pwc-archive/papers-with-abstracts huggingface dataset:
The Fairness of Credit Scoring Models
Authors: Christophe Hurlin, Christophe Pérignon, Sébastien Saurin
Date: 2022-05-20 00:00:00
Tasks: Attribute, Fairness

In credit markets, screening algorithms aim to discriminate between good-type and bad-type borrowers. However, when doing so, they can also discriminate between individuals sharing a protected attribute (e.g. gender, age, racial origin) and the rest of the population. This can be unintentional and originate from the training dataset or from the model itself. We show how to formally test the algorithmic fairness of scoring models and how to identify the variables responsible for any lack of fairness. We then use these variables to optimize the fairness-performance trade-off. Our framework provides guidance on how algorithmic fairness can be monitored by lenders, controlled by their regulators, improved for the benefit of protected groups, while still maintaining a high level of forecasting accuracy.
A Proximal Algorithm for Sampling from Non-convex Potentials
Authors: Jiaming Liang, Yongxin Chen
Date: 2022-05-20 00:00:00

We study sampling problems associated with non-convex potentials that meanwhile lack smoothness. In particular, we consider target distributions that satisfy either logarithmic-Sobolev inequality or Poincar\'e inequality. Rather than smooth, the potentials are assumed to be semi-smooth or the summation of multiple semi-smooth functions. We develop a sampling algorithm that resembles proximal algorithms in optimization for this challenging sampling task. Our algorithm is based on a special case of Gibbs sampling known as the alternating sampling framework (ASF). The key contribution of this work is a practical realization of the ASF based on rejection sampling in the non-convex and semi-smooth setting. This work extends the recent algorithm in \cite{LiaChe21,LiaChe22} for non-smooth/semi-smooth log-concave distribution to the setting with non-convex potentials. In almost all the cases of sampling considered in this work, our proximal sampling algorithm achieves better complexity than all existing methods.
Bayesian Active Learning with Fully Bayesian Gaussian Processes
Authors: Christoffer Riis, Francisco Antunes, Frederik Boe Hüttel, Carlos Lima Azevedo, Francisco Câmara Pereira
Date: 2022-05-20 00:00:00
Tasks: Active Learning, Gaussian Processes

The bias-variance trade-off is a well-known problem in machine learning that only gets more pronounced the less available data there is. In active learning, where labeled data is scarce or difficult to obtain, neglecting this trade-off can cause inefficient and non-optimal querying, leading to unnecessary data labeling. In this paper, we focus on active learning with Gaussian Processes (GPs). For the GP, the bias-variance trade-off is made by optimization of the two hyperparameters: the length scale and noise-term. Considering that the optimal mode of the joint posterior of the hyperparameters is equivalent to the optimal bias-variance trade-off, we approximate this joint posterior and utilize it to design two new acquisition functions. The first one is a Bayesian variant of Query-by-Committee (B-QBC), and the second is an extension that explicitly minimizes the predictive variance through a Query by Mixture of Gaussian Processes (QB-MGP) formulation. Across six simulators, we empirically show that B-QBC, on average, achieves the best marginal likelihood, whereas QB-MGP achieves the best predictive performance. We show that incorporating the bias-variance trade-off in the acquisition functions mitigates unnecessary and expensive data labeling.
FedAdapter: Efficient Federated Learning for Modern NLP
Authors: Dongqi Cai, Yaozong Wu, Shangguang Wang, Felix Xiaozhu Lin, Mengwei Xu
Date: 2022-05-20 00:00:00
Tasks: Federated Learning

