Machine Learning (cs.LG)

Abstract: AB testing aids business operators with their decision making, and is considered the gold standard method for learning from data to improve digital user experiences. However, there is usually a gap between the requirements of practitioners, and the constraints imposed by the statistical hypothesis testing methodologies commonly used for analysis of AB tests. These include the lack of statistical power in multivariate designs with many factors, correlations between these factors, the need of sequential testing for early stopping, and the inability to pool knowledge from past tests. Here, we propose a solution that applies hierarchical Bayesian estimation to address the above limitations. In comparison to current sequential AB testing methodology, we increase statistical power by exploiting correlations between factors, enabling sequential testing and progressive early stopping, without incurring excessive false positive risk. We also demonstrate how this methodology can be extended to enable the extraction of composite global learnings from past AB tests, to accelerate future tests. We underpin our work with a solid theoretical framework that articulates the value of hierarchical estimation. We demonstrate its utility using both numerical simulations and a large set of real-world AB tests. Together, these results highlight the practical value of our approach for statistical inference in the technology industry.

Abstract: How to accurately measure the relevance and redundancy of features is an age-old challenge in the field of feature selection. However, existing filter-based feature selection methods cannot directly measure redundancy for continuous data. In addition, most methods rely on manually specifying the number of features, which may introduce errors in the absence of expert knowledge. In this paper, we propose a non-parametric feature selection algorithm based on maximum inter-class variation and minimum redundancy, abbreviated as MVMR-FS. We first introduce supervised and unsupervised kernel density estimation on the features to capture their similarities and differences in inter-class and overall distributions. Subsequently, we present the criteria for maximum inter-class variation and minimum redundancy (MVMR), wherein the inter-class probability distributions are employed to reflect feature relevance and the distances between overall probability distributions are used to quantify redundancy. Finally, we employ an AGA to search for the feature subset that minimizes the MVMR. Compared with ten state-of-the-art methods, MVMR-FS achieves the highest average accuracy and improves the accuracy by 5% to 11%.

Abstract: Algorithmic fairness has been a serious concern and received lots of interest in machine learning community. In this paper, we focus on the bipartite ranking scenario, where the instances come from either the positive or negative class and the goal is to learn a ranking function that ranks positive instances higher than negative ones. While there could be a trade-off between fairness and performance, we propose a model agnostic post-processing framework xOrder for achieving fairness in bipartite ranking and maintaining the algorithm classification performance. In particular, we optimize a weighted sum of the utility as identifying an optimal warping path across different protected groups and solve it through a dynamic programming process. xOrder is compatible with various classification models and ranking fairness metrics, including supervised and unsupervised fairness metrics. In addition to binary groups, xOrder can be applied to multiple protected groups. We evaluate our proposed algorithm on four benchmark data sets and two real-world patient electronic health record repositories. xOrder consistently achieves a better balance between the algorithm utility and ranking fairness on a variety of datasets with different metrics. From the visualization of the calibrated ranking scores, xOrder mitigates the score distribution shifts of different groups compared with baselines. Moreover, additional analytical results verify that xOrder achieves a robust performance when faced with fewer samples and a bigger difference between training and testing ranking score distributions.

Abstract: The ever-growing use of wind energy makes necessary the optimization of turbine operations through pitch angle controllers and their maintenance with early fault detection. It is crucial to have accurate and robust models imitating the behavior of wind turbines, especially to predict the generated power as a function of the wind speed. Existing empirical and physics-based models have limitations in capturing the complex relations between the input variables and the power, aggravated by wind variability. Data-driven methods offer new opportunities to enhance wind turbine modeling of large datasets by improving accuracy and efficiency. In this study, we used physics-informed neural networks to reproduce historical data coming from 4 turbines in a wind farm, while imposing certain physical constraints to the model. The developed models for regression of the power, torque, and power coefficient as output variables showed great accuracy for both real data and physical equations governing the system. Lastly, introducing an efficient evidential layer provided uncertainty estimations of the predictions, proved to be consistent with the absolute error, and made possible the definition of a confidence interval in the power curve.

