Statistical Learning
Compressing Features for Learning with Noisy Labels
Chen, Yingyi, Hu, Shell Xu, Shen, Xi, Ai, Chunrong, Suykens, Johan A. K.
Supervised learning can be viewed as distilling relevant information from input data into feature representations. This process becomes difficult when supervision is noisy as the distilled information might not be relevant. In fact, recent research shows that networks can easily overfit all labels including those that are corrupted, and hence can hardly generalize to clean datasets. In this paper, we focus on the problem of learning with noisy labels and introduce compression inductive bias to network architectures to alleviate this over-fitting problem. More precisely, we revisit one classical regularization named Dropout and its variant Nested Dropout. Dropout can serve as a compression constraint for its feature dropping mechanism, while Nested Dropout further learns ordered feature representations w.r.t. feature importance. Moreover, the trained models with compression regularization are further combined with Co-teaching for performance boost. Theoretically, we conduct bias-variance decomposition of the objective function under compression regularization. We analyze it for both single model and Co-teaching. This decomposition provides three insights: (i) it shows that over-fitting is indeed an issue for learning with noisy labels; (ii) through an information bottleneck formulation, it explains why the proposed feature compression helps in combating label noise; (iii) it gives explanations on the performance boost brought by incorporating compression regularization into Co-teaching. Experiments show that our simple approach can have comparable or even better performance than the state-of-the-art methods on benchmarks with real-world label noise including Clothing1M and ANIMAL-10N. Our implementation is available at https://yingyichen-cyy.github.io/CompressFeatNoisyLabels/.
Supervised Learning with General Risk Functionals
Leqi, Liu, Huang, Audrey, Lipton, Zachary C., Azizzadenesheli, Kamyar
Standard uniform convergence results bound the generalization gap of the expected loss over a hypothesis class. The emergence of risk-sensitive learning requires generalization guarantees for functionals of the loss distribution beyond the expectation. While prior works specialize in uniform convergence of particular functionals, our work provides uniform convergence for a general class of H\"older risk functionals for which the closeness in the Cumulative Distribution Function (CDF) entails closeness in risk. We establish the first uniform convergence results for estimating the CDF of the loss distribution, yielding guarantees that hold simultaneously both over all H\"older risk functionals and over all hypotheses. Thus licensed to perform empirical risk minimization, we develop practical gradient-based methods for minimizing distortion risks (widely studied subset of H\"older risks that subsumes the spectral risks, including the mean, conditional value at risk, cumulative prospect theory risks, and others) and provide convergence guarantees. In experiments, we demonstrate the efficacy of our learning procedure, both in settings where uniform convergence results hold and in high-dimensional settings with deep networks.
Pen and Paper Exercises in Machine Learning
This is a collection of (mostly) pen-and-paper exercises in machine learning. The exercises are on the following topics: linear algebra, optimisation, directed graphical models, undirected graphical models, expressive power of graphical models, factor graphs and message passing, inference for hidden Markov models, model-based learning (including ICA and unnormalised models), sampling and Monte-Carlo integration, and variational inference.
Distributional Gaussian Processes Layers for Out-of-Distribution Detection
Popescu, Sebastian G., Sharp, David J., Cole, James H., Kamnitsas, Konstantinos, Glocker, Ben
Machine learning models deployed on medical imaging tasks must be equipped with out-of-distribution detection capabilities in order to avoid erroneous predictions. It is unsure whether out-of-distribution detection models reliant on deep neural networks are suitable for detecting domain shifts in medical imaging. Gaussian Processes can reliably separate in-distribution data points from out-of-distribution data points via their mathematical construction. Hence, we propose a parameter efficient Bayesian layer for hierarchical convolutional Gaussian Processes that incorporates Gaussian Processes operating in Wasserstein-2 space to reliably propagate uncertainty. This directly replaces convolving Gaussian Processes with a distance-preserving affine operator on distributions. Our experiments on brain tissue-segmentation show that the resulting architecture approaches the performance of well-established deterministic segmentation algorithms (U-Net), which has not been achieved with previous hierarchical Gaussian Processes. Moreover, by applying the same segmentation model to out-of-distribution data (i.e., images with pathology such as brain tumors), we show that our uncertainty estimates result in out-of-distribution detection that outperforms the capabilities of previous Bayesian networks and reconstruction-based approaches that learn normative distributions. To facilitate future work our code is publicly available.
Benign overfitting and adaptive nonparametric regression
Chhor, Julien, Sigalla, Suzanne, Tsybakov, Alexandre B.
