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Krikamol Muandet

Publications and source records attributed to Krikamol Muandet.

At least 55 records · Page 3Linked to original sources
arXiv2023

AutoML Two-Sample Test

Two-sample tests are important in statistics and machine learning, both as tools for scientific discovery as well as to detect distribution shifts. This led to the development of many sophisticated test procedures going beyond the standard supervised learning frameworks, whose usage can require specialized knowledge about two-sample testing. We use a simple test that takes the mean discrepancy of a witness function as the test statistic and prove that minimizing a squared loss leads to a witness with optimal testing power. This allows us to leverage recent advancements in AutoML. Without any user input about the problems at hand, and using the same method for all our experiments, our AutoML two-sample test achieves competitive performance on a diverse distribution shift benchmark as well as on challenging two-sample testing problems. We provide an implementation of the AutoML two-sample test in the Python package autotst.

cs.LG↗
arXiv2022

Regularised Least-Squares Regression with Infinite-Dimensional Output Space

This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly infinite-dimensional) Hilbert space. Our approach is based on the integral operator technique using spectral theory for non-compact operators. We place a particular emphasis on obtaining results with as few assumptions as possible; as such we only use Chebyshev's inequality, and no effort is made to obtain the best rates or constants.

stat.ML↗
arXiv2022

Towards Empirical Process Theory for Vector-Valued Functions: Metric Entropy of Smooth Function Classes

This paper provides some first steps in developing empirical process theory for functions taking values in a vector space. Our main results provide bounds on the entropy of classes of smooth functions taking values in a Hilbert space, by leveraging theory from differential calculus of vector-valued functions and fractal dimension theory of metric spaces. We demonstrate how these entropy bounds can be used to show the uniform law of large numbers and asymptotic equicontinuity of the function classes, and also apply it to statistical learning theory in which the output space is a Hilbert space. We conclude with a discussion on the extension of Rademacher complexities to vector-valued function classes.

math.ST↗
arXiv2022

A Witness Two-Sample Test

The Maximum Mean Discrepancy (MMD) has been the state-of-the-art nonparametric test for tackling the two-sample problem. Its statistic is given by the difference in expectations of the witness function, a real-valued function defined as a weighted sum of kernel evaluations on a set of basis points. Typically the kernel is optimized on a training set, and hypothesis testing is performed on a separate test set to avoid overfitting (i.e., control type-I error). That is, the test set is used to simultaneously estimate the expectations and define the basis points, while the training set only serves to select the kernel and is discarded. In this work, we propose to use the training data to also define the weights and the basis points for better data efficiency. We show that 1) the new test is consistent and has a well-controlled type-I error; 2) the optimal witness function is given by a precision-weighted mean in the reproducing kernel Hilbert space associated with the kernel; and 3) the test power of the proposed test is comparable or exceeds that of the MMD and other modern tests, as verified empirically on challenging synthetic and real problems (e.g., Higgs data).

cs.LG↗
arXiv2021

Counterfactual Mean Embeddings

Counterfactual inference has become a ubiquitous tool in online advertisement, recommendation systems, medical diagnosis, and econometrics. Accurate modeling of outcome distributions associated with different interventions -- known as counterfactual distributions -- is crucial for the success of these applications. In this work, we propose to model counterfactual distributions using a novel Hilbert space representation called counterfactual mean embedding (CME). The CME embeds the associated counterfactual distribution into a reproducing kernel Hilbert space (RKHS) endowed with a positive definite kernel, which allows us to perform causal inference over the entire landscape of the counterfactual distribution. Based on this representation, we propose a distributional treatment effect (DTE) that can quantify the causal effect over entire outcome distributions. Our approach is nonparametric as the CME can be estimated under the unconfoundedness assumption from observational data without requiring any parametric assumption about the underlying distributions. We also establish a rate of convergence of the proposed estimator which depends on the smoothness of the conditional mean and the Radon-Nikodym derivative of the underlying marginal distributions. Furthermore, our framework allows for more complex outcomes such as images, sequences, and graphs. Our experimental results on synthetic data and off-policy evaluation tasks demonstrate the advantages of the proposed estimator.

