Chi-Hua Wang

Yuantong Li, Chi-hua Wang, Guang Cheng et al.

Two-sided online matching platforms are employed in various markets. However, agents' preferences in the current market are usually implicit and unknown, thus needing to be learned from data. With the growing availability of dynamic side information involved in the decision process, modern online matching methodology demands the capability to track shifting preferences for agents based on contextual information. This motivates us to propose a novel framework for this dynamic online matching problem with contextual information, which allows for dynamic preferences in matching decisions. Existing works focus on online matching with static preferences, but this is insufficient: the two-sided preference changes as soon as one side's contextual information updates, resulting in non-static matching. In this paper, we propose a dynamic matching bandit algorithm to adapt to this problem. The key component of the proposed dynamic matching algorithm is an online estimation of the preference ranking with a statistical guarantee. Theoretically, we show that the proposed dynamic matching algorithm delivers an agent-optimal stable matching result with high probability. In particular, we prove a logarithmic regret upper bound $\mathcal{O}(\log(T))$ and construct a corresponding instance-dependent matching regret lower bound. In the experiments, we demonstrate that dynamic matching algorithm is robust to various preference schemes, dimensions of contexts, reward noise levels, and context variation levels, and its application to a job-seeking market further demonstrates the practical usage of the proposed method.

Yucong Liu, Chi-Hua Wang, Guang Cheng

Devising procedures for auditing generative model privacy-utility tradeoff is an important yet unresolved problem in practice. Existing works concentrates on investigating the privacy constraint side effect in terms of utility degradation of the train on synthetic, test on real paradigm of synthetic data training. We push such understanding on privacy-utility tradeoff to next level by observing the privacy deregulation side effect on synthetic training data utility. Surprisingly, we discover the Utility Recovery Incapability of DP-CTGAN and PATE-CTGAN under privacy deregulation, raising concerns on their practical applications. The main message is Privacy Deregulation does NOT always imply Utility Recovery.

Po-Yi Liu, Chi-Hua Wang, Henghsiu Tsai

This paper presents a novel non-stationary dynamic pricing algorithm design, where pricing agents face incomplete demand information and market environment shifts. The agents run price experiments to learn about each product's demand curve and the profit-maximizing price, while being aware of market environment shifts to avoid high opportunity costs from offering sub-optimal prices. The proposed ACIDP extends information-directed sampling (IDS) algorithms from statistical machine learning to include microeconomic choice theory, with a novel pricing strategy auditing procedure to escape sub-optimal pricing after market environment shift. The proposed ACIDP outperforms competing bandit algorithms including Upper Confidence Bound (UCB) and Thompson sampling (TS) in a series of market environment shifts.

Chi-Hua Wang, Wenjie Li

Always-valid concentration inequalities are increasingly used as performance measures for online statistical learning, notably in the learning of generative models and supervised learning. Such inequality advances the online learning algorithms design by allowing random, adaptively chosen sample sizes instead of a fixed pre-specified size in offline statistical learning. However, establishing such an always-valid type result for the task of matrix completion is challenging and far from understood in the literature. Due to the importance of such type of result, this work establishes and devises the always-valid risk bound process for online matrix completion problems. Such theoretical advances are made possible by a novel combination of non-asymptotic martingale concentration and regularized low-rank matrix regression. Our result enables a more sample-efficient online algorithm design and serves as a foundation to evaluate online experiment policies on the task of online matrix completion.

Joshua Ward, Chi-Hua Wang, Guang Cheng

Synthetic tabular data has gained attention for enabling privacy-preserving data sharing. While substantial progress has been made in single-table synthetic generation where data are modeled at the row or item level, most real-world data exists in relational databases where a user's information spans items across multiple interconnected tables. Recent advances in synthetic relational data generation have emerged to address this complexity, yet release of these data introduce unique privacy challenges as information can be leaked not only from individual items but also through the relationships that comprise a complete user entity. To address this, we propose a novel Membership Inference Attack (MIA) setting to audit the empirical user-level privacy of synthetic relational data and show that single-table MIAs that audit at an item level underestimate user-level privacy leakage. We then propose Multi-Table Membership Inference Attack (MT-MIA), a novel adversarial attack under a No-Box threat model that targets learned representations of user entities via Heterogeneous Graph Neural Networks. By incorporating all connected items for a user, MT-MIA better targets user-level vulnerabilities induced by inter-tabular relationships than existing attacks. We evaluate MT-MIA on a range of real-world multi-table datasets and demonstrate that this vulnerability exists in state-of-the-art relational synthetic data generators, employing MT-MIA to additionally study where this leakage occurs.

