arXiv subjects

Negar Kiyavash

Publications and source records attributed to Negar Kiyavash.

At least 73 records · Page 4Linked to original sources

arXiv2021

Recursive Causal Structure Learning in the Presence of Latent Variables and Selection Bias

We consider the problem of learning the causal MAG of a system from observational data in the presence of latent variables and selection bias. Constraint-based methods are one of the main approaches for solving this problem, but the existing methods are either computationally impractical when dealing with large graphs or lacking completeness guarantees. We propose a novel computationally efficient recursive constraint-based method that is sound and complete. The key idea of our approach is that at each iteration a specific type of variable is identified and removed. This allows us to learn the structure efficiently and recursively, as this technique reduces both the number of required conditional independence (CI) tests and the size of the conditioning sets. The former substantially reduces the computational complexity, while the latter results in more reliable CI tests. We provide an upper bound on the number of required CI tests in the worst case. To the best of our knowledge, this is the tightest bound in the literature. We further provide a lower bound on the number of CI tests required by any constraint-based method. The upper bound of our proposed approach and the lower bound at most differ by a factor equal to the number of variables in the worst case. We provide experimental results to compare the proposed approach with the state of the art on both synthetic and real-world structures.

cs.LG↗

arXiv2021

Information Theoretic Measures for Fairness-aware Feature Selection

Machine learning algorithms are increasingly used for consequential decision making regarding individuals based on their relevant features. Features that are relevant for accurate decisions may however lead to either explicit or implicit forms of discrimination against unprivileged groups, such as those of certain race or gender. This happens due to existing biases in the training data, which are often replicated or even exacerbated by the learning algorithm. Identifying and measuring these biases at the data level is a challenging problem due to the interdependence among the features, and the decision outcome. In this work, we develop a framework for fairness-aware feature selection which takes into account the correlation among the features and the decision outcome, and is based on information theoretic measures for the accuracy and discriminatory impacts of features. In particular, we first propose information theoretic measures which quantify the impact of different subsets of features on the accuracy and discrimination of the decision outcomes. We then deduce the marginal impact of each feature using Shapley value function; a solution concept in cooperative game theory used to estimate marginal contributions of players in a coalitional game. Finally, we design a fairness utility score for each feature (for feature selection) which quantifies how this feature influences accurate as well as nondiscriminatory decisions. Our framework depends on the joint statistics of the data rather than a particular classifier design. We examine our proposed framework on real and synthetic data to evaluate its performance.

cs.LG↗

arXiv2021

A Recursive Markov Boundary-Based Approach to Causal Structure Learning

Constraint-based methods are one of the main approaches for causal structure learning that are particularly valued as they are asymptotically guaranteed to find a structure that is Markov equivalent to the causal graph of the system. On the other hand, they may require an exponentially large number of conditional independence (CI) tests in the number of variables of the system. In this paper, we propose a novel recursive constraint-based method for causal structure learning that significantly reduces the required number of CI tests compared to the existing literature. The idea of the proposed approach is to use Markov boundary information to identify a specific variable that can be removed from the set of variables without affecting the statistical dependencies among the other variables. Having identified such a variable, we discover its neighborhood, remove that variable from the set of variables, and recursively learn the causal structure over the remaining variables. We further provide a lower bound on the number of CI tests required by any constraint-based method. Comparing this lower bound to our achievable bound demonstrates the efficiency of the proposed approach. Our experimental results show that the proposed algorithm outperforms state-of-the-art both on synthetic and real-world structures.

cs.LG↗

arXiv2021

The Complexity of Nonconvex-Strongly-Concave Minimax Optimization

This paper studies the complexity for finding approximate stationary points of nonconvex-strongly-concave (NC-SC) smooth minimax problems, in both general and averaged smooth finite-sum settings. We establish nontrivial lower complexity bounds of $Ω(\sqrtκΔLε^{-2})$ and $Ω(n+\sqrt{nκ}ΔLε^{-2})$ for the two settings, respectively, where $κ$ is the condition number, $L$ is the smoothness constant, and $Δ$ is the initial gap. Our result reveals substantial gaps between these limits and best-known upper bounds in the literature. To close these gaps, we introduce a generic acceleration scheme that deploys existing gradient-based methods to solve a sequence of crafted strongly-convex-strongly-concave subproblems. In the general setting, the complexity of our proposed algorithm nearly matches the lower bound; in particular, it removes an additional poly-logarithmic dependence on accuracy present in previous works. In the averaged smooth finite-sum setting, our proposed algorithm improves over previous algorithms by providing a nearly-tight dependence on the condition number.

