Muandet, Krikamol
Truthful Elicitation of Imprecise Forecasts
Singh, Anurag, Chau, Siu Lun, Muandet, Krikamol
The quality of probabilistic forecasts is crucial for decision-making under uncertainty. While proper scoring rules incentivize truthful reporting of precise forecasts, they fall short when forecasters face epistemic uncertainty about their beliefs, limiting their use in safety-critical domains where decision-makers (DMs) prioritize proper uncertainty management. To address this, we propose a framework for scoring imprecise forecasts -- forecasts given as a set of beliefs. Despite existing impossibility results for deterministic scoring rules, we enable truthful elicitation by drawing connection to social choice theory and introducing a two-way communication framework where DMs first share their aggregation rules (e.g., averaging or min-max) used in downstream decisions for resolving forecast ambiguity. This, in turn, helps forecasters resolve indecision during elicitation. We further show that truthful elicitation of imprecise forecasts is achievable using proper scoring rules randomized over the aggregation procedure. Our approach allows DM to elicit and integrate the forecaster's epistemic uncertainty into their decision-making process, thus improving credibility.
Bayesian Optimization for Building Social-Influence-Free Consensus
Adachi, Masaki, Chau, Siu Lun, Xu, Wenjie, Singh, Anurag, Osborne, Michael A., Muandet, Krikamol
We introduce Social Bayesian Optimization (SBO), a vote-efficient algorithm for consensus-building in collective decision-making. In contrast to single-agent scenarios, collective decision-making encompasses group dynamics that may distort agents' preference feedback, thereby impeding their capacity to achieve a social-influence-free consensus -- the most preferable decision based on the aggregated agent utilities. We demonstrate that under mild rationality axioms, reaching social-influence-free consensus using noisy feedback alone is impossible. To address this, SBO employs a dual voting system: cheap but noisy public votes (e.g., show of hands in a meeting), and more accurate, though expensive, private votes (e.g., one-to-one interview). We model social influence using an unknown social graph and leverage the dual voting system to efficiently learn this graph. Our theoretical findigns show that social graph estimation converges faster than the black-box estimation of agents' utilities, allowing us to reduce reliance on costly private votes early in the process. This enables efficient consensus-building primarily through noisy public votes, which are debiased based on the estimated social graph to infer social-influence-free feedback. We validate the efficacy of SBO across multiple real-world applications, including thermal comfort, team building, travel negotiation, and energy trading collaboration.
Strategic Learning with Local Explanations as Feedback
Vo, Kiet Q. H., Chau, Siu Lun, Kato, Masahiro, Wang, Yixin, Muandet, Krikamol
We investigate algorithmic decision problems where agents can respond strategically to the decision maker's (DM) models. The demand for clear and actionable explanations from DMs to (potentially strategic) agents continues to rise. While prior work often treats explanations as full model disclosures, explanations in practice might convey only partial information, which can lead to misinterpretations and harmful responses. When full disclosure of the predictive model is neither feasible nor desirable, a key open question is how DMs can use explanations to maximise their utility without compromising agent welfare. In this work, we explore well-known local and global explanation methods, and establish a necessary condition to prevent explanations from misleading agents into self-harming actions. Moreover, with conditional homogeneity, we establish that action recommendation (AR)-based explanations are sufficient for non-harmful responses, akin to the revelation principle in information design. To operationalise AR-based explanations, we propose a simple algorithm to jointly optimise the predictive model and AR policy to balance DM outcomes with agent welfare. Our empirical results demonstrate the benefits of this approach as a more refined strategy for safe and effective partial model disclosure in algorithmic decision-making.
