Statistical Learning
IRL with Partial Observations using the Principle of Uncertain Maximum Entropy
Bogert, Kenneth, Gui, Yikang, Doshi, Prashant
The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world applications that use noisy sensors computing the feature expectations may be challenging due to partial observation of the relevant model variables. For example, a robot performing apprenticeship learning may lose sight of the agent it is learning from due to environmental occlusion. We show that in generalizing the principle of maximum entropy to these types of scenarios we unavoidably introduce a dependency on the learned model to the empirical feature expectations. We introduce the principle of uncertain maximum entropy and present an expectation-maximization based solution generalized from the principle of latent maximum entropy. Finally, we experimentally demonstrate the improved robustness to noisy data offered by our technique in a maximum causal entropy inverse reinforcement learning domain.
A Dataset for Interactive Vision-Language Navigation with Unknown Command Feasibility
Burns, Andrea, Arsan, Deniz, Agrawal, Sanjna, Kumar, Ranjitha, Saenko, Kate, Plummer, Bryan A.
Vision-language navigation (VLN), in which an agent follows language instruction in a visual environment, has been studied under the premise that the input command is fully feasible in the environment. Yet in practice, a request may not be possible due to language ambiguity or environment changes. To study VLN with unknown command feasibility, we introduce a new dataset Mobile app Tasks with Iterative Feedback (MoTIF), where the goal is to complete a natural language command in a mobile app. Mobile apps provide a scalable domain to study real downstream uses of VLN methods. Moreover, mobile app commands provide instruction for interactive navigation, as they result in action sequences with state changes via clicking, typing, or swiping. MoTIF is the first to include feasibility annotations, containing both binary feasibility labels and fine-grained labels for why tasks are unsatisfiable. We further collect follow-up questions for ambiguous queries to enable research on task uncertainty resolution. Equipped with our dataset, we propose the new problem of feasibility prediction, in which a natural language instruction and multimodal app environment are used to predict command feasibility. MoTIF provides a more realistic app dataset as it contains many diverse environments, high-level goals, and longer action sequences than prior work. We evaluate interactive VLN methods using MoTIF, quantify the generalization ability of current approaches to new app environments, and measure the effect of task feasibility on navigation performance.
Federated Learning with Positive and Unlabeled Data
Lin, Xinyang, Chen, Hanting, Xu, Yixing, Xu, Chao, Gui, Xiaolin, Deng, Yiping, Wang, Yunhe
We study the problem of learning from positive and unlabeled (PU) data in the federated setting, where each client only labels a little part of their dataset due to the limitation of resources and time. Different from the settings in traditional PU learning where the negative class consists of a single class, the negative samples which cannot be identified by a client in the federated setting may come from multiple classes which are unknown to the client. Therefore, existing PU learning methods can be hardly applied in this situation. To address this problem, we propose a novel framework, namely Federated learning with Positive and Unlabeled data (FedPU), to minimize the expected risk of multiple negative classes by leveraging the labeled data in other clients. We theoretically analyze the generalization bound of the proposed FedPU. Empirical experiments show that the FedPU can achieve much better performance than conventional supervised and semi-supervised federated learning methods. Code is available at https://github.com/littleSunlxy/FedPU-torch
Adaptive Zeroth-Order Optimisation of Nonconvex Composite Objectives
In this paper, we propose and analyse algorithms for zeroth-order optimisation of non-convex composite objectives, focusing on reducing the complexity dependence on dimensionality. This is achieved by exploiting the low dimensional structure of the decision set using the stochastic mirror descent method with an entropy alike function, which performs gradient descent in the space equipped with the maximum norm. To improve the gradient estimation, we replace the classic Gaussian smoothing method with a sampling method based on the Rademacher distribution and show that the mini-batch method copes with the non-Euclidean geometry. To avoid tuning hyperparameters, we analyse the adaptive stepsizes for the general stochastic mirror descent and show that the adaptive version of the proposed algorithm converges without requiring prior knowledge about the problem.
Tuning XGBoost Hyperparameters - KDnuggets
To recap, XGBoost stands for Extreme Gradient Boosting and is a supervised learning algorithm that falls under the gradient-boosted decision tree (GBDT) family of machine learning algorithms. They make their predictions based on combining a set of weaker models and evaluate other decision trees through if-then-else true/false feature questions. They are created in sequential form to assess and estimate the probability of producing a correct decision. Before we get into the tuning of XGBoost hyperparamters, let's understand why tuning is important Hyperparameter tuning is a vital part of improving the overall behavior and performance of a machine learning model. It is a type of parameter that is set before the learning process and happens outside of the model.
The Magic of XGBoost
XGBoost stands for eXtreme Gradient Boosted trees. It is an ensemble machine learning method. In this type of learning, the base weak learners, working in a chained sequence, learn from each other's mistakes and try to achieve good results with small improvements. Ensemble learning algorithms are super powerful and XGBoost is the superstar. It is widely used because of its ease of use, speed, and achievement. It works for both regression and classification problems and there's a really good chance that it is going to prove to be the best model to fit your data.
