To address the bias exhibited by machine learning models, fairness criteria impose statistical constraints for ensuring equal treatment to all demographic groups, but typically at a cost to model performance. Understanding this tradeoff, therefore, underlies the design of fair and effective algorithms. This paper completes the characterization of the inherent tradeoff of demographic parity on classification problems in the most general multigroup, multiclass, and noisy setting. Specifically, we show that the minimum error rate is given by the optimal value of a Wasserstein-barycenter problem. More practically, this reformulation leads to a simple procedure for post-processing any pre-trained predictors to satisfy demographic parity in the general setting, which, in particular, yields the optimal fair classifier when applied to the Bayes predictor. We provide suboptimality and finite sample analyses for our procedure, and demonstrate precise control of the tradeoff of error rate for fairness on real-world datasets provided sufficient data.
Correlated outcomes are common in many practical problems. In some settings, one outcome is of particular interest, and others are auxiliary. To leverage information shared by all the outcomes, traditional multi-task learning (MTL) minimizes an averaged loss function over all the outcomes, which may lead to biased estimation for the target outcome, especially when the MTL model is mis-specified. In this work, based on a decomposition of estimation bias into two types, within-subspace and against-subspace, we develop a robust transfer learning approach to estimating a high-dimensional linear decision rule for the outcome of interest with the presence of auxiliary outcomes. The proposed method includes an MTL step using all outcomes to gain efficiency, and a subsequent calibration step using only the outcome of interest to correct both types of biases. We show that the final estimator can achieve a lower estimation error than the one using only the single outcome of interest. Simulations and real data analysis are conducted to justify the superiority of the proposed method.
This paper focuses on parameter estimation and introduces a new method for lower bounding the Bayesian risk. The method allows for the use of virtually \emph{any} information measure, including R\'enyi's $\alpha$, $\varphi$-Divergences, and Sibson's $\alpha$-Mutual Information. The approach considers divergences as functionals of measures and exploits the duality between spaces of measures and spaces of functions. In particular, we show that one can lower bound the risk with any information measure by upper bounding its dual via Markov's inequality. We are thus able to provide estimator-independent impossibility results thanks to the Data-Processing Inequalities that divergences satisfy. The results are then applied to settings of interest involving both discrete and continuous parameters, including the ``Hide-and-Seek'' problem, and compared to the state-of-the-art techniques. An important observation is that the behaviour of the lower bound in the number of samples is influenced by the choice of the information measure. We leverage this by introducing a new divergence inspired by the ``Hockey-Stick'' Divergence, which is demonstrated empirically to provide the largest lower-bound across all considered settings. If the observations are subject to privatisation, stronger impossibility results can be obtained via Strong Data-Processing Inequalities. The paper also discusses some generalisations and alternative directions.
Long-tailed classification poses a challenge due to its heavy imbalance in class probabilities and tail-sensitivity risks with asymmetric misprediction costs. Recent attempts have used re-balancing loss and ensemble methods, but they are largely heuristic and depend heavily on empirical results, lacking theoretical explanation. Furthermore, existing methods overlook the decision loss, which characterizes different costs associated with tailed classes. This paper presents a general and principled framework from a Bayesian-decision-theory perspective, which unifies existing techniques including re-balancing and ensemble methods, and provides theoretical justifications for their effectiveness. From this perspective, we derive a novel objective based on the integrated risk and a Bayesian deep-ensemble approach to improve the accuracy of all classes, especially the "tail". Besides, our framework allows for task-adaptive decision loss which provides provably optimal decisions in varying task scenarios, along with the capability to quantify uncertainty. Finally, We conduct comprehensive experiments, including standard classification, tail-sensitive classification with a new False Head Rate metric, calibration, and ablation studies. Our framework significantly improves the current SOTA even on large-scale real-world datasets like ImageNet.
The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm corresponds to a physical action that constrains the choices of the next available arms (actions). Motivated by this, we study an extension of MAB called the graph bandit, where an agent travels over a graph to maximize the reward collected from different nodes. The graph defines the agent's freedom in selecting the next available nodes at each step. We assume the graph structure is fully available, but the reward distributions are unknown. Built upon an offline graph-based planning algorithm and the principle of optimism, we design a learning algorithm, G-UCB, that balances long-term exploration-exploitation using the principle of optimism. We show that our proposed algorithm achieves $O(\sqrt{|S|T\log(T)}+D|S|\log T)$ learning regret, where $|S|$ is the number of nodes and $D$ is the diameter of the graph, which matches the theoretical lower bound $\Omega(\sqrt{|S|T})$ up to logarithmic factors. To our knowledge, this result is among the first tight regret bounds in non-episodic, un-discounted learning problems with known deterministic transitions. Numerical experiments confirm that our algorithm outperforms several benchmarks.