Transformer-based pre-trained models have revolutionized NLP for superior performance and generality. Fine-tuning pre-trained models for downstream tasks often requires private data, for which federated learning is the de-facto approach (i.e., FedNLP). However, our measurements show that FedNLP is prohibitively slow due to the large model sizes and the resultant high network/computation cost. Towards practical FedNLP, we identify as the key building blocks adapters, small bottleneck modules inserted at a variety of model layers. A key challenge is to properly configure the depth and width of adapters, to which the training speed and efficiency is highly sensitive. No silver-bullet configuration exists: the optimal choice varies across downstream NLP tasks, desired model accuracy, and mobile resources. To automate adapter configuration, we propose FedAdapter, a framework that enhances the existing FedNLP with two novel designs. First, FedAdapter progressively upgrades the adapter configuration throughout a training session; the principle is to quickly learn shallow knowledge by only training fewer and smaller adapters at the model's top layers, and incrementally learn deep knowledge by incorporating deeper and larger adapters. Second, FedAdapter continuously profiles future adapter configurations by allocating participant devices to trial groups. Extensive experiments show that FedAdapter can reduce FedNLP's model convergence delay to no more than several hours, which is up to 155.5$\times$ faster compared to vanilla FedNLP and 48$\times$ faster compared to strong baselines.
Machine Learning for Combinatorial Optimisation of Partially-Specified Problems: Regret Minimisation as a Unifying Lens
Authors: Stefano Teso, Laurens Bliek, Andrea Borghesi, Michele Lombardi, Neil Yorke-Smith, Tias Guns, Andrea Passerini
Date: 2022-05-20 00:00:00
Tasks: Survey

It is increasingly common to solve combinatorial optimisation problems that are partially-specified. We survey the case where the objective function or the relations between variables are not known or are only partially specified. The challenge is to learn them from available data, while taking into account a set of hard constraints that a solution must satisfy, and that solving the optimisation problem (esp. during learning) is computationally very demanding. This paper overviews four seemingly unrelated approaches, that can each be viewed as learning the objective function of a hard combinatorial optimisation problem: 1) surrogate-based optimisation, 2) empirical model learning, 3) decision-focused learning (`predict + optimise'), and 4) structured-output prediction. We formalise each learning paradigm, at first in the ways commonly found in the literature, and then bring the formalisations together in a compatible way using regret. We discuss the differences and interactions between these frameworks, highlight the opportunities for cross-fertilization and survey open directions.
Revisiting GANs by Best-Response Constraint: Perspective, Methodology, and Application
Authors: Risheng Liu, Jiaxin Gao, Xuan Liu, Xin Fan
Date: 2022-05-20 00:00:00

In past years, the minimax type single-level optimization formulation and its variations have been widely utilized to address Generative Adversarial Networks (GANs). Unfortunately, it has been proved that these alternating learning strategies cannot exactly reveal the intrinsic relationship between the generator and discriminator, thus easily result in a series of issues, including mode collapse, vanishing gradients and oscillations in the training phase, etc. In this work, by investigating the fundamental mechanism of GANs from the perspective of hierarchical optimization, we propose Best-Response Constraint (BRC), a general learning framework, that can explicitly formulate the potential dependency of the generator on the discriminator. Rather than adopting these existing time-consuming bilevel iterations, we design an implicit gradient scheme with outer-product Hessian approximation as our fast solution strategy. \emph{Noteworthy, we demonstrate that even with different motivations and formulations, a variety of existing GANs ALL can be uniformly improved by our flexible BRC methodology.} Extensive quantitative and qualitative experimental results verify the effectiveness, flexibility and stability of our proposed framework.
Towards efficient feature sharing in MIMO architectures
Authors: Rémy Sun, Alexandre Ramé, Clément Masson, Nicolas Thome, Matthieu Cord
Date: 2022-05-20 00:00:00

Multi-input multi-output architectures propose to train multiple subnetworks within one base network and then average the subnetwork predictions to benefit from ensembling for free. Despite some relative success, these architectures are wasteful in their use of parameters. Indeed, we highlight in this paper that the learned subnetwork fail to share even generic features which limits their applicability on smaller mobile and AR/VR devices. We posit this behavior stems from an ill-posed part of the multi-input multi-output framework. To solve this issue, we propose a novel unmixing step in MIMO architectures that allows subnetworks to properly share features. Preliminary experiments on CIFAR-100 show our adjustments allow feature sharing and improve model performance for small architectures.
FedNoiL: A Simple Two-Level Sampling Method for Federated Learning with Noisy Labels
Authors: Zhuowei Wang, Tianyi Zhou, Guodong Long, Bo Han, Jing Jiang
Date: 2022-05-20 00:00:00
Tasks: Federated Learning, Learning with noisy labels

