pwc-archive/papers-with-abstracts huggingface dataset:
On Fair Selection in the Presence of Implicit Variance
Authors: Vitalii Emelianov, Nicolas Gast, Krishna P. Gummadi, Patrick Loiseau
Date: 2020-06-24 00:00:00
Tasks: Fairness

Quota-based fairness mechanisms like the so-called Rooney rule or four-fifths rule are used in selection problems such as hiring or college admission to reduce inequalities based on sensitive demographic attributes. These mechanisms are often viewed as introducing a trade-off between selection fairness and utility. In recent work, however, Kleinberg and Raghavan showed that, in the presence of implicit bias in estimating candidates' quality, the Rooney rule can increase the utility of the selection process. We argue that even in the absence of implicit bias, the estimates of candidates' quality from different groups may differ in another fundamental way, namely, in their variance. We term this phenomenon implicit variance and we ask: can fairness mechanisms be beneficial to the utility of a selection process in the presence of implicit variance (even in the absence of implicit bias)? To answer this question, we propose a simple model in which candidates have a true latent quality that is drawn from a group-independent normal distribution. To make the selection, a decision maker receives an unbiased estimate of the quality of each candidate, with normal noise, but whose variance depends on the candidate's group. We then compare the utility obtained by imposing a fairness mechanism that we term $\gamma$-rule (it includes demographic parity and the four-fifths rule as special cases), to that of a group-oblivious selection algorithm that picks the candidates with the highest estimated quality independently of their group. Our main result shows that the demographic parity mechanism always increases the selection utility, while any $\gamma$-rule weakly increases it. We extend our model to a two-stage selection process where the true quality is observed at the second stage. We discuss multiple extensions of our results, in particular to different distributions of the true latent quality.
Inference in Stochastic Epidemic Models via Multinomial Approximations
Authors: Nick Whiteley, Lorenzo Rimella
Date: 2020-06-24 00:00:00

We introduce a new method for inference in stochastic epidemic models which uses recursive multinomial approximations to integrate over unobserved variables and thus circumvent likelihood intractability. The method is applicable to a class of discrete-time, finite-population compartmental models with partial, randomly under-reported or missing count observations. In contrast to state-of-the-art alternatives such as Approximate Bayesian Computation techniques, no forward simulation of the model is required and there are no tuning parameters. Evaluating the approximate marginal likelihood of model parameters is achieved through a computationally simple filtering recursion. The accuracy of the approximation is demonstrated through analysis of real and simulated data using a model of the 1995 Ebola outbreak in the Democratic Republic of Congo. We show how the method can be embedded within a Sequential Monte Carlo approach to estimating the time-varying reproduction number of COVID-19 in Wuhan, China, recently published by Kucharski et al. 2020.
Ensemble Kernel Methods, Implicit Regularization and Determinantal Point Processes
Authors: Joachim Schreurs, Michaël Fanuel, Johan A. K. Suykens
Date: 2020-06-24 00:00:00
Tasks: Diversity, Point Processes, regression

By using the framework of Determinantal Point Processes (DPPs), some theoretical results concerning the interplay between diversity and regularization can be obtained. In this paper we show that sampling subsets with kDPPs results in implicit regularization in the context of ridgeless Kernel Regression. Furthermore, we leverage the common setup of state-of-the-art DPP algorithms to sample multiple small subsets and use them in an ensemble of ridgeless regressions. Our first empirical results indicate that ensemble of ridgeless regressors can be interesting to use for datasets including redundant information.
Frequentist Uncertainty in Recurrent Neural Networks via Blockwise Influence Functions
Authors: Ahmed M. Alaa, Mihaela van der Schaar
Date: 2020-06-20 00:00:00
Proceeding: ICML 2020 1
Tasks: Decision Making, Sequential Decision Making, Time Series, Time Series Analysis, Uncertainty Quantification

