No Arabic abstract
This paper proposes an invariant causal predictor that is robust to distribution shift across domains and maximally reserves the transferable invariant information. Based on a disentangled causal factorization, we formulate the distribution shift as soft interventions in the system, which covers a wide range of cases for distribution shift as we do not make prior specifications on the causal structure or the intervened variables. Instead of imposing regularizations to constrain the invariance of the predictor, we propose to predict by the intervened conditional expectation based on the do-operator and then prove that it is invariant across domains. More importantly, we prove that the proposed predictor is the robust predictor that minimizes the worst-case quadratic loss among the distributions of all domains. For empirical learning, we propose an intuitive and flexible estimating method based on data regeneration and present a local causal discovery procedure to guide the regeneration step. The key idea is to regenerate data such that the regenerated distribution is compatible with the intervened graph, which allows us to incorporate standard supervised learning methods with the regenerated data. Experimental results on both synthetic and real data demonstrate the efficacy of our predictor in improving the predictive accuracy and robustness across domains.
Bayesian optimisation is a sample-efficient search methodology that holds great promise for accelerating drug and materials discovery programs. A frequently-overlooked modelling consideration in Bayesian optimisation strategies however, is the representation of heteroscedastic aleatoric uncertainty. In many practical applications it is desirable to identify inputs with low aleatoric noise, an example of which might be a material composition which consistently displays robust properties in response to a noisy fabrication process. In this paper, we propose a heteroscedastic Bayesian optimisation scheme capable of representing and minimising aleatoric noise across the input space. Our scheme employs a heteroscedastic Gaussian process (GP) surrogate model in conjunction with two straightforward adaptations of existing acquisition functions. First, we extend the augmented expected improvement (AEI) heuristic to the heteroscedastic setting and second, we introduce the aleatoric noise-penalised expected improvement (ANPEI) heuristic. Both methodologies are capable of penalising aleatoric noise in the suggestions and yield improved performance relative to homoscedastic Bayesian optimisation and random sampling on toy problems as well as on two real-world scientific datasets. Code is available at: url{https://github.com/Ryan-Rhys/Heteroscedastic-BO}
We consider training machine learning models that are fair in the sense that their performance is invariant under certain sensitive perturbations to the inputs. For example, the performance of a resume screening system should be invariant under changes to the gender and/or ethnicity of the applicant. We formalize this notion of algorithmic fairness as a variant of individual fairness and develop a distributionally robust optimization approach to enforce it during training. We also demonstrate the effectiveness of the approach on two ML tasks that are susceptible to gender and racial biases.
Appropriately representing elements in a database so that queries may be accurately matched is a central task in information retrieval; recently, this has been achieved by embedding the graphical structure of the database into a manifold in a hierarchy-preserving manner using a variety of metrics. Persistent homology is a tool commonly used in topological data analysis that is able to rigorously characterize a database in terms of both its hierarchy and connectivity structure. Computing persistent homology on a variety of embedded datasets reveals that some commonly used embeddings fail to preserve the connectivity. We show that those embeddings which successfully retain the database topology coincide in persistent homology by introducing two dilation-invariant comparative measures to capture this effect: in particular, they address the issue of metric distortion on manifolds. We provide an algorithm for their computation that exhibits greatly reduced time complexity over existing methods. We use these measures to perform the first instance of topology-based information retrieval and demonstrate its increased performance over the standard bottleneck distance for persistent homology. We showcase our approach on databases of different data varieties including text, videos, and medical images.
Adversarial training is an effective methodology for training deep neural networks that are robust against adversarial, norm-bounded perturbations. However, the computational cost of adversarial training grows prohibitively as the size of the model and number of input dimensions increase. Further, training against less expensive and therefore weaker adversaries produces models that are robust against weak attacks but break down under attacks that are stronger. This is often attributed to the phenomenon of gradient obfuscation; such models have a highly non-linear loss surface in the vicinity of training examples, making it hard for gradient-based attacks to succeed even though adversarial examples still exist. In this work, we introduce a novel regularizer that encourages the loss to behave linearly in the vicinity of the training data, thereby penalizing gradient obfuscation while encouraging robustness. We show via extensive experiments on CIFAR-10 and ImageNet, that models trained with our regularizer avoid gradient obfuscation and can be trained significantly faster than adversarial training. Using this regularizer, we exceed current state of the art and achieve 47% adversarial accuracy for ImageNet with l-infinity adversarial perturbations of radius 4/255 under an untargeted, strong, white-box attack. Additionally, we match state of the art results for CIFAR-10 at 8/255.
We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob-ULA, a robust variant of the Unadjusted Langevin Algorithm (ULA), and provide a finite-sample analysis of its sampling distribution. In particular, we show that after $T= tilde{mathcal{O}}(d/varepsilon_{textsf{acc}})$ iterations, we can sample from $p_T$ such that $text{dist}(p_T, p^*) leq varepsilon_{textsf{acc}} + tilde{mathcal{O}}(epsilon)$, where $epsilon$ is the fraction of corruptions. We corroborate our theoretical analysis with experiments on both synthetic and real-world data sets for mean estimation, regression and binary classification.