Sarah Rathnam, Sonali Parbhoo, Weiwei Pan, Susan A Murphy, Finale Doshi-Velez
{"title":"The Unintended Consequences of Discount Regularization: Improving Regularization in Certainty Equivalence Reinforcement Learning.","authors":"Sarah Rathnam, Sonali Parbhoo, Weiwei Pan, Susan A Murphy, Finale Doshi-Velez","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>Discount regularization, using a shorter planning horizon when calculating the optimal policy, is a popular choice to restrict planning to a less complex set of policies when estimating an MDP from sparse or noisy data (Jiang et al., 2015). It is commonly understood that discount regularization functions by de-emphasizing or ignoring delayed effects. In this paper, we reveal an alternate view of discount regularization that exposes unintended consequences. We demonstrate that planning under a lower discount factor produces an identical optimal policy to planning using any prior on the transition matrix that has the same distribution for all states and actions. In fact, it functions like a prior with stronger regularization on state-action pairs with more transition data. This leads to poor performance when the transition matrix is estimated from data sets with uneven amounts of data across state-action pairs. Our equivalence theorem leads to an explicit formula to set regularization parameters locally for individual state-action pairs rather than globally. We demonstrate the failures of discount regularization and how we remedy them using our state-action-specific method across simple empirical examples as well as a medical cancer simulator.</p>","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"202 ","pages":"28746-28767"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10472113/pdf/nihms-1926341.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10151971","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Improved Algorithms for White-Box Adversarial Streams.","authors":"Ying Feng, David P Woodruff","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>We study streaming algorithms in the white-box adversarial stream model, where the internal state of the streaming algorithm is revealed to an adversary who adaptively generates the stream updates, but the algorithm obtains fresh randomness unknown to the adversary at each time step. We incorporate cryptographic assumptions to construct robust algorithms against such adversaries. We propose efficient algorithms for sparse recovery of vectors, low rank recovery of matrices and tensors, as well as low rank plus sparse recovery of matrices, i.e., robust PCA. Unlike deterministic algorithms, our algorithms can report when the input is not sparse or low rank even in the presence of such an adversary. We use these recovery algorithms to improve upon and solve new problems in numerical linear algebra and combinatorial optimization on white-box adversarial streams. For example, we give the first efficient algorithm for outputting a matching in a graph with insertions and deletions to its edges provided the matching size is small, and otherwise we declare the matching size is large. We also improve the approximation versus memory tradeoff of previous work for estimating the number of non-zero elements in a vector and computing the matrix rank.</p>","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"202 ","pages":"9962-9975"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11576266/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142683833","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Lars van der Laan, Ernesto Ulloa-Pérez, Marco Carone, Alex Luedtke
{"title":"Causal isotonic calibration for heterogeneous treatment effects.","authors":"Lars van der Laan, Ernesto Ulloa-Pérez, Marco Carone, Alex Luedtke","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>We propose causal isotonic calibration, a novel nonparametric method for calibrating predictors of heterogeneous treatment effects. In addition, we introduce a novel data-efficient variant of calibration that avoids the need for hold-out calibration sets, which we refer to as cross-calibration. Causal isotonic cross-calibration takes cross-fitted predictors and outputs a single calibrated predictor obtained using all available data. We establish under weak conditions that causal isotonic calibration and cross-calibration both achieve fast doubly-robust calibration rates so long as either the propensity score or outcome regression is estimated well in an appropriate sense. The proposed causal isotonic calibrator can be wrapped around any black-box learning algorithm to provide strong distribution-free calibration guarantees while preserving predictive performance.</p>","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"202 ","pages":"34831-34854"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10416780/pdf/nihms-1900331.