We provide a setting and a general approach to fair online learning with stochastic sensitive and non-sensitive contexts. The setting is a repeated game between the Player and Nature, where at each stage both pick actions based on the contexts. Inspired by the notion of unawareness, we assume that the Player can only access the non-sensitive context before making a decision, while we discuss both cases of Nature accessing the sensitive contexts and Nature unaware of the sensitive contexts. Adapting Blackwell's approachability theory to handle the case of an unknown contexts' distribution, we provide a general necessary and sufficient condition for learning objectives to be compatible with some fairness constraints. This condition is instantiated on (group-wise) no-regret and (group-wise) calibration objectives, and on demographic parity as an additional constraint. When the objective is not compatible with the constraint, the provided framework permits to characterise the optimal trade-off between the two.
Ranked lists are frequently used by information retrieval (IR) systems to present results believed to be relevant to the users information need. Fairness is a relatively new but important aspect of these rankings to measure, joining a rich set of metrics that go beyond traditional accuracy or utility constructs to provide a more holistic understanding of IR system behavior. In the last few years, several metrics have been proposed to quantify the (un)fairness of rankings, particularly with respect to particular group(s) of content providers, but comparative analyses of these metrics -- particularly for IR -- is lacking. There is limited guidance, therefore, to decide what fairness metrics are applicable to a specific scenario, or assessment of the extent to which metrics agree or disagree applied to real data. In this paper, we describe several fair ranking metrics from existing literature in a common notation, enabling direct comparison of their assumptions, goals, and design choices; we then empirically compare them on multiple data sets covering both search and recommendation tasks.
Fairness aware data mining (FADM) aims to prevent algorithms from discriminating against protected groups. The literature has come to an impasse as to what constitutes explainable variability as opposed to discrimination. This distinction hinges on a rigorous understanding of the role of proxy variables; i.e., those variables which are associated both the protected feature and the outcome of interest. We demonstrate that fairness is achieved by ensuring impartiality with respect to sensitive characteristics and provide a framework for impartiality by accounting for different perspectives on the data generating process. In particular, fairness can only be precisely defined in a full-data scenario in which all covariates are observed. We then analyze how these models may be conservatively estimated via regression in partial-data settings. Decomposing the regression estimates provides insights into previously unexplored distinctions between explainable variability and discrimination that illuminate the use of proxy variables in fairness aware data mining.
Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we propose an approach that iteratively improves an approximation to a Nash equilibrium through joint play. It accomplishes this by tracing a previously established homotopy that defines a continuum of equilibria for the game regularized with decaying levels of entropy. This continuum asymptotically approaches the limiting logit equilibrium, proven by McKelvey and Palfrey (1995) to be unique in almost all games, thereby partially circumventing the well-known equilibrium selection problem of many-player games. To encourage iterates to remain near this path, we efficiently minimize average deviation incentive via stochastic gradient descent, intelligently sampling entries in the payoff tensor as needed. Monte Carlo estimates of the stochastic gradient from joint play are biased due to the appearance of a nonlinear max operator in the objective, so we introduce additional innovations to the algorithm to alleviate gradient bias. The descent process can also be viewed as repeatedly constructing and reacting to a polymatrix approximation to the game. In these ways, our proposed approach, average deviation incentive descent with adaptive sampling (ADIDAS), is most similar to three classical approaches, namely homotopy-type, Lyapunov, and iterative polymatrix solvers. The lack of local convergence guarantees for biased gradient descent prevents guaranteed convergence to Nash, however, we demonstrate through extensive experiments the ability of this approach to approximate a unique Nash in normal-form games with as many as seven players and twenty one actions (several billion outcomes) that are orders of magnitude larger than those possible with prior algorithms.
Data-driven models created by machine learning gain in importance in all fields of design and engineering. They have high potential to assists decision-makers in creating novel artefacts with a better performance and sustainability. However, limited generalization and the black-box nature of these models induce limited explainability and reusability. These drawbacks provide significant barriers retarding adoption in engineering design. To overcome this situation, we propose a component-based approach to create partial component models by machine learning (ML). This component-based approach aligns deep learning to systems engineering (SE). By means of the example of energy efficient building design, we first demonstrate generalization of the component-based method by accurately predicting the performance of designs with random structure different from training data. Second, we illustrate explainability by local sampling, sensitivity information and rules derived from low-depth decision trees and by evaluating this information from an engineering design perspective. The key for explainability is that activations at interfaces between the components are interpretable engineering quantities. In this way, the hierarchical component system forms a deep neural network (DNN) that directly integrates information for engineering explainability. The large range of possible configurations in composing components allows the examination of novel unseen design cases with understandable data-driven models. The matching of parameter ranges of components by similar probability distribution produces reusable, well-generalizing, and trustworthy models. The approach adapts the model structure to engineering methods of systems engineering and domain knowledge.