stat.ML↗
arXiv2021

Conditional Distributional Treatment Effect with Kernel Conditional Mean Embeddings and U-Statistic Regression

We propose to analyse the conditional distributional treatment effect (CoDiTE), which, in contrast to the more common conditional average treatment effect (CATE), is designed to encode a treatment's distributional aspects beyond the mean. We first introduce a formal definition of the CoDiTE associated with a distance function between probability measures. Then we discuss the CoDiTE associated with the maximum mean discrepancy via kernel conditional mean embeddings, which, coupled with a hypothesis test, tells us whether there is any conditional distributional effect of the treatment. Finally, we investigate what kind of conditional distributional effect the treatment has, both in an exploratory manner via the conditional witness function, and in a quantitative manner via U-statistic regression, generalising the CATE to higher-order moments. Experiments on synthetic, semi-synthetic and real datasets demonstrate the merits of our approach.

stat.ML↗
arXiv2021

Instrument Space Selection for Kernel Maximum Moment Restriction

Kernel maximum moment restriction (KMMR) recently emerges as a popular framework for instrumental variable (IV) based conditional moment restriction (CMR) models with important applications in conditional moment (CM) testing and parameter estimation for IV regression and proximal causal learning. The effectiveness of this framework, however, depends critically on the choice of a reproducing kernel Hilbert space (RKHS) chosen as a space of instruments. In this work, we presents a systematic way to select the instrument space for parameter estimation based on a principle of the least identifiable instrument space (LIIS) that identifies model parameters with the least space complexity. Our selection criterion combines two distinct objectives to determine such an optimal space: (i) a test criterion to check identifiability; (ii) an information criterion based on the effective dimension of RKHSs as a complexity measure. We analyze the consistency of our method in determining the LIIS, and demonstrate its effectiveness for parameter estimation via simulations.

cs.LG↗
arXiv2021

A Measure-Theoretic Approach to Kernel Conditional Mean Embeddings

We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has been defined rigorously, the existing operator-based approach of the conditional version depends on stringent assumptions that hinder its analysis. We overcome this limitation via a measure-theoretic treatment of CMEs. We derive a natural regression interpretation to obtain empirical estimates, and provide a thorough theoretical analysis thereof, including universal consistency. As natural by-products, we obtain the conditional analogues of the maximum mean discrepancy and Hilbert-Schmidt independence criterion, and demonstrate their behaviour via simulations.

cs.LG↗
arXiv2020

Kernel Mean Embedding of Distributions: A Review and Beyond

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing kernel Hilbert space (RKHS) in which the whole arsenal of kernel methods can be extended to probability measures. It can be viewed as a generalization of the original "feature map" common to support vector machines (SVMs) and other kernel methods. While initially closely associated with the latter, it has meanwhile found application in fields ranging from kernel machines and probabilistic modeling to statistical inference, causal discovery, and deep learning. The goal of this survey is to give a comprehensive review of existing work and recent advances in this research area, and to discuss the most challenging issues and open problems that could lead to new research directions. The survey begins with a brief introduction to the RKHS and positive definite kernels which forms the backbone of this survey, followed by a thorough discussion of the Hilbert space embedding of marginal distributions, theoretical guarantees, and a review of its applications. The embedding of distributions enables us to apply RKHS methods to probability measures which prompts a wide range of applications such as kernel two-sample testing, independent testing, and learning on distributional data. Next, we discuss the Hilbert space embedding for conditional distributions, give theoretical insights, and review some applications. The conditional mean embedding enables us to perform sum, product, and Bayes' rules---which are ubiquitous in graphical model, probabilistic inference, and reinforcement learning---in a non-parametric way. We then discuss relationships between this framework and other related areas. Lastly, we give some suggestions on future research directions.

