pwc-archive/papers-with-abstracts huggingface dataset:
RMT-Net: Reject-aware Multi-Task Network for Modeling Missing-not-at-random Data in Financial Credit Scoring
Authors: Qiang Liu, Yingtao Luo, Shu Wu, Zhen Zhang, Xiangnan Yue, Hong Jin, Liang Wang
Date: 2022-06-01 00:00:00
Tasks: Multi-Task Learning, Selection bias

In financial credit scoring, loan applications may be approved or rejected. We can only observe default/non-default labels for approved samples but have no observations for rejected samples, which leads to missing-not-at-random selection bias. Machine learning models trained on such biased data are inevitably unreliable. In this work, we find that the default/non-default classification task and the rejection/approval classification task are highly correlated, according to both real-world data study and theoretical analysis. Consequently, the learning of default/non-default can benefit from rejection/approval. Accordingly, we for the first time propose to model the biased credit scoring data with Multi-Task Learning (MTL). Specifically, we propose a novel Reject-aware Multi-Task Network (RMT-Net), which learns the task weights that control the information sharing from the rejection/approval task to the default/non-default task by a gating network based on rejection probabilities. RMT-Net leverages the relation between the two tasks that the larger the rejection probability, the more the default/non-default task needs to learn from the rejection/approval task. Furthermore, we extend RMT-Net to RMT-Net++ for modeling scenarios with multiple rejection/approval strategies. Extensive experiments are conducted on several datasets, and strongly verifies the effectiveness of RMT-Net on both approved and rejected samples. In addition, RMT-Net++ further improves RMT-Net's performances.
A Near-Optimal Best-of-Both-Worlds Algorithm for Online Learning with Feedback Graphs
Authors: Chloé Rouyer, Dirk van der Hoeven, Nicolò Cesa-Bianchi, Yevgeny Seldin
Date: 2022-06-01 00:00:00
Tasks: Decision Making, Sequential Decision Making

We consider online learning with feedback graphs, a sequential decision-making framework where the learner's feedback is determined by a directed graph over the action set. We present a computationally efficient algorithm for learning in this framework that simultaneously achieves near-optimal regret bounds in both stochastic and adversarial environments. The bound against oblivious adversaries is $\tilde{O} (\sqrt{\alpha T})$, where $T$ is the time horizon and $\alpha$ is the independence number of the feedback graph. The bound against stochastic environments is $O\big( (\ln T)^2 \max_{S\in \mathcal I(G)} \sum_{i \in S} \Delta_i^{-1}\big)$ where $\mathcal I(G)$ is the family of all independent sets in a suitably defined undirected version of the graph and $\Delta_i$ are the suboptimality gaps. The algorithm combines ideas from the EXP3++ algorithm for stochastic and adversarial bandits and the EXP3.G algorithm for feedback graphs with a novel exploration scheme. The scheme, which exploits the structure of the graph to reduce exploration, is key to obtain best-of-both-worlds guarantees with feedback graphs. We also extend our algorithm and results to a setting where the feedback graphs are allowed to change over time.
FETA: Fairness Enforced Verifying, Training, and Predicting Algorithms for Neural Networks
Authors: Kiarash Mohammadi, Aishwarya Sivaraman, Golnoosh Farnadi
Date: 2022-06-01 00:00:00
Tasks: Decision Making, Fairness, Inductive Bias

Algorithmic decision making driven by neural networks has become very prominent in applications that directly affect people's quality of life. In this paper, we study the problem of verifying, training, and guaranteeing individual fairness of neural network models. A popular approach for enforcing fairness is to translate a fairness notion into constraints over the parameters of the model. However, such a translation does not always guarantee fair predictions of the trained neural network model. To address this challenge, we develop a counterexample-guided post-processing technique to provably enforce fairness constraints at prediction time. Contrary to prior work that enforces fairness only on points around test or train data, we are able to enforce and guarantee fairness on all points in the input domain. Additionally, we propose an in-processing technique to use fairness as an inductive bias by iteratively incorporating fairness counterexamples in the learning process. We have implemented these techniques in a tool called FETA. Empirical evaluation on real-world datasets indicates that FETA is not only able to guarantee fairness on-the-fly at prediction time but also is able to train accurate models exhibiting a much higher degree of individual fairness.
Variance Reduction is an Antidote to Byzantines: Better Rates, Weaker Assumptions and Communication Compression as a Cherry on the Top
Authors: Eduard Gorbunov, Samuel Horváth, Peter Richtárik, Gauthier Gidel
Date: 2022-06-01 00:00:00
Tasks: Federated Learning

