Statistical Learning
Variational Auto-encoder for Recommender Systems with Exploration-Exploitation
Zhang, Yizi, Yang, Hongxia, Liu, Meimei
Variational auto-encoder (VAE) is an efficient non-linear latent factor model that has been widely applied in recommender systems (RS). However, a drawback of VAE for RS is their inability of exploration. A good RS is expected to recommend items that are known to enjoy and items that are novel to try. In this work, we introduce an exploitation-exploration motivated VAE (XploVAE) to collaborative filtering. To facilitate personalized recommendations, we construct user-specific subgraphs, which contain the first-order proximity capturing observed user-item interactions for exploitation and the higher-order proximity for exploration. We further develop a hierarchical latent space model to learn the population distribution of the user subgraphs, and learn the personalized item embedding. Empirical experiments prove the effectiveness of our proposed method on various real-world data sets.
Anytime MiniBatch: Exploiting Stragglers in Online Distributed Optimization
Ferdinand, Nuwan, Al-Lawati, Haider, Draper, Stark C., Nokleby, Matthew
Distributed optimization is vital in solving large-scale machine learning problems. A widely-shared feature of distributed optimization techniques is the requirement that all nodes complete their assigned tasks in each computational epoch before the system can proceed to the next epoch. In such settings, slow nodes, called stragglers, can greatly slow progress. To mitigate the impact of stragglers, we propose an online distributed optimization method called Anytime Minibatch. In this approach, all nodes are given a fixed time to compute the gradients of as many data samples as possible. The result is a variable per-node minibatch size. Workers then get a fixed communication time to average their minibatch gradients via several rounds of consensus, which are then used to update primal variables via dual averaging. Anytime Minibatch prevents stragglers from holding up the system without wasting the work that stragglers can complete. We present a convergence analysis and analyze the wall time performance. Our numerical results show that our approach is up to 1.5 times faster in Amazon EC2 and it is up to five times faster when there is greater variability in compute node performance.
Conformal Inference of Counterfactuals and Individual Treatment Effects
Lei, Lihua, Candès, Emmanuel J.
Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these methods enjoy some theoretical appeal in terms of consistency and convergence rates, they generally perform poorly in terms of uncertainty quantification. This is troubling since assessing risk is crucial for reliable decision-making in sensitive and uncertain environments. In this work, we propose a conformal inference-based approach that can produce reliable interval estimates for counterfactuals and individual treatment effects under the potential outcome framework. For completely randomized or stratified randomized experiments with perfect compliance, the intervals have guaranteed average coverage in finite samples regardless of the unknown data generating mechanism. For randomized experiments with ignorable compliance and general observational studies obeying the strong ignorability assumption, the intervals satisfy a doubly robust property which states the following: the average coverage is approximately controlled if either the propensity score or the conditional quantiles of potential outcomes can be estimated accurately. Numerical studies on both synthetic and real datasets empirically demonstrate that existing methods suffer from a significant coverage deficit even in simple models. In contrast, our methods achieve the desired coverage with reasonably short intervals.
Predicting Engagement in Video Lectures
Bulathwela, Sahan, Pérez-Ortiz, María, Lipani, Aldo, Yilmaz, Emine, Shawe-Taylor, John
The explosion of Open Educational Resources (OERs) in the recent years creates the demand for scalable, automatic approaches to process and evaluate OERs, with the end goal of identifying and recommending the most suitable educational materials for learners. We focus on building models to find the characteristics and features involved in context-agnostic engagement (i.e. population-based), a seldom researched topic compared to other contextualised and personalised approaches that focus more on individual learner engagement. Learner engagement, is arguably a more reliable measure than popularity/number of views, is more abundant than user ratings and has also been shown to be a crucial component in achieving learning outcomes. In this work, we explore the idea of building a predictive model for population-based engagement in education. We introduce a novel, large dataset of video lectures for predicting context-agnostic engagement and propose both cross-modal and modality-specific feature sets to achieve this task. We further test different strategies for quantifying learner engagement signals. We demonstrate the use of our approach in the case of data scarcity. Additionally, we perform a sensitivity analysis of the best performing model, which shows promising performance and can be easily integrated into an educational recommender system for OERs.
Jointly Predicting Job Performance, Personality, Cognitive Ability, Affect, and Well-Being
Robles-Granda, Pablo, Lin, Suwen, Wu, Xian, D'Mello, Sidney, Martinez, Gonzalo J., Saha, Koustuv, Nies, Kari, Mark, Gloria, Campbell, Andrew T., De Choudhury, Munmun, Dey, Anind D., Gregg, Julie, Grover, Ted, Mattingly, Stephen M., Mirjafari, Shayan, Moskal, Edward, Striegel, Aaron, Chawla, Nitesh V.
Assessment of job performance, personalized health and psychometric measures are domains where data-driven and ubiquitous computing exhibits the potential of a profound impact in the future. Existing techniques use data extracted from questionnaires, sensors (wearable, computer, etc.), or other traits, to assess well-being and cognitive attributes of individuals. However, these techniques can neither predict individual's well-being and psychological traits in a global manner nor consider the challenges associated to processing the data available, that is incomplete and noisy. In this paper, we create a benchmark for predictive analysis of individuals from a perspective that integrates: physical and physiological behavior, psychological states and traits, and job performance. We design data mining techniques as benchmark and uses real noisy and incomplete data derived from wearable sensors to predict 19 constructs based on 12 standardized well-validated tests. The study included 757 participants who were knowledge workers in organizations across the USA with varied work roles. We developed a data mining framework to extract the meaningful predictors for each of the 19 variables under consideration. Our model is the first benchmark that combines these various instrument-derived variables in a single framework to understand people's behavior by leveraging real uncurated data from wearable, mobile, and social media sources. We verify our approach experimentally using the data obtained from our longitudinal study. The results show that our framework is consistently reliable and capable of predicting the variables under study better than the baselines when prediction is restricted to the noisy, incomplete data.
