Abstract:Last-layer retraining methods have emerged as an efficient framework for correcting existing base models. Within this framework, several methods have been proposed to deal with correcting models for subgroup fairness with and without group membership information. Importantly, prior work has demonstrated that many methods are susceptible to noisy labels. To this end, we propose a drop-in correction for label noise in last-layer retraining, and demonstrate that it achieves state-of-the-art worst-group accuracy for a broad range of symmetric label noise and across a wide variety of datasets exhibiting spurious correlations. Our proposed approach uses label spreading on a latent nearest neighbors graph and has minimal computational overhead compared to existing methods.
Abstract:Ensuring fair predictions across many distinct subpopulations in the training data can be prohibitive for large models. Recently, simple linear last layer retraining strategies, in combination with data augmentation methods such as upweighting, downsampling and mixup, have been shown to achieve state-of-the-art performance for worst-group accuracy, which quantifies accuracy for the least prevalent subpopulation. For linear last layer retraining and the abovementioned augmentations, we present the optimal worst-group accuracy when modeling the distribution of the latent representations (input to the last layer) as Gaussian for each subpopulation. We evaluate and verify our results for both synthetic and large publicly available datasets.
Abstract:Intelligent machine learning approaches are finding active use for event detection and identification that allow real-time situational awareness. Yet, such machine learning algorithms have been shown to be susceptible to adversarial attacks on the incoming telemetry data. This paper considers a physics-based modal decomposition method to extract features for event classification and focuses on interpretable classifiers including logistic regression and gradient boosting to distinguish two types of events: load loss and generation loss. The resulting classifiers are then tested against an adversarial algorithm to evaluate their robustness. The adversarial attack is tested in two settings: the white box setting, wherein the attacker knows exactly the classification model; and the gray box setting, wherein the attacker has access to historical data from the same network as was used to train the classifier, but does not know the classification model. Thorough experiments on the synthetic South Carolina 500-bus system highlight that a relatively simpler model such as logistic regression is more susceptible to adversarial attacks than gradient boosting.
Abstract:Existing methods for last layer retraining that aim to optimize worst-group accuracy (WGA) rely heavily on well-annotated groups in the training data. We show, both in theory and practice, that annotation-based data augmentations using either downsampling or upweighting for WGA are susceptible to domain annotation noise, and in high-noise regimes approach the WGA of a model trained with vanilla empirical risk minimization. We introduce Regularized Annotation of Domains (RAD) in order to train robust last layer classifiers without the need for explicit domain annotations. Our results show that RAD is competitive with other recently proposed domain annotation-free techniques. Most importantly, RAD outperforms state-of-the-art annotation-reliant methods even with only 5% noise in the training data for several publicly available datasets.
Abstract:The performance of modern machine learning algorithms depends upon the selection of a set of hyperparameters. Common examples of hyperparameters are learning rate and the number of layers in a dense neural network. Auto-ML is a branch of optimization that has produced important contributions in this area. Within Auto-ML, hyperband-based approaches, which eliminate poorly-performing configurations after evaluating them at low budgets, are among the most effective. However, the performance of these algorithms strongly depends on how effectively they allocate the computational budget to various hyperparameter configurations. We present the new Parameter Optimization with Conscious Allocation (POCA), a hyperband-based algorithm that adaptively allocates the inputted budget to the hyperparameter configurations it generates following a Bayesian sampling scheme. We compare POCA to its nearest competitor at optimizing the hyperparameters of an artificial toy function and a deep neural network and find that POCA finds strong configurations faster in both settings.
Abstract:Generative adversarial networks (GANs), modeled as a zero-sum game between a generator (G) and a discriminator (D), allow generating synthetic data with formal guarantees. Noting that D is a classifier, we begin by reformulating the GAN value function using class probability estimation (CPE) losses. We prove a two-way correspondence between CPE loss GANs and $f$-GANs which minimize $f$-divergences. We also show that all symmetric $f$-divergences are equivalent in convergence. In the finite sample and model capacity setting, we define and obtain bounds on estimation and generalization errors. We specialize these results to $\alpha$-GANs, defined using $\alpha$-loss, a tunable CPE loss family parametrized by $\alpha\in(0,\infty]$. We next introduce a class of dual-objective GANs to address training instabilities of GANs by modeling each player's objective using $\alpha$-loss to obtain $(\alpha_D,\alpha_G)$-GANs. We show that the resulting non-zero sum game simplifies to minimizing an $f$-divergence under appropriate conditions on $(\alpha_D,\alpha_G)$. Generalizing this dual-objective formulation using CPE losses, we define and obtain upper bounds on an appropriately defined estimation error. Finally, we highlight the value of tuning $(\alpha_D,\alpha_G)$ in alleviating training instabilities for the synthetic 2D Gaussian mixture ring as well as the large publicly available Celeb-A and LSUN Classroom image datasets.
