The development of complex software requires tools promoting fail-fast approaches, so that bugs and unexpected behavior can be quickly identified and fixed. Tools for data validation may save the day of computer programmers. In fact, processing invalid data is a waste of resources at best, and a drama at worst if the problem remains unnoticed and wrong results are used for business. Answer Set Programming (ASP) is not an exception, but the quest for better and better performance resulted in systems that essentially do not validate data. Even under the simplistic assumption that input/output data are eventually validated by external tools, invalid data may appear in other portions of the program, and go undetected until some other module of the designed software suddenly breaks. This paper formalizes the problem of data validation for ASP programs, introduces a language to specify data validation, and presents \textsc{valasp}, a tool to inject data validation in ordinary programs. The proposed approach promotes fail-fast techniques at coding time without imposing any lag on the deployed system if data are pretended to be valid. Validation can be specified in terms of statements using YAML, ASP and Python. Additionally, the proposed approach opens the possibility to use ASP for validating data of imperative programming languages. Under consideration for acceptance in TPLP.
Recent years, Knowledge Graph Embeddings (KGEs) have shown promising performance on link prediction tasks by mapping the entities and relations from a Knowledge Graph (KG) into a geometric space and thus have gained increasing attentions. In addition, many recent Knowledge Graphs involve evolving data, e.g., the fact (\textit{Obama}, \textit{PresidentOf}, \textit{USA}) is valid only from 2009 to 2017. This introduces important challenges for knowledge representation learning since such temporal KGs change over time. In this work, we strive to move beyond the complex or hypercomplex space for KGE and propose a novel geometric algebra based embedding approach, GeomE, which uses multivector representations and the geometric product to model entities and relations. GeomE subsumes several state-of-the-art KGE models and is able to model diverse relations patterns. On top of this, we extend GeomE to TGeomE for temporal KGE, which performs 4th-order tensor factorization of a temporal KG and devises a new linear temporal regularization for time representation learning. Moreover, we study the effect of time granularity on the performance of TGeomE models. Experimental results show that our proposed models achieve the state-of-the-art performances on link prediction over four commonly-used static KG datasets and four well-established temporal KG datasets across various metrics.
Neural networks can be regarded as a new programming paradigm, i.e., instead of building ever-more complex programs through (often informal) logical reasoning in the programmers' mind, complex 'AI' systems are built by optimising generic neural network models with big data. In this new paradigm, AI frameworks such as TensorFlow and PyTorch play a key role, which is as essential as the compiler for traditional programs. It is known that the lack of a proper semantics for programming languages (such as C), i.e., a correctness specification for compilers, has contributed to many problematic program behaviours and security issues. While it is in general hard to have a correctness specification for compilers due to the high complexity of programming languages and their rapid evolution, we have a unique opportunity to do it right this time for neural networks (which have a limited set of functions, and most of them have stable semantics). In this work, we report our effort on providing a correctness specification of neural network frameworks such as TensorFlow. We specify the semantics of almost all TensorFlow layers in the logical programming language Prolog. We demonstrate the usefulness of the semantics through two applications. One is a fuzzing engine for TensorFlow, which features a strong oracle and a systematic way of generating valid neural networks. The other is a model validation approach which enables consistent bug reporting for TensorFlow models.
Text embedding models from Natural Language Processing can map text data (e.g. words, sentences, documents) to supposedly meaningful numerical representations (a.k.a. text embeddings). While such models are increasingly applied in social science research, one important issue is often not addressed: the extent to which these embeddings are valid representations of constructs relevant for social science research. We therefore propose the use of the classic construct validity framework to evaluate the validity of text embeddings. We show how this framework can be adapted to the opaque and high-dimensional nature of text embeddings, with application to survey questions. We include several popular text embedding methods (e.g. fastText, GloVe, BERT, Sentence-BERT, Universal Sentence Encoder) in our construct validity analyses. We find evidence of convergent and discriminant validity in some cases. We also show that embeddings can be used to predict respondent's answers to completely new survey questions. Furthermore, BERT-based embedding techniques and the Universal Sentence Encoder provide more valid representations of survey questions than do others. Our results thus highlight the necessity to examine the construct validity of text embeddings before deploying them in social science research.
