Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample performance due to distributional uncertainty. In the spirit of distributionally robust optimization, we propose a novel robust criterion by combining insights from Bayesian nonparametric (i.e., Dirichlet Process) theory and recent decision-theoretic models of smooth ambiguity-averse preferences. First, we highlight novel connections with standard regularized empirical risk minimization techniques, among which Ridge and LASSO regressions. Then, we theoretically demonstrate the existence of favorable finite-sample and asymptotic statistical guarantees on the performance of the robust optimization procedure. For practical implementation, we propose and study tractable approximations of the criterion based on well-known Dirichlet Process representations. We also show that the smoothness of the criterion naturally leads to standard gradient-based numerical optimization. Finally, we provide insights into the workings of our method by applying it to high-dimensional sparse linear regression and robust location parameter estimation tasks.
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In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.
Feature-distributed data, referred to data partitioned by features and stored across multiple computing nodes, are increasingly common in applications with a large number of features. This paper proposes a two-stage relaxed greedy algorithm (TSRGA) for applying multivariate linear regression to such data. The main advantage of TSRGA is that its communication complexity does not depend on the feature dimension, making it highly scalable to very large data sets. In addition, for multivariate response variables, TSRGA can be used to yield low-rank coefficient estimates. The fast convergence of TSRGA is validated by simulation experiments. Finally, we apply the proposed TSRGA in a financial application that leverages unstructured data from the 10-K reports, demonstrating its usefulness in applications with many dense large-dimensional matrices.
In dynamic submodular maximization, the goal is to maintain a high-value solution over a sequence of element insertions and deletions with a fast update time. Motivated by large-scale applications and the fact that dynamic data often exhibits patterns, we ask the following question: can predictions be used to accelerate the update time of dynamic submodular maximization algorithms? We consider the model for dynamic algorithms with predictions where predictions regarding the insertion and deletion times of elements can be used for preprocessing. Our main result is an algorithm with an $O(poly(\log \eta, \log w, \log k))$ amortized update time over the sequence of updates that achieves a $1/2 - \epsilon$ approximation in expectation for dynamic monotone submodular maximization under a cardinality constraint $k$, where the prediction error $\eta$ is the number of elements that are not inserted and deleted within $w$ time steps of their predicted insertion and deletion times. This amortized update time is independent of the length of the stream and instead depends on the prediction error.
An effective human-robot collaborative process results in the reduction of the operator's workload, promoting a more efficient, productive, safer and less error-prone working environment. However, the implementation of collaborative robots in industry is still challenging. In this work, we compare manual and robot-assisted assembly processes to evaluate the effectiveness of collaborative robots while featuring different modes of operation (coexistence, cooperation and collaboration). Results indicate an improvement in ergonomic conditions and ease of execution without substantially compromising assembly time. Furthermore, the robot is intuitive to use and guides the user on the proper sequencing of the process.
Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the theoretical underpinnings remain far from mature. In this work, we develop a suite of non-asymptotic theory towards understanding the data generation process of diffusion models in discrete time, assuming access to $\ell_2$-accurate estimates of the (Stein) score functions. For a popular deterministic sampler (based on the probability flow ODE), we establish a convergence rate proportional to $1/T$ (with $T$ the total number of steps), improving upon past results; for another mainstream stochastic sampler (i.e., a type of the denoising diffusion probabilistic model), we derive a convergence rate proportional to $1/\sqrt{T}$, matching the state-of-the-art theory. Imposing only minimal assumptions on the target data distribution (e.g., no smoothness assumption is imposed), our results characterize how $\ell_2$ score estimation errors affect the quality of the data generation processes. In contrast to prior works, our theory is developed based on an elementary yet versatile non-asymptotic approach without resorting to toolboxes for SDEs and ODEs. Further, we design two accelerated variants, improving the convergence to $1/T^2$ for the ODE-based sampler and $1/T$ for the DDPM-type sampler, which might be of independent theoretical and empirical interest.