Federated learning (FL) aims at training a global model on the server side while the training data are collected and located at the local devices. Hence, the labels in practice are usually annotated by clients of varying expertise or criteria and thus contain different amounts of noises. Local training on noisy labels can easily result in overfitting to noisy labels, which is devastating to the global model through aggregation. Although recent robust FL methods take malicious clients into account, they have not addressed local noisy labels on each device and the impact to the global model. In this paper, we develop a simple two-level sampling method "FedNoiL" that (1) selects clients for more robust global aggregation on the server; and (2) selects clean labels and correct pseudo-labels at the client end for more robust local training. The sampling probabilities are built upon clean label detection by the global model. Moreover, we investigate different schedules changing the local epochs between aggregations over the course of FL, which notably improves the communication and computation efficiency in noisy label setting. In experiments with homogeneous/heterogeneous data distributions and noise ratios, we observed that direct combinations of SOTA FL methods with SOTA noisy-label learning methods can easily fail but our method consistently achieves better and robust performance.
Semi-self-supervised Automated ICD Coding
Authors: Hlynur D. Hlynsson, Steindór Ellertsson, Jón F. Daðason, Emil L. Sigurdsson, Hrafn Loftsson
Date: 2022-05-20 00:00:00
Tasks: Data Augmentation, Imputation

Clinical Text Notes (CTNs) contain physicians' reasoning process, written in an unstructured free text format, as they examine and interview patients. In recent years, several studies have been published that provide evidence for the utility of machine learning for predicting doctors' diagnoses from CTNs, a task known as ICD coding. Data annotation is time consuming, particularly when a degree of specialization is needed, as is the case for medical data. This paper presents a method of augmenting a sparsely annotated dataset of Icelandic CTNs with a machine-learned imputation in a semi-self-supervised manner. We train a neural network on a small set of annotated CTNs and use it to extract clinical features from a set of un-annotated CTNs. These clinical features consist of answers to about a thousand potential questions that a physician might find the answers to during a consultation of a patient. The features are then used to train a classifier for the diagnosis of certain types of diseases. We report the results of an evaluation of this data augmentation method over three tiers of data availability to the physician. Our data augmentation method shows a significant positive effect which is diminished when clinical features from the examination of the patient and diagnostics are made available. We recommend our method for augmenting scarce datasets for systems that take decisions based on clinical features that do not include examinations or tests.
On the Calibration of Probabilistic Classifier Sets
Authors: Thomas Mortier, Viktor Bengs, Eyke Hüllermeier, Stijn Luca, Willem Waegeman
Date: 2022-05-20 00:00:00
Tasks: Ensemble Learning, Multi-class Classification

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes error, and epistemic uncertainty via the size of the set. In this paper, we extend the notion of calibration, which is commonly used to evaluate the validity of the aleatoric uncertainty representation of a single probabilistic classifier, to assess the validity of an epistemic uncertainty representation obtained by sets of probabilistic classifiers. Broadly speaking, we call a set of probabilistic classifiers calibrated if one can find a calibrated convex combination of these classifiers. To evaluate this notion of calibration, we propose a novel nonparametric calibration test that generalizes an existing test for single probabilistic classifiers to the case of sets of probabilistic classifiers. Making use of this test, we empirically show that ensembles of deep neural networks are often not well calibrated.
On the Prediction Instability of Graph Neural Networks
Authors: Max Klabunde, Florian Lemmerich
Date: 2022-05-20 00:00:00
Tasks: Node Classification, Prediction