Recurrent neural networks (RNNs) are instrumental in modelling sequential and time-series data. Yet, when using RNNs to inform decision-making, predictions by themselves are not sufficient; we also need estimates of predictive uncertainty. Existing approaches for uncertainty quantification in RNNs are based predominantly on Bayesian methods; these are computationally prohibitive, and require major alterations to the RNN architecture and training. Capitalizing on ideas from classical jackknife resampling, we develop a frequentist alternative that: (a) does not interfere with model training or compromise its accuracy, (b) applies to any RNN architecture, and (c) provides theoretical coverage guarantees on the estimated uncertainty intervals. Our method derives predictive uncertainty from the variability of the (jackknife) sampling distribution of the RNN outputs, which is estimated by repeatedly deleting blocks of (temporally-correlated) training data, and collecting the predictions of the RNN re-trained on the remaining data. To avoid exhaustive re-training, we utilize influence functions to estimate the effect of removing training data blocks on the learned RNN parameters. Using data from a critical care setting, we demonstrate the utility of uncertainty quantification in sequential decision-making.
Embedding Differentiable Sparsity into Deep Neural Network
Authors: Yongjin Lee
Date: 2020-06-23 00:00:00

In this paper, we propose embedding sparsity into the structure of deep neural networks, where model parameters can be exactly zero during training with the stochastic gradient descent. Thus, it can learn the sparsified structure and the weights of networks simultaneously. The proposed approach can learn structured as well as unstructured sparsity.
Dynamic of Stochastic Gradient Descent with State-Dependent Noise
Authors: Qi Meng, Shiqi Gong, Wei Chen, Zhi-Ming Ma, Tie-Yan Liu
Date: 2020-06-24 00:00:00

Stochastic gradient descent (SGD) and its variants are mainstream methods to train deep neural networks. Since neural networks are non-convex, more and more works study the dynamic behavior of SGD and the impact to its generalization, especially the escaping efficiency from local minima. However, these works take the over-simplified assumption that the covariance of the noise in SGD is (or can be upper bounded by) constant, although it is actually state-dependent. In this work, we conduct a formal study on the dynamic behavior of SGD with state-dependent noise. Specifically, we show that the covariance of the noise of SGD in the local region of the local minima is a quadratic function of the state. Thus, we propose a novel power-law dynamic with state-dependent diffusion to approximate the dynamic of SGD. We prove that, power-law dynamic can escape from sharp minima exponentially faster than flat minima, while the previous dynamics can only escape sharp minima polynomially faster than flat minima. Our experiments well verified our theoretical results. Inspired by our theory, we propose to add additional state-dependent noise into (large-batch) SGD to further improve its generalization ability. Experiments verify that our method is effective.
Imbalanced Gradients: A Subtle Cause of Overestimated Adversarial Robustness
Authors: Xingjun Ma, Linxi Jiang, Hanxun Huang, Zejia Weng, James Bailey, Yu-Gang Jiang
Date: 2020-06-24 00:00:00
Tasks: Adversarial Robustness

Evaluating the robustness of a defense model is a challenging task in adversarial robustness research. Obfuscated gradients have previously been found to exist in many defense methods and cause a false signal of robustness. In this paper, we identify a more subtle situation called Imbalanced Gradients that can also cause overestimated adversarial robustness. The phenomenon of imbalanced gradients occurs when the gradient of one term of the margin loss dominates and pushes the attack towards to a suboptimal direction. To exploit imbalanced gradients, we formulate a Margin Decomposition (MD) attack that decomposes a margin loss into individual terms and then explores the attackability of these terms separately via a two-stage process. We also propose a multi-targeted and ensemble version of our MD attack. By investigating 24 defense models proposed since 2018, we find that 11 models are susceptible to a certain degree of imbalanced gradients and our MD attack can decrease their robustness evaluated by the best standalone baseline attack by more than 1%. We also provide an in-depth investigation on the likely causes of imbalanced gradients and effective countermeasures. Our code is available at https://github.com/HanxunH/MDAttack.
The NetHack Learning Environment
Authors: Heinrich Küttler, Nantas Nardelli, Alexander H. Miller, Roberta Raileanu, Marco Selvatici, Edward Grefenstette, Tim Rocktäschel
Date: 2020-06-24 00:00:00
Proceeding: NeurIPS 2020 12
Tasks: NetHack, NetHack Score, Reinforcement Learning (RL), Systematic Generalization

