5.3MLJul 12, 2022
Efficient Real-world Testing of Causal Decision Making via Bayesian Experimental Design for Contextual OptimisationDesi R. Ivanova, Joel Jennings, Cheng Zhang et al. · microsoft-research
The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are personalised treatments applied to e.g. customers, each with their own contextual information, with the aim of maximising a reward. In this paper we introduce a model-agnostic framework for gathering data to evaluate and improve contextual decision making through Bayesian Experimental Design. Specifically, our method is used for the data-efficient evaluation of the regret of past treatment assignments. Unlike approaches such as A/B testing, our method avoids assigning treatments that are known to be highly sub-optimal, whilst engaging in some exploration to gather pertinent information. We achieve this by introducing an information-based design objective, which we optimise end-to-end. Our method applies to discrete and continuous treatments. Comparing our information-theoretic approach to baselines in several simulation studies demonstrates the superior performance of our proposed approach.
DeepPanoContext: Panoramic 3D Scene Understanding with Holistic Scene Context Graph and Relation-based OptimizationCheng Zhang, Zhaopeng Cui, Cai Chen et al.
Panorama images have a much larger field-of-view thus naturally encode enriched scene context information compared to standard perspective images, which however is not well exploited in the previous scene understanding methods. In this paper, we propose a novel method for panoramic 3D scene understanding which recovers the 3D room layout and the shape, pose, position, and semantic category for each object from a single full-view panorama image. In order to fully utilize the rich context information, we design a novel graph neural network based context model to predict the relationship among objects and room layout, and a differentiable relationship-based optimization module to optimize object arrangement with well-designed objective functions on-the-fly. Realizing the existing data are either with incomplete ground truth or overly-simplified scene, we present a new synthetic dataset with good diversity in room layout and furniture placement, and realistic image quality for total panoramic 3D scene understanding. Experiments demonstrate that our method outperforms existing methods on panoramic scene understanding in terms of both geometry accuracy and object arrangement. Code is available at https://chengzhag.github.io/publication/dpc.
1.2CEJun 20, 2024
Movement Prediction-Adjusted Naive Forecast: Is the Naive Baseline Unbeatable in Financial Time Series Forecasting?Cheng Zhang
In financial time series forecasting, the naive forecast is a notoriously difficult benchmark to surpass because of the stochastic nature of the data. Motivated by this challenge, this study introduces the movement prediction-adjusted naive forecast (MPANF), a forecast combination method that systematically refines the naive forecast by incorporating directional information. In particular, MPANF adjusts the naive forecast with an increment formed by three components: the in-sample mean absolute increment as the base magnitude, the movement prediction as the sign, and a coefficient derived from the in-sample movement prediction accuracy as the scaling factor. The experimental results on eight financial time series, using the RMSE, MAE, MAPE, and sMAPE, show that with a movement prediction accuracy of approximately 0.55, MPANF generally outperforms common benchmarks, including the naive forecast, naive forecast with drift, IMA(1,1), and linear regression. These findings indicate that MPANF has the potential to outperform the naive baseline when reliable movement predictions are available.
2.3PLAug 17, 2021
On Incorrectness Logic and Kleene Algebra with Top and TestsCheng Zhang, Arthur Azevedo de Amorim, Marco Gaboardi
Kleene algebra with tests (KAT) is a foundational equational framework for reasoning about programs, which has found applications in program transformations, networking and compiler optimizations, among many other areas. In his seminal work, Kozen proved that KAT subsumes propositional Hoare logic, showing that one can reason about the (partial) correctness of while programs by means of the equational theory of KAT. In this work, we investigate the support that KAT provides for reasoning about incorrectness, instead, as embodied by Ohearn's recently proposed incorrectness logic. We show that KAT cannot directly express incorrectness logic. The main reason for this limitation can be traced to the fact that KAT cannot express explicitly the notion of codomain, which is essential to express incorrectness triples. To address this issue, we study Kleene Algebra with Top and Tests (TopKAT), an extension of KAT with a top element. We show that TopKAT is powerful enough to express a codomain operation, to express incorrectness triples, and to prove all the rules of incorrectness logic sound. This shows that one can reason about the incorrectness of while-like programs by means of the equational theory of TopKAT.
8.6CYMar 12, 2020
Educational Question Mining At Scale: Prediction, Analysis and PersonalizationZichao Wang, Sebastian Tschiatschek, Simon Woodhead et al.
Online education platforms enable teachers to share a large number of educational resources such as questions to form exercises and quizzes for students. With large volumes of available questions, it is important to have an automated way to quantify their properties and intelligently select them for students, enabling effective and personalized learning experiences. In this work, we propose a framework for mining insights from educational questions at scale. We utilize the state-of-the-art Bayesian deep learning method, in particular partial variational auto-encoders (p-VAE), to analyze real students' answers to a large collection of questions. Based on p-VAE, we propose two novel metrics that quantify question quality and difficulty, respectively, and a personalized strategy to adaptively select questions for students. We apply our proposed framework to a real-world dataset with tens of thousands of questions and tens of millions of answers from an online education platform. Our framework not only demonstrates promising results in terms of statistical metrics but also obtains highly consistent results with domain experts' evaluation.
Interpretable Outcome Prediction with Sparse Bayesian Neural Networks in Intensive CareHiske Overweg, Anna-Lena Popkes, Ari Ercole et al.
Clinical decision making is challenging because of pathological complexity, as well as large amounts of heterogeneous data generated as part of routine clinical care. In recent years, machine learning tools have been developed to aid this process. Intensive care unit (ICU) admissions represent the most data dense and time-critical patient care episodes. In this context, prediction models may help clinicians determine which patients are most at risk and prioritize care. However, flexible tools such as artificial neural networks (ANNs) suffer from a lack of interpretability limiting their acceptability to clinicians. In this work, we propose a novel interpretable Bayesian neural network architecture which offers both the flexibility of ANNs and interpretability in terms of feature selection. In particular, we employ a sparsity inducing prior distribution in a tied manner to learn which features are important for outcome prediction. We evaluate our approach on the task of mortality prediction using two real-world ICU cohorts. In collaboration with clinicians we found that, in addition to the predicted outcome results, our approach can provide novel insights into the importance of different clinical measurements. This suggests that our model can support medical experts in their decision making process.
6.6CVJul 28, 2017
FontCode: Embedding Information in Text Documents using Glyph PerturbationChang Xiao, Cheng Zhang, Changxi Zheng
We introduce FontCode, an information embedding technique for text documents. Provided a text document with specific fonts, our method embeds user-specified information in the text by perturbing the glyphs of text characters while preserving the text content. We devise an algorithm to chooses unobtrusive yet machine-recognizable glyph perturbations, leveraging a recently developed generative model that alters the glyphs of each character continuously on a font manifold. We then introduce an algorithm that embeds a user-provided message in the text document and produces an encoded document whose appearance is minimally perturbed from the original document. We also present a glyph recognition method that recovers the embedded information from an encoded document stored as a vector graphic or pixel image, or even on a printed paper. In addition, we introduce a new error-correction coding scheme that rectifies a certain number of recognition errors. Lastly, we demonstrate that our technique enables a wide array of applications, using it as a text document metadata holder, an unobtrusive optical barcode, a cryptographic message embedding scheme, and a text document signature.