Statistical Learning
Unorganized Malicious Attacks Detection
Pang, Ming, Gao, Wei, Tao, Min, Zhou, Zhi-Hua
Recommender systems have attracted much attention during the past decade. Many attack detection algorithms have been developed for better recommendations, mostly focusing on shilling attacks, where an attack organizer produces a large number of user profiles by the same strategy to promote or demote an item. This work considers another different attack style: unorganized malicious attacks, where attackers individually utilize a small number of user profiles to attack different items without organizer. This attack style occurs in many real applications, yet relevant study remains open. We formulate the unorganized malicious attacks detection as a matrix completion problem, and propose the Unorganized Malicious Attacks detection (UMA) algorithm, based on the alternating splitting augmented Lagrangian method. We verify, both theoretically and empirically, the effectiveness of the proposed approach.
Mental Sampling in Multimodal Representations
Zhu, Jianqiao, Sanborn, Adam, Chater, Nick
Both resources in the natural environment and concepts in a semantic space are distributed "patchily", with large gaps in between the patches. To describe people's internal and external foraging behavior, various random walk models have been proposed. In particular, internal foraging has been modeled as sampling: in order to gather relevant information for making a decision, people draw samples from a mental representation using random-walk algorithms such as Markov chain Monte Carlo (MCMC). However, two common empirical observations argue against people using simple sampling algorithms such as MCMC for internal foraging. First, the distance between samples is often best described by a Levy flight distribution: the probability of the distance between two successive locations follows a power-law on the distances. Second, humans and other animals produce long-range, slowly decaying autocorrelations characterized as 1/f-like fluctuations, instead of the 1/f^2 fluctuations produced by random walks. We propose that mental sampling is not done by simple MCMC, but is instead adapted to multimodal representations and is implemented by Metropolis-coupled Markov chain Monte Carlo (MC3), one of the first algorithms developed for sampling from multimodal distributions. MC3 involves running multiple Markov chains in parallel but with target distributions of different temperatures, and it swaps the states of the chains whenever a better location is found. Heated chains more readily traverse valleys in the probability landscape to propose moves to far-away peaks, while the colder chains make the local steps that explore the current peak or patch. We show that MC3 generates distances between successive samples that follow a Levy flight distribution and produce 1/f-like autocorrelations, providing a single mechanistic account of these two puzzling empirical phenomena of internal foraging.
Optimal Subsampling with Influence Functions
Subsampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the concept of an asymptotically linear estimator and the associated influence function leads to asymptotically optimal sampling probabilities for a wide class of popular models. This is the only tight optimality result for subsampling we are aware of as other methods only provide probabilistic error bounds or optimal rates. We also show that these optimal weights can differ depending on whether the task is parameter estimation or prediction. Furthermore, for linear regression models, which have well-studied procedures for non-uniform subsampling, we empirically show our optimal influence function based method outperforms previous approaches even when using approximations to the optimal probabilities.
Contextual bandits with surrogate losses: Margin bounds and efficient algorithms
Foster, Dylan J., Krishnamurthy, Akshay
We use surrogate losses to obtain several new regret bounds and new algorithms for contextual bandit learning. Using the ramp loss, we derive a new margin-based regret bound in terms of standard sequential complexity measures of a benchmark class of real-valued regression functions. Using the hinge loss, we derive an efficient algorithm with a $\sqrt{dT}$-type mistake bound against benchmark policies induced by $d$-dimensional regressors. Under realizability assumptions, our results also yield classical regret bounds.
Empirical Risk Minimization in Non-interactive Local Differential Privacy Revisited
Wang, Di, Gaboardi, Marco, Xu, Jinhui
In this paper, we revisit the Empirical Risk Minimization problem in the non-interactive local model of differential privacy. In the case of constant or low dimensions ($p\ll n$), we first show that if the loss function is $(\infty, T)$-smooth, we can avoid a dependence of the sample complexity, to achieve error $\alpha$, on the exponential of the dimensionality $p$ with base $1/\alpha$ ({\em i.e.,} $\alpha^{-p}$), which answers a question in \cite{smith2017interaction}. Our approach is based on polynomial approximation. Then, we propose player-efficient algorithms with $1$-bit communication complexity and $O(1)$ computation cost for each player. The error bound is asymptotically the same as the original one. With some additional assumptions, we also give an efficient algorithm for the server. In the case of high dimensions ($n\ll p$), we show that if the loss function is a convex generalized linear function, the error can be bounded by using the Gaussian width of the constrained set, instead of $p$, which improves the one in \cite{smith2017interaction}.
DropMax: Adaptive Variational Softmax
Lee, Hae Beom, Lee, Juho, Kim, Saehoon, Yang, Eunho, Hwang, Sung Ju
We propose DropMax, a stochastic version of softmax classifier which at each iteration drops non-target classes according to dropout probabilities adaptively decided for each instance. Specifically, we overlay binary masking variables over class output probabilities, which are input-adaptively learned via variational inference. This stochastic regularization has an effect of building an ensemble classifier out of exponentially many classifiers with different decision boundaries. Moreover, the learning of dropout rates for non-target classes on each instance allows the classifier to focus more on classification against the most confusing classes. We validate our model on multiple public datasets for classification, on which it obtains significantly improved accuracy over the regular softmax classifier and other baselines. Further analysis of the learned dropout probabilities shows that our model indeed selects confusing classes more often when it performs classification.