Progress in Reinforcement Learning (RL) algorithms goes hand-in-hand with the development of challenging environments that test the limits of current methods. While existing RL environments are either sufficiently complex or based on fast simulation, they are rarely both. Here, we present the NetHack Learning Environment (NLE), a scalable, procedurally generated, stochastic, rich, and challenging environment for RL research based on the popular single-player terminal-based roguelike game, NetHack. We argue that NetHack is sufficiently complex to drive long-term research on problems such as exploration, planning, skill acquisition, and language-conditioned RL, while dramatically reducing the computational resources required to gather a large amount of experience. We compare NLE and its task suite to existing alternatives, and discuss why it is an ideal medium for testing the robustness and systematic generalization of RL agents. We demonstrate empirical success for early stages of the game using a distributed Deep RL baseline and Random Network Distillation exploration, alongside qualitative analysis of various agents trained in the environment. NLE is open source at https://github.com/facebookresearch/nle.
Bayesian Sampling Bias Correction: Training with the Right Loss Function
Authors: L. Le Folgoc, V. Baltatzis, A. Alansary, S. Desai, A. Devaraj, S. Ellis, O. E. Martinez Manzanera, F. Kanavati, A. Nair, J. Schnabel, B. Glocker
Date: 2020-06-24 00:00:00

We derive a family of loss functions to train models in the presence of sampling bias. Examples are when the prevalence of a pathology differs from its sampling rate in the training dataset, or when a machine learning practioner rebalances their training dataset. Sampling bias causes large discrepancies between model performance in the lab and in more realistic settings. It is omnipresent in medical imaging applications, yet is often overlooked at training time or addressed on an ad-hoc basis. Our approach is based on Bayesian risk minimization. For arbitrary likelihood models we derive the associated bias corrected loss for training, exhibiting a direct connection to information gain. The approach integrates seamlessly in the current paradigm of (deep) learning using stochastic backpropagation and naturally with Bayesian models. We illustrate the methodology on case studies of lung nodule malignancy grading.
Auto-PyTorch Tabular: Multi-Fidelity MetaLearning for Efficient and Robust AutoDL
Authors: Lucas Zimmer, Marius Lindauer, Frank Hutter
Date: 2020-06-24 00:00:00
Tasks: AutoML, Neural Architecture Search

While early AutoML frameworks focused on optimizing traditional ML pipelines and their hyperparameters, a recent trend in AutoML is to focus on neural architecture search. In this paper, we introduce Auto-PyTorch, which brings the best of these two worlds together by jointly and robustly optimizing the architecture of networks and the training hyperparameters to enable fully automated deep learning (AutoDL). Auto-PyTorch achieves state-of-the-art performance on several tabular benchmarks by combining multi-fidelity optimization with portfolio construction for warmstarting and ensembling of deep neural networks (DNNs) and common baselines for tabular data. To thoroughly study our assumptions on how to design such an AutoDL system, we additionally introduce a new benchmark on learning curves for DNNs, dubbed LCBench, and run extensive ablation studies of the full Auto-PyTorch on typical AutoML benchmarks, eventually showing that Auto-PyTorch performs better than several state-of-the-art competitors on average.
Local Interpretability of Calibrated Prediction Models: A Case of Type 2 Diabetes Mellitus Screening Test
Authors: Simon Kocbek, Primoz Kocbek, Leona Cilar, Gregor Stiglic
Date: 2020-06-02 00:00:00

