Statistical Learning
Confident Learning: Estimating Uncertainty in Dataset Labels
Northcutt, Curtis | Jiang, Lu (Google Research) | Chuang, Isaac (Massachusetts Institute of Technology)
Learning exists in the context of data, yet notions of confidence typically focus on model predictions, not label quality. Confident learning (CL) is an alternative approach which focuses instead on label quality by characterizing and identifying label errors in datasets, based on the principles of pruning noisy data, counting with probabilistic thresholds to estimate noise, and ranking examples to train with confidence. Whereas numerous studies have developed these principles independently, here, we combine them, building on the assumption of a class-conditional noise process to directly estimate the joint distribution between noisy (given) labels and uncorrupted (unknown) labels. This results in a generalized CL which is provably consistent and experimentally performant. We present sufficient conditions where CL exactly finds label errors, and show CL performance exceeding seven recent competitive approaches for learning with noisy labels on the CIFAR dataset. Uniquely, the CL framework is not coupled to a specific data modality or model (e.g., we use CL to find several label errors in the presumed error-free MNIST dataset and improve sentiment classification on text data in Amazon Reviews). We also employ CL on ImageNet to quantify ontological class overlap (e.g., estimating 645 missile images are mislabeled as their parent class projectile), and moderately increase model accuracy (e.g., for ResNet) by cleaning data prior to training. These results are replicable using the open-source cleanlab release.
Identification of mental fatigue in language comprehension tasks based on EEG and deep learning
Ye, Chunhua, Yin, Zhong, Wu, Chenxi, Abulaiti, Xiayidai, Zhang, Yixing, Sun, Zhenqi, Zhang, Jianhua
Mental fatigue increases the risk of operator error in language comprehension tasks. In order to prevent operator performance degradation, we used EEG signals to assess the mental fatigue of operators in human-computer systems. This study presents an experimental design for fatigue detection in language comprehension tasks. We obtained EEG signals from a 14-channel wireless EEG detector in 15 healthy participants. Each participant was given a cognitive test of a language comprehension task, in the form of multiple choice questions, in which pronoun references were selected between nominal and surrogate sentences. In this paper, the 2400 EEG fragments collected are divided into three data sets according to different utilization rates, namely 1200s data set with 50% utilization rate, 1500s data set with 62.5% utilization rate, and 1800s data set with 75% utilization rate. In the aspect of feature extraction, different EEG features were extracted, including time domain features, frequency domain features and entropy features, and the effects of different features and feature combinations on classification accuracy were explored. In terms of classification, we introduced the Convolutional Neural Network (CNN) method as the preferred method, It was compared with Least Squares Support Vector Machines(LSSVM),Support Vector Machines(SVM),Logistic Regression (LR), Random Forest(RF), Naive Bayes (NB), K-Nearest Neighbor (KNN) and Decision Tree(DT).According to the results, the classification accuracy of convolutional neural network (CNN) is higher than that of other classification methods. The classification results show that the classification accuracy of 1200S dataset is higher than the other two datasets. The combination of Frequency and entropy feature and CNN has the highest classification accuracy, which is 85.34%.
Forecasting COVID-19 Counts At A Single Hospital: A Hierarchical Bayesian Approach
Lee, Alexandra Hope, Lymperopoulos, Panagiotis, Cohen, Joshua T., Wong, John B., Hughes, Michael C.
We consider the problem of forecasting the daily number of hospitalized COVID-19 patients at a single hospital site, in order to help administrators with logistics and planning. We develop several candidate hierarchical Bayesian models which directly capture the count nature of data via a generalized Poisson likelihood, model time-series dependencies via autoregressive and Gaussian process latent processes, and can share statistical strength across related sites. We demonstrate our approach on public datasets for 8 hospitals in Massachusetts, U.S.A. and 10 hospitals in the United Kingdom. Further prospective evaluation compares our approach favorably to baselines currently used by stakeholders at 3 related hospitals to forecast 2-week-ahead demand by rescaling state-level forecasts. The COVID-19 pandemic has created unprecedented demand for limited hospital resources across the globe. Emergency resource allocation decisions made by hospital administrators (such as planning additional personnel or provisioning beds and equipment) are crucial for achieving successful patient outcomes and avoiding overwhelmed capacity. However, at present hospitals often lack the ability to forecast what will be needed at their site in coming weeks. This may be especially true in under-resourced hospitals, due to constraints on funding, staff time and expertise, and other issues.
