Introduced nearly a century ago, Whittaker-Henderson smoothing remains one of the most commonly used methods by actuaries for constructing one-dimensional and two-dimensional experience tables for mortality and other Life Insurance risks. This paper proposes to reframe this smoothing technique within a modern statistical framework and addresses six questions of practical interest regarding its use. Firstly, we adopt a Bayesian view of this smoothing method to build credible intervals. Next, we shed light on the choice of observation vectors and weights to which the smoothing should be applied by linking it to a maximum likelihood estimator introduced in the context of duration models. We then enhance the precision of the smoothing by relaxing an implicit asymptotic approximation on which it relies. Afterward, we select the smoothing parameters based on maximizing a marginal likelihood. We later improve numerical performance in the presence of a large number of observation points and, consequently, parameters. Finally, we extrapolate the results of the smoothing while preserving consistency between estimated and predicted values through the use of constraints.
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Offline Imitation Learning (IL) is a powerful paradigm to learn visuomotor skills, especially for high-precision manipulation tasks. However, IL methods are prone to spurious correlation - expressive models may focus on distractors that are irrelevant to action prediction - and are thus fragile in real-world deployment. Prior methods have addressed this challenge by exploring different model architectures and action representations. However, none were able to balance between sample efficiency, robustness against distractors, and solving high-precision manipulation tasks with complex action space. To this end, we present $\textbf{C}$onstrained-$\textbf{C}$ontext $\textbf{C}$onditional $\textbf{D}$iffusion $\textbf{M}$odel (C3DM), a diffusion model policy for solving 6-DoF robotic manipulation tasks with high precision and ability to ignore distractions. A key component of C3DM is a fixation step that helps the action denoiser to focus on task-relevant regions around the predicted action while ignoring distractors in the context. We empirically show that C3DM is able to consistently achieve high success rate on a wide array of tasks, ranging from table top manipulation to industrial kitting, that require varying levels of precision and robustness to distractors. For details, please visit this //sites.google.com/view/c3dm-imitation-learning
We investigate the optimization target of Contrast-Consistent Search (CCS), which aims to recover the internal representations of truth of a large language model. We present a new loss function that we call the Midpoint-Displacement (MD) loss function. We demonstrate that for a certain hyper-parameter value this MD loss function leads to a prober with very similar weights to CCS. We further show that this hyper-parameter is not optimal and that with a better hyper-parameter the MD loss function attains a higher test accuracy than CCS.
In the past two decades, AB testing has proliferated to optimise products in digital domains. Traditional AB tests use fixed-horizon testing, determining the sample size of the experiment and continuing until the experiment has concluded. However, due to the feedback provided by modern data infrastructure, experimenters may take incorrect decisions based on preliminary results of the test. For this reason, anytime-valid inference (AVI) is seeing increased adoption as the modern experimenters method for rapid decision making in the world of data streaming. This work focuses on Safe Testing, a novel framework for experimentation that enables continuous analysis without elevating the risk of incorrect conclusions. There exist safe testing equivalents of many common statistical tests, including the z-test, the t-test, and the proportion test. We compare the efficacy of safe tests against classical tests and another method for AVI, the mixture sequential probability ratio test (mSPRT). Comparisons are conducted first on simulation and then by real-world data from a large technology company, Vinted, a large European online marketplace for second-hand clothing. Our findings indicate that safe tests require fewer samples to detect significant effects, encouraging its potential for broader adoption.
In recent years, multi-objective optimization (MOO) emerges as a foundational problem underpinning many multi-agent multi-task learning applications. However, existing algorithms in MOO literature remain limited to centralized learning settings, which do not satisfy the distributed nature and data privacy needs of such multi-agent multi-task learning applications. This motivates us to propose a new federated multi-objective learning (FMOL) framework with multiple clients distributively and collaboratively solving an MOO problem while keeping their training data private. Notably, our FMOL framework allows a different set of objective functions across different clients to support a wide range of applications, which advances and generalizes the MOO formulation to the federated learning paradigm for the first time. For this FMOL framework, we propose two new federated multi-objective optimization (FMOO) algorithms called federated multi-gradient descent averaging (FMGDA) and federated stochastic multi-gradient descent averaging (FSMGDA). Both algorithms allow local updates to significantly reduce communication costs, while achieving the {\em same} convergence rates as those of their algorithmic counterparts in the single-objective federated learning. Our extensive experiments also corroborate the efficacy of our proposed FMOO algorithms.
We address in this paper a particular instance of the multi-agent linear stochastic bandit problem, called clustered multi-agent linear bandits. In this setting, we propose a novel algorithm leveraging an efficient collaboration between the agents in order to accelerate the overall optimization problem. In this contribution, a network controller is responsible for estimating the underlying cluster structure of the network and optimizing the experiences sharing among agents within the same groups. We provide a theoretical analysis for both the regret minimization problem and the clustering quality. Through empirical evaluation against state-of-the-art algorithms on both synthetic and real data, we demonstrate the effectiveness of our approach: our algorithm significantly improves regret minimization while managing to recover the true underlying cluster partitioning.
