Jordon, James
TAPAS: a Toolbox for Adversarial Privacy Auditing of Synthetic Data
Houssiau, Florimond, Jordon, James, Cohen, Samuel N., Daniel, Owen, Elliott, Andrew, Geddes, James, Mole, Callum, Rangel-Smith, Camila, Szpruch, Lukasz
Personal data collected at scale promises to improve decision-making and accelerate innovation. However, sharing and using such data raises serious privacy concerns. A promising solution is to produce synthetic data, artificial records to share instead of real data. Since synthetic records are not linked to real persons, this intuitively prevents classical re-identification attacks. However, this is insufficient to protect privacy. We here present TAPAS, a toolbox of attacks to evaluate synthetic data privacy under a wide range of scenarios. These attacks include generalizations of prior works and novel attacks. We also introduce a general framework for reasoning about privacy threats to synthetic data and showcase TAPAS on several examples.
To Impute or not to Impute? -- Missing Data in Treatment Effect Estimation
Berrevoets, Jeroen, Imrie, Fergus, Kyono, Trent, Jordon, James, van der Schaar, Mihaela
Missing data is a systemic problem in practical scenarios that causes noise and bias when estimating treatment effects. This makes treatment effect estimation from data with missingness a particularly tricky endeavour. A key reason for this is that standard assumptions on missingness are rendered insufficient due to the presence of an additional variable, treatment, besides the individual and the outcome. Having a treatment variable introduces additional complexity with respect to why some variables are missing that is not fully explored by previous work. In our work we identify a new missingness mechanism, which we term mixed confounded missingness (MCM), where some missingness determines treatment selection and other missingness is determined by treatment selection. Given MCM, we show that naively imputing all data leads to poor performing treatment effects models, as the act of imputation effectively removes information necessary to provide unbiased estimates. However, no imputation at all also leads to biased estimates, as missingness determined by treatment divides the population in distinct subpopulations, where estimates across these populations will be biased. Our solution is selective imputation, where we use insights from MCM to inform precisely which variables should be imputed and which should not. We empirically demonstrate how various learners benefit from selective imputation compared to other solutions for missing data.
Hide-and-Seek Privacy Challenge
Jordon, James, Jarrett, Daniel, Yoon, Jinsung, Barnes, Tavian, Elbers, Paul, Thoral, Patrick, Ercole, Ari, Zhang, Cheng, Belgrave, Danielle, van der Schaar, Mihaela
The clinical time-series setting poses a unique combination of challenges to data modeling and sharing. Due to the high dimensionality of clinical time series, adequate de-identification to preserve privacy while retaining data utility is difficult to achieve using common de-identification techniques. An innovative approach to this problem is synthetic data generation. From a technical perspective, a good generative model for time-series data should preserve temporal dynamics, in the sense that new sequences respect the original relationships between high-dimensional variables across time. From the privacy perspective, the model should prevent patient re-identification by limiting vulnerability to membership inference attacks. The NeurIPS 2020 Hide-and-Seek Privacy Challenge is a novel two-tracked competition to simultaneously accelerate progress in tackling both problems. In our head-to-head format, participants in the synthetic data generation track (i.e. "hiders") and the patient re-identification track (i.e. "seekers") are directly pitted against each other by way of a new, high-quality intensive care time-series dataset: the AmsterdamUMCdb dataset. Ultimately, we seek to advance generative techniques for dense and high-dimensional temporal data streams that are (1) clinically meaningful in terms of fidelity and predictivity, as well as (2) capable of minimizing membership privacy risks in terms of the concrete notion of patient re-identification.
ASAC: Active Sensing using Actor-Critic models
Yoon, Jinsung, Jordon, James, van der Schaar, Mihaela
Deciding what and when to observe is critical when making observations is costly. In a medical setting where observations can be made sequentially, making these observations (or not) should be an active choice. We refer to this as the active sensing problem. In this paper, we propose a novel deep learning framework, which we call ASAC (Active Sensing using Actor-Critic models) to address this problem. ASAC consists of two networks: a selector network and a predictor network. The selector network uses previously selected observations to determine what should be observed in the future. The predictor network uses the observations selected by the selector network to predict a label, providing feedback to the selector network (well-selected variables should be predictive of the label). The goal of the selector network is then to select variables that balance the cost of observing the selected variables with their predictive power; we wish to preserve the conditional label distribution. During training, we use the actor-critic models to allow the loss of the selector to be "back-propagated" through the sampling process. The selector network "acts" by selecting future observations to make. The predictor network acts as a "critic" by feeding predictive errors for the selected variables back to the selector network. In our experiments, we show that ASAC significantly outperforms state-of-the-arts in two real-world medical datasets.