Byzantine-robustness has been gaining a lot of attention due to the growth of the interest in collaborative and federated learning. However, many fruitful directions, such as the usage of variance reduction for achieving robustness and communication compression for reducing communication costs, remain weakly explored in the field. This work addresses this gap and proposes Byz-VR-MARINA - a new Byzantine-tolerant method with variance reduction and compression. A key message of our paper is that variance reduction is key to fighting Byzantine workers more effectively. At the same time, communication compression is a bonus that makes the process more communication efficient. We derive theoretical convergence guarantees for Byz-VR-MARINA outperforming previous state-of-the-art for general non-convex and Polyak-Lojasiewicz loss functions. Unlike the concurrent Byzantine-robust methods with variance reduction and/or compression, our complexity results are tight and do not rely on restrictive assumptions such as boundedness of the gradients or limited compression. Moreover, we provide the first analysis of a Byzantine-tolerant method supporting non-uniform sampling of stochastic gradients. Numerical experiments corroborate our theoretical findings.
One Positive Label is Sufficient: Single-Positive Multi-Label Learning with Label Enhancement
Authors: Ning Xu, Congyu Qiao, Jiaqi Lv, Xin Geng, Min-Ling Zhang
Date: 2022-06-01 00:00:00
Tasks: Multi-Label Learning

Multi-label learning (MLL) learns from the examples each associated with multiple labels simultaneously, where the high cost of annotating all relevant labels for each training example is challenging for real-world applications. To cope with the challenge, we investigate single-positive multi-label learning (SPMLL) where each example is annotated with only one relevant label, and show that one can successfully learn a theoretically grounded multi-label classifier for the problem. In this paper, a novel SPMLL method named SMILE, i.e., Single-positive MultI-label learning with Label Enhancement, is proposed. Specifically, an unbiased risk estimator is derived, which could be guaranteed to approximately converge to the optimal risk minimizer of fully supervised learning and shows that one positive label of each instance is sufficient to train the predictive model. Then, the corresponding empirical risk estimator is established via recovering the latent soft label as a label enhancement process, where the posterior density of the latent soft labels is approximate to the variational Beta density parameterized by an inference model. Experiments on benchmark datasets validate the effectiveness of the proposed method.
Feature Selection for Discovering Distributional Treatment Effect Modifiers
Authors: Yoichi Chikahara, Makoto Yamada, Hisashi Kashima
Date: 2022-06-01 00:00:00
Tasks: Feature Importance, feature selection

Finding the features relevant to the difference in treatment effects is essential to unveil the underlying causal mechanisms. Existing methods seek such features by measuring how greatly the feature attributes affect the degree of the {\it conditional average treatment effect} (CATE). However, these methods may overlook important features because CATE, a measure of the average treatment effect, cannot detect differences in distribution parameters other than the mean (e.g., variance). To resolve this weakness of existing methods, we propose a feature selection framework for discovering {\it distributional treatment effect modifiers}. We first formulate a feature importance measure that quantifies how strongly the feature attributes influence the discrepancy between potential outcome distributions. Then we derive its computationally efficient estimator and develop a feature selection algorithm that can control the type I error rate to the desired level. Experimental results show that our framework successfully discovers important features and outperforms the existing mean-based method.
The robust way to stack and bag: the local Lipschitz way
Authors: Thulasi Tholeti, Sheetal Kalyani
Date: 2022-06-01 00:00:00
Tasks: Adversarial Robustness

Recent research has established that the local Lipschitz constant of a neural network directly influences its adversarial robustness. We exploit this relationship to construct an ensemble of neural networks which not only improves the accuracy, but also provides increased adversarial robustness. The local Lipschitz constants for two different ensemble methods - bagging and stacking - are derived and the architectures best suited for ensuring adversarial robustness are deduced. The proposed ensemble architectures are tested on MNIST and CIFAR-10 datasets in the presence of white-box attacks, FGSM and PGD. The proposed architecture is found to be more robust than a) a single network and b) traditional ensemble methods.
Neural Network Verification with Proof Production
Authors: Omri Isac, Clark Barrett, Min Zhang, Guy Katz
Date: 2022-06-01 00:00:00
Tasks: Collision Avoidance, LEMMA

Deep neural networks (DNNs) are increasingly being employed in safety-critical systems, and there is an urgent need to guarantee their correctness. Consequently, the verification community has devised multiple techniques and tools for verifying DNNs. When DNN verifiers discover an input that triggers an error, that is easy to confirm; but when they report that no error exists, there is no way to ensure that the verification tool itself is not flawed. As multiple errors have already been observed in DNN verification tools, this calls the applicability of DNN verification into question. In this work, we present a novel mechanism for enhancing Simplex-based DNN verifiers with proof production capabilities: the generation of an easy-to-check witness of unsatisfiability, which attests to the absence of errors. Our proof production is based on an efficient adaptation of the well-known Farkas' lemma, combined with mechanisms for handling piecewise-linear functions and numerical precision errors. As a proof of concept, we implemented our technique on top of the Marabou DNN verifier. Our evaluation on a safety-critical system for airborne collision avoidance shows that proof production succeeds in almost all cases and requires only minimal overhead.
Differentially Private Shapley Values for Data Evaluation
Authors: Lauren Watson, Rayna Andreeva, Hao-Tsung Yang, Rik Sarkar
Date: 2022-06-01 00:00:00
Tasks: BIG-bench Machine Learning

