Traditionally, data valuation is posed as a problem of equitably splitting the validation performance of a learning algorithm among the training data. As a result, the calculated data values depend on many design choices of the underlying learning algorithm. However, this dependence is undesirable for many use cases of data valuation, such as setting priorities over different data sources in a data acquisition process and informing pricing mechanisms in a data marketplace. In these scenarios, data needs to be valued before the actual analysis and the choice of the learning algorithm is still undetermined then. Another side-effect of the dependence is that to assess the value of individual points, one needs to re-run the learning algorithm with and without a point, which incurs a large computation burden. This work leapfrogs over the current limits of data valuation methods by introducing a new framework that can value training data in a way that is oblivious to the downstream learning algorithm. (1) We develop a proxy for the validation performance associated with a training set based on a non-conventional class-wise Wasserstein distance between the training and the validation set. We show that the distance characterizes the upper bound of the validation performance for any given model under certain Lipschitz conditions. (2) We develop a novel method to value individual data based on the sensitivity analysis of the class-wise Wasserstein distance. Importantly, these values can be directly obtained for free from the output of off-the-shelf optimization solvers when computing the distance. (3) We evaluate our new data valuation framework over various use cases related to detecting low-quality data and show that, surprisingly, the learning-agnostic feature of our framework enables a significant improvement over the state-of-the-art performance while being orders of magnitude faster.
In this work, we build upon our previous publication and use diffusion-based generative models for speech enhancement. We present a detailed overview of the diffusion process that is based on a stochastic differential equation and delve into an extensive theoretical examination of its implications. Opposed to usual conditional generation tasks, we do not start the reverse process from pure Gaussian noise but from a mixture of noisy speech and Gaussian noise. This matches our forward process which moves from clean speech to noisy speech by including a drift term. We show that this procedure enables using only 30 diffusion steps to generate high-quality clean speech estimates. By adapting the network architecture, we are able to significantly improve the speech enhancement performance, indicating that the network, rather than the formalism, was the main limitation of our original approach. In an extensive cross-dataset evaluation, we show that the improved method can compete with recent discriminative models and achieves better generalization when evaluating on a different corpus than used for training. We complement the results with an instrumental evaluation using real-world noisy recordings and a listening experiment, in which our proposed method is rated best. Examining different sampler configurations for solving the reverse process allows us to balance the performance and computational speed of the proposed method. Moreover, we show that the proposed method is also suitable for dereverberation and thus not limited to additive background noise removal. Code and audio examples are available online, see //github.com/sp-uhh/sgmse
We study the problem of model selection in causal inference, specifically for the case of conditional average treatment effect (CATE) estimation under binary treatments. Unlike model selection in machine learning, there is no perfect analogue of cross-validation as we do not observe the counterfactual potential outcome for any data point. Towards this, there have been a variety of proxy metrics proposed in the literature, that depend on auxiliary nuisance models estimated from the observed data (propensity score model, outcome regression model). However, the effectiveness of these metrics has only been studied on synthetic datasets as we can access the counterfactual data for them. We conduct an extensive empirical analysis to judge the performance of these metrics introduced in the literature, and novel ones introduced in this work, where we utilize the latest advances in generative modeling to incorporate multiple realistic datasets. Our analysis suggests novel model selection strategies based on careful hyperparameter tuning of CATE estimators and causal ensembling.
Experiments are the gold standard for causal inference. In many applications, experimental units can often be recruited or chosen sequentially, and the adaptive execution of such experiments may offer greatly improved inference of causal quantities over non-adaptive approaches, particularly when experiments are expensive. We thus propose a novel active learning method called ACE (Active learning for Causal inference with Expensive experiments), which leverages Gaussian process modeling of the conditional mean functions to guide an informed sequential design of costly experiments. In particular, we develop new acquisition functions for sequential design via the minimization of the posterior variance of a desired causal estimand. Our approach facilitates targeted learning of a variety of causal estimands, such as the average treatment effect (ATE), the average treatment effect on the treated (ATTE), and individualized treatment effects (ITE), and can be used for adaptive selection of an experimental unit and/or the applied treatment. We then demonstrate in a suite of numerical experiments the improved performance of ACE over baseline methods for estimating causal estimands given a limited number of experiments.
