Statistical Learning
Federated Robustness Propagation: Sharing Adversarial Robustness in Federated Learning
Hong, Junyuan, Wang, Haotao, Wang, Zhangyang, Zhou, Jiayu
Federated learning (FL) emerges as a popular distributed learning schema that learns a model from a set of participating users without requiring raw data to be shared. One major challenge of FL comes from heterogeneity in users, which may have distributionally different (or non-iid) data and varying computation resources. Just like in centralized learning, FL users also desire model robustness against malicious attackers at test time. Whereas adversarial training (AT) provides a sound solution for centralized learning, extending its usage for FL users has imposed significant challenges, as many users may have very limited training data as well as tight computational budgets, to afford the data-hungry and costly AT. In this paper, we study a novel learning setting that propagates adversarial robustness from high-resource users that can afford AT, to those low-resource users that cannot afford it, during the FL process. We show that existing FL techniques cannot effectively propagate adversarial robustness among non-iid users, and propose a simple yet effective propagation approach that transfers robustness through carefully designed batch-normalization statistics. We demonstrate the rationality and effectiveness of our method through extensive experiments. Especially, the proposed method is shown to grant FL remarkable robustness even when only a small portion of users afford AT during learning. Codes will be published upon acceptance.
The Dimpled Manifold Model of Adversarial Examples in Machine Learning
Shamir, Adi, Melamed, Odelia, BenShmuel, Oriel
The extreme fragility of deep neural networks when presented with tiny perturbations in their inputs was independently discovered by several research groups in 2013, but in spite of enormous effort these adversarial examples remained a baffling phenomenon with no clear explanation. In this paper we introduce a new conceptual framework (which we call the Dimpled Manifold Model) which provides a simple explanation for why adversarial examples exist, why their perturbations have such tiny norms, why these perturbations look like random noise, and why a network which was adversarially trained with incorrectly labeled images can still correctly classify test images. In the last part of the paper we describe the results of numerous experiments which strongly support this new model, and in particular our assertion that adversarial perturbations are roughly perpendicular to the low dimensional manifold which contains all the training examples.
QuaPy: A Python-Based Framework for Quantification
Moreo, Alejandro, Esuli, Andrea, Sebastiani, Fabrizio
QuaPy is an open-source framework for performing quantification (a.k.a. supervised prevalence estimation), written in Python. Quantification is the task of training quantifiers via supervised learning, where a quantifier is a predictor that estimates the relative frequencies (a.k.a. prevalence values) of the classes of interest in a sample of unlabelled data. While quantification can be trivially performed by applying a standard classifier to each unlabelled data item and counting how many data items have been assigned to each class, it has been shown that this "classify and count" method is outperformed by methods specifically designed for quantification. QuaPy provides implementations of a number of baseline methods and advanced quantification methods, of routines for quantification-oriented model selection, of several broadly accepted evaluation measures, and of robust evaluation protocols routinely used in the field. QuaPy also makes available datasets commonly used for testing quantifiers, and offers visualization tools for facilitating the analysis and interpretation of the results. The software is open-source and publicly available under a BSD-3 licence via https://github.com/HLT-ISTI/QuaPy, and can be installed via pip (https://pypi.org/project/QuaPy/)
Performance Evaluation of Classification Models for Household Income, Consumption and Expenditure Data Set
Nigus, Mersha, Dorsewamy, null
Food security is more prominent on the policy agenda today than it has been in the past, thanks to recent food shortages at both the regional and global levels as well as renewed promises from major donor countries to combat chronic hunger. One field where machine learning can be used is in the classification of household food insecurity. In this study, we establish a robust methodology to categorize whether or not a household is being food secure and food insecure by machine learning algorithms. In this study, we have used ten machine learning algorithms to classify the food security status of the Household. Gradient Boosting (GB), Random Forest (RF), Extra Tree (ET), Bagging, K-Nearest Neighbor (KNN), Decision Tree (DT), Support Vector Machine (SVM), Logistic Regression (LR), Ada Boost (AB) and Naive Bayes were the classification algorithms used throughout this study (NB). Then, we perform classification tasks from developing data set for household food security status by gathering data from HICE survey data and validating it by Domain Experts. The performance of all classifiers has better results for all performance metrics. The performance of the Random Forest and Gradient Boosting models are outstanding with a testing accuracy of 0.9997 and the other classifier such as Bagging, Decision tree, Ada Boost, Extra tree, K-nearest neighbor, Logistic Regression, SVM and Naive Bayes are scored 0.9996, 0.09996, 0.9994, 0.95675, 0.9415, 0.8915, 0.7853 and 0.7595, respectively.
Learning the Preferences of Uncertain Humans with Inverse Decision Theory
Laidlaw, Cassidy, Russell, Stuart
Existing observational approaches for learning human preferences, such as inverse reinforcement learning, usually make strong assumptions about the observability of the human's environment. However, in reality, people make many important decisions under uncertainty. To better understand preference learning in these cases, we study the setting of inverse decision theory (IDT), a previously proposed framework where a human is observed making non-sequential binary decisions under uncertainty. In IDT, the human's preferences are conveyed through their loss function, which expresses a tradeoff between different types of mistakes. We give the first statistical analysis of IDT, providing conditions necessary to identify these preferences and characterizing the sample complexity -- the number of decisions that must be observed to learn the tradeoff the human is making to a desired precision. Interestingly, we show that it is actually easier to identify preferences when the decision problem is more uncertain. Furthermore, uncertain decision problems allow us to relax the unrealistic assumption that the human is an optimal decision maker but still identify their exact preferences; we give sample complexities in this suboptimal case as well. Our analysis contradicts the intuition that partial observability should make preference learning more difficult. It also provides a first step towards understanding and improving preference learning methods for uncertain and suboptimal humans.
