Statistical Learning
Self-Supervised Learning with Kernel Dependence Maximization
Li, Yazhe, Pogodin, Roman, Sutherland, Danica J., Gretton, Arthur
We approach self-supervised learning of image representations from a statistical dependence perspective, proposing Self-Supervised Learning with the Hilbert-Schmidt Independence Criterion (SSL-HSIC). SSL-HSIC maximizes dependence between representations of transformed versions of an image and the image identity, while minimizing the kernelized variance of those features. This self-supervised learning framework yields a new understanding of InfoNCE, a variational lower bound on the mutual information (MI) between different transformations. While the MI itself is known to have pathologies which can result in meaningless representations being learned, its bound is much better behaved: we show that it implicitly approximates SSL-HSIC (with a slightly different regularizer). Our approach also gives us insight into BYOL, since SSL-HSIC similarly learns local neighborhoods of samples. SSL-HSIC allows us to directly optimize statistical dependence in time linear in the batch size, without restrictive data assumptions or indirect mutual information estimators. Trained with or without a target network, SSL-HSIC matches the current state-of-the-art for standard linear evaluation on ImageNet [1], semi-supervised learning and transfer to other classification and vision tasks such as semantic segmentation, depth estimation and object recognition.
Kernel Identification Through Transformers
Simpson, Fergus, Davies, Ian, Lalchand, Vidhi, Vullo, Alessandro, Durrande, Nicolas, Rasmussen, Carl
Kernel selection plays a central role in determining the performance of Gaussian Process (GP) models, as the chosen kernel determines both the inductive biases and prior support of functions under the GP prior. This work addresses the challenge of constructing custom kernel functions for high-dimensional GP regression models. Drawing inspiration from recent progress in deep learning, we introduce a novel approach named KITT: Kernel Identification Through Transformers. KITT exploits a transformer-based architecture to generate kernel recommendations in under 0.1 seconds, which is several orders of magnitude faster than conventional kernel search algorithms. We train our model using synthetic data generated from priors over a vocabulary of known kernels. By exploiting the nature of the self-attention mechanism, KITT is able to process datasets with inputs of arbitrary dimension. We demonstrate that kernels chosen by KITT yield strong performance over a diverse collection of regression benchmarks.
Contrastive Mixture of Posteriors for Counterfactual Inference, Data Integration and Fairness
Foster, Adam, Vezér, Árpi, Glastonbury, Craig A, Creed, Páidí, Abujudeh, Sam, Sim, Aaron
Learning meaningful representations of data that can address challenges such as batch effect correction, data integration and counterfactual inference is a central problem in many domains including computational biology. Adopting a Conditional VAE framework, we identify the mathematical principle that unites these challenges: learning a representation that is marginally independent of a condition variable. We therefore propose the Contrastive Mixture of Posteriors (CoMP) method that uses a novel misalignment penalty to enforce this independence. This penalty is defined in terms of mixtures of the variational posteriors themselves, unlike prior work which uses external discrepancy measures such as MMD to ensure independence in latent space. We show that CoMP has attractive theoretical properties compared to previous approaches, especially when there is complex global structure in latent space. We further demonstrate state of the art performance on a number of real-world problems, including the challenging tasks of aligning human tumour samples with cancer cell-lines and performing counterfactual inference on single-cell RNA sequencing data. Incidentally, we find parallels with the fair representation learning literature, and demonstrate CoMP has competitive performance in learning fair yet expressive latent representations.
