Uncertainty
Risk-anticipatory autonomous driving strategies considering vehicles' weights, based on hierarchical deep reinforcement learning
Chen, Di, Li, Hao, Jin, Zhicheng, Tu, Huizhao
Autonomous vehicles (AVs) have the potential to prevent accidents caused by drivers' error and reduce road traffic risks. Due to the nature of heavy vehicles, whose collisions cause more serious crashes, the weights of vehicles need to be considered when making driving strategies aimed at reducing the potential risks and their consequences in the context of autonomous driving. This study develops an autonomous driving strategy based on risk anticipation, considering the weights of surrounding vehicles and using hierarchical deep reinforcement learning. A risk indicator integrating surrounding vehicles' weights, based on the risk field theory, is proposed and incorporated into autonomous driving decisions. A hybrid action space is designed to allow for left lane changes, right lane changes and car-following, which enables AVs to act more freely and realistically whenever possible. To solve the above hybrid decision-making problem, a hierarchical proximal policy optimization (HPPO) algorithm is developed and an attention mechanism is incorporated, providing great advantages in maintaining stable performance. An indicator, potential collision energy in conflicts (PCEC), is newly proposed to evaluate the performance of the developed AV driving strategy from both the perspectives of the likelihood and the consequences of potential accidents. An application is carried out and the simulation results demonstrate that our model provides driving strategies that reduce both the likelihood and consequences of potential accidents, at the same time maintaining driving efficiency. The developed method is especially meaningful for AVs driving on highways, where heavy vehicles make up a high proportion of the traffic.
Modeling Systemic Risk: A Time-Varying Nonparametric Causal Inference Framework
Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar
We propose a nonparametric and time-varying directed information graph (TV-DIG) framework to estimate the evolving causal structure in time series networks, thereby addressing the limitations of traditional econometric models in capturing high-dimensional, nonlinear, and time-varying interconnections among series. This framework employs an information-theoretic measure rooted in a generalized version of Granger-causality, which is applicable to both linear and nonlinear dynamics. Our framework offers advancements in measuring systemic risk and establishes meaningful connections with established econometric models, including vector autoregression and switching models. We evaluate the efficacy of our proposed model through simulation experiments and empirical analysis, reporting promising results in recovering simulated time-varying networks with nonlinear and multivariate structures. We apply this framework to identify and monitor the evolution of interconnectedness and systemic risk among major assets and industrial sectors within the financial network. We focus on cryptocurrencies' potential systemic risks to financial stability, including spillover effects on other sectors during crises like the COVID-19 pandemic and the Federal Reserve's 2020 emergency response. Our findings reveals significant, previously underrecognized pre-2020 influences of cryptocurrencies on certain financial sectors, highlighting their potential systemic risks and offering a systematic approach in tracking evolving cross-sector interactions within financial networks.
On the Granular Representation of Fuzzy Quantifier-Based Fuzzy Rough Sets
Theerens, Adnan, Cornelis, Chris
Rough set theory is a well-known mathematical framework that can deal with inconsistent data by providing lower and upper approximations of concepts. A prominent property of these approximations is their granular representation: that is, they can be written as unions of simple sets, called granules. The latter can be identified with "if. . . , then. . . " rules, which form the backbone of rough set rule induction. It has been shown previously that this property can be maintained for various fuzzy rough set models, including those based on ordered weighted average (OWA) operators. In this paper, we will focus on some instances of the general class of fuzzy quantifier-based fuzzy rough sets (FQFRS). In these models, the lower and upper approximations are evaluated using binary and unary fuzzy quantifiers, respectively. One of the main targets of this study is to examine the granular representation of different models of FQFRS. The main findings reveal that Choquet-based fuzzy rough sets can be represented granularly under the same conditions as OWA-based fuzzy rough sets, whereas Sugeno-based FRS can always be represented granularly. This observation highlights the potential of these models for resolving data inconsistencies and managing noise.