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9996727","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Unsupervised Stain Decomposition via Inversion Regulation for Multiplex Immunohistochemistry Images.","authors":"Shahira Abousamra, Danielle Fassler, Jiachen Yao, Rajarsi Gupta, Tahsin Kurc, Luisa Escobar-Hoyos, Dimitris Samaras, Kenneth Shroyer, Joel Saltz, Chao Chen","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>Multiplex Immunohistochemistry (mIHC) is a cost-effective and accessible method for in situ labeling of multiple protein biomarkers in a tissue sample. By assigning a different stain to each biomarker, it allows the visualization of different types of cells within the tumor vicinity for downstream analysis. However, to detect different types of stains in a given mIHC image is a challenging problem, especially when the number of stains is high. Previous deep-learning-based methods mostly assume full supervision; yet the annotation can be costly. In this paper, we propose a novel unsupervised stain decomposition method to detect different stains simultaneously. Our method does not require any supervision, except for color samples of different stains. A main technical challenge is that the problem is underdetermined and can have multiple solutions. To conquer this issue, we propose a novel inversion regulation technique, which eliminates most undesirable solutions. On a 7-plexed IHC images dataset, the proposed method achieves high quality stain decomposition results without human annotation.</p>","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"227 ","pages":"74-94"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11138139/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141181231","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On Distribution Dependent Sub-Logarithmic Query Time of Learned Indexing.","authors":"Sepanta Zeighami, Cyrus Shahabi","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>A fundamental problem in data management is to find the elements in an array that match a query. Recently, learned indexes are being extensively used to solve this problem, where they learn a model to predict the location of the items in the array. They are empirically shown to outperform non-learned methods (e.g., B-trees or binary search that answer queries in <math><mi>O</mi><mo>(</mo><mi>l</mi><mi>o</mi><mi>g</mi><mspace></mspace><mi>n</mi><mo>)</mo></math> time) by orders of magnitude. However, success of learned indexes has not been theoretically justified. Only existing attempt shows the same query time of <math><mi>O</mi><mo>(</mo><mi>l</mi><mi>o</mi><mi>g</mi><mspace></mspace><mi>n</mi><mo>)</mo></math>, but with a constant factor improvement in space complexity over non-learned methods, under some assumptions on data distribution. In this paper, we significantly strengthen this result, showing that under mild assumptions on data distribution, and the same space complexity as non-learned methods, learned indexes can answer queries in <math><mi>O</mi><mo>(</mo><mi>l</mi><mi>o</mi><mi>g</mi><mi>l</mi><mi>o</mi><mi>g</mi><mspace></mspace><mi>n</mi><mo>)</mo></math> expected query time. We also show that allowing for slightly larger but still near-linear space overhead, a learned index can achieve <math><mi>O</mi><mo>(</mo><mn>1</mn><mo>)</mo></math> expected query time. Our results theoretically prove learned indexes are orders of magnitude faster than non-learned methods, theoretically grounding their empirical success.</p>","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"202 ","pages":"40669-40680"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10627073/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71489774","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimating Causal Effects using a Multi-task Deep Ensemble.","authors":"Ziyang Jiang, Zhuoran Hou, Yiling Liu, Yiman Ren, Keyu Li, David Carlson","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>A number of methods have been proposed for causal effect estimation, yet few have demonstrated efficacy in handling data with complex structures, such as images. To fill this gap, we propose Causal Multi-task Deep Ensemble (CMDE), a novel framework that learns both shared and group-specific information from the study population. We provide proofs demonstrating equivalency of CDME to a multi-task Gaussian process (GP) with a coregionalization kernel <i>a priori</i>. Compared to multi-task GP, CMDE efficiently handles high-dimensional and multi-modal covariates and provides pointwise uncertainty estimates of causal effects. We evaluate our method across various types of datasets and tasks and find that CMDE outperforms state-of-the-art methods on a majority of these tasks.</p>","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"202 ","pages":"15023-15040"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10759931/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139089657","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Actor-Critic Alignment for Offline-to-Online Reinforcement Learning.","authors":"Zishun Yu, Xinhua Zhang","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>Deep offline reinforcement learning has recently demonstrated considerable promises in leveraging offline datasets, providing high-quality models that significantly reduce the online interactions required for fine-tuning. However, such a benefit is often diminished due to the marked state-action distribution shift, which causes significant bootstrap error and wipes out the good initial policy Existing solutions resort to constraining the policy shift or balancing the sample replay based on their online-ness. However, they require online estimation of distribution divergence or density ratio. To avoid such complications, we propose deviating from existing actor-critic approaches that directly transfer the state-action value functions. Instead, we post-process them by aligning with the offline learned policy, so that the <math><mi>Q</mi></math> -values for actions outside the offline policy are also tamed. As a result, the online fine-tuning can be simply performed as in the standard actor-critic algorithms. We show empirically that the proposed method improves the performance of the fine-tuned robotic agents on various simulated tasks.</p>","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"202 ","pages":"40452-40474"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11232493/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141565256","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Sarah Rathnam, S. Parbhoo, Weiwei Pan, Susan A. Murphy, F. Doshi-Velez
