There are now many options for doubly robust estimation; however, there is a concerning trend in the applied literature to believe that the combination of a propensity score and an adjusted outcome model automatically results in a doubly robust estimator and/or to misuse more complex established doubly robust estimators. A simple alternative, canonical link generalized linear models (GLM) fit via inverse probability of treatment (propensity score) weighted maximum likelihood estimation followed by standardization (the g-formula) for the average causal effect, is a doubly robust estimation method. Our aim is for the reader not just to be able to use this method, which we refer to as IPTW GLM, for doubly robust estimation, but to fully understand why it has the doubly robust property. For this reason, we define clearly, and in multiple ways, all concepts needed to understand the method and why it is doubly robust. In addition, we want to make very clear that the mere combination of propensity score weighting and an adjusted outcome model does not generally result in a doubly robust estimator. Finally, we hope to dispel the misconception that one can adjust for residual confounding remaining after propensity score weighting by adjusting in the outcome model for what remains `unbalanced' even when using doubly robust estimators. We provide R code for our simulations and real open-source data examples that can be followed step-by-step to use and hopefully understand the IPTW GLM method. We also compare to a much better-known but still simple doubly robust estimator.
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We construct a bipartite generalization of Alon and Szegedy's nearly orthogonal vectors, thereby obtaining strong bounds for several extremal problems involving the Lov\'asz theta function, vector chromatic number, minimum semidefinite rank, nonnegative rank, and extension complexity of polytopes. In particular, we derive some general lower bounds for the vector chromatic number which may be of independent interest.
Intrusion detection is a traditional practice of security experts, however, there are several issues which still need to be tackled. Therefore, in this paper, after highlighting these issues, we present an architecture for a hybrid Intrusion Detection System (IDS) for an adaptive and incremental detection of both known and unknown attacks. The IDS is composed of supervised and unsupervised modules, namely, a Deep Neural Network (DNN) and the K-Nearest Neighbors (KNN) algorithm, respectively. The proposed system is near-autonomous since the intervention of the expert is minimized through the active learning (AL) approach. A query strategy for the labeling process is presented, it aims at teaching the supervised module to detect unknown attacks and improve the detection of the already-known attacks. This teaching is achieved through sliding windows (SW) in an incremental fashion where the DNN is retrained when the data is available over time, thus rendering the IDS adaptive to cope with the evolutionary aspect of the network traffic. A set of experiments was conducted on the CICIDS2017 dataset in order to evaluate the performance of the IDS, promising results were obtained.
When multiple self-adaptive systems share the same environment and have common goals, they may coordinate their adaptations at runtime to avoid conflicts and to satisfy their goals. There are two approaches to coordination. (1) Logically centralized, where a supervisor has complete control over the individual self-adaptive systems. Such approach is infeasible when the systems have different owners or administrative domains. (2) Logically decentralized, where coordination is achieved through direct interactions. Because the individual systems have control over the information they share, decentralized coordination accommodates multiple administrative domains. However, existing techniques do not account simultaneously for both local concerns, e.g., preferences, and shared concerns, e.g., conflicts, which may lead to goals not being achieved as expected. Our idea to address this shortcoming is to express both types of concerns within the same constraint optimization problem. We propose CoADAPT, a decentralized coordination technique introducing two types of constraints: preference constraints, expressing local concerns, and consistency constraints, expressing shared concerns. At runtime, the problem is solved in a decentralized way using distributed constraint optimization algorithms implemented by each self-adaptive system. As a first step in realizing CoADAPT, we focus in this work on the coordination of adaptation planning strategies, traditionally addressed only with centralized techniques. We show the feasibility of CoADAPT in an exemplar from cloud computing and analyze experimentally its scalability.
Optimal bounds for POD approximations of infinite horizon control problems based on time derivatives
In this paper we consider the numerical approximation of infinite horizon problems via the dynamic programming approach. The value function of the problem solves a Hamilton-Jacobi-Bellman (HJB) equation that is approximated by a fully discrete method. It is known that the numerical problem is difficult to handle by the so called curse of dimensionality. To mitigate this issue we apply a reduction of the order by means of a new proper orthogonal decomposition (POD) method based on time derivatives. We carry out the error analysis of the method using recently proved optimal bounds for the fully discrete approximations. Moreover, the use of snapshots based on time derivatives allow us to bound some terms of the error that could not be bounded in a standard POD approach. Some numerical experiments show the good performance of the method in practice.
