Statistical Learning
TransTab: Learning Transferable Tabular Transformers Across Tables
Tabular data (or tables) are the most widely used data format in machine learning (ML). However, ML models often assume the table structure keeps fixed in training and testing. Before ML modeling, heavy data cleaning is required to merge disparate tables with different columns. This preprocessing often incurs significant data waste (e.g., removing unmatched columns and samples). How to learn ML models from multiple tables with partially overlapping columns? How to incrementally update ML models as more columns become available over time? Can we leverage model pretraining on multiple distinct tables? How to train an ML model which can predict on an unseen table? To answer all those questions, we propose to relax fixed table structures by introducing a Transferable Tabular Transformer (TransTab) for tables. The goal of TransTab is to convert each sample (a row in the table) to a generalizable embedding vector, and then apply stacked transformers for feature encoding. One methodology insight is combining column description and table cells as the raw input to a gated transformer model. The other insight is to introduce supervised and self-supervised pretraining to improve model performance. We compare TransTab with multiple baseline methods on diverse benchmark datasets and five oncology clinical trial datasets. Overall, TransTab ranks 1.00, 1.00, 1.78 out of 12 methods in supervised learning, feature incremental learning, and transfer learning scenarios, respectively; and the proposed pretraining leads to 2.3% AUC lift on average over the supervised learning.
Topological Structure Learning for Weakly-Supervised Out-of-Distribution Detection
He, Rundong, Li, Rongxue, Han, Zhongyi, Yin, Yilong
However, in many real applications, the assumption cannot be satisfied due to the existence of unknowns. A reliable classification model ought to own the ability to say "I do not know" to out-of-distribution (OOD) data that the model has not seen before, which is the key to deploying models safely in the real world [34, 45]. For example, a wildlife monitoring system with the ability to detect OOD data will not confidently regard unknown animal categories as known categories, which is essential to help humans discover new species [35]. In medical image recognition [12, 41], models with the ability to detect OOD data can help doctors discover rare and novel diseases and prevent patients missing the best treatment period. In autonomous driving, OOD detection enables cars to evoke human control of driving in an emergency or unknown scenarios [17, 36], which contributes to safer and more reliable autonomous driving. OOD detection has received much attention because of its significance, and plenty of methods have emerged. The existing OOD detection methods can be divided into two main categories: classification-based OOD detection methods and density-based OOD detection methods. The classification-based methods contain post-hoc based methods [18, 27] and fine-tuning based methods [19, 30].
Comments on "Iteratively Re-weighted Algorithm for Fuzzy c-Means"
In this comment, we present a simple alternate derivation to the IRW-FCM algorithm presented in "Iteratively Re-weighted Algorithm for Fuzzy c-Means" for Fuzzy c-Means problem. We show that the iterative steps derived for IRW-FCM algorithm are nothing but steps of the popular Majorization Minimization (MM) algorithm. The derivation presented in this note is much simpler and straightforward and, unlike the derivation of IRW-FCM, the derivation here does not involve introduction of any auxiliary variable. Moreover, by showing the steps of IRW-FCM as the MM algorithm, the inner loop of the IRW-FCM algorithm can be eliminated and the algorithm can be effectively run as a "single loop" algorithm. More precisely, the new MM-based derivation deduces that a single inner loop of IRW-FCM is sufficient to decrease the Fuzzy c-means objective function, which speeds up the IRW-FCM algorithm.
Modeling Task Effects in Human Reading with Neural Network-based Attention
Research on human reading has long documented that reading behavior shows task-specific effects, but it has been challenging to build general models predicting what reading behavior humans will show in a given task. We introduce NEAT, a computational model of the allocation of attention in human reading, based on the hypothesis that human reading optimizes a tradeoff between economy of attention and success at a task. Our model is implemented using contemporary neural network modeling techniques, and makes explicit and testable predictions about how the allocation of attention varies across different tasks. We test this in an eyetracking study comparing two versions of a reading comprehension task, finding that our model successfully accounts for reading behavior across the tasks. Our work thus provides evidence that task effects can be modeled as optimal adaptation to task demands.
Sales Channel Optimization via Simulations Based on Observational Data with Delayed Rewards: A Case Study at LinkedIn
Negoescu, Diana M., Khosravi, Pasha, Zhao, Shadow, Chen, Nanyu, Ahammad, Parvez, Gonzalez, Humberto
Training models on data obtained from randomized experiments is ideal for making good decisions. However, randomized experiments are often time-consuming, expensive, risky, infeasible or unethical to perform, leaving decision makers little choice but to rely on observational data collected under historical policies when training models. This opens questions regarding not only which decision-making policies would perform best in practice, but also regarding the impact of different data collection protocols on the performance of various policies trained on the data, or the robustness of policy performance with respect to changes in problem characteristics such as action- or reward- specific delays in observing outcomes. We aim to answer such questions for the problem of optimizing sales channel allocations at LinkedIn, where sales accounts (leads) need to be allocated to one of three channels, with the goal of maximizing the number of successful conversions over a period of time. A key problem feature constitutes the presence of stochastic delays in observing allocation outcomes, whose distribution is both channel- and outcome- dependent. We built a discrete-time simulation that can handle our problem features and used it to evaluate: a) a historical rule-based policy; b) a supervised machine learning policy (XGBoost); and c) multi-armed bandit (MAB) policies, under different scenarios involving: i) data collection used for training (observational vs randomized); ii) lead conversion scenarios; iii) delay distributions. Our simulation results indicate that LinUCB, a simple MAB policy, consistently outperforms the other policies, achieving a 18-47% lift relative to a rule-based policy
Malicious Source Code Detection Using Transformer
Open source code is considered a common practice in modern software development. However, reusing other code allows bad actors to access a wide developers' community, hence the products that rely on it. Those attacks are categorized as supply chain attacks. Recent years saw a growing number of supply chain attacks that leverage open source during software development, relaying the download and installation procedures, whether automatic or manual. Over the years, many approaches have been invented for detecting vulnerable packages. However, it is uncommon to detect malicious code within packages. Those detection approaches can be broadly categorized as analyzes that use (dynamic) and do not use (static) code execution. Here, we introduce Malicious Source code Detection using Transformers (MSDT) algorithm. MSDT is a novel static analysis based on a deep learning method that detects real-world code injection cases to source code packages. In this study, we used MSDT and a dataset with over 600,000 different functions to embed various functions and applied a clustering algorithm to the resulting vectors, detecting the malicious functions by detecting the outliers. We evaluated MSDT's performance by conducting extensive experiments and demonstrated that our algorithm is capable of detecting functions that were injected with malicious code with precision@k values of up to 0.909.