stat.ML↗
arXiv2020

Grasping Field: Learning Implicit Representations for Human Grasps

Robotic grasping of house-hold objects has made remarkable progress in recent years. Yet, human grasps are still difficult to synthesize realistically. There are several key reasons: (1) the human hand has many degrees of freedom (more than robotic manipulators); (2) the synthesized hand should conform to the surface of the object; and (3) it should interact with the object in a semantically and physically plausible manner. To make progress in this direction, we draw inspiration from the recent progress on learning-based implicit representations for 3D object reconstruction. Specifically, we propose an expressive representation for human grasp modelling that is efficient and easy to integrate with deep neural networks. Our insight is that every point in a three-dimensional space can be characterized by the signed distances to the surface of the hand and the object, respectively. Consequently, the hand, the object, and the contact area can be represented by implicit surfaces in a common space, in which the proximity between the hand and the object can be modelled explicitly. We name this 3D to 2D mapping as Grasping Field, parameterize it with a deep neural network, and learn it from data. We demonstrate that the proposed grasping field is an effective and expressive representation for human grasp generation. Specifically, our generative model is able to synthesize high-quality human grasps, given only on a 3D object point cloud. The extensive experiments demonstrate that our generative model compares favorably with a strong baseline and approaches the level of natural human grasps. Our method improves the physical plausibility of the hand-object contact reconstruction and achieves comparable performance for 3D hand reconstruction compared to state-of-the-art methods.

cs.CV↗
arXiv2020

Dual Instrumental Variable Regression

We present a novel algorithm for non-linear instrumental variable (IV) regression, DualIV, which simplifies traditional two-stage methods via a dual formulation. Inspired by problems in stochastic programming, we show that two-stage procedures for non-linear IV regression can be reformulated as a convex-concave saddle-point problem. Our formulation enables us to circumvent the first-stage regression which is a potential bottleneck in real-world applications. We develop a simple kernel-based algorithm with an analytic solution based on this formulation. Empirical results show that we are competitive to existing, more complicated algorithms for non-linear instrumental variable regression.

stat.ML↗
arXiv2020

Learning Kernel Tests Without Data Splitting

Modern large-scale kernel-based tests such as maximum mean discrepancy (MMD) and kernelized Stein discrepancy (KSD) optimize kernel hyperparameters on a held-out sample via data splitting to obtain the most powerful test statistics. While data splitting results in a tractable null distribution, it suffers from a reduction in test power due to smaller test sample size. Inspired by the selective inference framework, we propose an approach that enables learning the hyperparameters and testing on the full sample without data splitting. Our approach can correctly calibrate the test in the presence of such dependency, and yield a test threshold in closed form. At the same significance level, our approach's test power is empirically larger than that of the data-splitting approach, regardless of its split proportion.

cs.LG↗
arXiv2020

Fair Decisions Despite Imperfect Predictions

Consequential decisions are increasingly informed by sophisticated data-driven predictive models. However, to consistently learn accurate predictive models, one needs access to ground truth labels. Unfortunately, in practice, labels may only exist conditional on certain decisions---if a loan is denied, there is not even an option for the individual to pay back the loan. Hence, the observed data distribution depends on how decisions are being made. In this paper, we show that in this selective labels setting, learning a predictor directly only from available labeled data is suboptimal in terms of both fairness and utility. To avoid this undesirable behavior, we propose to directly learn decision policies that maximize utility under fairness constraints and thereby take into account how decisions affect which data is observed in the future. Our results suggest the need for a paradigm shift in the context of fair machine learning from the currently prevalent idea of simply building predictive models from a single static dataset via risk minimization, to a more interactive notion of "learning to decide". In particular, such policies should not entirely neglect part of the input space, drawing connections to explore/exploit tradeoffs in reinforcement learning, data missingness, and potential outcomes in causal inference. Experiments on synthetic and real-world data illustrate the favorable properties of learning to decide in terms of utility and fairness.

