Optimization
Accuracy and Fairness Trade-offs in Machine Learning: A Stochastic Multi-Objective Approach
Liu, Suyun, Vicente, Luis Nunes
In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly used strategy in fair machine learning is to include fairness as a constraint or a penalization term in the minimization of the prediction loss, which ultimately limits the information given to decision-makers. In this paper, we introduce a new approach to handle fairness by formulating a stochastic multi-objective optimization problem for which the corresponding Pareto fronts uniquely and comprehensively define the accuracy-fairness trade-offs. We have then applied a stochastic approximation-type method to efficiently obtain well-spread and accurate Pareto fronts, and by doing so we can handle training data arriving in a streaming way.
Interpretable Rule Discovery Through Bilevel Optimization of Split-Rules of Nonlinear Decision Trees for Classification Problems
Dhebar, Yashesh, Deb, Kalyanmoy
For supervised classification problems involving design, control, other practical purposes, users are not only interested in finding a highly accurate classifier, but they also demand that the obtained classifier be easily interpretable. While the definition of interpretability of a classifier can vary from case to case, here, by a humanly interpretable classifier we restrict it to be expressed in simplistic mathematical terms. As a novel approach, we represent a classifier as an assembly of simple mathematical rules using a non-linear decision tree (NLDT). Each conditional (non-terminal) node of the tree represents a non-linear mathematical rule (split-rule) involving features in order to partition the dataset in the given conditional node into two non-overlapping subsets. This partitioning is intended to minimize the impurity of the resulting child nodes. By restricting the structure of split-rule at each conditional node and depth of the decision tree, the interpretability of the classifier is assured. The non-linear split-rule at a given conditional node is obtained using an evolutionary bilevel optimization algorithm, in which while the upper-level focuses on arriving at an interpretable structure of the split-rule, the lower-level achieves the most appropriate weights (coefficients) of individual constituents of the rule to minimize the net impurity of two resulting child nodes. The performance of the proposed algorithm is demonstrated on a number of controlled test problems, existing benchmark problems, and industrial problems. Results on two to 500-feature problems are encouraging and open up further scopes of applying the proposed approach to more challenging and complex classification tasks.
Curriculum Learning with a Progression Function
Bassich, Andrea, Foglino, Francesco, Leonetti, Matteo, Kudenko, Daniel
Curriculum Learning for Reinforcement Learning is an increasingly popular technique that involves training an agent on a defined sequence of intermediate tasks, called a Curriculum, to increase the agent's performance and learning speed. This paper introduces a novel paradigm for automatic curriculum generation based on a progression of task complexity. Different progression functions are introduced, including an autonomous online task progression based on the performance of the agent. The progression function also determines how long the agent should train on each intermediate task, which is an open problem in other task-based curriculum approaches. The benefits and wide applicability of our approach are shown by empirically comparing its performance to two state-of-the-art Curriculum Learning algorithms on a grid world and on a complex simulated navigation domain.
Computational Intelligent Data Analysis for Sustainable Development - Programmer Books
Going beyond performing simple analyses, researchers involved in the highly dynamic field of computational intelligent data analysis design algorithms that solve increasingly complex data problems in changing environments, including economic, environmental, and social data. Computational Intelligent Data Analysis for Sustainable Development presents novel methodologies for automatically processing these types of data to support rational decision making for sustainable development. Through numerous case studies and applications, it illustrates important data analysis methods, including mathematical optimization, machine learning, signal processing, and temporal and spatial analysis, for quantifying and describing sustainable development problems. With a focus on integrated sustainability analysis, the book presents a large-scale quadratic programming algorithm to expand high-resolution input-output tables from the national scale to the multinational scale to measure the carbon footprint of the entire trade supply chain. It also quantifies the error or dispersion between different reclassification and aggregation schemas, revealing that aggregation errors have a high concentration over specific regions and sectors. A profuse amount of climate data of various types is available, providing a rich and fertile playground for future data mining and machine learning research.
Service Chain Composition with Failures in NFV Systems: A Game-Theoretic Perspective
Bian, Simeng, Huang, Xi, Shao, Ziyu, Gao, Xin, Yang, Yang
For state-of-the-art network function virtualization (NFV) systems, it remains a key challenge to conduct effective service chain composition for different network services (NSs) with ultra-low request latencies and minimum network congestion. To this end, existing solutions often require full knowledge of the network state, while ignoring the privacy issues and overlooking the non-cooperative behaviors of users. What is more, they may fall short in the face of unexpected failures such as user unavailability and virtual machine breakdown. In this paper, we formulate the problem of service chain composition in NFV systems with failures as a non-cooperative game. By showing that such a game is a weighted potential game and exploiting the unique problem structure, we propose two effective distributed schemes that guide the service chain compositions of different NSs towards the Nash equilibrium (NE) state with both near-optimal latencies and minimum congestion. Besides, we develop two novel learning-aided schemes as comparisons, which are based on deep reinforcement learning (DRL) and Monte Carlo tree search (MCTS) techniques, respectively. Our theoretical analysis and simulation results demonstrate the effectiveness of our proposed schemes, as well as the adaptivity when faced with failures.
