Anqi Liu

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  • Consistent Robust Adversarial Prediction for General Multiclass Classification

    We propose a robust adversarial prediction framework for general multiclass classification. Our method seeks predictive distributions that robustly optimize non-convex and non-continuous multiclass loss metrics against the worst-case conditional label distributions (the adversarial distributions) that (approximately) match the statistics of the training data. Although the optimized loss metrics are non-convex and non-continuous, the dual formulation of the framework is a convex optimization problem that can be recast as a risk minimization model with a prescribed convex surrogate loss we call the adversarial surrogate loss. We show that the adversarial surrogate losses fill an existing gap in surrogate loss construction for general multiclass classification problems, by simultaneously aligning better with the original multiclass loss, guaranteeing Fisher consistency, enabling a way to incorporate rich feature spaces via the kernel trick, and providing competitive performance in practice.

    12/18/2018 ∙ by Rizal Fathony, et al. ∙ 8 share

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  • Robust Regression for Safe Exploration in Control

    We study the problem of safe learning and exploration in sequential control problems. The goal is to safely collect data samples from an operating environment to learn an optimal controller. A central challenge in this setting is how to quantify uncertainty in order to choose provably-safe actions that allow us to collect useful data and reduce uncertainty, thereby achieving both improved safety and optimality. To address this challenge, we present a deep robust regression model that is trained to directly predict the uncertainty bounds for safe exploration. We then show how to integrate our robust regression approach with model-based control methods by learning a dynamic model with robustness bounds. We derive generalization bounds under domain shifts for learning and connect them with safety and stability bounds in control. We demonstrate empirically that our robust regression approach can outperform conventional Gaussian process (GP) based safe exploration in settings where it is difficult to specify a good GP prior.

    06/13/2019 ∙ by Anqi Liu, et al. ∙ 1 share

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  • Robust Covariate Shift Prediction with General Losses and Feature Views

    Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to remove the bias between training and testing distributions using importance weighting often provide poor performance guarantees in theory and unreliable predictions with high variance in practice. Recently developed methods that construct a predictor that is inherently robust to the difficulties of learning under covariate shift are restricted to minimizing logloss and can be too conservative when faced with high-dimensional learning tasks. We address these limitations in two ways: by robustly minimizing various loss functions, including non-convex ones, under the testing distribution; and by separately shaping the influence of covariate shift according to different feature-based views of the relationship between input variables and example labels. These generalizations make robust covariate shift prediction applicable to more task scenarios. We demonstrate the benefits on classification under covariate shift tasks.

    12/28/2017 ∙ by Anqi Liu, et al. ∙ 0 share

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  • Kernel Robust Bias-Aware Prediction under Covariate Shift

    Under covariate shift, training (source) data and testing (target) data differ in input space distribution, but share the same conditional label distribution. This poses a challenging machine learning task. Robust Bias-Aware (RBA) prediction provides the conditional label distribution that is robust to the worstcase logarithmic loss for the target distribution while matching feature expectation constraints from the source distribution. However, employing RBA with insufficient feature constraints may result in high certainty predictions for much of the source data, while leaving too much uncertainty for target data predictions. To overcome this issue, we extend the representer theorem to the RBA setting, enabling minimization of regularized expected target risk by a reweighted kernel expectation under the source distribution. By applying kernel methods, we establish consistency guarantees and demonstrate better performance of the RBA classifier than competing methods on synthetically biased UCI datasets as well as datasets that have natural covariate shift.

    12/28/2017 ∙ by Anqi Liu, et al. ∙ 0 share

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  • Regularized Learning for Domain Adaptation under Label Shifts

    We propose Regularized Learning under Label shifts (RLLS), a principled and a practical domain-adaptation algorithm to correct for shifts in the label distribution between a source and a target domain. We first estimate importance weights using labeled source data and unlabeled target data, and then train a classifier on the weighted source samples. We derive a generalization bound for the classifier on the target domain which is independent of the (ambient) data dimensions, and instead only depends on the complexity of the function class. To the best of our knowledge, this is the first generalization bound for the label-shift problem where the labels in the target domain are not available. Based on this bound, we propose a regularized estimator for the small-sample regime which accounts for the uncertainty in the estimated weights. Experiments on the CIFAR-10 and MNIST datasets show that RLLS improves classification accuracy, especially in the low sample and large-shift regimes, compared to previous methods.

    03/22/2019 ∙ by Kamyar Azizzadenesheli, et al. ∙ 0 share

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  • Modeling and Interpreting Real-world Human Risk Decision Making with Inverse Reinforcement Learning

    We model human decision-making behaviors in a risk-taking task using inverse reinforcement learning (IRL) for the purposes of understanding real human decision making under risk. To the best of our knowledge, this is the first work applying IRL to reveal the implicit reward function in human risk-taking decision making and to interpret risk-prone and risk-averse decision-making policies. We hypothesize that the state history (e.g. rewards and decisions in previous trials) are related to the human reward function, which leads to risk-averse and risk-prone decisions. We design features that reflect these factors in the reward function of IRL and learn the corresponding weight that is interpretable as the importance of features. The results confirm the sub-optimal risk-related decisions of human-driven by the personalized reward function. In particular, the risk-prone person tends to decide based on the current pump number, while the risk-averse person relies on burst information from the previous trial and the average end status. Our results demonstrate that IRL is an effective tool to model human decision-making behavior, as well as to help interpret the human psychological process in risk decision-making.

    06/13/2019 ∙ by Quanying Liu, et al. ∙ 0 share

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