Nonparametric density and function estimation is an important question in both statistics and machine learning research (Larry, 2006; Tsybakov, 2009; Friedman et al., 2001). Example applications of nonparametric function estimation include smoothing and prediction of econometric trends like loan management, market profit prediction and wheat crop predictions (Györfi et al., 2006). The nonparametric density estimation problem, on the other hand, is useful for exploratory analysis of unlabeled data, and also has applications in other fields such as computer vision (Miller & Chefd'Hotel, 2003) and computational fluid mechanics (Eugeciouglu & Srinivasan, 2000).

As algorithms are increasingly used to make important decisions that affect human lives, ranging from social benefit assignment to predicting risk of criminal recidivism, concerns have been raised about the fairness of algorithmic decision making. Most prior works on algorithmic fairness normatively prescribe how fair decisions ought to be made. In contrast, here, we descriptively survey users for how they perceive and reason about fairness in algorithmic decision making. A key contribution of this work is the framework we propose to understand why people perceive certain features as fair or unfair to be used in algorithms. Our framework identifies eight properties of features, such as relevance, volitionality and reliability, as latent considerations that inform people's moral judgments about the fairness of feature use in decision-making algorithms. We validate our framework through a series of scenario-based surveys with 576 people. We find that, based on a person's assessment of the eight latent properties of a feature in our exemplar scenario, we can accurately (> 85%) predict if the person will judge the use of the feature as fair. Our findings have important implications. At a high-level, we show that people's unfairness concerns are multi-dimensional and argue that future studies need to address unfairness concerns beyond discrimination. At a low-level, we find considerable disagreements in people's fairness judgments. We identify root causes of the disagreements, and note possible pathways to resolve them.

Differential privacy mechanism design has traditionally been tailored for a scalar-valued query function. Although many mechanisms such as the Laplace and Gaussian mechanisms can be extended to a matrix-valued query function by adding i.i.d. noise to each element of the matrix, this method is often suboptimal as it forfeits an opportunity to exploit the structural characteristics typically associated with matrix analysis. To address this challenge, we propose a novel differential privacy mechanism called the Matrix-Variate Gaussian (MVG) mechanism, which adds a matrix-valued noise drawn from a matrix-variate Gaussian distribution, and we rigorously prove that the MVG mechanism preserves $(\epsilon,\delta)$-differential privacy. Furthermore, we introduce the concept of directional noise made possible by the design of the MVG mechanism. Directional noise allows the impact of the noise on the utility of the matrix-valued query function to be moderated. Finally, we experimentally demonstrate the performance of our mechanism using three matrix-valued queries on three privacy-sensitive datasets. We find that the MVG mechanism notably outperforms four previous state-of-the-art approaches, and provides comparable utility to the non-private baseline.

Many machine intelligence techniques are developed in E-commerce and one of the most essential components is the representation of IDs, including user ID, item ID, product ID, store ID, brand ID, category ID etc. The classical encoding based methods (like one-hot encoding) are inefficient in that it suffers sparsity problems due to its high dimension, and it cannot reflect the relationships among IDs, either homogeneous or heterogeneous ones. In this paper, we propose an embedding based framework to learn and transfer the representation of IDs. As the the implicit feedbacks of users, a tremendous amount of item ID sequences can be easily collected from the interactive sessions. By jointly using these informative sequences and the structural connections among IDs, all types of IDs can be embedded into one low-dimensional semantic space. Subsequently, the learned representations are utilized and transferred in four scenarios: (i) measuring the similarity between items, (ii) transferring from seen items to unseen items, (iii) transferring across different domains, (iv) transferring across different tasks. We deploy and evaluate the proposed approach in Hema App and the results validate its effectiveness.

Choosing the right kernel is a classic question that has riddled machine learning practitioners and theorists alike. Conventional wisdom instructs the user to select a kernel which captures the structure and geometric invariances in the data. Efforts to formulate this principle have inspired vibrant areas of study, going by names from feature selection to multiple kernel learning (MKL). We present a new, principled approach for selecting a translation-invariant or rotation-invariant kernel to maximize the SVM classification margin. We first describe a kernel-alignment subroutine, which finds a peak in the Fourier transform of an adversarially chosen data-dependent measure.