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
Hoang, Truong-Vinh, Krumscheid, Sebastian, Matthies, Hermann G., Tempone, Raúl
Filtering is a data assimilation technique that performs the sequential inference of dynamical systems states from noisy observations. Herein, we propose a machine learning-based ensemble conditional mean filter (ML-EnCMF) for tracking possibly high-dimensional non-Gaussian state models with nonlinear dynamics based on sparse observations. The proposed filtering method is developed based on the conditional expectation and numerically implemented using machine learning (ML) techniques combined with the ensemble method. The contribution of this work is twofold. First, we demonstrate that the ensembles assimilated using the ensemble conditional mean filter (EnCMF) provide an unbiased estimator of the Bayesian posterior mean, and their variance matches the expected conditional variance. Second, we implement the EnCMF using artificial neural networks, which have a significant advantage in representing nonlinear functions over high-dimensional domains such as the conditional mean. Finally, we demonstrate the effectiveness of the ML-EnCMF for tracking the states of Lorenz-63 and Lorenz-96 systems under the chaotic regime. Numerical results show that the ML-EnCMF outperforms the ensemble Kalman filter.
On the Objective Evaluation of Post Hoc Explainers
Carmichael, Zachariah, Scheirer, Walter J.
Many applications of data-driven models demand transparency of decisions, especially in health care, criminal justice, and other high-stakes environments. Modern trends in machine learning research have led to algorithms that are increasingly intricate to the degree that they are considered to be black boxes. In an effort to reduce the opacity of decisions, methods have been proposed to construe the inner workings of such models in a human-comprehensible manner. These post hoc techniques are described as being universal explainers - capable of faithfully augmenting decisions with algorithmic insight. Unfortunately, there is little agreement about what constitutes a "good" explanation. Moreover, current methods of explanation evaluation are derived from either subjective or proxy means. In this work, we propose a framework for the evaluation of post hoc explainers on ground truth that is directly derived from the additive structure of a model. We demonstrate the efficacy of the framework in understanding explainers by evaluating popular explainers on thousands of synthetic and several real-world tasks. The framework unveils that explanations may be accurate but misattribute the importance of individual features.
On the Power of Multitask Representation Learning in Linear MDP
Lu, Rui, Huang, Gao, Du, Simon S.
While multitask representation learning has become a popular approach in reinforcement learning (RL), theoretical understanding of why and when it works remains limited. This paper presents analyses for the statistical benefit of multitask representation learning in linear Markov Decision Process (MDP) under a generative model. In this paper, we consider an agent to learn a representation function $\phi$ out of a function class $\Phi$ from $T$ source tasks with $N$ data per task, and then use the learned $\hat{\phi}$ to reduce the required number of sample for a new task. We first discover a \emph{Least-Activated-Feature-Abundance} (LAFA) criterion, denoted as $\kappa$, with which we prove that a straightforward least-square algorithm learns a policy which is $\tilde{O}(H^2\sqrt{\frac{\mathcal{C}(\Phi)^2 \kappa d}{NT}+\frac{\kappa d}{n}})$ sub-optimal. Here $H$ is the planning horizon, $\mathcal{C}(\Phi)$ is $\Phi$'s complexity measure, $d$ is the dimension of the representation (usually $d\ll \mathcal{C}(\Phi)$) and $n$ is the number of samples for the new task. Thus the required $n$ is $O(\kappa d H^4)$ for the sub-optimality to be close to zero, which is much smaller than $O(\mathcal{C}(\Phi)^2\kappa d H^4)$ in the setting without multitask representation learning, whose sub-optimality gap is $\tilde{O}(H^2\sqrt{\frac{\kappa \mathcal{C}(\Phi)^2d}{n}})$. This theoretically explains the power of multitask representation learning in reducing sample complexity. Further, we note that to ensure high sample efficiency, the LAFA criterion $\kappa$ should be small. In fact, $\kappa$ varies widely in magnitude depending on the different sampling distribution for new task. This indicates adaptive sampling technique is important to make $\kappa$ solely depend on $d$. Finally, we provide empirical results of a noisy grid-world environment to corroborate our theoretical findings.
