnan, Jay, Hurst, Jillian H, Yarrington, Michael E, Anderson, Deverick J, O'Brien, Emily C, Goldstein, Benjamin A
To identify patients who are hospitalized because of COVID-19 as opposed to those who were admitted for other indications, we compared the performance of different computable phenotype definitions for COVID-19 hospitalizations that use different types of data from the electronic health records (EHR), including structured EHR data elements, provider notes, or a combination of both data types. And conduct a retrospective data analysis utilizing chart review-based validation. Participants are 586 hospitalized individuals who tested positive for SARS-CoV-2 during January 2022. We used natural language processing to incorporate data from provider notes and LASSO regression and Random Forests to fit classification algorithms that incorporated structured EHR data elements, provider notes, or a combination of structured data and provider notes. Results: Based on a chart review, 38% of 586 patients were determined to be hospitalized for reasons other than COVID-19 despite having tested positive for SARS-CoV-2. A classification algorithm that used provider notes had significantly better discrimination than one that used structured EHR data elements (AUROC: 0.894 vs 0.841, p < 0.001), and performed similarly to a model that combined provider notes with structured data elements (AUROC: 0.894 vs 0.893). Assessments of hospital outcome metrics significantly differed based on whether the population included all hospitalized patients who tested positive for SARS-CoV-2 versus those who were determined to have been hospitalized due to COVID-19. This work demonstrates the utility of natural language processing approaches to derive information related to patient hospitalizations in cases where there may be multiple conditions that could serve as the primary indication for hospitalization.
FV-MgNet: Fully Connected V-cycle MgNet for Interpretable Time Series Forecasting
Zhu, Jianqing, He, Juncai, Zhang, Lian, Xu, Jinchao
By investigating iterative methods for a constrained linear model, we propose a new class of fully connected V-cycle MgNet for long-term time series forecasting, which is one of the most difficult tasks in forecasting. MgNet is a CNN model that was proposed for image classification based on the multigrid (MG) methods for solving discretized partial differential equations (PDEs). We replace the convolutional operations with fully connected operations in the existing MgNet and then apply them to forecasting problems. Motivated by the V-cycle structure in MG, we further propose the FV-MgNet, a V-cycle version of the fully connected MgNet, to extract features hierarchically. By evaluating the performance of FV-MgNet on popular data sets and comparing it with state-of-the-art models, we show that the FV-MgNet achieves better results with less memory usage and faster inference speed. In addition, we develop ablation experiments to demonstrate that the structure of FV-MgNet is the best choice among the many variants.
Augmented Learning of Heterogeneous Treatment Effects via Gradient Boosting Trees
Chen, Heng, LeBlanc, Michael L., Dai, James Y.
Heterogeneous treatment effects (HTE) based on patients' genetic or clinical factors are of significant interest to precision medicine. Simultaneously modeling HTE and corresponding main effects for randomized clinical trials with high-dimensional predictive markers is challenging. Motivated by the modified covariates approach, we propose a two-stage statistical learning procedure for estimating HTE with optimal efficiency augmentation, generalizing to arbitrary interaction model and exploiting powerful extreme gradient boosting trees (XGBoost). Target estimands for HTE are defined in the scale of mean difference for quantitative outcomes, or risk ratio for binary outcomes, which are the minimizers of specialized loss functions. The first stage is to estimate the main-effect equivalency of the baseline markers on the outcome, which is then used as an augmentation term in the second stage estimation for HTE. The proposed two-stage procedure is robust to model mis-specification of main effects and improves efficiency for estimating HTE through nonparametric function estimation, e.g., XGBoost. A permutation test is proposed for global assessment of evidence for HTE. An analysis of a genetic study in Prostate Cancer Prevention Trial led by the SWOG Cancer Research Network, is conducted to showcase the properties and the utilities of the two-stage method.
Federated Analytics: A survey
Elkordy, Ahmed Roushdy, Ezzeldin, Yahya H., Han, Shanshan, Sharma, Shantanu, He, Chaoyang, Mehrotra, Sharad, Avestimehr, Salman
Federated analytics (FA) is a privacy-preserving framework for computing data analytics over multiple remote parties (e.g., mobile devices) or silo-ed institutional entities (e.g., hospitals, banks) without sharing the data among parties. Motivated by the practical use cases of federated analytics, we follow a systematic discussion on federated analytics in this article. In particular, we discuss the unique characteristics of federated analytics and how it differs from federated learning. We also explore a wide range of FA queries and discuss various existing solutions and potential use case applications for different FA queries.
