Statistical Learning
Distribution-Preserving k-Anonymity
Wei, Dennis, Ramamurthy, Karthikeyan Natesan, Varshney, Kush R.
Preserving the privacy of individuals by protecting their sensitive attributes is an important consideration during microdata release. However, it is equally important to preserve the quality or utility of the data for at least some targeted workloads. We propose a novel framework for privacy preservation based on the k-anonymity model that is ideally suited for workloads that require preserving the probability distribution of the quasi-identifier variables in the data. Our framework combines the principles of distribution-preserving quantization and k-member clustering, and we specialize it to two variants that respectively use intra-cluster and Gaussian dithering of cluster centers to achieve distribution preservation. We perform theoretical analysis of the proposed schemes in terms of distribution preservation, and describe their utility in workloads such as covariate shift and transfer learning where such a property is necessary. Using extensive experiments on real-world Medical Expenditure Panel Survey data, we demonstrate the merits of our algorithms over standard k-anonymization for a hallmark health care application where an insurance company wishes to understand the risk in entering a new market. Furthermore, by empirically quantifying the reidentification risk, we also show that the proposed approaches indeed maintain k-anonymity.
The Case for Meta-Cognitive Machine Learning: On Model Entropy and Concept Formation in Deep Learning
Machine learning is usually defined in behaviourist terms, where external validation is the primary mechanism of learning. In this paper, I argue for a more holistic interpretation in which finding more probable, efficient and abstract representations is as central to learning as performance. In other words, machine learning should be extended with strategies to reason over its own learning process, leading to so-called meta-cognitive machine learning. As such, the de facto definition of machine learning should be reformulated in these intrinsically multi-objective terms, taking into account not only the task performance but also internal learning objectives. To this end, we suggest a "model entropy function" to be defined that quantifies the efficiency of the internal learning processes. It is conjured that the minimization of this model entropy leads to concept formation. Besides philosophical aspects, some initial illustrations are included to support the claims.
Neural Expectation Maximization
Greff, Klaus, van Steenkiste, Sjoerd, Schmidhuber, Jรผrgen
Many real world tasks such as reasoning and physical interaction require identification and manipulation of conceptual entities. A first step towards solving these tasks is the automated discovery of distributed symbol-like representations. In this paper, we explicitly formalize this problem as inference in a spatial mixture model where each component is parametrized by a neural network. Based on the Expectation Maximization framework we then derive a differentiable clustering method that simultaneously learns how to group and represent individual entities. We evaluate our method on the (sequential) perceptual grouping task and find that it is able to accurately recover the constituent objects. We demonstrate that the learned representations are useful for next-step prediction.
Fast Black-box Variational Inference through Stochastic Trust-Region Optimization
Regier, Jeffrey, Jordan, Michael I., McAuliffe, Jon
We introduce TrustVI, a fast second-order algorithm for black-box variational inference based on trust-region optimization and the reparameterization trick. At each iteration, TrustVI proposes and assesses a step based on minibatches of draws from the variational distribution. The algorithm provably converges to a stationary point. We implemented TrustVI in the Stan framework and compared it to two alternatives: Automatic Differentiation Variational Inference (ADVI) and Hessian-free Stochastic Gradient Variational Inference (HFSGVI). The former is based on stochastic first-order optimization. The latter uses second-order information, but lacks convergence guarantees. TrustVI typically converged at least one order of magnitude faster than ADVI, demonstrating the value of stochastic second-order information. TrustVI often found substantially better variational distributions than HFSGVI, demonstrating that our convergence theory can matter in practice.
Multi-output Polynomial Networks and Factorization Machines
Blondel, Mathieu, Niculae, Vlad, Otsuka, Takuma, Ueda, Naonori
Factorization machines and polynomial networks are supervised polynomial models based on an efficient low-rank decomposition. We extend these models to the multi-output setting, i.e., for learning vector-valued functions, with application to multi-class or multi-task problems. We cast this as the problem of learning a 3-way tensor whose slices share a common basis and propose a convex formulation of that problem. We then develop an efficient conditional gradient algorithm and prove its global convergence, despite the fact that it involves a non-convex basis selection step. On classification tasks, we show that our algorithm achieves excellent accuracy with much sparser models than existing methods. On recommendation system tasks, we show how to combine our algorithm with a reduction from ordinal regression to multi-output classification and show that the resulting algorithm outperforms simple baselines in terms of ranking accuracy.