SHAP-XRT: The Shapley Value Meets Conditional Independence Testing
Teneggi, Jacopo, Bharti, Beepul, Romano, Yaniv, Sulam, Jeremias
The complex nature of artificial neural networks raises concerns on their reliability, trustworthiness, and fairness in real-world scenarios. The Shapley value -- a solution concept from game theory -- is one of the most popular explanation methods for machine learning models. More traditionally, from a statistical perspective, feature importance is defined in terms of conditional independence. So far, these two approaches to interpretability and feature importance have been considered separate and distinct. In this work, we show that Shapley-based explanation methods and conditional independence testing are closely related. We introduce the SHAPley EXplanation Randomization Test (SHAP-XRT), a testing procedure inspired by the Conditional Randomization Test (CRT) for a specific notion of local (i.e., on a sample) conditional independence. With it, we prove that for binary classification problems, the marginal contributions in the Shapley value provide lower and upper bounds to the expected $p$-values of their respective tests. Furthermore, we show that the Shapley value itself provides an upper bound to the expected $p$-value of a global (i.e., overall) null hypothesis. As a result, we further our understanding of Shapley-based explanation methods from a novel perspective and characterize the conditions under which one can make statistically valid claims about feature importance via the Shapley value.
Leveraging Statistical Multi-Agent Online Planning with Emergent Value Function Approximation
Phan, Thomy, Belzner, Lenz, Gabor, Thomas, Schmid, Kyrill
Making decisions is a great challenge in distributed autonomous environments due to enormous state spaces and uncertainty. Many online planning algorithms rely on statistical sampling to avoid searching the whole state space, while still being able to make acceptable decisions. However, planning often has to be performed under strict computational constraints making online planning in multi-agent systems highly limited, which could lead to poor system performance, especially in stochastic domains. In this paper, we propose Emergent Value function Approximation for Distributed Environments (EVADE), an approach to integrate global experience into multi-agent online planning in stochastic domains to consider global effects during local planning. For this purpose, a value function is approximated online based on the emergent system behaviour by using methods of reinforcement learning. We empirically evaluated EVADE with two statistical multi-agent online planning algorithms in a highly complex and stochastic smart factory environment, where multiple agents need to process various items at a shared set of machines. Our experiments show that EVADE can effectively improve the performance of multi-agent online planning while offering efficiency w.r.t. the breadth and depth of the planning process.
A Bayesian Framework of Deep Reinforcement Learning for Joint O-RAN/MEC Orchestration
Murti, Fahri Wisnu, Ali, Samad, Latva-aho, Matti
Multi-access Edge Computing (MEC) can be implemented together with Open Radio Access Network (O-RAN) over commodity platforms to offer low-cost deployment and bring the services closer to end-users. In this paper, a joint O-RAN/MEC orchestration using a Bayesian deep reinforcement learning (RL)-based framework is proposed that jointly controls the O-RAN functional splits, the allocated resources and hosting locations of the O-RAN/MEC services across geo-distributed platforms, and the routing for each O-RAN/MEC data flow. The goal is to minimize the long-term overall network operation cost and maximize the MEC performance criterion while adapting possibly time-varying O-RAN/MEC demands and resource availability. This orchestration problem is formulated as Markov decision process (MDP). However, the system consists of multiple BSs that share the same resources and serve heterogeneous demands, where their parameters have non-trivial relations. Consequently, finding the exact model of the underlying system is impractical, and the formulated MDP renders in a large state space with multi-dimensional discrete action. To address such modeling and dimensionality issues, a novel model-free RL agent is proposed for our solution framework. The agent is built from Double Deep Q-network (DDQN) that tackles the large state space and is then incorporated with action branching, an action decomposition method that effectively addresses the multi-dimensional discrete action with linear increase complexity. Further, an efficient exploration-exploitation strategy under a Bayesian framework using Thomson sampling is proposed to improve the learning performance and expedite its convergence. Trace-driven simulations are performed using an O-RAN-compliant model. The results show that our approach is data-efficient (i.e., converges faster) and increases the returned reward by 32\% than its non-Bayesian version.
