Cui, Peng
Algorithmic Decision Making with Conditional Fairness
Xu, Renzhe, Cui, Peng, Kuang, Kun, Li, Bo, Zhou, Linjun, Shen, Zheyan, Cui, Wei
Nowadays fairness issues have raised great concerns in decision-making systems. Various fairness notions have been proposed to measure the degree to which an algorithm is unfair. In practice, there frequently exist a certain set of variables we term as fair variables, which are pre-decision covariates such as users' choices. The effects of fair variables are irrelevant in assessing the fairness of the decision support algorithm. We thus define conditional fairness as a more sound fairness metric by conditioning on the fairness variables. Given different prior knowledge of fair variables, we demonstrate that traditional fairness notations, such as demographic parity and equalized odds, are special cases of our conditional fairness notations. Moreover, we propose a Derivable Conditional Fairness Regularizer (DCFR), which can be integrated into any decision-making model, to track the trade-off between precision and fairness of algorithmic decision making. Specifically, an adversarial representation based conditional independence loss is proposed in our DCFR to measure the degree of unfairness. With extensive experiments on three real-world datasets, we demonstrate the advantages of our conditional fairness notation and DCFR.
Adversarial Eigen Attack on Black-Box Models
Zhou, Linjun, Cui, Peng, Jiang, Yinan, Yang, Shiqiang
Black-box adversarial attack has attracted a lot of research interests for its practical use in AI safety. Compared with the white-box attack, a black-box setting is more difficult for less available information related to the attacked model and the additional constraint on the query budget. A general way to improve the attack efficiency is to draw support from a pre-trained transferable white-box model. In this paper, we propose a novel setting of transferable black-box attack: attackers may use external information from a pre-trained model with available network parameters, however, different from previous studies, no additional training data is permitted to further change or tune the pre-trained model. To this end, we further propose a new algorithm, EigenBA to tackle this problem. Our method aims to explore more gradient information of the black-box model, and promote the attack efficiency, while keeping the perturbation to the original attacked image small, by leveraging the Jacobian matrix of the pre-trained white-box model. We show the optimal perturbations are closely related to the right singular vectors of the Jacobian matrix. Further experiments on ImageNet and CIFAR-10 show that even the unlearnable pre-trained white-box model could also significantly boost the efficiency of the black-box attack and our proposed method could further improve the attack efficiency.
Stable Prediction via Leveraging Seed Variable
Kuang, Kun, Li, Bo, Cui, Peng, Liu, Yue, Tao, Jianrong, Zhuang, Yueting, Wu, Fei
In this paper, we focus on the problem of stable prediction across unknown test data, where the test distribution is agnostic and might be totally different from the training one. In such a case, previous machine learning methods might exploit subtly spurious correlations in training data induced by non-causal variables for prediction. Those spurious correlations are changeable across data, leading to instability of prediction across data. By assuming the relationships between causal variables and response variable are invariant across data, to address this problem, we propose a conditional independence test based algorithm to separate those causal variables with a seed variable as priori, and adopt them for stable prediction. By assuming the independence between causal and non-causal variables, we show, both theoretically and with empirical experiments, that our algorithm can precisely separate causal and non-causal variables for stable prediction across test data. Extensive experiments on both synthetic and real-world datasets demonstrate that our algorithm outperforms state-of-the-art methods for stable prediction.
Invariant Adversarial Learning for Distributional Robustness
Liu, Jiashuo, Shen, Zheyan, Cui, Peng, Zhou, Linjun, Kuang, Kun, Li, Bo, Lin, Yishi
Machine learning algorithms with empirical risk minimization are vulnerable to distributional shifts due to the greedy adoption of all the correlations found in training data. Recently, there are robust learning methods aiming at this problem by minimizing the worst-case risk over an uncertainty set. However, they equally treat all covariates to form the uncertainty sets regardless of the stability of their correlations with the target, resulting in the overwhelmingly large set and low confidence of the learner. In this paper, we propose the Invariant Adversarial Learning (IAL) algorithm that leverages heterogeneous data sources to construct a more practical uncertainty set and conduct robustness optimization, where covariates are differentiated according to the stability of their correlations with the target. We theoretically show that our method is tractable for stochastic gradient-based optimization and provide the performance guarantees for our method.
Eigen-GNN: A Graph Structure Preserving Plug-in for GNNs
Zhang, Ziwei, Cui, Peng, Pei, Jian, Wang, Xin, Zhu, Wenwu
Graph Neural Networks (GNNs) are emerging machine learning models on graphs. Although sufficiently deep GNNs are shown theoretically capable of fully preserving graph structures, most existing GNN models in practice are shallow and essentially feature-centric. We show empirically and analytically that the existing shallow GNNs cannot preserve graph structures well. To overcome this fundamental challenge, we propose Eigen-GNN, a simple yet effective and general plug-in module to boost GNNs ability in preserving graph structures. Specifically, we integrate the eigenspace of graph structures with GNNs by treating GNNs as a type of dimensionality reduction and expanding the initial dimensionality reduction bases. Without needing to increase depths, Eigen-GNN possesses more flexibilities in handling both feature-driven and structure-driven tasks since the initial bases contain both node features and graph structures. We present extensive experimental results to demonstrate the effectiveness of Eigen-GNN for tasks including node classification, link prediction, and graph isomorphism tests.