math.OC↗

arXiv2021

Impact of Data Processing on Fairness in Supervised Learning

We study the impact of pre and post processing for reducing discrimination in data-driven decision makers. We first analyze the fundamental trade-off between fairness and accuracy in a pre-processing approach, and propose a design for a pre-processing module based on a convex optimization program, which can be added before the original classifier. This leads to a fundamental lower bound on attainable discrimination, given any acceptable distortion in the outcome. Furthermore, we reformulate an existing post-processing method in terms of our accuracy and fairness measures, which allows comparing post-processing and pre-processing approaches. We show that under some mild conditions, pre-processing outperforms post-processing. Finally, we show that by appropriate choice of the discrimination measure, the optimization problem for both pre and post processing approaches will reduce to a linear program and hence can be solved efficiently.

cs.LG↗

arXiv2020

Toward Optimal Adversarial Policies in the Multiplicative Learning System with a Malicious Expert

We consider a learning system based on the conventional multiplicative weight (MW) rule that combines experts' advice to predict a sequence of true outcomes. It is assumed that one of the experts is malicious and aims to impose the maximum loss on the system. The loss of the system is naturally defined to be the aggregate absolute difference between the sequence of predicted outcomes and the true outcomes. We consider this problem under both offline and online settings. In the offline setting where the malicious expert must choose its entire sequence of decisions a priori, we show somewhat surprisingly that a simple greedy policy of always reporting false prediction is asymptotically optimal with an approximation ratio of $1+O(\sqrt{\frac{\ln N}{N}})$, where $N$ is the total number of prediction stages. In particular, we describe a policy that closely resembles the structure of the optimal offline policy. For the online setting where the malicious expert can adaptively make its decisions, we show that the optimal online policy can be efficiently computed by solving a dynamic program in $O(N^3)$. Our results provide a new direction for vulnerability assessment of commonly used learning algorithms to adversarial attacks where the threat is an integral part of the system.

cs.LG↗

arXiv2020

Characterizing Distribution Equivalence and Structure Learning for Cyclic and Acyclic Directed Graphs

The main approach to defining equivalence among acyclic directed causal graphical models is based on the conditional independence relationships in the distributions that the causal models can generate, in terms of the Markov equivalence. However, it is known that when cycles are allowed in the causal structure, conditional independence may not be a suitable notion for equivalence of two structures, as it does not reflect all the information in the distribution that is useful for identification of the underlying structure. In this paper, we present a general, unified notion of equivalence for linear Gaussian causal directed graphical models, whether they are cyclic or acyclic. In our proposed definition of equivalence, two structures are equivalent if they can generate the same set of data distributions. We also propose a weaker notion of equivalence called quasi-equivalence, which we show is the extent of identifiability from observational data. We propose analytic as well as graphical methods for characterizing the equivalence of two structures. Additionally, we propose a score-based method for learning the structure from observational data, which successfully deals with both acyclic and cyclic structures.

cs.LG↗

arXiv2020

Model-Augmented Estimation of Conditional Mutual Information for Feature Selection

Markov blanket feature selection, while theoretically optimal, is generally challenging to implement. This is due to the shortcomings of existing approaches to conditional independence (CI) testing, which tend to struggle either with the curse of dimensionality or computational complexity. We propose a novel two-step approach which facilitates Markov blanket feature selection in high dimensions. First, neural networks are used to map features to low-dimensional representations. In the second step, CI testing is performed by applying the $k$-NN conditional mutual information estimator to the learned feature maps. The mappings are designed to ensure that mapped samples both preserve information and share similar information about the target variable if and only if they are close in Euclidean distance. We show that these properties boost the performance of the $k$-NN estimator in the second step. The performance of the proposed method is evaluated on both synthetic and real data.

cs.LG↗

arXiv2020

LazyIter: A Fast Algorithm for Counting Markov Equivalent DAGs and Designing Experiments