This paper presents a novel probabilistic forecasting method called ensemble conformalized quantile regression (EnCQR). EnCQR constructs distribution-free and approximately marginally valid prediction intervals (PIs), which are suitable for nonstationary and heteroscedastic time series data. EnCQR can be applied on top of a generic forecasting model, including deep learning architectures. EnCQR exploits a bootstrap ensemble estimator, which enables the use of conformal predictors for time series by removing the requirement of data exchangeability. The ensemble learners are implemented as generic machine learning algorithms performing quantile regression, which allow the length of the PIs to adapt to local variability in the data. In the experiments, we predict time series characterized by a different amount of heteroscedasticity. The results demonstrate that EnCQR outperforms models based only on quantile regression or conformal prediction, and it provides sharper, more informative, and valid PIs.
Equivariant neural networks, whose hidden features transform according to representations of a group G acting on the data, exhibit training efficiency and an improved generalisation performance. In this work, we extend group invariant and equivariant representation learning to the field of unsupervised deep learning. We propose a general learning strategy based on an encoder-decoder framework in which the latent representation is separated in an invariant term and an equivariant group action component. The key idea is that the network learns to encode and decode data to and from a group-invariant representation by additionally learning to predict the appropriate group action to align input and output pose to solve the reconstruction task. We derive the necessary conditions on the equivariant encoder, and we present a construction valid for any G, both discrete and continuous. We describe explicitly our construction for rotations, translations and permutations. We test the validity and the robustness of our approach in a variety of experiments with diverse data types employing different network architectures.
We consider after-study statistical inference for sequentially designed experiments wherein multiple units are assigned treatments for multiple time points using treatment policies that adapt over time. Our goal is to provide inference guarantees for the counterfactual mean at the smallest possible scale -- mean outcome under different treatments for each unit and each time -- with minimal assumptions on the adaptive treatment policy. Without any structural assumptions on the counterfactual means, this challenging task is infeasible due to more unknowns than observed data points. To make progress, we introduce a latent factor model over the counterfactual means that serves as a non-parametric generalization of the non-linear mixed effects model and the bilinear latent factor model considered in prior works. For estimation, we use a non-parametric method, namely a variant of nearest neighbors, and establish a non-asymptotic high probability error bound for the counterfactual mean for each unit and each time. Under regularity conditions, this bound leads to asymptotically valid confidence intervals for the counterfactual mean as the number of units and time points grows to $\infty$ together at suitable rates. We illustrate our theory via several simulations and a case study involving data from a mobile health clinical trial HeartSteps.
We study statistical inference on the similarity/distance between two time-series under uncertain environment by considering a statistical hypothesis test on the distance obtained from Dynamic Time Warping (DTW) algorithm. The sampling distribution of the DTW distance is too difficult to derive because it is obtained based on the solution of the DTW algorithm, which is complicated. To circumvent this difficulty, we propose to employ the conditional selective inference framework, which enables us to derive a valid inference method on the DTW distance. To our knowledge, this is the first method that can provide a valid p-value to quantify the statistical significance of the DTW distance, which is helpful for high-stake decision making such as abnormal time-series detection problems. We evaluate the performance of the proposed inference method on both synthetic and real-world datasets.
A simplified variant of G\"odel's ontological argument is presented. The simplified argument is valid already in basic modal logics K or KT, it does not suffer from modal collapse, and it avoids the rather complex predicates of essence (Ess.) and necessary existence (NE) as used by G\"odel. The variant presented has been obtained as a side result of a series of theory simplification experiments conducted in interaction with a modern proof assistant system. The starting point for these experiments was the computer encoding of G\"odel's argument, and then automated reasoning techniques were systematically applied to arrive at the simplified variant presented. The presented work thus exemplifies a fruitful human-computer interaction in computational metaphysics. Whether the presented result increases or decreases the attractiveness and persuasiveness of the ontological argument is a question I would like to pass on to philosophy and theology.
We consider the estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are specific functionals of these coefficients. These include predicted actual and stationary distributions of the outcome variable and quantile treatment effects. Coefficients and their functionals are estimated via fixed effect methods. We investigate how these functionals vary in response to changes in initial conditions or covariate values. We also identify a uniformity issue related to the robustness of inference to the unknown degree of heterogeneity, and propose a cross-sectional bootstrap method for uniformly valid inference on function-valued objects. Employing PSID annual labor income data we illustrate some important empirical issues we can address. We first quantify the impact of a negative labor income shock on the distribution of future labor income. We also examine the impact on the distribution of labor income from increasing the education level of a chosen group of workers. Finally, we demonstrate the existence of heterogeneity in income mobility, and how this leads to substantial variation in individuals' incidences to be trapped in poverty. We also provide simulation evidence confirming that our procedures work well.
