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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.

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Multi-task learning is a framework that enforces different learning tasks to share their knowledge to improve their generalization performance. It is a hot and active domain that strives to handle several core issues; particularly, which tasks are correlated and similar, and how to share the knowledge among correlated tasks. Existing works usually do not distinguish the polarity and magnitude of feature weights and commonly rely on linear correlation, due to three major technical challenges in: 1) optimizing the models that regularize feature weight polarity, 2) deciding whether to regularize sign or magnitude, 3) identifying which tasks should share their sign and/or magnitude patterns. To address them, this paper proposes a new multi-task learning framework that can regularize feature weight signs across tasks. We innovatively formulate it as a biconvex inequality constrained optimization with slacks and propose a new efficient algorithm for the optimization with theoretical guarantees on generalization performance and convergence. Extensive experiments on multiple datasets demonstrate the proposed methods' effectiveness, efficiency, and reasonableness of the regularized feature weighted patterns.

The two fields of machine learning and graphical causality arose and developed separately. However, there is now cross-pollination and increasing interest in both fields to benefit from the advances of the other. In the present paper, we review fundamental concepts of causal inference and relate them to crucial open problems of machine learning, including transfer and generalization, thereby assaying how causality can contribute to modern machine learning research. This also applies in the opposite direction: we note that most work in causality starts from the premise that the causal variables are given. A central problem for AI and causality is, thus, causal representation learning, the discovery of high-level causal variables from low-level observations. Finally, we delineate some implications of causality for machine learning and propose key research areas at the intersection of both communities.

The inaccessibility of controlled randomized trials due to inherent constraints in many fields of science has been a fundamental issue in causal inference. In this paper, we focus on distinguishing the cause from effect in the bivariate setting under limited observational data. Based on recent developments in meta learning as well as in causal inference, we introduce a novel generative model that allows distinguishing cause and effect in the small data setting. Using a learnt task variable that contains distributional information of each dataset, we propose an end-to-end algorithm that makes use of similar training datasets at test time. We demonstrate our method on various synthetic as well as real-world data and show that it is able to maintain high accuracy in detecting directions across varying dataset sizes.

Policy gradient methods can solve complex tasks but often fail when the dimensionality of the action-space or objective multiplicity grow very large. This occurs, in part, because the variance on score-based gradient estimators scales quadratically with the number of targets. In this paper, we propose a causal baseline which exploits independence structure encoded in a novel action-target influence network. Causal policy gradients (CPGs), which follow, provide a common framework for analysing key state-of-the-art algorithms, are shown to generalise traditional policy gradients, and yield a principled way of incorporating prior knowledge of a problem domain's generative processes. We provide an analysis of the proposed estimator and identify the conditions under which variance is guaranteed to improve. The algorithmic aspects of CPGs are also discussed, including optimal policy factorisations, their complexity, and the use of conditioning to efficiently scale to extremely large, concurrent tasks. The performance advantages for two variants of the algorithm are demonstrated on large-scale bandit and concurrent inventory management problems.

We motivate Energy-Based Models (EBMs) as a promising model class for continual learning problems. Instead of tackling continual learning via the use of external memory, growing models, or regularization, EBMs have a natural way to support a dynamically-growing number of tasks or classes that causes less interference with previously learned information. Our proposed version of EBMs for continual learning is simple, efficient and outperforms baseline methods by a large margin on several benchmarks. Moreover, our proposed contrastive divergence based training objective can be applied to other continual learning methods, resulting in substantial boosts in their performance. We also show that EBMs are adaptable to a more general continual learning setting where the data distribution changes without the notion of explicitly delineated tasks. These observations point towards EBMs as a class of models naturally inclined towards the continual learning regime.