Learning Disentangled Representations for Recommendation
Ma, Jianxin, Zhou, Chang, Cui, Peng, Yang, Hongxia, Zhu, Wenwu
User behavior data in recommender systems are driven by the complex interactions of many latent factors behind the users' decision making processes. The factors are highly entangled, and may range from high-level ones that govern user intentions, to low-level ones that characterize a user's preference when executing an intention. Learning representations that uncover and disentangle these latent factors can bring enhanced robustness, interpretability, and controllability. However, learning such disentangled representations from user behavior is challenging, and remains largely neglected by the existing literature. In this paper, we present the MACRo-mIcro Disentangled Variational Auto-Encoder (MacridVAE) for learning disentangled representations from user behavior.
A Semi-supervised Graph Attentive Network for Financial Fraud Detection
Wang, Daixin, Lin, Jianbin, Cui, Peng, Jia, Quanhui, Wang, Zhen, Fang, Yanming, Yu, Quan, Zhou, Jun, Yang, Shuang, Qi, Yuan
With the rapid growth of financial services, fraud detection has been a very important problem to guarantee a healthy environment for both users and providers. Conventional solutions for fraud detection mainly use some rule-based methods or distract some features manually to perform prediction. However, in financial services, users have rich interactions and they themselves always show multifaceted information. These data form a large multiview network, which is not fully exploited by conventional methods. Additionally, among the network, only very few of the users are labelled, which also poses a great challenge for only utilizing labeled data to achieve a satisfied performance on fraud detection. To address the problem, we expand the labeled data through their social relations to get the unlabeled data and propose a semi-supervised attentive graph neural network, namedSemiGNN to utilize the multi-view labeled and unlabeled data for fraud detection. Moreover, we propose a hierarchical attention mechanism to better correlate different neighbors and different views. Simultaneously, the attention mechanism can make the model interpretable and tell what are the important factors for the fraud and why the users are predicted as fraud. Experimentally, we conduct the prediction task on the users of Alipay, one of the largest third-party online and offline cashless payment platform serving more than 4 hundreds of million users in China. By utilizing the social relations and the user attributes, our method can achieve a better accuracy compared with the state-of-the-art methods on two tasks. Moreover, the interpretable results also give interesting intuitions regarding the tasks.
Stable Prediction with Model Misspecification and Agnostic Distribution Shift
Kuang, Kun, Xiong, Ruoxuan, Cui, Peng, Athey, Susan, Li, Bo
For many machine learning algorithms, two main assumptions are required to guarantee performance. One is that the test data are drawn from the same distribution as the training data, and the other is that the model is correctly specified. In real applications, however, we often have little prior knowledge on the test data and on the underlying true model. Under model misspecification, agnostic distribution shift between training and test data leads to inaccuracy of parameter estimation and instability of prediction across unknown test data. To address these problems, we propose a novel Decor-related Weighting Regression (DWR) algorithm which jointly optimizes a variable decorrelation regularizer and a weighted regression model. The variable decorrelation regularizer estimates a weight for each sample such that variables are decor-related on the weighted training data. Then, these weights are used in the weighted regression to improve the accuracy of estimation on the effect of each variable, thus help to improve the stability of prediction across unknown test data. Extensive experiments clearly demonstrate that our DWR algorithm can significantly improve the accuracy of parameter estimation and stability of prediction with model misspecification and agnostic distribution shift.
The General Black-box Attack Method for Graph Neural Networks
Chang, Heng, Rong, Yu, Xu, Tingyang, Huang, Wenbing, Zhang, Honglei, Cui, Peng, Zhu, Wenwu, Huang, Junzhou
With the great success of Graph Neural Networks (GNNs) towards representation learning on graph-structure data, the robustness of GNNs against adversarial attack inevitably becomes a central problem in graph learning domain. Regardless of the fruitful progress, current works suffer from two main limitations: First, the attack method required to be developed case by case; Second, most of them are restricted to the white-box attack. This paper promotes current frameworks in a more general and flexible sense -- we demand only one single method to attack various kinds of GNNs and this attacker is black box driven. To this end, we begin by investigating the theoretical connections between different kinds of GNNs in a principled way and integrate different GNN models into a unified framework, dubbed as General Spectral Graph Convolution. As such, a generalized adversarial attacker is proposed towards two families of GNNs: Convolution-based model and sampling-based model. More interestingly, our attacker does not require any knowledge of the target classifiers used in GNNs. Extensive experimental results validate the effectiveness of our method on several benchmark datasets. Particularly by using our attack, even small graph perturbations like one-edge flip is able to consistently make a strong attack in performance to different GNN models.
Deep Learning on Graphs: A Survey
Zhang, Ziwei, Cui, Peng, Zhu, Wenwu
Deep learning has been shown successful in a number of domains, ranging from acoustics, images to natural language processing. However, applying deep learning to the ubiquitous graph data is non-trivial because of the unique characteristics of graphs. Recently, a significant amount of research efforts have been devoted to this area, greatly advancing graph analyzing techniques. In this survey, we comprehensively review different kinds of deep learning methods applied to graphs. We divide existing methods into three main categories: semi-supervised methods including Graph Neural Networks and Graph Convolutional Networks, unsupervised methods including Graph Autoencoders, and recent advancements including Graph Recurrent Neural Networks and Graph Reinforcement Learning. We then provide a comprehensive overview of these methods in a systematic manner following their history of developments. We also analyze the differences of these methods and how to composite different architectures. Finally, we briefly outline their applications and discuss potential future directions.