Consider a hiring process with candidates coming from different universities. It is easy to order candidates who have the exact same background, yet it can be challenging to compare candidates otherwise. The latter case requires additional assessments, leading to a potentially high total cost for the hiring organization. Given an assigned budget, what is the optimal strategy to select the most qualified candidate? In the absence of additional information, we model the above problem by introducing a new variant of the secretary problem. Completely ordered candidates, belonging to distinct groups, are arriving in a sequential manner. The decision maker has access to the partial order of the candidates within their own group and can request access to the total order of observed candidates by paying some price. Given a bounded budget of comparisons, the goal of the decision-maker is to maximize the probability of selecting the best candidate. We consider a special case of two groups with stochastic i.i.d.\ group membership. We introduce and analyze a particular family of algorithms that we called Dynamic Double Threshold (DDT) family, deriving its asymptotic success probability which, given an optimal choice of parameter converges rapidly to the theoretical upper bound of $1/e$ as the comparison budget growth. We provide an optimal non-asymptotic memory-less algorithm for the above problem and give numerical evidence that it belongs to the DDT family when the number of candidates is high. We compare theoretically and numerically the optimal algorithm with a more naive approach that is directly inspired by the standard single-threshold secretary algorithm. Our analysis reveals several alluring properties of the optimal algorithm. It provides a step towards a fairer online selection process in the presence of unidentifiable biases.
The area under receiver operating characteristics (AUC) is the standard measure for comparison of anomaly detectors. Its advantage is in providing a scalar number that allows a natural ordering and is independent on a threshold, which allows to postpone the choice. In this work, we question whether AUC is a good metric for anomaly detection, or if it gives a false sense of comfort, due to relying on assumptions which are unlikely to hold in practice. Our investigation shows that variations of AUC emphasizing accuracy at low false positive rate seem to be better correlated with the needs of practitioners, but also that we can compare anomaly detectors only in the case when we have representative examples of anomalous samples. This last result is disturbing, as it suggests that in many cases, we should do active or few-show learning instead of pure anomaly detection.
Conventionally, federated learning aims to optimize a single objective, typically the utility. However, for a federated learning system to be trustworthy, it needs to simultaneously satisfy multiple/many objectives, such as maximizing model performance, minimizing privacy leakage and training cost, and being robust to malicious attacks. Multi-Objective Optimization (MOO) aiming to optimize multiple conflicting objectives at the same time is quite suitable for solving the optimization problem of Trustworthy Federated Learning (TFL). In this paper, we unify MOO and TFL by formulating the problem of constrained multi-objective federated learning (CMOFL). Under this formulation, existing MOO algorithms can be adapted to TFL straightforwardly. Different from existing CMOFL works focusing on utility, efficiency, fairness, and robustness, we consider optimizing privacy leakage along with utility loss and training cost, the three primary objectives of a TFL system. We develop two improved CMOFL algorithms based on NSGA-II and PSL, respectively, for effectively and efficiently finding Pareto optimal solutions, and we provide theoretical analysis on their convergence. We design specific measurements of privacy leakage, utility loss, and training cost for three privacy protection mechanisms: Randomization, BatchCrypt (An efficient version of homomorphic encryption), and Sparsification. Empirical experiments conducted under each of the three protection mechanisms demonstrate the effectiveness of our proposed algorithms.
We tackle the problem of joint frequency and power allocation while emphasizing the generalization capability of a deep reinforcement learning model. Most of the existing methods solve reinforcement learning-based wireless problems for a specific pre-determined wireless network scenario. The performance of a trained agent tends to be very specific to the network and deteriorates when used in a different network operating scenario (e.g., different in size, neighborhood, and mobility, among others). We demonstrate our approach to enhance training to enable a higher generalization capability during inference of the deployed model in a distributed multi-agent setting in a hostile jamming environment. With all these, we show the improved training and inference performance of the proposed methods when tested on previously unseen simulated wireless networks of different sizes and architectures. More importantly, to prove practical impact, the end-to-end solution was implemented on the embedded software-defined radio and validated using over-the-air evaluation.
While transformer-based systems have enabled greater accuracies with fewer training examples, data acquisition obstacles still persist for rare-class tasks -- when the class label is very infrequent (e.g. < 5% of samples). Active learning has in general been proposed to alleviate such challenges, but choice of selection strategy, the criteria by which rare-class examples are chosen, has not been systematically evaluated. Further, transformers enable iterative transfer-learning approaches. We propose and investigate transfer- and active learning solutions to the rare class problem of dissonance detection through utilizing models trained on closely related tasks and the evaluation of acquisition strategies, including a proposed probability-of-rare-class (PRC) approach. We perform these experiments for a specific rare class problem: collecting language samples of cognitive dissonance from social media. We find that PRC is a simple and effective strategy to guide annotations and ultimately improve model accuracy while transfer-learning in a specific order can improve the cold-start performance of the learner but does not benefit iterations of active learning.