Abstract: Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the development of various neural network architectures. Graph neural network approaches, which jointly learn a graph structure based on the correlation of raw values of multivariate time series while forecasting, have recently seen great success. However, such solutions are often costly to train and difficult to scale. In this paper, we propose TimeGNN, a method that learns dynamic temporal graph representations that can capture the evolution of inter-series patterns along with the correlations of multiple series. TimeGNN achieves inference times 4 to 80 times faster than other state-of-the-art graph-based methods while achieving comparable forecasting performance

Abstract: Complex interactions between two opposing agents frequently occur in domains of machine learning, game theory, and other application domains. Quantitatively analyzing the strategies involved can provide an objective basis for decision-making. One such critical scenario is shot-taking in football, where decisions, such as whether the attacker should shoot or pass the ball and whether the defender should attempt to block the shot, play a crucial role in the outcome of the game. However, there are currently no effective data-driven and/or theory-based approaches to analyzing such situations. To address this issue, we proposed a novel framework to analyze such scenarios based on game theory, where we estimate the expected payoff with machine learning (ML) models, and additional features for ML models were extracted with a theory-based shot block model. Conventionally, successes or failures (1 or 0) are used as payoffs, while a success shot (goal) is extremely rare in football. Therefore, we proposed the Expected Probability of Shot On Target (xSOT) metric to evaluate players' actions even if the shot results in no goal; this allows for effective differentiation and comparison between different shots and even enables counterfactual shot situation analysis. In our experiments, we have validated the framework by comparing it with baseline and ablated models. Furthermore, we have observed a high correlation between the xSOT and existing metrics. This alignment of information suggests that xSOT provides valuable insights. Lastly, as an illustration, we studied optimal strategies in the World Cup 2022 and analyzed a shot situation in EURO 2020.

Abstract: We propose FLARE, the first fingerprinting mechanism to verify whether a suspected Deep Reinforcement Learning (DRL) policy is an illegitimate copy of another (victim) policy. We first show that it is possible to find non-transferable, universal adversarial masks, i.e., perturbations, to generate adversarial examples that can successfully transfer from a victim policy to its modified versions but not to independently trained policies. FLARE employs these masks as fingerprints to verify the true ownership of stolen DRL policies by measuring an action agreement value over states perturbed via such masks. Our empirical evaluations show that FLARE is effective (100% action agreement on stolen copies) and does not falsely accuse independent policies (no false positives). FLARE is also robust to model modification attacks and cannot be easily evaded by more informed adversaries without negatively impacting agent performance. We also show that not all universal adversarial masks are suitable candidates for fingerprints due to the inherent characteristics of DRL policies. The spatio-temporal dynamics of DRL problems and sequential decision-making process make characterizing the decision boundary of DRL policies more difficult, as well as searching for universal masks that capture the geometry of it.

Abstract: As public consciousness regarding the collection and use of personal information by corporations grows, it is of increasing importance that consumers be active participants in the curation of corporate datasets. In light of this, data governance frameworks such as the General Data Protection Regulation (GDPR) have outlined the right to be forgotten as a key principle allowing individuals to request that their personal data be deleted from the databases and models used by organizations. To achieve forgetting in practice, several machine unlearning methods have been proposed to address the computational inefficiencies of retraining a model from scratch with each unlearning request. While efficient online alternatives to retraining, it is unclear how these methods impact other properties critical to real-world applications, such as fairness. In this work, we propose the first fair machine unlearning method that can provably and efficiently unlearn data instances while preserving group fairness. We derive theoretical results which demonstrate that our method can provably unlearn data instances while maintaining fairness objectives. Extensive experimentation with real-world datasets highlight the efficacy of our method at unlearning data instances while preserving fairness.

Abstract: There is a growing awareness of the harmful effects of distribution shift on the performance of deployed machine learning models. Consequently, there is a growing interest in detecting these shifts before associated costs have time to accumulate. However, desiderata of crucial importance to the practicable deployment of sequential shift detectors are typically overlooked by existing works, precluding their widespread adoption. We identify three such desiderata, highlight existing works relevant to their satisfaction, and recommend impactful directions for future research.

Abstract: Non-intrusive load monitoring (NILM) identifies the status and power consumption of various household appliances by disaggregating the total power usage signal of an entire house. Efficient and accurate load monitoring facilitates user profile establishment, intelligent household energy management, and peak load shifting. This is beneficial for both the end-users and utilities by improving the overall efficiency of a power distribution network. Existing approaches mainly focus on developing an individual model for each appliance. Those approaches typically rely on a large amount of household-labeled data which is hard to collect. In this paper, we propose a multi-appliance-task framework with a training-efficient sample augmentation (SA) scheme that boosts the disaggregation performance with limited labeled data. For each appliance, we develop a shared-hierarchical split structure for its regression and classification tasks. In addition, we also propose a two-dimensional attention mechanism in order to capture spatio-temporal correlations among all appliances. With only one-day training data and limited appliance operation profiles, the proposed SA algorithm can achieve comparable test performance to the case of training with the full dataset. Finally, simulation results show that our proposed approach features a significantly improved performance over many baseline models. The relative errors can be reduced by more than 50\% on average. The codes of this work are available at https://github.com/jxiong22/MATNilm

Abstract: Autonomous systems in the road transportation network require intelligent mechanisms that cope with uncertainty to foresee the future. In this paper, we propose a multi-stage probabilistic approach for trajectory forecasting: trajectory transformation to displacement space, clustering of displacement time series, trajectory proposals, and ranking proposals. We introduce a new deep feature clustering method, underlying self-conditioned GAN, which copes better with distribution shifts than traditional methods. Additionally, we propose novel distance-based ranking proposals to assign probabilities to the generated trajectories that are more efficient yet accurate than an auxiliary neural network. The overall system surpasses context-free deep generative models in human and road agents trajectory data while performing similarly to point estimators when comparing the most probable trajectory.

