Statistics / Machine Learning

All posts under category "Statistics / Machine Learning"

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Exact Computation with Infinitely Wide Neural Networks

Exact Computation with Infinitely Wide Neural Networks

How well does a classic deep net architecture like AlexNet or VGG19 classify on a standard dataset such as CIFAR-10 when its width --- namely, number of channels in convolutional layers, and number of nodes in fully-connected internal layers --- is allowed to increase to infinity? Such questions have come to the forefront in the quest to theoretically understand deep learning and its mysteries about optimization and generalization. They also connect deep learning to notions such as Gaussian processes and kernels. A recent paper [Jacot et al., 2018] introduced the Neural Tangent Kernel (NTK) which captures the behavior of fully-connected deep nets in the infinite width limit trained by gradient descent; this object was implicit in some other recent papers. An attraction of such ideas is that a pure kernel-based method is used to capture the power of a fully-trained deep net of infinite width. The current paper gives the first efficient exact algorithm for computing the extension of NTK to convolutional neural nets, which we call Convolutional NTK (CNTK), as well as an efficient GPU implementation of this algorithm. This results in a significant new benchmark for the performance of a pure kernel-based method on CIFAR-10, being $10 %$ higher than the methods reported in [Novak et al., 2019], and only $6 %$ lower than the performance of the corresponding finite deep net architecture (once batch normalization, etc. are turned off). Theoretically, we also give the first non-asymptotic proof showing that a fully-trained sufficiently wide net is indeed equivalent to the kernel regression predictor using NTK.

paper research
From Interpretability to Inference An Estimation Framework for Universal Approximators

From Interpretability to Inference An Estimation Framework for Universal Approximators

We present a novel framework for estimation and inference with the broad class of universal approximators. Estimation is based on the decomposition of model predictions into Shapley values. Inference relies on analyzing the bias and variance properties of individual Shapley components. We show that Shapley value estimation is asymptotically unbiased, and we introduce Shapley regressions as a tool to uncover the true data generating process from noisy data alone. The well-known case of the linear regression is the special case in our framework if the model is linear in parameters. We present theoretical, numerical, and empirical results for the estimation of heterogeneous treatment effects as our guiding example.

paper research
Communication-Efficient Federated Deep Learning with Asynchronous Model Updates and Temporally Weighted Aggregation

Communication-Efficient Federated Deep Learning with Asynchronous Model Updates and Temporally Weighted Aggregation

Federated learning obtains a central model on the server by aggregating models trained locally on clients. As a result, federated learning does not require clients to upload their data to the server, thereby preserving the data privacy of the clients. One challenge in federated learning is to reduce the client-server communication since the end devices typically have very limited communication bandwidth. This paper presents an enhanced federated learning technique by proposing a synchronous learning strategy on the clients and a temporally weighted aggregation of the local models on the server. In the asynchronous learning strategy, different layers of the deep neural networks are categorized into shallow and deeps layers and the parameters of the deep layers are updated less frequently than those of the shallow layers. Furthermore, a temporally weighted aggregation strategy is introduced on the server to make use of the previously trained local models, thereby enhancing the accuracy and convergence of the central model. The proposed algorithm is empirically on two datasets with different deep neural networks. Our results demonstrate that the proposed asynchronous federated deep learning outperforms the baseline algorithm both in terms of communication cost and model accuracy.

paper research
Optimizing a Supply-Side Platforms Header Bidding Strategy with Thompson Sampling

Optimizing a Supply-Side Platforms Header Bidding Strategy with Thompson Sampling

Over the last decade, digital media (web or app publishers) generalized the use of real time ad auctions to sell their ad spaces. Multiple auction platforms, also called Supply-Side Platforms (SSP), were created. Because of this multiplicity, publishers started to create competition between SSPs. In this setting, there are two successive auctions a second price auction in each SSP and a secondary, first price auction, called header bidding auction, between SSPs.In this paper, we consider an SSP competing with other SSPs for ad spaces. The SSP acts as an intermediary between an advertiser wanting to buy ad spaces and a web publisher wanting to sell its ad spaces, and needs to define a bidding strategy to be able to deliver to the advertisers as many ads as possible while spending as little as possible. The revenue optimization of this SSP can be written as a contextual bandit problem, where the context consists of the information available about the ad opportunity, such as properties of the internet user or of the ad placement.Using classical multi-armed bandit strategies (such as the original versions of UCB and EXP3) is inefficient in this setting and yields a low convergence speed, as the arms are very correlated. In this paper we design and experiment a version of the Thompson Sampling algorithm that easily takes this correlation into account. We combine this bayesian algorithm with a particle filter, which permits to handle non-stationarity by sequentially estimating the distribution of the highest bid to beat in order to win an auction. We apply this methodology on two real auction datasets, and show that it significantly outperforms more classical approaches.The strategy defined in this paper is being developed to be deployed on thousands of publishers worldwide.

paper research
Large-Scale Traffic Signal Control with a New Multi-Agent Reinforcement Learning Approach

Large-Scale Traffic Signal Control with a New Multi-Agent Reinforcement Learning Approach

