Statistical Learning
A Limitation of the PAC-Bayes Framework
The classical setting of supervised binary classification considers learning algorithms that receive (binary) labelled examples and are required to output a predictor or a classifier that predicts the label of new and unseen examples. Within this setting, Probably Approximately Correct (PAC) generalization bounds quantify the success of an algorithm to approximately predict with high probability. The PAC-Bayes framework, introduced in [24, 37] and further developed in [23, 22, 33], provides PACflavored bounds to Bayesian algorithms that produce Gibbs-classifiers (also called stochastic-classifiers). These are classifiers that, instead of outputting a single classifier, output a probability distribution over the family of classifiers. Their performance is measured by the expected success of prediction where expectation is taken with respect to both sampled data and sampled classifier. A PAC-Bayes generalization bound relates the generalization error of the algorithm to a KL distance between the stochastic output classifier and some prior distribution P. In more detail, the generalization bound is comprised of two terms: first, the empirical error of the output Gibbs-classifier, and second, the KL distance between the output Gibbs classifier and some arbitrary (but sample-independent) prior distribution. This standard bound captures a basic intuition that a good learner needs to balance between bias, manifested in the form of a prior, and fitting the data, which is measured by the empirical loss. A natural task is then, to try and characterize the potential as well as limitations of such Gibbs-learners that are amenable to PAC-Bayes analysis. As far as the potential, several past results established the strength and utility of this framework (e.g.
K-Prototype Segmentation Analysis on Large-scale Ridesourcing Trip Data
Soria, J, Chen, Y, Stathopoulos, A
Shared mobility-on-demand services are expanding rapidly in cities around the world. As a prominent example, app-based ridesourcing is becoming an integral part of many urban transportation ecosystems. Despite the centrality, limited public availability of detailed temporal and spatial data on ridesourcing trips has limited research on how new services interact with traditional mobility options and how they impact travel in cities. Improving data-sharing agreements are opening unprecedented opportunities for research in this area. This study examines emerging patterns of mobility using recently released City of Chicago public ridesourcing data. The detailed spatio-temporal ridesourcing data are matched with weather, transit, and taxi data to gain a deeper understanding of ridesourcings role in Chicagos mobility system. The goal is to investigate the systematic variations in patronage of ride-hailing. K-prototypes is utilized to detect user segments owing to its ability to accept mixed variable data types. An extension of the K-means algorithm, its output is a classification of the data into several clusters called prototypes. Six ridesourcing prototypes are identified and discussed based on significant differences in relation to adverse weather conditions, competition with alternative modes, location and timing of use, and tendency for ridesplitting. The paper discusses implications of the identified clusters related to affordability, equity and competition with transit.
Multi-Objective Counterfactual Explanations
Dandl, Susanne, Molnar, Christoph, Binder, Martin, Bischl, Bernd
Counterfactual explanations are one of the most popular methods to make predictions of black box machine learning models interpretable by providing explanations in the form of `what-if scenarios'. Most current approaches optimize a collapsed, weighted sum of multiple objectives, which are naturally difficult to balance a-priori. We propose the Multi-Objective Counterfactuals (MOC) method, which translates the counterfactual search into a multi-objective optimization problem. Our approach not only returns a diverse set of counterfactuals with different trade-offs between the proposed objectives, but also maintains diversity in feature space. This enables a more detailed post-hoc analysis to facilitate better understanding and also more options for actionable user responses to change the predicted outcome. Our approach is also model-agnostic and works for numerical and categorical input features. We show the usefulness of MOC in concrete cases and compare our approach with state-of-the-art methods for counterfactual explanations.
Inverse Active Sensing: Modeling and Understanding Timely Decision-Making
Jarrett, Daniel, van der Schaar, Mihaela
Evidence-based decision-making entails collecting (costly) observations about an underlying phenomenon of interest, and subsequently committing to an (informed) decision on the basis of accumulated evidence. In this setting, active sensing is the goal-oriented problem of efficiently selecting which acquisitions to make, and when and what decision to settle on. As its complement, inverse active sensing seeks to uncover an agent's preferences and strategy given their observable decision-making behavior. In this paper, we develop an expressive, unified framework for the general setting of evidence-based decision-making under endogenous, context-dependent time pressure---which requires negotiating (subjective) tradeoffs between accuracy, speediness, and cost of information. Using this language, we demonstrate how it enables modeling intuitive notions of surprise, suspense, and optimality in decision strategies (the forward problem). Finally, we illustrate how this formulation enables understanding decision-making behavior by quantifying preferences implicit in observed decision strategies (the inverse problem).
Fast Learning of Graph Neural Networks with Guaranteed Generalizability: One-hidden-layer Case
Zhang, Shuai, Wang, Meng, Liu, Sijia, Chen, Pin-Yu, Xiong, Jinjun
Although graph neural networks (GNNs) have made great progress recently on learning from graph-structured data in practice, their theoretical guarantee on generalizability remains elusive in the literature. In this paper, we provide a theoretically-grounded generalizability analysis of GNNs with one hidden layer for both regression and binary classification problems. Under the assumption that there exists a ground-truth GNN model (with zero generalization error), the objective of GNN learning is to estimate the ground-truth GNN parameters from the training data. To achieve this objective, we propose a learning algorithm that is built on tensor initialization and accelerated gradient descent. We then show that the proposed learning algorithm converges to the ground-truth GNN model for the regression problem, and to a model sufficiently close to the ground-truth for the binary classification problem. Moreover, for both cases, the convergence rate of the proposed learning algorithm is proven to be linear and faster than the vanilla gradient descent algorithm. We further explore the relationship between the sample complexity of GNNs and their underlying graph properties. Lastly, we provide numerical experiments to demonstrate the validity of our analysis and the effectiveness of the proposed learning algorithm for GNNs.
