Ioannis Mitliagkas

Brady Neal

Vasilis Syrgkanis

2024-01-16

ICLR.cc/2024/Conference (spotlight)

Empirical Analysis of Model Selection for Heterogenous Causal Effect Estimation

Divyat Mahajan

Brady Neal

Vasilis Syrgkanis

We study the problem of model selection in causal inference, specifically for the case of conditional average treatment effect (CATE) estima… (voir plus)tion under binary treatments. Unlike model selection in machine learning, there is no perfect analogue of cross-validation as we do not observe the counterfactual potential outcome for any data point. Towards this, there have been a variety of proxy metrics proposed in the literature, that depend on auxiliary nuisance models estimated from the observed data (propensity score model, outcome regression model). However, the effectiveness of these metrics has only been studied on synthetic datasets as we can access the counterfactual data for them. We conduct an extensive empirical analysis to judge the performance of these metrics introduced in the literature, and novel ones introduced in this work, where we utilize the latest advances in generative modeling to incorporate multiple realistic datasets. Our analysis suggests novel model selection strategies based on careful hyperparameter tuning of CATE estimators and causal ensembling.

2024-01-01

ICLR (publié)

arxiv.org

Stochastic Mirror Descent: Convergence Analysis and Adaptive Variants via the Mirror Stochastic Polyak Stepsize

Ryan D'Orazio

Nicolas Loizou

Issam Hadj Laradji

We investigate the convergence of stochastic mirror descent (SMD) under interpolation in relatively smooth and smooth convex optimization. I… (voir plus)n relatively smooth convex optimization we provide new convergence guarantees for SMD with a constant stepsize. For smooth convex optimization we propose a new adaptive stepsize scheme --- the mirror stochastic Polyak stepsize (mSPS). Notably, our convergence results in both settings do not make bounded gradient assumptions or bounded variance assumptions, and we show convergence to a neighborhood that vanishes under interpolation. Consequently, these results correspond to the first convergence guarantees under interpolation for the exponentiated gradient algorithm for fixed or adaptive stepsizes. mSPS generalizes the recently proposed stochastic Polyak stepsize (SPS) (Loizou et al. 2021) to mirror descent and remains both practical and efficient for modern machine learning applications while inheriting the benefits of mirror descent. We complement our results with experiments across various supervised learning tasks and different instances of SMD, demonstrating the effectiveness of mSPS.

2023-11-08

TMLR (accepté)

Additive Decoders for Latent Variables Identification and Cartesian-Product Extrapolation

Sébastien Lachapelle

Divyat Mahajan

Simon Lacoste-Julien

We tackle the problems of latent variables identification and "out-of-support'' image generation in representation learning. We show that bo… (voir plus)th are possible for a class of decoders that we call additive, which are reminiscent of decoders used for object-centric representation learning (OCRL) and well suited for images that can be decomposed as a sum of object-specific images. We provide conditions under which exactly solving the reconstruction problem using an additive decoder is guaranteed to identify the blocks of latent variables up to permutation and block-wise invertible transformations. This guarantee relies only on very weak assumptions about the distribution of the latent factors, which might present statistical dependencies and have an almost arbitrarily shaped support. Our result provides a new setting where nonlinear independent component analysis (ICA) is possible and adds to our theoretical understanding of OCRL methods. We also show theoretically that additive decoders can generate novel images by recombining observed factors of variations in novel ways, an ability we refer to as Cartesian-product extrapolation. We show empirically that additivity is crucial for both identifiability and extrapolation on simulated data.

CADet: Fully Self-Supervised Out-Of-Distribution Detection With Contrastive Learning

Charles Guille-Escuret

Pau Rodriguez

David Vazquez

Joao Monteiro

Expecting The Unexpected: Towards Broad Out-Of-Distribution Detection

Charles Guille-Escuret

Pierre-Andre Noel

David Vazquez

Joao Monteiro

Improving the reliability of deployed machine learning systems often involves developing methods to detect out-of-distribution (OOD) inputs.… (voir plus) However, existing research often narrowly focuses on samples from classes that are absent from the training set, neglecting other types of plausible distribution shifts. This limitation reduces the applicability of these methods in real-world scenarios, where systems encounter a wide variety of anomalous inputs. In this study, we categorize five distinct types of distribution shifts and critically evaluate the performance of recent OOD detection methods on each of them. We publicly release our benchmark under the name BROAD (Benchmarking Resilience Over Anomaly Diversity). Our findings reveal that while these methods excel in detecting unknown classes, their performance is inconsistent when encountering other types of distribution shifts. In other words, they only reliably detect unexpected inputs that they have been specifically designed to expect. As a first step toward broad OOD detection, we learn a generative model of existing detection scores with a Gaussian mixture. By doing so, we present an ensemble approach that offers a more consistent and comprehensive solution for broad OOD detection, demonstrating superior performance compared to existing methods. Our code to download BROAD and reproduce our experiments is publicly available.

