Search for: All records

A key challenge with supervised learning (e.g., image classification) is the shift of data distribution and domain from training to testing datasets, so-called “domain shift” (or “distribution shift”), which usually leads to a reduction of model accuracy. Various meta-learning approaches have been proposed to prevent the accuracy loss by learning an adaptable model with training data, and adapting it to test time data from a new data domain. However, when the domain shift occurs in multiple domain dimensions (e.g., images may be transformed by rotations, transitions, and expansions), the average predictive power of the adapted model will deteriorate. To tackle this problem, we propose a domain disentangled meta-learning (DDML) framework. DDML disentangles the data domain by dimensions, learns the representations of domain dimensions independently, and adapts to the domain of test time data. We evaluate our DDML on image classification problems using three datasets with distribution shifts over multiple domain dimensions. Comparing to various baselines in meta-learning and empirical risk minimization, our DDML approach achieves consistently higher classification accuracy with the test time data. These results demonstrate that domain disentanglement reduces the complexity of the model adaptation, thus increases the model generalizability, and prevents it from overfitting. https://doi.org/10.1137/1.9781611977653.ch61 

This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or interac- tions between users in a social network. Our goal is to forecast the future evolution of ensembles of multivariate time series in such applications (e.g., the future return of a financial asset or the future popularity of a Twitter account). Designing ML algorithms for such systems requires addressing the challenges of high-dimensional interactions and non-linearity. Existing approaches usually adopt an ad-hoc approach to integrating high-dimensional techniques into non-linear models and re- cent studies have shown these approaches have questionable efficacy in time-evolving interacting systems. To this end, we propose a novel framework, which we dub as the additive influence model. Under our modeling assump- tion, we show that it is possible to decouple the learning of high-dimensional interactions from the learning of non-linear feature interactions. To learn the high-dimensional interac- tions, we leverage kernel-based techniques, with provable guarantees, to embed the entities in a low-dimensional latent space. To learn the non-linear feature-response interactions, we generalize prominent machine learning techniques, includ- ing designing a new statistically sound non-parametric method and an ensemble learning algorithm optimized for vector re- gressions. Extensive experiments on two common applica- tions demonstrate that our new algorithms deliver significantly stronger forecasting power compared to standard and recently proposed methods.