Over the past few years, the use of machine learning models has emerged as a generic and powerful means for prediction purposes. At the same time, there is a growing demand for interpretability of prediction models. To determine which features of a dataset are important to predict a target variable $Y$, a Feature Importance (FI) method can be used. By quantifying how important each feature is for predicting $Y$, irrelevant features can be identified and removed, which could increase the speed and accuracy of a model, and moreover, important features can be discovered, which could lead to valuable insights. A major problem with evaluating FI methods, is that the ground truth FI is often unknown. As a consequence, existing FI methods do not give the exact correct FI values. This is one of the many reasons why it can be hard to properly interpret the results of an FI method. Motivated by this, we introduce a new global approach named the Berkelmans-Pries FI method, which is based on a combination of Shapley values and the Berkelmans-Pries dependency function. We prove that our method has many useful properties, and accurately predicts the correct FI values for several cases where the ground truth FI can be derived in an exact manner. We experimentally show for a large collection of FI methods (468) that existing methods do not have the same useful properties. This shows that the Berkelmans-Pries FI method is a highly valuable tool for analyzing datasets with complex interdependencies.
We address the issue of binary classification from positive and unlabeled data (PU classification) with a selection bias in the positive data. During the observation process, (i) a sample is exposed to a user, (ii) the user then returns the label for the exposed sample, and (iii) we however can only observe the positive samples. Therefore, the positive labels that we observe are a combination of both the exposure and the labeling, which creates a selection bias problem for the observed positive samples. This scenario represents a conceptual framework for many practical applications, such as recommender systems, which we refer to as ``learning from positive, unlabeled, and exposure data'' (PUE classification). To tackle this problem, we initially assume access to data with exposure labels. Then, we propose a method to identify the function of interest using a strong ignorability assumption and develop an ``Automatic Debiased PUE'' (ADPUE) learning method. This algorithm directly debiases the selection bias without requiring intermediate estimates, such as the propensity score, which is necessary for other learning methods. Through experiments, we demonstrate that our approach outperforms traditional PU learning methods on various semi-synthetic datasets.
Distribution-free tests such as the Wilcoxon rank sum test are popular for testing the equality of two univariate distributions. Among the important reasons for their popularity are the striking results of Hodges-Lehmann (1956) and Chernoff-Savage (1958), where the authors show that the asymptotic (Pitman) relative efficiency of Wilcoxon's test with respect to Student's $t$-test, under location-shift alternatives, never falls below $0.864$ (with the identity score) and $1$ (with the Gaussian score) respectively, despite the former being exactly distribution-free for all sample sizes. Motivated by these results, we propose and study a large family of exactly distribution-free multivariate rank-based two-sample tests by leveraging the theory of optimal transport. First, we propose distribution-free analogs of the Hotelling $T^2$ test (the natural multidimensional counterpart of Student's $t$-test) and show that they satisfy Hodges-Lehmann and Chernoff-Savage-type efficiency lower bounds over natural sub-families of multivariate distributions, despite being entirely agnostic to the underlying data generating mechanism -- making them the first multivariate, nonparametric, exactly distribution-free tests that provably achieve such efficiency lower bounds. As these tests are derived from Hotelling $T^2$, naturally they are not universally consistent (same as Wilcoxon's test). To overcome this, we propose exactly distribution-free versions of the celebrated kernel maximum mean discrepancy test and the energy test. These tests are indeed universally consistent under no moment assumptions, exactly distribution-free for all sample sizes, and have non-trivial Pitman efficiency. We believe this trifecta of properties hasn't yet been proven for any existing test in the literature.
Domain generalization in semantic segmentation aims to alleviate the performance degradation on unseen domains through learning domain-invariant features. Existing methods diversify images in the source domain by adding complex or even abnormal textures to reduce the sensitivity to domain specific features. However, these approaches depend heavily on the richness of the texture bank, and training them can be time-consuming. In contrast to importing textures arbitrarily or augmenting styles randomly, we focus on the single source domain itself to achieve generalization. In this paper, we present a novel adaptive texture filtering mechanism to suppress the influence of texture without using augmentation, thus eliminating the interference of domain-specific features. Further, we design a hierarchical guidance generalization network equipped with structure-guided enhancement modules, which purpose is to learn the domain-invariant generalized knowledge. Extensive experiments together with ablation studies on widely-used datasets are conducted to verify the effectiveness of the proposed model, and reveal its superiority over other state-of-the-art alternatives.
Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the parameter vector of a generalized linear regression model contaminated by a non-parametric nuisance component. We construct suitably weighted estimating equations that account for adaptivity in data collection, and provide conditions under which the associated estimates are asymptotically normal. Our results characterize the degree of "explorability" required for asymptotic normality to hold. For the simpler problem of estimating a linear functional, we provide similar guarantees under much weaker assumptions. We illustrate our general theory with concrete consequences for various problems, including standard linear bandits and sparse generalized bandits, and compare with other methods via simulation studies.