Abstract: Residual connections have been proposed as architecture-based inductive bias to mitigate the problem of exploding and vanishing gradients and increase task performance in both feed-forward and recurrent networks (RNNs) when trained with the backpropagation algorithm. Yet, little is known about how residual connections in RNNs influence their dynamics and fading memory properties. Here, we introduce weakly coupled residual recurrent networks (WCRNNs) in which residual connections result in well-defined Lyapunov exponents and allow for studying properties of fading memory. We investigate how the residual connections of WCRNNs influence their performance, network dynamics, and memory properties on a set of benchmark tasks. We show that several distinct forms of residual connections yield effective inductive biases that result in increased network expressivity. In particular, residual connections that (i) result in network dynamics at the proximity of the edge of chaos, (ii) allow networks to capitalize on characteristic spectral properties of the data, and (iii) result in heterogeneous memory properties are shown to increase practical expressivity. In addition, we demonstrate how our results can be extended to non-linear residuals and introduce a weakly coupled residual initialization scheme that can be used for Elman RNNs

Abstract: Counterfactual examples have emerged as an effective approach to produce simple and understandable post-hoc explanations. In the context of graph classification, previous work has focused on generating counterfactual explanations by manipulating the most elementary units of a graph, i.e., removing an existing edge, or adding a non-existing one. In this paper, we claim that such language of explanation might be too fine-grained, and turn our attention to some of the main characterizing features of real-world complex networks, such as the tendency to close triangles, the existence of recurring motifs, and the organization into dense modules. We thus define a general density-based counterfactual search framework to generate instance-level counterfactual explanations for graph classifiers, which can be instantiated with different notions of dense substructures. In particular, we show two specific instantiations of this general framework: a method that searches for counterfactual graphs by opening or closing triangles, and a method driven by maximal cliques. We also discuss how the general method can be instantiated to exploit any other notion of dense substructures, including, for instance, a given taxonomy of nodes. We evaluate the effectiveness of our approaches in 7 brain network datasets and compare the counterfactual statements generated according to several widely-used metrics. Results confirm that adopting a semantic-relevant unit of change like density is essential to define versatile and interpretable counterfactual explanation methods.

Abstract: The continuous dynamics of natural systems has been effectively modelled using Neural Ordinary Differential Equations (Neural ODEs). However, for accurate and meaningful predictions, it is crucial that the models follow the underlying rules or laws that govern these systems. In this work, we propose a self-adaptive penalty algorithm for Neural ODEs to enable modelling of constrained natural systems. The proposed self-adaptive penalty function can dynamically adjust the penalty parameters. The explicit introduction of prior knowledge helps to increase the interpretability of Neural ODE -based models. We validate the proposed approach by modelling three natural systems with prior knowledge constraints: population growth, chemical reaction evolution, and damped harmonic oscillator motion. The numerical experiments and a comparison with other penalty Neural ODE approaches and \emph{vanilla} Neural ODE, demonstrate the effectiveness of the proposed self-adaptive penalty algorithm for Neural ODEs in modelling constrained natural systems. Moreover, the self-adaptive penalty approach provides more accurate and robust models with reliable and meaningful predictions.

Abstract: As the network scale increases, existing fully distributed solutions start to lag behind the real-world challenges such as (1) slow information propagation, (2) network communication failures, and (3) external adversarial attacks. In this paper, we focus on hierarchical system architecture and address the problem of non-Bayesian learning over networks that are vulnerable to communication failures and adversarial attacks. On network communication, we consider packet-dropping link failures. We first propose a hierarchical robust push-sum algorithm that can achieve average consensus despite frequent packet-dropping link failures. We provide a sparse information fusion rule between the parameter server and arbitrarily selected network representatives. Then, interleaving the consensus update step with a dual averaging update with Kullback-Leibler (KL) divergence as the proximal function, we obtain a packet-dropping fault-tolerant non-Bayesian learning algorithm with provable convergence guarantees. On external adversarial attacks, we consider Byzantine attacks in which the compromised agents can send maliciously calibrated messages to others (including both the agents and the parameter server). To avoid the curse of dimensionality of Byzantine consensus, we solve the non-Bayesian learning problem via running multiple dynamics, each of which only involves Byzantine consensus with scalar inputs. To facilitate resilient information propagation across sub-networks, we use a novel Byzantine-resilient gossiping-type rule at the parameter server.

