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 Statistical Learning


Improving Screening Processes via Calibrated Subset Selection

arXiv.org Machine Learning

Screening is an essential part of many selection processes, where an often intractable number of candidates is reduced to a shortlist of the most promising candidates for detailed--and more resource intensive--evaluation. Screening thus enables an allocation of resources that improves the overall quality of the decisions under limited resources. Examples of such screening problems are: finding patients in a large database of electronic health records to manually evaluate for qualification to take part in a medical trial [1]; the first stage of a multi-stage retrieval pipeline of a search engine [2]; or which people to reach out to with a personalized invitation to apply to a specific job posting [3]. In each of these examples, there is significant pressure to make high-quality, unbiased screening decisions quickly and efficiently, often about thousands or even millions of candidates under limited resources and additional diversity requirements [4, 5, 6, 2]. While these screening decisions have been made manually or through manually constructed rules in the past, automated predictive tools for optimizing screening decisions are becoming more prevalent [7, 8, 3, 9]. Algorithmic screening has been typically studied together with other high-stakes decision making problems as a supervised learning problem [10, 11, 12]. Under this perspective, algorithmic screening reduces to: (i) training a classifier that estimates the probability that a candidate is qualified given a set of observable features; (ii) designing a deterministic threshold rule that shortlists candidates by thresholding the candidates' probability values estimated by the classifier. Here, the classifier and the threshold rule aim to maximize a measure of average accuracy and average utility, respectively, possibly subject to diversity constraints.


On Linear Separability under Linear Compression with Applications to Hard Support Vector Machine

arXiv.org Artificial Intelligence

This paper investigates the theoretical problem of maintaining linear separability of the data-generating distribution under linear compression. While it has been long known that linear separability may be maintained by linear transformations that approximately preserve the inner products between the domain points, the limit to which the inner products are preserved in order to maintain linear separability was unknown. In this paper, we show that linear separability is maintained as long as the distortion of the inner products is smaller than the squared margin of the original data-generating distribution. The proof is mainly based on the geometry of hard support vector machines (SVM) extended from the finite set of training examples to the (possibly) infinite domain of the data-generating distribution. As applications, we derive bounds on the (i) compression length of random sub-Gaussian matrices; and (ii) generalization error for compressive learning with hard-SVM.


Robust Training of Neural Networks using Scale Invariant Architectures

arXiv.org Machine Learning

In contrast to SGD, adaptive gradient methods like Adam allow robust training of modern deep networks, especially large language models. However, the use of adaptivity not only comes at the cost of extra memory but also raises the fundamental question: can non-adaptive methods like SGD enjoy similar benefits? In this paper, we provide an affirmative answer to this question by proposing to achieve both robust and memory-efficient training via the following general recipe: (1) modify the architecture and make it scale invariant, i.e. the scale of parameter doesn't affect the output of the network, (2) train with SGD and weight decay, and optionally (3) clip the global gradient norm proportional to weight norm multiplied by $\sqrt{\tfrac{2\lambda}{\eta}}$, where $\eta$ is learning rate and $\lambda$ is weight decay. We show that this general approach is robust to rescaling of parameter and loss by proving that its convergence only depends logarithmically on the scale of initialization and loss, whereas the standard SGD might not even converge for many initializations. Following our recipe, we design a scale invariant version of BERT, called SIBERT, which when trained simply by vanilla SGD achieves performance comparable to BERT trained by adaptive methods like Adam on downstream tasks.


Communication Efficient Federated Learning for Generalized Linear Bandits

arXiv.org Machine Learning

Contextual bandit algorithms have been recently studied under the federated learning setting to satisfy the demand of keeping data decentralized and pushing the learning of bandit models to the client side. But limited by the required communication efficiency, existing solutions are restricted to linear models to exploit their closed-form solutions for parameter estimation. Such a restricted model choice greatly hampers these algorithms' practical utility. In this paper, we take the first step to addressing this challenge by studying generalized linear bandit models under a federated learning setting. We propose a communication-efficient solution framework that employs online regression for local update and offline regression for global update. We rigorously proved that, though the setting is more general and challenging, our algorithm can attain sub-linear rate in both regret and communication cost, which is also validated by our extensive empirical evaluations.