Machine Learning (ML) models are often complex and difficult to interpret due to their 'black-box' characteristics. Interpretability of a ML model is usually defined as the degree to which a human can understand the cause of decisions reached by a ML model. Interpretability is of extremely high importance in many fields of healthcare due to high levels of risk related to decisions based on ML models. Calibration of the ML model outputs is another issue often overlooked in the application of ML models in practice. This paper represents an early work in examination of prediction model calibration impact on the interpretability of the results. We present a use case of a patient in diabetes screening prediction scenario and visualize results using three different techniques to demonstrate the differences between calibrated and uncalibrated regularized regression model.
Preventing Value Function Collapse in Ensemble {Q}-Learning by Maximizing Representation Diversity
Authors: Hassam Ullah Sheikh, Ladislau Bölöni
Date: 2020-06-24 00:00:00
Tasks: Diversity, Q-Learning

The classic DQN algorithm is limited by the overestimation bias of the learned Q-function. Subsequent algorithms have proposed techniques to reduce this problem, without fully eliminating it. Recently, the Maxmin and Ensemble Q-learning algorithms have used different estimates provided by the ensembles of learners to reduce the overestimation bias. Unfortunately, these learners can converge to the same point in the parametric or representation space, falling back to the classic single neural network DQN. In this paper, we describe a regularization technique to maximize ensemble diversity in these algorithms. We propose and compare five regularization functions inspired from economics theory and consensus optimization. We show that the regularized approach significantly outperforms the Maxmin and Ensemble Q-learning algorithms as well as non-ensemble baselines.
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret
Authors: Yingjie Fei, Zhuoran Yang, Yudong Chen, Zhaoran Wang, Qiaomin Xie
Date: 2020-06-22 00:00:00
Proceeding: NeurIPS 2020 12
Tasks: Q-Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

We study risk-sensitive reinforcement learning in episodic Markov decision processes with unknown transition kernels, where the goal is to optimize the total reward under the risk measure of exponential utility. We propose two provably efficient model-free algorithms, Risk-Sensitive Value Iteration (RSVI) and Risk-Sensitive Q-learning (RSQ). These algorithms implement a form of risk-sensitive optimism in the face of uncertainty, which adapts to both risk-seeking and risk-averse modes of exploration. We prove that RSVI attains an $\tilde{O}\big(\lambda(|\beta| H^2) \cdot \sqrt{H^{3} S^{2}AT} \big)$ regret, while RSQ attains an $\tilde{O}\big(\lambda(|\beta| H^2) \cdot \sqrt{H^{4} SAT} \big)$ regret, where $\lambda(u) = (e^{3u}-1)/u$ for $u>0$. In the above, $\beta$ is the risk parameter of the exponential utility function, $S$ the number of states, $A$ the number of actions, $T$ the total number of timesteps, and $H$ the episode length. On the flip side, we establish a regret lower bound showing that the exponential dependence on $|\beta|$ and $H$ is unavoidable for any algorithm with an $\tilde{O}(\sqrt{T})$ regret (even when the risk objective is on the same scale as the original reward), thus certifying the near-optimality of the proposed algorithms. Our results demonstrate that incorporating risk awareness into reinforcement learning necessitates an exponential cost in $|\beta|$ and $H$, which quantifies the fundamental tradeoff between risk sensitivity (related to aleatoric uncertainty) and sample efficiency (related to epistemic uncertainty). To the best of our knowledge, this is the first regret analysis of risk-sensitive reinforcement learning with the exponential utility.
Lattice Representation Learning
Authors: Luis A. Lastras
Date: 2020-06-24 00:00:00
Tasks: Quantization, Representation Learning

In this article we introduce theory and algorithms for learning discrete representations that take on a lattice that is embedded in an Euclidean space. Lattice representations possess an interesting combination of properties: a) they can be computed explicitly using lattice quantization, yet they can be learned efficiently using the ideas we introduce in this paper, b) they are highly related to Gaussian Variational Autoencoders, allowing designers familiar with the latter to easily produce discrete representations from their models and c) since lattices satisfy the axioms of a group, their adoption can lead into a way of learning simple algebras for modeling binary operations between objects through symbolic formalisms, yet learn these structures also formally using differentiation techniques. This article will focus on laying the groundwork for exploring and exploiting the first two properties, including a new mathematical result linking expressions used during training and inference time and experimental validation on two popular datasets.
Advances in Asynchronous Parallel and Distributed Optimization
Authors: Mahmoud Assran, Arda Aytekin, Hamid Feyzmahdavian, Mikael Johansson, Michael Rabbat
Date: 2020-06-24 00:00:00
Tasks: Distributed Optimization, Stochastic Optimization

Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous methods do not require all processors to maintain a consistent view of the optimization variables. Consequently, they generally can make more efficient use of computational resources than synchronous methods, and they are not sensitive to issues like stragglers (i.e., slow nodes) and unreliable communication links. Mathematical modeling of asynchronous methods involves proper accounting of information delays, which makes their analysis challenging. This article reviews recent developments in the design and analysis of asynchronous optimization methods, covering both centralized methods, where all processors update a master copy of the optimization variables, and decentralized methods, where each processor maintains a local copy of the variables. The analysis provides insights as to how the degree of asynchrony impacts convergence rates, especially in stochastic optimization methods.
Crop Yield Prediction Integrating Genotype and Weather Variables Using Deep Learning
Authors: Johnathon Shook, Tryambak Gangopadhyay, Linjiang Wu, Baskar Ganapathysubramanian, Soumik Sarkar, Asheesh K. Singh
Date: 2020-06-24 00:00:00
Tasks: Crop Yield Prediction, Explainable Models, Time Series Analysis

Accurate prediction of crop yield supported by scientific and domain-relevant insights, can help improve agricultural breeding, provide monitoring across diverse climatic conditions and thereby protect against climatic challenges to crop production including erratic rainfall and temperature variations. We used historical performance records from Uniform Soybean Tests (UST) in North America spanning 13 years of data to build a Long Short Term Memory - Recurrent Neural Network based model to dissect and predict genotype response in multiple-environments by leveraging pedigree relatedness measures along with weekly weather parameters. Additionally, for providing explainability of the important time-windows in the growing season, we developed a model based on temporal attention mechanism. The combination of these two models outperformed random forest (RF), LASSO regression and the data-driven USDA model for yield prediction. We deployed this deep learning framework as a 'hypotheses generation tool' to unravel GxExM relationships. Attention-based time series models provide a significant advancement in interpretability of yield prediction models. The insights provided by explainable models are applicable in understanding how plant breeding programs can adapt their approaches for global climate change, for example identification of superior varieties for commercial release, intelligent sampling of testing environments in variety development, and integrating weather parameters for a targeted breeding approach. Using DL models as hypothesis generation tools will enable development of varieties with plasticity response in variable climatic conditions. We envision broad applicability of this approach (via conducting sensitivity analysis and "what-if" scenarios) for soybean and other crop species under different climatic conditions.
AReLU: Attention-based Rectified Linear Unit
Authors: Dengsheng Chen, Jun Li, Kai Xu
Date: 2020-06-24 00:00:00
Tasks: Meta-Learning, Transfer Learning

Element-wise activation functions play a critical role in deep neural networks via affecting the expressivity power and the learning dynamics. Learning-based activation functions have recently gained increasing attention and success. We propose a new perspective of learnable activation function through formulating them with element-wise attention mechanism. In each network layer, we devise an attention module which learns an element-wise, sign-based attention map for the pre-activation feature map. The attention map scales an element based on its sign. Adding the attention module with a rectified linear unit (ReLU) results in an amplification of positive elements and a suppression of negative ones, both with learned, data-adaptive parameters. We coin the resulting activation function Attention-based Rectified Linear Unit (AReLU). The attention module essentially learns an element-wise residue of the activated part of the input, as ReLU can be viewed as an identity transformation. This makes the network training more resistant to gradient vanishing. The learned attentive activation leads to well-focused activation of relevant regions of a feature map. Through extensive evaluations, we show that AReLU significantly boosts the performance of most mainstream network architectures with only two extra learnable parameters per layer introduced. Notably, AReLU facilitates fast network training under small learning rates, which makes it especially suited in the case of transfer learning and meta learning. Our source code has been released (see https://github.com/densechen/AReLU).