Statistical Learning
Video action recognition for lane-change classification and prediction of surrounding vehicles
Biparva, Mahdi, Fernández-Llorca, David, Izquierdo-Gonzalo, Rubén, Tsotsos, John K.
In highway scenarios, an alert human driver will typically anticipate early cut-in/cut-out maneuvers of surrounding vehicles using visual cues mainly. Autonomous vehicles must anticipate these situations at an early stage too, to increase their safety and efficiency. In this work, lane-change recognition and prediction tasks are posed as video action recognition problems. Up to four different two-stream-based approaches, that have been successfully applied to address human action recognition, are adapted here by stacking visual cues from forward-looking video cameras to recognize and anticipate lane-changes of target vehicles. We study the influence of context and observation horizons on performance, and different prediction horizons are analyzed. The different models are trained and evaluated using the PREVENTION dataset. The obtained results clearly demonstrate the potential of these methodologies to serve as robust predictors of future lane-changes of surrounding vehicles proving an accuracy higher than 90% in time horizons of between 1-2 seconds.
Is the User Enjoying the Conversation? A Case Study on the Impact on the Reward Function
The impact of user satisfaction in policy learning task-oriented dialogue systems has long been a subject of research interest. Most current models for estimating the user satisfaction either (i) treat out-of-context short-texts, such as product reviews, or (ii) rely on turn features instead of on distributed semantic representations. In this work we adopt deep neural networks that use distributed semantic representation learning for estimating the user satisfaction in conversations. We evaluate the impact of modelling context length in these networks. Moreover, we show that the proposed hierarchical network outperforms state-of-the-art quality estimators. Furthermore, we show that applying these networks to infer the reward function in a Partial Observable Markov Decision Process (POMDP) yields to a great improvement in the task success rate.
X-CAL: Explicit Calibration for Survival Analysis
Goldstein, Mark, Han, Xintian, Puli, Aahlad, Perotte, Adler J., Ranganath, Rajesh
Survival analysis models the distribution of time until an event of interest, such as discharge from the hospital or admission to the ICU. When a model's predicted number of events within any time interval is similar to the observed number, it is called well-calibrated. A survival model's calibration can be measured using, for instance, distributional calibration (D-CALIBRATION) [Haider et al., 2020] which computes the squared difference between the observed and predicted number of events within different time intervals. Classically, calibration is addressed in post-training analysis. We develop explicit calibration (X-CAL), which turns D-CALIBRATION into a differentiable objective that can be used in survival modeling alongside maximum likelihood estimation and other objectives. X-CAL allows practitioners to directly optimize calibration and strike a desired balance between predictive power and calibration. In our experiments, we fit a variety of shallow and deep models on simulated data, a survival dataset based on MNIST, on length-of-stay prediction using MIMIC-III data, and on brain cancer data from The Cancer Genome Atlas. We show that the models we study can be miscalibrated. We give experimental evidence on these datasets that X-CAL improves D-CALIBRATION without a large decrease in concordance or likelihood.
Solving Min-Max Optimization with Hidden Structure via Gradient Descent Ascent
Flokas, Lampros, Vlatakis-Gkaragkounis, Emmanouil-Vasileios, Piliouras, Georgios
Many recent AI architectures are inspired by zero-sum games, however, the behavior of their dynamics is still not well understood. Inspired by this, we study standard gradient descent ascent (GDA) dynamics in a specific class of non-convex non-concave zero-sum games, that we call hidden zero-sum games. In this class, players control the inputs of smooth but possibly non-linear functions whose outputs are being applied as inputs to a convex-concave game. Unlike general zero-sum games, these games have a well-defined notion of solution; outcomes that implement the von-Neumann equilibrium of the "hidden" convex-concave game. We prove that if the hidden game is strictly convex-concave then vanilla GDA converges not merely to local Nash, but typically to the von-Neumann solution. If the game lacks strict convexity properties, GDA may fail to converge to any equilibrium, however, by applying standard regularization techniques we can prove convergence to a von-Neumann solution of a slightly perturbed zero-sum game. Our convergence guarantees are non-local, which as far as we know is a first-of-its-kind type of result in non-convex non-concave games. Finally, we discuss connections of our framework with generative adversarial networks.
On Misspecification in Prediction Problems and Robustness via Improper Learning
Duchi, John, Marsden, Annie, Valiant, Gregory
Suppose we seek a probability distribution p(y x) modeling outcomes y given data x. The typical approach is to choose a parametric family of probability distributions, then find the "best" member of this family according to a given loss. It is rarely realistic to assume that the parametric family is well-specified, and thus it is important to understand the consequences of misspecification and how to circumvent these downsides. To address these challenges, in this paper we derive a new measure of a problem's robustness to misspecification that relies on the curvature of the loss at hand and putative parametric family, proving that this measure lower bounds convergence rates for prediction error and certifies the failure of a parametric family and loss to be robust (or achieve optimal convergence rates for prediction). To complement this new family of lower bounds for probabilistic prediction problems, we build out of earlier work on improper learning [40, 14]--when we may choose predictions p(y x) outside the given model family--to show how it is possible to be robust to such misspecification, and moreover, we give new optimality guarantees for such improper procedures. Formalizing our setting, we consider the following probabilistic game: a player receives a covariate vector x X, plays a distribution p(· x) on a target set Y, then receives y Y and suffers loss L(p(· x), y). We study both a sequential and a stochastic variant of this problem.
