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Authentication is a task aiming to confirm the truth between data instances and personal identities. Typical authentication applications include face recognition, person re-identification, authentication based on mobile devices and so on. The recently-emerging data-driven authentication process may encounter undesired biases, i.e., the models are often trained in one domain (e.g., for people wearing spring outfits) while required to apply in other domains (e.g., they change the clothes to summer outfits). To address this issue, we propose a novel two-stage method that disentangles the class/identity from domain-differences, and we consider multiple types of domain-difference. In the first stage, we learn disentangled representations by a one-versus-rest disentangle learning (OVRDL) mechanism. In the second stage, we improve the disentanglement by an additive adversarial learning (AAL) mechanism. Moreover, we discuss the necessity to avoid a learning dilemma due to disentangling causally related types of domain-difference. Comprehensive evaluation results demonstrate the effectiveness and superiority of the proposed method.
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Authentication is the task of confirming the matching relationship between a data instance and a given identity. Typical examples of authentication problems include face recognition and person re-identification. Data-driven authentication could be affected by undesired biases, i.e., the models are often trained in one domain (e.g., for people wearing spring outfits) while applied in other domains (e.g., they change the clothes to summer outfits). Previous works have made efforts to eliminate domain-difference. They typically assume domain annotations are provided, and all the domains share classes. However, for authentication, there could be a large number of domains shared by different identities/classes, and it is impossible to annotate these domains exhaustively. It could make domain-difference challenging to model and eliminate. In this paper, we propose a domain-agnostic method that eliminates domain-difference without domain labels. We alternately perform latent domain discovery and domain-difference elimination until our model no longer detects domain-difference. In our approach, the latent domains are discovered by learning the heterogeneous predictive relationships between inputs and outputs. Then domain-difference is eliminated in both class-dependent and class-independent spaces to improve robustness of elimination. We further extend our method to a meta-learning framework to pursue more thorough domain-difference elimination. Comprehensive empirical evaluation results are provided to demonstrate the effectiveness and superiority of our proposed method.
Model interpretation is essential in data mining and knowledge discovery. It can help understand the intrinsic model working mechanism and check if the model has undesired characteristics. A popular way of performing model interpretation is Instance-wise Feature Selection (IFS), which provides an importance score of each feature representing the data samples to explain how the model generates the specific output. In this paper, we propose a Model-agnostic Effective Efficient Direct (MEED) IFS framework for model interpretation, mitigating concerns about sanity, combinatorial shortcuts, model identifiability, and information transmission. Also, we focus on the following setting: using selected features to directly predict the output of the given model, which serves as a primary evaluation metric for model-interpretation methods. Apart from the features, we involve the output of the given model as an additional input to learn an explainer based on more accurate information. To learn the explainer, besides fidelity, we propose an Adversarial Infidelity Learning (AIL) mechanism to boost the explanation learning by screening relatively unimportant features. Through theoretical and experimental analysis, we show that our AIL mechanism can help learn the desired conditional distribution between selected features and targets. Moreover, we extend our framework by integrating efficient interpretation methods as proper priors to provide a warm start. Comprehensive empirical evaluation results are provided by quantitative metrics and human evaluation to demonstrate the effectiveness and superiority of our proposed method. Our code is publicly available online at https://github.com/langlrsw/MEED.
Interpretability has largely focused on local explanations, i.e. explaining why a model made a particular prediction for a sample. These explanations are appealing due to their simplicity and local fidelity. However, they do not provide information about the general behavior of the model. We propose to leverage model distillation to learn global additive explanations that describe the relationship between input features and model predictions. These global explanations take the form of feature shapes, which are more expressive than feature attributions. Through careful experimentation, we show qualitatively and quantitatively that global additive explanations are able to describe model behavior and yield insights about models such as neural nets. A visualization of our approach applied to a neural net as it is trained is available at https://youtu.be/ErQYwNqzEdc.
The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able to efficiently estimate the variance of this estimator is very helpful to various problems in two-sample testing. Towards this end, Bounliphone et al. (2016) used the theory of U-statistics to derive estimators for the variance of an MMD estimator, and differences between two such estimators. Their estimator, however, drops lower-order terms, and is unnecessarily biased. We show in this note - extending and correcting work of Sutherland et al. (2017) - that we can find a truly unbiased estimator for the actual variance of both the squared MMD estimator and the difference of two correlated squared MMD estimators, at essentially no additional computational cost.
A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn from an approximate posterior. However, its feasibility is being challenged in the era of so called Big Data as all data needs to be processed in every iteration. Realising that such simulation is an unnecessarily hard problem if the goal is estimation, we construct a computationally scalable methodology that allows unbiased estimation of the required expectations -- without explicit simulation from the full posterior. The schemes variance is finite by construction and straightforward to control, leading to algorithms that are provably unbiased and naturally arrive at a desired error tolerance. This is achieved at an average computational complexity that is sub-linear in the size of the dataset and its free parameters are easy to tune. We demonstrate the utility and generality of the methodology on a range of common statistical models applied to large-scale benchmark and real-world datasets.
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