Credal Two-Sample Tests of Epistemic Ignorance
Chau, Siu Lun, Schrab, Antonin, Gretton, Arthur, Sejdinovic, Dino, Muandet, Krikamol
Science is inherently inductive and thus involves uncertainties. They are commonly categorized as aleatoric uncertainty (AU), which refers to inherent variability, and epistemic uncertainty (EU), arising from limited information such as finite data or model assumptions (Hora, 1996). These uncertainties often overlap, as scientists may be epistemically uncertain about the aleatoric variation in their inquiry. Distinguishing and acknowledging them is crucial for the safe and trustworthy deployment of intelligent systems (Kendall and Gal, 2017; Hüllermeier and Waegeman, 2021), as they lead to different down-stream decisions. For example, experimental design aims to reduce EU (Nguyen et al., 2019; Chau et al., 2021b; Adachi et al., 2024), while risk management uses hedging strategy to address AU (Mashrur et al., 2020) While AU is often modelled using probability distributions, modelling EU--particularly in states of epistemic ignorance, also known as partial ignorance or incomplete knowledge (Dubois et al., 1996)--poses greater challenges. For instance, a scientist analysing insulin levels in Germany may have data from multiple hospitals, each representing aleatoric variation as a probability distribution. However, these distributions are merely proxies for the population-level insulin distribution, which is difficult to infer due to data collection limitations. A Bayesian approach could aggregate the data based on a prior if the representativeness of each source is known, but in many cases, scientists operate under partial ignorance, lacking such prior information (Bromberger, 1971). Assigning a uniform prior by following the principle of indifference (Keynes, 1921) and maximum entropy principle (Jaynes, 1957), or applying Jeffrey's prior by following the principle of transformation groups (Jaynes, 1968) only reflects indifference, not epistemic ignorance.
Domain Generalisation via Imprecise Learning
Singh, Anurag, Chau, Siu Lun, Bouabid, Shahine, Muandet, Krikamol
Out-of-distribution (OOD) generalisation is challenging because it involves not only learning from empirical data, but also deciding among various notions of generalisation, e.g., optimising the average-case risk, worst-case risk, or interpolations thereof. While this choice should in principle be made by the model operator like medical doctors, this information might not always be available at training time. The institutional separation between machine learners and model operators leads to arbitrary commitments to specific generalisation strategies by machine learners due to these deployment uncertainties. We introduce the Imprecise Domain Generalisation framework to mitigate this, featuring an imprecise risk optimisation that allows learners to stay imprecise by optimising against a continuous spectrum of generalisation strategies during training, and a model framework that allows operators to specify their generalisation preference at deployment. Supported by both theoretical and empirical evidence, our work showcases the benefits of integrating imprecision into domain generalisation.
Causal Strategic Learning with Competitive Selection
Vo, Kiet Q. H., Aadil, Muneeb, Chau, Siu Lun, Muandet, Krikamol
We study the problem of agent selection in causal strategic learning under multiple decision makers and address two key challenges that come with it. Firstly, while much of prior work focuses on studying a fixed pool of agents that remains static regardless of their evaluations, we consider the impact of selection procedure by which agents are not only evaluated, but also selected. When each decision maker unilaterally selects agents by maximising their own utility, we show that the optimal selection rule is a trade-off between selecting the best agents and providing incentives to maximise the agents' improvement. Furthermore, this optimal selection rule relies on incorrect predictions of agents' outcomes. Hence, we study the conditions under which a decision maker's optimal selection rule will not lead to deterioration of agents' outcome nor cause unjust reduction in agents' selection chance. To that end, we provide an analytical form of the optimal selection rule and a mechanism to retrieve the causal parameters from observational data, under certain assumptions on agents' behaviour. Secondly, when there are multiple decision makers, the interference between selection rules introduces another source of biases in estimating the underlying causal parameters. To address this problem, we provide a cooperative protocol which all decision makers must collectively adopt to recover the true causal parameters. Lastly, we complement our theoretical results with simulation studies. Our results highlight not only the importance of causal modeling as a strategy to mitigate the effect of gaming, as suggested by previous work, but also the need of a benevolent regulator to enable it.
Looping in the Human: Collaborative and Explainable Bayesian Optimization
Adachi, Masaki, Planden, Brady, Howey, David A., Muandet, Krikamol, Osborne, Michael A., Chau, Siu Lun
Like many optimizers, Bayesian optimization often falls short of gaining user trust due to opacity. While attempts have been made to develop human-centric optimizers, they typically assume user knowledge is well-specified and error-free, employing users mainly as supervisors of the optimization process. We relax these assumptions and propose a more balanced human-AI partnership with our Collaborative and Explainable Bayesian Optimization (CoExBO) framework. Instead of explicitly requiring a user to provide a knowledge model, CoExBO employs preference learning to seamlessly integrate human insights into the optimization, resulting in algorithmic suggestions that resonate with user preference. CoExBO explains its candidate selection every iteration to foster trust, empowering users with a clearer grasp of the optimization. Furthermore, CoExBO offers a no-harm guarantee, allowing users to make mistakes; even with extreme adversarial interventions, the algorithm converges asymptotically to a vanilla Bayesian optimization. We validate CoExBO's efficacy through human-AI teaming experiments in lithium-ion battery design, highlighting substantial improvements over conventional methods.