The causal relationships among a set of random variables are commonly represented by a Directed Acyclic Graph (DAG), where there is a directed edge from variable $X$ to variable $Y$ if $X$ is a direct cause of $Y$. From the purely observational data, the true causal graph can be identified up to a Markov Equivalence Class (MEC), which is a set of DAGs with the same conditional independencies between the variables. The size of an MEC is a measure of complexity for recovering the true causal graph by performing interventions. We propose a method for efficient iteration over possible MECs given intervention results. We utilize the proposed method for computing MEC sizes and experiment design in active and passive learning settings. Compared to previous work for computing the size of MEC, our proposed algorithm reduces the time complexity by a factor of $O(n)$ for sparse graphs where $n$ is the number of variables in the system. Additionally, integrating our approach with dynamic programming, we design an optimal algorithm for passive experiment design. Experimental results show that our proposed algorithms for both computing the size of MEC and experiment design outperform the state of the art.

stat.ML↗

arXiv2020

Global Convergence and Variance-Reduced Optimization for a Class of Nonconvex-Nonconcave Minimax Problems

Nonconvex minimax problems appear frequently in emerging machine learning applications, such as generative adversarial networks and adversarial learning. Simple algorithms such as the gradient descent ascent (GDA) are the common practice for solving these nonconvex games and receive lots of empirical success. Yet, it is known that these vanilla GDA algorithms with constant step size can potentially diverge even in the convex setting. In this work, we show that for a subclass of nonconvex-nonconcave objectives satisfying a so-called two-sided Polyak-Łojasiewicz inequality, the alternating gradient descent ascent (AGDA) algorithm converges globally at a linear rate and the stochastic AGDA achieves a sublinear rate. We further develop a variance reduced algorithm that attains a provably faster rate than AGDA when the problem has the finite-sum structure.

math.OC↗

arXiv2019

Interventional Experiment Design for Causal Structure Learning

It is known that from purely observational data, a causal DAG is identifiable only up to its Markov equivalence class, and for many ground truth DAGs, the direction of a large portion of the edges will be remained unidentified. The golden standard for learning the causal DAG beyond Markov equivalence is to perform a sequence of interventions in the system and use the data gathered from the interventional distributions. We consider a setup in which given a budget $k$, we design $k$ interventions non-adaptively. We cast the problem of finding the best intervention target set as an optimization problem which aims to maximize the number of edges whose directions are identified due to the performed interventions. First, we consider the case that the underlying causal structure is a tree. For this case, we propose an efficient exact algorithm for the worst-case gain setup, as well as an approximate algorithm for the average gain setup. We then show that the proposed approach for the average gain setup can be extended to the case of general causal structures. In this case, besides the design of interventions, calculating the objective function is also challenging. We propose an efficient exact calculator as well as two estimators for this task. We evaluate the proposed methods using synthetic as well as real data.

cs.LG↗

arXiv2019

Analysis of a Canonical Labeling Algorithm for the Alignment of Correlated Erdős-Rényi Graphs

Graph alignment in two correlated random graphs refers to the task of identifying the correspondence between vertex sets of the graphs. Recent results have characterized the exact information-theoretic threshold for graph alignment in correlated Erdős-Rényi graphs. However, very little is known about the existence of efficient algorithms to achieve graph alignment without seeds. In this work we identify a region in which a straightforward $O(n^{11/5} \log n )$-time canonical labeling algorithm, initially introduced in the context of graph isomorphism, succeeds in aligning correlated Erdős-Rényi graphs. The algorithm has two steps. In the first step, all vertices are labeled by their degrees and a trivial minimum distance alignment (i.e., sorting vertices according to their degrees) matches a fixed number of highest degree vertices in the two graphs. Having identified this subset of vertices, the remaining vertices are matched using a alignment algorithm for bipartite graphs.

cs.DS↗

arXiv2019

Database Alignment with Gaussian Features

We consider the problem of aligning a pair of databases with jointly Gaussian features. We consider two algorithms, complete database alignment via MAP estimation among all possible database alignments, and partial alignment via a thresholding approach of log likelihood ratios. We derive conditions on mutual information between feature pairs, identifying the regimes where the algorithms are guaranteed to perform reliably and those where they cannot be expected to succeed.

