Orthogonal Statistical Learning

We provide non-asymptotic excess risk guarantees for statistical learning in a setting where the population risk with respect to which we evaluate the target parameter depends on an unknown nuisance parameter that must be estimated from data. We analyze a two-stage sample splitting meta-algorithm that takes as input two arbitrary estimation algorithms: one for the target parameter and one for the nuisance parameter. We show that if the population risk satisfies a condition called Neyman orthogonality, the impact of the nuisance estimation error on the excess risk bound achieved by the meta-algorithm is of second order. Our theorem is agnostic to the particular algorithms used for the target and nuisance and only makes an assumption on their individual performance. This enables the use of a plethora of existing results from statistical learning and machine learning to give new guarantees for learning with a nuisance component. Moreover, by focusing on excess risk rather than parameter estimation, we can give guarantees under weaker assumptions than in previous works and accommodate settings in which the target parameter belongs to a complex nonparametric class. We provide conditions on the metric entropy of the nuisance and target classes such that oracle rates---rates of the same order as if we knew the nuisance parameter---are achieved. We also derive new rates for specific estimation algorithms such as variance-penalized empirical risk minimization, neural network estimation and sparse high-dimensional linear model estimation. We highlight the applicability of our results in four settings of central importance: 1) heterogeneous treatment effect estimation, 2) offline policy optimization, 3) domain adaptation, and 4) learning with missing data

Distributed Kernel Regression: An Algorithm for Training Collaboratively

This paper addresses the problem of distributed learning under communication constraints, motivated by distributed signal processing in wireless sensor networks and data mining with distributed databases. After formalizing a general model for distributed learning, an algorithm for collaboratively training regularized kernel least-squares regression estimators is derived. Noting that the algorithm can be viewed as an application of successive orthogonal projection algorithms, its convergence properties are investigated and the statistical behavior of the estimator is discussed in a simplified theoretical setting.Comment: To be presented at the 2006 IEEE Information Theory Workshop, Punta del Este, Uruguay, March 13-17, 200

Identifying structural changes with unsupervised machine learning methods

Unsupervised machine learning methods are used to identify structural changes using the melting point transition in classical molecular dynamics simulations as an example application of the approach. Dimensionality reduction and clustering methods are applied to instantaneous radial distributions of atomic configurations from classical molecular dynamics simulations of metallic systems over a large temperature range. Principal component analysis is used to dramatically reduce the dimensionality of the feature space across the samples using an orthogonal linear transformation that preserves the statistical variance of the data under the condition that the new feature space is linearly independent. From there, k-means clustering is used to partition the samples into solid and liquid phases through a criterion motivated by the geometry of the reduced feature space of the samples, allowing for an estimation of the melting point transition. This pattern criterion is conceptually similar to how humans interpret the data but with far greater throughput, as the shapes of the radial distributions are different for each phase and easily distinguishable by humans. The transition temperature estimates derived from this machine learning approach produce comparable results to other methods on similarly small system sizes. These results show that machine learning approaches can be applied to structural changes in physical systems

How does predicate invention affect human comprehensibility?

During the 1980s Michie defined Machine Learning in terms of two orthogonal axes of performance: predictive accuracy and comprehensibility of generated hypotheses. Since predictive accuracy was readily measurable and comprehensibility not so, later definitions in the 1990s, such as that of Mitchell, tended to use a one-dimensional approach to Machine Learning based solely on predictive accuracy, ultimately favouring statistical over symbolic Machine Learning approaches. In this paper we provide a definition of comprehensibility of hypotheses which can be estimated using human participant trials. We present the results of experiments testing human comprehensibility of logic programs learned with and without predicate invention. Results indicate that comprehensibility is affected not only by the complexity of the presented program but also by the existence of anonymous predicate symbols