Statistical Learning
Modeling and Prediction of Human Driver Behavior: A Survey
Brown, Kyle, Driggs-Campbell, Katherine, Kochenderfer, Mykel J.
We present a review and taxonomy of 200 models from the literature on driver behavior modeling. We begin by introducing a mathematical formulation based on the partially observable stochastic game, which serves as a common framework for comparing and contrasting different driver models. Our taxonomy is constructed around the core modeling tasks of state estimation, intention estimation, trait estimation, and motion prediction, and also discusses the auxiliary tasks of risk estimation, anomaly detection, behavior imitation and microscopic traffic simulation. Existing driver models are categorized based on the specific tasks they address and key attributes of their approach.
Accuracy and Fairness Trade-offs in Machine Learning: A Stochastic Multi-Objective Approach
Liu, Suyun, Vicente, Luis Nunes
In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly used strategy in fair machine learning is to include fairness as a constraint or a penalization term in the minimization of the prediction loss, which ultimately limits the information given to decision-makers. In this paper, we introduce a new approach to handle fairness by formulating a stochastic multi-objective optimization problem for which the corresponding Pareto fronts uniquely and comprehensively define the accuracy-fairness trade-offs. We have then applied a stochastic approximation-type method to efficiently obtain well-spread and accurate Pareto fronts, and by doing so we can handle training data arriving in a streaming way.
Adaptive Physics-Informed Neural Networks for Markov-Chain Monte Carlo
Nabian, Mohammad Amin, Meidani, Hadi
In this paper, we propose the Adaptive Physics-Informed Neural Networks (APINNs) for accurate and efficient simulation-free Bayesian parameter estimation via Markov-Chain Monte Carlo (MCMC). We specifically focus on a class of parameter estimation problems for which computing the likelihood function requires solving a PDE. The proposed method consists of: (1) constructing an offline PINN-UQ model as an approximation to the forward model; and (2) refining this approximate model on the fly using samples generated from the MCMC sampler. The proposed APINN method constantly refines this approximate model on the fly and guarantees that the approximation error is always less than a user-defined residual error threshold. We numerically demonstrate the performance of the proposed APINN method in solving a parameter estimation problem for a system governed by the Poisson equation.
The Exact Asymptotic Form of Bayesian Generalization Error in Latent Dirichlet Allocation
It is applied to knowledge discovery via dimension reducing and clustering in many fields. However, its generalization error had not been yet clarified since it is a singular statistical model where there is no one to one map from parameters to probability distributions. In this paper, we give the exact asymptotic form of its generalization error and marginal likelihood, by theoretical analysis of its learning coefficient using algebraic geometry. The theoretical result shows that the Bayesian generalization error in LDA is expressed in terms of that in matrix factorization and a penalty from the simplex restriction of LDA's parameter region.
Cautious Active Clustering
Cloninger, Alexander, Mhaskar, Hrushikesh
We consider a set of points sampled from an unknown probability measure on a Euclidean space, each of which points belongs to one of the finitely many classes. We study the question of querying the class label at a very small number of judiciously chosen points so as to be able to attach the appropriate class label to every point in the set. Our approach is to consider the unknown probability measure as a convex combination of the conditional probabilities for each class. Our technique involves the use of a highly localized kernel constructed from Hermite polynomials, and use them to create a hierarchical estimate of the supports of the constituent probability measures. We do not need to make any assumptions on the nature of any of the probability measures nor know in advance the number of classes involved. We give theoretical guarantees measured by the $F$-score for our classification scheme. Examples include classification in hyper-spectral images, separation of distributions, and MNIST classification.
Making Coherence Out of Nothing At All: Measuring the Evolution of Gradient Alignment
Chatterjee, Satrajit, Zielinski, Piotr
We propose a new metric (m-coherence) to experimentally study the alignment of per-example gradients during training. Intuitively, given a sample of size m, m-coherence is the number of examples in the sample that benefit from a small step along the gradient of any one example on average. Using m-coherence, we study the evolution of alignment of per-example gradients in ResNet and Inception models on ImageNet and several variants with label noise, particularly from the perspective of the recently proposed Coherent Gradients (CG) theory that provides a simple, unified explanation for memorization and generalization [Chatterjee, ICLR 20]. Although we have several interesting takeaways, our most surprising result concerns memorization. Naïvely, one might expect that when training with completely random labels, each example is fitted independently, and so m-coherence should be close to 1. However, this is not the case: m-coherence reaches much higher values during training (100s), indicating that over-parameterized neural networks find common patterns even in scenarios where generalization is not possible. A detailed analysis of this phenomenon provides both a deeper confirmation of CG, but at the same point puts into sharp relief what is missing from the theory in order to provide a complete explanation of generalization in neural networks. Generalization in neural networks trained with stochastic gradient descent (SGD) is not wellunderstood. For example, the generalization gap, i.e., the difference between training and test error depends critically on the dataset and we do not understand how. This is most clearly seen when we fix all aspects of training (e.g.
