Statistical Learning
Identifying Entangled Physics Relationships through Sparse Matrix Decomposition to Inform Plasma Fusion Design
Fernández-Godino, M. Giselle, Grosskopf, Michael J., Nakhleh, Julia B., Wilson, Brandon M., Kline, John, Srinivasan, Gowri
A sustainable burn platform through inertial confinement fusion (ICF) has been an ongoing challenge for over 50 years. Mitigating engineering limitations and improving the current design involves an understanding of the complex coupling of physical processes. While sophisticated simulations codes are used to model ICF implosions, these tools contain necessary numerical approximation but miss physical processes that limit predictive capability. Identification of relationships between controllable design inputs to ICF experiments and measurable outcomes (e.g. yield, shape) from performed experiments can help guide the future design of experiments and development of simulation codes, to potentially improve the accuracy of the computational models used to simulate ICF experiments. We use sparse matrix decomposition methods to identify clusters of a few related design variables. Sparse principal component analysis (SPCA) identifies groupings that are related to the physical origin of the variables (laser, hohlraum, and capsule). A variable importance analysis finds that in addition to variables highly correlated with neutron yield such as picket power and laser energy, variables that represent a dramatic change of the ICF design such as number of pulse steps are also very important. The obtained sparse components are then used to train a random forest (RF) surrogate for predicting total yield. The RF performance on the training and testing data compares with the performance of the RF surrogate trained using all design variables considered. This work is intended to inform design changes in future ICF experiments by augmenting the expert intuition and simulations results.
Active Classification with Uncertainty Comparison Queries
Noisy pairwise comparison feedback has been incorporated to improve the overall query complexity of interactively learning binary classifiers. The \textit{positivity comparison oracle} is used to provide feedback on which is more likely to be positive given a pair of data points. Because it is impossible to infer accurate labels using this oracle alone \textit{without knowing the classification threshold}, existing methods still rely on the traditional \textit{explicit labeling oracle}, which directly answers the label given a data point. Existing methods conduct sorting on all data points and use explicit labeling oracle to find the classification threshold. The current methods, however, have two drawbacks: (1) they needs unnecessary sorting for label inference; (2) quick sort is naively adapted to noisy feedback and negatively affects practical performance. In order to avoid this inefficiency and acquire information of the classification threshold, we propose a new pairwise comparison oracle concerning uncertainties. This oracle receives two data points as input and answers which one has higher uncertainty. We then propose an efficient adaptive labeling algorithm using the proposed oracle and the positivity comparison oracle. In addition, we also address the situation where the labeling budget is insufficient compared to the dataset size, which can be dealt with by plugging the proposed algorithm into an active learning algorithm. Furthermore, we confirm the feasibility of the proposed oracle and the performance of the proposed algorithm theoretically and empirically.
Beyond Individualized Recourse: Interpretable and Interactive Summaries of Actionable Recourses
Rawal, Kaivalya, Lakkaraju, Himabindu
As predictive models are increasingly being deployed in high-stakes decision-making, there has been a lot of interest in developing algorithms which can provide recourses to affected individuals. While developing such tools is important, it is even more critical to analyse and interpret a predictive model, and vet it thoroughly to ensure that the recourses it offers are meaningful and non-discriminatory before it is deployed in the real world. To this end, we propose a novel model agnostic framework called Actionable Recourse Summaries (AReS) to construct global counterfactual explanations which provide an interpretable and accurate summary of recourses for the entire population. We formulate a novel objective which simultaneously optimizes for correctness of the recourses and interpretability of the explanations, while minimizing overall recourse costs across the entire population. More specifically, our objective enables us to learn, with optimality guarantees on recourse correctness, a small number of compact rule sets each of which capture recourses for well defined subpopulations within the data. We also demonstrate theoretically that several of the prior approaches proposed to generate recourses for individuals are special cases of our framework. Experimental evaluation with real world datasets and user studies demonstrate that our framework can provide decision makers with a comprehensive overview of recourses corresponding to any black box model, and consequently help detect undesirable model biases and discrimination.
NILM as a regression versus classification problem: the importance of thresholding
Precioso, Daniel, Gómez-Ullate, David
Non-Intrusive Load Monitoring (NILM) aims to predict the status or consumption of domestic appliances in a household only by knowing the aggregated power load. NILM can be formulated as regression problem or most often as a classification problem. Most datasets gathered by smart meters allow to define naturally a regression problem, but the corresponding classification problem is a derived one, since it requires a conversion from the power signal to the status of each device by a thresholding method. We treat three different thresholding methods to perform this task, discussing their differences on various devices from the UK-DALE dataset. We analyze the performance of deep learning state-of-the-art architectures on both the regression and classification problems, introducing criteria to select the most convenient thresholding method.
Learning Strategies in Decentralized Matching Markets under Uncertain Preferences
Dai, Xiaowu, Jordan, Michael I.
We study two-sided decentralized matching markets in which participants have uncertain preferences. We present a statistical model to learn the preferences. The model incorporates uncertain state and the participants' competition on one side of the market. We derive an optimal strategy that maximizes the agent's expected payoff and calibrate the uncertain state by taking the opportunity costs into account. We discuss the sense in which the matching derived from the proposed strategy has a stability property. We also prove a fairness property that asserts that there exists no justified envy according to the proposed strategy. We provide numerical results to demonstrate the improved payoff, stability and fairness, compared to alternative methods.
