We propose a framework for learning calibrated uncertainties under domain shifts. We consider the case where the source (training) distribution differs from the target (test) distribution. We detect such domain shifts through the use of a binary domain classifier and integrate it with the task network and train them jointly end-to-end. The binary domain classifier yields a density ratio that reflects the closeness of a target (test) sample to the source (training) distribution. We employ it to adjust the uncertainty of prediction in the task network. This idea of using the density ratio is based on the distributionally robust learning (DRL) framework, which accounts for the domain shift through adversarial risk minimization. We demonstrate that our method generates calibrated uncertainties that benefit many downstream tasks, such as unsupervised domain adaptation (UDA) and semi-supervised learning (SSL). In these tasks, methods like self-training and FixMatch use uncertainties to select confident pseudo-labels for re-training. Our experiments show that the introduction of DRL leads to significant improvements in cross-domain performance. We also demonstrate that the estimated density ratios show agreement with the human selection frequencies, suggesting a positive correlation with a proxy of human perceived uncertainties.
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The networks trained on the long-tailed dataset vary remarkably, despite the same training settings, which shows the great uncertainty in long-tailed learning. To alleviate the uncertainty, we propose a Nested Collaborative Learning (NCL), which tackles the problem by collaboratively learning multiple experts together. NCL consists of two core components, namely Nested Individual Learning (NIL) and Nested Balanced Online Distillation (NBOD), which focus on the individual supervised learning for each single expert and the knowledge transferring among multiple experts, respectively. To learn representations more thoroughly, both NIL and NBOD are formulated in a nested way, in which the learning is conducted on not just all categories from a full perspective but some hard categories from a partial perspective. Regarding the learning in the partial perspective, we specifically select the negative categories with high predicted scores as the hard categories by using a proposed Hard Category Mining (HCM). In the NCL, the learning from two perspectives is nested, highly related and complementary, and helps the network to capture not only global and robust features but also meticulous distinguishing ability. Moreover, self-supervision is further utilized for feature enhancement. Extensive experiments manifest the superiority of our method with outperforming the state-of-the-art whether by using a single model or an ensemble.
Contrastive learning has led to substantial improvements in the quality of learned embedding representations for tasks such as image classification. However, a key drawback of existing contrastive augmentation methods is that they may lead to the modification of the image content which can yield undesired alterations of its semantics. This can affect the performance of the model on downstream tasks. Hence, in this paper, we ask whether we can augment image data in contrastive learning such that the task-relevant semantic content of an image is preserved. For this purpose, we propose to leverage saliency-based explanation methods to create content-preserving masked augmentations for contrastive learning. Our novel explanation-driven supervised contrastive learning (ExCon) methodology critically serves the dual goals of encouraging nearby image embeddings to have similar content and explanation. To quantify the impact of ExCon, we conduct experiments on the CIFAR-100 and the Tiny ImageNet datasets. We demonstrate that ExCon outperforms vanilla supervised contrastive learning in terms of classification, explanation quality, adversarial robustness as well as probabilistic calibration in the context of distributional shift.
Recently, federated learning has emerged as a promising approach for training a global model using data from multiple organizations without leaking their raw data. Nevertheless, directly applying federated learning to real-world tasks faces two challenges: (1) heterogeneity in the data among different organizations; and (2) data noises inside individual organizations. In this paper, we propose a general framework to solve the above two challenges simultaneously. Specifically, we propose using distributionally robust optimization to mitigate the negative effects caused by data heterogeneity paradigm to sample clients based on a learnable distribution at each iteration. Additionally, we observe that this optimization paradigm is easily affected by data noises inside local clients, which has a significant performance degradation in terms of global model prediction accuracy. To solve this problem, we propose to incorporate mixup techniques into the local training process of federated learning. We further provide comprehensive theoretical analysis including robustness analysis, convergence analysis, and generalization ability. Furthermore, we conduct empirical studies across different drug discovery tasks, such as ADMET property prediction and drug-target affinity prediction.