Predicting What You Already Know Helps: Provable Self-Supervised Learning
Lee, Jason D., Lei, Qi, Saunshi, Nikunj, Zhuo, Jiacheng
Self-supervised representation learning solves auxiliary prediction tasks (known as pretext tasks), that do not require labeled data, to learn semantic representations. These pretext tasks are created solely using the input features, such as predicting a missing image patch, recovering the color channels of an image from context, or predicting missing words, yet predicting this $known\ $information helps in learning representations effective for downstream prediction tasks. This paper posits a mechanism based on conditional independence to formalize how solving certain pretext tasks can learn representations that provably decreases the sample complexity of downstream supervised tasks. Formally, we quantify how approximate independence between the components of the pretext task (conditional on the label and latent variables) allows us to learn representations that can solve the downstream task with drastically reduced sample complexity by just training a linear layer on top of the learned representation.
Conditional Latent Block Model: a Multivariate Time Series Clustering Approach for Autonomous Driving Validation
Goffinet, Etienne, Coutant, Anthony, Lebbah, Mustapha, Azzag, Hanane, Giraldi, Loïc
Autonomous driving systems validation remains one of the biggest challenges car manufacturers must tackle in order to provide safe driverless cars. The high complexity stems from several factors: the multiplicity of vehicles, embedded systems, use cases, and the very high required level of reliability for the driving system to be at least as safe as a human driver. In order to circumvent these issues, large scale simulations reproducing this huge variety of physical conditions are intensively used to test driverless cars. Therefore, the validation step produces a massive amount of data, including many time-indexed ones, to be processed. In this context, building a structure in the feature space is mandatory to interpret the various scenarios. In this work, we propose a new co-clustering approach adapted to high-dimensional time series analysis, that extends the standard model-based co-clustering. The FunCLBM model extends the recently proposed Functional Latent Block Model and allows to create a dependency structure between row and column clusters. This structured partition acts as a feature selection method, that provides several clustering views of a dataset, while discriminating irrelevant features. In this workflow, times series are projected onto a common interpolated low-dimensional frequency space, which allows to optimize the projection basis. In addition, FunCLBM refines the definition of each latent block by performing block-wise dimension reduction and feature selection. We propose a SEM-Gibbs algorithm to infer this model, as well as a dedicated criterion to select the optimal nested partition. Experiments on both simulated and real-case Renault datasets shows the effectiveness of the proposed tools and the adequacy to our use case.
Pseudoinverse Graph Convolutional Networks: Fast Filters Tailored for Large Eigengaps of Dense Graphs and Hypergraphs
Graph Convolutional Networks (GCNs) have proven to be successful tools for semi-supervised classification on graph-based datasets. We propose a new GCN variant whose three-part filter space is targeted at dense graphs. Examples include Gaussian graphs for 3D point clouds with an increased focus on non-local information, as well as hypergraphs based on categorical data. These graphs differ from the common sparse benchmark graphs in terms of the spectral properties of their graph Laplacian. Most notably we observe large eigengaps, which are unfavorable for popular existing GCN architectures. Our method overcomes these issues by utilizing the pseudoinverse of the Laplacian. Another key ingredient is a low-rank approximation of the convolutional matrix, ensuring computational efficiency and increasing accuracy at the same time. We outline how the necessary eigeninformation can be computed efficiently in each applications and discuss the appropriate choice of the only metaparameter, the approximation rank. We finally showcase our method's performance regarding runtime and accuracy in various experiments with real-world datasets.
Cross-Domain Structure Preserving Projection for Heterogeneous Domain Adaptation
Heterogeneous Domain Adaptation (HDA) addresses the transfer learning problems where data from the source and target domains are of different modalities (e.g., texts and images) or feature dimensions (e.g., features extracted with different methods). It is useful for multi-modal data analysis. Traditional domain adaptation algorithms assume that the representations of source and target samples reside in the same feature space, hence are likely to fail in solving the heterogeneous domain adaptation problem. Contemporary state-of-the-art HDA approaches are usually composed of complex optimization objectives for favourable performance and are therefore computationally expensive and less generalizable. To address these issues, we propose a novel Cross-Domain Structure Preserving Projection (CDSPP) algorithm for HDA. As an extension of the classic LPP to heterogeneous domains, CDSPP aims to learn domain-specific projections to map sample features from source and target domains into a common subspace such that the class consistency is preserved and data distributions are sufficiently aligned. CDSPP is simple and has deterministic solutions by solving a generalized eigenvalue problem. It is naturally suitable for supervised HDA but has also been extended for semi-supervised HDA where the unlabeled target domain samples are available. Extensive experiments have been conducted on commonly used benchmark datasets (i.e. Office-Caltech, Multilingual Reuters Collection, NUS-WIDE-ImageNet) for HDA as well as the Office-Home dataset firstly introduced for HDA by ourselves due to its significantly larger number of classes than the existing ones (65 vs 10, 6 and 8). The experimental results of both supervised and semi-supervised HDA demonstrate the superior performance of our proposed method against contemporary state-of-the-art methods.