Multiscale regression on unknown manifolds
Liao, Wenjing, Maggioni, Mauro, Vigogna, Stefano
We consider the regression problem of estimating functions on $\mathbb{R}^D$ but supported on a $d$-dimensional manifold $ \mathcal{M} \subset \mathbb{R}^D $ with $ d \ll D $. Drawing ideas from multi-resolution analysis and nonlinear approximation, we construct low-dimensional coordinates on $\mathcal{M}$ at multiple scales, and perform multiscale regression by local polynomial fitting. We propose a data-driven wavelet thresholding scheme that automatically adapts to the unknown regularity of the function, allowing for efficient estimation of functions exhibiting nonuniform regularity at different locations and scales. We analyze the generalization error of our method by proving finite sample bounds in high probability on rich classes of priors. Our estimator attains optimal learning rates (up to logarithmic factors) as if the function was defined on a known Euclidean domain of dimension $d$, instead of an unknown manifold embedded in $\mathbb{R}^D$. The implemented algorithm has quasilinear complexity in the sample size, with constants linear in $D$ and exponential in $d$. Our work therefore establishes a new framework for regression on low-dimensional sets embedded in high dimensions, with fast implementation and strong theoretical guarantees.
Beyond Procrustes: Balancing-Free Gradient Descent for Asymmetric Low-Rank Matrix Sensing
Ma, Cong, Li, Yuanxin, Chi, Yuejie
Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong computational and statistical guarantees. However, when the low-rank matrices are asymmetric, existing approaches rely on adding a regularization term to balance the scale of the two matrix factors which in practice can be removed safely without hurting the performance when initialized via the spectral method. In this paper, we provide a theoretical justification to this for the matrix sensing problem, which aims to recover a low-rank matrix from a small number of linear measurements. As long as the measurement ensemble satisfies the restricted isometry property, gradient descent -- in conjunction with spectral initialization -- converges linearly without the need of explicitly promoting balancedness of the factors; in fact, the factors stay balanced automatically throughout the execution of the algorithm. Our analysis is based on analyzing the evolution of a new distance metric that directly accounts for the ambiguity due to invertible transforms, and might be of independent interest.
Learning with Gradient Descent and Weakly Convex Losses
Richards, Dominic, Rabbat, Mike
We study the learning performance of gradient descent when the empirical risk is weakly convex, namely, the smallest negative eigenvalue of the empirical risk's Hessian is bounded in magnitude. By showing that this eigenvalue can control the stability of gradient descent, generalisation error bounds are proven that hold under a wider range of step sizes compared to previous work. Out of sample guarantees are then achieved by decomposing the test error into generalisation, optimisation and approximation errors, each of which can be bounded and traded off with respect to algorithmic parameters, sample size and magnitude of this eigenvalue. In the case of a two layer neural network, we demonstrate that the empirical risk can satisfy a notion of local weak convexity, specifically, the Hessian's smallest eigenvalue during training can be controlled by the normalisation of the layers, i.e., network scaling. This allows test error guarantees to then be achieved when the population risk minimiser satisfies a complexity assumption. By trading off the network complexity and scaling, insights are gained into the implicit bias of neural network scaling, which are further supported by experimental findings.
TrNews: Heterogeneous User-Interest Transfer Learning for News Recommendation
We investigate how to solve the cross-corpus news recommendation for unseen users in the future. This is a problem where traditional content-based recommendation techniques often fail. Luckily, in real-world recommendation services, some publisher (e.g., Daily news) may have accumulated a large corpus with lots of consumers which can be used for a newly deployed publisher (e.g., Political news). To take advantage of the existing corpus, we propose a transfer learning model (dubbed as TrNews) for news recommendation to transfer the knowledge from a source corpus to a target corpus. To tackle the heterogeneity of different user interests and of different word distributions across corpora, we design a translator-based transfer-learning strategy to learn a representation mapping between source and target corpora. The learned translator can be used to generate representations for unseen users in the future. We show through experiments on real-world datasets that TrNews is better than various baselines in terms of four metrics. We also show that our translator is effective among existing transfer strategies.
Convolutional Neural Nets: Foundations, Computations, and New Applications
Jiang, Shengli, Zavala, Victor M.
We review mathematical foundations of convolutional neural nets (CNNs) with the goals of: i) highlighting connections with techniques from statistics, signal processing, linear algebra, differential equations, and optimization, ii) demystifying underlying computations, and iii) identifying new types of applications. CNNs are powerful machine learning models that highlight features from grid data to make predictions (regression and classification). The grid data object can be represented as vectors (in 1D), matrices (in 2D), or tensors (in 3D or higher dimensions) and can incorporate multiple channels (thus providing high flexibility in the input data representation). For example, an image can be represented as a 2D grid data object that contains red, green, and blue (RBG) channels (each channel is a 2D matrix). Similarly, a video can be represented as a 3D grid data object (two spatial dimensions plus time) with RGB channels (each channel is a 3D tensor). CNNs highlight features from the grid data by performing convolution operations with different types of operators. The operators highlight different types of features (e.g., patterns, gradients, geometrical features) and are learned by using optimization techniques. In other words, CNNs seek to identify optimal operators that best map the input data to the output data. A common misconception is that CNNs are only capable of processing image or video data but their application scope is much wider; specifically, datasets encountered in diverse applications can be expressed as grid data. Here, we show how to apply CNNs to new types of applications such as optimal control, flow cytometry, multivariate process monitoring, and molecular simulations.