The R package DoubleML implements the double/debiased machine learning framework of Chernozhukov et al. (2018). It provides functionalities to estimate parameters in causal models based on machine learning methods. The double machine learning framework consist of three key ingredients: Neyman orthogonality, high-quality machine learning estimation and sample splitting. Estimation of nuisance components can be performed by various state-of-the-art machine learning methods that are available in the mlr3 ecosystem. DoubleML makes it possible to perform inference in a variety of causal models, including partially linear and interactive regression models and their extensions to instrumental variable estimation. The object-oriented implementation of DoubleML enables a high flexibility for the model specification and makes it easily extendable. This paper serves as an introduction to the double machine learning framework and the R package DoubleML. In reproducible code examples with simulated and real data sets, we demonstrate how DoubleML users can perform valid inference based on machine learning methods.
Modern deep neural networks are highly over-parameterized compared to the data on which they are trained, yet they often generalize remarkably well. A flurry of recent work has asked: why do deep networks not overfit to their training data? In this work, we make a series of empirical observations that investigate and extend the hypothesis that deeper networks are inductively biased to find solutions with lower effective rank embeddings. We conjecture that this bias exists because the volume of functions that maps to low effective rank embedding increases with depth. We show empirically that our claim holds true on finite width linear and non-linear models on practical learning paradigms and show that on natural data, these are often the solutions that generalize well. We then show that the simplicity bias exists at both initialization and after training and is resilient to hyper-parameters and learning methods. We further demonstrate how linear over-parameterization of deep non-linear models can be used to induce low-rank bias, improving generalization performance on CIFAR and ImageNet without changing the modeling capacity.
Pre-training is prevalent in nowadays deep learning to improve the learned model's performance. However, in the literature on federated learning (FL), neural networks are mostly initialized with random weights. These attract our interest in conducting a systematic study to explore pre-training for FL. Across multiple visual recognition benchmarks, we found that pre-training can not only improve FL, but also close its accuracy gap to the counterpart centralized learning, especially in the challenging cases of non-IID clients' data. To make our findings applicable to situations where pre-trained models are not directly available, we explore pre-training with synthetic data or even with clients' data in a decentralized manner, and found that they can already improve FL notably. Interestingly, many of the techniques we explore are complementary to each other to further boost the performance, and we view this as a critical result toward scaling up deep FL for real-world applications. We conclude our paper with an attempt to understand the effect of pre-training on FL. We found that pre-training enables the learned global models under different clients' data conditions to converge to the same loss basin, and makes global aggregation in FL more stable. Nevertheless, pre-training seems to not alleviate local model drifting, a fundamental problem in FL under non-IID data.
Deep generative learning cannot only be used for generating new data with statistical characteristics derived from input data but also for anomaly detection, by separating nominal and anomalous instances based on their reconstruction quality. In this paper, we explore the performance of three unsupervised deep generative models -- variational autoencoders (VAEs) with Gaussian, Bernoulli, and Boltzmann priors -- in detecting anomalies in flight-operations data of commercial flights consisting of multivariate time series. We devised two VAE models with discrete latent variables (DVAEs), one with a factorized Bernoulli prior and one with a restricted Boltzmann machine (RBM) as prior, because of the demand for discrete-variable models in machine-learning applications and because the integration of quantum devices based on two-level quantum systems requires such models. The DVAE with RBM prior, using a relatively simple -- and classically or quantum-mechanically enhanceable -- sampling technique for the evolution of the RBM's negative phase, performed better than the Bernoulli DVAE and on par with the Gaussian model, which has a continuous latent space. Our studies demonstrate the competitiveness of a discrete deep generative model with its Gaussian counterpart on anomaly-detection tasks. Moreover, the DVAE model with RBM prior can be easily integrated with quantum sampling by outsourcing its generative process to measurements of quantum states obtained from a quantum annealer or gate-model device.