Towards an Interpretable Data-driven Trigger System for High-throughput Physics Facilities
Mahesh, Chinmaya, Dona, Kristin, Miller, David W., Chen, Yuxin
Data-intensive science is increasingly reliant on real-time processing capabilities and machine learning workflows, in order to filter and analyze the extreme volumes of data being collected. This is especially true at the energy and intensity frontiers of particle physics where bandwidths of raw data can exceed 100 Tb/s of heterogeneous, high-dimensional data sourced from hundreds of millions of individual sensors. In this paper, we introduce a new data-driven approach for designing and optimizing high-throughput data filtering and trigger systems such as those in use at physics facilities like the Large Hadron Collider (LHC). Concretely, our goal is to design a data-driven filtering system with a minimal run-time cost for determining which data event to keep, while preserving (and potentially improving upon) the distribution of the output as generated by the hand-designed trigger system. We introduce key insights from interpretable predictive modeling and cost-sensitive learning in order to account for non-local inefficiencies in the current paradigm and construct a cost-effective data filtering and trigger model that does not compromise physics coverage.
Coarse- and fine-scale geometric information content of Multiclass Classification and implied Data-driven Intelligence
Hsieh, Fushing, Wang, Xiaodong
Under any Multiclass Classification (MCC) setting defined by a collection of labeled point-cloud specified by a feature-set, we extract only stochastic partial orderings from all possible triplets of point-cloud without explicitly measuring the three cloud-to-cloud distances. We demonstrate that such a collective of partial ordering can efficiently compute a label embedding tree geometry on the Label-space. This tree in turn gives rise to a predictive graph, or a network with precisely weighted linkages. Such two multiscale geometries are taken as the coarse scale information content of MCC. They indeed jointly shed lights on explainable knowledge on why and how labeling comes about and facilitates error-free prediction with potential multiple candidate labels supported by data. For revealing within-label heterogeneity, we further undergo labeling naturally found clusters within each point-cloud, and likewise derive multiscale geometry as its fine-scale information content contained in data. This fine-scale endeavor shows that our computational proposal is indeed scalable to a MCC setting having a large label-space. Overall the computed multiscale collective of data-driven patterns and knowledge will serve as a basis for constructing visible and explainable subject matter intelligence regarding the system of interest.
Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives
Hazimeh, Hussein, Mazumder, Rahul, Radchenko, Peter
We present a new algorithmic framework for grouped variable selection that is based on discrete mathematical optimization. While there exist several appealing approaches based on convex relaxations and nonconvex heuristics, we focus on optimal solutions for the $\ell_0$-regularized formulation, a problem that is relatively unexplored due to computational challenges. Our methodology covers both high-dimensional linear regression and nonparametric sparse additive modeling with smooth components. Our algorithmic framework consists of approximate and exact algorithms. The approximate algorithms are based on coordinate descent and local search, with runtimes comparable to popular sparse learning algorithms. Our exact algorithm is based on a standalone branch-and-bound (BnB) framework, which can solve the associated mixed integer programming (MIP) problem to certified optimality. By exploiting the problem structure, our custom BnB algorithm can solve to optimality problem instances with $5 \times 10^6$ features in minutes to hours -- over $1000$ times larger than what is currently possible using state-of-the-art commercial MIP solvers. We also explore statistical properties of the $\ell_0$-based estimators. We demonstrate, theoretically and empirically, that our proposed estimators have an edge over popular group-sparse estimators in terms of statistical performance in various regimes.
