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Collaborating Authors

 Chan, Jeffrey


BOIDS: High-dimensional Bayesian Optimization via Incumbent-guided Direction Lines and Subspace Embeddings

arXiv.org Machine Learning

When it comes to expensive black-box optimization problems, Bayesian Optimization (BO) is a well-known and powerful solution. Many real-world applications involve a large number of dimensions, hence scaling BO to high dimension is of much interest. However, state-of-the-art high-dimensional BO methods still suffer from the curse of dimensionality, highlighting the need for further improvements. In this work, we introduce BOIDS, a novel high-dimensional BO algorithm that guides optimization by a sequence of one-dimensional direction lines using a novel tailored line-based optimization procedure. To improve the efficiency, we also propose an adaptive selection technique to identify most optimal lines for each round of line-based optimization. Additionally, we incorporate a subspace embedding technique for better scaling to high-dimensional spaces. We further provide theoretical analysis of our proposed method to analyze its convergence property. Our extensive experimental results show that BOIDS outperforms state-of-the-art baselines on various synthetic and real-world benchmark problems.


Real-time Fuel Leakage Detection via Online Change Point Detection

arXiv.org Machine Learning

Early detection of fuel leakage at service stations with underground petroleum storage systems is a crucial task to prevent catastrophic hazards. Current data-driven fuel leakage detection methods employ offline statistical inventory reconciliation, leading to significant detection delays. Consequently, this can result in substantial financial loss and environmental impact on the surrounding community. In this paper, we propose a novel framework called Memory-based Online Change Point Detection (MOCPD) which operates in near real-time, enabling early detection of fuel leakage. MOCPD maintains a collection of representative historical data within a size-constrained memory, along with an adaptively computed threshold. Leaks are detected when the dissimilarity between the latest data and historical memory exceeds the current threshold. An update phase is incorporated in MOCPD to ensure diversity among historical samples in the memory. With this design, MOCPD is more robust and achieves a better recall rate while maintaining a reasonable precision score. We have conducted a variety of experiments comparing MOCPD to commonly used online change point detection (CPD) baselines on real-world fuel variance data with induced leakages, actual fuel leakage data and benchmark CPD datasets. Overall, MOCPD consistently outperforms the baseline methods in terms of detection accuracy, demonstrating its applicability to fuel leakage detection and CPD problems.


Perfect Counterfactuals in Imperfect Worlds: Modelling Noisy Implementation of Actions in Sequential Algorithmic Recourse

arXiv.org Artificial Intelligence

Algorithmic recourse provides actions to individuals who have been adversely affected by automated decision-making and helps them achieve a desired outcome. Knowing the recourse, however, does not guarantee that users would implement it perfectly, either due to environmental variability or personal choices. Recourse generation should thus anticipate its sub-optimal or noisy implementation. While several approaches have constructed recourse that accounts for robustness to small perturbation (i.e., noisy recourse implementation), they assume an entire recourse to be implemented in a single step and thus apply one-off uniform noise to it. Such assumption is unrealistic since recourse often includes multiple sequential steps which becomes harder to implement and subject to more noise. In this work, we consider recourse under plausible noise that adapts to the local data geometry and accumulates at every step of the way. We frame this problem as a Markov Decision Process and demonstrate that the distribution of our plausible noise satisfies the Markov property. We then propose the RObust SEquential (ROSE) recourse generator to output a sequence of steps that will lead to the desired outcome even under imperfect implementation. Given our plausible modelling of sub-optimal human actions and greater recourse robustness to accumulated uncertainty, ROSE can grant users higher chances of success under low recourse costs. Empirical evaluation shows our algorithm manages the inherent trade-off between recourse robustness and costs more effectively while ensuring its low sparsity and fast computation.