A shortest-path based clustering algorithm for joint human-machine analysis of complex datasets
Pizzagalli, Diego Ulisse, Gonzalez, Santiago Fernandez, Krause, Rolf
Clustering is a technique for the analysis of datasets obtained by empirical studies in several disciplines with a major application for biomedical research. Essentially, clustering algorithms are executed by machines aiming at finding groups of related points in a dataset. However, the result of grouping depends on both metrics for point-to-point similarity and rules for point-to-group association. Indeed, non-appropriate metrics and rules can lead to undesirable clustering artifacts. This is especially relevant for datasets, where groups with heterogeneous structures co-exist. In this work, we propose an algorithm that achieves clustering by exploring the paths between points. This allows both, to evaluate the properties of the path (such as gaps, density variations, etc.), and expressing the preference for certain paths. Moreover, our algorithm supports the integration of existing knowledge about admissible and non-admissible clusters by training a path classifier. We demonstrate the accuracy of the proposed method on challenging datasets including points from synthetic shapes in publicly available benchmarks and microscopy data.
Clustering RedemptionโBeyond the Impossibility of Kleinbergโs Axioms
Cohen-Addad, Vincent, Kanade, Varun, Mallmann-Trenn, Frederik
Kleinberg [18] stated three axioms that any clustering procedure should satisfy and showed there is no clustering procedure that simultaneously satisfies all three. One of these, called the consistency axiom, requires that when the data is modified in a helpful way, i.e. if points in the same cluster are made more similar and those in different ones made less similar, the algorithm should output the same clustering. To circumvent this impossibility result, research has focused on considering clustering procedures that have a clustering quality measure (or a cost) and showing that a modification of Kleinberg's axioms that takes cost into account lead to feasible clustering procedures. In this work, we take a different approach, based on the observation that the consistency axiom fails to be satisfied when the "correct" number of clusters changes. We modify this axiom by making use of cost functions to determine the correct number of clusters, and require that consistency holds only if the number of clusters remains unchanged. We show that single linkage satisfies the modified axioms, and if the input is well-clusterable, some popular procedures such as k-means also satisfy the axioms, taking a step towards explaining the success of these objective functions for guiding the design of algorithms. 1 Introduction In a highly influential paper, Kleinberg [18] showed that clustering is impossible in the following sense: there exists no clustering function, i.e. a function that takes a point-set and a pairwise dissimilarity function
Bayesian Adversarial Learning
Deep neural networks have been known to be vulnerable to adversarial attacks, raising lots of security concerns in the practical deployment. Popular defensive approaches can be formulated as a (distributionally) robust optimization problem, which minimizes a ``point estimate'' of worst-case loss derived from either per-datum perturbation or adversary data-generating distribution within certain pre-defined constraints. This point estimate ignores potential test adversaries that are beyond the pre-defined constraints. The model robustness might deteriorate sharply in the scenario of stronger test adversarial data. In this work, a novel robust training framework is proposed to alleviate this issue, Bayesian Robust Learning, in which a distribution is put on the adversarial data-generating distribution to account for the uncertainty of the adversarial data-generating process. The uncertainty directly helps to consider the potential adversaries that are stronger than the point estimate in the cases of distributionally robust optimization. The uncertainty of model parameters is also incorporated to accommodate the full Bayesian framework. We design a scalable Markov Chain Monte Carlo sampling strategy to obtain the posterior distribution over model parameters. Various experiments are conducted to verify the superiority of BAL over existing adversarial training methods. The code for BAL is available at \url{https://tinyurl.com/ycxsaewr }.
Link Prediction Based on Graph Neural Networks
Link prediction is a key problem for network-structured data. Link prediction heuristics use some score functions, such as common neighbors and Katz index, to measure the likelihood of links. They have obtained wide practical uses due to their simplicity, interpretability, and for some of them, scalability. However, every heuristic has a strong assumption on when two nodes are likely to link, which limits their effectiveness on networks where these assumptions fail. In this regard, a more reasonable way should be learning a suitable heuristic from a given network instead of using predefined ones. By extracting a local subgraph around each target link, we aim to learn a function mapping the subgraph patterns to link existence, thus automatically learning a ``heuristic'' that suits the current network. In this paper, we study this heuristic learning paradigm for link prediction. First, we develop a novel $\gamma$-decaying heuristic theory. The theory unifies a wide range of heuristics in a single framework, and proves that all these heuristics can be well approximated from local subgraphs. Our results show that local subgraphs reserve rich information related to link existence. Second, based on the $\gamma$-decaying theory, we propose a new method to learn heuristics from local subgraphs using a graph neural network (GNN). Its experimental results show unprecedented performance, working consistently well on a wide range of problems.