High Dimensional Restrictive Federated Model Selection with multi-objective Bayesian Optimization over shifted distributions

A novel machine learning optimization process coined Restrictive Federated Model Selection (RFMS) is proposed under the scenario, for example, when data from healthcare units can not leave the site it is situated on and it is forbidden to carry out training algorithms on remote data sites due to either technical or privacy and trust concerns. To carry out a clinical research under this scenario, an analyst could train a machine learning model only on local data site, but it is still possible to execute a statistical query at a certain cost in the form of sending a machine learning model to some of the remote data sites and get the performance measures as feedback, maybe due to prediction being usually much cheaper. Compared to federated learning, which is optimizing the model parameters directly by carrying out training across all data sites, RFMS trains model parameters only on one local data site but optimizes hyper-parameters across other data sites jointly since hyper-parameters play an important role in machine learning performance. The aim is to get a Pareto optimal model with respective to both local and remote unseen prediction losses, which could generalize well across data sites. In this work, we specifically consider high dimensional data with shifted distributions over data sites. As an initial investigation, Bayesian Optimization especially multi-objective Bayesian Optimization is used to guide an adaptive hyper-parameter optimization process to select models under the RFMS scenario. Empirical results show that solely using the local data site to tune hyper-parameters generalizes poorly across data sites, compared to methods that utilize the local and remote performances. Furthermore, in terms of dominated hypervolumes, multi-objective Bayesian Optimization algorithms show increased performance across multiple data sites among other candidates

Machine learning model selection with multi-objective Bayesian optimization and reinforcement learning

A machine learning system, including when used in reinforcement learning, is usually fed with only limited data, while aimed at training a model with good predictive performance that can generalize to an underlying data distribution. Within certain hypothesis classes, model selection chooses a model based on selection criteria calculated from available data, which usually serve as estimators of generalization performance of the model. One major challenge for model selection that has drawn increasing attention is the discrepancy between the data distribution where training data is sampled from and the data distribution at deployment. The model can over-fit in the training distribution, and fail to extrapolate in unseen deployment distributions, which can greatly harm the reliability of a machine learning system. Such a distribution shift challenge can become even more pronounced in high-dimensional data types like gene expression data, functional data and image data, especially in a decentralized learning scenario. Another challenge for model selection is efficient search in the hypothesis space. Since training a machine learning model usually takes a fair amount of resources, searching for an appropriate model with favorable configurations is by inheritance an expensive process, thus calling for efficient optimization algorithms. To tackle the challenge of distribution shift, novel resampling methods for the evaluation of robustness of neural network was proposed, as well as a domain generalization method using multi-objective bayesian optimization in decentralized learning scenario and variational inference in a domain unsupervised manner. To tackle the expensive model search problem, combining bayesian optimization and reinforcement learning in an interleaved manner was proposed for efficient search in a hierarchical conditional configuration space. Additionally, the effectiveness of using multi-objective bayesian optimization for model search in a decentralized learning scenarios was proposed and verified. A model selection perspective to reinforcement learning was proposed with associated contributions in tackling the problem of exploration in high dimensional state action spaces and sparse reward. Connections between statistical inference and control was summarized. Additionally, contributions in open source software development in related machine learning sub-topics like feature selection and functional data analysis with advanced tuning method and abundant benchmarking were also made

