Statistical Learning
Adapting the Exploration Rate for Value-of-Information-Based Reinforcement Learning
Sledge, Isaac J., Principe, Jose C.
In this paper, we consider the problem of adjusting the exploration rate when using value-of-information-based exploration. We do this by converting the value-of-information optimization into a problem of finding equilibria of a flow for a changing exploration rate. We then develop an efficient path-following scheme for converging to these equilibria and hence uncovering optimal action-selection policies. Under this scheme, the exploration rate is automatically adapted according to the agent's experiences. Global convergence is theoretically assured. We first evaluate our exploration-rate adaptation on the Nintendo GameBoy games Centipede and Millipede. We demonstrate aspects of the search process, like that it yields a hierarchy of state abstractions. We also show that our approach returns better policies in fewer episodes than conventional search strategies relying on heuristic, annealing-based exploration-rate adjustments. We then illustrate that these trends hold for deep, value-of-information-based agents that learn to play ten simple games and over forty more complicated games for the Nintendo GameBoy system. Performance either near or well above the level of human play is observed.
Mixture of von Mises-Fisher distribution with sparse prototypes
Rossi, Fabrice, Barbaro, Florian
Mixtures of von Mises-Fisher distributions can be used to cluster data on the unit hypersphere. This is particularly adapted for high-dimensional directional data such as texts. We propose in this article to estimate a von Mises mixture using a l 1 penalized likelihood. This leads to sparse prototypes that improve clustering interpretability. We introduce an expectation-maximisation (EM) algorithm for this estimation and explore the trade-off between the sparsity term and the likelihood one with a path following algorithm. The model's behaviour is studied on simulated data and, we show the advantages of the approach on real data benchmark. We also introduce a new data set on financial reports and exhibit the benefits of our method for exploratory analysis.
ComplAI: Theory of A Unified Framework for Multi-factor Assessment of Black-Box Supervised Machine Learning Models
De, Arkadipta, Gudipudi, Satya Swaroop, Panchanan, Sourab, Desarkar, Maunendra Sankar
The advances in Artificial Intelligence are creating new opportunities to improve lives of people around the world, from business to healthcare, from lifestyle to education. For example, some systems profile the users using their demographic and behavioral characteristics to make certain domain-specific predictions. Often, such predictions impact the life of the user directly or indirectly (e.g., loan disbursement, determining insurance coverage, shortlisting applications, etc.). As a result, the concerns over such AI-enabled systems are also increasing. To address these concerns, such systems are mandated to be responsible i.e., transparent, fair, and explainable to developers and end-users. In this paper, we present ComplAI, a unique framework to enable, observe, analyze and quantify explainability, robustness, performance, fairness, and model behavior in drift scenarios, and to provide a single Trust Factor that evaluates different supervised Machine Learning models not just from their ability to make correct predictions but from overall responsibility perspective. The framework helps users to (a) connect their models and enable explanations, (b) assess and visualize different aspects of the model, such as robustness, drift susceptibility, and fairness, and (c) compare different models (from different model families or obtained through different hyperparameter settings) from an overall perspective thereby facilitating actionable recourse for improvement of the models. It is model agnostic and works with different supervised machine learning scenarios (i.e., Binary Classification, Multi-class Classification, and Regression) and frameworks. It can be seamlessly integrated with any ML life-cycle framework. Thus, this already deployed framework aims to unify critical aspects of Responsible AI systems for regulating the development process of such real systems.
A deep real options policy for sequential service region design and timing
Rath, Srushti, Chow, Joseph Y. J.
