Statistical Learning
Information-theoretic Inducing Point Placement for High-throughput Bayesian Optimisation
Moss, Henry B., Ober, Sebastian W., Picheny, Victor
Sparse Gaussian Processes are a key component of high-throughput Bayesian optimisation (BO) loops -- an increasingly common setting where evaluation budgets are large and highly parallelised. By using representative subsets of the available data to build approximate posteriors, sparse models dramatically reduce the computational costs of surrogate modelling by relying on a small set of pseudo-observations, the so-called inducing points, in lieu of the full data set. However, current approaches to design inducing points are not appropriate within BO loops as they seek to reduce global uncertainty in the objective function. Thus, the high-fidelity modelling of promising and data-dense regions required for precise optimisation is sacrificed and computational resources are instead wasted on modelling areas of the space already known to be sub-optimal. Inspired by entropy-based BO methods, we propose a novel inducing point design that uses a principled information-theoretic criterion to select inducing points. By choosing inducing points to maximally reduce both global uncertainty and uncertainty in the maximum value of the objective function, we build surrogate models able to support high-precision high-throughput BO.
Towards A Holistic View of Bias in Machine Learning: Bridging Algorithmic Fairness and Imbalanced Learning
Dablain, Damien, Krawczyk, Bartosz, Chawla, Nitesh
Machine learning (ML) is playing an increasingly important role in rendering decisions that affect a broad range of groups in society. ML models inform decisions in criminal justice, the extension of credit in banking, and the hiring practices of corporations. This posits the requirement of model fairness, which holds that automated decisions should be equitable with respect to protected features (e.g., gender, race, or age) that are often under-represented in the data. We postulate that this problem of under-representation has a corollary to the problem of imbalanced data learning. This class imbalance is often reflected in both classes and protected features. For example, one class (those receiving credit) may be over-represented with respect to another class (those not receiving credit) and a particular group (females) may be under-represented with respect to another group (males). A key element in achieving algorithmic fairness with respect to protected groups is the simultaneous reduction of class and protected group imbalance in the underlying training data, which facilitates increases in both model accuracy and fairness. We discuss the importance of bridging imbalanced learning and group fairness by showing how key concepts in these fields overlap and complement each other; and propose a novel oversampling algorithm, Fair Oversampling, that addresses both skewed class distributions and protected features. Our method: (i) can be used as an efficient pre-processing algorithm for standard ML algorithms to jointly address imbalance and group equity; and (ii) can be combined with fairness-aware learning algorithms to improve their robustness to varying levels of class imbalance. Additionally, we take a step toward bridging the gap between fairness and imbalanced learning with a new metric, Fair Utility, that combines balanced accuracy with fairness.
Deep Unlearning via Randomized Conditionally Independent Hessians
Mehta, Ronak, Pal, Sourav, Singh, Vikas, Ravi, Sathya N.
Recent legislation has led to interest in machine unlearning, i.e., removing specific training samples from a predictive model as if they never existed in the training dataset. Unlearning may also be required due to corrupted/adversarial data or simply a user's updated privacy requirement. For models which require no training (k-NN), simply deleting the closest original sample can be effective. But this idea is inapplicable to models which learn richer representations. Recent ideas leveraging optimization-based updates scale poorly with the model dimension d, due to inverting the Hessian of the loss function. We use a variant of a new conditional independence coefficient, L-CODEC, to identify a subset of the model parameters with the most semantic overlap on an individual sample level. Our approach completely avoids the need to invert a (possibly) huge matrix. By utilizing a Markov blanket selection, we premise that L-CODEC is also suitable for deep unlearning, as well as other applications in vision. Compared to alternatives, L-CODEC makes approximate unlearning possible in settings that would otherwise be infeasible, including vision models used for face recognition, person re-identification and NLP models that may require unlearning samples identified for exclusion. Code can be found at https://github.com/vsingh-group/LCODEC-deep-unlearning/
Multiple Kernel Clustering with Dual Noise Minimization
Zhang, Junpu, Li, Liang, Wang, Siwei, Liu, Jiyuan, Liu, Yue, Liu, Xinwang, Zhu, En
Clustering is a representative unsupervised method widely applied in multi-modal and multi-view scenarios. Multiple kernel clustering (MKC) aims to group data by integrating complementary information from base kernels. As a representative, late fusion MKC first decomposes the kernels into orthogonal partition matrices, then learns a consensus one from them, achieving promising performance recently. However, these methods fail to consider the noise inside the partition matrix, preventing further improvement of clustering performance. We discover that the noise can be disassembled into separable dual parts, i.e. N-noise and C-noise (Null space noise and Column space noise). In this paper, we rigorously define dual noise and propose a novel parameter-free MKC algorithm by minimizing them. To solve the resultant optimization problem, we design an efficient two-step iterative strategy. To our best knowledge, it is the first time to investigate dual noise within the partition in the kernel space. We observe that dual noise will pollute the block diagonal structures and incur the degeneration of clustering performance, and C-noise exhibits stronger destruction than N-noise. Owing to our efficient mechanism to minimize dual noise, the proposed algorithm surpasses the recent methods by large margins.
How Much More Data Do I Need? Estimating Requirements for Downstream Tasks
Mahmood, Rafid, Lucas, James, Acuna, David, Li, Daiqing, Philion, Jonah, Alvarez, Jose M., Yu, Zhiding, Fidler, Sanja, Law, Marc T.
