When is Multicalibration Post-Processing Necessary?

Calibration is a well-studied property of predictors which guarantees meaningful uncertainty estimates. Multicalibration is a related notion -- originating in algorithmic fairness -- which requires predictors to be simultaneously calibrated over a potentially complex and overlapping collection of protected subpopulations (such as groups defined by ethnicity, race, or income). We conduct the first comprehensive study evaluating the usefulness of multicalibration post-processing across a broad set of tabular, image, and language datasets for models spanning from simple decision trees to 90 million parameter fine-tuned LLMs. Our findings can be summarized as follows: (1) models which are calibrated out of the box tend to be relatively multicalibrated without any additional post-processing; (2) multicalibration post-processing can help inherently uncalibrated models; and (3) traditional calibration measures may sometimes provide multicalibration implicitly. More generally, we also distill many independent observations which may be useful for practical and effective applications of multicalibration post-processing in real-world contexts.

Pre-trained Large Language Models Use Fourier Features to Compute Addition

Pre-trained large language models (LLMs) exhibit impressive mathematical reasoning capabilities, yet how they compute basic arithmetic, such as addition, remains unclear. This paper shows that pre-trained LLMs add numbers using Fourier features -- dimensions in the hidden state that represent numbers via a set of features sparse in the frequency domain. Within the model, MLP and attention layers use Fourier features in complementary ways: MLP layers primarily approximate the magnitude of the answer using low-frequency features, while attention layers primarily perform modular addition (e.g., computing whether the answer is even or odd) using high-frequency features. Pre-training is crucial for this mechanism: models trained from scratch to add numbers only exploit low-frequency features, leading to lower accuracy. Introducing pre-trained token embeddings to a randomly initialized model rescues its performance. Overall, our analysis demonstrates that appropriate pre-trained representations (e.g., Fourier features) can unlock the ability of Transformers to learn precise mechanisms for algorithmic tasks.

Optimal Multiclass U-Calibration Error and Beyond

We consider the problem of online multiclass U-calibration, where a forecaster aims to make sequential distributional predictions over $K$ classes with low U-calibration error, that is, low regret with respect to all bounded proper losses simultaneously. Kleinberg et al. (2023) developed an algorithm with U-calibration error $O(K\sqrt{T})$ after $T$ rounds and raised the open question of what the optimal bound is. We resolve this question by showing that the optimal U-calibration error is $\Theta(\sqrt{KT})$ -- we start with a simple observation that the Follow-the-Perturbed-Leader algorithm of Daskalakis and Syrgkanis (2016) achieves this upper bound, followed by a matching lower bound constructed with a specific proper loss (which, as a side result, also proves the optimality of the algorithm of Daskalakis and Syrgkanis (2016) in the context of online learning against an adversary with finite choices). We also strengthen our results under natural assumptions on the loss functions, including $\Theta(\log T)$ U-calibration error for Lipschitz proper losses, $O(\log T)$ U-calibration error for a certain class of decomposable proper losses, U-calibration error bounds for proper losses with a low covering number, and others.

Simplicity Bias of Transformers to Learn Low Sensitivity Functions

Transformers achieve state-of-the-art accuracy and robustness across many tasks, but an understanding of the inductive biases that they have and how those biases are different from other neural network architectures remains elusive. Various neural network architectures such as fully connected networks have been found to have a simplicity bias towards simple functions of the data; one version of this simplicity bias is a spectral bias to learn simple functions in the Fourier space. In this work, we identify the notion of sensitivity of the model to random changes in the input as a notion of simplicity bias which provides a unified metric to explain the simplicity and spectral bias of transformers across different data modalities. We show that transformers have lower sensitivity than alternative architectures, such as LSTMs, MLPs and CNNs, across both vision and language tasks. We also show that low-sensitivity bias correlates with improved robustness; furthermore, it can also be used as an efficient intervention to further improve the robustness of transformers.

Learnability is a Compact Property

Recent work on learning has yielded a striking result: the learnability of various problems can be undecidable, or independent of the standard ZFC axioms of set theory. Furthermore, the learnability of such problems can fail to be a property of finite character: informally, it cannot be detected by examining finite projections of the problem. On the other hand, learning theory abounds with notions of dimension that characterize learning and consider only finite restrictions of the problem, i.e., are properties of finite character. How can these results be reconciled? More precisely, which classes of learning problems are vulnerable to logical undecidability, and which are within the grasp of finite characterizations? We demonstrate that the difficulty of supervised learning with metric losses admits a tight finite characterization. In particular, we prove that the sample complexity of learning a hypothesis class can be detected by examining its finite projections. For realizable and agnostic learning with respect to a wide class of proper loss functions, we demonstrate an exact compactness result: a class is learnable with a given sample complexity precisely when the same is true of all its finite projections. For realizable learning with improper loss functions, we show that exact compactness of sample complexity can fail, and provide matching upper and lower bounds of a factor of 2 on the extent to which such sample complexities can differ. We conjecture that larger gaps are possible for the agnostic case. At the heart of our technical work is a compactness result concerning assignments of variables that maintain a class of functions below a target value, which generalizes Hall's classic matching theorem and may be of independent interest.

