Uncertainty
A Hybrid Statistical-Machine Learning Approach for Analysing Online Customer Behavior: An Empirical Study
Alizamir, Saed, Bandara, Kasun, Eshragh, Ali, Iravani, Foaad
We apply classical statistical methods in conjunction with the state-of-the-art machine learning techniques to develop a hybrid interpretable model to analyse 454,897 online customers' behavior for a particular product category at the largest online retailer in China, that is JD. While most mere machine learning methods are plagued by the lack of interpretability in practice, our novel hybrid approach will address this practical issue by generating explainable output. This analysis involves identifying what features and characteristics have the most significant impact on customers' purchase behavior, thereby enabling us to predict future sales with a high level of accuracy, and identify the most impactful variables. Our results reveal that customers' product choice is insensitive to the promised delivery time, but this factor significantly impacts customers' order quantity. We also show that the effectiveness of various discounting methods depends on the specific product and the discount size. We identify product classes for which certain discounting approaches are more effective and provide recommendations on better use of different discounting tools. Customers' choice behavior across different product classes is mostly driven by price, and to a lesser extent, by customer demographics. The former finding asks for exercising care in deciding when and how much discount should be offered, whereas the latter identifies opportunities for personalized ads and targeted marketing. Further, to curb customers' batch ordering behavior and avoid the undesirable Bullwhip effect, JD should improve its logistics to ensure faster delivery of orders.
An Overview of Indian Spoken Language Recognition from Machine Learning Perspective
Dey, Spandan, Sahidullah, Md, Saha, Goutam
Automatic spoken language identification (LID) is a very important research field in the era of multilingual voice-command-based human-computer interaction (HCI). A front-end LID module helps to improve the performance of many speech-based applications in the multilingual scenario. India is a populous country with diverse cultures and languages. The majority of the Indian population needs to use their respective native languages for verbal interaction with machines. Therefore, the development of efficient Indian spoken language recognition systems is useful for adapting smart technologies in every section of Indian society. The field of Indian LID has started gaining momentum in the last two decades, mainly due to the development of several standard multilingual speech corpora for the Indian languages. Even though significant research progress has already been made in this field, to the best of our knowledge, there are not many attempts to analytically review them collectively. In this work, we have conducted one of the very first attempts to present a comprehensive review of the Indian spoken language recognition research field. In-depth analysis has been presented to emphasize the unique challenges of low-resource and mutual influences for developing LID systems in the Indian contexts. Several essential aspects of the Indian LID research, such as the detailed description of the available speech corpora, the major research contributions, including the earlier attempts based on statistical modeling to the recent approaches based on different neural network architectures, and the future research trends are discussed. This review work will help assess the state of the present Indian LID research by any active researcher or any research enthusiasts from related fields.
Fair Ranking with Noisy Protected Attributes
Mehrotra, Anay, Vishnoi, Nisheeth K.
The fair-ranking problem, which asks to rank a given set of items to maximize utility subject to group fairness constraints, has received attention in the fairness, information retrieval, and machine learning literature. Recent works, however, observe that errors in socially-salient (including protected) attributes of items can significantly undermine fairness guarantees of existing fair-ranking algorithms and raise the problem of mitigating the effect of such errors. We study the fair-ranking problem under a model where socially-salient attributes of items are randomly and independently perturbed. We present a fair-ranking framework that incorporates group fairness requirements along with probabilistic information about perturbations in socially-salient attributes. We provide provable guarantees on the fairness and utility attainable by our framework and show that it is information-theoretically impossible to significantly beat these guarantees. Our framework works for multiple non-disjoint attributes and a general class of fairness constraints that includes proportional and equal representation. Empirically, we observe that, compared to baselines, our algorithm outputs rankings with higher fairness, and has a similar or better fairness-utility trade-off compared to baselines.
Taming Hyperparameter Tuning in Continuous Normalizing Flows Using the JKO Scheme
Vidal, Alexander, Fung, Samy Wu, Tenorio, Luis, Osher, Stanley, Nurbekyan, Levon
A normalizing flow (NF) is a mapping that transforms a chosen probability distribution to a normal distribution. Such flows are a common technique used for data generation and density estimation in machine learning and data science. The density estimate obtained with a NF requires a change of variables formula that involves the computation of the Jacobian determinant of the NF transformation. In order to tractably compute this determinant, continuous normalizing flows (CNF) estimate the mapping and its Jacobian determinant using a neural ODE. Optimal transport (OT) theory has been successfully used to assist in finding CNFs by formulating them as OT problems with a soft penalty for enforcing the standard normal distribution as a target measure. A drawback of OT-based CNFs is the addition of a hyperparameter, $\alpha$, that controls the strength of the soft penalty and requires significant tuning. We present JKO-Flow, an algorithm to solve OT-based CNF without the need of tuning $\alpha$. This is achieved by integrating the OT CNF framework into a Wasserstein gradient flow framework, also known as the JKO scheme. Instead of tuning $\alpha$, we repeatedly solve the optimization problem for a fixed $\alpha$ effectively performing a JKO update with a time-step $\alpha$. Hence we obtain a "divide and conquer" algorithm by repeatedly solving simpler problems instead of solving a potentially harder problem with large $\alpha$.