Given a small training data set and a learning algorithm, how much more data is necessary to reach a target validation or test performance? This question is of critical importance in applications such as autonomous driving or medical imaging where collecting data is expensive and time-consuming. Overestimating or underestimating data requirements incurs substantial costs that could be avoided with an adequate budget. Prior work on neural scaling laws suggest that the power-law function can fit the validation performance curve and extrapolate it to larger data set sizes. We find that this does not immediately translate to the more difficult downstream task of estimating the required data set size to meet a target performance. In this work, we consider a broad class of computer vision tasks and systematically investigate a family of functions that generalize the power-law function to allow for better estimation of data requirements. Finally, we show that incorporating a tuned correction factor and collecting over multiple rounds significantly improves the performance of the data estimators. Using our guidelines, practitioners can accurately estimate data requirements of machine learning systems to gain savings in both development time and data acquisition costs.
Towards Meta-learned Algorithm Selection using Implicit Fidelity Information
Mohan, Aditya, Ruhkopf, Tim, Lindauer, Marius
Automatically selecting the best performing algorithm for a given dataset or ranking multiple algorithms by their expected performance supports users in developing new machine learning applications. Most approaches for this problem rely on pre-computed dataset meta-features and landmarking performances to capture the salient topology of the datasets and those topologies that the algorithms attend to. Landmarking usually exploits cheap algorithms not necessarily in the pool of candidate algorithms to get inexpensive approximations of the topology. While somewhat indicative, hand-crafted dataset meta-features and landmarks are likely insufficient descriptors, strongly depending on the alignment of the topologies that the landmarks and the candidate algorithms search for. We propose IMFAS, a method to exploit multi-fidelity landmarking information directly from the candidate algorithms in the form of non-parametrically non-myopic meta-learned learning curves via LSTMs in a few-shot setting during testing. Using this mechanism, IMFAS jointly learns the topology of the datasets and the inductive biases of the candidate algorithms, without the need to expensively train them to convergence. Our approach produces informative landmarks, easily enriched by arbitrary meta-features at a low computational cost, capable of producing the desired ranking using cheaper fidelities. We additionally show that IMFAS is able to beat Successive Halving with at most 50% of the fidelity sequence during test time.
Synthesis of Parametric Hybrid Automata from Time Series
Soto, Miriam García, Henzinger, Thomas A., Schilling, Christian
We propose an algorithmic approach for synthesizing linear hybrid automata from time-series data. Unlike existing approaches, our approach provides a whole family of models. Each model in the family is guaranteed to capture the input data up to a precision error {\epsilon}, in the following sense: For each time series, the model contains an execution that is {\epsilon}-close to the data points. Our construction allows to effectively choose a model from this family with minimal precision error {\epsilon}. We demonstrate the algorithm's efficiency and its ability to find precise models in two case studies.
Near-Optimal Bounds for Testing Histogram Distributions
Canonne, Clément L., Diakonikolas, Ilias, Kane, Daniel M., Liu, Sihan
We investigate the problem of testing whether a discrete probability distribution over an ordered domain is a histogram on a specified number of bins. One of the most common tools for the succinct approximation of data, $k$-histograms over $[n]$, are probability distributions that are piecewise constant over a set of $k$ intervals. The histogram testing problem is the following: Given samples from an unknown distribution $\mathbf{p}$ on $[n]$, we want to distinguish between the cases that $\mathbf{p}$ is a $k$-histogram versus $\varepsilon$-far from any $k$-histogram, in total variation distance. Our main result is a sample near-optimal and computationally efficient algorithm for this testing problem, and a nearly-matching (within logarithmic factors) sample complexity lower bound. Specifically, we show that the histogram testing problem has sample complexity $\widetilde \Theta (\sqrt{nk} / \varepsilon + k / \varepsilon^2 + \sqrt{n} / \varepsilon^2)$.
MRF-UNets: Searching UNet with Markov Random Fields
Wang, Zifu, Blaschko, Matthew B.
UNet [27] is widely used in semantic segmentation due to its simplicity and effectiveness. However, its manually-designed architecture is applied to a large number of problem settings, either with no architecture optimizations, or with manual tuning, which is time consuming and can be sub-optimal. In this work, firstly, we propose Markov Random Field Neural Architecture Search (MRF-NAS) that extends and improves the recent Adaptive and Optimal Network Width Search (AOWS) method [4] with (i) a more general MRF framework (ii) diverse M-best loopy inference (iii) differentiable parameter learning. This provides the necessary NAS framework to efficiently explore network architectures that induce loopy inference graphs, including loops that arise from skip connections. With UNet as the backbone, we find an architecture, MRF-UNet, that shows several interesting characteristics. Secondly, through the lens of these characteristics, we identify the sub-optimality of the original UNet architecture and further improve our results with MRF-UNetV2. Experiments show that our MRF-UNets significantly outperform several benchmarks on three aerial image datasets and two medical image datasets while maintaining low computational costs.
High Per Parameter: A Large-Scale Study of Hyperparameter Tuning for Machine Learning Algorithms
Hyperparameters in machine learning (ML) have received a fair amount of attention, and hyperparameter tuning has come to be regarded as an important step in the ML pipeline. But just how useful is said tuning? While smaller-scale experiments have been previously conducted, herein we carry out a large-scale investigation, specifically, one involving 26 ML algorithms, 250 datasets (regression and both binary and multinomial classification), 6 score metrics, and 28,857,600 algorithm runs. Analyzing the results we conclude that for many ML algorithms we should not expect considerable gains from hyperparameter tuning on average, however, there may be some datasets for which default hyperparameters perform poorly, this latter being truer for some algorithms than others. By defining a single hp_score value, which combines an algorithm's accumulated statistics, we are able to rank the 26 ML algorithms from those expected to gain the most from hyperparameter tuning to those expected to gain the least. We believe such a study may serve ML practitioners at large.