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We describe lessons learned from developing and deploying machine learning models at scale across the enterprise in a range of financial analytics applications. These lessons are presented in the form of antipatterns. Just as design patterns codify best software engineering practices, antipatterns provide a vocabulary to describe defective practices and methodologies. Here we catalog and document numerous antipatterns in financial ML operations (MLOps). Some antipatterns are due to technical errors, while others are due to not having sufficient knowledge of the surrounding context in which ML results are used. By providing a common vocabulary to discuss these situations, our intent is that antipatterns will support better documentation of issues, rapid communication between stakeholders, and faster resolution of problems. In addition to cataloging antipatterns, we describe solutions, best practices, and future directions toward MLOps maturity.
Designing reward functions for reinforcement learning is difficult: besides specifying which behavior is rewarded for a task, the reward also has to discourage undesired outcomes. Misspecified reward functions can lead to unintended negative side effects, and overall unsafe behavior. To overcome this problem, recent work proposed to augment the specified reward function with an impact regularizer that discourages behavior that has a big impact on the environment. Although initial results with impact regularizers seem promising in mitigating some types of side effects, important challenges remain. In this paper, we examine the main current challenges of impact regularizers and relate them to fundamental design decisions. We discuss in detail which challenges recent approaches address and which remain unsolved. Finally, we explore promising directions to overcome the unsolved challenges in preventing negative side effects with impact regularizers.
Developing machine learning models can be seen as a process similar to the one established for traditional software development. A key difference between the two lies in the strong dependency between the quality of a machine learning model and the quality of the data used to train or perform evaluations. In this work, we demonstrate how different aspects of data quality propagate through various stages of machine learning development. By performing a joint analysis of the impact of well-known data quality dimensions and the downstream machine learning process, we show that different components of a typical MLOps pipeline can be efficiently designed, providing both a technical and theoretical perspective.
The generalization of representations learned via contrastive learning depends crucially on what features of the data are extracted. However, we observe that the contrastive loss does not always sufficiently guide which features are extracted, a behavior that can negatively impact the performance on downstream tasks via shortcuts, i.e., by inadvertently suppressing important predictive features. We find that feature extraction is influenced by the difficulty of the so-called instance discrimination task (i.e., the task of discriminating pairs of similar points from pairs of dissimilar ones). Although harder pairs improve the representation of some features, the improvement comes at the cost of suppressing previously well represented features. In response, we propose implicit feature modification (IFM), a method for altering positive and negative samples in order to guide contrastive models towards capturing a wider variety of predictive features. Empirically, we observe that IFM reduces feature suppression, and as a result improves performance on vision and medical imaging tasks. The code is available at: url{https://github.com/joshr17/IFM}.
ConvNets and Imagenet have driven the recent success of deep learning for image classification. However, the marked slowdown in performance improvement combined with the lack of robustness of neural networks to adversarial examples and their tendency to exhibit undesirable biases question the reliability of these methods. This work investigates these questions from the perspective of the end-user by using human subject studies and explanations. The contribution of this study is threefold. We first experimentally demonstrate that the accuracy and robustness of ConvNets measured on Imagenet are vastly underestimated. Next, we show that explanations can mitigate the impact of misclassified adversarial examples from the perspective of the end-user. We finally introduce a novel tool for uncovering the undesirable biases learned by a model. These contributions also show that explanations are a valuable tool both for improving our understanding of ConvNets predictions and for designing more reliable models.
Nowadays, mutual interference among automotive radars has become a problem of wide concern. In this paper, a decentralized spectrum allocation approach is presented to avoid mutual interference among automotive radars. Although decentralized spectrum allocation has been extensively studied in cognitive radio sensor networks, two challenges are observed for automotive sensors using radar. First, the allocation approach should be dynamic as all radars are mounted on moving vehicles. Second, each radar does not communicate with the others so it has quite limited information. A machine learning technique, reinforcement learning, is utilized because it can learn a decision making policy in an unknown dynamic environment. As a single radar observation is incomplete, a long short-term memory recurrent network is used to aggregate radar observations through time so that each radar can learn to choose a frequency subband by combining both the present and past observations. Simulation experiments are conducted to compare the proposed approach with other common spectrum allocation methods such as the random and myopic policy, indicating that our approach outperforms the others.