Applications of machine learning in the non-profit and public sectors often feature an iterative workflow of data acquisition, prediction, and optimization of interventions. There are four major pain points that a machine learning pipeline must overcome in order to be actually useful in these settings: small data, data collected only under the default intervention, unmodeled objectives due to communication gap, and unforeseen consequences of the intervention. In this paper, we introduce bandit data-driven optimization, the first iterative prediction-prescription framework to address these pain points. Bandit data-driven optimization combines the advantages of online bandit learning and offline predictive analytics in an integrated framework. We propose PROOF, a novel algorithm for this framework and formally prove that it has no-regret. Using numerical simulations, we show that PROOF achieves superior performance than existing baseline. We also apply PROOF in a detailed case study of food rescue volunteer recommendation, and show that PROOF as a framework works well with the intricacies of ML models in real-world AI for non-profit and public sector applications.
相關內容
The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for tackling this problem through the lens of optimistic online learning. We build upon the Follow-the-Regularized-Leader (FTRL) framework which is developed further here to include predictions for the file requests, and we design online caching algorithms for bipartite networks with fixed-size caches or elastic leased caches subject to time-average budget constraints. The predictions are provided by a content recommendation system that influences the users viewing activity, and hence can naturally reduce the caching network's uncertainty about future requests. We prove that the proposed optimistic learning caching policies can achieve sub-zero performance loss (regret) for perfect predictions, and maintain the best achievable regret bound $O(\sqrt T)$ even for arbitrary-bad predictions. The performance of the proposed algorithms is evaluated with detailed trace-driven numerical tests.
The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for tackling this problem through the lens of optimistic online learning. We build upon the Follow-the-Regularized-Leader (FTRL) framework, which is developed further here to include predictions for the file requests, and we design online caching algorithms for bipartite networks with fixed-size caches or elastic leased caches subject to time-average budget constraints. The predictions are provided by a content recommendation system that influences the users viewing activity and hence can naturally reduce the caching network's uncertainty about future requests. We also extend the framework to learn and utilize the best request predictor in cases where many are available. We prove that the proposed {optimistic} learning caching policies can achieve sub-zero performance loss (regret) for perfect predictions, and maintain the sub-linear regret bound $O(\sqrt T)$, which is the best achievable bound for policies that do not use predictions, even for arbitrary-bad predictions. The performance of the proposed algorithms is evaluated with detailed trace-driven numerical tests.
A determinantal point process (DPP) on a collection of $M$ items is a model, parameterized by a symmetric kernel matrix, that assigns a probability to every subset of those items. Recent work shows that removing the kernel symmetry constraint, yielding nonsymmetric DPPs (NDPPs), can lead to significant predictive performance gains for machine learning applications. However, existing work leaves open the question of scalable NDPP sampling. There is only one known DPP sampling algorithm, based on Cholesky decomposition, that can directly apply to NDPPs as well. Unfortunately, its runtime is cubic in $M$, and thus does not scale to large item collections. In this work, we first note that this algorithm can be transformed into a linear-time one for kernels with low-rank structure. Furthermore, we develop a scalable sublinear-time rejection sampling algorithm by constructing a novel proposal distribution. Additionally, we show that imposing certain structural constraints on the NDPP kernel enables us to bound the rejection rate in a way that depends only on the kernel rank. In our experiments we compare the speed of all of these samplers for a variety of real-world tasks.
The irresponsible use of ML algorithms in practical settings has received a lot of deserved attention in the recent years. We posit that the traditional system analysis perspective is needed when designing and implementing ML algorithms and systems. Such perspective can provide a formal way for evaluating and enabling responsible ML practices. In this paper, we review components of the System Analysis methodology and highlight how they connect and enable responsible practices of ML design.
Linear mixed models (LMMs) are instrumental for regression analysis with structured dependence, such as grouped, clustered, or multilevel data. However, selection among the covariates--while accounting for this structured dependence--remains a challenge. We introduce a Bayesian decision analysis for subset selection with LMMs. Using a Mahalanobis loss function that incorporates the structured dependence, we derive optimal linear coefficients for (i) any given subset of variables and (ii) all subsets of variables that satisfy a cardinality constraint. Crucially, these estimates inherit shrinkage or regularization and uncertainty quantification from the underlying Bayesian model, and apply for any well-specified Bayesian LMM. More broadly, our decision analysis strategy deemphasizes the role of a single "best" subset, which is often unstable and limited in its information content, and instead favors a collection of near-optimal subsets. This collection is summarized by key member subsets and variable-specific importance metrics. Customized subset search and out-of-sample approximation algorithms are provided for more scalable computing. These tools are applied to simulated data and a longitudinal physical activity dataset, and demonstrate excellent prediction, estimation, and selection ability.