stat.ML↗

arXiv2019

Learning Linear Non-Gaussian Causal Models in the Presence of Latent Variables

We consider the problem of learning causal models from observational data generated by linear non-Gaussian acyclic causal models with latent variables. Without considering the effect of latent variables, one usually infers wrong causal relationships among the observed variables. Under faithfulness assumption, we propose a method to check whether there exists a causal path between any two observed variables. From this information, we can obtain the causal order among them. The next question is then whether or not the causal effects can be uniquely identified as well. It can be shown that causal effects among observed variables cannot be identified uniquely even under the assumptions of faithfulness and non-Gaussianity of exogenous noises. However, we will propose an efficient method to identify the set of all possible causal effects that are compatible with the observational data. Furthermore, we present some structural conditions on the causal graph under which we can learn causal effects among observed variables uniquely. We also provide necessary and sufficient graphical conditions for unique identification of the number of variables in the system. Experiments on synthetic data and real-world data show the effectiveness of our proposed algorithm on learning causal models.

cs.LG↗

arXiv2019

A Novel Side-Channel in Real-Time Schedulers

We demonstrate the presence of a novel scheduler side-channel in preemptive, fixed-priority real-time systems (RTS); examples of such systems can be found in automotive systems, avionic systems, power plants and industrial control systems among others. This side-channel can leak important timing information such as the future arrival times of real-time tasks.This information can then be used to launch devastating attacks, two of which are demonstrated here (on real hardware platforms). Note that it is not easy to capture this timing information due to runtime variations in the schedules, the presence of multiple other tasks in the system and the typical constraints (e.g., deadlines) in the design of RTS. Our ScheduLeak algorithms demonstrate how to effectively exploit this side-channel. A complete implementation is presented on real operating systems (in Real-time Linux and FreeRTOS). Timing information leaked by ScheduLeak can significantly aid other, more advanced, attacks in better accomplishing their goals.

cs.CR↗

arXiv2019

REORDER: Securing Dynamic-Priority Real-Time Systems Using Schedule Obfuscation

The deterministic (timing) behavior of real-time systems (RTS) can be used by adversaries - say, to launch side channel attacks or even destabilize the system by denying access to critical resources. We propose a protocol (named REORDER) to obfuscate this predictable timing behavior of RTS, especially ones designed using dynamic-priority scheduling algorithms (e.g., EDF). We also present a metric (named "schedule entropy") that measures the levels of obfuscation introduced into a given real-time system. The REORDER protocol was integrated into the standard Linux real-time scheduler and evaluated on a realistic embedded platform (Raspberry Pi) running the MiBench automotive benchmark workloads. We also demonstrate how designers of RTS can increase the security of their systems and also quantitatively measure the impact (both in terms of security and performance) of using this protocol.

cs.CR↗

arXiv2018

Partial Recovery of Erdős-Rényi Graph Alignment via $k$-Core Alignment

We determine information theoretic conditions under which it is possible to partially recover the alignment used to generate a pair of sparse, correlated Erdős-Rényi graphs. To prove our achievability result, we introduce the $k$-core alignment estimator. This estimator searches for an alignment in which the intersection of the correlated graphs using this alignment has a minimum degree of $k$. We prove a matching converse bound. As the number of vertices grows, recovery of the alignment for a fraction of the vertices tending to one is possible when the average degree of the intersection of the graph pair tends to infinity. It was previously known that exact alignment is possible when this average degree grows faster than the logarithm of the number of vertices.

cs.IT↗

arXiv2018

Counting and Sampling from Markov Equivalent DAGs Using Clique Trees

A directed acyclic graph (DAG) is the most common graphical model for representing causal relationships among a set of variables. When restricted to using only observational data, the structure of the ground truth DAG is identifiable only up to Markov equivalence, based on conditional independence relations among the variables. Therefore, the number of DAGs equivalent to the ground truth DAG is an indicator of the causal complexity of the underlying structure--roughly speaking, it shows how many interventions or how much additional information is further needed to recover the underlying DAG. In this paper, we propose a new technique for counting the number of DAGs in a Markov equivalence class. Our approach is based on the clique tree representation of chordal graphs. We show that in the case of bounded degree graphs, the proposed algorithm is polynomial time. We further demonstrate that this technique can be utilized for uniform sampling from a Markov equivalence class, which provides a stochastic way to enumerate DAGs in the equivalence class and may be needed for finding the best DAG or for causal inference given the equivalence class as input. We also extend our counting and sampling method to the case where prior knowledge about the underlying DAG is available, and present applications of this extension in causal experiment design and estimating the causal effect of joint interventions.

cs.DS↗