This paper presents a novel approach to simulating electronic health records (EHRs) using diffusion probabilistic models (DPMs). Specifically, we demonstrate the effectiveness of DPMs in synthesising longitudinal EHRs that capture mixed-type variables, including numeric, binary, and categorical variables. To our knowledge, this represents the first use of DPMs for this purpose. We compared our DPM-simulated datasets to previous state-of-the-art results based on generative adversarial networks (GANs) for two clinical applications: acute hypotension and human immunodeficiency virus (ART for HIV). Given the lack of similar previous studies in DPMs, a core component of our work involves exploring the advantages and caveats of employing DPMs across a wide range of aspects. In addition to assessing the realism of the synthetic datasets, we also trained reinforcement learning (RL) agents on the synthetic data to evaluate their utility for supporting the development of downstream machine learning models. Finally, we estimated that our DPM-simulated datasets are secure and posed a low patient exposure risk for public access.
Security and privacy are important concerns in machine learning. End user devices often contain a wealth of data and this information is sensitive and should not be shared with servers or enterprises. As a result, federated learning was introduced to enable machine learning over large decentralized datasets while promising privacy by eliminating the need for data sharing. However, prior work has shown that shared gradients often contain private information and attackers can gain knowledge either through malicious modification of the architecture and parameters or by using optimization to approximate user data from the shared gradients. Despite this, most attacks have so far been limited in scale of number of clients, especially failing when client gradients are aggregated together using secure model aggregation. The attacks that still function are strongly limited in the number of clients attacked, amount of training samples they leak, or number of iterations they take to be trained. In this work, we introduce MANDRAKE, an attack that overcomes previous limitations to directly leak large amounts of client data even under secure aggregation across large numbers of clients. Furthermore, we break the anonymity of aggregation as the leaked data is identifiable and directly tied back to the clients they come from. We show that by sending clients customized convolutional parameters, the weight gradients of data points between clients will remain separate through aggregation. With an aggregation across many clients, prior work could only leak less than 1% of images. With the same number of non-zero parameters, and using only a single training iteration, MANDRAKE leaks 70-80% of data samples.
When conducting user studies to ascertain the usefulness of model explanations in aiding human decision-making, it is important to use real-world use cases, data, and users. However, this process can be resource-intensive, allowing only a limited number of explanation methods to be evaluated. Simulated user evaluations (SimEvals), which use machine learning models as a proxy for human users, have been proposed as an intermediate step to select promising explanation methods. In this work, we conduct the first SimEvals on a real-world use case to evaluate whether explanations can better support ML-assisted decision-making in e-commerce fraud detection. We study whether SimEvals can corroborate findings from a user study conducted in this fraud detection context. In particular, we find that SimEvals suggest that all considered explainers are equally performant, and none beat a baseline without explanations -- this matches the conclusions of the original user study. Such correspondences between our results and the original user study provide initial evidence in favor of using SimEvals before running user studies. We also explore the use of SimEvals as a cheap proxy to explore an alternative user study set-up. We hope that this work motivates further study of when and how SimEvals should be used to aid in the design of real-world evaluations.
We consider the problem of discovering $K$ related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a $l_1/l_2$-regularized maximum likelihood estimator (MLE) for learning $K$ linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the causal order (or topological order) than separate estimations. Moreover, the joint estimator is able to recover non-identifiable DAGs, by estimating them together with some identifiable DAGs. Lastly, our analysis also shows the consistency of union support recovery of the structures. To allow practical implementation, we design a continuous optimization problem whose optimizer is the same as the joint estimator and can be approximated efficiently by an iterative algorithm. We validate the theoretical analysis and the effectiveness of the joint estimator in experiments.
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.
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.
Compared with cheap addition operation, multiplication operation is of much higher computation complexity. The widely-used convolutions in deep neural networks are exactly cross-correlation to measure the similarity between input feature and convolution filters, which involves massive multiplications between float values. In this paper, we present adder networks (AdderNets) to trade these massive multiplications in deep neural networks, especially convolutional neural networks (CNNs), for much cheaper additions to reduce computation costs. In AdderNets, we take the $\ell_1$-norm distance between filters and input feature as the output response. The influence of this new similarity measure on the optimization of neural network have been thoroughly analyzed. To achieve a better performance, we develop a special back-propagation approach for AdderNets by investigating the full-precision gradient. We then propose an adaptive learning rate strategy to enhance the training procedure of AdderNets according to the magnitude of each neuron's gradient. As a result, the proposed AdderNets can achieve 74.9% Top-1 accuracy 91.7% Top-5 accuracy using ResNet-50 on the ImageNet dataset without any multiplication in convolution layer.