Finding the optimal signal timing strategy is a difficult task for the problem of large-scale traffic signal control (TSC). Multi-Agent Reinforcement Learning (MARL) is a promising method to solve this problem. However, there is still room for improvement in extending to large-scale problems and modeling the behaviors of other agents for each individual agent. In this paper, a new MARL, called Cooperative double Q-learning (Co-DQL), is proposed, which has several prominent features. It uses a highly scalable independent double Q-learning method based on double estimators and the UCB policy, which can eliminate the over-estimation problem existing in traditional independent Q-learning while ensuring exploration. It uses mean field approximation to model the interaction among agents, thereby making agents learn a better cooperative strategy. In order to improve the stability and robustness of the learning process, we introduce a new reward allocation mechanism and a local state sharing method. In addition, we analyze the convergence properties of the proposed algorithm. Co-DQL is applied on TSC and tested on a multi-traffic signal simulator. According to the results obtained on several traffic scenarios, Co- DQL outperforms several state-of-the-art decentralized MARL algorithms. It can effectively shorten the average waiting time of the vehicles in the whole road system.

paper research
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Distributed Deep Convolutional Neural Networks for the Internet-of-Things

Severe constraints on memory and computation characterizing the Internet-of-Things (IoT) units may prevent the execution of Deep Learning (DL)-based solutions, which typically demand large memory and high processing load. In order to support a real-time execution of the considered DL model at the IoT unit level, DL solutions must be designed having in mind constraints on memory and processing capability exposed by the chosen IoT technology. In this paper, we introduce a design methodology aiming at allocating the execution of Convolutional Neural Networks (CNNs) on a distributed IoT application. Such a methodology is formalized as an optimization problem where the latency between the data-gathering phase and the subsequent decision-making one is minimized, within the given constraints on memory and processing load at the units level. The methodology supports multiple sources of data as well as multiple CNNs in execution on the same IoT system allowing the design of CNN-based applications demanding autonomy, low decision-latency, and high Quality-of-Service.

paper research
An Introduction to Decentralized Stochastic Optimization with Gradient Tracking

An Introduction to Decentralized Stochastic Optimization with Gradient Tracking

Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes and raw data sharing is prohibitive often due to communication or privacy constraints. In this article, we review decentralized stochastic first-order optimization methods and illustrate some recent improvements based on gradient tracking and variance reduction, focusing particularly on smooth and strongly-convex objective functions. We provide intuitive illustrations of the main technical ideas as well as applications of the algorithms in the context of decentralized training of machine learning models.

paper research
Training DNN IoT Applications for Deployment on Analog NVM Crossbars

Training DNN IoT Applications for Deployment on Analog NVM Crossbars

A trend towards energy-efficiency, security and privacy has led to a recent focus on deploying DNNs on microcontrollers. However, limits on compute and memory resources restrict the size and the complexity of the ML models deployable in these systems. Computation-In-Memory architectures based on resistive nonvolatile memory (NVM) technologies hold great promise of satisfying the compute and memory demands of high-performance and low-power, inherent in modern DNNs. Nevertheless, these technologies are still immature and suffer from both the intrinsic analog-domain noise problems and the inability of representing negative weights in the NVM structures, incurring in larger crossbar sizes with concomitant impact on ADCs and DACs. In this paper, we provide a training framework for addressing these challenges and quantitatively evaluate the circuit-level efficiency gains thus accrued. We make two contributions Firstly, we propose a training algorithm that eliminates the need for tuning individual layers of a DNN ensuring uniformity across layer weights and activations. This ensures analog-blocks that can be reused and peripheral hardware substantially reduced. Secondly, using NAS methods, we propose the use of unipolar-weighted (either all-positive or all-negative weights) matrices/sub-matrices. Weight unipolarity obviates the need for doubling crossbar area leading to simplified analog periphery. We validate our methodology with CIFAR10 and HAR applications by mapping to crossbars using 4-bit and 2-bit devices. We achieve up to 92 91% accuracy (95% floating-point) using 2-bit only-positive weights for HAR. A combination of the proposed techniques leads to 80% area improvement and up to 45% energy reduction.

paper research
Beyond Demand Estimation Consumer Surplus Evaluation via Cumulative Propensity Weights

Beyond Demand Estimation Consumer Surplus Evaluation via Cumulative Propensity Weights

This paper develops a practical framework for using observational data to audit the consumer surplus effects of AI-driven decisions, specifically in targeted pricing and algorithmic lending. Traditional approaches first estimate demand functions and then integrate to compute consumer surplus, but these methods can be challenging to implement in practice due to model misspecification in parametric demand forms and the large data requirements and slow convergence of flexible nonparametric or machine learning approaches. Instead, we exploit the randomness inherent in modern algorithmic pricing, arising from the need to balance exploration and exploitation, and introduce an estimator that avoids explicit estimation and numerical integration of the demand function. Each observed purchase outcome at a randomized price is an unbiased estimate of demand and by carefully reweighting purchase outcomes using novel cumulative propensity weights (CPW), we are able to reconstruct the integral. Building on this idea, we introduce a doubly robust variant named the augmented cumulative propensity weighting (ACPW) estimator that only requires one of either the demand model or the historical pricing policy distribution to be correctly specified. Furthermore, this approach facilitates the use of flexible machine learning methods for estimating consumer surplus, since it achieves fast convergence rates by incorporating an estimate of demand, even when the machine learning estimate has slower convergence rates. Neither of these estimators is a standard application of off-policy evaluation techniques as the target estimand, consumer surplus, is unobserved. To address fairness, we extend this framework to an inequality-aware surplus measure, allowing regulators and firms to quantify the profit-equity trade-off. Finally, we validate our methods through comprehensive numerical studies.

paper research

< Category Statistics (Total: 566) >

Astrophysics
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Computer Science
581
Condensed Matter
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Economics
17
Electrical Engineering and Systems Science
38
Mathematics
19
Physics
10
Quantitative Biology
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Quantitative Finance
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Quantum Physics
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