As various city agencies and mobility operators navigate toward innovative mobility solutions, there is a need for strategic flexibility in well-timed investment decisions in the design and timing of mobility service regions, i.e. cast as "real options" (RO). This problem becomes increasingly challenging with multiple interacting RO in such investments. We propose a scalable machine learning based RO framework for multi-period sequential service region design & timing problem for mobility-on-demand services, framed as a Markov decision process with non-stationary stochastic variables. A value function approximation policy from literature uses multi-option least squares Monte Carlo simulation to get a policy value for a set of interdependent investment decisions as deferral options (CR policy). The goal is to determine the optimal selection and timing of a set of zones to include in a service region. However, prior work required explicit enumeration of all possible sequences of investments. To address the combinatorial complexity of such enumeration, we propose a new variant "deep" RO policy using an efficient recurrent neural network (RNN) based ML method (CR-RNN policy) to sample sequences to forego the need for enumeration, making network design & timing policy tractable for large scale implementation. Experiments on multiple service region scenarios in New York City (NYC) shows the proposed policy substantially reduces the overall computational cost (time reduction for RO evaluation of > 90% of total investment sequences is achieved), with zero to near-zero gap compared to the benchmark. A case study of sequential service region design for expansion of MoD services in Brooklyn, NYC show that using the CR-RNN policy to determine optimal RO investment strategy yields a similar performance (0.5% within CR policy value) with significantly reduced computation time (about 5.4 times faster).
Essential Number of Principal Components and Nearly Training-Free Model for Spectral Analysis
Bie, Yifeng, You, Shuai, Li, Xinrui, Zhang, Xuekui, Lu, Tao
Through a study of multi-gas mixture datasets, we show that in multi-component spectral analysis, the number of functional or non-functional principal components required to retain the essential information is the same as the number of independent constituents in the mixture set. Due to the mutual in-dependency among different gas molecules, near one-to-one projection from the principal component to the mixture constituent can be established, leading to a significant simplification of spectral quantification. Further, with the knowledge of the molar extinction coefficients of each constituent, a complete principal component set can be extracted from the coefficients directly, and few to none training samples are required for the learning model. Compared to other approaches, the proposed methods provide fast and accurate spectral quantification solutions with a small memory size needed.
Incremental Unsupervised Feature Selection for Dynamic Incomplete Multi-view Data
Huang, Yanyong, Guo, Kejun, Yi, Xiuwen, Li, Zhong, Li, Tianrui
Multi-view unsupervised feature selection has been proven to be efficient in reducing the dimensionality of multi-view unlabeled data with high dimensions. The previous methods assume all of the views are complete. However, in real applications, the multi-view data are often incomplete, i.e., some views of instances are missing, which will result in the failure of these methods. Besides, while the data arrive in form of streams, these existing methods will suffer the issues of high storage cost and expensive computation time. To address these issues, we propose an Incremental Incomplete Multi-view Unsupervised Feature Selection method (I$^2$MUFS) on incomplete multi-view streaming data. By jointly considering the consistent and complementary information across different views, I$^2$MUFS embeds the unsupervised feature selection into an extended weighted non-negative matrix factorization model, which can learn a consensus clustering indicator matrix and fuse different latent feature matrices with adaptive view weights. Furthermore, we introduce the incremental leaning mechanisms to develop an alternative iterative algorithm, where the feature selection matrix is incrementally updated, rather than recomputing on the entire updated data from scratch. A series of experiments are conducted to verify the effectiveness of the proposed method by comparing with several state-of-the-art methods. The experimental results demonstrate the effectiveness and efficiency of the proposed method in terms of the clustering metrics and the computational cost.
Traceable Automatic Feature Transformation via Cascading Actor-Critic Agents
Xiao, Meng, Wang, Dongjie, Wu, Min, Qiao, Ziyue, Wang, Pengfei, Liu, Kunpeng, Zhou, Yuanchun, Fu, Yanjie
Feature transformation for AI is an essential task to boost the effectiveness and interpretability of machine learning (ML). Feature transformation aims to transform original data to identify an optimal feature space that enhances the performances of a downstream ML model. Existing studies either combines preprocessing, feature selection, and generation skills to empirically transform data, or automate feature transformation by machine intelligence, such as reinforcement learning. However, existing studies suffer from: 1) high-dimensional non-discriminative feature space; 2) inability to represent complex situational states; 3) inefficiency in integrating local and global feature information. To fill the research gap, we formulate the feature transformation task as an iterative, nested process of feature generation and selection, where feature generation is to generate and add new features based on original features, and feature selection is to remove redundant features to control the size of feature space. Finally, we present extensive experiments and case studies to illustrate 24.7\% improvements in F1 scores compared with SOTAs and robustness in high-dimensional data.