Inspired by real-world applications such as the assignment of pupils to schools or the allocation of social housing, the one-sided matching problem studies how a set of agents can be assigned to a set of objects when the agents have preferences over the objects, but not vice versa. For fairness reasons, most mechanisms use randomness, and therefore result in a probabilistic assignment. We study the problem of decomposing these probabilistic assignments into a weighted sum of ex-post (Pareto-)efficient matchings, while maximizing the worst-case number of assigned agents. This decomposition preserves all the assignments' desirable properties, most notably strategy-proofness. For a specific class of probabilistic assignments, including the assignment by the Probabilistic Serial mechanism, we propose a polynomial-time algorithm for this problem that obtains a decomposition in which all matchings assign at least the expected number of assigned agents by the probabilistic assignment, rounded down, thus achieving the theoretically best possible guarantee. For general probabilistic assignments, the problem becomes NP-hard. For the Random Serial Dictatorship mechanism, we show that the worst-case number of assigned agents is at least half of the optimal, and that this bound is asymptotically tight. Lastly, we propose a column generation framework for the introduced problem, which we evaluate both on randomly generated data, and on real-world school choice data from the Belgian cities Antwerp and Ghent.
Unsupervised domain adaptation has recently emerged as an effective paradigm for generalizing deep neural networks to new target domains. However, there is still enormous potential to be tapped to reach the fully supervised performance. In this paper, we present a novel active learning strategy to assist knowledge transfer in the target domain, dubbed active domain adaptation. We start from an observation that energy-based models exhibit free energy biases when training (source) and test (target) data come from different distributions. Inspired by this inherent mechanism, we empirically reveal that a simple yet efficient energy-based sampling strategy sheds light on selecting the most valuable target samples than existing approaches requiring particular architectures or computation of the distances. Our algorithm, Energy-based Active Domain Adaptation (EADA), queries groups of targe data that incorporate both domain characteristic and instance uncertainty into every selection round. Meanwhile, by aligning the free energy of target data compact around the source domain via a regularization term, domain gap can be implicitly diminished. Through extensive experiments, we show that EADA surpasses state-of-the-art methods on well-known challenging benchmarks with substantial improvements, making it a useful option in the open world. Code is available at //github.com/BIT-DA/EADA.
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.
Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG) according to a predefined score function. While these methods, e.g., greedy equivalence search, may have attractive results with infinite samples and certain model assumptions, they are usually less satisfactory in practice due to finite data and possible violation of assumptions. Motivated by recent advances in neural combinatorial optimization, we propose to use Reinforcement Learning (RL) to search for the DAG with the best scoring. Our encoder-decoder model takes observable data as input and generates graph adjacency matrices that are used to compute rewards. The reward incorporates both the predefined score function and two penalty terms for enforcing acyclicity. In contrast with typical RL applications where the goal is to learn a policy, we use RL as a search strategy and our final output would be the graph, among all graphs generated during training, that achieves the best reward. We conduct experiments on both synthetic and real datasets, and show that the proposed approach not only has an improved search ability but also allows a flexible score function under the acyclicity constraint.
Meta-learning extracts the common knowledge acquired from learning different tasks and uses it for unseen tasks. It demonstrates a clear advantage on tasks that have insufficient training data, e.g., few-shot learning. In most meta-learning methods, tasks are implicitly related via the shared model or optimizer. In this paper, we show that a meta-learner that explicitly relates tasks on a graph describing the relations of their output dimensions (e.g., classes) can significantly improve the performance of few-shot learning. This type of graph is usually free or cheap to obtain but has rarely been explored in previous works. We study the prototype based few-shot classification, in which a prototype is generated for each class, such that the nearest neighbor search between the prototypes produces an accurate classification. We introduce "Gated Propagation Network (GPN)", which learns to propagate messages between prototypes of different classes on the graph, so that learning the prototype of each class benefits from the data of other related classes. In GPN, an attention mechanism is used for the aggregation of messages from neighboring classes, and a gate is deployed to choose between the aggregated messages and the message from the class itself. GPN is trained on a sequence of tasks from many-shot to few-shot generated by subgraph sampling. During training, it is able to reuse and update previously achieved prototypes from the memory in a life-long learning cycle. In experiments, we change the training-test discrepancy and test task generation settings for thorough evaluations. GPN outperforms recent meta-learning methods on two benchmark datasets in all studied cases.
This paper addresses the problem of formally verifying desirable properties of neural networks, i.e., obtaining provable guarantees that neural networks satisfy specifications relating their inputs and outputs (robustness to bounded norm adversarial perturbations, for example). Most previous work on this topic was limited in its applicability by the size of the network, network architecture and the complexity of properties to be verified. In contrast, our framework applies to a general class of activation functions and specifications on neural network inputs and outputs. We formulate verification as an optimization problem (seeking to find the largest violation of the specification) and solve a Lagrangian relaxation of the optimization problem to obtain an upper bound on the worst case violation of the specification being verified. Our approach is anytime i.e. it can be stopped at any time and a valid bound on the maximum violation can be obtained. We develop specialized verification algorithms with provable tightness guarantees under special assumptions and demonstrate the practical significance of our general verification approach on a variety of verification tasks.