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Ritwik Mitra

Publications and source records attributed to Ritwik Mitra.

7 recordsLinked to original sources

Detecting Bias in the Presence of Spatial Autocorrelation

In spite of considerable practical importance, current algorithmic fairness literature lacks technical methods to account for underlying geographic dependency while evaluating or mitigating bias issues for spatial data. We initiate the study of bias in spatial applications in this paper, taking the first step towards formalizing this line of quantitative methods. Bias in spatial data applications often gets confounded by underlying spatial autocorrelation. We propose hypothesis testing methodology to detect the presence and strength of this effect, then account for it by using a spatial filtering-based approach -- in order to enable application of existing bias detection metrics. We evaluate our proposed methodology through numerical experiments on real and synthetic datasets, demonstrating that in the presence of several types of confounding effects due to the underlying spatial structure our testing methods perform well in maintaining low type-II errors and nominal type-I errors.

stat.AP

Towards Integrating Fairness Transparently in Industrial Applications

Numerous Machine Learning (ML) bias-related failures in recent years have led to scrutiny of how companies incorporate aspects of transparency and accountability in their ML lifecycles. Companies have a responsibility to monitor ML processes for bias and mitigate any bias detected, ensure business product integrity, preserve customer loyalty, and protect brand image. Challenges specific to industry ML projects can be broadly categorized into principled documentation, human oversight, and need for mechanisms that enable information reuse and improve cost efficiency. We highlight specific roadblocks and propose conceptual solutions on a per-category basis for ML practitioners and organizational subject matter experts. Our systematic approach tackles these challenges by integrating mechanized and human-in-the-loop components in bias detection, mitigation, and documentation of projects at various stages of the ML lifecycle. To motivate the implementation of our system -- SIFT (System to Integrate Fairness Transparently) -- we present its structural primitives with an example real-world use case on how it can be used to identify potential biases and determine appropriate mitigation strategies in a participatory manner.

cs.CY

SOAR: Simultaneous Or of And Rules for Classification of Positive & Negative Classes

Algorithmic decision making has proliferated and now impacts our daily lives in both mundane and consequential ways. Machine learning practitioners make use of a myriad of algorithms for predictive models in applications as diverse as movie recommendations, medical diagnoses, and parole recommendations without delving into the reasons driving specific predictive decisions. Machine learning algorithms in such applications are often chosen for their superior performance, however popular choices such as random forest and deep neural networks fail to provide an interpretable understanding of the predictive model. In recent years, rule-based algorithms have been used to address this issue. Wang et al. (2017) presented an or-of-and (disjunctive normal form) based classification technique that allows for classification rule mining of a single class in a binary classification; this method is also shown to perform comparably to other modern algorithms. In this work, we extend this idea to provide classification rules for both classes simultaneously. That is, we provide a distinct set of rules for both positive and negative classes. In describing this approach, we also present a novel and complete taxonomy of classifications that clearly capture and quantify the inherent ambiguity in noisy binary classifications in the real world. We show that this approach leads to a more granular formulation of the likelihood model and a simulated-annealing based optimization achieves classification performance competitive with comparable techniques. We apply our method to synthetic as well as real world data sets to compare with other related methods that demonstrate the utility of our proposal.

stat.ML

A General Framework For Frequentist Model Averaging

Model selection strategies have been routinely employed to determine a model for data analysis in statistics, and further study and inference then often proceed as though the selected model were the true model that were known a priori. This practice does not account for the uncertainty introduced by the selection process and the fact that the selected model can possibly be a wrong one. Model averaging approaches try to remedy this issue by combining estimators for a set of candidate models. Specifically, instead of deciding which model is the 'right' one, a model averaging approach suggests to fit a set of candidate models and average over the estimators using certain data adaptive weights. In this paper we establish a general frequentist model averaging framework that does not set any restrictions on the set of candidate models. It greatly broadens the scope of the existing methodologies under the frequentist model averaging development. Assuming the data is from an unknown model, we derive the model averaging estimator and study its limiting distributions and related predictions while taking possible modeling biases into account. We propose a set of optimal weights to combine the individual estimators so that the expected mean squared error of the average estimator is minimized. Simulation studies are conducted to compare the performance of the estimator with that of the existing methods. The results show the benefits of the proposed approach over traditional model selection approaches as well as existing model averaging methods.

stat.ME

The Benefit of Group Sparsity in Group Inference with De-biased Scaled Group Lasso

We study confidence regions and approximate chi-squared tests for variable groups in high-dimensional linear regression. When the size of the group is small, low-dimensional projection estimators for individual coefficients can be directly used to construct efficient confidence regions and p-values for the group. However, the existing analyses of low-dimensional projection estimators do not directly carry through for chi-squared-based inference of a large group of variables without inflating the sample size by a factor of the group size. We propose to de-bias a scaled group Lasso for chi-squared-based statistical inference for potentially very large groups of variables. We prove that the proposed methods capture the benefit of group sparsity under proper conditions, for statistical inference of the noise level and variable groups, large and small. Such benefit is especially strong when the group size is large.

math.ST

That's sick dude!: Automatic identification of word sense change across different timescales

In this paper, we propose an unsupervised method to identify noun sense changes based on rigorous analysis of time-varying text data available in the form of millions of digitized books. We construct distributional thesauri based networks from data at different time points and cluster each of them separately to obtain word-centric sense clusters corresponding to the different time points. Subsequently, we compare these sense clusters of two different time points to find if (i) there is birth of a new sense or (ii) if an older sense has got split into more than one sense or (iii) if a newer sense has been formed from the joining of older senses or (iv) if a particular sense has died. We conduct a thorough evaluation of the proposed methodology both manually as well as through comparison with WordNet. Manual evaluation indicates that the algorithm could correctly identify 60.4% birth cases from a set of 48 randomly picked samples and 57% split/join cases from a set of 21 randomly picked samples. Remarkably, in 44% cases the birth of a novel sense is attested by WordNet, while in 46% cases and 43% cases split and join are respectively confirmed by WordNet. Our approach can be applied for lexicography, as well as for applications like word sense disambiguation or semantic search.

cs.CL

Multivariate Analysis of Nonparametric Estimates of Large Correlation Matrices

We study concentration in spectral norm of nonparametric estimates of correlation matrices. We work within the confine of a Gaussian copula model. Two nonparametric estimators of the correlation matrix, the sine transformations of the Kendall's tau and Spearman's rho correlation coefficient, are studied. Expected spectrum error bound is obtained for both the estimators. A general large deviation bound for the maximum spectral error of a collection of submatrices of a given dimension is also established. These results prove that when both the number of variables and sample size are large, the spectral error of the nonparametric estimators is of no greater order than that of the latent sample covariance matrix, at least when compared with some of the sharpest known error bounds for the later. As an application, we establish the minimax optimal convergence rate in the estimation of high-dimensional bandable correlation matrices via tapering off of these nonparametric estimators. An optimal convergence rate for sparse principal component analysis is also established as another example of possible applications of the main results.

math.ST