arXiv subjects

Valentina Zantedeschi

Publications and source records attributed to Valentina Zantedeschi.

34 records · Page 2Linked to original sources

arXiv2023

Causal Discovery with Language Models as Imperfect Experts

Understanding the causal relationships that underlie a system is a fundamental prerequisite to accurate decision-making. In this work, we explore how expert knowledge can be used to improve the data-driven identification of causal graphs, beyond Markov equivalence classes. In doing so, we consider a setting where we can query an expert about the orientation of causal relationships between variables, but where the expert may provide erroneous information. We propose strategies for amending such expert knowledge based on consistency properties, e.g., acyclicity and conditional independencies in the equivalence class. We then report a case study, on real data, where a large language model is used as an imperfect expert.

cs.AI↗

arXiv2023

Regions of Reliability in the Evaluation of Multivariate Probabilistic Forecasts

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation for the ground-truth distribution. However, this property is not sufficient to guarantee good discrimination in the non-asymptotic regime. In this paper, we provide the first systematic finite-sample study of proper scoring rules for time-series forecasting evaluation. Through a power analysis, we identify the "region of reliability" of a scoring rule, i.e., the set of practical conditions where it can be relied on to identify forecasting errors. We carry out our analysis on a comprehensive synthetic benchmark, specifically designed to test several key discrepancies between ground-truth and forecast distributions, and we gauge the generalizability of our findings to real-world tasks with an application to an electricity production problem. Our results reveal critical shortcomings in the evaluation of multivariate probabilistic forecasts as commonly performed in the literature.

cs.LG↗

arXiv2023

DAG Learning on the Permutahedron

We propose a continuous optimization framework for discovering a latent directed acyclic graph (DAG) from observational data. Our approach optimizes over the polytope of permutation vectors, the so-called Permutahedron, to learn a topological ordering. Edges can be optimized jointly, or learned conditional on the ordering via a non-differentiable subroutine. Compared to existing continuous optimization approaches our formulation has a number of advantages including: 1. validity: optimizes over exact DAGs as opposed to other relaxations optimizing approximate DAGs; 2. modularity: accommodates any edge-optimization procedure, edge structural parameterization, and optimization loss; 3. end-to-end: either alternately iterates between node-ordering and edge-optimization, or optimizes them jointly. We demonstrate, on real-world data problems in protein-signaling and transcriptional network discovery, that our approach lies on the Pareto frontier of two key metrics, the SID and SHD.

cs.LG↗

arXiv2022

Learning Discrete Directed Acyclic Graphs via Backpropagation

Recently continuous relaxations have been proposed in order to learn Directed Acyclic Graphs (DAGs) from data by backpropagation, instead of using combinatorial optimization. However, a number of techniques for fully discrete backpropagation could instead be applied. In this paper, we explore that direction and propose DAG-DB, a framework for learning DAGs by Discrete Backpropagation. Based on the architecture of Implicit Maximum Likelihood Estimation [I-MLE, arXiv:2106.01798], DAG-DB adopts a probabilistic approach to the problem, sampling binary adjacency matrices from an implicit probability distribution. DAG-DB learns a parameter for the distribution from the loss incurred by each sample, performing competitively using either of two fully discrete backpropagation techniques, namely I-MLE and Straight-Through Estimation.

cs.LG↗

arXiv2022

On Margins and Generalisation for Voting Classifiers

We study the generalisation properties of majority voting on finite ensembles of classifiers, proving margin-based generalisation bounds via the PAC-Bayes theory. These provide state-of-the-art guarantees on a number of classification tasks. Our central results leverage the Dirichlet posteriors studied recently by Zantedeschi et al. [2021] for training voting classifiers; in contrast to that work our bounds apply to non-randomised votes via the use of margins. Our contributions add perspective to the debate on the "margins theory" proposed by Schapire et al. [1998] for the generalisation of ensemble classifiers.

cs.LG↗

arXiv2022

Cumulo: A Dataset for Learning Cloud Classes

One of the greatest sources of uncertainty in future climate projections comes from limitations in modelling clouds and in understanding how different cloud types interact with the climate system. A key first step in reducing this uncertainty is to accurately classify cloud types at high spatial and temporal resolution. In this paper, we introduce Cumulo, a benchmark dataset for training and evaluating global cloud classification models. It consists of one year of 1km resolution MODIS hyperspectral imagery merged with pixel-width 'tracks' of CloudSat cloud labels. Bringing these complementary datasets together is a crucial first step, enabling the Machine-Learning community to develop innovative new techniques which could greatly benefit the Climate community. To showcase Cumulo, we provide baseline performance analysis using an invertible flow generative model (IResNet), which further allows us to discover new sub-classes for a given cloud class by exploring the latent space. To compare methods, we introduce a set of evaluation criteria, to identify models that are not only accurate, but also physically-realistic. CUMULO can be download from https://www.dropbox.com/sh/i3s9q2v2jjyk2it/AACxXnXfMF5wuIqLXqH4NJOra?dl=0 .

