Model-Based Reasoning
Inference Aided Reinforcement Learning for Incentive Mechanism Design in Crowdsourcing
Hu, Zehong, Liang, Yitao, Zhang, Jie, Li, Zhao, Liu, Yang
Incentive mechanisms for crowdsourcing are designed to incentivize financially self-interested workers to generate and report high-quality labels. Existing mechanisms are often developed as one-shot static solutions, assuming a certain level of knowledge about worker models (expertise levels, costs for exerting efforts, etc.). In this paper, we propose a novel inference aided reinforcement mechanism that acquires data sequentially and requires no such prior assumptions. Specifically, we first design a Gibbs sampling augmented Bayesian inference algorithm to estimate workers' labeling strategies from the collected labels at each step. Then we propose a reinforcement incentive learning (RIL) method, building on top of the above estimates, to uncover how workers respond to different payments.
Sample Complexity of Automated Mechanism Design
Balcan, Maria-Florina F., Sandholm, Tuomas, Vitercik, Ellen
The design of revenue-maximizing combinatorial auctions, i.e. multi item auctions over bundles of goods, is one of the most fundamental problems in computational economics, unsolved even for two bidders and two items for sale. In the traditional economic models, it is assumed that the bidders' valuations are drawn from an underlying distribution and that the auction designer has perfect knowledge of this distribution. Despite this strong and oftentimes unrealistic assumption, it is remarkable that the revenue-maximizing combinatorial auction remains unknown. In recent years, automated mechanism design has emerged as one of the most practical and promising approaches to designing high-revenue combinatorial auctions. The most scalable automated mechanism design algorithms take as input samples from the bidders' valuation distribution and then search for a high-revenue auction in a rich auction class.
Avoiding Discrimination through Causal Reasoning
Kilbertus, Niki, Carulla, Mateo Rojas, Parascandolo, Giambattista, Hardt, Moritz, Janzing, Dominik, Schölkopf, Bernhard
Recent work on fairness in machine learning has focused on various statistical discrimination criteria and how they trade off. Most of these criteria are observational: They depend only on the joint distribution of predictor, protected attribute, features, and outcome. While convenient to work with, observational criteria have severe inherent limitations that prevent them from resolving matters of fairness conclusively. Going beyond observational criteria, we frame the problem of discrimination based on protected attributes in the language of causal reasoning. This viewpoint shifts attention from "What is the right fairness criterion?" to "What do we want to assume about our model of the causal data generating process?"
Universal Differential Equations for Scientific Machine Learning
Rackauckas, Christopher, Ma, Yingbo, Martensen, Julius, Warner, Collin, Zubov, Kirill, Supekar, Rohit, Skinner, Dominic, Ramadhan, Ali
In the context of science, the well-known adage "a picture is worth a thousand words" might well be "a model is worth a thousand datasets." Scientific models, such as Newtonian physics or biological gene regulatory networks, are human-driven simplifications of complex phenomena that serve as surrogates for the countless experiments that validated the models. Recently, machine learning has been able to overcome the inaccuracies of approximate modeling by directly learning the entire set of nonlinear interactions from data. However, without any predetermined structure from the scientific basis behind the problem, machine learning approaches are flexible but data-expensive, requiring large databases of homogeneous labeled training data. A central challenge is reconciling data that is at odds with simplified models without requiring "big data". In this work we develop a new methodology, universal differential equations (UDEs), which augments scientific models with machine-learnable structures for scientifically-based learning. We show how UDEs can be utilized to discover previously unknown governing equations, accurately extrapolate beyond the original data, and accelerate model simulation, all in a time and data-efficient manner. This advance is coupled with open-source software that allows for training UDEs which incorporate physical constraints, delayed interactions, implicitly-defined events, and intrinsic stochasticity in the model. Our examples show how a diverse set of computationally-difficult modeling issues across scientific disciplines, from automatically discovering biological mechanisms to accelerating climate simulations by 15,000x, can be handled by training UDEs.