Abstract:Event identification is increasingly recognized as crucial for enhancing the reliability, security, and stability of the electric power system. With the growing deployment of Phasor Measurement Units (PMUs) and advancements in data science, there are promising opportunities to explore data-driven event identification via machine learning classification techniques. However, obtaining accurately-labeled eventful PMU data samples remains challenging due to its labor-intensive nature and uncertainty about the event type (class) in real-time. Thus, it is natural to use semi-supervised learning techniques, which make use of both labeled and unlabeled samples. %We propose a novel semi-supervised framework to assess the effectiveness of incorporating unlabeled eventful samples to enhance existing event identification methodologies. We evaluate three categories of classical semi-supervised approaches: (i) self-training, (ii) transductive support vector machines (TSVM), and (iii) graph-based label spreading (LS) method. Our approach characterizes events using physically interpretable features extracted from modal analysis of synthetic eventful PMU data. In particular, we focus on the identification of four event classes whose identification is crucial for grid operations. We have developed and publicly shared a comprehensive Event Identification package which consists of three aspects: data generation, feature extraction, and event identification with limited labels using semi-supervised methodologies. Using this package, we generate and evaluate eventful PMU data for the South Carolina synthetic network. Our evaluation consistently demonstrates that graph-based LS outperforms the other two semi-supervised methods that we consider, and can noticeably improve event identification performance relative to the setting with only a small number of labeled samples.
Abstract:In an effort to address the training instabilities of GANs, we introduce a class of dual-objective GANs with different value functions (objectives) for the generator (G) and discriminator (D). In particular, we model each objective using $\alpha$-loss, a tunable classification loss, to obtain $(\alpha_D,\alpha_G)$-GANs, parameterized by $(\alpha_D,\alpha_G)\in [0,\infty)^2$. For sufficiently large number of samples and capacities for G and D, we show that the resulting non-zero sum game simplifies to minimizing an $f$-divergence under appropriate conditions on $(\alpha_D,\alpha_G)$. In the finite sample and capacity setting, we define estimation error to quantify the gap in the generator's performance relative to the optimal setting with infinite samples and obtain upper bounds on this error, showing it to be order optimal under certain conditions. Finally, we highlight the value of tuning $(\alpha_D,\alpha_G)$ in alleviating training instabilities for the synthetic 2D Gaussian mixture ring and the Stacked MNIST datasets.
Abstract:There is a growing need for models that are interpretable and have reduced energy and computational cost (e.g., in health care analytics and federated learning). Examples of algorithms to train such models include logistic regression and boosting. However, one challenge facing these algorithms is that they provably suffer from label noise; this has been attributed to the joint interaction between oft-used convex loss functions and simpler hypothesis classes, resulting in too much emphasis being placed on outliers. In this work, we use the margin-based $\alpha$-loss, which continuously tunes between canonical convex and quasi-convex losses, to robustly train simple models. We show that the $\alpha$ hyperparameter smoothly introduces non-convexity and offers the benefit of "giving up" on noisy training examples. We also provide results on the Long-Servedio dataset for boosting and a COVID-19 survey dataset for logistic regression, highlighting the efficacy of our approach across multiple relevant domains.
Abstract:We consider the problem of learning the structure underlying a Gaussian graphical model when the variables (or subsets thereof) are corrupted by independent noise. A recent line of work establishes that even for tree-structured graphical models, only partial structure recovery is possible and goes on to devise algorithms to identify the structure up to an (unavoidable) equivalence class of trees. We extend these results beyond trees and consider the model selection problem under noise for non tree-structured graphs, as tree graphs cannot model several real-world scenarios. Although unidentifiable, we show that, like the tree-structured graphs, the ambiguity is limited to an equivalence class. This limited ambiguity can help provide meaningful clustering information (even with noise), which is helpful in computer and social networks, protein-protein interaction networks, and power networks. Furthermore, we devise an algorithm based on a novel ancestral testing method for recovering the equivalence class. We complement these results with finite sample guarantees for the algorithm in the high-dimensional regime.