{"title":"The Unintended Consequences of Discount Regularization: Improving Regularization in Certainty Equivalence Reinforcement Learning","authors":"Sarah Rathnam, S. Parbhoo, Weiwei Pan, Susan A. Murphy, F. Doshi-Velez","doi":"10.48550/arXiv.2306.11208","DOIUrl":"https://doi.org/10.48550/arXiv.2306.11208","url":null,"abstract":"Discount regularization, using a shorter planning horizon when calculating the optimal policy, is a popular choice to restrict planning to a less complex set of policies when estimating an MDP from sparse or noisy data (Jiang et al., 2015). It is commonly understood that discount regularization functions by de-emphasizing or ignoring delayed effects. In this paper, we reveal an alternate view of discount regularization that exposes unintended consequences. We demonstrate that planning under a lower discount factor produces an identical optimal policy to planning using any prior on the transition matrix that has the same distribution for all states and actions. In fact, it functions like a prior with stronger regularization on state-action pairs with more transition data. This leads to poor performance when the transition matrix is estimated from data sets with uneven amounts of data across state-action pairs. Our equivalence theorem leads to an explicit formula to set regularization parameters locally for individual state-action pairs rather than globally. We demonstrate the failures of discount regularization and how we remedy them using our state-action-specific method across simple empirical examples as well as a medical cancer simulator.","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"202 1","pages":"28746-28767"},"PeriodicalIF":0.0,"publicationDate":"2023-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47482371","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On Distribution Dependent Sub-Logarithmic Query Time of Learned Indexing","authors":"Sepanta Zeighami, C. Shahabi","doi":"10.48550/arXiv.2306.10651","DOIUrl":"https://doi.org/10.48550/arXiv.2306.10651","url":null,"abstract":"A fundamental problem in data management is to find the elements in an array that match a query. Recently, learned indexes are being extensively used to solve this problem, where they learn a model to predict the location of the items in the array. They are empirically shown to outperform non-learned methods (e.g., B-trees or binary search that answer queries in O(logn) time) by orders of magnitude. However, success of learned indexes has not been theoretically justified. Only existing attempt shows the same query time of O(logn), but with a constant factor improvement in space complexity over non-learned methods, under some assumptions on data distribution. In this paper, we significantly strengthen this result, showing that under mild assumptions on data distribution, and the same space complexity as non-learned methods, learned indexes can answer queries in O(loglogn) expected query time. We also show that allowing for slightly larger but still near-linear space overhead, a learned index can achieve O(1) expected query time. Our results theoretically prove learned indexes are orders of magnitude faster than non-learned methods, theoretically grounding their empirical success.","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"261 1","pages":"40669-40680"},"PeriodicalIF":0.0,"publicationDate":"2023-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79545250","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Karine Karine, P. Klasnja, Susan A. Murphy, Benjamin M Marlin
{"title":"Assessing the Impact of Context Inference Error and Partial Observability on RL Methods for Just-In-Time Adaptive Interventions","authors":"Karine Karine, P. Klasnja, Susan A. Murphy, Benjamin M Marlin","doi":"10.48550/arXiv.2305.09913","DOIUrl":"https://doi.org/10.48550/arXiv.2305.09913","url":null,"abstract":"Just-in-Time Adaptive Interventions (JITAIs) are a class of personalized health interventions developed within the behavioral science community. JITAIs aim to provide the right type and amount of support by iteratively selecting a sequence of intervention options from a pre-defined set of components in response to each individual's time varying state. In this work, we explore the application of reinforcement learning methods to the problem of learning intervention option selection policies. We study the effect of context inference error and partial observability on the ability to learn effective policies. Our results show that the propagation of uncertainty from context inferences is critical to improving intervention efficacy as context uncertainty increases, while policy gradient algorithms can provide remarkable robustness to partially observed behavioral state information.","PeriodicalId":74504,"journal":{"name":"Proceedings of machine learning research","volume":"216 1","pages":"1047-1057"},"PeriodicalIF":0.0,"publicationDate":"2023-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46832340","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}