Energy-Based Open-World Uncertainty Modeling for Confidence Calibration

Confidence calibration is of great importance to the reliability of decisions made by machine learning systems. However, discriminative classifiers based on deep neural networks are often criticized for producing overconfident predictions that fail to reflect the true correctness likelihood of classification accuracy. We argue that such an inability to model uncertainty is mainly caused by the closed-world nature in softmax: a model trained by the cross-entropy loss will be forced to classify input into one of $K$ pre-defined categories with high probability. To address this problem, we for the first time propose a novel $K$+1-way softmax formulation, which incorporates the modeling of open-world uncertainty as the extra dimension. To unify the learning of the original $K$-way classification task and the extra dimension that models uncertainty, we propose a novel energy-based objective function, and moreover, theoretically prove that optimizing such an objective essentially forces the extra dimension to capture the marginal data distribution. Extensive experiments show that our approach, Energy-based Open-World Softmax (EOW-Softmax), is superior to existing state-of-the-art methods in improving confidence calibration.

On the Certified Robustness for Ensemble Models and Beyond

Recent studies show that deep neural networks (DNN) are vulnerable to adversarial examples, which aim to mislead DNNs by adding perturbations with small magnitude. To defend against such attacks, both empirical and theoretical defense approaches have been extensively studied for a single ML model. In this work, we aim to analyze and provide the certified robustness for ensemble ML models, together with the sufficient and necessary conditions of robustness for different ensemble protocols. Although ensemble models are shown more robust than a single model empirically; surprisingly, we find that in terms of the certified robustness the standard ensemble models only achieve marginal improvement compared to a single model. Thus, to explore the conditions that guarantee to provide certifiably robust ensemble ML models, we first prove that diversified gradient and large confidence margin are sufficient and necessary conditions for certifiably robust ensemble models under the model-smoothness assumption. We then provide the bounded model-smoothness analysis based on the proposed Ensemble-before-Smoothing strategy. We also prove that an ensemble model can always achieve higher certified robustness than a single base model under mild conditions. Inspired by the theoretical findings, we propose the lightweight Diversity Regularized Training (DRT) to train certifiably robust ensemble ML models. Extensive experiments show that our DRT enhanced ensembles can consistently achieve higher certified robustness than existing single and ensemble ML models, demonstrating the state-of-the-art certified L2-robustness on MNIST, CIFAR-10, and ImageNet datasets.

Accelerating Distributed K-FAC with Smart Parallelism of Computing and Communication Tasks

Distributed training with synchronous stochastic gradient descent (SGD) on GPU clusters has been widely used to accelerate the training process of deep models. However, SGD only utilizes the first-order gradient in model parameter updates, which may take days or weeks. Recent studies have successfully exploited approximate second-order information to speed up the training process, in which the Kronecker-Factored Approximate Curvature (KFAC) emerges as one of the most efficient approximation algorithms for training deep models. Yet, when leveraging GPU clusters to train models with distributed KFAC (D-KFAC), it incurs extensive computation as well as introduces extra communications during each iteration. In this work, we propose D-KFAC (SPD-KFAC) with smart parallelism of computing and communication tasks to reduce the iteration time. Specifically, 1) we first characterize the performance bottlenecks of D-KFAC, 2) we design and implement a pipelining mechanism for Kronecker factors computation and communication with dynamic tensor fusion, and 3) we develop a load balancing placement for inverting multiple matrices on GPU clusters. We conduct real-world experiments on a 64-GPU cluster with 100Gb/s InfiniBand interconnect. Experimental results show that our proposed SPD-KFAC training scheme can achieve 10%-35% improvement over state-of-the-art algorithms.