Instability of trained models, i.e., the dependence of individual node predictions on random factors, can affect reproducibility, reliability, and trust in machine learning systems. In this paper, we systematically assess the prediction instability of node classification with state-of-the-art Graph Neural Networks (GNNs). With our experiments, we establish that multiple instantiations of popular GNN models trained on the same data with the same model hyperparameters result in almost identical aggregated performance but display substantial disagreement in the predictions for individual nodes. We find that up to one third of the incorrectly classified nodes differ across algorithm runs. We identify correlations between hyperparameters, node properties, and the size of the training set with the stability of predictions. In general, maximizing model performance implicitly also reduces model instability.
The Unreasonable Effectiveness of Deep Evidential Regression
Authors: Nis Meinert, Jakob Gawlikowski, Alexander Lavin
Date: 2022-05-20 00:00:00
Tasks: regression, Uncertainty Quantification

There is a significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware regression-based neural networks (NNs), based on learning evidential distributions for aleatoric and epistemic uncertainties, shows promise over traditional deterministic methods and typical Bayesian NNs, notably with the capabilities to disentangle aleatoric and epistemic uncertainties. Despite some empirical success of Deep Evidential Regression (DER), there are important gaps in the mathematical foundation that raise the question of why the proposed technique seemingly works. We detail the theoretical shortcomings and analyze the performance on synthetic and real-world data sets, showing that Deep Evidential Regression is a heuristic rather than an exact uncertainty quantification. We go on to discuss corrections and redefinitions of how aleatoric and epistemic uncertainties should be extracted from NNs.
Leveraging Relational Information for Learning Weakly Disentangled Representations
Authors: Andrea Valenti, Davide Bacciu
Date: 2022-05-20 00:00:00
Tasks: Disentanglement, Relational Reasoning

Disentanglement is a difficult property to enforce in neural representations. This might be due, in part, to a formalization of the disentanglement problem that focuses too heavily on separating relevant factors of variation of the data in single isolated dimensions of the neural representation. We argue that such a definition might be too restrictive and not necessarily beneficial in terms of downstream tasks. In this work, we present an alternative view over learning (weakly) disentangled representations, which leverages concepts from relational learning. We identify the regions of the latent space that correspond to specific instances of generative factors, and we learn the relationships among these regions in order to perform controlled changes to the latent codes. We also introduce a compound generative model that implements such a weak disentanglement approach. Our experiments shows that the learned representations can separate the relevant factors of variation in the data, while preserving the information needed for effectively generating high quality data samples.
Towards Extremely Fast Bilevel Optimization with Self-governed Convergence Guarantees
Authors: Risheng Liu, Xuan Liu, Wei Yao, Shangzhi Zeng, Jin Zhang
Date: 2022-05-20 00:00:00
Tasks: Bilevel Optimization

Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning and vision fields. The validity of existing works heavily relies on solving a series of approximation subproblems with extraordinarily high accuracy. Unfortunately, to achieve the approximation accuracy requires executing a large quantity of time-consuming iterations and computational burden is naturally caused. This paper is thus devoted to address this critical computational issue. In particular, we propose a single-level formulation to uniformly understand existing explicit and implicit Gradient-based BLOs (GBLOs). This together with our designed counter-example can clearly illustrate the fundamental numerical and theoretical issues of GBLOs and their naive accelerations. By introducing the dual multipliers as a new variable, we then establish Bilevel Alternating Gradient with Dual Correction (BAGDC), a general framework, which significantly accelerates different categories of existing methods by taking specific settings. A striking feature of our convergence result is that, compared to those original unaccelerated GBLO versions, the fast BAGDC admits a unified non-asymptotic convergence theory towards stationarity. A variety of numerical experiments have also been conducted to demonstrate the superiority of the proposed algorithmic framework.
The Sufficiency of Off-Policyness and Soft Clipping: PPO is still Insufficient according to an Off-Policy Measure
Authors: Xing Chen, Dongcui Diao, Hechang Chen, Hengshuai Yao, Haiyin Piao, Zhixiao Sun, Zhiwei Yang, Randy Goebel, Bei Jiang, Yi Chang
Date: 2022-05-20 00:00:00
Tasks: Efficient Exploration, Policy Gradient Methods