We develop a simple and unified framework for nonlinear variable selection that incorporates model uncertainty and is compatible with a wide range of machine learning models (e.g., tree ensembles, kernel methods and neural network). In particular, for a learned nonlinear model $f(\mathbf{x})$, we consider quantifying the importance of an input variable $\mathbf{x}^j$ using the integrated gradient measure $\psi_j = \Vert \frac{\partial}{\partial \mathbf{x}^j} f(\mathbf{x})\Vert^2_2$. We then (1) provide a principled approach for quantifying variable selection uncertainty by deriving its posterior distribution, and (2) show that the approach is generalizable even to non-differentiable models such as tree ensembles. Rigorous Bayesian nonparametric theorems are derived to guarantee the posterior consistency and asymptotic uncertainty of the proposed approach. Extensive simulation confirms that the proposed algorithm outperforms existing classic and recent variable selection methods.
There are many important high dimensional function classes that have fast agnostic learning algorithms when strong assumptions on the distribution of examples can be made, such as Gaussianity or uniformity over the domain. But how can one be sufficiently confident that the data indeed satisfies the distributional assumption, so that one can trust in the output quality of the agnostic learning algorithm? We propose a model by which to systematically study the design of tester-learner pairs $(\mathcal{A},\mathcal{T})$, such that if the distribution on examples in the data passes the tester $\mathcal{T}$ then one can safely trust the output of the agnostic learner $\mathcal{A}$ on the data. To demonstrate the power of the model, we apply it to the classical problem of agnostically learning halfspaces under the standard Gaussian distribution and present a tester-learner pair with a combined run-time of $n^{\tilde{O}(1/\epsilon^4)}$. This qualitatively matches that of the best known ordinary agnostic learning algorithms for this task. In contrast, finite sample Gaussian distribution testers do not exist for the $L_1$ and EMD distance measures. A key step in the analysis is a novel characterization of concentration and anti-concentration properties of a distribution whose low-degree moments approximately match those of a Gaussian. We also use tools from polynomial approximation theory. In contrast, we show strong lower bounds on the combined run-times of tester-learner pairs for the problems of agnostically learning convex sets under the Gaussian distribution and for monotone Boolean functions under the uniform distribution over $\{0,1\}^n$. Through these lower bounds we exhibit natural problems where there is a dramatic gap between standard agnostic learning run-time and the run-time of the best tester-learner pair.
The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.
The dominating NLP paradigm of training a strong neural predictor to perform one task on a specific dataset has led to state-of-the-art performance in a variety of applications (eg. sentiment classification, span-prediction based question answering or machine translation). However, it builds upon the assumption that the data distribution is stationary, ie. that the data is sampled from a fixed distribution both at training and test time. This way of training is inconsistent with how we as humans are able to learn from and operate within a constantly changing stream of information. Moreover, it is ill-adapted to real-world use cases where the data distribution is expected to shift over the course of a model's lifetime. The first goal of this thesis is to characterize the different forms this shift can take in the context of natural language processing, and propose benchmarks and evaluation metrics to measure its effect on current deep learning architectures. We then proceed to take steps to mitigate the effect of distributional shift on NLP models. To this end, we develop methods based on parametric reformulations of the distributionally robust optimization framework. Empirically, we demonstrate that these approaches yield more robust models as demonstrated on a selection of realistic problems. In the third and final part of this thesis, we explore ways of efficiently adapting existing models to new domains or tasks. Our contribution to this topic takes inspiration from information geometry to derive a new gradient update rule which alleviate catastrophic forgetting issues during adaptation.
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.
Rehearsal, seeking to remind the model by storing old knowledge in lifelong learning, is one of the most effective ways to mitigate catastrophic forgetting, i.e., biased forgetting of previous knowledge when moving to new tasks. However, the old tasks of the most previous rehearsal-based methods suffer from the unpredictable domain shift when training the new task. This is because these methods always ignore two significant factors. First, the Data Imbalance between the new task and old tasks that makes the domain of old tasks prone to shift. Second, the Task Isolation among all tasks will make the domain shift toward unpredictable directions; To address the unpredictable domain shift, in this paper, we propose Multi-Domain Multi-Task (MDMT) rehearsal to train the old tasks and new task parallelly and equally to break the isolation among tasks. Specifically, a two-level angular margin loss is proposed to encourage the intra-class/task compactness and inter-class/task discrepancy, which keeps the model from domain chaos. In addition, to further address domain shift of the old tasks, we propose an optional episodic distillation loss on the memory to anchor the knowledge for each old task. Experiments on benchmark datasets validate the proposed approach can effectively mitigate the unpredictable domain shift.
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