Decision Market Based Learning For Multi-agent Contextual Bandit Problems
Wang, Wenlong, Pfeiffer, Thomas
Information is often stored in a distributed and proprietary form, and agents who own information are often self-interested and require incentives to reveal their information. Suitable mechanisms are required to elicit and aggregate such distributed information for decision making. In this paper, we use simulations to investigate the use of decision markets as mechanisms in a multi-agent learning system to aggregate distributed information for decision-making in a contextual bandit problem. The system utilises strictly proper decision scoring rules to assess the accuracy of probabilistic reports from agents, which allows agents to learn to solve the contextual bandit problem jointly. Our simulations show that our multi-agent system with distributed information can be trained as efficiently as a centralised counterpart with a single agent that receives all information. Moreover, we use our system to investigate scenarios with deterministic decision scoring rules which are not incentive compatible. We observe the emergence of more complex dynamics with manipulative behaviour, which agrees with existing theoretical analyses.
Learning non-stationary and discontinuous functions using clustering, classification and Gaussian process modelling
Surrogate models have shown to be an extremely efficient aid in solving engineering problems that require repeated evaluations of an expensive computational model. They are built by sparsely evaluating the costly original model and have provided a way to solve otherwise intractable problems. A crucial aspect in surrogate modelling is the assumption of smoothness and regularity of the model to approximate. This assumption is however not always met in reality. For instance in civil or mechanical engineering, some models may present discontinuities or non-smoothness, e.g., in case of instability patterns such as buckling or snap-through. Building a single surrogate model capable of accounting for these fundamentally different behaviors or discontinuities is not an easy task. In this paper, we propose a three-stage approach for the approximation of non-smooth functions which combines clustering, classification and regression. The idea is to split the space following the localized behaviors or regimes of the system and build local surrogates that are eventually assembled. A sequence of well-known machine learning techniques are used: Dirichlet process mixtures models (DPMM), support vector machines and Gaussian process modelling. The approach is tested and validated on two analytical functions and a finite element model of a tensile membrane structure.
Learning Efficiently Function Approximation for Contextual MDP
We study learning contextual MDPs using a function approximation for both the rewards and the dynamics. We consider both the case that the dynamics dependent or independent of the context. For both models we derive polynomial sample and time complexity (assuming an efficient ERM oracle). Our methodology gives a general reduction from learning contextual MDP to supervised learning.
Causal de Finetti: On the Identification of Invariant Causal Structure in Exchangeable Data
Guo, Siyuan, Tรณth, Viktor, Schรถlkopf, Bernhard, Huszรกr, Ferenc
Learning causal structure from observational data often assumes that we observe independent and identically distributed (i.\,i.\,d) data. The traditional approach aims to find a graphical representation that encodes the same set of conditional independence relationships as those present in the observed distribution. It is known that under i.\,i.\,d assumption, even with infinite data, there is a limit to how fine-grained a causal structure we can identify. To overcome this limitation, recent work has explored using data originating from different, related environments to learn richer causal structure. These approaches implicitly rely on the independent causal mechanisms (ICM) principle, which postulates that the mechanism giving rise to an effect given its causes and the mechanism which generates the causes do not inform or influence each other. Thus, components of the causal model can independently change from environment to environment. Despite its wide application in machine learning and causal inference, there is a lack of statistical formalization of the ICM principle and how it enables identification of richer causal structures from grouped data. Here we present new causal de Finetti theorems which offer a first statistical formalization of ICM principle and show how causal structure identification is possible from exchangeable data. Our work provides theoretical justification for a broad range of techniques leveraging multi-environment data to learn causal structure.
Strategy Graphs for Influence Diagrams
Hansen, Eric A. (Mississippi State University) | Shi, Jinchuan (Mississippi State University) | Kastrantas, James (Mississippi State University)
An influence diagram is a graphical model of a Bayesian decision problem that is solved by finding a strategy that maximizes expected utility. When an influence diagram is solved by variable elimination or a related dynamic programming algorithm, it is traditional to represent a strategy as a sequence of policies, one for each decision variable, where a policy maps the relevant history for a decision to an action. We propose an alternative representation of a strategy as a graph, called a strategy graph, and show how to modify a variable elimination algorithm so that it constructs a strategy graph. We consider both a classic variable elimination algorithm for influence diagrams and a recent extension of this algorithm that has more relaxed constraints on elimination order that allow improved performance. We consider the advantages of representing a strategy as a graph and, in particular, how to simplify a strategy graph so that it is easier to interpret and analyze.
Kernel Density Estimation Definition
The Kernel Density Estimation is a mathematic process of finding an estimate probability density function of a random variable. The estimation attempts to infer characteristics of a population, based on a finite data set. The data smoothing problem often is used in signal processing and data science, as it is a powerful way to estimate probability density. In short, the technique allows one to create a smooth curve given a set of random data. However, the estimation can also be used to generate points that only appear to have come from a specific sample set.