Auto IV: Counterfactual Prediction via Automatic Instrumental Variable Decomposition

Instrumental variables (IVs), sources of treatment randomization that are conditionally independent of the outcome, play an important role in causal inference with unobserved confounders. However, the existing IV-based counterfactual prediction methods need well-predefined IVs, while it's an art rather than science to find valid IVs in many real-world scenes. Moreover, the predefined hand-made IVs could be weak or erroneous by violating the conditions of valid IVs. These thorny facts hinder the application of the IV-based counterfactual prediction methods. In this paper, we propose a novel Automatic Instrumental Variable decomposition (AutoIV) algorithm to automatically generate representations serving the role of IVs from observed variables (IV candidates). Specifically, we let the learned IV representations satisfy the relevance condition with the treatment and exclusion condition with the outcome via mutual information maximization and minimization constraints, respectively. We also learn confounder representations by encouraging them to be relevant to both the treatment and the outcome. The IV and confounder representations compete for the information with their constraints in an adversarial game, which allows us to get valid IV representations for IV-based counterfactual prediction. Extensive experiments demonstrate that our method generates valid IV representations for accurate IV-based counterfactual prediction.

Distributionally Robust Learning with Stable Adversarial Training

Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. There is an emerging literature on tackling this problem by minimizing the worst-case risk over an uncertainty set. However, existing methods mostly construct ambiguity sets by treating all variables equally regardless of the stability of their correlations with the target, resulting in the overwhelmingly-large uncertainty set and low confidence of the learner. In this paper, we propose a novel Stable Adversarial Learning (SAL) algorithm that leverages heterogeneous data sources to construct a more practical uncertainty set and conduct differentiated robustness optimization, where covariates are differentiated according to the stability of their correlations with the target. We theoretically show that our method is tractable for stochastic gradient-based optimization and provide the performance guarantees for our method. Empirical studies on both simulation and real datasets validate the effectiveness of our method in terms of uniformly good performance across unknown distributional shifts.

Projection-wise Disentangling for Fair and Interpretable Representation Learning: Application to 3D Facial Shape Analysis

Confounding bias is a crucial problem when applying machine learning to practice, especially in clinical practice. We consider the problem of learning representations independent to multiple biases. In literature, this is mostly solved by purging the bias information from learned representations. We however expect this strategy to harm the diversity of information in the representation, and thus limiting its prospective usage (e.g., interpretation). Therefore, we propose to mitigate the bias while keeping almost all information in the latent representations, which enables us to observe and interpret them as well. To achieve this, we project latent features onto a learned vector direction, and enforce the independence between biases and projected features rather than all learned features. To interpret the mapping between projected features and input data, we propose projection-wise disentangling: a sampling and reconstruction along the learned vector direction. The proposed method was evaluated on the analysis of 3D facial shape and patient characteristics (N=5011). Experiments showed that this conceptually simple method achieved state-of-the-art fair prediction performance and interpretability, showing its great potential for clinical applications.

A Comprehensive Survey of Incentive Mechanism for Federated Learning

Federated learning utilizes various resources provided by participants to collaboratively train a global model, which potentially address the data privacy issue of machine learning. In such promising paradigm, the performance will be deteriorated without sufficient training data and other resources in the learning process. Thus, it is quite crucial to inspire more participants to contribute their valuable resources with some payments for federated learning. In this paper, we present a comprehensive survey of incentive schemes for federate learning. Specifically, we identify the incentive problem in federated learning and then provide a taxonomy for various schemes. Subsequently, we summarize the existing incentive mechanisms in terms of the main techniques, such as Stackelberg game, auction, contract theory, Shapley value, reinforcement learning, blockchain. By reviewing and comparing some impressive results, we figure out three directions for the future study.

MG-DVD: A Real-time Framework for Malware Variant Detection Based on Dynamic Heterogeneous Graph Learning

Detecting the newly emerging malware variants in real time is crucial for mitigating cyber risks and proactively blocking intrusions. In this paper, we propose MG-DVD, a novel detection framework based on dynamic heterogeneous graph learning, to detect malware variants in real time. Particularly, MG-DVD first models the fine-grained execution event streams of malware variants into dynamic heterogeneous graphs and investigates real-world meta-graphs between malware objects, which can effectively characterize more discriminative malicious evolutionary patterns between malware and their variants. Then, MG-DVD presents two dynamic walk-based heterogeneous graph learning methods to learn more comprehensive representations of malware variants, which significantly reduces the cost of the entire graph retraining. As a result, MG-DVD is equipped with the ability to detect malware variants in real time, and it presents better interpretability by introducing meaningful meta-graphs. Comprehensive experiments on large-scale samples prove that our proposed MG-DVD outperforms state-of-the-art methods in detecting malware variants in terms of effectiveness and efficiency.