Modern reinforcement learning systems produce many high-quality policies throughout the learning process. However, to choose which policy to actually deploy in the real world, they must be tested under an intractable number of environmental conditions. We introduce RPOSST, an algorithm to select a small set of test cases from a larger pool based on a relatively small number of sample evaluations. RPOSST treats the test case selection problem as a two-player game and optimizes a solution with provable $k$-of-$N$ robustness, bounding the error relative to a test that used all the test cases in the pool. Empirical results demonstrate that RPOSST finds a small set of test cases that identify high quality policies in a toy one-shot game, poker datasets, and a high-fidelity racing simulator.
This paper presents a personalized graph federated learning (PGFL) framework in which distributedly connected servers and their respective edge devices collaboratively learn device or cluster-specific models while maintaining the privacy of every individual device. The proposed approach exploits similarities among different models to provide a more relevant experience for each device, even in situations with diverse data distributions and disproportionate datasets. Furthermore, to ensure a secure and efficient approach to collaborative personalized learning, we study a variant of the PGFL implementation that utilizes differential privacy, specifically zero-concentrated differential privacy, where a noise sequence perturbs model exchanges. Our mathematical analysis shows that the proposed privacy-preserving PGFL algorithm converges to the optimal cluster-specific solution for each cluster in linear time. It also shows that exploiting similarities among clusters leads to an alternative output whose distance to the original solution is bounded, and that this bound can be adjusted by modifying the algorithm's hyperparameters. Further, our analysis shows that the algorithm ensures local differential privacy for all clients in terms of zero-concentrated differential privacy. Finally, the performance of the proposed PGFL algorithm is examined by performing numerical experiments in the context of regression and classification using synthetic data and the MNIST dataset.
Data heterogeneity across clients is a key challenge in federated learning. Prior works address this by either aligning client and server models or using control variates to correct client model drift. Although these methods achieve fast convergence in convex or simple non-convex problems, the performance in over-parameterized models such as deep neural networks is lacking. In this paper, we first revisit the widely used FedAvg algorithm in a deep neural network to understand how data heterogeneity influences the gradient updates across the neural network layers. We observe that while the feature extraction layers are learned efficiently by FedAvg, the substantial diversity of the final classification layers across clients impedes the performance. Motivated by this, we propose to correct model drift by variance reduction only on the final layers. We demonstrate that this significantly outperforms existing benchmarks at a similar or lower communication cost. We furthermore provide proof for the convergence rate of our algorithm.
Simulation-based inference (SBI) methods such as approximate Bayesian computation (ABC), synthetic likelihood, and neural posterior estimation (NPE) rely on simulating statistics to infer parameters of intractable likelihood models. However, such methods are known to yield untrustworthy and misleading inference outcomes under model misspecification, thus hindering their widespread applicability. In this work, we propose the first general approach to handle model misspecification that works across different classes of SBI methods. Leveraging the fact that the choice of statistics determines the degree of misspecification in SBI, we introduce a regularized loss function that penalises those statistics that increase the mismatch between the data and the model. Taking NPE and ABC as use cases, we demonstrate the superior performance of our method on high-dimensional time-series models that are artificially misspecified. We also apply our method to real data from the field of radio propagation where the model is known to be misspecified. We show empirically that the method yields robust inference in misspecified scenarios, whilst still being accurate when the model is well-specified.
Deep learning shows great potential in generation tasks thanks to deep latent representation. Generative models are classes of models that can generate observations randomly with respect to certain implied parameters. Recently, the diffusion Model becomes a raising class of generative models by virtue of its power-generating ability. Nowadays, great achievements have been reached. More applications except for computer vision, speech generation, bioinformatics, and natural language processing are to be explored in this field. However, the diffusion model has its natural drawback of a slow generation process, leading to many enhanced works. This survey makes a summary of the field of the diffusion model. We firstly state the main problem with two landmark works - DDPM and DSM. Then, we present a diverse range of advanced techniques to speed up the diffusion models - training schedule, training-free sampling, mixed-modeling, and score & diffusion unification. Regarding existing models, we also provide a benchmark of FID score, IS, and NLL according to specific NFE. Moreover, applications with diffusion models are introduced including computer vision, sequence modeling, audio, and AI for science. Finally, there is a summarization of this field together with limitations & further directions.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
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.