The \textit{Central Limit Theorem (CLT)} is at the heart of a great deal of applied problem-solving in statistics and data science, but the theorem is silent on an important implementation issue: \textit{how much data do you need for the CLT to give accurate answers to practical questions?} Here we examine several approaches to addressing this issue -- along the way reviewing the history of this problem over the last 290 years -- and we illustrate the calculations with case-studies from finite-population sampling and gambling. A variety of surprises emerge.
Most modern deep reinforcement learning (RL) algorithms are motivated by either the general policy improvement (GPI) or trust-region learning (TRL) frameworks. However, algorithms that strictly respect these theoretical frameworks have proven unscalable. Surprisingly, the only known scalable algorithms violate the GPI/TRL assumptions, e.g. due to required regularisation or other heuristics. The current explanation of their empirical success is essentially by "analogy": they are deemed approximate adaptations of theoretically sound methods. Unfortunately, studies have shown that in practice these algorithms differ greatly from their conceptual ancestors. In contrast, in this paper, we introduce a novel theoretical framework, named Mirror Learning, which provides theoretical guarantees to a large class of algorithms, including TRPO and PPO. While the latter two exploit the flexibility of our framework, GPI and TRL fit in merely as pathologically restrictive or impractical corner cases thereof. This suggests that the empirical performance of state-of-the-art methods is a direct consequence of their theoretical properties, rather than of aforementioned approximate analogies. Mirror learning sets us free to boldly explore novel, theoretically sound RL algorithms, a thus far uncharted wonderland.
In reinforcement learning, it is common to let an agent interact for a fixed amount of time with its environment before resetting it and repeating the process in a series of episodes. The task that the agent has to learn can either be to maximize its performance over (i) that fixed period, or (ii) an indefinite period where time limits are only used during training to diversify experience. In this paper, we provide a formal account for how time limits could effectively be handled in each of the two cases and explain why not doing so can cause state aliasing and invalidation of experience replay, leading to suboptimal policies and training instability. In case (i), we argue that the terminations due to time limits are in fact part of the environment, and thus a notion of the remaining time should be included as part of the agent's input to avoid violation of the Markov property. In case (ii), the time limits are not part of the environment and are only used to facilitate learning. We argue that this insight should be incorporated by bootstrapping from the value of the state at the end of each partial episode. For both cases, we illustrate empirically the significance of our considerations in improving the performance and stability of existing reinforcement learning algorithms, showing state-of-the-art results on several control tasks.
Two-player (antagonistic) games on (possibly stochastic) graphs are a prevalent model in theoretical computer science, notably as a framework for reactive synthesis. Optimal strategies may require randomisation when dealing with inherently probabilistic goals, balancing multiple objectives, or in contexts of partial information. There is no unique way to define randomised strategies. For instance, one can use so-called mixed strategies or behavioural ones. In the most general settings, these two classes do not share the same expressiveness. A seminal result in game theory - Kuhn's theorem - asserts their equivalence in games of perfect recall. This result crucially relies on the possibility for strategies to use infinite memory, i.e., unlimited knowledge of all the past of a play. However, computer systems are finite in practice. Hence it is pertinent to restrict our attention to finite-memory strategies, defined as automata with outputs. Randomisation can be implemented in these in different ways: the initialisation, outputs or transitions can be randomised or deterministic respectively. Depending on which aspects are randomised, the expressiveness of the corresponding class of finite-memory strategies differs. In this work, we study two-player turn-based stochastic games and provide a complete taxonomy of the classes of finite-memory strategies obtained by varying which of the three aforementioned components are randomised. Our taxonomy holds both in settings of perfect and imperfect information.
Strategic behavior is a fundamental problem in a variety of real-world applications that require some form of peer assessment, such as peer grading of assignments, grant proposal review, conference peer review, and peer assessment of employees. Since an individual's own work is in competition with the submissions they are evaluating, they may provide dishonest evaluations to increase the relative standing of their own submission. This issue is typically addressed by partitioning the individuals and assigning them to evaluate the work of only those from different subsets. Although this method ensures strategyproofness, each submission may require a different type of expertise for effective evaluation. In this paper, we focus on finding an assignment of evaluators to submissions that maximizes assigned expertise subject to the constraint of strategyproofness. We analyze the price of strategyproofness: that is, the amount of compromise on the assignment quality required in order to get strategyproofness. We establish several polynomial-time algorithms for strategyproof assignment along with assignment-quality guarantees. Finally, we evaluate the methods on a dataset from conference peer review.
