Adversarially Robust Optimization with Gaussian Processes

In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we require the function value to remain as high as possible even after this perturbation. This problem is motivated by settings in which the underlying functions during optimization and implementation stages are different, or when one is interested in finding an entire region of good inputs rather than only a single point. We show that standard GP optimization algorithms do not exhibit the desired robustness properties, and provide a novel confidence-bound based algorithm StableOpt for this purpose. We rigorously establish the required number of samples for StableOpt to find a near-optimal point, and we complement this guarantee with an algorithm-independent lower bound. We experimentally demonstrate several potential applications of interest using real-world data sets, and we show that StableOpt consistently succeeds in finding a stable maximizer where several baseline methods fail.Comment: Corrected typo

Representation learning for uncertainty-aware clinical decision support

Over the last decade, there has been an increasing trend towards digitalization in healthcare, where a growing amount of patient data is collected and stored electronically. These recorded data are known as electronic health records. They are the basis for state-of-the-art research on clinical decision support so that better patient care can be delivered with the help of advanced analytical techniques like machine learning. Among various technical fields in machine learning, representation learning is about learning good representations from raw data to extract useful information for downstream prediction tasks. Deep learning, a crucial class of methods in representation learning, has achieved great success in many fields such as computer vision and natural language processing. These technical breakthroughs would presumably further advance the research and development of data analytics in healthcare. This thesis addresses clinically relevant research questions by developing algorithms based on state-of-the-art representation learning techniques. When a patient visits the hospital, a physician will suggest a treatment in a deterministic manner. Meanwhile, uncertainty comes into play when the past statistics of treatment decisions from various physicians are analyzed, as they would possibly suggest different treatments, depending on their training and experiences. The uncertainty in clinical decision-making processes is the focus of this thesis. The models developed for supporting these processes will therefore have a probabilistic nature. More specifically, the predictions are predictive distributions in regression tasks and probability distributions over, e.g., different treatment decisions, in classification tasks. The first part of the thesis is concerned with prescriptive analytics to provide treatment recommendations. Apart from patient information and treatment decisions, the outcome after the respective treatment is included in learning treatment suggestions. The problem setting is known as learning individualized treatment rules and is formulated as a contextual bandit problem. A general framework for learning individualized treatment rules using data from observational studies is presented based on state-of-the-art representation learning techniques. From various offline evaluation methods, it is shown that the treatment policy in our proposed framework can demonstrate better performance than both physicians and competitive baselines. Subsequently, the uncertainty-aware regression models in diagnostic and predictive analytics are studied. Uncertainty-aware deep kernel learning models are proposed, which allow the estimation of the predictive uncertainty by a pipeline of neural networks and a sparse Gaussian process. By considering the input data structure, respective models are developed for diagnostic medical image data and sequential electronic health records. Various pre-training methods from representation learning are adapted to investigate their impacts on the proposed models. Through extensive experiments, it is shown that the proposed models delivered better performance than common architectures in most cases. More importantly, uncertainty-awareness of the proposed models is illustrated by systematically expressing higher confidence in more accurate predictions and less confidence in less accurate ones. The last part of the thesis is about missing data imputation in descriptive analytics, which provides essential evidence for subsequent decision-making processes. Rather than traditional mean and median imputation, a more advanced solution based on generative adversarial networks is proposed. The presented method takes the categorical nature of patient features into consideration, which enables the stabilization of the adversarial training. It is shown that the proposed method can better improve the predictive accuracy compared to traditional imputation baselines

Exploiting Opponent Modeling For Learning In Multi-agent Adversarial Games

An issue with learning effective policies in multi-agent adversarial games is that the size of the search space can be prohibitively large when the actions of both teammates and opponents are considered simultaneously. Opponent modeling, predicting an opponent’s actions in advance of execution, is one approach for selecting actions in adversarial settings, but it is often performed in an ad hoc way. In this dissertation, we introduce several methods for using opponent modeling, in the form of predictions about the players’ physical movements, to learn team policies. To explore the problem of decision-making in multi-agent adversarial scenarios, we use our approach for both offline play generation and real-time team response in the Rush 2008 American football simulator. Simultaneously predicting the movement trajectories, future reward, and play strategies of multiple players in real-time is a daunting task but we illustrate how it is possible to divide and conquer this problem with an assortment of data-driven models. By leveraging spatio-temporal traces of player movements, we learn discriminative models of defensive play for opponent modeling. With the reward information from previous play matchups, we use a modified version of UCT (Upper Conference Bounds applied to Trees) to create new offensive plays and to learn play repairs to counter predicted opponent actions. iii In team games, players must coordinate effectively to accomplish tasks while foiling their opponents either in a preplanned or emergent manner. An effective team policy must generate the necessary coordination, yet considering all possibilities for creating coordinating subgroups is computationally infeasible. Automatically identifying and preserving the coordination between key subgroups of teammates can make search more productive by pruning policies that disrupt these relationships. We demonstrate that combining opponent modeling with automatic subgroup identification can be used to create team policies with a higher average yardage than either the baseline game or domain-specific heuristics

