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Most published work on differential privacy (DP) focuses exclusively on meeting privacy constraints, by adding to the query noise with a pre-specified parametric distribution model, typically with one or two degrees of freedom. The accuracy of the response and its utility to the intended use are frequently overlooked. Considering that several database queries are categorical in nature (e.g., a label, a ranking, etc.), or can be quantized, the parameters that define the randomized mechanism's distribution are finite. Thus, it is reasonable to search through numerical optimization for the probability masses that meet the privacy constraints while minimizing the query distortion. Considering the modulo summation of random noise as the DP mechanism, the goal of this paper is to introduce a tractable framework to design the optimum noise probability mass function (PMF) for database queries with a discrete and finite set, optimizing with an expected distortion metric for a given $(\epsilon,\delta)$. We first show that the optimum PMF can be obtained by solving a mixed integer linear program (MILP). Then, we derive closed-form solutions for the optimum PMF that minimize the probability of error for two special cases. We show numerically that the proposed optimal mechanisms significantly outperform the state-of-the-art.

In many applications, we want to influence the decisions of independent agents by designing incentives for their actions. We revisit a fundamental problem in this area, called GAME IMPLEMENTATION: Given a game in standard form and a set of desired strategies, can we design a set of payment promises such that if the players take the payment promises into account, then all undominated strategies are desired? Furthermore, we aim to minimize the cost, that is, the worst-case amount of payments. We study the tractability of computing such payment promises and determine more closely what obstructions we may have to overcome in doing so. We show that GAME IMPLEMENTATION is NP-hard even for two players, solving in particular a long open question (Eidenbenz et al. 2011) and suggesting more restrictions are necessary to obtain tractability results. We thus study the regime in which players have only a small constant number of strategies and obtain the following. First, this case remains NP-hard even if each player's utility depends only on three others. Second, we repair a flawed efficient algorithm for the case of both small number of strategies and small number of players. Among further results, we characterize sets of desired strategies that can be implemented at zero cost as a kind of stable core of the game.

Efficient data transfers over high-speed, long-distance shared networks require proper utilization of available network bandwidth. Using parallel TCP streams enables an application to utilize network parallelism and can improve transfer throughput; however, finding the optimum number of parallel TCP streams is challenging due to nondeterministic background traffic sharing the same network. Additionally, the non-stationary, multi-objectiveness, and partially-observable nature of network signals in the host systems add extra complexity in finding the current network condition. In this work, we present a novel approach to finding the optimum number of parallel TCP streams using deep reinforcement learning (RL). We devise a learning-based algorithm capable of generalizing different network conditions and utilizing the available network bandwidth intelligently. Contrary to rule-based heuristics that do not generalize well in unknown network scenarios, our RL-based solution can dynamically discover and adapt the parallel TCP stream numbers to maximize the network bandwidth utilization without congesting the network and ensure fairness among contending transfers. We extensively evaluated our RL-based algorithm's performance, comparing it with several state-of-the-art online optimization algorithms. The results show that our RL-based algorithm can find near-optimal solutions 40% faster while achieving up to 15% higher throughput. We also show that, unlike a greedy algorithm, our devised RL-based algorithm can avoid network congestion and fairly share the available network resources among contending transfers.

The Gaussian mechanism is one differential privacy mechanism commonly used to protect numerical data. However, it may be ill-suited to some applications because it has unbounded support and thus can produce invalid numerical answers to queries, such as negative ages or human heights in the tens of meters. One can project such private values onto valid ranges of data, though such projections lead to the accumulation of private query responses at the boundaries of such ranges, thereby harming accuracy. Motivated by the need for both privacy and accuracy over bounded domains, we present a bounded Gaussian mechanism for differential privacy, which has support only on a given region. We present both univariate and multivariate versions of this mechanism and illustrate a significant reduction in variance relative to comparable existing work.

In sparse estimation, in which the sum of the loss function and the regularization term is minimized, methods such as the proximal gradient method and the proximal Newton method are applied. The former is slow to converge to a solution, while the latter converges quickly but is inefficient for problems such as group lasso problems. In this paper, we examine how to efficiently find a solution by finding the convergence destination of the proximal gradient method. However, the case in which the Lipschitz constant of the derivative of the loss function is unknown has not been studied theoretically, and only the Newton method has been proposed for the case in which the Lipschitz constant is known. We show that the Newton method converges when the Lipschitz constant is unknown and extend the theory. Furthermore, we propose a new quasi-Newton method that avoids Hessian calculations and improves efficiency, and we prove that it converges quickly, providing a theoretical guarantee. Finally, numerical experiments show that the proposed method can significantly improve the efficiency.