CARE: Certifiably Robust Learning with Reasoning via Variational Inference
Zhang, Jiawei, Li, Linyi, Zhang, Ce, Li, Bo
Despite great recent advances achieved by deep neural networks (DNNs), they are often vulnerable to adversarial attacks. Intensive research efforts have been made to improve the robustness of DNNs; however, most empirical defenses can be adaptively attacked again, and the theoretically certified robustness is limited, especially on large-scale datasets. One potential root cause of such vulnerabilities for DNNs is that although they have demonstrated powerful expressiveness, they lack the reasoning ability to make robust and reliable predictions. In this paper, we aim to integrate domain knowledge to enable robust learning with the reasoning paradigm. In particular, we propose a certifiably robust learning with reasoning pipeline (CARE), which consists of a learning component and a reasoning component. Concretely, we use a set of standard DNNs to serve as the learning component to make semantic predictions, and we leverage the probabilistic graphical models, such as Markov logic networks (MLN), to serve as the reasoning component to enable knowledge/logic reasoning. However, it is known that the exact inference of MLN (reasoning) is #P-complete, which limits the scalability of the pipeline. To this end, we propose to approximate the MLN inference via variational inference based on an efficient expectation maximization algorithm. In particular, we leverage graph convolutional networks (GCNs) to encode the posterior distribution during variational inference and update the parameters of GCNs (E-step) and the weights of knowledge rules in MLN (M-step) iteratively. We conduct extensive experiments on different datasets and show that CARE achieves significantly higher certified robustness compared with the state-of-the-art baselines. We additionally conducted different ablation studies to demonstrate the empirical robustness of CARE and the effectiveness of different knowledge integration.
Quantum Machine Learning Applied to the Classification of Diabetes
Hancco-Quispe, Juan Kenyhy, Borda-Colque, Jordan Piero, Torres-Cruz, Fred
Quantum Machine Learning (QML) shows how it maintains certain significant advantages over machine learning methods. It now shows that hybrid quantum methods have great scope for deployment and optimisation, and hold promise for future industries. As a weakness, quantum computing does not have enough qubits to justify its potential. This topic of study gives us encouraging results in the improvement of quantum coding, being the data preprocessing an important point in this research we employ two dimensionality reduction techniques LDA and PCA applying them in a hybrid way Quantum Support Vector Classifier (QSVC) and Variational Quantum Classifier (VQC) in the classification of Diabetes.
Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent
Chen, Xi, Lai, Zehua, Li, He, Zhang, Yichen
As the agent's choice is often influenced by additional covariates, also referred to as contexts, contextual bandit problems have gained renewed attention in the past decades (Woodroofe, 1979; Langford and Zhang, 2007, etc.). With the development of internet and data technology, contextual bandit algorithms play an important role in sequential decision-making applications, such as online advertisement (Li et al., 2010), precision medicine (Kim et al., 2011), e-commence (Qiang and Bayati, 2016; Chen et al., 2022), and public policy (Kasy and Sautmann, 2021). Such decisions are often referred to as recommendations, treatments, interventions, and public orders, while the rewards can be healthcare outcomes, welfare utility, revenue as well as any measure of satisfaction of decisions. Most contextual bandit algorithms are built with the goal of learning the best action under different contexts. In sequential settings, it is often formulated as minimizing the expected cumulative regret that the practitioner would have received if she knows the optimal action. While the importance of this regret minimization is undisputed, reliable uncertainty quantification of the learned decision rule is evidently important in many featured applications. For example, in a personalized medicine application where the intervention decision is to choose t''he best medical treatment to optimize some health outcome, the risk for the selected treatment plays a critical and even sometimes life-threatening role in decision-making. Such examples call for the crucial need for a valid and reliable statistical inference procedure accompanying the decision-making process to provide guidance on policy interventions. Inferential studies help not only prompt risk alerts in recommendations, but also gain scientific knowledge of questions such as the effectiveness of medicines.