Selection of covariates is crucial in the estimation of average treatment effects given observational data with high or even ultra-high dimensional pretreatment variables. Existing methods for this problem typically assume sparse linear models for both outcome and univariate treatment, and cannot handle situations with ultra-high dimensional covariates. In this paper, we propose a new covariate selection strategy called double screening prior adaptive lasso (DSPAL) to select confounders and predictors of the outcome for multivariate treatments, which combines the adaptive lasso method with the marginal conditional (in)dependence prior information to select target covariates, in order to eliminate confounding bias and improve statistical efficiency. The distinctive features of our proposal are that it can be applied to high-dimensional or even ultra-high dimensional covariates for multivariate treatments, and can deal with the cases of both parametric and nonparametric outcome models, which makes it more robust compared to other methods. Our theoretical analyses show that the proposed procedure enjoys the sure screening property, the ranking consistency property and the variable selection consistency. Through a simulation study, we demonstrate that the proposed approach selects all confounders and predictors consistently and estimates the multivariate treatment effects with smaller bias and mean squared error compared to several alternatives under various scenarios. In real data analysis, the method is applied to estimate the causal effect of a three-dimensional continuous environmental treatment on cholesterol level and enlightening results are obtained.
As online dating has become more popular in the past few years, an efficient and effective algorithm to match users is needed. In this project, we proposed a new dating matching algorithm that uses Kendall-Tau distance to measure the similarity between users based on their ranking for items in a list. (e.g., their favourite sports, music, etc.) To increase the performance of the search process, we applied a tree-based searching structure, Cascading Metric Tree (CMT), on this metric. The tree is built on ranked lists from all the users; when a query target and a radius are provided, our algorithm can return users within the radius of the target. We tested the scaling of this searching method on a synthetic dataset by varying list length, population size, and query radius. We observed that the algorithm is able to query the best matching people for the user in a practical time, given reasonable parameters. We also provided potential future improvements that can be made to this algorithm based on the limitations. Finally, we offered more use cases of this search structure on Kendall-Tau distance and new insight into real-world applications of distance search structures.
Many tasks in natural language processing can be viewed as multi-label classification problems. However, most of the existing models are trained with the standard cross-entropy loss function and use a fixed prediction policy (e.g., a threshold of 0.5) for all the labels, which completely ignores the complexity and dependencies among different labels. In this paper, we propose a meta-learning method to capture these complex label dependencies. More specifically, our method utilizes a meta-learner to jointly learn the training policies and prediction policies for different labels. The training policies are then used to train the classifier with the cross-entropy loss function, and the prediction policies are further implemented for prediction. Experimental results on fine-grained entity typing and text classification demonstrate that our proposed method can obtain more accurate multi-label classification results.
Extreme multi-label text classification (XMC) aims to tag each input text with the most relevant labels from an extremely large label set, such as those that arise in product categorization and e-commerce recommendation. Recently, pretrained language representation models such as BERT achieve remarkable state-of-the-art performance across a wide range of NLP tasks including sentence classification among small label sets (typically fewer than thousands). Indeed, there are several challenges in applying BERT to the XMC problem. The main challenges are: (i) the difficulty of capturing dependencies and correlations among labels, whose features may come from heterogeneous sources, and (ii) the tractability to scale to the extreme label setting as the model size can be very large and scale linearly with the size of the output space. To overcome these challenges, we propose X-BERT, the first feasible attempt to finetune BERT models for a scalable solution to the XMC problem. Specifically, X-BERT leverages both the label and document text to build label representations, which induces semantic label clusters in order to better model label dependencies. At the heart of X-BERT is finetuning BERT models to capture the contextual relations between input text and the induced label clusters. Finally, an ensemble of the different BERT models trained on heterogeneous label clusters leads to our best final model. Empirically, on a Wiki dataset with around 0.5 million labels, X-BERT achieves new state-of-the-art results where the precision@1 reaches 67:80%, a substantial improvement over 32.58%/60.91% of deep learning baseline fastText and competing XMC approach Parabel, respectively. This amounts to a 11.31% relative improvement over Parabel, which is indeed significant since the recent approach SLICE only has 5.53% relative improvement.
Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep Neural Networks (DNNs) to perform this task. This is surprising as deep learning has seen very successful applications in the last years. DNNs have indeed revolutionized the field of computer vision especially with the advent of novel deeper architectures such as Residual and Convolutional Neural Networks. Apart from images, sequential data such as text and audio can also be processed with DNNs to reach state-of-the-art performance for document classification and speech recognition. In this article, we study the current state-of-the-art performance of deep learning algorithms for TSC by presenting an empirical study of the most recent DNN architectures for TSC. We give an overview of the most successful deep learning applications in various time series domains under a unified taxonomy of DNNs for TSC. We also provide an open source deep learning framework to the TSC community where we implemented each of the compared approaches and evaluated them on a univariate TSC benchmark (the UCR/UEA archive) and 12 multivariate time series datasets. By training 8,730 deep learning models on 97 time series datasets, we propose the most exhaustive study of DNNs for TSC to date.
In this paper, we propose the joint learning attention and recurrent neural network (RNN) models for multi-label classification. While approaches based on the use of either model exist (e.g., for the task of image captioning), training such existing network architectures typically require pre-defined label sequences. For multi-label classification, it would be desirable to have a robust inference process, so that the prediction error would not propagate and thus affect the performance. Our proposed model uniquely integrates attention and Long Short Term Memory (LSTM) models, which not only addresses the above problem but also allows one to identify visual objects of interests with varying sizes without the prior knowledge of particular label ordering. More importantly, label co-occurrence information can be jointly exploited by our LSTM model. Finally, by advancing the technique of beam search, prediction of multiple labels can be efficiently achieved by our proposed network model.