A mainstream type of current self-supervised learning methods pursues a general-purpose representation that can be well transferred to downstream tasks, typically by optimizing on a given pretext task such as instance discrimination. In this work, we argue that existing pretext tasks inevitably introduce biases into the learned representation, which in turn leads to biased transfer performance on various downstream tasks. To cope with this issue, we propose Maximum Entropy Coding (MEC), a more principled objective that explicitly optimizes on the structure of the representation, so that the learned representation is less biased and thus generalizes better to unseen downstream tasks. Inspired by the principle of maximum entropy in information theory, we hypothesize that a generalizable representation should be the one that admits the maximum entropy among all plausible representations. To make the objective end-to-end trainable, we propose to leverage the minimal coding length in lossy data coding as a computationally tractable surrogate for the entropy, and further derive a scalable reformulation of the objective that allows fast computation. Extensive experiments demonstrate that MEC learns a more generalizable representation than previous methods based on specific pretext tasks. It achieves state-of-the-art performance consistently on various downstream tasks, including not only ImageNet linear probe, but also semi-supervised classification, object detection, instance segmentation, and object tracking. Interestingly, we show that existing batch-wise and feature-wise self-supervised objectives could be seen equivalent to low-order approximations of MEC. Code and pre-trained models are available at //github.com/xinliu20/MEC.
Causality can be described in terms of a structural causal model (SCM) that carries information on the variables of interest and their mechanistic relations. For most processes of interest the underlying SCM will only be partially observable, thus causal inference tries to leverage any exposed information. Graph neural networks (GNN) as universal approximators on structured input pose a viable candidate for causal learning, suggesting a tighter integration with SCM. To this effect we present a theoretical analysis from first principles that establishes a novel connection between GNN and SCM while providing an extended view on general neural-causal models. We then establish a new model class for GNN-based causal inference that is necessary and sufficient for causal effect identification. Our empirical illustration on simulations and standard benchmarks validate our theoretical proofs.
Federated Learning (FL) is a decentralized machine-learning paradigm, in which a global server iteratively averages the model parameters of local users without accessing their data. User heterogeneity has imposed significant challenges to FL, which can incur drifted global models that are slow to converge. Knowledge Distillation has recently emerged to tackle this issue, by refining the server model using aggregated knowledge from heterogeneous users, other than directly averaging their model parameters. This approach, however, depends on a proxy dataset, making it impractical unless such a prerequisite is satisfied. Moreover, the ensemble knowledge is not fully utilized to guide local model learning, which may in turn affect the quality of the aggregated model. Inspired by the prior art, we propose a data-free knowledge distillation} approach to address heterogeneous FL, where the server learns a lightweight generator to ensemble user information in a data-free manner, which is then broadcasted to users, regulating local training using the learned knowledge as an inductive bias. Empirical studies powered by theoretical implications show that, our approach facilitates FL with better generalization performance using fewer communication rounds, compared with the state-of-the-art.
Knowledge graph embedding, which aims to represent entities and relations as low dimensional vectors (or matrices, tensors, etc.), has been shown to be a powerful technique for predicting missing links in knowledge graphs. Existing knowledge graph embedding models mainly focus on modeling relation patterns such as symmetry/antisymmetry, inversion, and composition. However, many existing approaches fail to model semantic hierarchies, which are common in real-world applications. To address this challenge, we propose a novel knowledge graph embedding model---namely, Hierarchy-Aware Knowledge Graph Embedding (HAKE)---which maps entities into the polar coordinate system. HAKE is inspired by the fact that concentric circles in the polar coordinate system can naturally reflect the hierarchy. Specifically, the radial coordinate aims to model entities at different levels of the hierarchy, and entities with smaller radii are expected to be at higher levels; the angular coordinate aims to distinguish entities at the same level of the hierarchy, and these entities are expected to have roughly the same radii but different angles. Experiments demonstrate that HAKE can effectively model the semantic hierarchies in knowledge graphs, and significantly outperforms existing state-of-the-art methods on benchmark datasets for the link prediction task.
Learning latent representations of nodes in graphs is an important and ubiquitous task with widespread applications such as link prediction, node classification, and graph visualization. Previous methods on graph representation learning mainly focus on static graphs, however, many real-world graphs are dynamic and evolve over time. In this paper, we present Dynamic Self-Attention Network (DySAT), a novel neural architecture that operates on dynamic graphs and learns node representations that capture both structural properties and temporal evolutionary patterns. Specifically, DySAT computes node representations by jointly employing self-attention layers along two dimensions: structural neighborhood and temporal dynamics. We conduct link prediction experiments on two classes of graphs: communication networks and bipartite rating networks. Our experimental results show that DySAT has a significant performance gain over several different state-of-the-art graph embedding baselines.
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