Fairness of Machine Learning Algorithms in Demography

arXiv.org Artificial Intelligence

The paper is devoted to the study of the model fairness and process fairness of the Russian demographic dataset by making predictions of divorce of the 1st marriage, religiosity, 1st employment and completion of education. Our goal was to make classifiers more equitable by reducing their reliance on sensitive features while increasing or at least maintaining their accuracy. We took inspiration from "dropout" techniques in neural-based approaches and suggested a model that uses "feature drop-out" to address process fairness. To evaluate a classifier's fairness and decide the sensitive features to eliminate, we used "LIME Explanations". This results in a pool of classifiers due to feature dropout whose ensemble has been shown to be less reliant on sensitive features and to have improved or no effect on accuracy. Our empirical study was performed on four families of classifiers (Logistic Regression, Random Forest, Bagging, and Adaboost) and carried out on real-life dataset (Russian demographic data derived from Generations and Gender Survey), and it showed that all of the models became less dependent on sensitive features (such as gender, breakup of the 1st partnership, 1st partnership, etc.) and showed improvements or no impact on accuracy


Efficient Reinforcement Learning in Block MDPs: A Model-free Representation Learning Approach

arXiv.org Artificial Intelligence

Representation learning in Reinforcement Learning (RL) has gained increasing attention in recent years from both theoretical and empirical research communities (Schwarzer et al., 2020; Laskin et al., 2020) due to its potential in enabling sample-efficient non-linear function approximation, the benefits in multitask settings (Zhang et al., 2020; Yang et al., 2022; Sodhani et al., 2021), and the potential to leverage advances on representation learning in related areas such as computer vision and natural language processing. Despite this interest, there remains a gap between the theoretical and empirical literature, where the theoretically sound methods are seldom evaluated or even implemented and often rely on strong assumptions, while the empirical techniques are not backed with any theoretical guarantees even under stylistic assumptions. This leaves open the key challenge of designing representation learning methods that are both theoretically sound and empirically effective. In this work, we tackle this challenge for a special class of problems called Block MDPs, where the high dimensional and rich observations of the agent are generated from certain latent states and there exists some fixed, but unknown mapping from observations to the latent states (each observation is generated only by one latent state). Prior works (Dann et al., 2018; Du et al., 2019; Misra et al., 2020; Zhang et al., 2020; Sodhani et al., 2021) have motivated the Block MDP model through scenarios such as navigation tasks and image based robotics tasks where the observations can often be reasonably mapped to the latent physical location and states.


Generative Flow Networks for Discrete Probabilistic Modeling

arXiv.org Machine Learning

We present energy-based generative flow networks (EB-GFN), a novel probabilistic modeling algorithm for high-dimensional discrete data. Building upon the theory of generative flow networks (GFlowNets), we model the generation process by a stochastic data construction policy and thus amortize expensive MCMC exploration into a fixed number of actions sampled from a GFlowNet. We show how GFlowNets can approximately perform large-block Gibbs sampling to mix between modes. We propose a framework to jointly train a GFlowNet with an energy function, so that the GFlowNet learns to sample from the energy distribution, while the energy learns with an approximate MLE objective with negative samples from the GFlowNet. We demonstrate EB-GFN's effectiveness on various probabilistic modeling tasks.


Fenrir: Physics-Enhanced Regression for Initial Value Problems

arXiv.org Machine Learning

We show how probabilistic numerics can be used to convert an initial value problem into a Gauss--Markov process parametrised by the dynamics of the initial value problem. Consequently, the often difficult problem of parameter estimation in ordinary differential equations is reduced to hyperparameter estimation in Gauss--Markov regression, which tends to be considerably easier. The method's relation and benefits in comparison to classical numerical integration and gradient matching approaches is elucidated. In particular, the method can, in contrast to gradient matching, handle partial observations, and has certain routes for escaping local optima not available to classical numerical integration. Experimental results demonstrate that the method is on par or moderately better than competing approaches.


Global Optimization Networks

arXiv.org Machine Learning

We consider the problem of estimating a good maximizer of a black-box function given noisy examples. To solve such problems, we propose to fit a new type of function which we call a global optimization network (GON), defined as any composition of an invertible function and a unimodal function, whose unique global maximizer can be inferred in $\mathcal{O}(D)$ time. In this paper, we show how to construct invertible and unimodal functions by using linear inequality constraints on lattice models. We also extend to \emph{conditional} GONs that find a global maximizer conditioned on specified inputs of other dimensions. Experiments show the GON maximizers are statistically significantly better predictions than those produced by convex fits, GPR, or DNNs, and are more reasonable predictions for real-world problems.


Parameters or Privacy: A Provable Tradeoff Between Overparameterization and Membership Inference

arXiv.org Machine Learning

A surprising phenomenon in modern machine learning is the ability of a highly overparameterized model to generalize well (small error on the test data) even when it is trained to memorize the training data (zero error on the training data). This has led to an arms race towards increasingly overparameterized models (c.f., deep learning). In this paper, we study an underexplored hidden cost of overparameterization: the fact that overparameterized models are more vulnerable to privacy attacks, in particular the membership inference attack that predicts the (potentially sensitive) examples used to train a model. We significantly extend the relatively few empirical results on this problem by theoretically proving for an overparameterized linear regression model with Gaussian data that the membership inference vulnerability increases with the number of parameters. Moreover, a range of empirical studies indicates that more complex, nonlinear models exhibit the same behavior. Finally, we study different methods for mitigating such attacks in the overparameterized regime, such as noise addition and regularization, and conclude that simply reducing the parameters of an overparameterized model is an effective strategy to protect it from membership inference without greatly decreasing its generalization error.