2023-08-22

ArXiv (preprint)

Towards Out-of-Distribution Adversarial Robustness

Adam Ibrahim

Charles Guille-Escuret

Adversarial robustness continues to be a major challenge for deep learning. A core issue is that robustness to one type of attack often fail… (voir plus)s to transfer to other attacks. While prior work establishes a theoretical trade-off in robustness against different

2023-06-20

ICML.cc/2023/Workshop/AdvML-Frontiers (publié)

Empirical Study on Optimizer Selection for Out-of-Distribution Generalization

Hiroki Naganuma

Kartik Ahuja

Shiro Takagi

Tetsuya Motokawa

Rio Yokota

Kohta Ishikawa

Ikuro Sato

Modern deep learning systems do not generalize well when the test data distribution is slightly different to the training data distribution.… (voir plus) While much promising work has been accomplished to address this fragility, a systematic study of the role of optimizers and their out-of-distribution generalization performance has not been undertaken. In this study, we examine the performance of popular first-order optimizers for different classes of distributional shift under empirical risk minimization and invariant risk minimization. We address this question for image and text classification using DomainBed, WILDS, and Backgrounds Challenge as testbeds for studying different types of shifts---namely correlation and diversity shift. We search over a wide range of hyperparameters and examine classification accuracy (in-distribution and out-of-distribution) for over 20,000 models. We arrive at the following findings, which we expect to be helpful for practitioners: i) adaptive optimizers (e.g., Adam) perform worse than non-adaptive optimizers (e.g., SGD, momentum SGD) on out-of-distribution performance. In particular, even though there is no significant difference in in-distribution performance, we show a measurable difference in out-of-distribution performance. ii) in-distribution performance and out-of-distribution performance exhibit three types of behavior depending on the dataset---linear returns, increasing returns, and diminishing returns. For example, in the training of natural language data using Adam, fine-tuning the performance of in-distribution performance does not significantly contribute to the out-of-distribution generalization performance.

2023-06-16

TMLR (accepté)

A Reproducible and Realistic Evaluation of Partial Domain Adaptation Methods

Tiago Salvador

Kilian FATRAS

Adam M. Oberman

Unsupervised Domain Adaptation (UDA) aims at classifying unlabeled target images leveraging source labeled ones. In the case of an extreme l… (voir plus)abel shift scenario between the source and target domains, where we have extra source classes not present in the target domain, the UDA problem becomes a harder problem called Partial Domain Adaptation (PDA). While different methods have been developed to solve the PDA problem, most successful algorithms use model selection strategies that rely on target labels to find the best hyper-parameters and/or models along training. These strategies violate the main assumption in PDA: only unlabeled target domain samples are available. In addition, there are also experimental inconsistencies between developed methods - different architectures, hyper-parameter tuning, number of runs - yielding unfair comparisons. The main goal of this work is to provide a realistic evaluation of PDA methods under different model selection strategies and a consistent evaluation protocol. We evaluate 6 state-of-the-art PDA algorithms on 2 different real-world datasets using 7 different model selection strategies. Our two main findings are: (i) without target labels for model selection, the accuracy of the methods decreases up to 30 percentage points; (ii) only one method and model selection pair performs well on both datasets. Experiments were performed with our PyTorch framework, BenchmarkPDA, which we open source.

2023-06-11

TMLR (accepté)

Neural Networks Efficiently Learn Low-Dimensional Representations with SGD

Alireza Mousavi-Hosseini

Sejun Park

Manuela Girotti

Murat A Erdogdu

We study the problem of training a two-layer neural network (NN) of arbitrary width using stochastic gradient descent (SGD) where the input …

2023-02-01

ICLR.cc/2023/Conference (notable)

A Unified Approach to Reinforcement Learning, Quantal Response Equilibria, and Two-Player Zero-Sum Games

Samuel Sokota

Ryan D'Orazio

J Zico Kolter

Nicolas Loizou

Marc Lanctot

Noam Brown

Christian Kroer

2023-02-01

ICLR.cc/2023/Conference (poster)

A Unified Approach to Reinforcement Learning, Quantal Response Equilibria, and Two-Player Zero-Sum Games

Samuel Sokota

Ryan D'Orazio

J Zico Kolter

Nicolas Loizou

Marc Lanctot

Noam Brown

Christian Kroer

This work studies an algorithm, which we call magnetic mirror descent, that is inspired by mirror descent and the non-Euclidean proximal gra… (voir plus)dient algorithm. Our contribution is demonstrating the virtues of magnetic mirror descent as both an equilibrium solver and as an approach to reinforcement learning in two-player zero-sum games. These virtues include: 1) Being the first quantal response equilibria solver to achieve linear convergence for extensive-form games with first order feedback; 2) Being the first standard reinforcement learning algorithm to achieve empirically competitive results with CFR in tabular settings; 3) Achieving favorable performance in 3x3 Dark Hex and Phantom Tic-Tac-Toe as a self-play deep reinforcement learning algorithm.

2023-02-01

ICLR.cc/2023/Conference (poster)