Statistical Learning
GFlowNet Foundations
Bengio, Yoshua, Deleu, Tristan, Hu, Edward J., Lahlou, Salem, Tiwari, Mo, Bengio, Emmanuel
Generative Flow Networks (GFlowNets) have been introduced as a method to sample a diverse set of candidates in an active learning context, with a training objective that makes them approximately sample in proportion to a given reward function. In this paper, we show a number of additional theoretical properties of GFlowNets. They can be used to estimate joint probability distributions and the corresponding marginal distributions where some variables are unspecified and, of particular interest, can represent distributions over composite objects like sets and graphs. GFlowNets amortize the work typically done by computationally expensive MCMC methods in a single but trained generative pass. They could also be used to estimate partition functions and free energies, conditional probabilities of supersets (supergraphs) given a subset (subgraph), as well as marginal distributions over all supersets (supergraphs) of a given set (graph). We introduce variations enabling the estimation of entropy and mutual information, sampling from a Pareto frontier, connections to reward-maximizing policies, and extensions to stochastic environments, continuous actions and modular energy functions.
Towards a Unified Information-Theoretic Framework for Generalization
Haghifam, Mahdi, Dziugaite, Gintare Karolina, Moran, Shay, Roy, Daniel M.
In this work, we investigate the expressiveness of the "conditional mutual information" (CMI) framework of Steinke and Zakynthinou (2020) and the prospect of using it to provide a unified framework for proving generalization bounds in the realizable setting. We first demonstrate that one can use this framework to express non-trivial (but sub-optimal) bounds for any learning algorithm that outputs hypotheses from a class of bounded VC dimension. We prove that the CMI framework yields the optimal bound on the expected risk of Support Vector Machines (SVMs) for learning halfspaces. This result is an application of our general result showing that stable compression schemes Bousquet al. (2020) of size $k$ have uniformly bounded CMI of order $O(k)$. We further show that an inherent limitation of proper learning of VC classes contradicts the existence of a proper learner with constant CMI, and it implies a negative resolution to an open problem of Steinke and Zakynthinou (2020). We further study the CMI of empirical risk minimizers (ERMs) of class $H$ and show that it is possible to output all consistent classifiers (version space) with bounded CMI if and only if $H$ has a bounded star number (Hanneke and Yang (2015)). Moreover, we prove a general reduction showing that "leave-one-out" analysis is expressible via the CMI framework. As a corollary we investigate the CMI of the one-inclusion-graph algorithm proposed by Haussler et al. (1994). More generally, we show that the CMI framework is universal in the sense that for every consistent algorithm and data distribution, the expected risk vanishes as the number of samples diverges if and only if its evaluated CMI has sublinear growth with the number of samples.
The Application of Zig-Zag Sampler in Sequential Markov Chain Monte Carlo
Particle filtering methods are widely applied in sequential state estimation within nonlinear non-Gaussian state space model. However, the traditional particle filtering methods suffer the weight degeneracy in the high-dimensional state space model. Currently, there are many methods to improve the performance of particle filtering in high-dimensional state space model. Among these, the more advanced method is to construct the Sequential Makov chian Monte Carlo (SMCMC) framework by implementing the Composite Metropolis-Hasting (MH) Kernel. In this paper, we proposed to discrete the Zig-Zag Sampler and apply the Zig-Zag Sampler in the refinement stage of the Composite MH Kernel within the SMCMC framework which is implemented the invertible particle flow in the joint draw stage. We evaluate the performance of proposed method through numerical experiments of the challenging complex high-dimensional filtering examples. Nemurical experiments show that in high-dimensional state estimation examples, the proposed method improves estimation accuracy and increases the acceptance ratio compared with state-of-the-art filtering methods.
