Causal inference, or counterfactual prediction, is central to decision making in healthcare, policy and social sciences. To de-bias causal estimators with high-dimensional data in observational studies, recent advances suggest the importance of combining machine learning models for both the propensity score and the outcome function. We propose a novel scalable method to learn double-robust representations for counterfactual predictions, leading to consistent causal estimation if the model for either the propensity score or the outcome, but not necessarily both, is correctly specified. Specifically, we use the entropy balancing method to learn the weights that minimize the Jensen-Shannon divergence of the representation between the treated and control groups, based on which we make robust and efficient counterfactual predictions for both individual and average treatment effects. We provide theoretical justifications for the proposed method. The algorithm shows competitive performance with the state-of-the-art on real world and synthetic data.

We present a new mechanism, called adversarial projection, that projects a given signal onto the intrinsically low dimensional manifold of true data. This operator can be used for solving inverse problems, which consists of recovering a signal from a collection of noisy measurements. Rather than attempt to encode prior knowledge via an analytic regularizer, we leverage available data to project signals directly onto the (possibly nonlinear) manifold of true data (i.e., regularize via an indicator function of the manifold). Our approach avoids the difficult task of forming a direct representation of the manifold. Instead, we directly learn the projection operator by solving a sequence of unsupervised learning problems, and we prove our method converges in probability to the desired projection. This operator can then be directly incorporated into optimization algorithms in the same manner as Plug-and-Play methods, but now with robust theoretical guarantees. Numerical examples are provided.

Spatial count data models are used to explain and predict the frequency of phenomena such as traffic accidents in geographically distinct entities such as census tracts or road segments. These models are typically estimated using Bayesian Markov chain Monte Carlo (MCMC) simulation methods, which, however, are computationally expensive and do not scale well to large datasets. Variational Bayes (VB), a method from machine learning, addresses the shortcomings of MCMC by casting Bayesian estimation as an optimisation problem instead of a simulation problem. Considering all these advantages of VB, a VB method is derived for posterior inference in negative binomial models with unobserved parameter heterogeneity and spatial dependence. P\'olya-Gamma augmentation is used to deal with the non-conjugacy of the negative binomial likelihood and an integrated non-factorised specification of the variational distribution is adopted to capture posterior dependencies. The benefits of the proposed approach are demonstrated in a Monte Carlo study and an empirical application on estimating youth pedestrian injury counts in census tracts of New York City. The VB approach is around 45 to 50 times faster than MCMC on a regular eight-core processor in a simulation and an empirical study, while offering similar estimation and predictive accuracy. Conditional on the availability of computational resources, the embarrassingly parallel architecture of the proposed VB method can be exploited to further accelerate its estimation by up to 20 times.

We develop a goodness-of-fit (GOF) test for generative models of self-exciting processes by making a new connection to this problem with the classical statistical theory of Quasi-maximum-likelihood estimator (QMLE). We present a non-parametric self-normalizing statistic for the GOF test: the Generalized Score (GS) statistics, and explicitly capture the model misspecification when establishing the asymptotic distribution of the GS statistic. Numerical experiments based on simulation and real-data validate our theory and demonstrate the proposed GS test's good performance.

Clustering is frequently used in the energy domain to identify dominant electricity consumption patterns of households, which can be used to construct customer archetypes for long term energy planning. Selecting a useful set of clusters however requires extensive experimentation and domain knowledge. While internal clustering validation measures are well established in the electricity domain, limited research is available for external measures. We present a method that distills expert knowledge into competency questions, which we operationalised as external evaluation measures to specify the clustering objective for our application. This approach supported a structured and formal cluster validation process that combined internal and external measures to select a cluster set that is useful for creating residential electricity customer archetypes from electricity meter data in South Africa. We validated the approach in a case study application where we successfully reconstructed customer archetypes previously developed by experts. Our approach enables transparent and repeatable cluster ranking and selection by data scientists, even if they have limited domain knowledge.