Reverse Engineering of Generative Models: Inferring Model Hyperparameters from Generated Images
Asnani, Vishal, Yin, Xi, Hassner, Tal, Liu, Xiaoming
State-of-the-art (SOTA) Generative Models (GMs) can synthesize photo-realistic images that are hard for humans to distinguish from genuine photos. We propose to perform reverse engineering of GMs to infer the model hyperparameters from the images generated by these models. We define a novel problem, "model parsing", as estimating GM network architectures and training loss functions by examining their generated images -- a task seemingly impossible for human beings. To tackle this problem, we propose a framework with two components: a Fingerprint Estimation Network (FEN), which estimates a GM fingerprint from a generated image by training with four constraints to encourage the fingerprint to have desired properties, and a Parsing Network (PN), which predicts network architecture and loss functions from the estimated fingerprints. To evaluate our approach, we collect a fake image dataset with $100$K images generated by $100$ GMs. Extensive experiments show encouraging results in parsing the hyperparameters of the unseen models. Finally, our fingerprint estimation can be leveraged for deepfake detection and image attribution, as we show by reporting SOTA results on both the recent Celeb-DF and image attribution benchmarks.
Coded Machine Unlearning
Aldaghri, Nasser, Mahdavifar, Hessam, Beirami, Ahmad
There are applications that may require removing the trace of a sample from the system, e.g., a user requests their data to be deleted, or corrupted data is discovered. Simply removing a sample from storage units does not necessarily remove its entire trace since downstream machine learning models may store some information about the samples used to train them. A sample can be perfectly unlearned if we retrain all models that used it from scratch with that sample removed from their training dataset. When multiple such unlearning requests are expected to be served, unlearning by retraining becomes prohibitively expensive. Ensemble learning enables the training data to be split into smaller disjoint shards that are assigned to non-communicating weak learners. Each shard is used to produce a weak model. These models are then aggregated to produce the final central model. This setup introduces an inherent trade-off between performance and unlearning cost, as reducing the shard size reduces the unlearning cost but may cause degradation in performance. In this paper, we propose a coded learning protocol where we utilize linear encoders to encode the training data into shards prior to the learning phase. We also present the corresponding unlearning protocol and show that it satisfies the perfect unlearning criterion. Our experimental results show that the proposed coded machine unlearning provides a better performance versus unlearning cost trade-off compared to the uncoded baseline.
Reproducing Kernel Hilbert Space, Mercer's Theorem, Eigenfunctions, Nystr\"om Method, and Use of Kernels in Machine Learning: Tutorial and Survey
Ghojogh, Benyamin, Ghodsi, Ali, Karray, Fakhri, Crowley, Mark
This is a tutorial and survey paper on kernels, kernel methods, and related fields. We start with reviewing the history of kernels in functional analysis and machine learning. Then, Mercer kernel, Hilbert and Banach spaces, Reproducing Kernel Hilbert Space (RKHS), Mercer's theorem and its proof, frequently used kernels, kernel construction from distance metric, important classes of kernels (including bounded, integrally positive definite, universal, stationary, and characteristic kernels), kernel centering and normalization, and eigenfunctions are explained in detail. Then, we introduce types of use of kernels in machine learning including kernel methods (such as kernel support vector machines), kernel learning by semi-definite programming, Hilbert-Schmidt independence criterion, maximum mean discrepancy, kernel mean embedding, and kernel dimensionality reduction. We also cover rank and factorization of kernel matrix as well as the approximation of eigenfunctions and kernels using the Nystr{\"o}m method. This paper can be useful for various fields of science including machine learning, dimensionality reduction, functional analysis in mathematics, and mathematical physics in quantum mechanics.
Canonical-Correlation-Based Fast Feature Selection
Zhang, Sikai, Wang, Tingna, Worden, Keith, Cross, Elizabeth J.
This paper proposes a canonical-correlation-based filter method for feature selection. The sum of squared canonical correlation coefficients is adopted as the feature ranking criterion. The proposed method boosts the computational speed of the ranking criterion in greedy search. The supporting theorems developed for the feature selection method are fundamental to the understanding of the canonical correlation analysis. In empirical studies, a synthetic dataset is used to demonstrate the speed advantage of the proposed method, and eight real datasets are applied to show the effectiveness of the proposed feature ranking criterion in both classification and regression. The results show that the proposed method is considerably faster than the definition-based method, and the proposed ranking criterion is competitive compared with the seven mutual-information-based criteria.