Joshua Ward, Bochao Gu, Chi-Hua Wang et al.

Large Language Models (LLMs) have recently demonstrated remarkable performance in generating high-quality tabular synthetic data. In practice, two primary approaches have emerged for adapting LLMs to tabular data generation: (i) fine-tuning smaller models directly on tabular datasets, and (ii) prompting larger models with examples provided in context. In this work, we show that popular implementations from both regimes exhibit a tendency to compromise privacy by reproducing memorized patterns of numeric digits from their training data. To systematically analyze this risk, we introduce a simple No-box Membership Inference Attack (MIA) called LevAtt that assumes adversarial access to only the generated synthetic data and targets the string sequences of numeric digits in synthetic observations. Using this approach, our attack exposes substantial privacy leakage across a wide range of models and datasets, and in some cases, is even a perfect membership classifier on state-of-the-art models. Our findings highlight a unique privacy vulnerability of LLM-based synthetic data generation and the need for effective defenses. To this end, we propose two methods, including a novel sampling strategy that strategically perturbs digits during generation. Our evaluation demonstrates that this approach can defeat these attacks with minimal loss of fidelity and utility of the synthetic data.

Yinan Cheng, Chi-Hua Wang, Vamsi K. Potluru et al.

Devising procedures for downstream task-oriented generative model selections is an unresolved problem of practical importance. Existing studies focused on the utility of a single family of generative models. They provided limited insights on how synthetic data practitioners select the best family generative models for synthetic training tasks given a specific combination of machine learning model class and performance metric. In this paper, we approach the downstream task-oriented generative model selections problem in the case of training fraud detection models and investigate the best practice given different combinations of model interpretability and model performance constraints. Our investigation supports that, while both Neural Network(NN)-based and Bayesian Network(BN)-based generative models are both good to complete synthetic training task under loose model interpretability constrain, the BN-based generative models is better than NN-based when synthetic training fraud detection model under strict model interpretability constrain. Our results provides practical guidance for machine learning practitioner who is interested in replacing their training dataset from real to synthetic, and shed lights on more general downstream task-oriented generative model selection problems.

Lan Tao, Shirong Xu, Chi-Hua Wang et al.

With the proliferation of generative AI and the increasing volume of generative data (also called as synthetic data), assessing the fidelity of generative data has become a critical concern. In this paper, we propose a discriminative approach to estimate the total variation (TV) distance between two distributions as an effective measure of generative data fidelity. Our method quantitatively characterizes the relation between the Bayes risk in classifying two distributions and their TV distance. Therefore, the estimation of total variation distance reduces to that of the Bayes risk. In particular, this paper establishes theoretical results regarding the convergence rate of the estimation error of TV distance between two Gaussian distributions. We demonstrate that, with a specific choice of hypothesis class in classification, a fast convergence rate in estimating the TV distance can be achieved. Specifically, the estimation accuracy of the TV distance is proven to inherently depend on the separation of two Gaussian distributions: smaller estimation errors are achieved when the two Gaussian distributions are farther apart. This phenomenon is also validated empirically through extensive simulations. In the end, we apply this discriminative estimation method to rank fidelity of synthetic image data using the MNIST dataset.

Din-Yin Hsieh, Chi-Hua Wang, Guang Cheng

Exploring generative model training for synthetic tabular data, specifically in sequential contexts such as credit card transaction data, presents significant challenges. This paper addresses these challenges, focusing on attaining both high fidelity to actual data and optimal utility for machine learning tasks. We introduce five pre-processing schemas to enhance the training of the Conditional Probabilistic Auto-Regressive Model (CPAR), demonstrating incremental improvements in the synthetic data's fidelity and utility. Upon achieving satisfactory fidelity levels, our attention shifts to training fraud detection models tailored for time-series data, evaluating the utility of the synthetic data. Our findings offer valuable insights and practical guidelines for synthetic data practitioners in the finance sector, transitioning from real to synthetic datasets for training purposes, and illuminating broader methodologies for synthesizing credit card transaction time series.