Democratizing machine learning

Modelle des maschinellen Lernens sind zunehmend in der Gesellschaft verankert, oft in Form von automatisierten Entscheidungsprozessen. Ein wesentlicher Grund dafür ist die verbesserte Zugänglichkeit von Daten, aber auch von Toolkits für maschinelles Lernen, die den Zugang zu Methoden des maschinellen Lernens für Nicht-Experten ermöglichen. Diese Arbeit umfasst mehrere Beiträge zur Demokratisierung des Zugangs zum maschinellem Lernen, mit dem Ziel, einem breiterem Publikum Zugang zu diesen Technologien zu er- möglichen. Die Beiträge in diesem Manuskript stammen aus mehreren Bereichen innerhalb dieses weiten Gebiets. Ein großer Teil ist dem Bereich des automatisierten maschinellen Lernens (AutoML) und der Hyperparameter-Optimierung gewidmet, mit dem Ziel, die oft mühsame Aufgabe, ein optimales Vorhersagemodell für einen gegebenen Datensatz zu finden, zu vereinfachen. Dieser Prozess besteht meist darin ein für vom Benutzer vorgegebene Leistungsmetrik(en) optimales Modell zu finden. Oft kann dieser Prozess durch Lernen aus vorhergehenden Experimenten verbessert oder beschleunigt werden. In dieser Arbeit werden drei solcher Methoden vorgestellt, die entweder darauf abzielen, eine feste Menge möglicher Hyperparameterkonfigurationen zu erhalten, die wahrscheinlich gute Lösungen für jeden neuen Datensatz enthalten, oder Eigenschaften der Datensätze zu nutzen, um neue Konfigurationen vorzuschlagen. Darüber hinaus wird eine Sammlung solcher erforderlichen Metadaten zu den Experimenten vorgestellt, und es wird gezeigt, wie solche Metadaten für die Entwicklung und als Testumgebung für neue Hyperparameter- Optimierungsmethoden verwendet werden können. Die weite Verbreitung von ML-Modellen in vielen Bereichen der Gesellschaft erfordert gleichzeitig eine genauere Untersuchung der Art und Weise, wie aus Modellen abgeleitete automatisierte Entscheidungen die Gesellschaft formen, und ob sie möglicherweise Individuen oder einzelne Bevölkerungsgruppen benachteiligen. In dieser Arbeit wird daher ein AutoML-Tool vorgestellt, das es ermöglicht, solche Überlegungen in die Suche nach einem optimalen Modell miteinzubeziehen. Diese Forderung nach Fairness wirft gleichzeitig die Frage auf, ob die Fairness eines Modells zuverlässig geschätzt werden kann, was in einem weiteren Beitrag in dieser Arbeit untersucht wird. Da der Zugang zu Methoden des maschinellen Lernens auch stark vom Zugang zu Software und Toolboxen abhängt, sind mehrere Beiträge in Form von Software Teil dieser Arbeit. Das R-Paket mlr3pipelines ermöglicht die Einbettung von Modellen in sogenan- nte Machine Learning Pipelines, die Vor- und Nachverarbeitungsschritte enthalten, die im maschinellen Lernen und AutoML häufig benötigt werden. Das mlr3fairness R-Paket hingegen ermöglicht es dem Benutzer, Modelle auf potentielle Benachteiligung hin zu über- prüfen und diese durch verschiedene Techniken zu reduzieren. Eine dieser Techniken, multi-calibration wurde darüberhinaus als seperate Software veröffentlicht.Machine learning artifacts are increasingly embedded in society, often in the form of automated decision-making processes. One major reason for this, along with methodological improvements, is the increasing accessibility of data but also machine learning toolkits that enable access to machine learning methodology for non-experts. The core focus of this thesis is exactly this – democratizing access to machine learning in order to enable a wider audience to benefit from its potential. Contributions in this manuscript stem from several different areas within this broader area. A major section is dedicated to the field of automated machine learning (AutoML) with the goal to abstract away the tedious task of obtaining an optimal predictive model for a given dataset. This process mostly consists of finding said optimal model, often through hyperparameter optimization, while the user in turn only selects the appropriate performance metric(s) and validates the resulting models. This process can be improved or sped up by learning from previous experiments. Three such methods one with the goal to obtain a fixed set of possible hyperparameter configurations that likely contain good solutions for any new dataset and two using dataset characteristics to propose new configurations are presented in this thesis. It furthermore presents a collection of required experiment metadata and how such meta-data can be used for the development and as a test bed for new hyperparameter optimization methods. The pervasion of models derived from ML in many aspects of society simultaneously calls for increased scrutiny with respect to how such models shape society and the eventual biases they exhibit. Therefore, this thesis presents an AutoML tool that allows incorporating fairness considerations into the search for an optimal model. This requirement for fairness simultaneously poses the question of whether we can reliably estimate a model’s fairness, which is studied in a further contribution in this thesis. Since access to machine learning methods also heavily depends on access to software and toolboxes, several contributions in the form of software are part of this thesis. The mlr3pipelines R package allows for embedding models in so-called machine learning pipelines that include pre- and postprocessing steps often required in machine learning and AutoML. The mlr3fairness R package on the other hand enables users to audit models for potential biases as well as reduce those biases through different debiasing techniques. One such technique, multi-calibration is published as a separate software package, mcboost