We provide a decision theoretic analysis of bandit experiments. The setting corresponds to a dynamic programming problem, but solving this directly is typically infeasible. Working within the framework of diffusion asymptotics, we define suitable notions of asymptotic Bayes and minimax risk for bandit experiments. For normally distributed rewards, the minimal Bayes risk can be characterized as the solution to a nonlinear second-order partial differential equation (PDE). Using a limit of experiments approach, we show that this PDE characterization also holds asymptotically under both parametric and non-parametric distribution of the rewards. The approach further describes the state variables it is asymptotically sufficient to restrict attention to, and therefore suggests a practical strategy for dimension reduction. The upshot is that we can approximate the dynamic programming problem defining the bandit experiment with a PDE which can be efficiently solved using sparse matrix routines. We derive the optimal Bayes and minimax policies from the numerical solutions to these equations. The proposed policies substantially dominate existing methods such as Thompson sampling. The framework also allows for substantial generalizations to the bandit problem such as time discounting and pure exploration motives.
Model View Definition (MVD) is the standard methodology to define the data exchange requirements and rule constraints for Building Information Models (BIMs). In this paper, the MVDLite algorithm is proposed for the fast validation of MVD rules. A "rule chain" structure is introduced to combine the data templates, constraint statements, and logical interconnections in an input mvdXML ruleset, which leads to fast filtering of data nodes through the rule chain. By establishing the correspondence of each prefix of the rule chain with a string, the deep-caching strategy further improves efficiency. The outperforming experimental results show that our algorithm significantly reduces the running time of MVD validation on large real-world BIMs.
At the same time that AI and machine learning are becoming central to human life, their potential harms become more vivid. In the presence of such drawbacks, a critical question one needs to address before using these data-driven technologies to make a decision is whether to trust their outcomes. Aligned with recent efforts on data-centric AI, this paper proposes a novel approach to address the trust question through the lens of data, by associating data sets with distrust quantification that specify their scope of use for predicting future query points. The distrust values raise warning signals when a prediction based on a dataset is questionable and are valuable alongside other techniques for trustworthy AI. We propose novel algorithms for computing the distrust values in the neighborhood of a query point efficiently and effectively. Learning the necessary components of the measures from the data itself, our sub-linear algorithms scale to very large and multi-dimensional settings. Besides demonstrating the efficiency of our algorithms, our extensive experiments reflect a consistent correlation between distrust values and model performance. This underscores the message that when the distrust value of a query point is high, the prediction outcome should be discarded or at least not considered for critical decisions.
Latent Gaussian models and boosting are widely used techniques in statistics and machine learning. Tree-boosting shows excellent prediction accuracy on many data sets, but potential drawbacks are that it assumes conditional independence of samples, produces discontinuous predictions for, e.g., spatial data, and it can have difficulty with high-cardinality categorical variables. Latent Gaussian models, such as Gaussian process and grouped random effects models, are flexible prior models which explicitly model dependence among samples and which allow for efficient learning of predictor functions and for making probabilistic predictions. However, existing latent Gaussian models usually assume either a zero or a linear prior mean function which can be an unrealistic assumption. This article introduces a novel approach that combines boosting and latent Gaussian models to remedy the above-mentioned drawbacks and to leverage the advantages of both techniques. We obtain increased prediction accuracy compared to existing approaches in both simulated and real-world data experiments.
Models for dependent data are distinguished by their targets of inference. Marginal models are useful when interest lies in quantifying associations averaged across a population of clusters. When the functional form of a covariate-outcome association is unknown, flexible regression methods are needed to allow for potentially non-linear relationships. We propose a novel marginal additive model (MAM) for modelling cluster-correlated data with non-linear population-averaged associations. The proposed MAM is a unified framework for estimation and uncertainty quantification of a marginal mean model, combined with inference for between-cluster variability and cluster-specific prediction. We propose a fitting algorithm that enables efficient computation of standard errors and corrects for estimation of penalty terms. We demonstrate the proposed methods in simulations and in application to (i) a longitudinal study of beaver foraging behaviour, and (ii) a spatial analysis of Loaloa infection in West Africa. R code for implementing the proposed methodology is available at //github.com/awstringer1/mam.
小貼士
登錄享
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191