Interpretable Models via Pairwise permutations algorithm
Maaslandand, Troy, Pereira, Joรฃo, Bastos, Diogo, de Goffau, Marcus, Nieuwdorp, Max, Zwinderman, Aeilko H., Levin, Evgeni
One of the most common pitfalls often found in high dimensional biological data sets are correlations between the features. This may lead to statistical and machine learning methodologies overvaluing or undervaluing these correlated predictors, while the truly relevant ones are ignored. In this paper, we will define a new method called \textit{pairwise permutation algorithm} (PPA) with the aim of mitigating the correlation bias in feature importance values. Firstly, we provide a theoretical foundation, which builds upon previous work on permutation importance. PPA is then applied to a toy data set, where we demonstrate its ability to correct the correlation effect. We further test PPA on a microbiome shotgun dataset, to show that the PPA is already able to obtain biological relevant biomarkers.
Three approaches to supervised learning for compositional data with pairwise logratios
Coenders, Germa, Greenacre, Michael
The common approach to compositional data analysis is to transform the data by means of logratios. Logratios between pairs of compositional parts (pairwise logratios) are the easiest to interpret in many research problems. When the number of parts is large, some form of logratio selection is a must, for instance by means of an unsupervised learning method based on a stepwise selection of the pairwise logratios that explain the largest percentage of the logratio variance in the compositional dataset. In this article we present three alternative stepwise supervised learning methods to select the pairwise logratios that best explain a dependent variable in a generalized linear model, each geared for a specific problem. The first method features unrestricted search, where any pairwise logratio can be selected. This method has a complex interpretation if some pairs of parts in the logratios overlap, but it leads to the most accurate predictions. The second method restricts parts to occur only once, which makes the corresponding logratios intuitively interpretable. The third method uses additive logratios, so that $K-1$ selected logratios involve exactly $K$ parts. This method in fact searches for the subcomposition with the highest explanatory power. Once the subcomposition is identified, the researcher's favourite logratio representation may be used in subsequent analyses, not only pairwise logratios. Our methodology allows logratios or non-compositional covariates to be forced into the models based on theoretical knowledge, and various stopping criteria are available based on information measures or statistical significance with the Bonferroni correction. We present an illustration of the three approaches on a dataset from a study predicting Crohn's disease. The first method excels in terms of predictive power, and the other two in interpretability.
Fast Rates for Nonparametric Online Learning: From Realizability to Learning in Games
Daskalakis, Constantinos, Golowich, Noah
We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the realizable setting of nonparametric online regression with the absolute loss, we propose a randomized proper learning algorithm which gets a near-optimal mistake bound in terms of the sequential fat-shattering dimension of the hypothesis class. In the setting of online classification with a class of Littlestone dimension $d$, our bound reduces to $d \cdot {\rm poly} \log T$. This result answers a question as to whether proper learners could achieve near-optimal mistake bounds; previously, even for online classification, the best known mistake bound was $\tilde O( \sqrt{dT})$. Further, for the real-valued (regression) setting, the optimal mistake bound was not even known for improper learners, prior to this work. - Using the above result, we exhibit an independent learning algorithm for general-sum binary games of Littlestone dimension $d$, for which each player achieves regret $\tilde O(d^{3/4} \cdot T^{1/4})$. This result generalizes analogous results of Syrgkanis et al. (2015) who showed that in finite games the optimal regret can be accelerated from $O(\sqrt{T})$ in the adversarial setting to $O(T^{1/4})$ in the game setting. To establish the above results, we introduce several new techniques, including: a hierarchical aggregation rule to achieve the optimal mistake bound for real-valued classes, a multi-scale extension of the proper online realizable learner of Hanneke et al. (2021), an approach to show that the output of such nonparametric learning algorithms is stable, and a proof that the minimax theorem holds in all online learnable games.
