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Register a new userStable Prediction via Leveraging Seed Variable
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Added by
Kun Kuang
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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In this paper, we focus on the problem of stable prediction across unknown test data, where the test distribution is agnostic and might be totally different from the training one. In such a case, previous machine learning methods might exploit subtly spurious correlations in training data induced by non-causal variables for prediction. Those spurious correlations are changeable across data, leading to instability of prediction across data. By assuming the relationships between causal variables and response variable are invariant across data, to address this problem, we propose a conditional independence test based algorithm to separate those causal variables with a seed variable as priori, and adopt them for stable prediction. By assuming the independence between causal and non-causal variables, we show, both theoretically and with empirical experiments, that our algorithm can precisely separate causal and non-causal variables for stable prediction across test data. Extensive experiments on both synthetic and real-world datasets demonstrate that our algorithm outperforms state-of-the-art methods for stable prediction.
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Instrumental variables (IVs), sources of treatment randomization that are conditionally independent of the outcome, play an important role in causal inference with unobserved confounders. However, the existing IV-based counterfactual prediction methods need well-predefined IVs, while its an art rather than science to find valid IVs in many real-world scenes. Moreover, the predefined hand-made IVs could be weak or erroneous by violating the conditions of valid IVs. These thorny facts hinder the application of the IV-based counterfactual prediction methods. In this paper, we propose a novel Automatic Instrumental Variable decomposition (AutoIV) algorithm to automatically generate representations serving the role of IVs from observed variables (IV candidates). Specifically, we let the learned IV representations satisfy the relevance condition with the treatment and exclusion condition with the outcome via mutual information maximization and minimization constraints, respectively. We also learn confounder representations by encouraging them to be relevant to both the treatment and the outcome. The IV and confounder representations compete for the information with their constraints in an adversarial game, which allows us to get valid IV representations for IV-based counterfactual prediction. Extensive experiments demonstrate that our method generates valid IV representations for accurate IV-based counterfactual prediction.
There has been a growing concern about the fairness of decision-making systems based on machine learning. The shortage of labeled data has been always a challenging problem facing machine learning based systems. In such scenarios, semi-supervised learning has shown to be an effective way of exploiting unlabeled data to improve upon the performance of model. Notably, unlabeled data do not contain label information which itself can be a significant source of bias in training machine learning systems. This inspired us to tackle the challenge of fairness by formulating the problem in a semi-supervised framework. In this paper, we propose a semi-supervised algorithm using neural networks benefiting from unlabeled data to not just improve the performance but also improve the fairness of the decision-making process. The proposed model, called SSFair, exploits the information in the unlabeled data to mitigate the bias in the training data.
In many important machine learning applications, the training distribution used to learn a probabilistic classifier differs from the testing distribution on which the classifier will be used to make predictions. Traditional methods correct the distribution shift by reweighting the training data with the ratio of the density between test and training data. In many applications training takes place without prior knowledge of the testing distribution on which the algorithm will be applied in the future. Recently, methods have been proposed to address the shift by learning causal structure, but those methods rely on the diversity of multiple training data to a good performance, and have complexity limitations in high dimensions. In this paper, we propose a novel Deep Global Balancing Regression (DGBR) algorithm to jointly optimize a deep auto-encoder model for feature selection and a global balancing model for stable prediction across unknown environments. The global balancing model constructs balancing weights that facilitate estimating of partial effects of features (holding fixed all other features), a problem that is challenging in high dimensions, and thus helps to identify stable, causal relationships between features and outcomes. The deep auto-encoder model is designed to reduce the dimensionality of the feature space, thus making global balancing easier. We show, both theoretically and with empirical experiments, that our algorithm can make stable predictions across unknown environments. Our experiments on both synthetic and real world datasets demonstrate that our DGBR algorithm outperforms the state-of-the-art methods for stable prediction across unknown environments.
This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving, represented as a value function. However, the behavior used to select actions and generate the behavior data might be different from the one used to define the predictions, and thus the samples are generated off-policy. The ability to learn behavior-contingent predictions online and off-policy has long been advocated as a key capability of predictive-knowledge learning systems but remained an open algorithmic challenge for decades. The issue lies with the temporal difference (TD) learning update at the heart of most prediction algorithms: combining bootstrapping, off-policy sampling and function approximation may cause the value estimate to diverge. A breakthrough came with the development of a new objective function that admitted stochastic gradient descent variants of TD. Since then, many sound online off-policy prediction algorithms have been developed, but there has been limited empirical work investigating the relative merits of all the variants. This paper aims to fill these empirical gaps and provide clarity on the key ideas behind each method. We summarize the large body of literature on off-policy learning, focusing on 1- methods that use computation linear in the number of features and are convergent under off-policy sampling, and 2- other methods which have proven useful with non-fixed, nonlinear function approximation. We provide an empirical study of off-policy prediction methods in two challenging microworlds. We report each methods parameter sensitivity, empirical convergence rate, and final performance, providing new insights that should enable practitioners to successfully extend these new methods to large-scale applications.[Abridged abstract]
Reinforcement learning with function approximation can be unstable and even divergent, especially when combined with off-policy learning and Bellman updates. In deep reinforcement learning, these issues have been dealt with empirically by adapting and regularizing the representation, in particular with auxiliary tasks. This suggests that representation learning may provide a means to guarantee stability. In this paper, we formally show that there are indeed nontrivial state representations under which the canonical TD algorithm is stable, even when learning off-policy. We analyze representation learning schemes that are based on the transition matrix of a policy, such as proto-value functions, along three axes: approximation error, stability, and ease of estimation. In the most general case, we show that a Schur basis provides convergence guarantees, but is difficult to estimate from samples. For a fixed reward function, we find that an orthogonal basis of the corresponding Krylov subspace is an even better choice. We conclude by empirically demonstrating that these stable representations can be learned using stochastic gradient descent, opening the door to improved techniques for representation learning with deep networks.
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