physics.ao-ph↗

arXiv2021

Unsupervised Change Detection of Extreme Events Using ML On-Board

In this paper, we introduce RaVAEn, a lightweight, unsupervised approach for change detection in satellite data based on Variational Auto-Encoders (VAEs) with the specific purpose of on-board deployment. Applications such as disaster management enormously benefit from the rapid availability of satellite observations. Traditionally, data analysis is performed on the ground after all data is transferred - downlinked - to a ground station. Constraint on the downlink capabilities therefore affects any downstream application. In contrast, RaVAEn pre-processes the sampled data directly on the satellite and flags changed areas to prioritise for downlink, shortening the response time. We verified the efficacy of our system on a dataset composed of time series of catastrophic events - which we plan to release alongside this publication - demonstrating that RaVAEn outperforms pixel-wise baselines. Finally we tested our approach on resource-limited hardware for assessing computational and memory limitations.

cs.LG↗

arXiv2021

Learning Stochastic Majority Votes by Minimizing a PAC-Bayes Generalization Bound

We investigate a stochastic counterpart of majority votes over finite ensembles of classifiers, and study its generalization properties. While our approach holds for arbitrary distributions, we instantiate it with Dirichlet distributions: this allows for a closed-form and differentiable expression for the expected risk, which then turns the generalization bound into a tractable training objective. The resulting stochastic majority vote learning algorithm achieves state-of-the-art accuracy and benefits from (non-vacuous) tight generalization bounds, in a series of numerical experiments when compared to competing algorithms which also minimize PAC-Bayes objectives -- both with uninformed (data-independent) and informed (data-dependent) priors.

cs.LG↗

arXiv2021

Learning Binary Decision Trees by Argmin Differentiation

We address the problem of learning binary decision trees that partition data for some downstream task. We propose to learn discrete parameters (i.e., for tree traversals and node pruning) and continuous parameters (i.e., for tree split functions and prediction functions) simultaneously using argmin differentiation. We do so by sparsely relaxing a mixed-integer program for the discrete parameters, to allow gradients to pass through the program to continuous parameters. We derive customized algorithms to efficiently compute the forward and backward passes. This means that our tree learning procedure can be used as an (implicit) layer in arbitrary deep networks, and can be optimized with arbitrary loss functions. We demonstrate that our approach produces binary trees that are competitive with existing single tree and ensemble approaches, in both supervised and unsupervised settings. Further, apart from greedy approaches (which do not have competitive accuracies), our method is faster to train than all other tree-learning baselines we compare with. The code for reproducing the results is available at https://github.com/vzantedeschi/LatentTrees.

cs.LG↗

arXiv2020

RainBench: Towards Global Precipitation Forecasting from Satellite Imagery

Extreme precipitation events, such as violent rainfall and hail storms, routinely ravage economies and livelihoods around the developing world. Climate change further aggravates this issue. Data-driven deep learning approaches could widen the access to accurate multi-day forecasts, to mitigate against such events. However, there is currently no benchmark dataset dedicated to the study of global precipitation forecasts. In this paper, we introduce \textbf{RainBench}, a new multi-modal benchmark dataset for data-driven precipitation forecasting. It includes simulated satellite data, a selection of relevant meteorological data from the ERA5 reanalysis product, and IMERG precipitation data. We also release \textbf{PyRain}, a library to process large precipitation datasets efficiently. We present an extensive analysis of our novel dataset and establish baseline results for two benchmark medium-range precipitation forecasting tasks. Finally, we discuss existing data-driven weather forecasting methodologies and suggest future research avenues.

cs.LG↗

arXiv2020

Fully Decentralized Joint Learning of Personalized Models and Collaboration Graphs

We consider the fully decentralized machine learning scenario where many users with personal datasets collaborate to learn models through local peer-to-peer exchanges, without a central coordinator. We propose to train personalized models that leverage a collaboration graph describing the relationships between user personal tasks, which we learn jointly with the models. Our fully decentralized optimization procedure alternates between training nonlinear models given the graph in a greedy boosting manner, and updating the collaboration graph (with controlled sparsity) given the models. Throughout the process, users exchange messages only with a small number of peers (their direct neighbors when updating the models, and a few random users when updating the graph), ensuring that the procedure naturally scales with the number of users. Overall, our approach is communication-efficient and avoids exchanging personal data. We provide an extensive analysis of the convergence rate, memory and communication complexity of our approach, and demonstrate its benefits compared to competing techniques on synthetic and real datasets.

