The goal of many scientific experiments including A/B testing is to estimate the average treatment effect (ATE), which is defined as the difference between the expected outcomes of two or more treatments. In this paper, we consider a situation where an experimenter can assign a treatment to research subjects sequentially. In adaptive experimental design, the experimenter is allowed to change the probability of assigning a treatment using past observations for estimating the ATE efficiently. However, with this approach, it is difficult to apply a standard statistical method to construct an estimator because the observations are not independent and identically distributed. We thus propose an algorithm for efficient experiments with estimators constructed from dependent samples. We also introduce a sequential testing framework using the proposed estimator. To justify our proposed approach, we provide finite and infinite sample analyses. Finally, we experimentally show that the proposed algorithm exhibits preferable performance.
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Machine learning driven medical image segmentation has become standard in medical image analysis. However, deep learning models are prone to overconfident predictions. This has led to a renewed focus on calibrated predictions in the medical imaging and broader machine learning communities. Calibrated predictions are estimates of the probability of a label that correspond to the true expected value of the label conditioned on the confidence. Such calibrated predictions have utility in a range of medical imaging applications, including surgical planning under uncertainty and active learning systems. At the same time it is often an accurate volume measurement that is of real importance for many medical applications. This work investigates the relationship between model calibration and volume estimation. We demonstrate both mathematically and empirically that if the predictor is calibrated per image, we can obtain the correct volume by taking an expectation of the probability scores per pixel/voxel of the image. Furthermore, we show that convex combinations of calibrated classifiers preserve volume estimation, but do not preserve calibration. Therefore, we conclude that having a calibrated predictor is a sufficient, but not necessary condition for obtaining an unbiased estimate of the volume. We validate our theoretical findings empirically on a collection of 18 different (calibrated) training strategies on the tasks of glioma volume estimation on BraTS 2018, and ischemic stroke lesion volume estimation on ISLES 2018 datasets.
Engineering problems that are modeled using sophisticated mathematical methods or are characterized by expensive-to-conduct tests or experiments, are encumbered with limited budget or finite computational resources. Moreover, practical scenarios in the industry, impose restrictions, based on logistics and preference, on the manner in which the experiments can be conducted. For example, material supply may enable only a handful of experiments in a single-shot or in the case of computational models one may face significant wait-time based on shared computational resources. In such scenarios, one usually resorts to performing experiments in a manner that allows for maximizing one's state-of-knowledge while satisfying the above mentioned practical constraints. Sequential design of experiments (SDOE) is a popular suite of methods, that has yielded promising results in recent years across different engineering and practical problems. A common strategy, that leverages Bayesian formalism is the Bayesian SDOE, which usually works best in the one-step-ahead or myopic scenario of selecting a single experiment at each step of a sequence of experiments. In this work, we aim to extend the SDOE strategy, to query the experiment or computer code at a batch of inputs. To this end, we leverage deep reinforcement learning (RL) based policy gradient methods, to propose batches of queries that are selected taking into account entire budget in hand. The algorithm retains the sequential nature, inherent in the SDOE, while incorporating elements of reward based on task from the domain of deep RL. A unique capability of the proposed methodology is its ability to be applied to multiple tasks, for example optimization of a function, once its trained. We demonstrate the performance of the proposed algorithm on a synthetic problem, and a challenging high-dimensional engineering problem.
A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy performances and reduced model fitting times, when compared with standard Markov chain Monte Carlo methods. The message passing and factor graph fragment approach to variational Bayes we describe facilitates streamlined implementation of approximate inference algorithms and forms the basis to software development. Such approach allows for supple inclusion of numerous response distributions and penalizations into the inverse problem model. Even though our work is circumscribed to one- and two-dimensional response variables, we lay down an infrastructure where efficient algorithm updates based on nullifying weak interactions between variables can also be derived for inverse problems in higher dimensions. Image processing applications motivated by biomedical and archaeological problems are included as illustrations.
The central levels problem asserts that the subgraph of the $(2m+1)$-dimensional hypercube induced by all bitstrings with at least $m+1-\ell$ many 1s and at most $m+\ell$ many 1s, i.e., the vertices in the middle $2\ell$ levels, has a Hamilton cycle for any $m\geq 1$ and $1\le \ell\le m+1$. This problem was raised independently by Buck and Wiedemann, Savage, by Gregor and \v{S}krekovski, and by Shen and Williams, and it is a common generalization of the well-known middle levels problem, namely the case $\ell=1$, and classical binary Gray codes, namely the case $\ell=m+1$. In this paper we present a general constructive solution of the central levels problem. Our results also imply the existence of optimal cycles through any sequence of $\ell$ consecutive levels in the $n$-dimensional hypercube for any $n\ge 1$ and $1\le \ell \le n+1$. Moreover, extending an earlier construction by Streib and Trotter, we construct a Hamilton cycle through the $n$-dimensional hypercube, $n\geq 2$, that contains the symmetric chain decomposition constructed by Greene and Kleitman in the 1970s, and we provide a loopless algorithm for computing the corresponding Gray code.