Abstract: This paper seeks to solve Multi-Source Domain Adaptation (MSDA), which aims to mitigate data distribution shifts when transferring knowledge from multiple labeled source domains to an unlabeled target domain. We propose a novel MSDA framework based on dictionary learning and optimal transport. We interpret each domain in MSDA as an empirical distribution. As such, we express each domain as a Wasserstein barycenter of dictionary atoms, which are empirical distributions. We propose a novel algorithm, DaDiL, for learning via mini-batches: (i) atom distributions; (ii) a matrix of barycentric coordinates. Based on our dictionary, we propose two novel methods for MSDA: DaDil-R, based on the reconstruction of labeled samples in the target domain, and DaDiL-E, based on the ensembling of classifiers learned on atom distributions. We evaluate our methods in 3 benchmarks: Caltech-Office, Office 31, and CRWU, where we improved previous state-of-the-art by 3.15%, 2.29%, and 7.71% in classification performance. Finally, we show that interpolations in the Wasserstein hull of learned atoms provide data that can generalize to the target domain.

Abstract: Deep learning often faces the challenge of efficiently processing dynamic inputs, such as sensor data or user inputs. For example, an AI writing assistant is required to update its suggestions in real time as a document is edited. Re-running the model each time is expensive, even with compression techniques like knowledge distillation, pruning, or quantization. Instead, we take an incremental computing approach, looking to reuse calculations as the inputs change. However, the dense connectivity of conventional architectures poses a major obstacle to incremental computation, as even minor input changes cascade through the network and restrict information reuse. To address this, we use vector quantization to discretize intermediate values in the network, which filters out noisy and unnecessary modifications to hidden neurons, facilitating the reuse of their values. We apply this approach to the transformers architecture, creating an efficient incremental inference algorithm with complexity proportional to the fraction of the modified inputs. Our experiments with adapting the OPT-125M pre-trained language model demonstrate comparable accuracy on document classification while requiring 12.1X (median) fewer operations for processing sequences of atomic edits.

Abstract: With the increased deployment of machine learning models in various real-world applications, researchers and practitioners alike have emphasized the need for explanations of model behaviour. To this end, two broad strategies have been outlined in prior literature to explain models. Post hoc explanation methods explain the behaviour of complex black-box models by highlighting features that are critical to model predictions; however, prior work has shown that these explanations may not be faithful, and even more concerning is our inability to verify them. Specifically, it is nontrivial to evaluate if a given attribution is correct with respect to the underlying model. Inherently interpretable models, on the other hand, circumvent these issues by explicitly encoding explanations into model architecture, meaning their explanations are naturally faithful and verifiable, but they often exhibit poor predictive performance due to their limited expressive power. In this work, we aim to bridge the gap between the aforementioned strategies by proposing Verifiability Tuning (VerT), a method that transforms black-box models into models that naturally yield faithful and verifiable feature attributions. We begin by introducing a formal theoretical framework to understand verifiability and show that attributions produced by standard models cannot be verified. We then leverage this framework to propose a method to build verifiable models and feature attributions out of fully trained black-box models. Finally, we perform extensive experiments on semi-synthetic and real-world datasets, and show that VerT produces models that (1) yield explanations that are correct and verifiable and (2) are faithful to the original black-box models they are meant to explain.

Abstract: The Fourier neural operator (FNO) is a powerful technique for learning surrogate maps for partial differential equation (PDE) solution operators. For many real-world applications, which often require high-resolution data points, training time and memory usage are significant bottlenecks. While there are mixed-precision training techniques for standard neural networks, those work for real-valued datatypes on finite dimensions and therefore cannot be directly applied to FNO, which crucially operates in the (complex-valued) Fourier domain and in function spaces. On the other hand, since the Fourier transform is already an approximation (due to discretization error), we do not need to perform the operation at full precision. In this work, we (i) profile memory and runtime for FNO with full and mixed-precision training, (ii) conduct a study on the numerical stability of mixed-precision training of FNO, and (iii) devise a training routine which substantially decreases training time and memory usage (up to 34%), with little or no reduction in accuracy, on the Navier-Stokes and Darcy flow equations. Combined with the recently proposed tensorized FNO (Kossaifi et al., 2023), the resulting model has far better performance while also being significantly faster than the original FNO.