We present a learning-based approach for removing unwanted obstructions, such as window reflections, fence occlusions or raindrops, from a short sequence of images captured by a moving camera. Our method leverages the motion differences between the background and the obstructing elements to recover both layers. Specifically, we alternate between estimating dense optical flow fields of the two layers and reconstructing each layer from the flow-warped images via a deep convolutional neural network. The learning-based layer reconstruction allows us to accommodate potential errors in the flow estimation and brittle assumptions such as brightness consistency. We show that training on synthetically generated data transfers well to real images. Our results on numerous challenging scenarios of reflection and fence removal demonstrate the effectiveness of the proposed method.

We study the link between generalization and interference in temporal-difference (TD) learning. Interference is defined as the inner product of two different gradients, representing their alignment. This quantity emerges as being of interest from a variety of observations about neural networks, parameter sharing and the dynamics of learning. We find that TD easily leads to low-interference, under-generalizing parameters, while the effect seems reversed in supervised learning. We hypothesize that the cause can be traced back to the interplay between the dynamics of interference and bootstrapping. This is supported empirically by several observations: the negative relationship between the generalization gap and interference in TD, the negative effect of bootstrapping on interference and the local coherence of targets, and the contrast between the propagation rate of information in TD(0) versus TD($\lambda$) and regression tasks such as Monte-Carlo policy evaluation. We hope that these new findings can guide the future discovery of better bootstrapping methods.

We present a continuous formulation of machine learning, as a problem in the calculus of variations and differential-integral equations, very much in the spirit of classical numerical analysis and statistical physics. We demonstrate that conventional machine learning models and algorithms, such as the random feature model, the shallow neural network model and the residual neural network model, can all be recovered as particular discretizations of different continuous formulations. We also present examples of new models, such as the flow-based random feature model, and new algorithms, such as the smoothed particle method and spectral method, that arise naturally from this continuous formulation. We discuss how the issues of generalization error and implicit regularization can be studied under this framework.

The quest of `can machines think' and `can machines do what human do' are quests that drive the development of artificial intelligence. Although recent artificial intelligence succeeds in many data intensive applications, it still lacks the ability of learning from limited exemplars and fast generalizing to new tasks. To tackle this problem, one has to turn to machine learning, which supports the scientific study of artificial intelligence. Particularly, a machine learning problem called Few-Shot Learning (FSL) targets at this case. It can rapidly generalize to new tasks of limited supervised experience by turning to prior knowledge, which mimics human's ability to acquire knowledge from few examples through generalization and analogy. It has been seen as a test-bed for real artificial intelligence, a way to reduce laborious data gathering and computationally costly training, and antidote for rare cases learning. With extensive works on FSL emerging, we give a comprehensive survey for it. We first give the formal definition for FSL. Then we point out the core issues of FSL, which turns the problem from "how to solve FSL" to "how to deal with the core issues". Accordingly, existing works from the birth of FSL to the most recent published ones are categorized in a unified taxonomy, with thorough discussion of the pros and cons for different categories. Finally, we envision possible future directions for FSL in terms of problem setup, techniques, applications and theory, hoping to provide insights to both beginners and experienced researchers.

Importance sampling is one of the most widely used variance reduction strategies in Monte Carlo rendering. In this paper, we propose a novel importance sampling technique that uses a neural network to learn how to sample from a desired density represented by a set of samples. Our approach considers an existing Monte Carlo rendering algorithm as a black box. During a scene-dependent training phase, we learn to generate samples with a desired density in the primary sample space of the rendering algorithm using maximum likelihood estimation. We leverage a recent neural network architecture that was designed to represent real-valued non-volume preserving ('Real NVP') transformations in high dimensional spaces. We use Real NVP to non-linearly warp primary sample space and obtain desired densities. In addition, Real NVP efficiently computes the determinant of the Jacobian of the warp, which is required to implement the change of integration variables implied by the warp. A main advantage of our approach is that it is agnostic of underlying light transport effects, and can be combined with many existing rendering techniques by treating them as a black box. We show that our approach leads to effective variance reduction in several practical scenarios.

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