Chi-Hua Wang, Guang Cheng

We present BadGD, a unified theoretical framework that exposes the vulnerabilities of gradient descent algorithms through strategic backdoor attacks. Backdoor attacks involve embedding malicious triggers into a training dataset to disrupt the model's learning process. Our framework introduces three novel constructs: Max RiskWarp Trigger, Max GradWarp Trigger, and Max GradDistWarp Trigger, each designed to exploit specific aspects of gradient descent by distorting empirical risk, deterministic gradients, and stochastic gradients respectively. We rigorously define clean and backdoored datasets and provide mathematical formulations for assessing the distortions caused by these malicious backdoor triggers. By measuring the impact of these triggers on the model training procedure, our framework bridges existing empirical findings with theoretical insights, demonstrating how a malicious party can exploit gradient descent hyperparameters to maximize attack effectiveness. In particular, we show that these exploitations can significantly alter the loss landscape and gradient calculations, leading to compromised model integrity and performance. This research underscores the severe threats posed by such data-centric attacks and highlights the urgent need for robust defenses in machine learning. BadGD sets a new standard for understanding and mitigating adversarial manipulations, ensuring the reliability and security of AI systems.

Tung Sum Thomas Kwok, Chi-Hua Wang, Guang Cheng

Tabular data synthesis involves not only multi-table synthesis but also generating multi-modal data (e.g., strings and categories), which enables diverse knowledge synthesis. However, separating numerical and categorical data has limited the effectiveness of tabular data generation. The GReaT (Generate Realistic Tabular Data) framework uses Large Language Models (LLMs) to encode entire rows, eliminating the need to partition data types. Despite this, the framework's performance is constrained by two issues: (1) tabular data entries lack sufficient semantic meaning, limiting LLM's ability to leverage pre-trained knowledge for in-context learning, and (2) complex multi-table datasets struggle to establish effective relationships for collaboration. To address these, we propose GReaTER (Generate Realistic Tabular Data after data Enhancement and Reduction), which includes: (1) a data semantic enhancement system that improves LLM's understanding of tabular data through mapping, enabling better in-context learning, and (2) a cross-table connecting method to establish efficient relationships across complex tables. Experimental results show that GReaTER outperforms the GReaT framework.

Tung Sum Thomas Kwok, Chi-hua Wang, Guang Cheng

Data collaboration via Data Clean Room offers value but raises privacy concerns, which can be addressed through synthetic data and multi-table synthesizers. Common multi-table synthesizers fail to perform when subjects occur repeatedly in both tables. This is an urgent yet unresolved problem, since having both tables with repeating subjects is common. To improve performance in this scenario, we present the DEREC 3-step pre-processing pipeline to generalize adaptability of multi-table synthesizers. We also introduce the SIMPRO 3-aspect evaluation metrics, which leverage conditional distribution and large-scale simultaneous hypothesis testing to provide comprehensive feedback on synthetic data fidelity at both column and table levels. Results show that using DEREC improves fidelity, and multi-table synthesizers outperform single-table counterparts in collaboration settings. Together, the DEREC-SIMPRO pipeline offers a robust solution for generalizing data collaboration, promoting a more efficient, data-driven society.

Zhangjie Xia, Chi-Hua Wang, Guang Cheng

In the current era of big data and machine learning, it's essential to find ways to shrink the size of training dataset while preserving the training performance to improve efficiency. However, the challenge behind it includes providing practical ways to find points that can be deleted without significantly harming the training result and suffering from problems like underfitting. We therefore present the perfect deleted point problem for 1-step noisy SGD in the classical linear regression task, which aims to find the perfect deleted point in the training dataset such that the model resulted from the deleted dataset will be identical to the one trained without deleting it. We apply the so-called signal-to-noise ratio and suggest that its value is closely related to the selection of the perfect deleted point. We also implement an algorithm based on this and empirically show the effectiveness of it in a synthetic dataset. Finally we analyze the consequences of the perfect deleted point, specifically how it affects the training performance and privacy budget, therefore highlighting its potential. This research underscores the importance of data deletion and calls for urgent need for more studies in this field.

Joshua Ward, Yuxuan Yang, Chi-Hua Wang et al.

