Adrian Weller
The Unreasonable Effectiveness of Structured Random Orthogonal Embeddings
Krzysztof M. Choromanski, Mark Rowland, Adrian Weller
We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the Johnson-Lindenstrauss transform and the angular kernel, we show that we can select matrices yielding guaranteed improved performance in accuracy and/or speed compared to earlier methods. We introduce matrices with complex entries which give significant further accuracy improvement. We provide geometric and Markov chain-based perspectives to help understand the benefits, and empirical results which suggest that the approach is helpful in a wider range of applications.
From Parity to Preference-based Notions of Fairness in Classification
Muhammad Bilal Zafar, Isabel Valera, Manuel Rodriguez, Krishna Gummadi, Adrian Weller
The adoption of automated, data-driven decision making in an ever expanding range of applications has raised concerns about its potential unfairness towards certain social groups. In this context, a number of recent studies have focused on defining, detecting, and removing unfairness from data-driven decision systems. However, the existing notions of fairness, based on parity (equality) in treatment or outcomes for different social groups, tend to be quite stringent, limiting the overall decision making accuracy. In this paper, we draw inspiration from the fairdivision and envy-freeness literature in economics and game theory and propose preference-based notions of fairness--given the choice between various sets of decision treatments or outcomes, any group of users would collectively prefer its treatment or outcomes, regardless of the (dis)parity as compared to the other groups. Then, we introduce tractable proxies to design margin-based classifiers that satisfy these preference-based notions of fairness. Finally, we experiment with a variety of synthetic and real-world datasets and show that preference-based fairness allows for greater decision accuracy than parity-based fairness.
Geometrically Coupled Monte Carlo Sampling
Mark Rowland, Krzysztof M. Choromanski, François Chalus, Aldo Pacchiano, Tamas Sarlos, Richard E. Turner, Adrian Weller
Monte Carlo sampling in high-dimensional, low-sample settings is important in many machine learning tasks. We improve current methods for sampling in Euclidean spaces by avoiding independence, and instead consider ways to couple samples. We show fundamental connections to optimal transport theory, leading to novel sampling algorithms, and providing new theoretical grounding for existing strategies. We compare our new strategies against prior methods for improving sample efficiency, including quasi-Monte Carlo, by studying discrepancy. We explore our findings empirically, and observe benefits of our sampling schemes for reinforcement learning and generative modelling.
Uprooting and Rerooting Higher-Order Graphical Models
Mark Rowland, Adrian Weller
The idea of uprooting and rerooting graphical models was introduced specifically for binary pairwise models by Weller [19] as a way to transform a model to any of a whole equivalence class of related models, such that inference on any one model yields inference results for all others. This is very helpful since inference, or relevant bounds, may be much easier to obtain or more accurate for some model in the class. Here we introduce methods to extend the approach to models with higher-order potentials and develop theoretical insights. In particular, we show that the triplet-consistent polytope TRI is unique in being'universally rooted'. We demonstrate empirically that rerooting can significantly improve accuracy of methods of inference for higher-order models at negligible computational cost.
The Unreasonable Effectiveness of Structured Random Orthogonal Embeddings
Krzysztof M. Choromanski, Mark Rowland, Adrian Weller
We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the Johnson-Lindenstrauss transform and the angular kernel, we show that we can select matrices yielding guaranteed improved performance in accuracy and/or speed compared to earlier methods. We introduce matrices with complex entries which give significant further accuracy improvement. We provide geometric and Markov chain-based perspectives to help understand the benefits, and empirical results which suggest that the approach is helpful in a wider range of applications.
Uprooting and Rerooting Higher-Order Graphical Models
Mark Rowland, Adrian Weller
The idea of uprooting and rerooting graphical models was introduced specifically for binary pairwise models by Weller [19] as a way to transform a model to any of a whole equivalence class of related models, such that inference on any one model yields inference results for all others. This is very helpful since inference, or relevant bounds, may be much easier to obtain or more accurate for some model in the class. Here we introduce methods to extend the approach to models with higher-order potentials and develop theoretical insights. In particular, we show that the triplet-consistent polytope TRI is unique in being'universally rooted'. We demonstrate empirically that rerooting can significantly improve accuracy of methods of inference for higher-order models at negligible computational cost.