cs.LG↗
arXiv2020

Kernel Conditional Moment Test via Maximum Moment Restriction

We propose a new family of specification tests called kernel conditional moment (KCM) tests. Our tests are built on a novel representation of conditional moment restrictions in a reproducing kernel Hilbert space (RKHS) called conditional moment embedding (CMME). After transforming the conditional moment restrictions into a continuum of unconditional counterparts, the test statistic is defined as the maximum moment restriction (MMR) within the unit ball of the RKHS. We show that the MMR not only fully characterizes the original conditional moment restrictions, leading to consistency in both hypothesis testing and parameter estimation, but also has an analytic expression that is easy to compute as well as closed-form asymptotic distributions. Our empirical studies show that the KCM test has a promising finite-sample performance compared to existing tests.

math.ST↗
arXiv2020

A New Distribution-Free Concept for Representing, Comparing, and Propagating Uncertainty in Dynamical Systems with Kernel Probabilistic Programming

This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic dynamics in a distribution-free manner. The new tools enjoy sound theory rooted in functional analysis and wide applicability as demonstrated in distinct numerical examples. The implication of this new concept is a new mode of thinking about the statistical nature of uncertainty in dynamical systems.

stat.ML↗
arXiv2020

Frontal Low-rank Random Tensors for Fine-grained Action Segmentation

Fine-grained action segmentation in long untrimmed videos is an important task for many applications such as surveillance, robotics, and human-computer interaction. To understand subtle and precise actions within a long time period, second-order information (e.g. feature covariance) or higher is reported to be effective in the literature. However, extracting such high-order information is considerably non-trivial. In particular, the dimensionality increases exponentially with the information order, and hence gaining more representation power also increases the computational cost and the risk of overfitting. In this paper, we propose an approach to representing high-order information for temporal action segmentation via a simple yet effective bilinear form. Specifically, our contributions are: (1) From the multilinear perspective, we derive a bilinear form of low complexity, assuming that the three-way tensor has low-rank frontal slices. (2) Rather than learning the tensor entries from data, we sample the entries from different underlying distributions, and prove that the underlying distribution influences the information order. (3) We employed our bilinear form as an intermediate layer in state-of-the-art deep neural networks, enabling to represent high-order information in complex deep models effectively and efficiently. Our experimental results demonstrate that the proposed bilinear form outperforms the previous state-of-the-art methods on the challenging temporal action segmentation task. One can see our project page for data, model and code: \url{https://vlg.inf.ethz.ch/projects/BilinearTCN/}.

cs.LG↗
arXiv2019

Kernel-Guided Training of Implicit Generative Models with Stability Guarantees

Modern implicit generative models such as generative adversarial networks (GANs) are generally known to suffer from issues such as instability, uninterpretability, and difficulty in assessing their performance. If we see these implicit models as dynamical systems, some of these issues are caused by being unable to control their behavior in a meaningful way during the course of training. In this work, we propose a theoretically grounded method to guide the training trajectories of GANs by augmenting the GAN loss function with a kernel-based regularization term that controls local and global discrepancies between the model and true distributions. This control signal allows us to inject prior knowledge into the model. We provide theoretical guarantees on the stability of the resulting dynamical system and demonstrate different aspects of it via a wide range of experiments.

cs.LG↗
arXiv2019

Kernel-Guided Training of Implicit Generative Models with Stability Guarantees

Modern implicit generative models such as generative adversarial networks (GANs) are generally known to suffer from issues such as instability, uninterpretability, and difficulty in assessing their performance. If we see these implicit models as dynamical systems, some of these issues are caused by being unable to control their behavior in a meaningful way during the course of training. In this work, we propose a theoretically grounded method to guide the training trajectories of GANs by augmenting the GAN loss function with a kernel-based regularization term that controls local and global discrepancies between the model and true distributions. This control signal allows us to inject prior knowledge into the model. We provide theoretical guarantees on the stability of the resulting dynamical system and demonstrate different aspects of it via a wide range of experiments.

stat.ML↗