regression error
Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning
This position paper argues that, in debiased machine learning, balancing functions should be derived from the Neyman orthogonal score, not chosen only as functions of covariates. Covariate balancing is effective when the regression error entering the score can be represented by functions of covariates alone, and it is the natural finite-dimensional approximation for targets such as ATT counterfactual means. For ATE estimation under treatment effect heterogeneity, however, the score error generally contains treatment-specific components because the outcome regression is a function of the full regressor $X=(D,Z)$. In that case, balancing common functions of $Z$ can leave the treatment-specific component unbalanced. We therefore advocate regressor balancing, implemented by Riesz regression with basis functions of $X$, as the general balancing principle for DML. The position is not that covariate balancing is invalid, but that covariate balancing should be understood as the special case that is appropriate when the score-relevant regression error is a function of covariates alone.
On the Hardness of Conditional Independence Testing In Practice
He, Zheng, Pogodin, Roman, Li, Yazhe, Deka, Namrata, Gretton, Arthur, Sutherland, Danica J.
Tests of conditional independence (CI) underpin a number of important problems in machine learning and statistics, from causal discovery to evaluation of predictor fairness and out-of-distribution robustness. Shah and Peters (2020) showed that, contrary to the unconditional case, no universally finite-sample valid test can ever achieve nontrivial power. While informative, this result (based on "hiding" dependence) does not seem to explain the frequent practical failures observed with popular CI tests. We investigate the Kernel-based Conditional Independence (KCI) test - of which we show the Generalized Covariance Measure underlying many recent tests is nearly a special case - and identify the major factors underlying its practical behavior. We highlight the key role of errors in the conditional mean embedding estimate for the Type-I error, while pointing out the importance of selecting an appropriate conditioning kernel (not recognized in previous work) as being necessary for good test power but also tending to inflate Type-I error.
Solving Inverse Problems with Deep Linear Neural Networks: Global Convergence Guarantees for Gradient Descent with Weight Decay
Laus, Hannah, Parkinson, Suzanna, Charisopoulos, Vasileios, Krahmer, Felix, Willett, Rebecca
Machine learning methods are commonly used to solve inverse problems, wherein an unknown signal must be estimated from few measurements generated via a known acquisition procedure. In particular, neural networks perform well empirically but have limited theoretical guarantees. In this work, we study an underdetermined linear inverse problem that admits several possible solution mappings. A standard remedy (e.g., in compressed sensing) establishing uniqueness of the solution mapping is to assume knowledge of latent low-dimensional structure in the source signal. We ask the following question: do deep neural networks adapt to this low-dimensional structure when trained by gradient descent with weight decay regularization? We prove that mildly overparameterized deep linear networks trained in this manner converge to an approximate solution that accurately solves the inverse problem while implicitly encoding latent subspace structure. To our knowledge, this is the first result to rigorously show that deep linear networks trained with weight decay automatically adapt to latent subspace structure in the data under practical stepsize and weight initialization schemes. Our work highlights that regularization and overparameterization improve generalization, while overparameterization also accelerates convergence during training.
EMPERROR: A Flexible Generative Perception Error Model for Probing Self-Driving Planners
Hanselmann, Niklas, Doll, Simon, Cordts, Marius, Lensch, Hendrik P. A., Geiger, Andreas
To handle the complexities of real-world traffic, learning planners for self-driving from data is a promising direction. While recent approaches have shown great progress, they typically assume a setting in which the ground-truth world state is available as input. However, when deployed, planning needs to be robust to the long-tail of errors incurred by a noisy perception system, which is often neglected in evaluation. To address this, previous work has proposed drawing adversarial samples from a perception error model (PEM) mimicking the noise characteristics of a target object detector. However, these methods use simple PEMs that fail to accurately capture all failure modes of detection. In this paper, we present EMPERROR, a novel transformer-based generative PEM, apply it to stress-test an imitation learning (IL)-based planner and show that it imitates modern detectors more faithfully than previous work. Furthermore, it is able to produce realistic noisy inputs that increase the planner's collision rate by up to 85%, demonstrating its utility as a valuable tool for a more complete evaluation of self-driving planners.
Leveraging Large Language Models to Geolocate Linguistic Variations in Social Media Posts
Savarro, Davide, Zago, Davide, Zoia, Stefano
Geolocalization of social media content is the task of determining the geographical location of a user based on textual data, that may show linguistic variations and informal language. In this project, we address the GeoLingIt challenge of geolocalizing tweets written in Italian by leveraging large language models (LLMs). GeoLingIt requires the prediction of both the region and the precise coordinates of the tweet. Our approach involves fine-tuning pre-trained LLMs to simultaneously predict these geolocalization aspects. By integrating innovative methodologies, we enhance the models' ability to understand the nuances of Italian social media text to improve the state-of-the-art in this domain. This work is conducted as part of the Large Language Models course at the Bertinoro International Spring School 2024. We make our code publicly available on GitHub https://github.com/dawoz/geolingit-biss2024.
Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors
In recent years, there has been a significant growth in research focusing on minimum $\ell_2$ norm (ridgeless) interpolation least squares estimators. However, the majority of these analyses have been limited to a simple regression error structure, assuming independent and identically distributed errors with zero mean and common variance. In this paper, we explore prediction risk as well as estimation risk under more general regression error assumptions, highlighting the benefits of overparameterization in a finite sample. We find that including a large number of unimportant parameters relative to the sample size can effectively reduce both risks. Notably, we establish that the estimation difficulties associated with the variance components of both risks can be summarized through the trace of the variance-covariance matrix of the regression errors.
Baird Counterexample is Solved: with an example of How to Debug a Two-time-scale Algorithm
Baird counterexample was proposed by Leemon Baird in 1995, first used to show that the Temporal Difference (TD(0)) algorithm diverges on this example. Since then, it is often used to test and compare off-policy learning algorithms. Gradient TD algorithms solved the divergence issue of TD on Baird counterexample. However, their convergence on this example is still very slow, and the nature of the slowness is not well understood, e.g., see (Sutton and Barto 2018). This note is to understand in particular, why TDC is slow on this example, and provide a debugging analysis to understand this behavior. Our debugging technique can be used to study the convergence behavior of two-time-scale stochastic approximation algorithms. We also provide empirical results of the recent Impression GTD algorithm on this example, showing the convergence is very fast, in fact, in a linear rate. We conclude that Baird counterexample is solved, by an algorithm with the convergence guarantee to the TD solution in general, and a fast convergence rate.
Learning Label Encodings for Deep Regression
Deep regression networks are widely used to tackle the problem of predicting a continuous value for a given input. Task-specialized approaches for training regression networks have shown significant improvement over generic approaches, such as direct regression. More recently, a generic approach based on regression by binary classification using binary-encoded labels has shown significant improvement over direct regression. The space of label encodings for regression is large. Lacking heretofore have been automated approaches to find a good label encoding for a given application. This paper introduces Regularized Label Encoding Learning (RLEL) for end-to-end training of an entire network and its label encoding. RLEL provides a generic approach for tackling regression. Underlying RLEL is our observation that the search space of label encodings can be constrained and efficiently explored by using a continuous search space of real-valued label encodings combined with a regularization function designed to encourage encodings with certain properties. These properties balance the probability of classification error in individual bits against error correction capability. Label encodings found by RLEL result in lower or comparable errors to manually designed label encodings. Applying RLEL results in 10.9% and 12.4% improvement in Mean Absolute Error (MAE) over direct regression and multiclass classification, respectively. Our evaluation demonstrates that RLEL can be combined with off-the-shelf feature extractors and is suitable across different architectures, datasets, and tasks. Code is available at https://github.com/ubc-aamodt-group/RLEL_regression.
Improving Prediction Backward-Compatiblility in NLP Model Upgrade with Gated Fusion
Lai, Yi-An, Mansimov, Elman, Xie, Yuqing, Zhang, Yi
When upgrading neural models to a newer version, new errors that were not encountered in the legacy version can be introduced, known as regression errors. This inconsistent behavior during model upgrade often outweighs the benefits of accuracy gain and hinders the adoption of new models. To mitigate regression errors from model upgrade, distillation and ensemble have proven to be viable solutions without significant compromise in performance. Despite the progress, these approaches attained an incremental reduction in regression which is still far from achieving backward-compatible model upgrade. In this work, we propose a novel method, Gated Fusion, that promotes backward compatibility via learning to mix predictions between old and new models. Empirical results on two distinct model upgrade scenarios show that our method reduces the number of regression errors by 62% on average, outperforming the strongest baseline by an average of 25%.
$l_{1-2}$ GLasso: $L_{1-2}$ Regularized Multi-task Graphical Lasso for Joint Estimation of eQTL Mapping and Gene Network
Developments in sequencing technology allow us to obtain more and more genomic data since the publication of the first human genome sequence. Computational techniques can help us to mine meaningful information from raw data and understand how gene expression is regulated in cells. In general, these problems include identifying cancer gene co-expression (co-expression: simultaneous expression of two or more genes) modules, determining SNP-gene relationships through eQTL (expression quantitative trait locus) mapping and determining gene-gene relationships by estimating gene network structure, etc (Rockman and Kruglyak, 2006; Gardner and Faith, 2005). Given a dataset containing single nucleotide polymorphisms (SNPs) and mRNA expression, the problem is to understand the SNP-gene and gene-gene relationships.