Statistical Learning
Confidence Estimation via Auxiliary Models
Corbière, Charles, Thome, Nicolas, Saporta, Antoine, Vu, Tuan-Hung, Cord, Matthieu, Pérez, Patrick
Reliably quantifying the confidence of deep neural classifiers is a challenging yet fundamental requirement for deploying such models in safety-critical applications. In this paper, we introduce a novel target criterion for model confidence, namely the true class probability (TCP). We show that TCP offers better properties for confidence estimation than standard maximum class probability (MCP). Since the true class is by essence unknown at test time, we propose to learn TCP criterion from data with an auxiliary model, introducing a specific learning scheme adapted to this context. We evaluate our approach on the task of failure prediction and of self-training with pseudo-labels for domain adaptation, which both necessitate effective confidence estimates. Extensive experiments are conducted for validating the relevance of the proposed approach in each task. We study various network architectures and experiment with small and large datasets for image classification and semantic segmentation. In every tested benchmark, our approach outperforms strong baselines.
Beyond Occam's Razor in System Identification: Double-Descent when Modeling Dynamics
Ribeiro, Antônio H., Hendriks, Johannes N., Wills, Adrian G., Schön, Thomas B.
System identification aims to build models of dynamical systems from data. Traditionally, choosing the model requires the designer to balance between two goals of conflicting nature; the model must be rich enough to capture the system dynamics, but not so flexible that it learns spurious random effects from the dataset. It is typically observed that model validation performance follows a U-shaped curve as the model complexity increases. Recent developments in machine learning and statistics, however, have observed situations where a "double-descent" curve subsumes this U-shaped model-performance curve. With a second decrease in performance occurring beyond the point where the model has reached the capacity of interpolating - i.e., (near) perfectly fitting - the training data. To the best of our knowledge, however, such phenomena have not been studied within the context of the identification of dynamic systems. The present paper aims to answer the question: "Can such a phenomenon also be observed when estimating parameters of dynamic systems?" We show the answer is yes, verifying such behavior experimentally both for artificially generated and real-world datasets.
Sequential Estimation of Nonparametric Correlation using Hermite Series Estimators
Stephanou, Michael, Varughese, Melvin
In this article we describe a new Hermite series based sequential estimator for the Spearman's rank correlation coefficient and provide algorithms applicable in both the stationary and non-stationary settings. To treat the non-stationary setting, we introduce a novel, exponentially weighted estimator for the Spearman's rank correlation, which allows the local nonparametric correlation of a bivariate data stream to be tracked. To the best of our knowledge this is the first algorithm to be proposed for estimating a time-varying Spearman's rank correlation that does not rely on a moving window approach. We explore the practical effectiveness of the Hermite series based estimators through real data and simulation studies demonstrating good practical performance. The simulation studies in particular reveal competitive performance compared to an existing algorithm. The potential applications of this work are manifold. The Hermite series based Spearman's rank correlation estimator can be applied to fast and robust online calculation of correlation which may vary over time. Possible machine learning applications include, amongst others, fast feature selection and hierarchical clustering on massive data sets.
Semi-Supervised Off Policy Reinforcement Learning
Sonabend-W, Aaron, Laha, Nilanjana, Mukherjee, Rajarshi, Cai, Tianxi
Reinforcement learning (RL) has shown great success in estimating sequential treatment strategies which account for patient heterogeneity. However, health-outcome information is often not well coded but rather embedded in clinical notes. Extracting precise outcome information is a resource intensive task. This translates into only small well-annotated cohorts available. We propose a semi-supervised learning (SSL) approach that can efficiently leverage a small sized labeled data $\mathcal{L}$ with true outcome observed, and a large sized unlabeled data $\mathcal{U}$ with outcome surrogates $\pmb W$. In particular we propose a theoretically justified SSL approach to Q-learning and develop a robust and efficient SSL approach to estimating the value function of the derived optimal STR, defined as the expected counterfactual outcome under the optimal STR. Generalizing SSL to learning STR brings interesting challenges. First, the feature distribution for predicting $Y_t$ is unknown in the $Q$-learning procedure, as it includes unknown $Y_{t-1}$ due to the sequential nature. Our methods for estimating optimal STR and its associated value function, carefully adapts to this sequentially missing data structure. Second, we modify the SSL framework to handle the use of surrogate variables $\pmb W$ which are predictive of the outcome through the joint law $\mathbb{P}_{Y,\pmb O,\pmb W}$, but are not part of the conditional distribution of interest $\mathbb{P}_{Y|\pmb O}$. We provide theoretical results to understand when and to what degree efficiency can be gained from $\pmb W$ and $\pmb O$. Our approach is robust to misspecification of the imputation models. Further, we provide a doubly robust value function estimator for the derived STR. If either the Q functions or the propensity score functions are correctly specified, our value function estimators are consistent for the true value function.
Clustering 101: How to Choose the Right Algorithm for Your Application
Perhaps one of the first machine learning algorithms anyone needs to go through during their data science journey is clustering algorithms. These algorithms are quite well-known among data scientists regardless of their application scope or research topic. Whenever you're working on a data science project, the chances are you will -- at some point, to some extent -- use various clustering techniques to either prepare your data for further analysis or whether initial insights from the data. Clustering techniques can be convenient in preparing and organizing unstructured and unclassified data for further analysis. The reason behind such algorithms' fame is that they provide a simple and fast approach to perform an initial analysis of the data and gain valuable insights into the nature of that data.
