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On Adversarial Bias and the Robustness of Fair Machine Learning

arXiv.org Machine Learning

Optimizing prediction accuracy can come at the expense of fairness. Towards minimizing discrimination against a group, fair machine learning algorithms strive to equalize the behavior of a model across different groups, by imposing a fairness constraint on models. However, we show that giving the same importance to groups of different sizes and distributions, to counteract the effect of bias in training data, can be in conflict with robustness. We analyze data poisoning attacks against group-based fair machine learning, with the focus on equalized odds. An adversary who can control sampling or labeling for a fraction of training data, can reduce the test accuracy significantly beyond what he can achieve on unconstrained models. Adversarial sampling and adversarial labeling attacks can also worsen the model's fairness gap on test data, even though the model satisfies the fairness constraint on training data. We analyze the robustness of fair machine learning through an empirical evaluation of attacks on multiple algorithms and benchmark datasets.


Overview of various Optimizers in Neural Networks

#artificialintelligence

Optimizers are algorithms or methods used to change the attributes of the neural network such as weights and learning rate to reduce the losses. Optimizers are used to solve optimization problems by minimizing the function. How you should change your weights or learning rates of your neural network to reduce the losses is defined by the optimizers you use. Optimization algorithms are responsible for reducing the losses and to provide the most accurate results possible. The weight is initialized using some initialization strategies and is updated with each epoch according to the update equation. The above equation is the update equation using which weights are updated to reach the most accurate result.


Proximal Mapping for Deep Regularization

arXiv.org Machine Learning

Underpinning the success of deep learning is effective regularizations that allow a variety of priors in data to be modeled. For example, robustness to adversarial perturbations, and correlations between multiple modalities. However, most regularizers are specified in terms of hidden layer outputs, which are not themselves optimization variables. In contrast to prevalent methods that optimize them indirectly through model weights, we propose inserting proximal mapping as a new layer to the deep network, which directly and explicitly produces well regularized hidden layer outputs. The resulting technique is shown well connected to kernel warping and dropout, and novel algorithms were developed for robust temporal learning and multiview modeling, both outperforming state-of-the-art methods.


Epidemiologically and Socio-economically Optimal Policies via Bayesian Optimization

arXiv.org Machine Learning

Mass public quarantining, colloquially known as a lock-down, is a non-pharmaceutical intervention to check spread of disease. This paper presents ESOP (Epidemiologically and Socio-economically Optimal Policies), a novel application of active machine learning techniques using Bayesian optimization, that interacts with an epidemiological model to arrive at lock-down schedules that optimally balance public health benefits and socio-economic downsides of reduced economic activity during lock-down periods. The utility of ESOP is demonstrated using case studies with VIPER (Virus-Individual-Policy-EnviRonment), a stochastic agent-based simulator that this paper also proposes. However, ESOP is flexible enough to interact with arbitrary epidemiological simulators in a black-box manner, and produce schedules that involve multiple phases of lock-downs.


Multi-Purchase Behavior: Modeling and Optimization

arXiv.org Artificial Intelligence

We study the problem of modeling purchase of multiple items and utilizing it to display optimized recommendations, which is a central problem for online e-commerce platforms. Rich personalized modeling of users and fast computation of optimal products to display given these models can lead to significantly higher revenues and simultaneously enhance the end user experience. We present a parsimonious multi-purchase family of choice models called the BundleMVL-K family, and develop a binary search based iterative strategy that efficiently computes optimized recommendations for this model. This is one of the first attempts at operationalizing multi-purchase class of choice models. We characterize structural properties of the optimal solution, which allow one to decide if a product is part of the optimal assortment in constant time, reducing the size of the instance that needs to be solved computationally. We also establish the hardness of computing optimal recommendation sets. We show one of the first quantitative links between modeling multiple purchase behavior and revenue gains. The efficacy of our modeling and optimization techniques compared to competing solutions is shown using several real world datasets on multiple metrics such as model fitness, expected revenue gains and run-time reductions. The benefit of taking multiple purchases into account is observed to be $6-8\%$ in relative terms for the Ta Feng and UCI shopping datasets when compared to the MNL model for instances with $\sim 1500$ products. Additionally, across $8$ real world datasets, the test log-likelihood fits of our models are on average $17\%$ better in relative terms. The simplicity of our models and the iterative nature of our optimization technique allows practitioners meet stringent computational constraints while increasing their revenues in practical recommendation applications at scale.


Fair Influence Maximization: A Welfare Optimization Approach

arXiv.org Artificial Intelligence

Several social interventions (e.g., suicide and HIV prevention) leverage social network information to maximize outreach. Algorithmic influence maximization techniques have been proposed to aid with the choice of influencers (or peer leaders) in such interventions. Traditional algorithms for influence maximization have not been designed with social interventions in mind. As a result, they may disproportionately exclude minority communities from the benefits of the intervention. This has motivated research on fair influence maximization. Existing techniques require committing to a single domain-specific fairness measure. This makes it hard for a decision maker to meaningfully compare these notions and their resulting trade-offs across different applications. We address these shortcomings by extending the principles of cardinal welfare to the influence maximization setting, which is underlain by complex connections between members of different communities. We generalize the theory regarding these principles and show under what circumstances these principles can be satisfied by a welfare function. We then propose a family of welfare functions that are governed by a single inequity aversion parameter which allows a decision maker to study task-dependent trade-offs between fairness and total influence and effectively trade off quantities like influence gap by varying this parameter. We use these welfare functions as a fairness notion to rule out undesirable allocations. We show that the resulting optimization problem is monotone and submodular and can be solved with optimality guarantees. Finally, we carry out a detailed experimental analysis on synthetic and real social networks and should that high welfare can be achieved without sacrificing the total influence significantly. Interestingly we can show there exists welfare functions that empirically satisfy all of the principles.