Lifelong Bayesian Optimization
Zhang, Yao, Jordon, James, Alaa, Ahmed M., van der Schaar, Mihaela
Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian optimization (BO) algorithm designed to solve the problem of model selection for datasets arriving and evolving over time. To be suitable for Lifelong Bayesian Optimization, an algorithm needs to scale with the ever-increasing size of the dataset, and should be able to leverage past optimizations in learning the current best model. We cast the problem of model selection as a black-box function optimization problem. In LBO, we exploit the correlation between functions by using components of previously learned functions to speed up the learning process for newly arriving datasets. Experiments on real and synthetic data show that LBO outperforms standard BO algorithms applied repeatedly on the data.
Measuring the quality of Synthetic data for use in competitions
Jordon, James, Yoon, Jinsung, van der Schaar, Mihaela
Machine learning has the potential to assist many communities in using the large datasets that are becoming more and more available. Unfortunately, much of that potential is not being realized because it would require sharing data in a way that compromises privacy. In order to overcome this hurdle, several methods have been proposed that generate synthetic data while preserving the privacy of the real data. In this paper we consider a key characteristic that synthetic data should have in order to be useful for machine learning researchers - the relative performance of two algorithms (trained and tested) on the synthetic dataset should be the same as their relative performance (when trained and tested) on the original dataset.
GAIN: Missing Data Imputation using Generative Adversarial Nets
Yoon, Jinsung, Jordon, James, van der Schaar, Mihaela
We propose a novel method for imputing missing data by adapting the well-known Generative Adversarial Nets (GAN) framework. Accordingly, we call our method Generative Adversarial Imputation Nets (GAIN). The generator (G) observes some components of a real data vector, imputes the missing components conditioned on what is actually observed, and outputs a completed vector. The discriminator (D) then takes a completed vector and attempts to determine which components were actually observed and which were imputed. To ensure that D forces G to learn the desired distribution, we provide D with some additional information in the form of a hint vector. The hint reveals to D partial information about the missingness of the original sample, which is used by D to focus its attention on the imputation quality of particular components. This hint ensures that G does in fact learn to generate according to the true data distribution. We tested our method on various datasets and found that GAIN significantly outperforms state-of-the-art imputation methods.
RadialGAN: Leveraging multiple datasets to improve target-specific predictive models using Generative Adversarial Networks
Yoon, Jinsung, Jordon, James, van der Schaar, Mihaela
Training complex machine learning models for prediction often requires a large amount of data that is not always readily available. Leveraging these external datasets from related but different sources is therefore an important task if good predictive models are to be built for deployment in settings where data can be rare. In this paper we propose a novel approach to the problem in which we use multiple GAN architectures to learn to translate from one dataset to another, thereby allowing us to effectively enlarge the target dataset, and therefore learn better predictive models than if we simply used the target dataset. We show the utility of such an approach, demonstrating that our method improves the prediction performance on the target domain over using just the target dataset and also show that our framework outperforms several other benchmarks on a collection of real-world medical datasets.
Deep-Treat: Learning Optimal Personalized Treatments From Observational Data Using Neural Networks
Atan, Onur (University of California Los Angeles) | Jordon, James (University of Oxford) | Schaar, Mihaela van der (University of Oxford)
We propose a novel approach for constructing effective treatment policies when the observed data is biased and lacks counterfactual information. Learning in settings where the observed data does not contain all possible outcomes for all treatments is difficult since the observed data is typically biased due to existing clinical guidelines. This is an important problem in the medical domain as collecting unbiased data is expensive and so learning from the wealth of existing biased data is a worthwhile task. Our approach separates the problem into two stages: first we reduce the bias by learning a representation map using a novel auto-encoder network---this allows us to control the trade-off between the bias-reduction and the information loss---and then we construct effective treatment policies on the transformed data using a novel feedforward network. Separation of the problem into these two stages creates an algorithm that can be adapted to the problem at hand---the bias-reduction step can be performed as a preprocessing step for other algorithms. We compare our algorithm against state-of-art algorithms on two semi-synthetic datasets and demonstrate that our algorithm achieves a significant improvement in performance.