Statistical Learning
Robustness of Generalized Learning Vector Quantization Models against Adversarial Attacks
Saralajew, Sascha, Holdijk, Lars, Rees, Maike, Villmann, Thomas
Adversarial attacks and the development of (deep) neural networks robust against them are currently two widely researched topics. The robustness of Learning Vector Quantization (LVQ) models against adversarial attacks has however not yet been studied to the same extend. We therefore present an extensive evaluation of three LVQ models: Generalized LVQ, Generalized Matrix LVQ and Generalized Tangent LVQ. The evaluation suggests that both Generalized LVQ and Generalized Tangent LVQ have a high base robustness, on par with the current state-of-the-art in robust neural network methods. In contrast to this, Generalized Matrix LVQ shows a high susceptibility to adversarial attacks, scoring consistently behind all other models. Additionally, our numerical evaluation indicates that increasing the number of prototypes per class improves the robustness of the models.
The Spatially-Conscious Machine Learning Model
Kiely, Timothy J., Bastian, Nathaniel D.
Successfully predicting gentrification could have many social and commercial applications; however, real estate sales are difficult to predict because they belong to a chaotic system comprised of intrinsic and extrinsic characteristics, perceived value, and market speculation. Using New York City real estate as our subject, we combine modern techniques of data science and machine learning with traditional spatial analysis to create robust real estate prediction models for both classification and regression tasks. We compare several cutting edge machine learning algorithms across spatial, semi-spatial and non-spatial feature engineering techniques, and we empirically show that spatially-conscious machine learning models outperform non-spatial models when married with advanced prediction techniques such as feed-forward artificial neural networks and gradient boosting machine models.
Multi-level Monte Carlo Variational Inference
Fujisawa, Masahiro, Sato, Issei
In many statistics and machine learning frameworks, stochastic optimization with high variance gradients has become an important problem. For example, the performance of Monte Carlo variational inference (MCVI) seriously depends on the variance of its stochastic gradient estimator. In this paper, we focused on this problem and proposed a novel framework of variance reduction using multi-level Monte Carlo (MLMC) method. The framework is naturally compatible with reparameterization gradient estimators, which are one of the efficient variance reduction techniques that use the reparameterization trick. We also proposed a novel MCVI algorithm for stochastic gradient estimation on MLMC method in which sample size $N$ is adaptively estimated according to the ratio of the variance and computational cost for each iteration. We furthermore proved that, in our method, the norm of the gradient could converge to $0$ asymptotically. Finally, we evaluated our method by comparing it with benchmark methods in several experiments and showed that our method was able to reduce gradient variance and sampling cost efficiently and be closer to the optimum value than the other methods were.
Time Series Deconfounder: Estimating Treatment Effects over Time in the Presence of Hidden Confounders
Bica, Ioana, Alaa, Ahmed M., van der Schaar, Mihaela
The estimation of treatment effects is a pervasive problem in medicine. Existing methods for estimating treatment effects from longitudinal observational data assume that there are no hidden confounders. This assumption is not testable in practice and, if it does not hold, leads to biased estimates. In this paper, we develop the Time Series Deconfounder, a method that leverages the assignment of multiple treatments over time to enable the estimation of treatment effects even in the presence of hidden confounders. The Time Series Deconfounder uses a novel recurrent neural network architecture with multitask output to build a factor model over time and infer substitute confounders that render the assigned treatments conditionally independent. Then it performs causal inference using the substitute confounders. We provide a theoretical analysis for obtaining unbiased causal effects of time-varying exposures using the Time Series Deconfounder. Using simulations we show the effectiveness of our method in deconfounding the estimation of treatment responses in longitudinal data.
Normalized Wasserstein Distance for Mixture Distributions with Applications in Adversarial Learning and Domain Adaptation
Balaji, Yogesh, Chellappa, Rama, Feizi, Soheil
Understanding proper distance measures between distributions is at the core of several learning tasks such as generative models, domain adaptation, clustering, etc. In this work, we focus on {\it mixture distributions} that arise naturally in several application domains where the data contains different sub-populations. For mixture distributions, established distance measures such as the Wasserstein distance do not take into account imbalanced mixture proportions. Thus, even if two mixture distributions have identical mixture components but different mixture proportions, the Wasserstein distance between them will be large. This often leads to undesired results in distance-based learning methods for mixture distributions. In this paper, we resolve this issue by introducing {\it Normalized Wasserstein} distance. The key idea is to introduce mixture proportions as optimization variables, effectively normalizing mixture proportions in the Wasserstein formulation. Using the proposed normalized Wasserstein distance, instead of the vanilla one, leads to significant gains working with mixture distributions with imbalanced mixture proportions. We demonstrate effectiveness of the proposed distance in GANs, domain adaptation, adversarial clustering and hypothesis testing over mixture of Gaussians, MNIST, CIFAR-10, CelebA and VISDA datasets.
