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 Statistical Learning


Bayesian Graph Contrastive Learning

arXiv.org Machine Learning

Contrastive learning has become a key component of self-supervised learning approaches for graph-structured data. However, despite their success, existing graph contrastive learning methods are incapable of uncertainty quantification for node representations or their downstream tasks, limiting their application in high-stakes domains. In this paper, we propose a novel Bayesian perspective of graph contrastive learning methods showing random augmentations leads to stochastic encoders. As a result, our proposed method represents each node by a distribution in the latent space in contrast to existing techniques which embed each node to a deterministic vector. By learning distributional representations, we provide uncertainty estimates in downstream graph analytics tasks and increase the expressive power of the predictive model. In addition, we propose a Bayesian framework to infer the probability of perturbations in each view of the contrastive model, eliminating the need for a computationally expensive search for hyperparameter tuning. We empirically show a considerable improvement in performance compared to existing state-of-the-art methods on several benchmark datasets.


Variable Selection and Regularization via Arbitrary Rectangle-range Generalized Elastic Net

arXiv.org Machine Learning

We introduce the arbitrary rectangle-range generalized elastic net penalty method, abbreviated to ARGEN, for performing constrained variable selection and regularization in high-dimensional sparse linear models. As a natural extension of the nonnegative elastic net penalty method, ARGEN is proved to have variable selection consistency and estimation consistency under some conditions. The asymptotic behavior in distribution of the ARGEN estimators have been studied. We also propose an algorithm called MU-QP-RR-W-$l_1$ to efficiently solve ARGEN. By conducting simulation study we show that ARGEN outperforms the elastic net in a number of settings. Finally an application of S&P 500 index tracking with constraints on the stock allocations is performed to provide general guidance for adapting ARGEN to solve real-world problems.


CEM-GD: Cross-Entropy Method with Gradient Descent Planner for Model-Based Reinforcement Learning

arXiv.org Machine Learning

Current state-of-the-art model-based reinforcement learning algorithms use trajectory sampling methods, such as the Cross-Entropy Method (CEM), for planning in continuous control settings. These zeroth-order optimizers require sampling a large number of trajectory rollouts to select an optimal action, which scales poorly for large prediction horizons or high dimensional action spaces. First-order methods that use the gradients of the rewards with respect to the actions as an update can mitigate this issue, but suffer from local optima due to the non-convex optimization landscape. To overcome these issues and achieve the best of both worlds, we propose a novel planner, Cross-Entropy Method with Gradient Descent (CEM-GD), that combines first-order methods with CEM. At the beginning of execution, CEM-GD uses CEM to sample a significant amount of trajectory rollouts to explore the optimization landscape and avoid poor local minima. It then uses the top trajectories as initialization for gradient descent and applies gradient updates to each of these trajectories to find the optimal action sequence. At each subsequent time step, however, CEM-GD samples much fewer trajectories from CEM before applying gradient updates. We show that as the dimensionality of the planning problem increases, CEM-GD maintains desirable performance with a constant small number of samples by using the gradient information, while avoiding local optima using initially well-sampled trajectories. Furthermore, CEM-GD achieves better performance than CEM on a variety of continuous control benchmarks in MuJoCo with 100x fewer samples per time step, resulting in around 25% less computation time and 10% less memory usage. The implementation of CEM-GD is available at $\href{https://github.com/KevinHuang8/CEM-GD}{\text{https://github.com/KevinHuang8/CEM-GD}}$.


Triangulation candidates for Bayesian optimization

arXiv.org Machine Learning

Bayesian optimization is a form of sequential design: idealize input-output relationships with a suitably flexible nonlinear regression model; fit to data from an initial experimental campaign; devise and optimize a criterion for selecting the next experimental condition(s) under the fitted model (e.g., via predictive equations) to target outcomes of interest (say minima); repeat after acquiring output under those conditions and updating the fit. In many situations this "inner optimization" over the new-data acquisition criterion is cumbersome because it is non-convex/highly multi-modal, may be non-differentiable, or may otherwise thwart numerical optimizers, especially when inference requires Monte Carlo. In such cases it is not uncommon to replace continuous search with a discrete one over random candidates. Here we propose using candidates based on a Delaunay triangulation of the existing input design. In addition to detailing construction of these "tricands", based on a simple wrapper around a conventional convex hull library, we promote several advantages based on properties of the geometric criterion involved. We then demonstrate empirically how tricands can lead to better Bayesian optimization performance compared to both numerically optimized acquisitions and random candidate-based alternatives on benchmark problems.


Towards Explainable Artificial Intelligence in Banking and Financial Services

arXiv.org Artificial Intelligence

Artificial intelligence (AI) enables machines to learn from human experience, adjust to new inputs, and perform human-like tasks. AI is progressing rapidly and is transforming the way businesses operate, from process automation to cognitive augmentation of tasks and intelligent process/data analytics. However, the main challenge for human users would be to understand and appropriately trust the result of AI algorithms and methods. In this paper, to address this challenge, we study and analyze the recent work done in Explainable Artificial Intelligence (XAI) methods and tools. We introduce a novel XAI process, which facilitates producing explainable models while maintaining a high level of learning performance. We present an interactive evidence-based approach to assist human users in comprehending and trusting the results and output created by AI-enabled algorithms. We adopt a typical scenario in the Banking domain for analyzing customer transactions. We develop a digital dashboard to facilitate interacting with the algorithm results and discuss how the proposed XAI method can significantly improve the confidence of data scientists in understanding the result of AI-enabled algorithms.


