我们研究了线性上下文的匪徒问题,其中代理必须从池中选择一个候选者,每个候选者属于敏感组。在这种情况下,候选人的奖励可能无法直接可比,例如,当代理人是雇主雇用来自不同种族的候选人时,由于歧视性偏见和/或社会不公正,有些群体的奖励较低。我们提出了一个公平的概念,该概念指出,当代理人选择一个相对排名最高的候选人时,它是公平的,这可以衡量与同一组的候选人相比,奖励的良好程度。这是一个非常强烈的公平概念,因为代理没有直接观察到相对等级,而取决于基本的奖励模型和奖励的分布。因此,我们研究了学习政策的问题,该策略在背景之间是独立的,而每个小组之间的奖励分配是绝对连续的。特别是,我们设计了一个贪婪的策略,在每个回合中,从观察到的上下文奖励对构建了脊回归估计器,然后使用经验累积分布函数计算每个候选者的相对等级的估计值。我们证明,贪婪的策略在$ t $ rounds之后达到了日志因素,并且以高概率为止,订单$ \ sqrt {dt} $的合理伪regret,其中$ d $是上下文矢量的尺寸。 The policy also satisfies demographic parity at each round when averaged over all possible information available before the selection.我们最终通过概念模拟证明,我们的政策在实践中也可以实现次线性公平伪rebret。
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对未来观察的预测是一个重要且具有挑战性的问题。分别量化预测不确定性使用预测区域和预测分布的两种主流方法,后者认为更具信息性,因为它可以执行其他与预测相关的任务。有效性的标准概念(我们在这里称为1型有效性)着重于预测区域的覆盖范围,而与预测分布执行的其他与预测相关的任务相关的有效性概念则缺乏。在这里,我们提出了一个新概念,称为2型有效性,与这些其他预测任务有关。我们建立了2型有效性和相干性能之间的联系,并表明为实现它而需要不精确的概率考虑因素。我们继续表明,可以通过将共形预测输出作为辅音合理性度量的轮廓函数来实现两种类型的预测有效性。我们还基于新的非参数推论模型构建提供了保​​形预测的替代表征,其中辅音的出现是自然的,并证明了其有效性。
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Simulating quantum channels is a fundamental primitive in quantum computing, since quantum channels define general (trace-preserving) quantum operations. An arbitrary quantum channel cannot be exactly simulated using a finite-dimensional programmable quantum processor, making it important to develop optimal approximate simulation techniques. In this paper, we study the challenging setting in which the channel to be simulated varies adversarially with time. We propose the use of matrix exponentiated gradient descent (MEGD), an online convex optimization method, and analytically show that it achieves a sublinear regret in time. Through experiments, we validate the main results for time-varying dephasing channels using a programmable generalized teleportation processor.
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Electricity prices in liberalized markets are determined by the supply and demand for electric power, which are in turn driven by various external influences that vary strongly in time. In perfect competition, the merit order principle describes that dispatchable power plants enter the market in the order of their marginal costs to meet the residual load, i.e. the difference of load and renewable generation. Many market models implement this principle to predict electricity prices but typically require certain assumptions and simplifications. In this article, we present an explainable machine learning model for the prices on the German day-ahead market, which substantially outperforms a benchmark model based on the merit order principle. Our model is designed for the ex-post analysis of prices and thus builds on various external features. Using Shapley Additive exPlanation (SHAP) values, we can disentangle the role of the different features and quantify their importance from empiric data. Load, wind and solar generation are most important, as expected, but wind power appears to affect prices stronger than solar power does. Fuel prices also rank highly and show nontrivial dependencies, including strong interactions with other features revealed by a SHAP interaction analysis. Large generation ramps are correlated with high prices, again with strong feature interactions, due to the limited flexibility of nuclear and lignite plants. Our results further contribute to model development by providing quantitative insights directly from data.
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Despite the impact of psychiatric disorders on clinical health, early-stage diagnosis remains a challenge. Machine learning studies have shown that classifiers tend to be overly narrow in the diagnosis prediction task. The overlap between conditions leads to high heterogeneity among participants that is not adequately captured by classification models. To address this issue, normative approaches have surged as an alternative method. By using a generative model to learn the distribution of healthy brain data patterns, we can identify the presence of pathologies as deviations or outliers from the distribution learned by the model. In particular, deep generative models showed great results as normative models to identify neurological lesions in the brain. However, unlike most neurological lesions, psychiatric disorders present subtle changes widespread in several brain regions, making these alterations challenging to identify. In this work, we evaluate the performance of transformer-based normative models to detect subtle brain changes expressed in adolescents and young adults. We trained our model on 3D MRI scans of neurotypical individuals (N=1,765). Then, we obtained the likelihood of neurotypical controls and psychiatric patients with early-stage schizophrenia from an independent dataset (N=93) from the Human Connectome Project. Using the predicted likelihood of the scans as a proxy for a normative score, we obtained an AUROC of 0.82 when assessing the difference between controls and individuals with early-stage schizophrenia. Our approach surpassed recent normative methods based on brain age and Gaussian Process, showing the promising use of deep generative models to help in individualised analyses.