Causal discovery of linear non-Gaussian acyclic models in the presence of latent confounders
Maeda, Takashi Nicholas, Shimizu, Shohei
Causal discovery from data affected by latent confounders is an important and difficult challenge. Causal functional model-based approaches have not been used to present variables whose relationships are affected by latent confounders, while some constraint-based methods can present them. This paper proposes a causal functional model-based method called repetitive causal discovery (RCD) to discover the causal structure of observed variables affected by latent confounders. RCD repeats inferring the causal directions between a small number of observed variables and determines whether the relationships are affected by latent confounders. RCD finally produces a causal graph where a bi-directed arrow indicates the pair of variables that have the same latent confounders, and a directed arrow indicates the causal direction of a pair of variables that are not affected by the same latent confounder. The results of experimental validation using simulated data and real-world data confirmed that RCD is effective in identifying latent confounders and causal directions between observed variables.
A Billion Ways to Grasp: An Evaluation of Grasp Sampling Schemes on a Dense, Physics-based Grasp Data Set
Eppner, Clemens, Mousavian, Arsalan, Fox, Dieter
Robot grasping is often formulated as a learning problem. With the increasing speed and quality of physics simulations, generating large-scale grasping data sets that feed learning algorithms is becoming more and more popular. An often overlooked question is how to generate the grasps that make up these data sets. In this paper, we review, classify, and compare different grasp sampling strategies. Our evaluation is based on a fine-grained discretization of SE(3) and uses physics-based simulation to evaluate the quality and robustness of the corresponding parallel-jaw grasps. Specifically, we consider more than 1 billion grasps for each of the 21 objects from the YCB data set. This dense data set lets us evaluate existing sampling schemes w.r.t. their bias and efficiency. Our experiments show that some popular sampling schemes contain significant bias and do not cover all possible ways an object can be grasped.
Facility Location Problem with Capacity Constraints: Algorithmic and Mechanism Design Perspectives
Aziz, Haris, Chan, Hau, Lee, Barton E., Li, Bo, Walsh, Toby
We consider the facility location problem in the one-dimensional setting where each facility can serve a limited number of agents from the algorithmic and mechanism design perspectives. From the algorithmic perspective, we prove t hat the corresponding optimization problem, where the goal is t o locate facilities to minimize either the total cost to all ag ents or the maximum cost of any agent is NPhard. However, we show that the problem is fixed-parameter tractable, and the optimal solution can be computed in polynomial time whenever the number of facilities is bounded, or when all facilit ies have identical capacities. We then consider the problem fro m a mechanism design perspective where the agents are strategic and need not reveal their true locations. We show that sev - eral natural mechanisms studied in the uncapacitated setti ng either lose strategyproofness or a bound on the solution qua l-ity for the total or maximum cost objective. We then propose new mechanisms that are strategyproof and achieve approximation guarantees that almost match the lower bounds.
Compressed Sensing with Probability-based Prior Information
Jiang, Q., Li, S., Zhu, Z., Bai, H., He, X., de Lamare, R. C.
This paper deals with the design of a sensing matrix along with a sparse recovery algorithm by utilizing the probability-based prior information for compressed sensing system. With the knowledge of the probability for each atom of the dictionary being used, a diagonal weighted matrix is obtained and then the sensing matrix is designed by minimizing a weighted function such that the Gram of the equivalent dictionary is as close to the Gram of dictionary as possible. An analytical solution for the corresponding sensing matrix is derived which leads to low computational complexity. We also exploit this prior information through the sparse recovery stage and propose a probability-driven orthogonal matching pursuit algorithm that improves the accuracy of the recovery. Simulations for synthetic data and application scenarios of surveillance video are carried out to compare the performance of the proposed methods with some existing algorithms. The results reveal that the proposed CS system outperforms existing CS systems.
MultiVerse: Causal Reasoning using Importance Sampling in Probabilistic Programming
Perov, Yura, Graham, Logan, Gourgoulias, Kostis, Richens, Jonathan G., Lee, Ciarán M., Baker, Adam, Johri, Saurabh
We elaborate on using importance sampling for causal reasoning, in particular for counterfactual inference. We show how this can be implemented natively in probabilistic programming. By considering the structure of the counterfactual query, one can significantly optimise the inference process. We also consider design choices to enable further optimisations. We introduce MultiVerse, a probabilistic programming prototype engine for approximate causal reasoning. We provide experimental results and compare with Pyro, an existing probabilistic programming framework with some of causal reasoning tools.