cs.LG↗

arXiv2019

Adversarial Robustness Toolbox v1.0.0

Adversarial Robustness Toolbox (ART) is a Python library supporting developers and researchers in defending Machine Learning models (Deep Neural Networks, Gradient Boosted Decision Trees, Support Vector Machines, Random Forests, Logistic Regression, Gaussian Processes, Decision Trees, Scikit-learn Pipelines, etc.) against adversarial threats and helps making AI systems more secure and trustworthy. Machine Learning models are vulnerable to adversarial examples, which are inputs (images, texts, tabular data, etc.) deliberately modified to produce a desired response by the Machine Learning model. ART provides the tools to build and deploy defences and test them with adversarial attacks. Defending Machine Learning models involves certifying and verifying model robustness and model hardening with approaches such as pre-processing inputs, augmenting training data with adversarial samples, and leveraging runtime detection methods to flag any inputs that might have been modified by an adversary. The attacks implemented in ART allow creating adversarial attacks against Machine Learning models which is required to test defenses with state-of-the-art threat models. Supported Machine Learning Libraries include TensorFlow (v1 and v2), Keras, PyTorch, MXNet, Scikit-learn, XGBoost, LightGBM, CatBoost, and GPy. The source code of ART is released with MIT license at https://github.com/IBM/adversarial-robustness-toolbox. The release includes code examples, notebooks with tutorials and documentation (http://adversarial-robustness-toolbox.readthedocs.io).

cs.LG↗

arXiv2019

Learning Landmark-Based Ensembles with Random Fourier Features and Gradient Boosting

We propose a Gradient Boosting algorithm for learning an ensemble of kernel functions adapted to the task at hand. Unlike state-of-the-art Multiple Kernel Learning techniques that make use of a pre-computed dictionary of kernel functions to select from, at each iteration we fit a kernel by approximating it as a weighted sum of Random Fourier Features (RFF) and by optimizing their barycenter. This allows us to obtain a more versatile method, easier to setup and likely to have better performance. Our study builds on a recent result showing one can learn a kernel from RFF by computing the minimum of a PAC-Bayesian bound on the kernel alignment generalization loss, which is obtained efficiently from a closed-form solution. We conduct an experimental analysis to highlight the advantages of our method w.r.t. both Boosting-based and kernel-learning state-of-the-art methods.

stat.ML↗

arXiv2017

Efficient Defenses Against Adversarial Attacks

Following the recent adoption of deep neural networks (DNN) accross a wide range of applications, adversarial attacks against these models have proven to be an indisputable threat. Adversarial samples are crafted with a deliberate intention of undermining a system. In the case of DNNs, the lack of better understanding of their working has prevented the development of efficient defenses. In this paper, we propose a new defense method based on practical observations which is easy to integrate into models and performs better than state-of-the-art defenses. Our proposed solution is meant to reinforce the structure of a DNN, making its prediction more stable and less likely to be fooled by adversarial samples. We conduct an extensive experimental study proving the efficiency of our method against multiple attacks, comparing it to numerous defenses, both in white-box and black-box setups. Additionally, the implementation of our method brings almost no overhead to the training procedure, while maintaining the prediction performance of the original model on clean samples.

cs.LG↗

arXiv2017

L$^3$-SVMs: Landmarks-based Linear Local Support Vectors Machines

For their ability to capture non-linearities in the data and to scale to large training sets, local Support Vector Machines (SVMs) have received a special attention during the past decade. In this paper, we introduce a new local SVM method, called L$^3$-SVMs, which clusters the input space, carries out dimensionality reduction by projecting the data on landmarks, and jointly learns a linear combination of local models. Simple and effective, our algorithm is also theoretically well-founded. Using the framework of Uniform Stability, we show that our SVM formulation comes with generalization guarantees on the true risk. The experiments based on the simplest configuration of our model (i.e. landmarks randomly selected, linear projection, linear kernel) show that L$^3$-SVMs is very competitive w.r.t. the state of the art and opens the door to new exciting lines of research.

stat.ML↗

arXiv2016

Lipschitz Continuity of Mahalanobis Distances and Bilinear Forms

Many theoretical results in the machine learning domain stand only for functions that are Lipschitz continuous. Lipschitz continuity is a strong form of continuity that linearly bounds the variations of a function. In this paper, we derive tight Lipschitz constants for two families of metrics: Mahalanobis distances and bounded-space bilinear forms. To our knowledge, this is the first time the Mahalanobis distance is formally proved to be Lipschitz continuous and that such tight Lipschitz constants are derived.

math.NA↗