The Shapley value has been proposed as a solution to many applications in machine learning, including for equitable valuation of data. Shapley values are computationally expensive and involve the entire dataset. The query for a point's Shapley value can also compromise the statistical privacy of other data points. We observe that in machine learning problems such as empirical risk minimization, and in many learning algorithms (such as those with uniform stability), a diminishing returns property holds, where marginal benefit per data point decreases rapidly with data sample size. Based on this property, we propose a new stratified approximation method called the Layered Shapley Algorithm. We prove that this method operates on small (O(\polylog(n))) random samples of data and small sized ($O(\log n)$) coalitions to achieve the results with guaranteed probabilistic accuracy, and can be modified to incorporate differential privacy. Experimental results show that the algorithm correctly identifies high-value data points that improve validation accuracy, and that the differentially private evaluations preserve approximate ranking of data.
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition
Authors: Lukang Sun, Avetik Karagulyan, Peter Richtarik
Date: 2022-06-01 00:00:00
Tasks: LEMMA

Stein Variational Gradient Descent (SVGD) is an important alternative to the Langevin-type algorithms for sampling from probability distributions of the form $\pi(x) \propto \exp(-V(x))$. In the existing theory of Langevin-type algorithms and SVGD, the potential function $V$ is often assumed to be $L$-smooth. However, this restrictive condition excludes a large class of potential functions such as polynomials of degree greater than $2$. Our paper studies the convergence of the SVGD algorithm for distributions with $(L_0,L_1)$-smooth potentials. This relaxed smoothness assumption was introduced by Zhang et al. [2019a] for the analysis of gradient clipping algorithms. With the help of trajectory-independent auxiliary conditions, we provide a descent lemma establishing that the algorithm decreases the $\mathrm{KL}$ divergence at each iteration and prove a complexity bound for SVGD in the population limit in terms of the Stein Fisher information.
Incentivizing Combinatorial Bandit Exploration
Authors: Xinyan Hu, Dung Daniel Ngo, Aleksandrs Slivkins, Zhiwei Steven Wu
Date: 2022-06-01 00:00:00
Tasks: Thompson Sampling

Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users prefer to exploit, the algorithm can incentivize them to explore by leveraging the information collected from the previous users. All published work on this problem, known as incentivized exploration, focuses on small, unstructured action sets and mainly targets the case when the users' beliefs are independent across actions. However, realistic exploration problems often feature large, structured action sets and highly correlated beliefs. We focus on a paradigmatic exploration problem with structure: combinatorial semi-bandits. We prove that Thompson Sampling, when applied to combinatorial semi-bandits, is incentive-compatible when initialized with a sufficient number of samples of each arm (where this number is determined in advance by the Bayesian prior). Moreover, we design incentive-compatible algorithms for collecting the initial samples.
Rotate the ReLU to implicitly sparsify deep networks
Authors: Nancy Nayak, Sheetal Kalyani
Date: 2022-06-01 00:00:00

In the era of Deep Neural Network based solutions for a variety of real-life tasks, having a compact and energy-efficient deployable model has become fairly important. Most of the existing deep architectures use Rectifier Linear Unit (ReLU) activation. In this paper, we propose a novel idea of rotating the ReLU activation to give one more degree of freedom to the architecture. We show that this activation wherein the rotation is learned via training results in the elimination of those parameters/filters in the network which are not important for the task. In other words, rotated ReLU seems to be doing implicit sparsification. The slopes of the rotated ReLU activations act as coarse feature extractors and unnecessary features can be eliminated before retraining. Our studies indicate that features always choose to pass through a lesser number of filters in architectures such as ResNet and its variants. Hence, by rotating the ReLU, the weights or the filters that are not necessary are automatically identified and can be dropped thus giving rise to significant savings in memory and computation. Furthermore, in some cases, we also notice that along with saving in memory and computation we also obtain improvement over the reported performance of the corresponding baseline work in the popular datasets such as MNIST, CIFAR-10, CIFAR-100, and SVHN.
Good Intentions: Adaptive Parameter Management via Intent Signaling
Authors: Alexander Renz-Wieland, Andreas Kieslinger, Robert Gericke, Rainer Gemulla, Zoi Kaoudi, Volker Markl
Date: 2022-06-01 00:00:00
Tasks: Management