Positive-Unlabeled Learning with Non-Negative Risk Estimator
Kiryo, Ryuichi, Niu, Gang, Plessis, Marthinus C. du, Sugiyama, Masashi
From only positive (P) and unlabeled (U) data, a binary classifier could be trained with PU learning, in which the state of the art is unbiased PU learning. However, if its model is very flexible, empirical risks on training data will go negative, and we will suffer from serious overfitting. In this paper, we propose a non-negative risk estimator for PU learning: when getting minimized, it is more robust against overfitting, and thus we are able to use very flexible models (such as deep neural networks) given limited P data. Moreover, we analyze the bias, consistency, and mean-squared-error reduction of the proposed risk estimator, and bound the estimation error of the resulting empirical risk minimizer. Experiments demonstrate that our risk estimator fixes the overfitting problem of its unbiased counterparts.
Hierarchical Implicit Models and Likelihood-Free Variational Inference
Tran, Dustin, Ranganath, Rajesh, Blei, David M.
Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of implicit models remains limited due to challenges in specifying complex latent structure in them, and in performing inferences in such models with large data sets. In this paper, we first introduce hierarchical implicit models (HIMs). HIMs combine the idea of implicit densities with hierarchical Bayesian modeling, thereby defining models via simulators of data with rich hidden structure. Next, we develop likelihood-free variational inference (LFVI), a scalable variational inference algorithm for HIMs. Key to LFVI is specifying a variational family that is also implicit. This matches the model's flexibility and allows for accurate approximation of the posterior. We demonstrate diverse applications: a large-scale physical simulator for predator-prey populations in ecology; a Bayesian generative adversarial network for discrete data; and a deep implicit model for text generation.
On clustering network-valued data
Mukherjee, Soumendu Sundar, Sarkar, Purnamrita, Lin, Lizhen
Community detection, which focuses on clustering nodes or detecting communities in (mostly) a single network, is a problem of considerable practical interest and has received a great deal of attention in the research community. While being able to cluster within a network is important, there are emerging needs to be able to cluster multiple networks. This is largely motivated by the routine collection of network data that are generated from potentially different populations. These networks may or may not have node correspondence. When node correspondence is present, we cluster networks by summarizing a network by its graphon estimate, whereas when node correspondence is not present, we propose a novel solution for clustering such networks by associating a computationally feasible feature vector to each network based on trace of powers of the adjacency matrix. We illustrate our methods using both simulated and real data sets, and theoretical justifications are provided in terms of consistency.
Treatment-Response Models for Counterfactual Reasoning with Continuous-time, Continuous-valued Interventions
Soleimani, Hossein, Subbaswamy, Adarsh, Saria, Suchi
Treatment effects can be estimated from observational data as the difference in potential outcomes. In this paper, we address the challenge of estimating the potential outcome when treatment-dose levels can vary continuously over time. Further, the outcome variable may not be measured at a regular frequency. Our proposed solution represents the treatment response curves using linear time-invariant dynamical systems---this provides a flexible means for modeling response over time to highly variable dose curves. Moreover, for multivariate data, the proposed method: uncovers shared structure in treatment response and the baseline across multiple markers; and, flexibly models challenging correlation structure both across and within signals over time. For this, we build upon the framework of multiple-output Gaussian Processes. On simulated and a challenging clinical dataset, we show significant gains in accuracy over state-of-the-art models.
AllAnalytics - Pierre DeBois - Clustering: Knowing Which Birds Flock Together
But suppose every piece is the same shape and is small enough to make images confusing at first look. You'd take a guess at how they fit, right? Data can be that way. Fortunately, analysts are finding many advanced ways to bring data together. One technique receiving attention these days is clustering, an unsupervised machine learning method that calculates how unlabeled data should be grouped.