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Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is commonly employed to reduce the risk of misspecification. Naive use of such methods, however, delivers estimators whose bias may shrink too slowly with sample size for inferential methods to perform well, including those based on the bootstrap. Bias arises because standard data-adaptive methods are tuned towards minimal prediction error as opposed to e.g. minimal MSE in the estimator. This may cause excess variability that is difficult to acknowledge, due to the complexity of such strategies. Building on results from non-parametric statistics, targeted learning and debiased machine learning overcome these problems by constructing estimators using the estimand's efficient influence function under the non-parametric model. These increasingly popular methodologies typically assume that the efficient influence function is given, or that the reader is familiar with its derivation. In this paper, we focus on derivation of the efficient influence function and explain how it may be used to construct statistical/machine-learning-based estimators. We discuss the requisite conditions for these estimators to perform well and use diverse examples to convey the broad applicability of the theory.

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Stochastic gradient Markov chain Monte Carlo (SGMCMC) is a popular class of algorithms for scalable Bayesian inference. However, these algorithms include hyperparameters such as step size or batch size that influence the accuracy of estimators based on the obtained posterior samples. As a result, these hyperparameters must be tuned by the practitioner and currently no principled and automated way to tune them exists. Standard MCMC tuning methods based on acceptance rates cannot be used for SGMCMC, thus requiring alternative tools and diagnostics. We propose a novel bandit-based algorithm that tunes the SGMCMC hyperparameters by minimizing the Stein discrepancy between the true posterior and its Monte Carlo approximation. We provide theoretical results supporting this approach and assess various Stein-based discrepancies. We support our results with experiments on both simulated and real datasets, and find that this method is practical for a wide range of applications.

Sparse Representation (SR) of signals or data has a well founded theory with rigorous mathematical error bounds and proofs. SR of a signal is given by superposition of very few columns of a matrix called Dictionary, implicitly reducing dimensionality. Training dictionaries such that they represent each class of signals with minimal loss is called Dictionary Learning (DL). Dictionary learning methods like Method of Optimal Directions (MOD) and K-SVD have been successfully used in reconstruction based applications in image processing like image "denoising", "inpainting" and others. Other dictionary learning algorithms such as Discriminative K-SVD and Label Consistent K-SVD are supervised learning methods based on K-SVD. In our experience, one of the drawbacks of current methods is that the classification performance is not impressive on datasets like Telugu OCR datasets, with large number of classes and high dimensionality. There is scope for improvement in this direction and many researchers have used statistical methods to design dictionaries for classification. This chapter presents a review of statistical techniques and their application to learning discriminative dictionaries. The objective of the methods described here is to improve classification using sparse representation. In this chapter a hybrid approach is described, where sparse coefficients of input data are generated. We use a simple three layer Multi Layer Perceptron with back-propagation training as a classifier with those sparse codes as input. The results are quite comparable with other computation intensive methods. Keywords: Statistical modeling, Dictionary Learning, Discriminative Dictionary, Sparse representation, Gaussian prior, Cauchy prior, Entropy, Hidden Markov model, Hybrid Dictionary Learning

Variable importance measures are the main tools to analyze the black-box mechanisms of random forests. Although the mean decrease accuracy (MDA) is widely accepted as the most efficient variable importance measure for random forests, little is known about its statistical properties. In fact, the exact MDA definition varies across the main random forest software. In this article, our objective is to rigorously analyze the behavior of the main MDA implementations. Consequently, we mathematically formalize the various implemented MDA algorithms, and then establish their limits when the sample size increases. In particular, we break down these limits in three components: the first one is related to Sobol indices, which are well-defined measures of a covariate contribution to the response variance, widely used in the sensitivity analysis field, as opposed to thethird term, whose value increases with dependence within covariates. Thus, we theoretically demonstrate that the MDA does not target the right quantity when covariates are dependent, a fact that has already been noticed experimentally. To address this issue, we define a new importance measure for random forests, the Sobol-MDA, which fixes the flaws of the original MDA. We prove the consistency of the Sobol-MDA and show thatthe Sobol-MDA empirically outperforms its competitors on both simulated and real data. An open source implementation in R and C++ is available online.