Promoting Two-sided Fairness in Dynamic Vehicle Routing Problem

arXiv.org Artificial Intelligence

Dynamic Vehicle Routing Problem (DVRP), is an extension of the classic Vehicle Routing Problem (VRP), which is a fundamental problem in logistics and transportation. Typically, DVRPs involve two stakeholders: service providers that deliver services to customers and customers who raise requests from different locations. Many real-world applications can be formulated as DVRP such as ridesharing and non-compliance capture. Apart from original objectives like optimising total utility or efficiency, DVRP should also consider fairness for all parties. Unfairness can induce service providers and customers to give up on the systems, leading to negative financial and social impacts. However, most existing DVRP-related applications focus on improving fairness from a single side, and there have been few works considering two-sided fairness and utility optimisation concurrently. To this end, we propose a novel framework, a Two-sided Fairness-aware Genetic Algorithm (named 2FairGA), which expands the genetic algorithm from the original objective solely focusing on utility to multi-objectives that incorporate two-sided fairness. Subsequently, the impact of injecting two fairness definitions into the utility-focused model and the correlation between any pair of the three objectives are explored. Extensive experiments demonstrate the superiority of our proposed framework compared to the state-of-the-art.


High-dimensional Bayesian Optimization via Covariance Matrix Adaptation Strategy

arXiv.org Artificial Intelligence

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a promising solution is to use a local search strategy that partitions the search domain into local regions with high likelihood of containing the global optimum, and then use BO to optimize the objective function within these regions. In this paper, we propose a novel technique for defining the local regions using the Covariance Matrix Adaptation (CMA) strategy. Specifically, we use CMA to learn a search distribution that can estimate the probabilities of data points being the global optimum of the objective function. Based on this search distribution, we then define the local regions consisting of data points with high probabilities of being the global optimum. Our approach serves as a meta-algorithm as it can incorporate existing black-box BO optimizers, such as BO, TuRBO (Eriksson et al., 2019), and BAxUS (Papenmeier et al., 2022), to find the global optimum of the objective function within our derived local regions. We evaluate our proposed method on various benchmark synthetic and real-world problems. The results demonstrate that our method outperforms existing state-of-the-art techniques.


Counterfactual Explanations via Locally-guided Sequential Algorithmic Recourse

arXiv.org Artificial Intelligence

Counterfactuals operationalised through algorithmic recourse have become a powerful tool to make artificial intelligence systems explainable. Conceptually, given an individual classified as y -- the factual -- we seek actions such that their prediction becomes the desired class y' -- the counterfactual. This process offers algorithmic recourse that is (1) easy to customise and interpret, and (2) directly aligned with the goals of each individual. However, the properties of a "good" counterfactual are still largely debated; it remains an open challenge to effectively locate a counterfactual along with its corresponding recourse. Some strategies use gradient-driven methods, but these offer no guarantees on the feasibility of the recourse and are open to adversarial attacks on carefully created manifolds. This can lead to unfairness and lack of robustness. Other methods are data-driven, which mostly addresses the feasibility problem at the expense of privacy, security and secrecy as they require access to the entire training data set. Here, we introduce LocalFACE, a model-agnostic technique that composes feasible and actionable counterfactual explanations using locally-acquired information at each step of the algorithmic recourse. Our explainer preserves the privacy of users by only leveraging data that it specifically requires to construct actionable algorithmic recourse, and protects the model by offering transparency solely in the regions deemed necessary for the intervention.


i-Align: an interpretable knowledge graph alignment model

arXiv.org Artificial Intelligence

Knowledge graphs (KGs) are becoming essential resources for many downstream applications. However, their incompleteness may limit their potential. Thus, continuous curation is needed to mitigate this problem. One of the strategies to address this problem is KG alignment, i.e., forming a more complete KG by merging two or more KGs. This paper proposes i-Align, an interpretable KG alignment model. Unlike the existing KG alignment models, i-Align provides an explanation for each alignment prediction while maintaining high alignment performance. Experts can use the explanation to check the correctness of the alignment prediction. Thus, the high quality of a KG can be maintained during the curation process (e.g., the merging process of two KGs). To this end, a novel Transformer-based Graph Encoder (Trans-GE) is proposed as a key component of i-Align for aggregating information from entities' neighbors (structures). Trans-GE uses Edge-gated Attention that combines the adjacency matrix and the self-attention matrix to learn a gating mechanism to control the information aggregation from the neighboring entities. It also uses historical embeddings, allowing Trans-GE to be trained over mini-batches, or smaller sub-graphs, to address the scalability issue when encoding a large KG. Another component of i-Align is a Transformer encoder for aggregating entities' attributes. This way, i-Align can generate explanations in the form of a set of the most influential attributes/neighbors based on attention weights. Extensive experiments are conducted to show the power of i-Align. The experiments include several aspects, such as the model's effectiveness for aligning KGs, the quality of the generated explanations, and its practicality for aligning large KGs. The results show the effectiveness of i-Align in these aspects.