Hybrid modelling reduces the misspecification of expert models by combining them with machine learning (ML) components learned from data. Similarly to many ML algorithms, hybrid model performance guarantees are limited to the training distribution. Leveraging the insight that the expert model is usually valid even outside the training domain, we overcome this limitation by introducing a hybrid data augmentation strategy termed \textit{expert augmentation}. Based on a probabilistic formalization of hybrid modelling, we demonstrate that expert augmentation, which can be incorporated into existing hybrid systems, improves generalization. We empirically validate the expert augmentation on three controlled experiments modelling dynamical systems with ordinary and partial differential equations. Finally, we assess the potential real-world applicability of expert augmentation on a dataset of a real double pendulum.
The learning to defer (L2D) framework has the potential to make AI systems safer. For a given input, the system can defer the decision to a human if the human is more likely than the model to take the correct action. We study the calibration of L2D systems, investigating if the probabilities they output are sound. We find that Mozannar & Sontag's (2020) multiclass framework is not calibrated with respect to expert correctness. Moreover, it is not even guaranteed to produce valid probabilities due to its parameterization being degenerate for this purpose. We propose an L2D system based on one-vs-all classifiers that is able to produce calibrated probabilities of expert correctness. Furthermore, our loss function is also a consistent surrogate for multiclass L2D, like Mozannar & Sontag's (2020). Our experiments verify that not only is our system calibrated, but this benefit comes at no cost to accuracy. Our model's accuracy is always comparable (and often superior) to Mozannar & Sontag's (2020) model's in tasks ranging from hate speech detection to galaxy classification to diagnosis of skin lesions.
The counterfactual token generation has been limited to perturbing only a single token in texts that are generally short and single sentences. These tokens are often associated with one of many sensitive attributes. With limited counterfactuals generated, the goal to achieve invariant nature for machine learning classification models towards any sensitive attribute gets bounded, and the formulation of Counterfactual Fairness gets narrowed. In this paper, we overcome these limitations by solving root problems and opening bigger domains for understanding. We have curated a resource of sensitive tokens and their corresponding perturbation tokens, even extending the support beyond traditionally used sensitive attributes like Age, Gender, Race to Nationality, Disability, and Religion. The concept of Counterfactual Generation has been extended to multi-token support valid over all forms of texts and documents. We define the method of generating counterfactuals by perturbing multiple sensitive tokens as Counterfactual Multi-token Generation. The method has been conceptualized to showcase significant performance improvement over single-token methods and validated over multiple benchmark datasets. The emendation in counterfactual generation propagates in achieving improved Counterfactual Multi-token Fairness.
As they have a vital effect on social decision makings, AI algorithms should be not only accurate and but also fair. Among various algorithms for fairness AI, learning a prediction model by minimizing the empirical risk (e.g., cross-entropy) subject to a given fairness constraint has received much attention. To avoid computational difficulty, however, a given fairness constraint is replaced by a surrogate fairness constraint as the 0-1 loss is replaced by a convex surrogate loss for classification problems. In this paper, we investigate the validity of existing surrogate fairness constraints and propose a new surrogate fairness constraint called SLIDE, which is computationally feasible and asymptotically valid in the sense that the learned model satisfies the fairness constraint asymptotically and achieves a fast convergence rate. Numerical experiments confirm that the SLIDE works well for various benchmark datasets.
The semantics are derived from textual data that provide representations for Machine Learning algorithms. These representations are interpretable form of high dimensional sparse matrix that are given as an input to the machine learning algorithms. Since learning methods are broadly classified as parametric and non-parametric learning methods, in this paper we provide the effects of these type of algorithms on the high dimensional sparse matrix representations. In order to derive the representations from the text data, we have considered TF-IDF representation with valid reason in the paper. We have formed representations of 50, 100, 500, 1000 and 5000 dimensions respectively over which we have performed classification using Linear Discriminant Analysis and Naive Bayes as parametric learning method, Decision Tree and Support Vector Machines as non-parametric learning method. We have later provided the metrics on every single dimension of the representation and effect of every single algorithm detailed in this paper.
