Transfer learning has become an essential technique to exploit information from the source domain to boost performance of the target task. Despite the prevalence in high-dimensional data, heterogeneity and/or heavy tails tend to be discounted in current transfer learning approaches and thus may undermine the resulting performance. We propose a transfer learning procedure in the framework of high-dimensional quantile regression models to accommodate the heterogeneity and heavy tails in the source and target domains. We establish error bounds of the transfer learning estimator based on delicately selected transferable source domains, showing that lower error bounds can be achieved for critical selection criterion and larger sample size of source tasks. We further propose valid confidence interval and hypothesis test procedures for individual component of quantile regression coefficients by advocating a one-step debiased estimator of transfer learning estimator wherein the consistent variance estimation is proposed via the technique of transfer learning again. Simulation results demonstrate that the proposed method exhibits some favorable performances.
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遷移學習（Transfer Learning）是一種機器學習方法，是把一個領域（即源領域）的知識，遷移到另外一個領域（即目標領域），使得目標領域能夠取得更好的學習效果。遷移學習（TL）是機器學習（ML）中的一個研究問題，著重于存儲在解決一個問題時獲得的知識并將其應用于另一個但相關的問題。例如，在學習識別汽車時獲得的知識可以在嘗試識別卡車時應用。盡管這兩個領域之間的正式聯系是有限的，但這一領域的研究與心理學文獻關于學習轉移的悠久歷史有關。從實踐的角度來看，為學習新任務而重用或轉移先前學習的任務中的信息可能會顯著提高強化學習代理的樣本效率。
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the training environment (e.g., a simulator). This paper attempts to address these issues simultaneously with distributionally robust offline RL, where we learn a distributionally robust policy using historical data obtained from the source environment by optimizing against a worst-case perturbation thereof. In particular, we move beyond tabular settings and consider linear function approximation. More specifically, we consider two settings, one where the dataset is well-explored and the other where the dataset has sufficient coverage of the optimal policy. We propose two algorithms~-- one for each of the two settings~-- that achieve error bounds $\tilde{O}(d^{1/2}/N^{1/2})$ and $\tilde{O}(d^{3/2}/N^{1/2})$ respectively, where $d$ is the dimension in the linear function approximation and $N$ is the number of trajectories in the dataset. To the best of our knowledge, they provide the first non-asymptotic results of the sample complexity in this setting. Diverse experiments are conducted to demonstrate our theoretical findings, showing the superiority of our algorithm against the non-robust one.
Real-time machine learning has recently attracted significant interest due to its potential to support instantaneous learning, adaptation, and decision making in a wide range of application domains, including self-driving vehicles, intelligent transportation, and industry automation. We investigate real-time ML in a federated edge intelligence (FEI) system, an edge computing system that implements federated learning (FL) solutions based on data samples collected and uploaded from decentralized data networks. FEI systems often exhibit heterogenous communication and computational resource distribution, as well as non-i.i.d. data samples, resulting in long model training time and inefficient resource utilization. Motivated by this fact, we propose a time-sensitive federated learning (TS-FL) framework to minimize the overall run-time for collaboratively training a shared ML model. Training acceleration solutions for both TS-FL with synchronous coordination (TS-FL-SC) and asynchronous coordination (TS-FL-ASC) are investigated. To address straggler effect in TS-FL-SC, we develop an analytical solution to characterize the impact of selecting different subsets of edge servers on the overall model training time. A server dropping-based solution is proposed to allow slow-performance edge servers to be removed from participating in model training if their impact on the resulting model accuracy is limited. A joint optimization algorithm is proposed to minimize the overall time consumption of model training by selecting participating edge servers, local epoch number. We develop an analytical expression to characterize the impact of staleness effect of asynchronous coordination and straggler effect of FL on the time consumption of TS-FL-ASC. Experimental results show that TS-FL-SC and TS-FL-ASC can provide up to 63% and 28% of reduction, in the overall model training time, respectively.
Risk-sensitive reinforcement learning (RL) has become a popular tool to control the risk of uncertain outcomes and ensure reliable performance in various sequential decision-making problems. While policy gradient methods have been developed for risk-sensitive RL, it remains unclear if these methods enjoy the same global convergence guarantees as in the risk-neutral case. In this paper, we consider a class of dynamic time-consistent risk measures, called Expected Conditional Risk Measures (ECRMs), and derive policy gradient updates for ECRM-based objective functions. Under both constrained direct parameterization and unconstrained softmax parameterization, we provide global convergence of the corresponding risk-averse policy gradient algorithms. We further test a risk-averse variant of REINFORCE algorithm on a stochastic Cliffwalk environment to demonstrate the efficacy of our algorithm and the importance of risk control.