Test Set Optimization by Machine Learning Algorithms
Fu, Kaiming, Jin, Yulu, Chen, Zhousheng
Diagnosis results are highly dependent on the volume of test set. To derive the most efficient test set, we propose several machine learning based methods to predict the minimum amount of test data that produces relatively accurate diagnosis. By collecting outputs from failing circuits, the feature matrix and label vector are generated, which involves the inference information of the test termination point. Thus we develop a prediction model to fit the data and determine when to terminate testing. The considered methods include LASSO and Support Vector Machine(SVM) where the relationship between goals(label) and predictors(feature matrix) are considered to be linear in LASSO and nonlinear in SVM. Numerical results show that SVM reaches a diagnosis accuracy of 90.4% while deducting the volume of test set by 35.24%.
Evaluating Model Robustness to Dataset Shift
Subbaswamy, Adarsh, Adams, Roy, Saria, Suchi
The environments in which we deploy machine learning (ML) algorithms rarely look exactly like the environments in which we collected our training data. Unfortunately, we lack methodology for evaluating how well an algorithm will generalize to new environments that differ in a structured way from the training data (i.e., the case of dataset shift (Quiñonero-Candela et al., 2009)). Such methodology is increasingly important as ML systems are being deployed across a number of industries, such as health care and personal finance, in which system performance translates directly to real-world outcomes. Further, as regulation and product reviews become more common across industries, system developers will be expected to produce evidence of the validity and safety of their systems. For example, the United States Food and Drug Administration (FDA) currently regulates ML systems for medical applications, requiring evidence for the validity of such systems before approval is granted (US Food and Drug Administration, 2019). Evaluation methods for assessing model validity have typically focused on how the model performs on data from the training distribution, known as internal validity. Powerful tools, such as cross-validation and the bootstrap, satisfy the assumption that the training and test data are drawn from the same distribution. However, these validation methods do not capture a model's ability to generalize to new environments, known as external validity (Campbell and Stanley, 1963). Currently, the main way to assess a model's external validity is to empirically evaluate performance on multiple, independently collected datasets (e.g.,
Automatic selection of eye tracking variables in visual categorization in adults and infants
Rivera, Samuel, Best, Catherine A., Yim, Hyungwook, Walther, Dirk B., Sloutsky, Vladimir M., Martinez, Aleix M.
Visual categorization and learning of visual categories exhibit early onset, however the underlying mechanisms of early categorization are not well understood. The main limiting factor for examining these mechanisms is the limited duration of infant cooperation (10-15 minutes), which leaves little room for multiple test trials. With its tight link to visual attention, eye tracking is a promising method for getting access to the mechanisms of category learning. But how should researchers decide which aspects of the rich eye tracking data to focus on? To date, eye tracking variables are generally handpicked, which may lead to biases in the eye tracking data. Here, we propose an automated method for selecting eye tracking variables based on analyses of their usefulness to discriminate learners from non-learners of visual categories. We presented infants and adults with a category learning task and tracked their eye movements. We then extracted an over-complete set of eye tracking variables encompassing durations, probabilities, latencies, and the order of fixations and saccadic eye movements. We compared three statistical techniques for identifying those variables among this large set that are useful for discriminating learners form non-learners: ANOVA ranking, Bayes ranking, and L1 regularized logistic regression. We found remarkable agreement between these methods in identifying a small set of discriminant variables. Moreover, the same eye tracking variables allow us to classify category learners from non-learners among adults and 6- to 8-month-old infants with accuracies above 71%.
On Learning Continuous Pairwise Markov Random Fields
Shah, Abhin, Shah, Devavrat, Wornell, Gregory W.
We consider learning a sparse pairwise Markov Random Field (MRF) with continuous-valued variables from i.i.d samples. We adapt the algorithm of Vuffray et al. (2019) to this setting and provide finite-sample analysis revealing sample complexity scaling logarithmically with the number of variables, as in the discrete and Gaussian settings. Our approach is applicable to a large class of pairwise MRFs with continuous variables and also has desirable asymptotic properties, including consistency and normality under mild conditions. Further, we establish that the population version of the optimization criterion employed in Vuffray et al. (2019) can be interpreted as local maximum likelihood estimation (MLE). As part of our analysis, we introduce a robust variation of sparse linear regression a` la Lasso, which may be of interest in its own right.
Hierarchical Gaussian Processes with Wasserstein-2 Kernels
Popescu, Sebastian, Sharp, David, Cole, James, Glocker, Ben
Deep Gaussian Processes (DGPs) (Damianou and Lawrence, 2013) are a multi-layered generalization of Gaussian Processes (GPs) that inherit the advantages of GPs, namely calibrated predictive uncertainty and data-efficient learning. This makes them attractive in domains where data is sparse, such as in medical imaging or in safety critical applications such as self driving cars. The sequential embedding of the input through stacked layers of GPs solves the issue of having to hand tune kernels for specific tasks and implicitly embeds non-stationarity in the final output. Even though DGPs can be used in conjunction with the inducing point framework introduced in Hensman et al. (2013), this does not entail tractable inference as it is the case with shallow GPs. Recent implementations using stochastic approximate inference techniques have succeeded in using DGPs in medium and large datasets (Bui et al., 2016; Salimbeni and Deisenroth, 2017; Havasi et al., 2018; Yu et al., 2019). In this work we make use of the framework introduced in Salimbeni and Deisenroth (2017). Recent work (Ustyuzhaninov et al., 2019) has questioned the validity of uncertainties present in the hidden layers of DGPs, showing that approximate inference schemes using variational Gaussian distributions result in all but the last GP collapsing to deterministic transformations in the case of noiseless data. Such pathological behaviour should be avoided as it undermines the utility of layered GPs. In this paper we further investigate the status of hidden layer uncertainties in DGP, showing failure cases and we propose a solution by reinterpreting already existing models in Wasserstein-2 space.