Challenges with EM in application to weakly identifiable mixture models
Dwivedi, Raaz, Ho, Nhat, Khamaru, Koulik, Wainwright, Martin J., Jordan, Michael I., Yu, Bin
We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on $n$ i.i.d. samples are known to have lower accuracy than the classical $n^{- \frac{1}{2}}$ error. We investigate whether the Expectation-Maximization (EM) algorithm also converges slowly for these models. We first demonstrate via simulation studies a broad range of over-specified mixture models for which the EM algorithm converges very slowly, both in one and higher dimensions. We provide a complete analytical characterization of this behavior for fitting data generated from a multivariate standard normal distribution using two-component Gaussian mixture with varying location and scale parameters. Our results reveal distinct regimes in the convergence behavior of EM as a function of the dimension $d$. In the multivariate setting ($d \geq 2$), when the covariance matrix is constrained to a multiple of the identity matrix, the EM algorithm converges in order $(n/d)^{\frac{1}{2}}$ steps and returns estimates that are at a Euclidean distance of order ${(n/d)^{-\frac{1}{4}}}$ and ${ (n d)^{- \frac{1}{2}}}$ from the true location and scale parameter respectively. On the other hand, in the univariate setting ($d = 1$), the EM algorithm converges in order $n^{\frac{3}{4} }$ steps and returns estimates that are at a Euclidean distance of order ${ n^{- \frac{1}{8}}}$ and ${ n^{-\frac{1} {4}}}$ from the true location and scale parameter respectively. Establishing the slow rates in the univariate setting requires a novel localization argument with two stages, with each stage involving an epoch-based argument applied to a different surrogate EM operator at the population level. We also show multivariate ($d \geq 2$) examples, involving more general covariance matrices, that exhibit the same slow rates as the univariate case.
A Speech Act Classifier for Persian Texts and its Application in Identify Speech Act of Rumors
Jahanbakhsh-Nagadeh, Zoleikha, Feizi-Derakhshi, Mohammad-Reza, Sharifi, Arash
Speech Acts (SAs) are one of the important areas of pragmatics, which give us a better understanding of the state of mind of the people and convey an intended language function. Knowledge of the SA of a text can be helpful in analyzing that text in natural language processing applications. This study presents a dictionary-based statistical technique for Persian SA recognition. The proposed technique classifies a text into seven classes of SA based on four criteria: lexical, syntactic, semantic, and surface features. WordNet as the tool for extracting synonym and enriching features dictionary is utilized. To evaluate the proposed technique, we utilized four classification methods including Random Forest (RF), Support Vector Machine (SVM), Naive Bayes (NB), and K-Nearest Neighbors (KNN). The experimental results demonstrate that the proposed method using RF and SVM as the best classifiers achieved a state-of-the-art performance with an accuracy of 0.95 for classification of Persian SAs. Our original vision of this work is introducing an application of SA recognition on social media content, especially the common SA in rumors. Therefore, the proposed system utilized to determine the common SAs in rumors. The results showed that Persian rumors are often expressed in three SA classes including narrative, question, and threat, and in some cases with the request SA.
Maximum Likelihood Estimation and Graph Matching in Errorfully Observed Networks
Arroyo, Jesús, Sussman, Daniel L., Priebe, Carey E., Lyzinski, Vince
Given a pair of graphs with the same number of vertices, the inexact graph matching problem consists in finding a correspondence between the vertices of these graphs that minimizes the total number of induced edge disagreements. We study this problem from a statistical framework in which one of the graphs is an errorfully observed copy of the other. We introduce a corrupting channel model, and show that in this model framework, the solution to the graph matching problem is a maximum likelihood estimator. Necessary and sufficient conditions for consistency of this MLE are presented, as well as a relaxed notion of consistency in which a negligible fraction of the vertices need not be matched correctly. The results are used to study matchability in several families of random graphs, including edge independent models, random regular graphs and small-world networks. We also use these results to introduce measures of matching feasibility, and experimentally validate the results on simulated and real-world networks.
Estimating the Mixing Time of Ergodic Markov Chains
Wolfer, Geoffrey, Kontorovich, Aryeh
We address the problem of estimating the mixing time $t_{\mathsf{mix}}$ of an arbitrary ergodic finite Markov chain from a single trajectory of length $m$. The reversible case was addressed by Hsu et al. [2017], who left the general case as an open problem. In the reversible case, the analysis is greatly facilitated by the fact that the Markov operator is self-adjoint, and Weyl's inequality allows for a dimension-free perturbation analysis of the empirical eigenvalues. As Hsu et al. point out, in the absence of reversibility (and hence, the non-symmetry of the pair probabilities matrix), the existing perturbation analysis has a worst-case exponential dependence on the number of states $d$. Furthermore, even if an eigenvalue perturbation analysis with better dependence on $d$ were available, in the non-reversible case the connection between the spectral gap and the mixing time is not nearly as straightforward as in the reversible case. Our key insight is to estimate the pseudo-spectral gap instead, which allows us to overcome the loss of self-adjointness and to achieve a polynomial dependence on $d$ and the minimal stationary probability $\pi_\star$. Additionally, in the reversible case, we obtain simultaneous nearly (up to logarithmic factors) minimax rates in $t_{\mathsf{mix}}$ and precision $\varepsilon$, closing a gap in Hsu et al., who treated $\varepsilon$ as constant in the lower bounds. Finally, we construct fully empirical confidence intervals for the pseudo-spectral gap, which shrink to zero at a rate of roughly $1/\sqrt m$, and improve the state of the art in even the reversible case.
Tree-Sliced Approximation of Wasserstein Distances
Le, Tam, Yamada, Makoto, Fukumizu, Kenji, Cuturi, Marco
Optimal transport ($\OT$) theory provides a useful set of tools to compare probability distributions. As a consequence, the field of $\OT$ is gaining traction and interest within the machine learning community. A few deficiencies usually associated with $\OT$ include its high computational complexity when comparing discrete measures, which is quadratic when approximating it through entropic regularization; or supercubic when solving it exactly. For some applications, the fact that $\OT$ distances are not usually negative definite also means that they cannot be used with usual Hilbertian tools. In this work, we consider a particular family of ground metrics, namely tree metrics, which yield negative definite $\OT$ metrics that can be computed in linear time. By averaging over randomly sampled tree metrics, we obtain a tree-sliced-Wasserstein distance. We illustrate that the proposed tree-sliced-Wasserstein distances compare favorably with other baselines on various benchmark datasets.