SmoothMix: Training Confidence-calibrated Smoothed Classifiers for Certified Robustness
Jeong, Jongheon, Park, Sejun, Kim, Minkyu, Lee, Heung-Chang, Kim, Doguk, Shin, Jinwoo
Randomized smoothing is currently a state-of-the-art method to construct a certifiably robust classifier from neural networks against $\ell_2$-adversarial perturbations. Under the paradigm, the robustness of a classifier is aligned with the prediction confidence, i.e., the higher confidence from a smoothed classifier implies the better robustness. This motivates us to rethink the fundamental trade-off between accuracy and robustness in terms of calibrating confidences of a smoothed classifier. In this paper, we propose a simple training scheme, coined SmoothMix, to control the robustness of smoothed classifiers via self-mixup: it trains on convex combinations of samples along the direction of adversarial perturbation for each input. The proposed procedure effectively identifies over-confident, near off-class samples as a cause of limited robustness in case of smoothed classifiers, and offers an intuitive way to adaptively set a new decision boundary between these samples for better robustness. Our experimental results demonstrate that the proposed method can significantly improve the certified $\ell_2$-robustness of smoothed classifiers compared to existing state-of-the-art robust training methods.
IV-GNN : Interval Valued Data Handling Using Graph Neural Network
Dawn, Sucheta, Bandyopadhyay, Sanghamitra
Graph Neural Network (GNN) is a powerful tool to perform standard machine learning on graphs. To have a Euclidean representation of every node in the Non-Euclidean graph-like data, GNN follows neighbourhood aggregation and combination of information recursively along the edges of the graph. Despite having many GNN variants in the literature, no model can deal with graphs having nodes with interval-valued features. This article proposes an Interval-ValuedGraph Neural Network, a novel GNN model where, for the first time, we relax the restriction of the feature space being countable. Our model is much more general than existing models as any countable set is always a subset of the universal set $R^{n}$, which is uncountable. Here, to deal with interval-valued feature vectors, we propose a new aggregation scheme of intervals and show its expressive power to capture different interval structures. We validate our theoretical findings about our model for graph classification tasks by comparing its performance with those of the state-of-the-art models on several benchmark network and synthetic datasets.
Network Generation with Differential Privacy
Zheng, Xu, McCarthy, Nicholas, Hayes, Jer
We consider the problem of generating private synthetic versions of real-world graphs containing private information while maintaining the utility of generated graphs. Differential privacy is a gold standard for data privacy, and the introduction of the differentially private stochastic gradient descent (DP-SGD) algorithm has facilitated the training of private neural models in a number of domains. Recent advances in graph generation via deep generative networks have produced several high performing models. We evaluate and compare state-of-the-art models including adjacency matrix based models and edge based models, and show a practical implementation that favours the edge-list approach utilizing the Gaussian noise mechanism, when evaluated on commonly used graph datasets. Based on our findings, we propose a generative model that can reproduce the properties of real-world networks while maintaining edge-differential privacy. The proposed model is based on a stochastic neural network that generates discrete edge-list samples and is trained using the Wasserstein GAN objective with the DP-SGD optimizer. Being the first approach to combine these beneficial properties, our model contributes to further research on graph data privacy.
A Graph-based Imputation Method for Sparse Medical Records
Vinas, Ramon, Zheng, Xu, Hayes, Jer
Electronic Medical Records (EHR) are extremely sparse. Only a small proportion of events (symptoms, diagnoses, and treatments) are observed in the lifetime of an individual. The high degree of missingness of EHR can be attributed to a large number of factors, including device failure, privacy concerns, or other unexpected reasons. Unfortunately, many traditional imputation methods are not well suited for highly sparse data and scale poorly to high dimensional datasets. In this paper, we propose a graph-based imputation method that is both robust to sparsity and to unreliable unmeasured events. Our approach compares favourably to several standard and state-of-the-art imputation methods in terms of performance and runtime. Moreover, results indicate that the model learns to embed different event types in a clinically meaningful way. Our work can facilitate the diagnosis of novel diseases based on the clinical history of past events, with the potential to increase our understanding of the landscape of comorbidities.