Graphical models are useful tools for describing structured high-dimensional probability distributions. Development of efficient algorithms for learning graphical models with least amount of data remains an active research topic. Reconstruction of graphical models that describe the statistics of discrete variables is a particularly challenging problem, for which the maximum likelihood approach is intractable. In this work, we provide the first sample-efficient method based on the Interaction Screening framework that allows one to provably learn fully general discrete factor models with node-specific discrete alphabets and multi-body interactions, specified in an arbitrary basis. We identify a single condition related to model parametrization that leads to rigorous guarantees on the recovery of model structure and parameters in any error norm, and is readily verifiable for a large class of models. Importantly, our bounds make explicit distinction between parameters that are proper to the model and priors used as an input to the algorithm. Finally, we show that the Interaction Screening framework includes all models previously considered in the literature as special cases, and for which our analysis shows a systematic improvement in sample complexity.

We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.

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.

Influence maximization is the task of selecting a small number of seed nodes in a social network to maximize the spread of the influence from these seeds, and it has been widely investigated in the past two decades. In the canonical setting, the whole social network as well as its diffusion parameters is given as input. In this paper, we consider the more realistic sampling setting where the network is unknown and we only have a set of passively observed cascades that record the set of activated nodes at each diffusion step. We study the task of influence maximization from these cascade samples (IMS), and present constant approximation algorithms for this task under mild conditions on the seed set distribution. To achieve the optimization goal, we also provide a novel solution to the network inference problem, that is, learning diffusion parameters and the network structure from the cascade data. Comparing with prior solutions, our network inference algorithm requires weaker assumptions and does not rely on maximum-likelihood estimation and convex programming. Our IMS algorithms enhance the learning-and-then-optimization approach by allowing a constant approximation ratio even when the diffusion parameters are hard to learn, and we do not need any assumption related to the network structure or diffusion parameters.

The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.

Leveraging biased click data for optimizing learning to rank systems has been a popular approach in information retrieval. Because click data is often noisy and biased, a variety of methods have been proposed to construct unbiased learning to rank (ULTR) algorithms for the learning of unbiased ranking models. Among them, automatic unbiased learning to rank (AutoULTR) algorithms that jointly learn user bias models (i.e., propensity models) with unbiased rankers have received a lot of attention due to their superior performance and low deployment cost in practice. Despite their differences in theories and algorithm design, existing studies on ULTR usually use uni-variate ranking functions to score each document or result independently. On the other hand, recent advances in context-aware learning-to-rank models have shown that multivariate scoring functions, which read multiple documents together and predict their ranking scores jointly, are more powerful than uni-variate ranking functions in ranking tasks with human-annotated relevance labels. Whether such superior performance would hold in ULTR with noisy data, however, is mostly unknown. In this paper, we investigate existing multivariate scoring functions and AutoULTR algorithms in theory and prove that permutation invariance is a crucial factor that determines whether a context-aware learning-to-rank model could be applied to existing AutoULTR framework. Our experiments with synthetic clicks on two large-scale benchmark datasets show that AutoULTR models with permutation-invariant multivariate scoring functions significantly outperform those with uni-variate scoring functions and permutation-variant multivariate scoring functions.

When and why can a neural network be successfully trained? This article provides an overview of optimization algorithms and theory for training neural networks. First, we discuss the issue of gradient explosion/vanishing and the more general issue of undesirable spectrum, and then discuss practical solutions including careful initialization and normalization methods. Second, we review generic optimization methods used in training neural networks, such as SGD, adaptive gradient methods and distributed methods, and theoretical results for these algorithms. Third, we review existing research on the global issues of neural network training, including results on bad local minima, mode connectivity, lottery ticket hypothesis and infinite-width analysis.

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