You-Lin Chen

ML
5papers
51citations
Novelty61%
AI Score30

5 Papers

IRSep 17, 2024
Learning variant product relationship and variation attributes from e-commerce website structures

Pedro Herrero-Vidal, You-Lin Chen, Cris Liu et al.

We introduce VARM, variant relationship matcher strategy, to identify pairs of variant products in e-commerce catalogs. Traditional definitions of entity resolution are concerned with whether product mentions refer to the same underlying product. However, this fails to capture product relationships that are critical for e-commerce applications, such as having similar, but not identical, products listed on the same webpage or share reviews. Here, we formulate a new type of entity resolution in variant product relationships to capture these similar e-commerce product links. In contrast with the traditional definition, the new definition requires both identifying if two products are variant matches of each other and what are the attributes that vary between them. To satisfy these two requirements, we developed a strategy that leverages the strengths of both encoding and generative AI models. First, we construct a dataset that captures webpage product links, and therefore variant product relationships, to train an encoding LLM to predict variant matches for any given pair of products. Second, we use RAG prompted generative LLMs to extract variation and common attributes amongst groups of variant products. To validate our strategy, we evaluated model performance using real data from one of the world's leading e-commerce retailers. The results showed that our strategy outperforms alternative solutions and paves the way to exploiting these new type of product relationships.

MLFeb 4, 2022
Correcting Confounding via Random Selection of Background Variables

You-Lin Chen, Lenon Minorics, Dominik Janzing

We propose a method to distinguish causal influence from hidden confounding in the following scenario: given a target variable Y, potential causal drivers X, and a large number of background features, we propose a novel criterion for identifying causal relationship based on the stability of regression coefficients of X on Y with respect to selecting different background features. To this end, we propose a statistic V measuring the coefficient's variability. We prove, subject to a symmetry assumption for the background influence, that V converges to zero if and only if X contains no causal drivers. In experiments with simulated data, the method outperforms state of the art algorithms. Further, we report encouraging results for real-world data. Our approach aligns with the general belief that causal insights admit better generalization of statistical associations across environments, and justifies similar existing heuristic approaches from the literature.

MLDec 30, 2020
Provably Training Overparameterized Neural Network Classifiers with Non-convex Constraints

You-Lin Chen, Zhaoran Wang, Mladen Kolar

Training a classifier under non-convex constraints has gotten increasing attention in the machine learning community thanks to its wide range of applications such as algorithmic fairness and class-imbalanced classification. However, several recent works addressing non-convex constraints have only focused on simple models such as logistic regression or support vector machines. Neural networks, one of the most popular models for classification nowadays, are precluded and lack theoretical guarantees. In this work, we show that overparameterized neural networks could achieve a near-optimal and near-feasible solution of non-convex constrained optimization problems via the project stochastic gradient descent. Our key ingredient is the no-regret analysis of online learning for neural networks in the overparameterization regime, which may be of independent interest in online learning applications.

MLJul 2, 2020
Provably Efficient Neural Estimation of Structural Equation Model: An Adversarial Approach

Luofeng Liao, You-Lin Chen, Zhuoran Yang et al.

Structural equation models (SEMs) are widely used in sciences, ranging from economics to psychology, to uncover causal relationships underlying a complex system under consideration and estimate structural parameters of interest. We study estimation in a class of generalized SEMs where the object of interest is defined as the solution to a linear operator equation. We formulate the linear operator equation as a min-max game, where both players are parameterized by neural networks (NNs), and learn the parameters of these neural networks using the stochastic gradient descent. We consider both 2-layer and multi-layer NNs with ReLU activation functions and prove global convergence in an overparametrized regime, where the number of neurons is diverging. The results are established using techniques from online learning and local linearization of NNs, and improve in several aspects the current state-of-the-art. For the first time we provide a tractable estimation procedure for SEMs based on NNs with provable convergence and without the need for sample splitting.

MLJun 12, 2019
Tensor Canonical Correlation Analysis with Convergence and Statistical Guarantees

You-Lin Chen, Mladen Kolar, Ruey S. Tsay

In many applications, such as classification of images or videos, it is of interest to develop a framework for tensor data instead of an ad-hoc way of transforming data to vectors due to the computational and under-sampling issues. In this paper, we study convergence and statistical properties of two-dimensional canonical correlation analysis \citep{Lee2007Two} under an assumption that data come from a probabilistic model. We show that carefully initialized the power method converges to the optimum and provide a finite sample bound. Then we extend this framework to tensor-valued data and propose the higher-order power method, which is commonly used in tensor decomposition, to extract the canonical directions. Our method can be used effectively in a large-scale data setting by solving the inner least squares problem with a stochastic gradient descent, and we justify convergence via the theory of Lojasiewicz's inequalities without any assumption on data generating process and initialization. For practical applications, we further develop (a) an inexact updating scheme which allows us to use the state-of-the-art stochastic gradient descent algorithm, (b) an effective initialization scheme which alleviates the problem of local optimum in non-convex optimization, and (c) a deflation procedure for extracting several canonical components. Empirical analyses on challenging data including gene expression and air pollution indexes in Taiwan, show the effectiveness and efficiency of the proposed methodology. Our results fill a missing, but crucial, part in the literature on tensor data.