Causally Regularized Learning with Agnostic Data Selection Bias

Most of previous machine learning algorithms are proposed based on the i.i.d. hypothesis. However, this ideal assumption is often violated in real applications, where selection bias may arise between training and testing process. Moreover, in many scenarios, the testing data is not even available during the training process, which makes the traditional methods like transfer learning infeasible due to their need on prior of test distribution. Therefore, how to address the agnostic selection bias for robust model learning is of paramount importance for both academic research and real applications. In this paper, under the assumption that causal relationships among variables are robust across domains, we incorporate causal technique into predictive modeling and propose a novel Causally Regularized Logistic Regression (CRLR) algorithm by jointly optimize global confounder balancing and weighted logistic regression. Global confounder balancing helps to identify causal features, whose causal effect on outcome are stable across domains, then performing logistic regression on those causal features constructs a robust predictive model against the agnostic bias. To validate the effectiveness of our CRLR algorithm, we conduct comprehensive experiments on both synthetic and real world datasets. Experimental results clearly demonstrate that our CRLR algorithm outperforms the state-of-the-art methods, and the interpretability of our method can be fully depicted by the feature visualization.Comment: Oral paper of 2018 ACM Multimedia Conference (MM'18

Understanding and Diagnosing Visual Tracking Systems

Several benchmark datasets for visual tracking research have been proposed in recent years. Despite their usefulness, whether they are sufficient for understanding and diagnosing the strengths and weaknesses of different trackers remains questionable. To address this issue, we propose a framework by breaking a tracker down into five constituent parts, namely, motion model, feature extractor, observation model, model updater, and ensemble post-processor. We then conduct ablative experiments on each component to study how it affects the overall result. Surprisingly, our findings are discrepant with some common beliefs in the visual tracking research community. We find that the feature extractor plays the most important role in a tracker. On the other hand, although the observation model is the focus of many studies, we find that it often brings no significant improvement. Moreover, the motion model and model updater contain many details that could affect the result. Also, the ensemble post-processor can improve the result substantially when the constituent trackers have high diversity. Based on our findings, we put together some very elementary building blocks to give a basic tracker which is competitive in performance to the state-of-the-art trackers. We believe our framework can provide a solid baseline when conducting controlled experiments for visual tracking research

Estimating Parameters in Autoregressive Models with Asymmetric Innovations

Tiku et al (1999) considered the estimation in a regression model with autocorrelated error in which the underlying distribution be a shift-scaled Student’s t distribution, developed the modified maximum likelihood (MML) estimators of the parameters and showed that the proposed estimators had closed forms and were remarkably efficient and robust. In this paper, we extend the results to the case, where the underlying distribution is a generalized logistic distribution. The generalized logistic distribution family represents very wide skew distributions ranging from highly right skewed to highly left skewed. Analogously, we develop the MML estimators since the ML (maximum likelihood) estimators are intractable for the generalized logistic data. We then study the asymptotic properties of the proposed estimators and conduct simulation to the study.