Low-dimensional embeddings, from classical spectral embeddings to modern neural-net-inspired methods, are a cornerstone in the modeling and analysis of complex networks. Recent work by Seshadhri et al. (PNAS 2020) suggests that such embeddings cannot capture local structure arising in complex networks. In particular, they show that any network generated from a natural low-dimensional model cannot be both sparse and have high triangle density (high clustering coefficient), two hallmark properties of many real-world networks. In this work we show that the results of Seshadhri et al. are intimately connected to the model they use rather than the low-dimensional structure of complex networks. Specifically, we prove that a minor relaxation of their model can generate sparse graphs with high triangle density. Surprisingly, we show that this same model leads to exact low-dimensional factorizations of many real-world networks. We give a simple algorithm based on logistic principal component analysis (LPCA) that succeeds in finding such exact embeddings. Finally, we perform a large number of experiments that verify the ability of very low-dimensional embeddings to capture local structure in real-world networks.

Fine-tuning deep neural networks pre-trained on large scale datasets is one of the most practical transfer learning paradigm given limited quantity of training samples. To obtain better generalization, using the starting point as the reference, either through weights or features, has been successfully applied to transfer learning as a regularizer. However, due to the domain discrepancy between the source and target tasks, there exists obvious risk of negative transfer. In this paper, we propose a novel transfer learning algorithm, introducing the idea of Target-awareness REpresentation Disentanglement (TRED), where the relevant knowledge with respect to the target task is disentangled from the original source model and used as a regularizer during fine-tuning the target model. Experiments on various real world datasets show that our method stably improves the standard fine-tuning by more than 2% in average. TRED also outperforms other state-of-the-art transfer learning regularizers such as L2-SP, AT, DELTA and BSS.

Low-rank approximation models of data matrices have become important machine learning and data mining tools in many fields including computer vision, text mining, bioinformatics and many others. They allow for embedding high-dimensional data into low-dimensional spaces, which mitigates the effects of noise and uncovers latent relations. In order to make the learned representations inherit the structures in the original data, graph-regularization terms are often added to the loss function. However, the prior graph construction often fails to reflect the true network connectivity and the intrinsic relationships. In addition, many graph-regularized methods fail to take the dual spaces into account. Probabilistic models are often used to model the distribution of the representations, but most of previous methods often assume that the hidden variables are independent and identically distributed for simplicity. To this end, we propose a learnable graph-regularization model for matrix decomposition (LGMD), which builds a bridge between graph-regularized methods and probabilistic matrix decomposition models. LGMD learns two graphical structures (i.e., two precision matrices) in real-time in an iterative manner via sparse precision matrix estimation and is more robust to noise and missing entries. Extensive numerical results and comparison with competing methods demonstrate its effectiveness.

Expert search aims to find and rank experts based on a user's query. In academia, retrieving experts is an efficient way to navigate through a large amount of academic knowledge. Here, we study how different distributed representations of academic papers (i.e. embeddings) impact academic expert retrieval. We use the Microsoft Academic Graph dataset and experiment with different configurations of a document-centric voting model for retrieval. In particular, we explore the impact of the use of contextualized embeddings on search performance. We also present results for paper embeddings that incorporate citation information through retrofitting. Additionally, experiments are conducted using different techniques for assigning author weights based on author order. We observe that using contextual embeddings produced by a transformer model trained for sentence similarity tasks produces the most effective paper representations for document-centric expert retrieval. However, retrofitting the paper embeddings and using elaborate author contribution weighting strategies did not improve retrieval performance.

We propose to solve the natural language inference problem without any supervision from the inference labels via task-agnostic multimodal pretraining. Although recent studies of multimodal self-supervised learning also represent the linguistic and visual context, their encoders for different modalities are coupled. Thus they cannot incorporate visual information when encoding plain text alone. In this paper, we propose Multimodal Aligned Contrastive Decoupled learning (MACD) network. MACD forces the decoupled text encoder to represent the visual information via contrastive learning. Therefore, it embeds visual knowledge even for plain text inference. We conducted comprehensive experiments over plain text inference datasets (i.e. SNLI and STS-B). The unsupervised MACD even outperforms the fully-supervised BiLSTM and BiLSTM+ELMO on STS-B.