Membership Inference Attacks (MIAs) have emerged as a principled framework for auditing the privacy of synthetic data generated by tabular generative models, where many diverse methods have been proposed that each exploit different privacy leakage signals. However, in realistic threat scenarios, an adversary must choose a single method without a priori guarantee that it will be the empirically highest performing option. We study this challenge as a decision theoretic problem under uncertainty and conduct the largest synthetic data privacy benchmark to date. Here, we find that no MIA constitutes a strictly dominant strategy across a wide variety of model architectures and dataset domains under our threat model. Motivated by these findings, we propose ensemble MIAs and show that unsupervised ensembles built on individual attacks offer empirically more robust, regret-minimizing strategies than individual attacks.

Joshua Ward, Chi-Hua Wang, Guang Cheng

Auditing the privacy leakage of synthetic data is an important but unresolved problem. Most existing privacy auditing frameworks for synthetic data rely on heuristics and unreasonable assumptions to attack the failure modes of generative models, exhibiting limited capability to describe and detect the privacy exposure of training data through synthetic data release. In this paper, we study designing Membership Inference Attacks (MIAs) that specifically exploit the observation that tabular generative models tend to significantly overfit to certain regions of the training distribution. Here, we propose Generative Likelihood Ratio Attack (Gen-LRA), a novel, computationally efficient No-Box MIA that, with no assumption of model knowledge or access, formulates its attack by evaluating the influence a test observation has in a surrogate model's estimation of a local likelihood ratio over the synthetic data. Assessed over a comprehensive benchmark spanning diverse datasets, model architectures, and attack parameters, we find that Gen-LRA consistently dominates other MIAs for generative models across multiple performance metrics. These results underscore Gen-LRA's effectiveness as a privacy auditing tool for the release of synthetic data, highlighting the significant privacy risks posed by generative model overfitting in real-world applications.

Tung Sum Thomas Kwok, Zeyong Zhang, Chi-Hua Wang et al.

Tabular data synthesis for supervised learning ('SL') model training is gaining popularity in industries such as healthcare, finance, and retail. Despite the progress made in tabular data generators, models trained with synthetic data often underperform compared to those trained with original data. This low SL utility of synthetic data stems from class imbalance exaggeration and SL data relationship overlooked by tabular generator. To address these challenges, we draw inspirations from techniques in emerging data-centric artificial intelligence and elucidate Pruning and ReOrdering ('PRRO'), a novel pipeline that integrates data-centric techniques into tabular data synthesis. PRRO incorporates data pruning to guide the table generator towards observations with high signal-to-noise ratio, ensuring that the class distribution of synthetic data closely matches that of the original data. Besides, PRRO employs a column reordering algorithm to align the data modeling structure of generators with that of SL models. These two modules enable PRRO to optimize SL utility of synthetic data. Empirical experiments on 22 public datasets show that synthetic data generated using PRRO enhances predictive performance compared to data generated without PRRO. Specifically, synthetic replacement of original data yields an average improvement of 26.74% and up to 871.46% improvement using PRRO, while synthetic appendant to original data results with PRRO-generated data results in an average improvement of 6.13% and up to 200.32%. Furthermore, experiments on six highly imbalanced datasets show that PRRO enables the generator to produce synthetic data with a class distribution that resembles the original data more closely, achieving a similarity improvement of 43%. Through PRRO, we foster a seamless integration of data synthesis to subsequent SL prediction, promoting quality and accessible data analysis.

Yu Xia, Chi-Hua Wang, Joshua Mabry et al.

The evaluation of synthetic data generation is crucial, especially in the retail sector where data accuracy is paramount. This paper introduces a comprehensive framework for assessing synthetic retail data, focusing on fidelity, utility, and privacy. Our approach differentiates between continuous and discrete data attributes, providing precise evaluation criteria. Fidelity is measured through stability and generalizability. Stability ensures synthetic data accurately replicates known data distributions, while generalizability confirms its robustness in novel scenarios. Utility is demonstrated through the synthetic data's effectiveness in critical retail tasks such as demand forecasting and dynamic pricing, proving its value in predictive analytics and strategic planning. Privacy is safeguarded using Differential Privacy, ensuring synthetic data maintains a perfect balance between resembling training and holdout datasets without compromising security. Our findings validate that this framework provides reliable and scalable evaluation for synthetic retail data. It ensures high fidelity, utility, and privacy, making it an essential tool for advancing retail data science. This framework meets the evolving needs of the retail industry with precision and confidence, paving the way for future advancements in synthetic data methodologies.