Machine Learning Refined (Foundations, Algorithms, and Applications): Watt, Jeremy: 9781108480727: Amazon.com: Books
'An excellent book that treats the fundamentals of machine learning from basic principles to practical implementation. The book is suitable as a text for senior-level and first-year graduate courses in engineering and computer science. It is well organized and covers basic concepts and algorithms in mathematical optimization methods, linear learning, and nonlinear learning techniques. The book is nicely illustrated in multiple colors and contains numerous examples and coding exercises using Python.' John G. Proakis, University of California, San Diego'Some machine learning books cover only programming aspects, often relying on outdated software tools; some focus exclusively on neural networks; others, solely on theoretical foundations; and yet more books detail advanced topics for the specialist.
GNN-XML: Graph Neural Networks for Extreme Multi-label Text Classification
Extreme multi-label text classification (XMTC) aims to tag a text instance with the most relevant subset of labels from an extremely large label set. XMTC has attracted much recent attention due to massive label sets yielded by modern applications, such as news annotation and product recommendation. The main challenges of XMTC are the data scalability and sparsity, thereby leading to two issues: i) the intractability to scale to the extreme label setting, ii) the presence of long-tailed label distribution, implying that a large fraction of labels have few positive training instances. To overcome these problems, we propose GNN-XML, a scalable graph neural network framework tailored for XMTC problems. Specifically, we exploit label correlations via mining their co-occurrence patterns and build a label graph based on the correlation matrix. We then conduct the attributed graph clustering by performing graph convolution with a low-pass graph filter to jointly model label dependencies and label features, which induces semantic label clusters. We further propose a bilateral-branch graph isomorphism network to decouple representation learning and classifier learning for better modeling tail labels. Experimental results on multiple benchmark datasets show that GNN-XML significantly outperforms state-of-the-art methods while maintaining comparable prediction efficiency and model size.
Imitating Interactive Intelligence
Abramson, Josh, Ahuja, Arun, Brussee, Arthur, Carnevale, Federico, Cassin, Mary, Clark, Stephen, Dudzik, Andrew, Georgiev, Petko, Guy, Aurelia, Harley, Tim, Hill, Felix, Hung, Alden, Kenton, Zachary, Landon, Jessica, Lillicrap, Timothy, Mathewson, Kory, Muldal, Alistair, Santoro, Adam, Savinov, Nikolay, Varma, Vikrant, Wayne, Greg, Wong, Nathaniel, Yan, Chen, Zhu, Rui
A common vision from science fiction is that robots will one day inhabit our physical spaces, sense the world as we do, assist our physical labours, and communicate with us through natural language. Here we study how to design artificial agents that can interact naturally with humans using the simplification of a virtual environment. This setting nevertheless integrates a number of the central challenges of artificial intelligence (AI) research: complex visual perception and goal-directed physical control, grounded language comprehension and production, and multi-agent social interaction. To build agents that can robustly interact with humans, we would ideally train them while they interact with humans. However, this is presently impractical. Therefore, we approximate the role of the human with another learned agent, and use ideas from inverse reinforcement learning to reduce the disparities between human-human and agent-agent interactive behaviour. Rigorously evaluating our agents poses a great challenge, so we develop a variety of behavioural tests, including evaluation by humans who watch videos of agents or interact directly with them. These evaluations convincingly demonstrate that interactive training and auxiliary losses improve agent behaviour beyond what is achieved by supervised learning of actions alone. Further, we demonstrate that agent capabilities generalise beyond literal experiences in the dataset. Finally, we train evaluation models whose ratings of agents agree well with human judgement, thus permitting the evaluation of new agent models without additional effort. Taken together, our results in this virtual environment provide evidence that large-scale human behavioural imitation is a promising tool to create intelligent, interactive agents, and the challenge of reliably evaluating such agents is possible to surmount.
Spatio-attentive Graphs for Human-Object Interaction Detection
Zhang, Frederic Z., Campbell, Dylan, Gould, Stephen
We address the problem of detecting human--object interactions in images using graphical neural networks. Our network constructs a bipartite graph of nodes representing detected humans and objects, wherein messages passed between the nodes encode relative spatial and appearance information. Unlike existing approaches that separate appearance and spatial features, our method fuses these two cues within a single graphical model allowing information conditioned on both modalities to influence the prediction of interactions with neighboring nodes. Through extensive experimentation we demonstrate the advantages of fusing relative spatial information with appearance features in the computation of adjacency structure, message passing and the ultimate refined graph features. On the popular HICO-DET benchmark dataset, our model outperforms state-of-the-art with an mAP of 27.18, a 10% relative improvement.
How to Train PointGoal Navigation Agents on a (Sample and Compute) Budget
Wijmans, Erik, Essa, Irfan, Batra, Dhruv
PointGoal navigation has seen significant recent interest and progress, spurred on by the Habitat platform and associated challenge. In this paper, we study PointGoal navigation under both a sample budget (75 million frames) and a compute budget (1 GPU for 1 day). We conduct an extensive set of experiments, cumulatively totaling over 50,000 GPU-hours, that let us identify and discuss a number of ostensibly minor but significant design choices -- the advantage estimation procedure (a key component in training), visual encoder architecture, and a seemingly minor hyper-parameter change. Overall, these design choices to lead considerable and consistent improvements over the baselines present in Savva et al. Under a sample budget, performance for RGB-D agents improves 8 SPL on Gibson (14% relative improvement) and 20 SPL on Matterport3D (38% relative improvement). Under a compute budget, performance for RGB-D agents improves by 19 SPL on Gibson (32% relative improvement) and 35 SPL on Matterport3D (220% relative improvement). We hope our findings and recommendations will make serve to make the community's experiments more efficient.