Exact and Approximate Hierarchical Clustering Using A*
Greenberg, Craig S., Macaluso, Sebastian, Monath, Nicholas, Dubey, Avinava, Flaherty, Patrick, Zaheer, Manzil, Ahmed, Amr, Cranmer, Kyle, McCallum, Andrew
Hierarchical clustering is a critical task in numerous domains. Many approaches are based on heuristics and the properties of the resulting clusterings are studied post hoc. However, in several applications, there is a natural cost function that can be used to characterize the quality of the clustering. In those cases, hierarchical clustering can be seen as a combinatorial optimization problem. To that end, we introduce a new approach based on A* search. We overcome the prohibitively large search space by combining A* with a novel \emph{trellis} data structure. This combination results in an exact algorithm that scales beyond previous state of the art, from a search space with $10^{12}$ trees to $10^{15}$ trees, and an approximate algorithm that improves over baselines, even in enormous search spaces that contain more than $10^{1000}$ trees. We empirically demonstrate that our method achieves substantially higher quality results than baselines for a particle physics use case and other clustering benchmarks. We describe how our method provides significantly improved theoretical bounds on the time and space complexity of A* for clustering.
BROADCAST: Reducing Both Stochastic and Compression Noise to Robustify Communication-Efficient Federated Learning
Communication between workers and the master node to collect local stochastic gradients is a key bottleneck in a large-scale federated learning system. Various recent works have proposed to compress the local stochastic gradients to mitigate the communication overhead. However, robustness to malicious attacks is rarely considered in such a setting. In this work, we investigate the problem of Byzantine-robust federated learning with compression, where the attacks from Byzantine workers can be arbitrarily malicious. We point out that a vanilla combination of compressed stochastic gradient descent (SGD) and geometric median-based robust aggregation suffers from both stochastic and compression noise in the presence of Byzantine attacks. In light of this observation, we propose to jointly reduce the stochastic and compression noise so as to improve the Byzantine-robustness. For the stochastic noise, we adopt the stochastic average gradient algorithm (SAGA) to gradually eliminate the inner variations of regular workers. For the compression noise, we apply the gradient difference compression and achieve compression for free. We theoretically prove that the proposed algorithm reaches a neighborhood of the optimal solution at a linear convergence rate, and the asymptotic learning error is in the same order as that of the state-of-the-art uncompressed method. Finally, numerical experiments demonstrate effectiveness of the proposed method.
Double Robust Semi-Supervised Inference for the Mean: Selection Bias under MAR Labeling with Decaying Overlap
Zhang, Yuqian, Chakrabortty, Abhishek, Bradic, Jelena
Semi-supervised (SS) inference has received much attention in recent years. Apart from a moderate-sized labeled data, L, the SS setting is characterized by an additional, much larger sized, unlabeled data, U. The setting of |U| >> |L|, makes SS inference unique and different from the standard missing data problems, owing to natural violation of the so-called 'positivity' or 'overlap' assumption. However, most of the SS literature implicitly assumes L and U to be equally distributed, i.e., no selection bias in the labeling. Inferential challenges in missing at random (MAR) type labeling allowing for selection bias, are inevitably exacerbated by the decaying nature of the propensity score (PS). We address this gap for a prototype problem, the estimation of the response's mean. We propose a double robust SS (DRSS) mean estimator and give a complete characterization of its asymptotic properties. The proposed estimator is consistent as long as either the outcome or the PS model is correctly specified. When both models are correctly specified, we provide inference results with a non-standard consistency rate that depends on the smaller size |L|. The results are also extended to causal inference with imbalanced treatment groups. Further, we provide several novel choices of models and estimators of the decaying PS, including a novel offset logistic model and a stratified labeling model. We present their properties under both high and low dimensional settings. These may be of independent interest. Lastly, we present extensive simulations and also a real data application.
Root-finding Approaches for Computing Conformal Prediction Set
Ndiaye, Eugene, Takeuchi, Ichiro
Conformal prediction constructs a confidence region for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal level without additional assumptions on their distribution. However, it requires a refitting procedure for all replacement candidates of the target response. In regression settings, this corresponds to an infinite number of model fit. Apart from relatively simple estimators that can be written as pieces of linear function of the response, efficiently computing such sets is difficult and is still considered as an open problem. We exploit the fact that, \emph{often}, conformal prediction sets are intervals whose boundaries can be efficiently approximated by classical root-finding software. We investigate how this approach can overcome many limitations of formerly used strategies and achieves calculations that have been unattainable so far. We discuss its complexity as well as its drawbacks and evaluate its efficiency through numerical experiments.