Parameter management is essential for distributed training of large machine learning (ML) tasks. Some ML tasks are hard to distribute because common approaches to parameter management can be highly inefficient. Advanced parameter management approaches -- such as selective replication or dynamic parameter allocation -- can improve efficiency, but to do so, they typically need to be integrated manually into each task's implementation and they require expensive upfront experimentation to tune correctly. In this work, we explore whether these two problems can be avoided. We first propose a novel intent signaling mechanism that integrates naturally into existing ML stacks and provides the parameter manager with crucial information about parameter accesses. We then describe AdaPM, a fully adaptive, zero-tuning parameter manager based on this mechanism. In contrast to prior systems, this approach separates providing information (simple, done by the task) from exploiting it effectively (hard, done automatically by AdaPM). In our experimental evaluation, AdaPM matched or outperformed state-of-the-art parameter managers out of the box, suggesting that automatic parameter management is possible.
An $α$-No-Regret Algorithm For Graphical Bilinear Bandits
Authors: Geovani Rizk, Igor Colin, Albert Thomas, Rida Laraki, Yann Chevaleyre
Date: 2022-06-01 00:00:00

We propose the first regret-based approach to the Graphical Bilinear Bandits problem, where $n$ agents in a graph play a stochastic bilinear bandit game with each of their neighbors. This setting reveals a combinatorial NP-hard problem that prevents the use of any existing regret-based algorithm in the (bi-)linear bandit literature. In this paper, we fill this gap and present the first regret-based algorithm for graphical bilinear bandits using the principle of optimism in the face of uncertainty. Theoretical analysis of this new method yields an upper bound of $\tilde{O}(\sqrt{T})$ on the $\alpha$-regret and evidences the impact of the graph structure on the rate of convergence. Finally, we show through various experiments the validity of our approach.
Top-down inference in an early visual cortex inspired hierarchical Variational Autoencoder
Authors: Ferenc Csikor, Balázs Meszéna, Bence Szabó, Gergő Orbán
Date: 2022-06-01 00:00:00
Tasks: Image Inpainting

Interpreting computations in the visual cortex as learning and inference in a generative model of the environment has received wide support both in neuroscience and cognitive science. However, hierarchical computations, a hallmark of visual cortical processing, has remained impervious for generative models because of a lack of adequate tools to address it. Here we capitalize on advances in Variational Autoencoders (VAEs) to investigate the early visual cortex with sparse coding hierarchical VAEs trained on natural images. We design alternative architectures that vary both in terms of the generative and the recognition components of the two latent-layer VAE. We show that representations similar to the one found in the primary and secondary visual cortices naturally emerge under mild inductive biases. Importantly, a nonlinear representation for texture-like patterns is a stable property of the high-level latent space resistant to the specific architecture of the VAE, reminiscent of the secondary visual cortex. We show that a neuroscience-inspired choice of the recognition model, which features a top-down processing component is critical for two signatures of computations with generative models: learning higher order moments of the posterior beyond the mean and image inpainting. Patterns in higher order response statistics provide inspirations for neuroscience to interpret response correlations and for machine learning to evaluate the learned representations through more detailed characterization of the posterior.
Open-environment Machine Learning
Authors: Zhi-Hua Zhou
Date: 2022-06-01 00:00:00
Tasks: BIG-bench Machine Learning

Conventional machine learning studies generally assume close-environment scenarios where important factors of the learning process hold invariant. With the great success of machine learning, nowadays, more and more practical tasks, particularly those involving open-environment scenarios where important factors are subject to change, called open-environment machine learning (Open ML) in this article, are present to the community. Evidently it is a grand challenge for machine learning turning from close environment to open environment. It becomes even more challenging since, in various big data tasks, data are usually accumulated with time, like streams, while it is hard to train the machine learning model after collecting all data as in conventional studies. This article briefly introduces some advances in this line of research, focusing on techniques concerning emerging new classes, decremental/incremental features, changing data distributions, varied learning objectives, and discusses some theoretical issues.
In the Eye of the Beholder: Robust Prediction with Causal User Modeling
Authors: Amir Feder, Guy Horowitz, Yoav Wald, Roi Reichart, Nir Rosenfeld
Date: 2022-06-01 00:00:00
Tasks: Recommendation Systems

Accurately predicting the relevance of items to users is crucial to the success of many social platforms. Conventional approaches train models on logged historical data; but recommendation systems, media services, and online marketplaces all exhibit a constant influx of new content -- making relevancy a moving target, to which standard predictive models are not robust. In this paper, we propose a learning framework for relevance prediction that is robust to changes in the data distribution. Our key observation is that robustness can be obtained by accounting for how users causally perceive the environment. We model users as boundedly-rational decision makers whose causal beliefs are encoded by a causal graph, and show how minimal information regarding the graph can be used to contend with distributional changes. Experiments in multiple settings demonstrate the effectiveness of our approach.