Support vector machines and Radon's theorem
Adams, Henry, Farnell, Elin, Story, Brittany
A support vector machine (SVM) is an algorithm that finds a hyperplane which optimally separates labeled data points in $\mathbb{R}^n$ into positive and negative classes. The data points on the margin of this separating hyperplane are called support vectors. We connect the possible configurations of support vectors to Radon's theorem, which provides guarantees for when a set of points can be divided into two classes (positive and negative) whose convex hulls intersect. If the convex hulls of the positive and negative support vectors are projected onto a separating hyperplane, then the projections intersect if and only if the hyperplane is optimal. Further, with a particular type of general position, we show that (a) the projected convex hulls of the support vectors intersect in exactly one point, (b) the support vectors are stable under perturbation, (c) there are at most $n+1$ support vectors, and (d) every number of support vectors from 2 up to $n+1$ is possible. Finally, we perform computer simulations studying the expected number of support vectors, and their configurations, for randomly generated data. We observe that as the distance between classes of points increases for this type of randomly generated data, configurations with fewer support vectors become more likely.
Minibatch Stochastic Three Points Method for Unconstrained Smooth Minimization
Boucherouite, Soumia, Malinovsky, Grigory, Richtárik, Peter, Bergou, EL Houcine
In this paper, we propose a new zero order optimization method called minibatch stochastic three points (MiSTP) method to solve an unconstrained minimization problem in a setting where only an approximation of the objective function evaluation is possible. It is based on the recently proposed stochastic three points (STP) method (Bergou et al., 2020). At each iteration, MiSTP generates a random search direction in a similar manner to STP, but chooses the next iterate based solely on the approximation of the objective function rather than its exact evaluations. We also analyze our method's complexity in the nonconvex and convex cases and evaluate its performance on multiple machine learning tasks.
Truthful Generalized Linear Models
Qiu, Yuan, Liu, Jinyan, Wang, Di
In this paper we study estimating Generalized Linear Models (GLMs) in the case where the agents (individuals) are strategic or self-interested and they concern about their privacy when reporting data. Compared with the classical setting, here we aim to design mechanisms that can both incentivize most agents to truthfully report their data and preserve the privacy of individuals' reports, while their outputs should also close to the underlying parameter. In the first part of the paper, we consider the case where the covariates are sub-Gaussian and the responses are heavy-tailed where they only have the finite fourth moments. First, motivated by the stationary condition of the maximizer of the likelihood function, we derive a novel private and closed form estimator. Based on the estimator, we propose a mechanism which has the following properties via some appropriate design of the computation and payment scheme for several canonical models such as linear regression, logistic regression and Poisson regression: (1) the mechanism is $o(1)$-jointly differentially private (with probability at least $1-o(1)$); (2) it is an $o(\frac{1}{n})$-approximate Bayes Nash equilibrium for a $(1-o(1))$-fraction of agents to truthfully report their data, where $n$ is the number of agents; (3) the output could achieve an error of $o(1)$ to the underlying parameter; (4) it is individually rational for a $(1-o(1))$ fraction of agents in the mechanism ; (5) the payment budget required from the analyst to run the mechanism is $o(1)$. In the second part, we consider the linear regression model under more general setting where both covariates and responses are heavy-tailed and only have finite fourth moments. By using an $\ell_4$-norm shrinkage operator, we propose a private estimator and payment scheme which have similar properties as in the sub-Gaussian case.
Interactions in Information Spread
Since the development of writing 5000 years ago, human-generated data gets produced at an ever-increasing pace. Classical archival methods aimed at easing information retrieval. Nowadays, archiving is not enough anymore. The amount of data that gets generated daily is beyond human comprehension, and appeals for new information retrieval strategies. Instead of referencing every single data piece as in traditional archival techniques, a more relevant approach consists in understanding the overall ideas conveyed in data flows. To spot such general tendencies, a precise comprehension of the underlying data generation mechanisms is required. In the rich literature tackling this problem, the question of information interaction remains nearly unexplored. First, we investigate the frequency of such interactions. Building on recent advances made in Stochastic Block Modelling, we explore the role of interactions in several social networks. We find that interactions are rare in these datasets. Then, we wonder how interactions evolve over time. Earlier data pieces should not have an everlasting influence on ulterior data generation mechanisms. We model this using dynamic network inference advances. We conclude that interactions are brief. Finally, we design a framework that jointly models rare and brief interactions based on Dirichlet-Hawkes Processes. We argue that this new class of models fits brief and sparse interaction modelling. We conduct a large-scale application on Reddit and find that interactions play a minor role in this dataset. From a broader perspective, our work results in a collection of highly flexible models and in a rethinking of core concepts of machine learning. Consequently, we open a range of novel perspectives both in terms of real-world applications and in terms of technical contributions to machine learning.