classification problem
- North America > United States > Pennsylvania (0.04)
- North America > United States > Illinois > Cook County > Chicago (0.04)
- Asia > Middle East > Jordan (0.04)
Model-Powered Conditional Independence Test
We consider the problem of non-parametric Conditional Independence testing (CI testing) for continuous random variables. Given i.i.d samples from the joint distribution $f(x,y,z)$ of continuous random vectors $X,Y$ and $Z,$ we determine whether $X \independent Y \vert Z$. We approach this by converting the conditional independence test into a classification problem. This allows us to harness very powerful classifiers like gradient-boosted trees and deep neural networks. These models can handle complex probability distributions and allow us to perform significantly better compared to the prior state of the art, for high-dimensional CI testing. The main technical challenge in the classification problem is the need for samples from the conditional product distribution $f^{CI}(x,y,z) = f(x|z)f(y|z)f(z)$ -- the joint distribution if and only if $X \independent Y \vert Z.$ -- when given access only to i.i.d.
Fair Sequential Selection Using Supervised Learning Models
We consider a selection problem where sequentially arrived applicants apply for a limited number of positions/jobs. At each time step, a decision maker accepts or rejects the given applicant using a pre-trained supervised learning model until all the vacant positions are filled. In this paper, we discuss whether the fairness notions (e.g., equal opportunity, statistical parity, etc.) that are commonly used in classification problems are suitable for the sequential selection problems. In particular, we show that even with a pre-trained model that satisfies the common fairness notions, the selection outcomes may still be biased against certain demographic groups. This observation implies that the fairness notions used in classification problems are not suitable for a selection problem where the applicants compete for a limited number of positions. We introduce a new fairness notion, ``Equal Selection (ES),'' suitable for sequential selection problems and propose a post-processing approach to satisfy the ES fairness notion. We also consider a setting where the applicants have privacy concerns, and the decision maker only has access to the noisy version of sensitive attributes. In this setting, we can show that the \textit{perfect} ES fairness can still be attained under certain conditions.
Improved Algorithms for Neural Active Learning
We improve the theoretical and empirical performance of neural-network(NN)-based active learning algorithms for the non-parametric streaming setting. In particular, we introduce two regret metrics by minimizing the population loss that are more suitable in active learning than the one used in state-of-the-art (SOTA) related work. Then, the proposed algorithm leverages the powerful representation of NNs for both exploitation and exploration, has the query decision-maker tailored for $k$-class classification problems with the performance guarantee, utilizes the full feedback, and updates parameters in a more practical and efficient manner. These careful designs lead to an instance-dependent regret upper bound, roughly improving by a multiplicative factor $O(\log T)$ and removing the curse of input dimensionality. Furthermore, we show that the algorithm can achieve the same performance as the Bayes-optimal classifier in the long run under the hard-margin setting in classification problems. In the end, we use extensive experiments to evaluate the proposed algorithm and SOTA baselines, to show the improved empirical performance.
Deep Gamblers: Learning to Abstain with Portfolio Theory
We deal with the selective classification problem (supervised-learning problem with a rejection option), where we want to achieve the best performance at a certain level of coverage of the data. We transform the original $m$-class classification problem to (m+1)-class where the (m+1)-th class represents the model abstaining from making a prediction due to disconfidence. Inspired by portfolio theory, we propose a loss function for the selective classification problem based on the doubling rate of gambling. Minimizing this loss function corresponds naturally to maximizing the return of a horse race, where a player aims to balance between betting on an outcome (making a prediction) when confident and reserving one's winnings (abstaining) when not confident. This loss function allows us to train neural networks and characterize the disconfidence of prediction in an end-to-end fashion. In comparison with previous methods, our method requires almost no modification to the model inference algorithm or model architecture. Experiments show that our method can identify uncertainty in data points, and achieves strong results on SVHN and CIFAR10 at various coverages of the data.
Equal Opportunity in Online Classification with Partial Feedback
We study an online classification problem with partial feedback in which individuals arrive one at a time from a fixed but unknown distribution, and must be classified as positive or negative. Our algorithm only observes the true label of an individual if they are given a positive classification. This setting captures many classification problems for which fairness is a concern: for example, in criminal recidivism prediction, recidivism is only observed if the inmate is released; in lending applications, loan repayment is only observed if the loan is granted. We require that our algorithms satisfy common statistical fairness constraints (such as equalizing false positive or negative rates --- introduced as equal opportunity in Hardt et al. (2016)) at every round, with respect to the underlying distribution. We give upper and lower bounds characterizing the cost of this constraint in terms of the regret rate (and show that it is mild), and give an oracle efficient algorithm that achieves the upper bound.