Given univariate random variables $Y_1, \ldots, Y_n$ with the $\text{Uniform}(\theta_0 - 1, \theta_0 + 1)$ distribution, the sample midrange $\frac{Y_{(n)}+Y_{(1)}}{2}$ is the MLE for $\theta_0$ and estimates $\theta_0$ with error of order $1/n$, which is much smaller compared with the $1/\sqrt{n}$ error rate of the usual sample mean estimator. However, the sample midrange performs poorly when the data has say the Gaussian $N(\theta_0, 1)$ distribution, with an error rate of $1/\sqrt{\log n}$. In this paper, we propose an estimator of the location $\theta_0$ with a rate of convergence that can, in many settings, adapt to the underlying distribution which we assume to be symmetric around $\theta_0$ but is otherwise unknown. When the underlying distribution is compactly supported, we show that our estimator attains a rate of convergence of $n^{-\frac{1}{\alpha}}$ up to polylog factors, where the rate parameter $\alpha$ can take on any value in $(0, 2]$ and depends on the moments of the underlying distribution. Our estimator is formed by the $\ell^\gamma$-center of the data, for a $\gamma\geq2$ chosen in a data-driven way -- by minimizing a criterion motivated by the asymptotic variance. Our approach can be directly applied to the regression setting where $\theta_0$ is a function of observed features and motivates the use of $\ell^\gamma$ loss function for $\gamma > 2$ in certain settings.
Feature attribution methods are popular in interpretable machine learning. These methods compute the attribution of each input feature to represent its importance, but there is no consensus on the definition of "attribution", leading to many competing methods with little systematic evaluation, complicated in particular by the lack of ground truth attribution. To address this, we propose a dataset modification procedure to induce such ground truth. Using this procedure, we evaluate three common methods: saliency maps, rationales, and attentions. We identify several deficiencies and add new perspectives to the growing body of evidence questioning the correctness and reliability of these methods applied on datasets in the wild. We further discuss possible avenues for remedy and recommend new attribution methods to be tested against ground truth before deployment. The code is available at \url{//github.com/YilunZhou/feature-attribution-evaluation}.
Over the past few years, we have seen fundamental breakthroughs in core problems in machine learning, largely driven by advances in deep neural networks. At the same time, the amount of data collected in a wide array of scientific domains is dramatically increasing in both size and complexity. Taken together, this suggests many exciting opportunities for deep learning applications in scientific settings. But a significant challenge to this is simply knowing where to start. The sheer breadth and diversity of different deep learning techniques makes it difficult to determine what scientific problems might be most amenable to these methods, or which specific combination of methods might offer the most promising first approach. In this survey, we focus on addressing this central issue, providing an overview of many widely used deep learning models, spanning visual, sequential and graph structured data, associated tasks and different training methods, along with techniques to use deep learning with less data and better interpret these complex models --- two central considerations for many scientific use cases. We also include overviews of the full design process, implementation tips, and links to a plethora of tutorials, research summaries and open-sourced deep learning pipelines and pretrained models, developed by the community. We hope that this survey will help accelerate the use of deep learning across different scientific domains.
Modern neural network training relies heavily on data augmentation for improved generalization. After the initial success of label-preserving augmentations, there has been a recent surge of interest in label-perturbing approaches, which combine features and labels across training samples to smooth the learned decision surface. In this paper, we propose a new augmentation method that leverages the first and second moments extracted and re-injected by feature normalization. We replace the moments of the learned features of one training image by those of another, and also interpolate the target labels. As our approach is fast, operates entirely in feature space, and mixes different signals than prior methods, one can effectively combine it with existing augmentation methods. We demonstrate its efficacy across benchmark data sets in computer vision, speech, and natural language processing, where it consistently improves the generalization performance of highly competitive baseline networks.
Transfer learning aims at improving the performance of target learners on target domains by transferring the knowledge contained in different but related source domains. In this way, the dependence on a large number of target domain data can be reduced for constructing target learners. Due to the wide application prospects, transfer learning has become a popular and promising area in machine learning. Although there are already some valuable and impressive surveys on transfer learning, these surveys introduce approaches in a relatively isolated way and lack the recent advances in transfer learning. As the rapid expansion of the transfer learning area, it is both necessary and challenging to comprehensively review the relevant studies. This survey attempts to connect and systematize the existing transfer learning researches, as well as to summarize and interpret the mechanisms and the strategies in a comprehensive way, which may help readers have a better understanding of the current research status and ideas. Different from previous surveys, this survey paper reviews over forty representative transfer learning approaches from the perspectives of data and model. The applications of transfer learning are also briefly introduced. In order to show the performance of different transfer learning models, twenty representative transfer learning models are used for experiments. The models are performed on three different datasets, i.e., Amazon Reviews, Reuters-21578, and Office-31. And the experimental results demonstrate the importance of selecting appropriate transfer learning models for different applications in practice.
Deep Convolutional Neural Networks (CNNs) are a special type of Neural Networks, which have shown state-of-the-art results on various competitive benchmarks. The powerful learning ability of deep CNN is largely achieved with the use of multiple non-linear feature extraction stages that can automatically learn hierarchical representation from the data. Availability of a large amount of data and improvements in the hardware processing units have accelerated the research in CNNs and recently very interesting deep CNN architectures are reported. The recent race in deep CNN architectures for achieving high performance on the challenging benchmarks has shown that the innovative architectural ideas, as well as parameter optimization, can improve the CNN performance on various vision-related tasks. In this regard, different ideas in the CNN design have been explored such as use of different activation and loss functions, parameter optimization, regularization, and restructuring of processing units. However, the major improvement in representational capacity is achieved by the restructuring of the processing units. Especially, the idea of using a block as a structural unit instead of a layer is gaining substantial appreciation. This survey thus focuses on the intrinsic taxonomy present in the recently reported CNN architectures and consequently, classifies the recent innovations in CNN architectures into seven different categories. These seven categories are based on spatial exploitation, depth, multi-path, width, feature map exploitation, channel boosting and attention. Additionally, it covers the elementary understanding of the CNN components and sheds light on the current challenges and applications of CNNs.