We propose a human-centred explanation method for rule-based automated decision-making systems in the legal domain. Firstly, we establish a conceptual framework for developing explanation methods, representing its key internal components (content, communication and adaptation) and external dependencies (decision-making system, human recipient and domain). Secondly, we propose an explanation method that uses a graph database to enable question-driven explanations and multimedia display. This way, we can tailor the explanation to the user. Finally, we show how our conceptual framework is applicable to a real-world scenario at the Dutch Tax and Customs Administration and implement our explanation method for this scenario.
The prevailing statistical approach to analyzing persistence diagrams is concerned with filtering out topological noise. In this paper, we adopt a different viewpoint and aim at estimating the actual distribution of a random persistence diagram, which captures both topological signal and noise. To that effect, Chazel and Divol (2019) proved that, under general conditions, the expected value of a random persistence diagram is a measure admitting a Lebesgue density, called the persistence intensity function. In this paper, we are concerned with estimating the persistence intensity function and a novel, normalized version of it -- called the persistence density function. We present a class of kernel-based estimators based on an i.i.d. sample of persistence diagrams and derive estimation rates in the supremum norm. As a direct corollary, we obtain uniform consistency rates for estimating linear representations of persistence diagrams, including Betti numbers and persistence surfaces. Interestingly, the persistence density function delivers stronger statistical guarantees.
Trust is essential for our interactions with others but also with artificial intelligence (AI) based systems. To understand whether a user trusts an AI, researchers need reliable measurement tools. However, currently discussed markers mostly rely on expensive and invasive sensors, like electroencephalograms, which may cause discomfort. The analysis of mouse trajectory has been suggested as a convenient tool for trust assessment. However, the relationship between trust, confidence and mouse trajectory is not yet fully understood. To provide more insights into this relationship, we asked participants (n = 146) to rate whether several tweets were offensive while an AI suggested its assessment. Our results reveal which aspects of the mouse trajectory are affected by the users subjective trust and confidence ratings; yet they indicate that these measures might not explain sufficiently the variance to be used on their own. This work examines a potential low-cost trust assessment in AI systems.
Structured reinforcement learning leverages policies with advantageous properties to reach better performance, particularly in scenarios where exploration poses challenges. We explore this field through the concept of orchestration, where a (small) set of expert policies guides decision-making; the modeling thereof constitutes our first contribution. We then establish value-functions regret bounds for orchestration in the tabular setting by transferring regret-bound results from adversarial settings. We generalize and extend the analysis of natural policy gradient in Agarwal et al. [2021, Section 5.3] to arbitrary adversarial aggregation strategies. We also extend it to the case of estimated advantage functions, providing insights into sample complexity both in expectation and high probability. A key point of our approach lies in its arguably more transparent proofs compared to existing methods. Finally, we present simulations for a stochastic matching toy model.
The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before the treatment. However, failure to reject the null hypothesis does not imply the absence of differences in time trends between both groups. We provide equivalence tests that allow researchers to find evidence in favor of the parallel trends assumption and thus increase the credibility of their treatment effect estimates. While we motivate our tests in the standard two-way fixed effects model, we discuss simple extensions to settings in which treatment adoption is staggered over time.
The Flexible Job Shop Scheduling Problem (FJSSP) has been extensively studied in the literature, and multiple approaches have been proposed within the heuristic, exact, and metaheuristic methods. However, the industry's demand to be able to respond in real-time to disruptive events has generated the necessity to be able to generate new schedules within a few seconds. Among these methods, under this constraint, only dispatching rules (DRs) are capable of generating schedules, even though their quality can be improved. To improve the results, recent methods have been proposed for modeling the FJSSP as a Markov Decision Process (MDP) and employing reinforcement learning to create a policy that generates an optimal solution assigning operations to machines. Nonetheless, there is still room for improvement, particularly in the larger FJSSP instances which are common in real-world scenarios. Therefore, the objective of this paper is to propose a method capable of robustly solving large instances of the FJSSP. To achieve this, we propose a novel way of modeling the FJSSP as an MDP using graph neural networks. We also present two methods to make inference more robust: generating a diverse set of scheduling policies that can be parallelized and limiting them using DRs. We have tested our approach on synthetically generated instances and various public benchmarks and found that our approach outperforms dispatching rules and achieves better results than three other recent deep reinforcement learning methods on larger FJSSP instances.
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