Ensuring Learning Guarantees on Concept Drift Detection with Statistical Learning Theory
Pagliosa, Lucas, Mello, Rodrigo
Concept Drift (CD) detection intends to continuously identify changes in data stream behaviors, supporting researchers in the study and modeling of real-world phenomena. Motivated by the lack of learning guarantees in current CD algorithms, we decided to take advantage of the Statistical Learning Theory (SLT) to formalize the necessary requirements to ensure probabilistic learning bounds, so drifts would refer to actual changes in data rather than by chance. As discussed along this paper, a set of mathematical assumptions must be held in order to rely on SLT bounds, which are especially controversial in CD scenarios. Based on this issue, we propose a methodology to address those assumptions in CD scenarios and therefore ensure learning guarantees. Complementary, we assessed a set of relevant and known CD algorithms from the literature in light of our methodology. As main contribution, we expect this work to support researchers while designing and evaluating CD algorithms on different domains.
Machine learning the real discriminant locus
Bernal, Edgar A., Hauenstein, Jonathan D., Mehta, Dhagash, Regan, Margaret H., Tang, Tingting
Parameterized systems of polynomial equations arise in many applications in science and engineering with the real solutions describing, for example, equilibria of a dynamical system, linkages satisfying design constraints, and scene reconstruction in computer vision. Since different parameter values can have a different number of real solutions, the parameter space is decomposed into regions whose boundary forms the real discriminant locus. This article views locating the real discriminant locus as a supervised classification problem in machine learning where the goal is to determine classification boundaries over the parameter space, with the classes being the number of real solutions. For multidimensional parameter spaces, this article presents a novel sampling method which carefully samples the parameter space. At each sample point, homotopy continuation is used to obtain the number of real solutions to the corresponding polynomial system. Machine learning techniques including nearest neighbor and deep learning are used to efficiently approximate the real discriminant locus. One application of having learned the real discriminant locus is to develop a real homotopy method that only tracks the real solution paths unlike traditional methods which track all~complex~solution~paths. Examples show that the proposed approach can efficiently approximate complicated solution boundaries such as those arising from the equilibria of the Kuramoto model.
An $\ell_p$ theory of PCA and spectral clustering
Abbe, Emmanuel, Fan, Jianqing, Wang, Kaizheng
Principal Component Analysis (PCA) is a powerful tool in statistics and machine learning. While existing study of PCA focuses on the recovery of principal components and their associated eigenvalues, there are few precise characterizations of individual principal component scores that yield low-dimensional embedding of samples. That hinders the analysis of various spectral methods. In this paper, we first develop an $\ell_p$ perturbation theory for a hollowed version of PCA in Hilbert spaces which provably improves upon the vanilla PCA in the presence of heteroscedastic noises. Through a novel $\ell_p$ analysis of eigenvectors, we investigate entrywise behaviors of principal component score vectors and show that they can be approximated by linear functionals of the Gram matrix in $\ell_p$ norm, which includes $\ell_2$ and $\ell_\infty$ as special examples. For sub-Gaussian mixture models, the choice of $p$ giving optimal bounds depends on the signal-to-noise ratio, which further yields optimality guarantees for spectral clustering. For contextual community detection, the $\ell_p$ theory leads to a simple spectral algorithm that achieves the information threshold for exact recovery. These also provide optimal recovery results for Gaussian mixture and stochastic block models as special cases.
Advances in Asynchronous Parallel and Distributed Optimization
Assran, Mahmoud, Aytekin, Arda, Feyzmahdavian, Hamid, Johansson, Mikael, Rabbat, Michael
Since the slowing of Moore's scaling law, parallel and distributed computing have become a primary means to solve large computational problems. Much of the work on parallel and distributed optimization during the past decade has been motivated by machine learning applications. The goal of fitting a predictive model to a dataset is formulated as an optimization problem that involves finding the model parameters that provide the best predictive performance. During the same time, advances in machine learning have been enabled by the availability of ever larger datasets and the ability to use larger models, resulting in optimization problems potentially involving billions of free parameters and billions of data samples [1-3]. There are two general scenarios where the use of parallel computing resources naturally arises. In one scenario, the data is available in one central location (e.g., a data center), and the aim is to use parallel computing to train a model faster than would be possible using serial methods. The ideal outcome is to find a parallel method that achieves linear scaling, where the time to achieve a solution of a particular quality decreases proportionally to the number of processors used; i.e., doubling the number of parallel processors reduces the compute time by half. However, unlike serial methods, parallel optimization methods generally require coordination or communication among multiple processors.
Lattice Representation Learning
In this article we introduce theory and algorithms for learning discrete representations that take on a lattice that is embedded in an Euclidean space. Lattice representations possess an interesting combination of properties: a) they can be computed explicitly using lattice quantization, yet they can be learned efficiently using the ideas we introduce in this paper, b) they are highly related to Gaussian Variational Autoencoders, allowing designers familiar with the latter to easily produce discrete representations from their models and c) since lattices satisfy the axioms of a group, their adoption can lead into a way of learning simple algebras for modeling binary operations between objects through symbolic formalisms, yet learn these structures also formally using differentiation techniques. This article will focus on laying the groundwork for exploring and exploiting the first two properties, including a new mathematical result linking expressions used during training and inference time and experimental validation on two popular datasets.