Hyperdimensional computing (HDC) uses binary vectors of high dimensions to perform classification. Due to its simplicity and massive parallelism, HDC can be highly energy-efficient and well-suited for resource-constrained platforms. However, in trading off orthogonality with efficiency, hypervectors may use tens of thousands of dimensions. In this paper, we will examine the necessity for such high dimensions. In particular, we give a detailed theoretical analysis of the relationship among dimensions of hypervectors, accuracy, and orthogonality. The main conclusion of this study is that a much lower dimension, typically less than 100, can also achieve similar or even higher detecting accuracy compared with other state-of-the-art HDC models. Based on this insight, we propose a suite of novel techniques to build HDC models that use binary hypervectors of dimensions that are orders of magnitude smaller than those found in the state-of-the-art HDC models, yet yield equivalent or even improved accuracy and efficiency. For image classification, we achieved an HDC accuracy of 96.88\% with a dimension of only 32 on the MNIST dataset. We further explore our methods on more complex datasets like CIFAR-10 and show the limits of HDC computing.
Modeling text-based time-series to make prediction about a future event or outcome is an important task with a wide range of applications. The standard approach is to train and test the model using the same input window, but this approach neglects the data collected in longer input windows between the prediction time and the final outcome, which are often available during training. In this study, we propose to treat this neglected text as privileged information available during training to enhance early prediction modeling through knowledge distillation, presented as Learning using Privileged tIme-sEries Text (LuPIET). We evaluate the method on clinical and social media text, with four clinical prediction tasks based on clinical notes and two mental health prediction tasks based on social media posts. Our results show LuPIET is effective in enhancing text-based early predictions, though one may need to consider choosing the appropriate text representation and windows for privileged text to achieve optimal performance. Compared to two other methods using transfer learning and mixed training, LuPIET offers more stable improvements over the baseline, standard training. As far as we are concerned, this is the first study to examine learning using privileged information for time-series in the NLP context.
In this paper, we apply the median-of-means principle to derive robust versions of local averaging rules in non-parametric regression. For various estimates, including nearest neighbors and kernel procedures, we obtain non-asymptotic exponential inequalities, with only a second moment assumption on the noise. We then show that these bounds cannot be significantly improved by establishing a corresponding lower bound on tail probabilities.
Federated Learning has become a widely-used framework which allows learning a global model on decentralized local datasets under the condition of protecting local data privacy. However, federated learning faces severe optimization difficulty when training samples are not independently and identically distributed (non-i.i.d.). In this paper, we point out that the client sampling practice plays a decisive role in the aforementioned optimization difficulty. We find that the negative client sampling will cause the merged data distribution of currently sampled clients heavily inconsistent with that of all available clients, and further make the aggregated gradient unreliable. To address this issue, we propose a novel learning rate adaptation mechanism to adaptively adjust the server learning rate for the aggregated gradient in each round, according to the consistency between the merged data distribution of currently sampled clients and that of all available clients. Specifically, we make theoretical deductions to find a meaningful and robust indicator that is positively related to the optimal server learning rate and can effectively reflect the merged data distribution of sampled clients, and we utilize it for the server learning rate adaptation. Extensive experiments on multiple image and text classification tasks validate the great effectiveness of our method.
This paper presents a selective survey of recent developments in statistical inference and multiple testing for high-dimensional regression models, including linear and logistic regression. We examine the construction of confidence intervals and hypothesis tests for various low-dimensional objectives such as regression coefficients and linear and quadratic functionals. The key technique is to generate debiased and desparsified estimators for the targeted low-dimensional objectives and estimate their uncertainty. In addition to covering the motivations for and intuitions behind these statistical methods, we also discuss their optimality and adaptivity in the context of high-dimensional inference. In addition, we review the recent development of statistical inference based on multiple regression models and the advancement of large-scale multiple testing for high-dimensional regression. The R package SIHR has implemented some of the high-dimensional inference methods discussed in this paper.
Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over- or under-dispersion, boundedness, and heaping, which render many parametric models inadequate. Yet even for parametric regression models, approximations such as MCMC typically are needed for posterior inference. This paper introduces a Bayesian modeling and algorithmic framework that enables semiparametric regression analysis for discrete data with Monte Carlo (not MCMC) sampling. The proposed approach pairs a nonparametric marginal model with a latent linear regression model to encourage both flexibility and interpretability, and delivers posterior consistency even under model misspecification. For a parametric or large-sample approximation of this model, we identify a class of conjugate priors with (pseudo) closed-form posteriors. All posterior and predictive distributions are available analytically or via Monte Carlo sampling. These tools are broadly useful for linear regression, nonlinear models via basis expansions, and variable selection with discrete data. Simulation studies demonstrate significant advantages in computing, prediction, estimation, and selection relative to existing alternatives. This novel approach is applied to self-reported mental health data that exhibit zero-inflation, overdispersion, boundedness, and heaping.
The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.
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