Recent advances in deep reinforcement learning have made significant strides in performance on applications such as Go and Atari games. However, developing practical methods to balance exploration and exploitation in complex domains remains largely unsolved. Thompson Sampling and its extension to reinforcement learning provide an elegant approach to exploration that only requires access to posterior samples of the model. At the same time, advances in approximate Bayesian methods have made posterior approximation for flexible neural network models practical. Thus, it is attractive to consider approximate Bayesian neural networks in a Thompson Sampling framework. To understand the impact of using an approximate posterior on Thompson Sampling, we benchmark well-established and recently developed methods for approximate posterior sampling combined with Thompson Sampling over a series of contextual bandit problems. We found that many approaches that have been successful in the supervised learning setting underperformed in the sequential decision-making scenario. In particular, we highlight the challenge of adapting slowly converging uncertainty estimates to the online setting.

We consider the minimization of a function defined on a Riemannian manifold $\mathcal{M}$ accessible only through unbiased estimates of its gradients. We develop a geometric framework to transform a sequence of slowly converging iterates generated from stochastic gradient descent (SGD) on $\mathcal{M}$ to an averaged iterate sequence with a robust and fast $O(1/n)$ convergence rate. We then present an application of our framework to geodesically-strongly-convex (and possibly Euclidean non-convex) problems. Finally, we demonstrate how these ideas apply to the case of streaming $k$-PCA, where we show how to accelerate the slow rate of the randomized power method (without requiring knowledge of the eigengap) into a robust algorithm achieving the optimal rate of convergence.

We consider active learning with logged data, where labeled examples are drawn conditioned on a predetermined logging policy, and the goal is to learn a classifier on the entire population, not just conditioned on the logging policy. Prior work addresses this problem either when only logged data is available, or purely in a controlled random experimentation setting where the logged data is ignored. In this work, we combine both approaches to provide an algorithm that uses logged data to bootstrap and inform experimentation, thus achieving the best of both worlds. Our work is inspired by a connection between controlled random experimentation and active learning, and modifies existing disagreement-based active learning algorithms to exploit logged data.

We consider the task of interpolating and forecasting a time series in the presence of noise and missing data. As the main contribution of this work, we introduce an algorithm that transforms the observed time series into a matrix, utilizes singular value thresholding to simultaneously recover missing values and de-noise observed entries, and performs linear regression to make predictions. We argue that this method provides meaningful imputation and forecasting for a large class of models: finite sum of harmonics (which approximate stationary processes), non-stationary sublinear trends, Linear Time-Invariant (LTI) systems, and their additive mixtures. In general, our algorithm recovers the hidden state of dynamics based on its noisy observations, like that of a Hidden Markov Model (HMM), provided the dynamics obey the above stated models. We demonstrate on synthetic and real-world datasets that our algorithm outperforms standard software packages not only in the presence of significantly missing data with high levels of noise, but also when the packages are given the underlying model while our algorithm remains oblivious. This is in line with the finite sample analysis for these model classes.

Residual Networks (ResNets) have become state-of-the-art models in deep learning and several theoretical studies have been devoted to understanding why ResNet works so well. One attractive viewpoint on ResNet is that it is optimizing the risk in a functional space by combining an ensemble of effective features. In this paper, we adopt this viewpoint to construct a new gradient boosting method, which is known to be very powerful in data analysis. To do so, we formalize the gradient boosting perspective of ResNet mathematically using the notion of functional gradients and propose a new method called ResFGB for classification tasks by leveraging ResNet perception. Two types of generalization guarantees are provided from the optimization perspective: one is the margin bound and the other is the expected risk bound by the sample-splitting technique. Experimental results show superior performance of the proposed method over state-of-the-art methods such as LightGBM.