Signalized intersections in arterial roads result in persistent vehicle idling and excess accelerations, contributing to fuel consumption and CO2 emissions. There has thus been a line of work studying eco-driving control strategies to reduce fuel consumption and emission levels at intersections. However, methods to devise effective control strategies across a variety of traffic settings remain elusive. In this paper, we propose a reinforcement learning (RL) approach to learn effective eco-driving control strategies. We analyze the potential impact of a learned strategy on fuel consumption, CO2 emission, and travel time and compare with naturalistic driving and model-based baselines. We further demonstrate the generalizability of the learned policies under mixed traffic scenarios. Simulation results indicate that scenarios with 100% penetration of connected autonomous vehicles (CAV) may yield as high as 18% reduction in fuel consumption and 25% reduction in CO2 emission levels while even improving travel speed by 20%. Furthermore, results indicate that even 25% CAV penetration can bring at least 50% of the total fuel and emission reduction benefits.
Learning with limited data is a key challenge for visual recognition. Few-shot learning methods address this challenge by learning an instance embedding function from seen classes and apply the function to instances from unseen classes with limited labels. This style of transfer learning is task-agnostic: the embedding function is not learned optimally discriminative with respect to the unseen classes, where discerning among them is the target task. In this paper, we propose a novel approach to adapt the embedding model to the target classification task, yielding embeddings that are task-specific and are discriminative. To this end, we employ a type of self-attention mechanism called Transformer to transform the embeddings from task-agnostic to task-specific by focusing on relating instances from the test instances to the training instances in both seen and unseen classes. Our approach also extends to both transductive and generalized few-shot classification, two important settings that have essential use cases. We verify the effectiveness of our model on two standard benchmark few-shot classification datasets --- MiniImageNet and CUB, where our approach demonstrates state-of-the-art empirical performance.
Policy gradient methods are often applied to reinforcement learning in continuous multiagent games. These methods perform local search in the joint-action space, and as we show, they are susceptable to a game-theoretic pathology known as relative overgeneralization. To resolve this issue, we propose Multiagent Soft Q-learning, which can be seen as the analogue of applying Q-learning to continuous controls. We compare our method to MADDPG, a state-of-the-art approach, and show that our method achieves better coordination in multiagent cooperative tasks, converging to better local optima in the joint action space.
We propose a novel single shot object detection network named Detection with Enriched Semantics (DES). Our motivation is to enrich the semantics of object detection features within a typical deep detector, by a semantic segmentation branch and a global activation module. The segmentation branch is supervised by weak segmentation ground-truth, i.e., no extra annotation is required. In conjunction with that, we employ a global activation module which learns relationship between channels and object classes in a self-supervised manner. Comprehensive experimental results on both PASCAL VOC and MS COCO detection datasets demonstrate the effectiveness of the proposed method. In particular, with a VGG16 based DES, we achieve an mAP of 81.7 on VOC2007 test and an mAP of 32.8 on COCO test-dev with an inference speed of 31.5 milliseconds per image on a Titan Xp GPU. With a lower resolution version, we achieve an mAP of 79.7 on VOC2007 with an inference speed of 13.0 milliseconds per image.
Many recent state-of-the-art recommender systems such as D-ATT, TransNet and DeepCoNN exploit reviews for representation learning. This paper proposes a new neural architecture for recommendation with reviews. Our model operates on a multi-hierarchical paradigm and is based on the intuition that not all reviews are created equal, i.e., only a select few are important. The importance, however, should be dynamically inferred depending on the current target. To this end, we propose a review-by-review pointer-based learning scheme that extracts important reviews, subsequently matching them in a word-by-word fashion. This enables not only the most informative reviews to be utilized for prediction but also a deeper word-level interaction. Our pointer-based method operates with a novel gumbel-softmax based pointer mechanism that enables the incorporation of discrete vectors within differentiable neural architectures. Our pointer mechanism is co-attentive in nature, learning pointers which are co-dependent on user-item relationships. Finally, we propose a multi-pointer learning scheme that learns to combine multiple views of interactions between user and item. Overall, we demonstrate the effectiveness of our proposed model via extensive experiments on \textbf{24} benchmark datasets from Amazon and Yelp. Empirical results show that our approach significantly outperforms existing state-of-the-art, with up to 19% and 71% relative improvement when compared to TransNet and DeepCoNN respectively. We study the behavior of our multi-pointer learning mechanism, shedding light on evidence aggregation patterns in review-based recommender systems.
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