Benign overfitting has attracted a great deal of attention in the recent years. It was initially motivated by the fact that deep neural networks have good predictive properties even when perfectly interpolating the training data [Belkin et al., 2019a], [Belkin et al., 2018b], [Zhang et al., 2021], [Belkin, 2021]. Such a behavior stands in strong contrast with the classical point of view that perfectly fitting the data points is not compatible with predicting well. With the aim of understanding this new phenomenon, a series of recent papers studied benign overfitting in linear regression setting, see [Bartlett et al., 2020], [Tsigler and Bartlett, 2020], [Chinot and Lerasle, 2020], [Muthukumar et al., 2020], [Bartlett and Long, 2021], [Lecuรฉ and Shang, 2022] and the references therein. The main conclusion for the linear model is that an unbalanced spectrum of the design matrix and over-parametrization, which in a sense approaches the model to non-parametric setting, are essential for benign overfitting to occur in linear regression. Extensions to kernel ridgeless regression were considered in [Liang and Rakhlin, 2020] when the sample size n and the dimension d were assumed to satisfy n null d, and in [Liang et al., 2020] for a more general case d null n
Enhancing Stochastic Petri Net-based Remaining Time Prediction using k-Nearest Neighbors
Vandenabeele, Jarne, Vermaut, Gilles, Peeperkorn, Jari, De Weerdt, Jochen
Reliable remaining time prediction of ongoing business processes is a highly relevant topic. One example is order delivery, a key competitive factor in e.g. retailing as it is a main driver of customer satisfaction. For realising timely delivery, an accurate prediction of the remaining time of the delivery process is crucial. Within the field of process mining, a wide variety of remaining time prediction techniques have already been proposed. In this work, we extend remaining time prediction based on stochastic Petri nets with generally distributed transitions with k-nearest neighbors. The k-nearest neighbors algorithm is performed on simple vectors storing the time passed to complete previous activities. By only taking a subset of instances, a more representative and stable stochastic Petri Net is obtained, leading to more accurate time predictions. We discuss the technique and its basic implementation in Python and use different real world data sets to evaluate the predictive power of our extension. These experiments show clear advantages in combining both techniques with regard to predictive power.
Adaptive Step Size Learning with Applications to Velocity Aided Inertial Navigation System
Autonomous underwater vehicles (AUV) are commonly used in many underwater applications. Recently, the usage of multi-rotor unmanned autonomous vehicles (UAV) for marine applications is receiving more attention in the literature. Usually, both platforms employ an inertial navigation system (INS), and aiding sensors for an accurate navigation solution. In AUV navigation, Doppler velocity log (DVL) is mainly used to aid the INS, while for UAVs, it is common to use global navigation satellite systems (GNSS) receivers. The fusion between the aiding sensor and the INS requires a definition of step size parameter in the estimation process. It is responsible for the solution frequency update and, eventually, its accuracy. The choice of the step size poses a tradeoff between computational load and navigation performance. Generally, the aiding sensors update frequency is considered much slower compared to the INS operating frequency (hundreds Hertz). Such high rate is unnecessary for most platforms, specifically for low dynamics AUVs. In this work, a supervised machine learning based adaptive tuning scheme to select the proper INS step size is proposed. To that end, a velocity error bound is defined, allowing the INS/DVL or the INS/GNSS to act in a sub-optimal working conditions, and yet minimize the computational load. Results from simulations and field experiment show the benefits of using the proposed approach. In addition, the proposed framework can be applied to any other fusion scenarios between any type of sensors or platforms.
Nonparametric, Nonasymptotic Confidence Bands with Paley-Wiener Kernels for Band-Limited Functions
Csรกji, Balรกzs Csanรกd, Horvรกth, Bรกlint
The paper introduces a method to construct confidence bands for bounded, band-limited functions based on a finite sample of input-output pairs. The approach is distribution-free w.r.t. the observation noises and only the knowledge of the input distribution is assumed. It is nonparametric, that is, it does not require a parametric model of the regression function and the regions have non-asymptotic guarantees. The algorithm is based on the theory of Paley-Wiener reproducing kernel Hilbert spaces. The paper first studies the fully observable variant, when there are no noises on the observations and only the inputs are random; then it generalizes the ideas to the noisy case using gradient-perturbation methods. Finally, numerical experiments demonstrating both cases are presented.
Impact of Imputation Strategies on Fairness in Machine Learning
Caton, Simon (School of Computer Science, University College Dublin) | Malisetty, Saiteja (University of Nebraska at Omaha) | Haas, Christian (Department of Strategy and Innovation, Vienna University of Economics and Business (WU))
Research on Fairness and Bias Mitigation in Machine Learning often uses a set of reference datasets for the design and evaluation of novel approaches or definitions. While these datasets are well structured and useful for the comparison of various approaches, they do not reflect that datasets commonly used in real-world applications can have missing values. When such missing values are encountered, the use of imputation strategies is commonplace. However, as imputation strategies potentially alter the distribution of data they can also affect the performance, and potentially the fairness, of the resulting predictions, a topic not yet well understood in the fairness literature. In this article, we investigate the impact of different imputation strategies on classical performance and fairness in classification settings. We find that the selected imputation strategy, along with other factors including the type of classification algorithm, can significantly affect performance and fairness outcomes. The results of our experiments indicate that the choice of imputation strategy is an important factor when considering fairness in Machine Learning. We also provide some insights and guidance for researchers to help navigate imputation approaches for fairness.
CO2 emissions dataset in USA: a statistical analysis, using Python
Disclaimer: This notebook has not been written by a climate scientist! Everything is exclusively analyzed by a data scientist point of view. All the statistical analysis are meant to be used as tools for a time series analysis of any kind. Let's start by stating the obvious: The job of a data scientist is to extract insights. The complexity of the tool that you are using is not really relevant.