The popular Proximal Policy Optimization (PPO) algorithm approximates the solution in a clipped policy space. Does there exist better policies outside of this space? By using a novel surrogate objective that employs the sigmoid function (which provides an interesting way of exploration), we found that the answer is ``YES'', and the better policies are in fact located very far from the clipped space. We show that PPO is insufficient in ``off-policyness'', according to an off-policy metric called DEON. Our algorithm explores in a much larger policy space than PPO, and it maximizes the Conservative Policy Iteration (CPI) objective better than PPO during training. To the best of our knowledge, all current PPO methods have the clipping operation and optimize in the clipped policy space. Our method is the first of this kind, which advances the understanding of CPI optimization and policy gradient methods. Code is available at https://github.com/raincchio/P3O.
Towards biologically plausible Dreaming and Planning in recurrent spiking networks
Authors: Cristiano Capone, Pier Stanislao Paolucci
Date: 2022-05-20 00:00:00
Tasks: Autonomous Driving, Model-based Reinforcement Learning, Open-Ended Question Answering, Reinforcement Learning (RL)

Humans and animals can learn new skills after practicing for a few hours, while current reinforcement learning algorithms require a large amount of data to achieve good performances. Recent model-based approaches show promising results by reducing the number of necessary interactions with the environment to learn a desirable policy. However, these methods require biological implausible ingredients, such as the detailed storage of older experiences, and long periods of offline learning. The optimal way to learn and exploit word-models is still an open question. Taking inspiration from biology, we suggest that dreaming might be an efficient expedient to use an inner model. We propose a two-module (agent and model) spiking neural network in which "dreaming" (living new experiences in a model-based simulated environment) significantly boosts learning. We also explore "planning", an online alternative to dreaming, that shows comparable performances. Importantly, our model does not require the detailed storage of experiences, and learns online the world-model and the policy. Moreover, we stress that our network is composed of spiking neurons, further increasing the biological plausibility and implementability in neuromorphic hardware.
Posterior Refinement Improves Sample Efficiency in Bayesian Neural Networks
Authors: Agustinus Kristiadi, Runa Eschenhagen, Philipp Hennig
Date: 2022-05-20 00:00:00

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to the posterior approximation's error. Meanwhile, alternatives to MC integration tend to be more expensive or biased. In this work, we experimentally show that the key to good MC-approximated predictive distributions is the quality of the approximate posterior itself. However, previous methods for obtaining accurate posterior approximations are expensive and non-trivial to implement. We, therefore, propose to refine Gaussian approximate posteriors with normalizing flows. When applied to last-layer BNNs, it yields a simple \emph{post hoc} method for improving pre-existing parametric approximations. We show that the resulting posterior approximation is competitive with even the gold-standard full-batch Hamiltonian Monte Carlo.
Exploring Extreme Parameter Compression for Pre-trained Language Models
Authors: Yuxin Ren, Benyou Wang, Lifeng Shang, Xin Jiang, Qun Liu
Date: 2022-05-20 00:00:00
Proceeding: ICLR 2022 4
Tasks: Knowledge Distillation, Tensor Decomposition

Recent work explored the potential of large-scale Transformer-based pre-trained models, especially Pre-trained Language Models (PLMs) in natural language processing. This raises many concerns from various perspectives, e.g., financial costs and carbon emissions. Compressing PLMs like BERT with negligible performance loss for faster inference and cheaper deployment has attracted much attention. In this work, we aim to explore larger compression ratios for PLMs, among which tensor decomposition is a potential but under-investigated one. Two decomposition and reconstruction protocols are further proposed to improve the effectiveness and efficiency during compression. Our compressed BERT with ${1}/{7}$ parameters in Transformer layers performs on-par with, sometimes slightly better than the original BERT in GLUE benchmark. A tiny version achieves $96.7\%$ performance of BERT-base with $ {1}/{48} $ encoder parameters (i.e., less than 2M parameters excluding the embedding layer) and $2.7 \times$ faster on inference. To show that the proposed method is orthogonal to existing compression methods like knowledge distillation, we also explore the benefit of the proposed method on a distilled BERT.