Transfer learning uses a data model, trained to make predictions or inferences on data from one population, to make reliable predictions or inferences on data from another population. Most existing transfer learning approaches are based on fine-tuning pre-trained neural network models, and fail to provide crucial uncertainty quantification. We develop a statistical framework for model predictions based on transfer learning, called RECaST. The primary mechanism is a Cauchy random effect that recalibrates a source model to a target population; we mathematically and empirically demonstrate the validity of our RECaST approach for transfer learning between linear models, in the sense that prediction sets will achieve their nominal stated coverage, and we numerically illustrate the method's robustness to asymptotic approximations for nonlinear models. Whereas many existing techniques are built on particular source models, RECaST is agnostic to the choice of source model. For example, our RECaST transfer learning approach can be applied to a continuous or discrete data model with linear or logistic regression, deep neural network architectures, etc. Furthermore, RECaST provides uncertainty quantification for predictions, which is mostly absent in the literature. We examine our method's performance in a simulation study and in an application to real hospital data.

This book develops an effective theory approach to understanding deep neural networks of practical relevance. Beginning from a first-principles component-level picture of networks, we explain how to determine an accurate description of the output of trained networks by solving layer-to-layer iteration equations and nonlinear learning dynamics. A main result is that the predictions of networks are described by nearly-Gaussian distributions, with the depth-to-width aspect ratio of the network controlling the deviations from the infinite-width Gaussian description. We explain how these effectively-deep networks learn nontrivial representations from training and more broadly analyze the mechanism of representation learning for nonlinear models. From a nearly-kernel-methods perspective, we find that the dependence of such models' predictions on the underlying learning algorithm can be expressed in a simple and universal way. To obtain these results, we develop the notion of representation group flow (RG flow) to characterize the propagation of signals through the network. By tuning networks to criticality, we give a practical solution to the exploding and vanishing gradient problem. We further explain how RG flow leads to near-universal behavior and lets us categorize networks built from different activation functions into universality classes. Altogether, we show that the depth-to-width ratio governs the effective model complexity of the ensemble of trained networks. By using information-theoretic techniques, we estimate the optimal aspect ratio at which we expect the network to be practically most useful and show how residual connections can be used to push this scale to arbitrary depths. With these tools, we can learn in detail about the inductive bias of architectures, hyperparameters, and optimizers.

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.

While existing work in robust deep learning has focused on small pixel-level $\ell_p$ norm-based perturbations, this may not account for perturbations encountered in several real world settings. In many such cases although test data might not be available, broad specifications about the types of perturbations (such as an unknown degree of rotation) may be known. We consider a setup where robustness is expected over an unseen test domain that is not i.i.d. but deviates from the training domain. While this deviation may not be exactly known, its broad characterization is specified a priori, in terms of attributes. We propose an adversarial training approach which learns to generate new samples so as to maximize exposure of the classifier to the attributes-space, without having access to the data from the test domain. Our adversarial training solves a min-max optimization problem, with the inner maximization generating adversarial perturbations, and the outer minimization finding model parameters by optimizing the loss on adversarial perturbations generated from the inner maximization. We demonstrate the applicability of our approach on three types of naturally occurring perturbations -- object-related shifts, geometric transformations, and common image corruptions. Our approach enables deep neural networks to be robust against a wide range of naturally occurring perturbations. We demonstrate the usefulness of the proposed approach by showing the robustness gains of deep neural networks trained using our adversarial training on MNIST, CIFAR-10, and a new variant of the CLEVR dataset.

The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with standard probability and probabilistic predictions. Yet, due to the steadily increasing relevance of machine learning for practical applications and related issues such as safety requirements, new problems and challenges have recently been identified by machine learning scholars, and these problems may call for new methodological developments. In particular, this includes the importance of distinguishing between (at least) two different types of uncertainty, often refereed to as aleatoric and epistemic. In this paper, we provide an introduction to the topic of uncertainty in machine learning as well as an overview of hitherto attempts at handling uncertainty in general and formalizing this distinction in particular.