Interferometric Graph Transform: a Deep Unsupervised Graph Representation
We propose the Interferometric Graph Transform (IGT), which is a new class of deep unsupervised graph convolutional neural network for building graph representations. Our first contribution is to propose a generic, complex-valued spectral graph architecture obtained from a generalization of the Euclidean Fourier transform. We show that our learned representation consists of both discriminative and invariant features, thanks to a novel greedy concave objective. From our experiments, we conclude that our learning procedure exploits the topology of the spectral domain, which is normally a flaw of spectral methods, and in particular our method can recover an analytic operator for vision tasks. We test our algorithm on various and challenging tasks such as image classification (MNIST, CIFAR-10), community detection (Authorship, Facebook graph) and action recognition from 3D skeletons videos (SBU, NTU), exhibiting a new state-of-the-art in spectral graph unsupervised settings.
A novel sentence embedding based topic detection method for micro-blog
Wan, Cong, Jiang, Shan, Wang, Cuirong, Wang, Cong, Xu, Changming, Chen, Xianxia, Yuan, Ying
Topic detection is a challenging task, especially without knowing the exact number of topics. In this paper, we present a novel approach based on neural network to detect topics in the micro-blogging dataset. We use an unsupervised neural sentence embedding model to map the blogs to an embedding space. Our model is a weighted power mean word embedding model, and the weights are calculated by attention mechanism. Experimental result shows our embedding method performs better than baselines in sentence clustering. In addition, we propose an improved clustering algorithm referred as relationship-aware DBSCAN (RADBSCAN). It can discover topics from a micro-blogging dataset, and the topic number depends on dataset character itself. Moreover, in order to solve the problem of parameters sensitive, we take blog forwarding relationship as a bridge of two independent clusters. Finally, we validate our approach on a dataset from sina micro-blog. The result shows that we can detect all the topics successfully and extract keywords in each topic.
Simulating Tariff Impact in Electrical Energy Consumption Profiles with Conditional Variational Autoencoders
Brégère, Margaux, Bessa, Ricardo J.
The implementation of efficient demand response (DR) programs for household electricity consumption would benefit from data-driven methods capable of simulating the impact of different tariffs schemes. This paper proposes a novel method based on conditional variational autoencoders (CVAE) to generate, from an electricity tariff profile combined with exogenous weather and calendar variables, daily consumption profiles of consumers segmented in different clusters. First, a large set of consumers is gathered into clusters according to their consumption behavior and price-responsiveness. The clustering method is based on a causality model that measures the effect of a specific tariff on the consumption level. Then, daily electrical energy consumption profiles are generated for each cluster with CVAE. This non-parametric approach is compared to a semi-parametric data generator based on generalized additive models and that uses prior knowledge of energy consumption. Experiments in a publicly available data set show that, the proposed method presents comparable performance to the semi-parametric one when it comes to generating the average value of the original data. The main contribution from this new method is the capacity to reproduce rebound and side effects in the generated consumption profiles. Indeed, the application of a special electricity tariff over a time window may also affect consumption outside this time window. Another contribution is that the clustering approach segments consumers according to their daily consumption profile and elasticity to tariff changes. These two results combined are very relevant for an ex-ante testing of future DR policies by system operators, retailers and energy regulators.
Borrowing From the Future: Addressing Double Sampling in Model-free Control
Zhu, Yuhua, Izzo, Zach, Ying, Lexing
In model-free reinforcement learning, the temporal difference method and its variants become unstable when combined with nonlinear function approximations. Bellman residual minimization with stochastic gradient descent (SGD) is more stable, but it suffers from the double sampling problem: given the current state, two independent samples for the next state are required, but often only one sample is available. Recently, the authors of Zhu et al. [2020] introduced the borrowing from the future (BFF) algorithm to address this issue for the prediction problem. The main idea is to borrow extra randomness from the future to approximately re-sample the next state when the underlying dynamics of the problem are sufficiently smooth. This paper extends the BFF algorithm to action-value function based model-free control. We prove that BFF is close to unbiased SGD when the underlying dynamics vary slowly with respect to actions. We confirm our theoretical findings with numerical simulations.
A multi-objective-based approach for Fair Principal Component Analysis
Pelegrina, Guilherme D., Brotto, Renan D. B., Duarte, Leonardo T., Romano, João M. T., Attux, Romis
In dimension reduction problems, the adopted technique may produce disparities between the representation errors of two or more different groups. For instance, in the projected space, a specific class can be better represented in comparison with the other ones. Depending on the situation, this unfair result may introduce ethical concerns. In this context, this paper investigates how a fairness measure can be considered when performing dimension reduction through principal component analysis. Since both reconstruction error and fairness measure must be taken into account, we propose a multi-objective-based approach to tackle the Fair Principal Component Analysis problem. The experiments attest that a fairer result can be achieved with a very small loss in the reconstruction error.