Joshua Ward, Chi-Hua Wang, Guang Cheng

The promise of tabular generative models is to produce realistic synthetic data that can be shared and safely used without dangerous leakage of information from the training set. In evaluating these models, a variety of methods have been proposed to measure the tendency to copy data from the training dataset when generating a sample. However, these methods suffer from either not considering data-copying from a privacy threat perspective, not being motivated by recent results in the data-copying literature or being difficult to make compatible with the high dimensional, mixed type nature of tabular data. This paper proposes a new similarity metric and Membership Inference Attack called Data Plagiarism Index (DPI) for tabular data. We show that DPI evaluates a new intuitive definition of data-copying and characterizes the corresponding privacy risk. We show that the data-copying identified by DPI poses both privacy and fairness threats to common, high performing architectures; underscoring the necessity for more sophisticated generative modeling techniques to mitigate this issue.

Chi-Hua Wang, Wenjie Li, Guang Cheng et al.

This paper presents a novel federated linear contextual bandits model, where individual clients face different K-armed stochastic bandits with high-dimensional decision context and coupled through common global parameters. By leveraging the sparsity structure of the linear reward , a collaborative algorithm named \texttt{Fedego Lasso} is proposed to cope with the heterogeneity across clients without exchanging local decision context vectors or raw reward data. \texttt{Fedego Lasso} relies on a novel multi-client teamwork-selfish bandit policy design, and achieves near-optimal regrets for shared parameter cases with logarithmic communication costs. In addition, a new conceptual tool called federated-egocentric policies is introduced to delineate exploration-exploitation trade-off. Experiments demonstrate the effectiveness of the proposed algorithms on both synthetic and real-world datasets.

Shuang Wu, Chi-Hua Wang, Yuantong Li et al.

We propose a new bootstrap-based online algorithm for stochastic linear bandit problems. The key idea is to adopt residual bootstrap exploration, in which the agent estimates the next step reward by re-sampling the residuals of mean reward estimate. Our algorithm, residual bootstrap exploration for stochastic linear bandit (\texttt{LinReBoot}), estimates the linear reward from its re-sampling distribution and pulls the arm with the highest reward estimate. In particular, we contribute a theoretical framework to demystify residual bootstrap-based exploration mechanisms in stochastic linear bandit problems. The key insight is that the strength of bootstrap exploration is based on collaborated optimism between the online-learned model and the re-sampling distribution of residuals. Such observation enables us to show that the proposed \texttt{LinReBoot} secure a high-probability $\tilde{O}(d \sqrt{n})$ sub-linear regret under mild conditions. Our experiments support the easy generalizability of the \texttt{ReBoot} principle in the various formulations of linear bandit problems and show the significant computational efficiency of \texttt{LinReBoot}.

Wenjie Li, Chi-Hua Wang, Guang Cheng et al.

In this paper, we make the key delineation on the roles of resolution and statistical uncertainty in hierarchical bandits-based black-box optimization algorithms, guiding a more general analysis and a more efficient algorithm design. We introduce the \textit{optimum-statistical collaboration}, an algorithm framework of managing the interaction between optimization error flux and statistical error flux evolving in the optimization process. We provide a general analysis of this framework without specifying the forms of statistical error and uncertainty quantifier. Our framework and its analysis, due to their generality, can be applied to a large family of functions and partitions that satisfy different local smoothness assumptions and have different numbers of local optimums, which is much richer than the class of functions studied in prior works. Our framework also inspires us to propose a better measure of the statistical uncertainty and consequently a variance-adaptive algorithm \texttt{VHCT}. In theory, we prove the algorithm enjoys rate-optimal regret bounds under different local smoothness assumptions; in experiments, we show the algorithm outperforms prior efforts in different settings.