Stability and Multigroup Fairness in Ranking with Uncertain Predictions

Rankings are ubiquitous across many applications, from search engines to hiring committees. In practice, many rankings are derived from the output of predictors. However, when predictors trained for classification tasks have intrinsic uncertainty, it is not obvious how this uncertainty should be represented in the derived rankings. Our work considers ranking functions: maps from individual predictions for a classification task to distributions over rankings. We focus on two aspects of ranking functions: stability to perturbations in predictions and fairness towards both individuals and subgroups. Not only is stability an important requirement for its own sake, but -- as we show -- it composes harmoniously with individual fairness in the sense of Dwork et al. (2012). While deterministic ranking functions cannot be stable aside from trivial scenarios, we show that the recently proposed uncertainty aware (UA) ranking functions of Singh et al. (2021) are stable. Our main result is that UA rankings also achieve multigroup fairness through successful composition with multiaccurate or multicalibrated predictors. Our work demonstrates that UA rankings naturally interpolate between group and individual level fairness guarantees, while simultaneously satisfying stability guarantees important whenever machine-learned predictions are used.

Transformers Learn Higher-Order Optimization Methods for In-Context Learning: A Study with Linear Models

Transformers are remarkably good at in-context learning (ICL) -- learning from demonstrations without parameter updates -- but how they perform ICL remains a mystery. Recent work suggests that Transformers may learn in-context by internally running Gradient Descent, a first-order optimization method. In this paper, we instead demonstrate that Transformers learn to implement higher-order optimization methods to perform ICL. Focusing on in-context linear regression, we show that Transformers learn to implement an algorithm very similar to Iterative Newton's Method, a higher-order optimization method, rather than Gradient Descent. Empirically, we show that predictions from successive Transformer layers closely match different iterations of Newton's Method linearly, with each middle layer roughly computing 3 iterations. In contrast, exponentially more Gradient Descent steps are needed to match an additional Transformers layer; this suggests that Transformers have an comparable rate of convergence with high-order methods such as Iterative Newton, which are exponentially faster than Gradient Descent. We also show that Transformers can learn in-context on ill-conditioned data, a setting where Gradient Descent struggles but Iterative Newton succeeds. Finally, we show theoretical results which support our empirical findings and have a close correspondence with them: we prove that Transformers can implement $k$ iterations of Newton's method with $\mathcal{O}(k)$ layers.

Mitigating Simplicity Bias in Deep Learning for Improved OOD Generalization and Robustness

Neural networks (NNs) are known to exhibit simplicity bias where they tend to prefer learning 'simple' features over more 'complex' ones, even when the latter may be more informative. Simplicity bias can lead to the model making biased predictions which have poor out-of-distribution (OOD) generalization. To address this, we propose a framework that encourages the model to use a more diverse set of features to make predictions. We first train a simple model, and then regularize the conditional mutual information with respect to it to obtain the final model. We demonstrate the effectiveness of this framework in various problem settings and real-world applications, showing that it effectively addresses simplicity bias and leads to more features being used, enhances OOD generalization, and improves subgroup robustness and fairness. We complement these results with theoretical analyses of the effect of the regularization and its OOD generalization properties.

Regularization and Optimal Multiclass Learning

The quintessential learning algorithm of empirical risk minimization (ERM) is known to fail in various settings for which uniform convergence does not characterize learning. It is therefore unsurprising that the practice of machine learning is rife with considerably richer algorithmic techniques for successfully controlling model capacity. Nevertheless, no such technique or principle has broken away from the pack to characterize optimal learning in these more general settings. The purpose of this work is to characterize the role of regularization in perhaps the simplest setting for which ERM fails: multiclass learning with arbitrary label sets. Using one-inclusion graphs (OIGs), we exhibit optimal learning algorithms that dovetail with tried-and-true algorithmic principles: Occam's Razor as embodied by structural risk minimization (SRM), the principle of maximum entropy, and Bayesian reasoning. Most notably, we introduce an optimal learner which relaxes structural risk minimization on two dimensions: it allows the regularization function to be "local" to datapoints, and uses an unsupervised learning stage to learn this regularizer at the outset. We justify these relaxations by showing that they are necessary: removing either dimension fails to yield a near-optimal learner. We also extract from OIGs a combinatorial sequence we term the Hall complexity, which is the first to characterize a problem's transductive error rate exactly. Lastly, we introduce a generalization of OIGs and the transductive learning setting to the agnostic case, where we show that optimal orientations of Hamming graphs -- judged using nodes' outdegrees minus a system of node-dependent credits -- characterize optimal learners exactly. We demonstrate that an agnostic version of the Hall complexity again characterizes error rates exactly, and exhibit an optimal learner using maximum entropy programs.

Fairness in Matching under Uncertainty

The prevalence and importance of algorithmic two-sided marketplaces has drawn attention to the issue of fairness in such settings. Algorithmic decisions are used in assigning students to schools, users to advertisers, and applicants to job interviews. These decisions should heed the preferences of individuals, and simultaneously be fair with respect to their merits (synonymous with fit, future performance, or need). Merits conditioned on observable features are always uncertain, a fact that is exacerbated by the widespread use of machine learning algorithms to infer merit from the observables. As our key contribution, we carefully axiomatize a notion of individual fairness in the two-sided marketplace setting which respects the uncertainty in the merits; indeed, it simultaneously recognizes uncertainty as the primary potential cause of unfairness and an approach to address it. We design a linear programming framework to find fair utility-maximizing distributions over allocations, and we show that the linear program is robust to perturbations in the estimated parameters of the uncertain merit distributions, a key property in combining the approach with machine learning techniques.