Earning Extra Performance from Restrictive Feedbacks

Many machine learning applications encounter a situation where model providers are required to further refine the previously trained model so as to gratify the specific need of local users. This problem is reduced to the standard model tuning paradigm if the target data is permissibly fed to the model. However, it is rather difficult in a wide range of practical cases where target data is not shared with model providers but commonly some evaluations about the model are accessible. In this paper, we formally set up a challenge named \emph{Earning eXtra PerformancE from restriCTive feEDdbacks} (EXPECTED) to describe this form of model tuning problems. Concretely, EXPECTED admits a model provider to access the operational performance of the candidate model multiple times via feedback from a local user (or a group of users). The goal of the model provider is to eventually deliver a satisfactory model to the local user(s) by utilizing the feedbacks. Unlike existing model tuning methods where the target data is always ready for calculating model gradients, the model providers in EXPECTED only see some feedbacks which could be as simple as scalars, such as inference accuracy or usage rate. To enable tuning in this restrictive circumstance, we propose to characterize the geometry of the model performance with regard to model parameters through exploring the parameters' distribution. In particular, for the deep models whose parameters distribute across multiple layers, a more query-efficient algorithm is further tailor-designed that conducts layerwise tuning with more attention to those layers which pay off better. Our theoretical analyses justify the proposed algorithms from the aspects of both efficacy and efficiency. Extensive experiments on different applications demonstrate that our work forges a sound solution to the EXPECTED problem.Comment: Accepted by IEEE TPAMI in April 202

Knowledge-Guided Data-Centric AI in Healthcare: Progress, Shortcomings, and Future Directions

The success of deep learning is largely due to the availability of large amounts of training data that cover a wide range of examples of a particular concept or meaning. In the field of medicine, having a diverse set of training data on a particular disease can lead to the development of a model that is able to accurately predict the disease. However, despite the potential benefits, there have not been significant advances in image-based diagnosis due to a lack of high-quality annotated data. This article highlights the importance of using a data-centric approach to improve the quality of data representations, particularly in cases where the available data is limited. To address this "small-data" issue, we discuss four methods for generating and aggregating training data: data augmentation, transfer learning, federated learning, and GANs (generative adversarial networks). We also propose the use of knowledge-guided GANs to incorporate domain knowledge in the training data generation process. With the recent progress in large pre-trained language models, we believe it is possible to acquire high-quality knowledge that can be used to improve the effectiveness of knowledge-guided generative methods.Comment: 21 pages, 13 figures, 4 table

Information Theory and Machine Learning

The recent successes of machine learning, especially regarding systems based on deep neural networks, have encouraged further research activities and raised a new set of challenges in understanding and designing complex machine learning algorithms. New applications require learning algorithms to be distributed, have transferable learning results, use computation resources efficiently, convergence quickly on online settings, have performance guarantees, satisfy fairness or privacy constraints, incorporate domain knowledge on model structures, etc. A new wave of developments in statistical learning theory and information theory has set out to address these challenges. This Special Issue, "Machine Learning and Information Theory", aims to collect recent results in this direction reflecting a diverse spectrum of visions and efforts to extend conventional theories and develop analysis tools for these complex machine learning systems