On the benefits of maximum likelihood estimation for Regression and Forecasting
Awasthi, Pranjal, Das, Abhimanyu, Sen, Rajat, Suresh, Ananda Theertha
We advocate for a practical Maximum Likelihood Estimation (MLE) approach for regression and forecasting, as an alternative to the typical approach of Empirical Risk Minimization (ERM) for a specific target metric. This approach is better suited to capture inductive biases such as prior domain knowledge in datasets, and can output post-hoc estimators at inference time that can optimize different types of target metrics. We present theoretical results to demonstrate that our approach is always competitive with any estimator for the target metric under some general conditions, and in many practical settings (such as Poisson Regression) can actually be much superior to ERM. We demonstrate empirically that our method instantiated with a well-designed general purpose mixture likelihood family can obtain superior performance over ERM for a variety of tasks across time-series forecasting and regression datasets with different data distributions.
The Perils of Learning Before Optimizing
Cameron, Chris, Hartford, Jason, Lundy, Taylor, Leyton-Brown, Kevin
Formulating real-world optimization problems often begins with making predictions from historical data (e.g., an optimizer that aims to recommend fast routes relies upon travel-time predictions). Typically, learning the prediction model used to generate the optimization problem and solving that problem are performed in two separate stages. Recent work has showed how such prediction models can be learned end-to-end by differentiating through the optimization task. Such methods often yield empirical improvements, which are typically attributed to end-to-end making better error tradeoffs than the standard loss function used in a two-stage solution. We refine this explanation and more precisely characterize when end-to-end can improve performance. When prediction targets are stochastic, a two-stage solution must make an a priori choice about which statistics of the target distribution to model -- we consider expectations over prediction targets -- while an end-to-end solution can make this choice adaptively. We show that the performance gap between a two-stage and end-to-end approach is closely related to the \emph{price of correlation} concept in stochastic optimization and show the implications of some existing POC results for our predict-then-optimize problem. We then consider a novel and particularly practical setting, where coefficients in the objective function depend on multiple prediction targets. We give explicit constructions where (1) two-stage performs unboundedly worse than end-to-end; and (2) two-stage is optimal. We identify a large set of real-world applications whose objective functions rely on multiple prediction targets but which nevertheless deploy two-stage solutions. We also use simulations to experimentally quantify performance gaps.
Dependency Structure Misspecification in Multi-Source Weak Supervision Models
Cachay, Salva Rรผhling, Boecking, Benedikt, Dubrawski, Artur
Data programming (DP) has proven to be an attractive alternative to costly hand-labeling of data. In DP, users encode domain knowledge into \emph{labeling functions} (LF), heuristics that label a subset of the data noisily and may have complex dependencies. A label model is then fit to the LFs to produce an estimate of the unknown class label. The effects of label model misspecification on test set performance of a downstream classifier are understudied. This presents a serious awareness gap to practitioners, in particular since the dependency structure among LFs is frequently ignored in field applications of DP. We analyse modeling errors due to structure over-specification. We derive novel theoretical bounds on the modeling error and empirically show that this error can be substantial, even when modeling a seemingly sensible structure.
Rational Shapley Values
Explaining the predictions of opaque machine learning algorithms is an important and challenging task, especially as complex models are increasingly used to assist in high-stakes decisions such as those arising in healthcare and finance. Most popular tools for post-hoc explainable artificial intelligence (XAI) are either insensitive to context (e.g., feature attributions) or difficult to summarize (e.g., counterfactuals). In this paper, I introduce \emph{rational Shapley values}, a novel XAI method that synthesizes and extends these seemingly incompatible approaches in a rigorous, flexible manner. I leverage tools from decision theory and causal modeling to formalize and implement a pragmatic approach that resolves a number of known challenges in XAI. By pairing the distribution of random variables with the appropriate reference class for a given explanation task, I illustrate through theory and experiments how user goals and knowledge can inform and constrain the solution set in an iterative fashion. The method compares favorably to state of the art XAI tools in a range of quantitative and qualitative comparisons.
Self-supervised Incremental Deep Graph Learning for Ethereum Phishing Scam Detection
Li, Shucheng, Xu, Fengyuan, Wang, Runchuan, Zhong, Sheng
In recent years, phishing scams have become the crime type with the largest money involved on Ethereum, the second-largest blockchain platform. Meanwhile, graph neural network (GNN) has shown promising performance in various node classification tasks. However, for Ethereum transaction data, which could be naturally abstracted to a real-world complex graph, the scarcity of labels and the huge volume of transaction data make it difficult to take advantage of GNN methods. Here in this paper, to address the two challenges, we propose a Self-supervised IncrEmental deep Graph lEarning model (SIEGE), for the phishing scam detection problem on Ethereum. In our model, two pretext tasks designed from spatial and temporal perspectives help us effectively learn useful node embedding from the huge amount of unlabelled transaction data. And the incremental paradigm allows us to efficiently handle large-scale transaction data and help the model maintain good performance when the data distribution is drastically changing. We collect transaction records about half a year from Ethereum and our extensive experiments show that our model consistently outperforms strong baselines in both transductive and inductive settings.