We investigate unsupervised person re-identification (Re-ID) with clothes change, a new challenging problem with more practical usability and scalability to real-world deployment. Most existing re-id methods artificially assume the clothes of every single person to be stationary across space and time. This condition is mostly valid for short-term re-id scenarios since an average person would often change the clothes even within a single day. To alleviate this assumption, several recent works have introduced the clothes change facet to re-id, with a focus on supervised learning person identity discriminative representation with invariance to clothes changes. Taking a step further towards this long-term re-id direction, we further eliminate the requirement of person identity labels, as they are significantly more expensive and more tedious to annotate in comparison to short-term person re-id datasets. Compared to conventional unsupervised short-term re-id, this new problem is drastically more challenging as different people may have similar clothes whilst the same person can wear multiple suites of clothes over different locations and times with very distinct appearance. To overcome such obstacles, we introduce a novel Curriculum Person Clustering (CPC) method that can adaptively regulate the unsupervised clustering criterion according to the clustering confidence. Experiments on three long-term person re-id datasets show that our CPC outperforms SOTA unsupervised re-id methods and even closely matches the supervised re-id models.
There is increasing evidence suggesting neural networks' sensitivity to distribution shifts, so that research on out-of-distribution (OOD) generalization comes into the spotlight. Nonetheless, current endeavors mostly focus on Euclidean data, and its formulation for graph-structured data is not clear and remains under-explored, given two-fold fundamental challenges: 1) the inter-connection among nodes in one graph, which induces non-IID generation of data points even under the same environment, and 2) the structural information in the input graph, which is also informative for prediction. In this paper, we formulate the OOD problem on graphs and develop a new invariant learning approach, Explore-to-Extrapolate Risk Minimization (EERM), that facilitates graph neural networks to leverage invariance principles for prediction. EERM resorts to multiple context explorers (specified as graph structure editers in our case) that are adversarially trained to maximize the variance of risks from multiple virtual environments. Such a design enables the model to extrapolate from a single observed environment which is the common case for node-level prediction. We prove the validity of our method by theoretically showing its guarantee of a valid OOD solution and further demonstrate its power on various real-world datasets for handling distribution shifts from artificial spurious features, cross-domain transfers and dynamic graph evolution.
Constrained optimization problems can be difficult because their search spaces have properties not conducive to search, e.g., multimodality, discontinuities, or deception. To address such difficulties, considerable research has been performed on creating novel evolutionary algorithms or specialized genetic operators. However, if the representation that defined the search space could be altered such that it only permitted valid solutions that satisfied the constraints, the task of finding the optimal would be made more feasible without any need for specialized optimization algorithms. We propose Constrained Optimization in Latent Space (COIL), which uses a VAE to generate a learned latent representation from a dataset comprising samples from the valid region of the search space according to a constraint, thus enabling the optimizer to find the objective in the new space defined by the learned representation. Preliminary experiments show promise: compared to an identical GA using a standard representation that cannot meet the constraints or find fit solutions, COIL with its learned latent representation can perfectly satisfy different types of constraints while finding high-fitness solutions.
Conducting experiments with objectives that take significant delays to materialize (e.g. conversions, add-to-cart events, etc.) is challenging. Although the classical "split sample testing" is still valid for the delayed feedback, the experiment will take longer to complete, which also means spending more resources on worse-performing strategies due to their fixed allocation schedules. Alternatively, adaptive approaches such as "multi-armed bandits" are able to effectively reduce the cost of experimentation. But these methods generally cannot handle delayed objectives directly out of the box. This paper presents an adaptive experimentation solution tailored for delayed binary feedback objectives by estimating the real underlying objectives before they materialize and dynamically allocating variants based on the estimates. Experiments show that the proposed method is more efficient for delayed feedback compared to various other approaches and is robust in different settings. In addition, we describe an experimentation product powered by this algorithm. This product is currently deployed in the online experimentation platform of JD.com, a large e-commerce company and a publisher of digital ads.
Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on prior assumptions on the hypothesis space, e.g., the known kernel of a Reproducing Kernel Hilbert Space (RKHS). Hand-designing such kernels is error prone, and misspecification may lead to poor or unsafe performance. In this work, we propose to meta-learn a kernel from offline data (Meta-KeL). For the case where the unknown kernel is a combination of known base kernels, we develop an estimator based on structured sparsity. Under mild conditions, we guarantee that our estimated RKHS yields valid confidence sets that, with increasing amounts of offline data, become as tight as those given the true unknown kernel. We demonstrate our approach on the kernelized bandit problem (a.k.a.~Bayesian optimization), where we establish regret bounds competitive with those given the true kernel. We also empirically evaluate the effectiveness of our approach on a Bayesian optimization task.