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Max Cairney-Leeming

Publications and source records attributed to Max Cairney-Leeming.

3 recordsLinked to original sources

Adaptive Sampling and Clipping for Private Worst-Case Group Optimization

A central requirement for the acceptance of machine learning methods for human-centric tasks is that they should be fair, in the sense that they should work comparably well for individuals from different societal groups. A second, equally important, requirement is that they should respect the privacy of user data. While techniques exist to address each aspect in isolation, such as worst-case group optimization for the former and differentially private SGD for the latter, these are often at odds with with each other, and no practical method currently exists to enforce both requirements simultaneously. In this work, we overcome this problem and propose an algorithm for optimizing the worst-case group accuracy in a differentially private way. Our main contribution is ASC (Adaptively Sampled and Clipped Worst-case Group Optimization), which adaptively controls both the sampling rate and the clipping threshold of each group's gradient contributions. Thereby, it is able to reweight the training objective in favor of harder-to-learn groups, while keeping the noise required to enforce privacy low enough to preserve model utility. Our experiments show that ASC achieves substantially higher worst-case group accuracy than prior work, without sacrificing overall average accuracy.

cs.LG

Demystifying amortized causal discovery with transformers

Supervised learning for causal discovery from observational data often achieves competitive performance despite seemingly avoiding the explicit assumptions that traditional methods require for identifiability. In this work, we analyze CSIvA (Ke et al., 2023) on bivariate causal models, a transformer architecture for amortized inference promising to train on synthetic data and transfer to real ones. First, we bridge the gap with identifiability theory, showing that the training distribution implicitly defines a prior on the causal model of the test observations: consistent with classical approaches, good performance is achieved when we have a good prior on the test data, and the underlying model is identifiable. Second, we find that CSIvA can not generalize to classes of causal models unseen during training: to overcome this limitation, we theoretically and empirically analyze \textit{when} training CSIvA on datasets generated by multiple identifiable causal models with different structural assumptions improves its generalization at test time. Overall, we find that amortized causal discovery with transformers still adheres to identifiability theory, violating the previous hypothesis from Lopez-Paz et al. (2015) that supervised learning methods could overcome its restrictions.

cs.LG

PriorCVAE: scalable MCMC parameter inference with Bayesian deep generative modelling

Recent advances have shown that GP priors, or their finite realisations, can be encoded using deep generative models such as variational autoencoders (VAEs). These learned generators can serve as drop-in replacements for the original priors during MCMC inference. While this approach enables efficient inference, it loses information about the hyperparameters of the original models, and consequently makes inference over hyperparameters impossible and the learned priors indistinct. To overcome this limitation, we condition the VAE on stochastic process hyperparameters. This allows the joint encoding of hyperparameters with GP realizations and their subsequent estimation during inference. Further, we demonstrate that our proposed method, PriorCVAE, is agnostic to the nature of the models which it approximates, and can be used, for instance, to encode solutions of ODEs. It provides a practical tool for approximate inference and shows potential in real-life spatial and spatiotemporal applications.

stat.ML