The Statistical Cost of Robust Kernel Hyperparameter Tuning

arXiv.org Machine Learning

This paper studies the statistical complexity of kernel hyperparameter tuning in the setting of active regression under adversarial noise. We consider the problem of finding the best interpolant from a class of kernels with unknown hyperparameters, assuming only that the noise is square-integrable. We provide finite-sample guarantees for the problem, characterizing how increasing the complexity of the kernel class increases the complexity of learning kernel hyperparameters. For common kernel classes (e.g. squared-exponential kernels with unknown lengthscale), our results show that hyperparameter optimization increases sample complexity by just a logarithmic factor, in comparison to the setting where optimal parameters are known in advance. Our result is based on a subsampling guarantee for linear regression under multiple design matrices, combined with an {\epsilon}-net argument for discretizing kernel parameterizations.


Multi-view Low-rank Preserving Embedding: A Novel Method for Multi-view Representation

arXiv.org Machine Learning

In recent years, we have witnessed a surge of interest in multi-view representation learning, which is concerned with the problem of learning representations of multi-view data. When facing multiple views that are highly related but sightly different from each other, most of existing multi-view methods might fail to fully integrate multi-view information. Besides, correlations between features from multiple views always vary seriously, which makes multi-view representation challenging. Therefore, how to learn appropriate embedding from multi-view information is still an open problem but challenging. To handle this issue, this paper proposes a novel multi-view learning method, named Multi-view Low-rank Preserving Embedding (MvLPE). It integrates different views into one centroid view by minimizing the disagreement term, based on distance or similarity matrix among instances, between the centroid view and each view meanwhile maintaining low-rank reconstruction relations among samples for each view, which could make more full use of compatible and complementary information from multi-view features. Unlike existing methods with additive parameters, the proposed method could automatically allocate a suitable weight for each view in multi-view information fusion. However, MvLPE couldn't be directly solved, which makes the proposed MvLPE difficult to obtain an analytic solution. To this end, we approximate this solution based on stationary hypothesis and normalization post-processing to efficiently obtain the optimal solution. Furthermore, an iterative alternating strategy is provided to solve this multi-view representation problem. The experiments on six benchmark datasets demonstrate that the proposed method outperforms its counterparts while achieving very competitive performance.


Improving Post Training Neural Quantization: Layer-wise Calibration and Integer Programming

arXiv.org Machine Learning

Most of the literature on neural network quantization requires some training of the quantized model (fine-tuning). However, this training is not always possible in real-world scenarios, as it requires the full dataset. Lately, post-training quantization methods have gained considerable attention, as they are simple to use and require only a small, unlabeled calibration set. Yet, they usually incur significant accuracy degradation when quantized below 8-bits. This paper seeks to address this problem by introducing two pipelines, advanced and light, where the former involves: (i) minimizing the quantization errors of each layer by optimizing its parameters over the calibration set; (ii) using integer programming to optimally allocate the desired bit-width for each layer while constraining accuracy degradation or model compression; and (iii) tuning the mixed-precision model statistics to correct biases introduced during quantization. While the light pipeline which invokes only (ii) and (iii) obtains surprisingly accurate results; the advanced pipeline yields state-of-the-art accuracy-compression ratios for both vision and text models. For instance, on ResNet50, we obtain less than 1% accuracy degradation while compressing the model to 13% of its original size. We open-sourced our code.


Recursive Two-Step Lookahead Expected Payoff for Time-Dependent Bayesian Optimization

arXiv.org Machine Learning

We propose a novel Bayesian method to solve the maximization of a time-dependent expensive-to-evaluate oracle. We are interested in the decision that maximizes the oracle at a finite time horizon, when relatively few noisy evaluations can be performed before the horizon. Our recursive, two-step lookahead expected payoff ($\texttt{r2LEY}$) acquisition function makes nonmyopic decisions at every stage by maximizing the estimated expected value of the oracle at the horizon. $\texttt{r2LEY}$ circumvents the evaluation of the expensive multistep (more than two steps) lookahead acquisition function by recursively optimizing a two-step lookahead acquisition function at every stage; unbiased estimators of this latter function and its gradient are utilized for efficient optimization. $\texttt{r2LEY}$ is shown to exhibit natural exploration properties far from the time horizon, enabling accurate emulation of the oracle, which is exploited in the final decision made at the horizon. To demonstrate the utility of $\texttt{r2LEY}$, we compare it with time-dependent extensions of popular myopic acquisition functions via both synthetic and real-world datasets.