Cross-model Fairness: Empirical Study of Fairness and Ethics Under Model Multiplicity

arXiv.org Artificial Intelligence

While data-driven predictive models are a strictly technological construct, they may operate within a social context in which benign engineering choices entail implicit, indirect and unexpected real-life consequences. Fairness of such systems -- pertaining both to individuals and groups -- is one relevant consideration in this space; it arises when data capture protected characteristics upon which people may be discriminated. To date, this notion has predominantly been studied for a fixed model, often under different classification thresholds, striving to identify and eradicate undesirable, discriminative and possibly unlawful aspects of its operation. Here, we backtrack on this fixed model assumption to propose and explore a novel definition of cross-model fairness where individuals can be harmed when one predictor is chosen ad hoc from a group of equally-well performing models, i.e., in view of utility-based model multiplicity. Since a person may be classified differently across models that are otherwise considered equivalent, this individual could argue for a predictor granting them the most favourable outcome, employing which may have adverse effects on others. We introduce this scenario with a two-dimensional example and linear classification; then, we present a comprehensive empirical study based on real-life predictive models and data sets that are popular with the algorithmic fairness community; finally, we investigate analytical properties of cross-model fairness and its ramifications in a broader context. Our findings suggest that such unfairness can be readily found in the real life and it may be difficult to mitigate by technical means alone as doing so is likely to degrade predictive performance.


How Robust is your Fair Model? Exploring the Robustness of Diverse Fairness Strategies

arXiv.org Artificial Intelligence

With the introduction of machine learning in high-stakes decision making, ensuring algorithmic fairness has become an increasingly important problem to solve. In response to this, many mathematical definitions of fairness have been proposed, and a variety of optimisation techniques have been developed, all designed to maximise a defined notion of fairness. However, fair solutions are reliant on the quality of the training data, and can be highly sensitive to noise. Recent studies have shown that robustness (the ability for a model to perform well on unseen data) plays a significant role in the type of strategy that should be used when approaching a new problem and, hence, measuring the robustness of these strategies has become a fundamental problem. In this work, we therefore propose a new criterion to measure the robustness of various fairness optimisation strategies - the robustness ratio. We conduct multiple extensive experiments on five bench mark fairness data sets using three of the most popular fairness strategies with respect to four of the most popular definitions of fairness. Our experiments empirically show that fairness methods that rely on threshold optimisation are very sensitive to noise in all the evaluated data sets, despite mostly outperforming other methods. This is in contrast to the other two methods, which are less fair for low noise scenarios but fairer for high noise ones. To the best of our knowledge, we are the first to quantitatively evaluate the robustness of fairness optimisation strategies. This can potentially can serve as a guideline in choosing the most suitable fairness strategy for various data sets.


Equalised Odds is not Equal Individual Odds: Post-processing for Group and Individual Fairness

arXiv.org Artificial Intelligence

Group fairness is achieved by equalising prediction distributions between protected sub-populations; individual fairness requires treating similar individuals alike. These two objectives, however, are incompatible when a scoring model is calibrated through discontinuous probability functions, where individuals can be randomly assigned an outcome determined by a fixed probability. This procedure may provide two similar individuals from the same protected group with classification odds that are disparately different -- a clear violation of individual fairness. Assigning unique odds to each protected sub-population may also prevent members of one sub-population from ever receiving equal chances of a positive outcome to another, which we argue is another type of unfairness called individual odds. We reconcile all this by constructing continuous probability functions between group thresholds that are constrained by their Lipschitz constant. Our solution preserves the model's predictive power, individual fairness and robustness while ensuring group fairness.