Ergodic Annealing
Baldassi, Carlo, Maccheroni, Fabio, Marinacci, Massimo, Pirazzini, Marco
The recent years and events lead to a massive development of content-oriented cloud services. The most popular and voluminous content oยคered in today's networks are videos that must be eยข ciently delivered to end customers. The objective of the service provider (root) is to optimize the delivery of content to its costumers (terminals). In this optimization problem the cost is usually assumed to be known (left graph). Yet, in reality it is often unknown because it depends on many stochastic factors, such as the traยข c on the network, the level of demand, and so on (right graph). Figure 1: Graphical representation of networks where information travels from a root to a set of terminals over channels with known or unknown cost.
Bayesian Optimization for Selecting Efficient Machine Learning Models
Wang, Lidan, Dernoncourt, Franck, Bui, Trung
The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal hyper-parameters during an iterative sequential process. However, most of the Bayesian Optimization algorithms are designed to select models for effectiveness only and ignore the important issue of model training efficiency. Given that both model effectiveness and training time are important for real-world applications, models selected for effectiveness may not meet the strict training time requirements necessary to deploy in a production environment. In this work, we present a unified Bayesian Optimization framework for jointly optimizing models for both prediction effectiveness and training efficiency. We propose an objective that captures the tradeoff between these two metrics and demonstrate how we can jointly optimize them in a principled Bayesian Optimization framework. Experiments on model selection for recommendation tasks indicate models selected this way significantly improves model training efficiency while maintaining strong effectiveness as compared to state-of-the-art Bayesian Optimization algorithms.
Convergence of Sparse Variational Inference in Gaussian Processes Regression
Burt, David R., Rasmussen, Carl Edward, van der Wilk, Mark
Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with large numbers of observations, $N$, due to the cubic (in $N$) cost of matrix operations used in exact inference. Many solutions have been proposed that rely on $M \ll N$ inducing variables to form an approximation at a cost of $\mathcal{O}(NM^2)$. While the computational cost appears linear in $N$, the true complexity depends on how $M$ must scale with $N$ to ensure a certain quality of the approximation. In this work, we investigate upper and lower bounds on how $M$ needs to grow with $N$ to ensure high quality approximations. We show that we can make the KL-divergence between the approximate model and the exact posterior arbitrarily small for a Gaussian-noise regression model with $M\ll N$. Specifically, for the popular squared exponential kernel and $D$-dimensional Gaussian distributed covariates, $M=\mathcal{O}((\log N)^D)$ suffice and a method with an overall computational cost of $\mathcal{O}(N(\log N)^{2D}(\log\log N)^2)$ can be used to perform inference.
Adversarial robustness via robust low rank representations
Awasthi, Pranjal, Jain, Himanshu, Rawat, Ankit Singh, Vijayaraghavan, Aravindan
Adversarial robustness measures the susceptibility of a classifier to imperceptible perturbations made to the inputs at test time. In this work we highlight the benefits of natural low rank representations that often exist for real data such as images, for training neural networks with certified robustness guarantees. Our first contribution is for certified robustness to perturbations measured in $\ell_2$ norm. We exploit low rank data representations to provide improved guarantees over state-of-the-art randomized smoothing-based approaches on standard benchmark datasets such as CIFAR-10 and CIFAR-100. Our second contribution is for the more challenging setting of certified robustness to perturbations measured in $\ell_\infty$ norm. We demonstrate empirically that natural low rank representations have inherent robustness properties, that can be leveraged to provide significantly better guarantees for certified robustness to $\ell_\infty$ perturbations in those representations. Our certificate of $\ell_\infty$ robustness relies on a natural quantity involving the $\infty \to 2$ matrix operator norm associated with the representation, to translate robustness guarantees from $\ell_2$ to $\ell_\infty$ perturbations. A key technical ingredient for our certification guarantees is a fast algorithm with provable guarantees based on the multiplicative weights update method to provide upper bounds on the above matrix norm. Our algorithmic guarantees improve upon the state of the art for this problem, and may be of independent interest.
A SUPER* Algorithm to Optimize Paper Bidding in Peer Review
Fiez, Tanner, Shah, Nihar B., Ratliff, Lillian
A number of applications involve sequential arrival of users, and require showing each user an ordering of items. A prime example (which forms the focus of this paper) is the bidding process in conference peer review where reviewers enter the system sequentially, each reviewer needs to be shown the list of submitted papers, and the reviewer then "bids" to review some papers. The order of the papers shown has a significant impact on the bids due to primacy effects. In deciding on the ordering of papers to show, there are two competing goals: (i) obtaining sufficiently many bids for each paper, and (ii) satisfying reviewers by showing them relevant items. In this paper, we begin by developing a framework to study this problem in a principled manner. We present an algorithm called SUPER*, inspired by the A* algorithm, for this goal. Theoretically, we show a local optimality guarantee of our algorithm and prove that popular baselines are considerably suboptimal. Moreover, under a community model for the similarities, we prove that SUPER* is near-optimal whereas the popular baselines are considerably suboptimal. In experiments on real data from ICLR 2018 and synthetic data, we find that SUPER* considerably outperforms baselines deployed in existing systems, consistently reducing the number of papers with fewer than requisite bids by 50-75% or more, and is also robust to various real world complexities.