اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدLong-tail learning via logit adjustment
89
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Real-world classification problems typically exhibit an imbalanced or long-tailed label distribution, wherein many labels are associated with only a few samples. This poses a challenge for generalisation on such labels, and also makes naive learning biased towards dominant labels. In this paper, we present two simple modifications of standard softmax cross-entropy training to cope with these challenges. Our techniques revisit the classic idea of logit adjustment based on the label frequencies, either applied post-hoc to a trained model, or enforced in the loss during training. Such adjustment encourages a large relative margin between logits of rare versus dominant labels. These techniques unify and generalise several recent proposals in the literature, while possessing firmer statistical grounding and empirical performance.
قيم البحث
اقرأ أيضاً
In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where in every round a decision maker offers a subset (assortment) of products to a consumer, and observes
their response. Consumers purchase products so as to maximize their utility. We assume that the products are described by a set of attributes and the mean utility of a product is linear in the values of these attributes. We model consumer choice behavior by means of the widely used Multinomial Logit (MNL) model, and consider the decision makers problem of dynamically learning the model parameters, while optimizing cumulative revenue over the selling horizon $T$. Though this problem has attracted considerable attention in recent times, many existing methods often involve solving an intractable non-convex optimization problem and their theoretical performance guarantees depend on a problem dependent parameter which could be prohibitively large. In particular, existing algorithms for this problem have regret bounded by $O(sqrt{kappa d T})$, where $kappa$ is a problem dependent constant that can have exponential dependency on the number of attributes. In this paper, we propose an optimistic algorithm and show that the regret is bounded by $O(sqrt{dT} + kappa)$, significantly improving the performance over existing methods. Further, we propose a convex relaxation of the optimization step which allows for tractable decision-making while retaining the favourable regret guarantee.
Motivated by the phenomenon that companies introduce new products to keep abreast with customers rapidly changing tastes, we consider a novel online learning setting where a profit-maximizing seller needs to learn customers preferences through offeri
ng recommendations, which may contain existing products and new products that are launched in the middle of a selling period. We propose a sequential multinomial logit (SMNL) model to characterize customers behavior when product recommendations are presented in tiers. For the offline version with known customers preferences, we propose a polynomial-time algorithm and characterize the properties of the optimal tiered product recommendation. For the online problem, we propose a learning algorithm and quantify its regret bound. Moreover, we extend the setting to incorporate a constraint which ensures every new product is learned to a given accuracy. Our results demonstrate the tier structure can be used to mitigate the risks associated with learning new products.
We study multinomial logit bandit with limited adaptivity, where the algorithms change their exploration actions as infrequently as possible when achieving almost optimal minimax regret. We propose two measures of adaptivity: the assortment switching
cost and the more fine-grained item switching cost. We present an anytime algorithm (AT-DUCB) with $O(N log T)$ assortment switches, almost matching the lower bound $Omega(frac{N log T}{ log log T})$. In the fixed-horizon setting, our algorithm FH-DUCB incurs $O(N log log T)$ assortment switches, matching the asymptotic lower bound. We also present the ESUCB algorithm with item switching cost $O(N log^2 T)$.
While great progress has been made at making neural networks effective across a wide range of visual tasks, most models are surprisingly vulnerable. This frailness takes the form of small, carefully chosen perturbations of their input, known as adver
sarial examples, which represent a security threat for learned vision models in the wild -- a threat which should be responsibly defended against in safety-critical applications of computer vision. In this paper, we advocate for and experimentally investigate the use of a family of logit regularization techniques as an adversarial defense, which can be used in conjunction with other methods for creating adversarial robustness at little to no marginal cost. We also demonstrate that much of the effectiveness of one recent adversarial defense mechanism can in fact be attributed to logit regularization, and show how to improve its defense against both white-box and black-box attacks, in the process creating a stronger black-box attack against PGD-based models. We validate our methods on three datasets and include results on both gradient-free attacks and strong gradient-based iterative attacks with as many as 1,000 steps.
Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assigns to base models a set of deterministic, constant model weights that (1) do not fully account for variations in base model accuracy across subgrou
ps, nor (2) provide uncertainty estimates for the ensemble prediction, which could result in mis-calibrated (i.e. precise but biased) predictions that could in turn negatively impact the algorithm performance in real-word applications. In this work, we present an adaptive, probabilistic approach to ensemble learning using dependent tail-free process as ensemble weight prior. Given input feature $mathbf{x}$, our method optimally combines base models based on their predictive accuracy in the feature space $mathbf{x} in mathcal{X}$, and provides interpretable uncertainty estimates both in model selection and in ensemble prediction. To encourage scalable and calibrated inference, we derive a structured variational inference algorithm that jointly minimize KL objective and the models calibration score (i.e. Continuous Ranked Probability Score (CRPS)). We illustrate the utility of our method on both a synthetic nonlinear function regression task, and on the real-world application of spatio-temporal integration of particle pollution prediction models in New England.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