Towards out of distribution generalization for problems in mechanics
Yuan, Lingxiao, Park, Harold S., Lejeune, Emma
There has been a massive increase in research interest towards applying data driven methods to problems in mechanics. While traditional machine learning (ML) methods have enabled many breakthroughs, they rely on the assumption that the training (observed) data and testing (unseen) data are independent and identically distributed (i.i.d). Thus, traditional ML approaches often break down when applied to real world mechanics problems with unknown test environments and data distribution shifts. In contrast, out-of-distribution (OOD) generalization assumes that the test data may shift (i.e., violate the i.i.d. assumption). To date, multiple methods have been proposed to improve the OOD generalization of ML methods. However, because of the lack of benchmark datasets for OOD regression problems, the efficiency of these OOD methods on regression problems, which dominate the mechanics field, remains unknown. To address this, we investigate the performance of OOD generalization methods for regression problems in mechanics. Specifically, we identify three OOD problems: covariate shift, mechanism shift, and sampling bias. For each problem, we create two benchmark examples that extend the Mechanical MNIST dataset collection, and we investigate the performance of popular OOD generalization methods on these mechanics-specific regression problems. Our numerical experiments show that in most cases, while the OOD generalization algorithms perform better compared to traditional ML methods on these OOD problems, there is a compelling need to develop more robust OOD generalization methods that are effective across multiple OOD scenarios. Overall, we expect that this study, as well as the associated open access benchmark datasets, will enable further development of OOD generalization methods for mechanics specific regression problems.
Learning to Infer Counterfactuals: Meta-Learning for Estimating Multiple Imbalanced Treatment Effects
Zhou, Guanglin, Yao, Lina, Xu, Xiwei, Wang, Chen, Zhu, Liming
We regularly consider answering counterfactual questions in practice, such as "Would people with diabetes take a turn for the better had they choose another medication?". Observational studies are growing in significance in answering such questions due to their widespread accumulation and comparatively easier acquisition than Randomized Control Trials (RCTs). Recently, some works have introduced representation learning and domain adaptation into counterfactual inference. However, most current works focus on the setting of binary treatments. None of them considers that different treatments' sample sizes are imbalanced, especially data examples in some treatment groups are relatively limited due to inherent user preference. In this paper, we design a new algorithmic framework for counterfactual inference, which brings an idea from Meta-learning for Estimating Individual Treatment Effects (MetaITE) to fill the above research gaps, especially considering multiple imbalanced treatments. Specifically, we regard data episodes among treatment groups in counterfactual inference as meta-learning tasks. We train a meta-learner from a set of source treatment groups with sufficient samples and update the model by gradient descent with limited samples in target treatment. Moreover, we introduce two complementary losses. One is the supervised loss on multiple source treatments. The other loss which aligns latent distributions among various treatment groups is proposed to reduce the discrepancy. We perform experiments on two real-world datasets to evaluate inference accuracy and generalization ability. Experimental results demonstrate that the model MetaITE matches/outperforms state-of-the-art methods.
Granular Directed Rough Sets, Concept Organization and Soft Clustering
Up-directed rough sets are introduced and studied by the present author in earlier papers. This is extended by her in two different granular directions in this research, with a surprising algebraic semantics. The granules are based on ideas of generalized closure under up-directedness that may be read as a form of weak consequence. This yields approximation operators that satisfy cautious monotony, while pi-groupoidal approximations (that additionally involve strategic choice and algebraic operators) have nicer properties. The study is primarily motivated by possible structure of concepts in distributed cognition perspectives, real or virtual classroom learning contexts, and student-centric teaching. Rough clustering techniques for datasets that involve up-directed relations (as in the study of Sentinel project image data) are additionally proposed. This research is expected to see significant theoretical and practical applications in related domains.
Finite Sample Complexity of Sequential Monte Carlo Estimators on Multimodal Target Distributions
Mathews, Joseph, Schmidler, Scott C.
Approximating integrals with respect to a complicated, highdimensional probability distribution π is an important problem spanning multiple disciplines, such as Bayesian statistical inference, machine learning, statistical physics, and theoretical computer science [13, 17]. Sequential Monte Carlo (SMC) methods are a large class of stochastic approximation algorithms designed to solve these problems by combining Markov chain Monte Carlo (MCMC) methods and resampling strategies to sequentially sample from a series of probability distributions. Some examples of SMC algorithms include population Monte Carlo methods [2], annealed importance sampling [27], sequential particle filters [3], and population annealing [40], among many others [15]. Closely related - but purely MCMC - methods include parallel tempering (PT) [14] and simulated tempering (ST) [23], which have been referred to as population-based MCMC methods [15]. An SMC sampler is generally constructed as follows.