Uncertainty in Fairness Assessment: Maintaining Stable Conclusions Despite Fluctuations
Barrainkua, Ainhize, Gordaliza, Paula, Lozano, Jose A., Quadrianto, Novi
With the current adoption of machine learning (ML) systems in social, economic, and industrial domains, concerns about the fairness of automated decisions have been added to the problem of ensuring the efficiency of algorithms in a stable and interpretative manner. Although both aspects are measured in terms of performance metrics, fairness entails the additional challenge of incorporating sensitive information in the data and new procedures need to be considered to control the stability of such outcomes. Recent ML trends are increasingly encouraging researchers to incorporate uncertainty into the evaluation of algorithm-based systems. In order to increase the transparency of algorithmic performance measures, typically for comparison purposes, some authors [3, 19] propose to treat these metrics as random variables whose posterior distributions are updated through Bayesian inference. In the fair learning setting, these kinds of considerations are also necessary, especially since fairness metrics have been proved unstable with respect to dataset composition. In particular, Ji et al. [17] or Friedler et al. [12] showed how certain fairness metrics strongly vary, respectively, in hold-out
Continual Learning with Scaled Gradient Projection
In neural networks, continual learning results in gradient interference among sequential tasks, leading to catastrophic forgetting of old tasks while learning new ones. This issue is addressed in recent methods by storing the important gradient spaces for old tasks and updating the model orthogonally during new tasks. However, such restrictive orthogonal gradient updates hamper the learning capability of the new tasks resulting in sub-optimal performance. To improve new learning while minimizing forgetting, in this paper we propose a Scaled Gradient Projection (SGP) method, where we combine the orthogonal gradient projections with scaled gradient steps along the important gradient spaces for the past tasks. The degree of gradient scaling along these spaces depends on the importance of the bases spanning them. We propose an efficient method for computing and accumulating importance of these bases using the singular value decomposition of the input representations for each task. We conduct extensive experiments ranging from continual image classification to reinforcement learning tasks and report better performance with less training overhead than the state-of-the-art approaches.
ESIE-BERT: Enriching Sub-words Information Explicitly with BERT for Joint Intent Classification and SlotFilling
Guo, Yu, Xie, Zhilong, Chen, Xingyan, Chen, Huangen, Wang, Leilei, Du, Huaming, Wei, Shaopeng, Zhao, Yu, Li, Qing, Wu, Gang
Natural language understanding (NLU) has two core tasks: intent classification and slot filling. The success of pre-training language models resulted in a significant breakthrough in the two tasks. One of the promising solutions called BERT can jointly optimize the two tasks. We note that BERT-based models convert each complex token into multiple sub-tokens by wordpiece algorithm, which generates a mismatch between the lengths of the tokens and the labels. This leads to BERT-based models do not do well in label prediction which limits model performance improvement. Many existing models can be compatible with this issue but some hidden semantic information is discarded in the fine-tuning process. We address the problem by introducing a novel joint method on top of BERT which explicitly models the multiple sub-tokens features after wordpiece tokenization, thereby contributing to the two tasks. Our method can well extract the contextual features from complex tokens by the proposed sub-words attention adapter (SAA), which preserves overall utterance information. Additionally, we propose an intent attention adapter (IAA) to obtain the full sentence features to aid users to predict intent. Experimental results confirm that our proposed model is significantly improved on two public benchmark datasets. In particular, the slot filling F1 score is improved from 96.1 to 98.2 (2.1% absolute) on the Airline Travel Information Systems (ATIS) dataset.
Neural Design for Genetic Perturbation Experiments
Pacchiano, Aldo, Wulsin, Drausin, Barton, Robert A., Voloch, Luis
The problem of how to genetically modify cells in order to maximize a certain cellular phenotype has taken center stage in drug development over the last few years (with, for example, genetically edited CAR-T, CAR-NK, and CAR-NKT cells entering cancer clinical trials). Exhausting the search space for all possible genetic edits (perturbations) or combinations thereof is infeasible due to cost and experimental limitations. This work provides a theoretically sound framework for iteratively exploring the space of perturbations in pooled batches in order to maximize a target phenotype under an experimental budget. Inspired by this application domain, we study the problem of batch query bandit optimization and introduce the Optimistic Arm Elimination ($\mathrm{OAE}$) principle designed to find an almost optimal arm under different functional relationships between the queries (arms) and the outputs (rewards). We analyze the convergence properties of $\mathrm{OAE}$ by relating it to the Eluder dimension of the algorithm's function class and validate that $\mathrm{OAE}$ outperforms other strategies in finding optimal actions in experiments on simulated problems, public datasets well-studied in bandit contexts, and in genetic perturbation datasets when the regression model is a deep neural network. OAE also outperforms the benchmark algorithms in 3 of 4 datasets in the GeneDisco experimental planning challenge.
Eloss in the way: A Sensitive Input Quality Metrics for Intelligent Driving
Yang, Haobo, Zhang, Shiyan, Yang, Zhuoyi, Zhang, Xinyu
With the increasing complexity of the traffic environment, the importance of safety perception in intelligent driving is growing. Conventional methods in the robust perception of intelligent driving focus on training models with anomalous data, letting the deep neural network decide how to tackle anomalies. However, these models cannot adapt smoothly to the diverse and complex real-world environment. This paper proposes a new type of metric known as Eloss and offers a novel training strategy to empower perception models from the aspect of anomaly detection. Eloss is designed based on an explanation of the perception model's information compression layers. Specifically, taking inspiration from the design of a communication system, the information transmission process of an information compression network has two expectations: the amount of information changes steadily, and the information entropy continues to decrease. Then Eloss can be obtained according to the above expectations, guiding the update of related network parameters and producing a sensitive metric to identify anomalies while maintaining the model performance. Our experiments demonstrate that Eloss can deviate from the standard value by a factor over 100 with anomalous data and produce distinctive values for similar but different types of anomalies, showing the effectiveness of the proposed method. Our code is available at: (code available after paper accepted).