Robust Adaptive Decision Making: Bayesian Optimization and Beyond

The central task in many interactive machine learning systems can be formalized as the sequential optimization of a black-box function. Bayesian optimization (BO) is a powerful model-based framework for \emph{adaptive} experimentation, where the primary goal is the optimization of the black-box function via sequentially chosen decisions. In many real-world tasks, it is essential for the decisions to be \emph{robust} against, e.g., adversarial failures and perturbations, dynamic and time-varying phenomena, a mismatch between simulations and reality, etc. Under such requirements, the standard methods and BO algorithms become inadequate. In this dissertation, we consider four research directions with the goal of enhancing robust and adaptive decision making in BO and associated problems. First, we study the related problem of level-set estimation (LSE) with Gaussian Processes (GPs). While in BO the goal is to find a maximizer of the unknown function, in LSE one seeks to find all "sufficiently good" solutions. We propose an efficient confidence-bound based algorithm that treats BO and LSE in a unified fashion. It is effective in settings that are non-trivial to incorporate into existing algorithms, including cases with pointwise costs, heteroscedastic noise, and multi-fidelity setting. Our main result is a general regret guarantee that covers these aspects. Next, we consider GP optimization with robustness requirement: An adversary may perturb the returned design, and so we seek to find a robust maximizer in the case this occurs. This requirement is motivated by, e.g., settings where the functions during optimization and implementation stages are different. We propose a novel robust confidence-bound based algorithm. The rigorous regret guarantees for this algorithm are established and complemented with an algorithm-independent lower bound. We experimentally demonstrate that our robust approach consistently succeeds in finding a robust maximizer while standard BO methods fail. We then investigate the problem of GP optimization in which the reward function varies with time. The setting is motivated by many practical applications in which the function to be optimized is not static. We model the unknown reward function via a GP whose evolution obeys a simple Markov model. Two confidence-bound based algorithms with the ability to "forget" about old data are proposed. We obtain regret bounds for these algorithms that jointly depend on the time horizon and the rate at which the function varies. Finally, we consider the maximization of a set function subject to a cardinality constraint $k$ in the case a number of items $\tau$ from the returned set may be removed. One notable application is in batch BO where we need to select experiments to run, but some of them can fail. Our focus is on the worst-case adversarial setting, and we consider both \emph{submodular} (i.e., satisfies a natural notion of diminishing returns) and \emph{non-submodular} objectives. We propose robust algorithms that achieve constant-factor approximation guarantees. In the submodular case, the result on the maximum number of allowed removals is improved to $\tau = o(k)$ in comparison to the previously known $\tau=o(\sqrt{k})$. In the non-submodular case, we obtain new guarantees in the support selection and batch BO tasks. We empirically demonstrate the robust performance of our algorithms in these, as well as, in data summarization and influence maximization tasks

Towards Data-centric Graph Machine Learning: Review and Outlook

Data-centric AI, with its primary focus on the collection, management, and utilization of data to drive AI models and applications, has attracted increasing attention in recent years. In this article, we conduct an in-depth and comprehensive review, offering a forward-looking outlook on the current efforts in data-centric AI pertaining to graph data-the fundamental data structure for representing and capturing intricate dependencies among massive and diverse real-life entities. We introduce a systematic framework, Data-centric Graph Machine Learning (DC-GML), that encompasses all stages of the graph data lifecycle, including graph data collection, exploration, improvement, exploitation, and maintenance. A thorough taxonomy of each stage is presented to answer three critical graph-centric questions: (1) how to enhance graph data availability and quality; (2) how to learn from graph data with limited-availability and low-quality; (3) how to build graph MLOps systems from the graph data-centric view. Lastly, we pinpoint the future prospects of the DC-GML domain, providing insights to navigate its advancements and applications.Comment: 42 pages, 9 figure