Yuantong Li, Chi-hua Wang, Guang Cheng

Motivated by the EU's "Right To Be Forgotten" regulation, we initiate a study of statistical data deletion problems where users' data are accessible only for a limited period of time. This setting is formulated as an online supervised learning task with \textit{constant memory limit}. We propose a deletion-aware algorithm \texttt{FIFD-OLS} for the low dimensional case, and witness a catastrophic rank swinging phenomenon due to the data deletion operation, which leads to statistical inefficiency. As a remedy, we propose the \texttt{FIFD-Adaptive Ridge} algorithm with a novel online regularization scheme, that effectively offsets the uncertainty from deletion. In theory, we provide the cumulative regret upper bound for both online forgetting algorithms. In the experiment, we showed \texttt{FIFD-Adaptive Ridge} outperforms the ridge regression algorithm with fixed regularization level, and hopefully sheds some light on more complex statistical models.

Chi-Hua Wang, Zhanyu Wang, Will Wei Sun et al.

Devising dynamic pricing policy with always valid online statistical learning procedure is an important and as yet unresolved problem. Most existing dynamic pricing policy, which focus on the faithfulness of adopted customer choice models, exhibit a limited capability for adapting the online uncertainty of learned statistical model during pricing process. In this paper, we propose a novel approach for designing dynamic pricing policy based regularized online statistical learning with theoretical guarantees. The new approach overcomes the challenge of continuous monitoring of online Lasso procedure and possesses several appealing properties. In particular, we make the decisive observation that the always-validity of pricing decisions builds and thrives on the online regularization scheme. Our proposed online regularization scheme equips the proposed optimistic online regularized maximum likelihood pricing (OORMLP) pricing policy with three major advantages: encode market noise knowledge into pricing process optimism; empower online statistical learning with always-validity over all decision points; envelop prediction error process with time-uniform non-asymptotic oracle inequalities. This type of non-asymptotic inference results allows us to design more sample-efficient and robust dynamic pricing algorithms in practice. In theory, the proposed OORMLP algorithm exploits the sparsity structure of high-dimensional models and secures a logarithmic regret in a decision horizon. These theoretical advances are made possible by proposing an optimistic online Lasso procedure that resolves dynamic pricing problems at the process level, based on a novel use of non-asymptotic martingale concentration. In experiments, we evaluate OORMLP in different synthetic and real pricing problem settings, and demonstrate that OORMLP advances the state-of-the-art methods.

Chi-Hua Wang, Guang Cheng

We propose and investigate a class of new algorithms for sequential decision making that interacts with \textit{a batch of users} simultaneously instead of \textit{a user} at each decision epoch. This type of batch models is motivated by interactive marketing and clinical trial, where a group of people are treated simultaneously and the outcomes of the whole group are collected before the next stage of decision. In such a scenario, our goal is to allocate a batch of treatments to maximize treatment efficacy based on observed high-dimensional user covariates. We deliver a solution, named \textit{Teamwork LASSO Bandit algorithm}, that resolves a batch version of explore-exploit dilemma via switching between teamwork stage and selfish stage during the whole decision process. This is made possible based on statistical properties of LASSO estimate of treatment efficacy that adapts to a sequence of batch observations. In general, a rate of optimal allocation condition is proposed to delineate the exploration and exploitation trade-off on the data collection scheme, which is sufficient for LASSO to identify the optimal treatment for observed user covariates. An upper bound on expected cumulative regret of the proposed algorithm is provided.

Chi-Hua Wang, Yang Yu, Botao Hao et al.

In this paper, we propose a novel perturbation-based exploration method in bandit algorithms with bounded or unbounded rewards, called residual bootstrap exploration (\texttt{ReBoot}). The \texttt{ReBoot} enforces exploration by injecting data-driven randomness through a residual-based perturbation mechanism. This novel mechanism captures the underlying distributional properties of fitting errors, and more importantly boosts exploration to escape from suboptimal solutions (for small sample sizes) by inflating variance level in an \textit{unconventional} way. In theory, with appropriate variance inflation level, \texttt{ReBoot} provably secures instance-dependent logarithmic regret in Gaussian multi-armed bandits. We evaluate the \texttt{ReBoot} in different synthetic multi-armed bandits problems and observe that the \texttt{ReBoot} performs better for unbounded rewards and more robustly than \texttt{Giro} \cite{kveton2018garbage} and \texttt{PHE} \cite{kveton2019perturbed}, with comparable computational efficiency to the Thompson sampling method.