Contextual multi-armed bandit (MAB) achieves cutting-edge performance on a variety of problems. When it comes to real-world scenarios such as recommendation system and online advertising, however, it is essential to consider the resource consumption of exploration. In practice, there is typically non-zero cost associated with executing a recommendation (arm) in the environment, and hence, the policy should be learned with a fixed exploration cost constraint. It is challenging to learn a global optimal policy directly, since it is a NP-hard problem and significantly complicates the exploration and exploitation trade-off of bandit algorithms. Existing approaches focus on solving the problems by adopting the greedy policy which estimates the expected rewards and costs and uses a greedy selection based on each arm's expected reward/cost ratio using historical observation until the exploration resource is exhausted. However, existing methods are hard to extend to infinite time horizon, since the learning process will be terminated when there is no more resource. In this paper, we propose a hierarchical adaptive contextual bandit method (HATCH) to conduct the policy learning of contextual bandits with a budget constraint. HATCH adopts an adaptive method to allocate the exploration resource based on the remaining resource/time and the estimation of reward distribution among different user contexts. In addition, we utilize full of contextual feature information to find the best personalized recommendation. Finally, in order to prove the theoretical guarantee, we present a regret bound analysis and prove that HATCH achieves a regret bound as low as $O(\sqrt{T})$. The experimental results demonstrate the effectiveness and efficiency of the proposed method on both synthetic data sets and the real-world applications.
With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.
We propose a new method of estimation in topic models, that is not a variation on the existing simplex finding algorithms, and that estimates the number of topics K from the observed data. We derive new finite sample minimax lower bounds for the estimation of A, as well as new upper bounds for our proposed estimator. We describe the scenarios where our estimator is minimax adaptive. Our finite sample analysis is valid for any number of documents (n), individual document length (N_i), dictionary size (p) and number of topics (K), and both p and K are allowed to increase with n, a situation not handled well by previous analyses. We complement our theoretical results with a detailed simulation study. We illustrate that the new algorithm is faster and more accurate than the current ones, although we start out with a computational and theoretical disadvantage of not knowing the correct number of topics K, while we provide the competing methods with the correct value in our simulations.
Seam-cutting and seam-driven techniques have been proven effective for handling imperfect image series in image stitching. Generally, seam-driven is to utilize seam-cutting to find a best seam from one or finite alignment hypotheses based on a predefined seam quality metric. However, the quality metrics in most methods are defined to measure the average performance of the pixels on the seam without considering the relevance and variance among them. This may cause that the seam with the minimal measure is not optimal (perception-inconsistent) in human perception. In this paper, we propose a novel coarse-to-fine seam estimation method which applies the evaluation in a different way. For pixels on the seam, we develop a patch-point evaluation algorithm concentrating more on the correlation and variation of them. The evaluations are then used to recalculate the difference map of the overlapping region and reestimate a stitching seam. This evaluation-reestimation procedure iterates until the current seam changes negligibly comparing with the previous seams. Experiments show that our proposed method can finally find a nearly perception-consistent seam after several iterations, which outperforms the conventional seam-cutting and other seam-driven methods.
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by numerical experiments with real and synthetic data.
This paper addresses the problem of estimating and tracking human body keypoints in complex, multi-person video. We propose an extremely lightweight yet highly effective approach that builds upon the latest advancements in human detection and video understanding. Our method operates in two-stages: keypoint estimation in frames or short clips, followed by lightweight tracking to generate keypoint predictions linked over the entire video. For frame-level pose estimation we experiment with Mask R-CNN, as well as our own proposed 3D extension of this model, which leverages temporal information over small clips to generate more robust frame predictions. We conduct extensive ablative experiments on the newly released multi-person video pose estimation benchmark, PoseTrack, to validate various design choices of our model. Our approach achieves an accuracy of 55.2% on the validation and 51.8% on the test set using the Multi-Object Tracking Accuracy (MOTA) metric, and achieves state of the art performance on the ICCV 2017 PoseTrack keypoint tracking challenge.
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