Generalization Bounds for Stochastic Gradient Langevin Dynamics: A Unified View via Information Leakage Analysis

arXiv.org Artificial Intelligence

Recently, generalization bounds of the non-convex empirical risk minimization paradigm using Stochastic Gradient Langevin Dynamics (SGLD) have been extensively studied. Several theoretical frameworks have been presented to study this problem from different perspectives, such as information theory and stability. In this paper, we present a unified view from privacy leakage analysis to investigate the generalization bounds of SGLD, along with a theoretical framework for re-deriving previous results in a succinct manner. Aside from theoretical findings, we conduct various numerical studies to empirically assess the information leakage issue of SGLD. Additionally, our theoretical and empirical results provide explanations for prior works that study the membership privacy of SGLD.


HyObscure: Hybrid Obscuring for Privacy-Preserving Data Publishing

arXiv.org Artificial Intelligence

Minimizing privacy leakage while ensuring data utility is a critical problem to data holders in a privacy-preserving data publishing task. Most prior research concerns only with one type of data and resorts to a single obscuring method, \eg, obfuscation or generalization, to achieve a privacy-utility tradeoff, which is inadequate for protecting real-life heterogeneous data and is hard to defend ever-growing machine learning based inference attacks. This work takes a pilot study on privacy-preserving data publishing when both generalization and obfuscation operations are employed for heterogeneous data protection. To this end, we first propose novel measures for privacy and utility quantification and formulate the hybrid privacy-preserving data obscuring problem to account for the joint effect of generalization and obfuscation. We then design a novel hybrid protection mechanism called HyObscure, to cross-iteratively optimize the generalization and obfuscation operations for maximum privacy protection under a certain utility guarantee. The convergence of the iterative process and the privacy leakage bound of HyObscure are also provided in theory. Extensive experiments demonstrate that HyObscure significantly outperforms a variety of state-of-the-art baseline methods when facing various inference attacks under different scenarios. HyObscure also scales linearly to the data size and behaves robustly with varying key parameters.


Efficient Dynamic Graph Representation Learning at Scale

arXiv.org Artificial Intelligence

Dynamic graphs with ordered sequences of events between nodes are prevalent in real-world industrial applications such as e-commerce and social platforms. However, representation learning for dynamic graphs has posed great computational challenges due to the time and structure dependency and irregular nature of the data, preventing such models from being deployed to real-world applications. To tackle this challenge, we propose an efficient algorithm, Efficient Dynamic Graph lEarning (EDGE), which selectively expresses certain temporal dependency via training loss to improve the parallelism in computations. We show that EDGE can scale to dynamic graphs with millions of nodes and hundreds of millions of temporal events and achieve new state-of-the-art (SOTA) performance.


CoCo-BERT: Improving Video-Language Pre-training with Contrastive Cross-modal Matching and Denoising

arXiv.org Artificial Intelligence

BERT-type structure has led to the revolution of vision-language pre-training and the achievement of state-of-the-art results on numerous vision-language downstream tasks. Existing solutions dominantly capitalize on the multi-modal inputs with mask tokens to trigger mask-based proxy pre-training tasks (e.g., masked language modeling and masked object/frame prediction). In this work, we argue that such masked inputs would inevitably introduce noise for cross-modal matching proxy task, and thus leave the inherent vision-language association under-explored. As an alternative, we derive a particular form of cross-modal proxy objective for video-language pre-training, i.e., Contrastive Cross-modal matching and denoising (CoCo). By viewing the masked frame/word sequences as the noisy augmentation of primary unmasked ones, CoCo strengthens video-language association by simultaneously pursuing inter-modal matching and intra-modal denoising between masked and unmasked inputs in a contrastive manner. Our CoCo proxy objective can be further integrated into any BERT-type encoder-decoder structure for video-language pre-training, named as Contrastive Cross-modal BERT (CoCo-BERT). We pre-train CoCo-BERT on TV dataset and a newly collected large-scale GIF video dataset (ACTION). Through extensive experiments over a wide range of downstream tasks (e.g., cross-modal retrieval, video question answering, and video captioning), we demonstrate the superiority of CoCo-BERT as a pre-trained structure.


Weakly Supervised High-Fidelity Clothing Model Generation

arXiv.org Artificial Intelligence

The development of online economics arouses the demand of generating images of models on product clothes, to display new clothes and promote sales. However, the expensive proprietary model images challenge the existing image virtual try-on methods in this scenario, as most of them need to be trained on considerable amounts of model images accompanied with paired clothes images. In this paper, we propose a cheap yet scalable weakly-supervised method called Deep Generative Projection (DGP) to address this specific scenario. Lying in the heart of the proposed method is to imitate the process of human predicting the wearing effect, which is an unsupervised imagination based on life experience rather than computation rules learned from supervisions. Here a pretrained StyleGAN is used to capture the practical experience of wearing. Experiments show that projecting the rough alignment of clothing and body onto the StyleGAN space can yield photo-realistic wearing results. Experiments on real scene proprietary model images demonstrate the superiority of DGP over several state-of-the-art supervised methods when generating clothing model images.