A generalization of L{\"u}roth's theorem expresses that every transcendence degree 1 subfield of the rational function field is a simple extension. In this note we show that a classical proof of this theorem also holds to prove this generalization.
We construct a family of genealogy-valued Markov processes that are induced by a continuous-time Markov population process. We derive exact expressions for the likelihood of a given genealogy conditional on the history of the underlying population process. These lead to a nonlinear filtering equation which can be used to design efficient Monte Carlo inference algorithms. We demonstrate these calculations with several examples. Existing full-information approaches for phylodynamic inference are special cases of the theory.
Self-training algorithms, which train a model to fit pseudolabels predicted by another previously-learned model, have been very successful for learning with unlabeled data using neural networks. However, the current theoretical understanding of self-training only applies to linear models. This work provides a unified theoretical analysis of self-training with deep networks for semi-supervised learning, unsupervised domain adaptation, and unsupervised learning. At the core of our analysis is a simple but realistic ``expansion'' assumption, which states that a low-probability subset of the data must expand to a neighborhood with large probability relative to the subset. We also assume that neighborhoods of examples in different classes have minimal overlap. We prove that under these assumptions, the minimizers of population objectives based on self-training and input-consistency regularization will achieve high accuracy with respect to ground-truth labels. By using off-the-shelf generalization bounds, we immediately convert this result to sample complexity guarantees for neural nets that are polynomial in the margin and Lipschitzness. Our results help explain the empirical successes of recently proposed self-training algorithms which use input consistency regularization.
Train machine learning models on sensitive user data has raised increasing privacy concerns in many areas. Federated learning is a popular approach for privacy protection that collects the local gradient information instead of real data. One way to achieve a strict privacy guarantee is to apply local differential privacy into federated learning. However, previous works do not give a practical solution due to three issues. First, the noisy data is close to its original value with high probability, increasing the risk of information exposure. Second, a large variance is introduced to the estimated average, causing poor accuracy. Last, the privacy budget explodes due to the high dimensionality of weights in deep learning models. In this paper, we proposed a novel design of local differential privacy mechanism for federated learning to address the abovementioned issues. It is capable of making the data more distinct from its original value and introducing lower variance. Moreover, the proposed mechanism bypasses the curse of dimensionality by splitting and shuffling model updates. A series of empirical evaluations on three commonly used datasets, MNIST, Fashion-MNIST and CIFAR-10, demonstrate that our solution can not only achieve superior deep learning performance but also provide a strong privacy guarantee at the same time.
Privacy is a major good for users of personalized services such as recommender systems. When applied to the field of health informatics, privacy concerns of users may be amplified, but the possible utility of such services is also high. Despite availability of technologies such as k-anonymity, differential privacy, privacy-aware recommendation, and personalized privacy trade-offs, little research has been conducted on the users' willingness to share health data for usage in such systems. In two conjoint-decision studies (sample size n=521), we investigate importance and utility of privacy-preserving techniques related to sharing of personal health data for k-anonymity and differential privacy. Users were asked to pick a preferred sharing scenario depending on the recipient of the data, the benefit of sharing data, the type of data, and the parameterized privacy. Users disagreed with sharing data for commercial purposes regarding mental illnesses and with high de-anonymization risks but showed little concern when data is used for scientific purposes and is related to physical illnesses. Suggestions for health recommender system development are derived from the findings.
Machine Learning is a widely-used method for prediction generation. These predictions are more accurate when the model is trained on a larger dataset. On the other hand, the data is usually divided amongst different entities. For privacy reasons, the training can be done locally and then the model can be safely aggregated amongst the participants. However, if there are only two participants in \textit{Collaborative Learning}, the safe aggregation loses its power since the output of the training already contains much information about the participants. To resolve this issue, they must employ privacy-preserving mechanisms, which inevitably affect the accuracy of the model. In this paper, we model the training process as a two-player game where each player aims to achieve a higher accuracy while preserving its privacy. We introduce the notion of \textit{Price of Privacy}, a novel approach to measure the effect of privacy protection on the accuracy of the model. We develop a theoretical model for different player types, and we either find or prove the existence of a Nash Equilibrium with some assumptions. Moreover, we confirm these assumptions via a Recommendation Systems use case: for a specific learning algorithm, we apply three privacy-preserving mechanisms on two real-world datasets. Finally, as a complementary work for the designed game, we interpolate the relationship between privacy and accuracy for this use case and present three other methods to approximate it in a real-world scenario.