Anticipated Network Surveillance -- An extrapolated study to predict cyber-attacks using Machine Learning and Data Analytics
Srivastava, Aviral, Thakkar, Dhyan, Valiveti, Dr. Sharda, Shah, Dr. Pooja, Raval, Dr. Gaurang
Machine learning and data mining techniques are utiized for enhancement of the security of any network. Researchers used machine learning for pattern detection, anomaly detection, dynamic policy setting, etc. The methods allow the program to learn from data and make decisions without human intervention, consuming a huge training period and computation power. This paper discusses a novel technique to predict an upcoming attack in a network based on several data parameters. The dataset is continuous in real-time implementation. The proposed model comprises dataset pre-processing, and training, followed by the testing phase. Based on the results of the testing phase, the best model is selected using which, event class which may lead to an attack is extracted. The event statistics are used for attack
About the Cost of Central Privacy in Density Estimation
Lalanne, Clément, Garivier, Aurélien, Gribonval, Rémi
We study non-parametric density estimation for densities in Lipschitz and Sobolev spaces, and under central privacy. In particular, we investigate regimes where the privacy budget is not supposed to be constant. We consider the classical definition of central differential privacy, but also the more recent notion of central concentrated differential privacy. We recover the result of Barber \& Duchi (2014) stating that histogram estimators are optimal against Lipschitz distributions for the L2 risk, and under regular differential privacy, and we extend it to other norms and notions of privacy. Then, we investigate higher degrees of smoothness, drawing two conclusions: First, and contrary to what happens with constant privacy budget (Wasserman \& Zhou, 2010), there are regimes where imposing privacy degrades the regular minimax risk of estimation on Sobolev densities. Second, so-called projection estimators are near-optimal against the same classes of densities in this new setup with pure differential privacy, but contrary to the constant privacy budget case, it comes at the cost of relaxation. With zero concentrated differential privacy, there is no need for relaxation, and we prove that the estimation is optimal.
On the Statistical Complexity of Estimation and Testing under Privacy Constraints
Lalanne, Clément, Garivier, Aurélien, Gribonval, Rémi
The challenge of producing accurate statistics while respecting the privacy of the individuals in a sample is an important area of research. We study minimax lower bounds for classes of differentially private estimators. In particular, we show how to characterize the power of a statistical test under differential privacy in a plug-and-play fashion by solving an appropriate transport problem. With specific coupling constructions, this observation allows us to derive Le Cam-type and Fano-type inequalities not only for regular definitions of differential privacy but also for those based on Renyi divergence. We then proceed to illustrate our results on three simple, fully worked out examples. In particular, we show that the problem class has a huge importance on the provable degradation of utility due to privacy. In certain scenarios, we show that maintaining privacy results in a noticeable reduction in performance only when the level of privacy protection is very high. Conversely, for other problems, even a modest level of privacy protection can lead to a significant decrease in performance. Finally, we demonstrate that the DP-SGLD algorithm, a private convex solver, can be employed for maximum likelihood estimation with a high degree of confidence, as it provides near-optimal results with respect to both the size of the sample and the level of privacy protection. This algorithm is applicable to a broad range of parametric estimation procedures, including exponential families.
Large Language Models are Not Stable Recommender Systems
Ma, Tianhui, Cheng, Yuan, Zhu, Hengshu, Xiong, Hui
With the significant successes of large language models (LLMs) in many natural language processing tasks, there is growing interest among researchers in exploring LLMs for novel recommender systems. However, we have observed that directly using LLMs as a recommender system is usually unstable due to its inherent position bias. To this end, we introduce exploratory research and find consistent patterns of positional bias in LLMs that influence the performance of recommendation across a range of scenarios. Then, we propose a Bayesian probabilistic framework, STELLA (Stable LLM for Recommendation), which involves a two-stage pipeline. During the first probing stage, we identify patterns in a transition matrix using a probing detection dataset. And in the second recommendation stage, a Bayesian strategy is employed to adjust the biased output of LLMs with an entropy indicator. Therefore, our framework can capitalize on existing pattern information to calibrate instability of LLMs, and enhance recommendation performance. Finally, extensive experiments clearly validate the effectiveness of our framework.