Learning Counterfactually Invariant Predictors
Quinzan, Francesco, Casolo, Cecilia, Muandet, Krikamol, Luo, Yucen, Kilbertus, Niki
Invariance, or equivariance to certain data transformations, has proven essential in numerous applications of machine learning (ML), since it can lead to better generalization capabilities [Arjovsky et al., 2019, Bloem-Reddy and Teh, 2020, Chen et al., 2020]. For instance, in image recognition, predictions ought to remain unchanged under scaling, translation, or rotation of the input image. Data augmentation, an early heuristic to promote such invariances, has become indispensable for successfully training deep neural networks (DNNs) [Shorten and Khoshgoftaar, 2019, Xie et al., 2020]. Well-known examples of "invariance by design" include convolutional neural networks (CNNs) for translation invariance [Krizhevsky et al., 2012], group equivariant NNs for general group transformations [Cohen and Welling, 2016], recurrent neural networks (RNNs) and transformers for sequential data [Vaswani et al., 2017], DeepSet [Zaheer et al., 2017] for sets, and graph neural networks (GNNs) for different types of geometric structures [Battaglia et al., 2018]. Many applications in modern ML, however, call for arguably stronger notions of invariance based on causality. This case has been made for image classification, algorithmic fairness [Hardt et al., 2016, Mitchell et al., 2021], robustness [Bühlmann, 2020], and out-of-distribution generalization [Lu et al., 2021]. The goal is invariance with respect to hypothetical manipulations of the data generating process (DGP). Various works develop methods that assume observational distributions (across environments or between training and test) to be governed by shared causal mechanisms, but differ due to various types of distribution shifts encoded by the causal model [Arjovsky et al., 2019, Bühlmann, 2020, Heinze-Deml et al., 2018, Makar et al., 2022, Part of this work was done while Francesco Quinzan visited the Max Planck Institute for Intelligent Systems, Tübingen, Germany.
A Measure-Theoretic Axiomatisation of Causality
Park, Junhyung, Buchholz, Simon, Schölkopf, Bernhard, Muandet, Krikamol
Causality is a central concept in a wide range of research areas, yet there is still no universally agreed axiomatisation of causality. We view causality both as an extension of probability theory and as a study of \textit{what happens when one intervenes on a system}, and argue in favour of taking Kolmogorov's measure-theoretic axiomatisation of probability as the starting point towards an axiomatisation of causality. To that end, we propose the notion of a \textit{causal space}, consisting of a probability space along with a collection of transition probability kernels, called \textit{causal kernels}, that encode the causal information of the space. Our proposed framework is not only rigorously grounded in measure theory, but it also sheds light on long-standing limitations of existing frameworks including, for example, cycles, latent variables and stochastic processes.
Fast Adaptive Test-Time Defense with Robust Features
Singh, Anurag, Sabanayagam, Mahalakshmi, Muandet, Krikamol, Ghoshdastidar, Debarghya
Adaptive test-time defenses are used to improve the robustness of deep neural networks to adversarial examples. However, existing methods significantly increase the inference time due to additional optimization on the model parameters or the input at test time. In this work, we propose a novel adaptive test-time defense strategy that is easy to integrate with any existing (robust) training procedure without additional test-time computation. Based on the notion of robustness of features that we present, the key idea is to project the trained models to the most robust feature space, thereby reducing the vulnerability to adversarial attacks in non-robust directions. We theoretically show that the top eigenspace of the feature matrix are more robust for a generalized additive model and support our argument for a large width neural network with the Neural Tangent Kernel (NTK) equivalence. We conduct extensive experiments on CIFAR-10 and CIFAR-100 datasets for several robustness benchmarks, including the state-of-the-art methods in RobustBench, and observe that the proposed method outperforms existing adaptive test-time defenses at much lower computation costs.