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We examined multiple deep neural network (DNN) architectures for suitability in predicting neurotransmitter concentrations from labeled in vitro fast scan cyclic voltammetry (FSCV) data collected on carbon fiber electrodes. Suitability is determined by the predictive performance in the "out-of-probe" case, the response to artificially induced electrical noise, and the ability to predict when the model will be errant for a given probe. This work extends prior comparisons of time series classification models by focusing on this specific task. It extends previous applications of machine learning to FSCV task by using a much larger data set and by incorporating recent advancements in deep neural networks. The InceptionTime architecture, a deep convolutional neural network, has the best absolute predictive performance of the models tested but was more susceptible to noise. A naive multilayer perceptron architecture had the second lowest prediction error and was less affected by the artificial noise, suggesting that convolutions may not be as important for this task as one might suspect.
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Dimensionality reduction has become an important research topic as demand for interpreting high-dimensional datasets has been increasing rapidly in recent years. There have been many dimensionality reduction methods with good performance in preserving the overall relationship among data points when mapping them to a lower-dimensional space. However, these existing methods fail to incorporate the difference in importance among features. To address this problem, we propose a novel meta-method, DimenFix, which can be operated upon any base dimensionality reduction method that involves a gradient-descent-like process. By allowing users to define the importance of different features, which is considered in dimensionality reduction, DimenFix creates new possibilities to visualize and understand a given dataset. Meanwhile, DimenFix does not increase the time cost or reduce the quality of dimensionality reduction with respect to the base dimensionality reduction used.
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Besides accuracy, recent studies on machine learning models have been addressing the question on how the obtained results can be interpreted. Indeed, while complex machine learning models are able to provide very good results in terms of accuracy even in challenging applications, it is difficult to interpret them. Aiming at providing some interpretability for such models, one of the most famous methods, called SHAP, borrows the Shapley value concept from game theory in order to locally explain the predicted outcome of an instance of interest. As the SHAP values calculation needs previous computations on all possible coalitions of attributes, its computational cost can be very high. Therefore, a SHAP-based method called Kernel SHAP adopts an efficient strategy that approximate such values with less computational effort. In this paper, we also address local interpretability in machine learning based on Shapley values. Firstly, we provide a straightforward formulation of a SHAP-based method for local interpretability by using the Choquet integral, which leads to both Shapley values and Shapley interaction indices. Moreover, we also adopt the concept of $k$-additive games from game theory, which contributes to reduce the computational effort when estimating the SHAP values. The obtained results attest that our proposal needs less computations on coalitions of attributes to approximate the SHAP values.
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Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per round) and thus cannot directly exploit high-throughput (parallel) experiments. Diverse modifications to the BO framework have been proposed in the literature to enable exploitation of parallel experiments but such approaches are limited in the degree of parallelization that they can achieve and can lead to redundant experiments (thus wasting resources and potentially compromising performance). In this work, we present new parallel BO paradigms that exploit the structure of the system to partition the design space. Specifically, we propose an approach that partitions the design space by following the level sets of the performance function and an approach that exploits partially-separable structures of the performance function found. We conduct extensive numerical experiments using a reactor case study to benchmark the effectiveness of these approaches against a variety of state-of-the-art parallel algorithms reported in the literature. Our computational results show that our approaches significantly reduce the required search time and increase the probability of finding a global (rather than local) solution.
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在本文中,我们研究了DRL算法在本地导航问题的应用,其中机器人仅配备有限​​量距离的外部感受传感器(例如LIDAR),在未知和混乱的工作区中朝着目标位置移动。基于DRL的碰撞避免政策具有一些优势,但是一旦他们学习合适的动作的能力仅限于传感器范围,它们就非常容易受到本地最小值的影响。由于大多数机器人在非结构化环境中执行任务,因此寻求能够避免本地最小值的广义本地导航政策,尤其是在未经训练的情况下,这是非常兴趣的。为此,我们提出了一种新颖的奖励功能,该功能结合了在训练阶段获得的地图信息,从而提高了代理商故意最佳行动方案的能力。另外,我们使用SAC算法来训练我们的ANN,这表明在最先进的文献中比其他人更有效。一组SIM到SIM和SIM到现实的实验表明,我们提出的奖励与SAC相结合的表现优于比较局部最小值和避免碰撞的方法。
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