We consider a multi-agent delegated search without money, which is the first to study the multi-agent extension of Kleinberg and Kleinberg (EC'18). In our model, given a set of agents, each agent samples a fixed number of solutions, and privately sends a signal, e.g., a subset of solutions, to the principal. Then, the principal selects a final solution based on the agents' signals. Our model captures a variety of real-world scenarios, spanning classical economical applications to modern intelligent system. In stark contrast to single-agent setting by Kleinberg and Kleinberg (EC'18) with an approximate Bayesian mechanism, we show that there exist efficient approximate prior-independent mechanisms with both information and performance gain, thanks to the competitive tension between the agents. Interestingly, however, the amount of such a compelling power significantly varies with respect to the information available to the agents, and the degree of correlation between the principal's and the agent's utility. Technically, we conduct a comprehensive study on the multi-agent delegated search problem and derive several results on the approximation factors of Bayesian/prior-independent mechanisms in complete/incomplete information settings. As a special case of independent interest, we obtain comparative statics regarding the number of agents which implies the dominance of the multi-agent setting ($n \ge 2$) over the single-agent setting ($n=1$) in terms of the principal's utility. We further extend our problem by considering an examination cost of the mechanism and derive some analogous results in the complete information setting.
Fair distribution of indivisible tasks with non-positive valuations (aka chores) has given rise to a large body of work in recent years. A popular approximate fairness notion is envy-freeness up to one item (EF1), which requires that any pairwise envy can be eliminated by the removal of a single item. While an EF1 and Pareto optimal (PO) allocation of goods always exists and can be computed via several well-known algorithms, even the existence of such solutions for chores remains open, to date. We take an epistemic approach utilizing information asymmetry by introducing dubious chores -- items that inflict no cost on receiving agents, but are perceived costly by others. On a technical level, dubious chores provide a more fine-grained approximation of envy-freeness -- compared to relaxations such as EF1 -- which enables progress towards addressing open problems on the existence and computation of EF1 and PO. In particular, we show that finding allocations with optimal number of dubious chores is computationally hard even for highly restricted classes of valuations. Nonetheless, we prove the existence of envy-free and PO allocations for $n$ agents with only $2n-2$ dubious chores and strengthen it to $n-1$ dubious chores in four special classes of valuations. Our experimental analysis demonstrate that baseline algorithms only require a relatively small number of dubious chores to achieve envy-freeness in practice.
The question of whether $Y$ can be predicted based on $X$ often arises and while a well adjusted model may perform well on observed data, the risk of overfitting always exists, leading to poor generalization error on unseen data. This paper proposes a rigorous permutation test to assess the credibility of high $R^2$ values in regression models, which can also be applied to any measure of goodness of fit, without the need for sample splitting, by generating new pairings of $(X_i, Y_j)$ and providing an overall interpretation of the model's accuracy. It introduces a new formulation of the null hypothesis and justification for the test, which distinguishes it from previous literature. The theoretical findings are applied to both simulated data and sensor data of tennis serves in an experimental context. The simulation study underscores how the available information affects the test, showing that the less informative the predictors, the lower the probability of rejecting the null hypothesis, and emphasizing that detecting weaker dependence between variables requires a sufficient sample size.
Selecting a minimal feature set that is maximally informative about a target variable is a central task in machine learning and statistics. Information theory provides a powerful framework for formulating feature selection algorithms -- yet, a rigorous, information-theoretic definition of feature relevancy, which accounts for feature interactions such as redundant and synergistic contributions, is still missing. We argue that this lack is inherent to classical information theory which does not provide measures to decompose the information a set of variables provides about a target into unique, redundant, and synergistic contributions. Such a decomposition has been introduced only recently by the partial information decomposition (PID) framework. Using PID, we clarify why feature selection is a conceptually difficult problem when approached using information theory and provide a novel definition of feature relevancy and redundancy in PID terms. From this definition, we show that the conditional mutual information (CMI) maximizes relevancy while minimizing redundancy and propose an iterative, CMI-based algorithm for practical feature selection. We demonstrate the power of our CMI-based algorithm in comparison to the unconditional mutual information on benchmark examples and provide corresponding PID estimates to highlight how PID allows to quantify information contribution of features and their interactions in feature-selection problems.
Subset selection tasks, arise in recommendation systems and search engines and ask to select a subset of items that maximize the value for the user. The values of subsets often display diminishing returns, and hence, submodular functions have been used to model them. If the inputs defining the submodular function are known, then existing algorithms can be used. In many applications, however, inputs have been observed to have social biases that reduce the utility of the output subset. Hence, interventions to improve the utility are desired. Prior works focus on maximizing linear functions -- a special case of submodular functions -- and show that fairness constraint-based interventions can not only ensure proportional representation but also achieve near-optimal utility in the presence of biases. We study the maximization of a family of submodular functions that capture functions arising in the aforementioned applications. Our first result is that, unlike linear functions, constraint-based interventions cannot guarantee any constant fraction of the optimal utility for this family of submodular functions. Our second result is an algorithm for submodular maximization. The algorithm provably outputs subsets that have near-optimal utility for this family under mild assumptions and that proportionally represent items from each group. In empirical evaluation, with both synthetic and real-world data, we observe that this algorithm improves the utility of the output subset for this family of submodular functions over baselines.
Since hardware resources are limited, the objective of training deep learning models is typically to maximize accuracy subject to the time and memory constraints of training and inference. We study the impact of model size in this setting, focusing on Transformer models for NLP tasks that are limited by compute: self-supervised pretraining and high-resource machine translation. We first show that even though smaller Transformer models execute faster per iteration, wider and deeper models converge in significantly fewer steps. Moreover, this acceleration in convergence typically outpaces the additional computational overhead of using larger models. Therefore, the most compute-efficient training strategy is to counterintuitively train extremely large models but stop after a small number of iterations. This leads to an apparent trade-off between the training efficiency of large Transformer models and the inference efficiency of small Transformer models. However, we show that large models are more robust to compression techniques such as quantization and pruning than small models. Consequently, one can get the best of both worlds: heavily compressed, large models achieve higher accuracy than lightly compressed, small models.