Estimating heterogeneous treatment effects (HTEs) over time is crucial in many disciplines such as personalized medicine. For example, electronic health records are commonly collected over several time periods and then used to personalize treatment decisions. Existing works for this task have mostly focused on model-based learners (i.e., learners that adapt specific machine-learning models). In contrast, model-agnostic learners -- so-called meta-learners -- are largely unexplored. In our paper, we propose several meta-learners that are model-agnostic and thus can be used in combination with arbitrary machine learning models (e.g., transformers) to estimate HTEs over time. Here, our focus is on learners that can be obtained via weighted pseudo-outcome regressions, which allows for efficient estimation by targeting the treatment effect directly. We then provide a comprehensive theoretical analysis that characterizes the different learners and that allows us to offer insights into when specific learners are preferable. Finally, we confirm our theoretical insights through numerical experiments. In sum, while meta-learners are already state-of-the-art for the static setting, we are the first to propose a comprehensive set of meta-learners for estimating HTEs in the time-varying setting.
Estimation of causal effects using machine learning methods has become an active research field in econometrics. In this paper, we study the finite sample performance of meta-learners for estimation of heterogeneous treatment effects under the usage of sample-splitting and cross-fitting to reduce the overfitting bias. In both synthetic and semi-synthetic simulations we find that the performance of the meta-learners in finite samples greatly depends on the estimation procedure. The results imply that sample-splitting and cross-fitting are beneficial in large samples for bias reduction and effic…
Conformal Convolution and Monte Carlo Meta-learners for Predictive Inference of Individual Treatment Effects
IDLab Department of Electronics and Information Systems Ghent University, Belgium（IDLab电子与信息系统系根特大学，比利时）；IDLab Department of Electronics and Information Systems Ghent University - imec, Belgium（IDLab电子与信息系统系根特大学-imec，比利时）；Biometrics Research Group Department of Morphology, Imaging, Orthopedics, Rehabilitation and Nutrition Ghent University, Belgium（生物医学研究组形态学、成像、骨科、康复与营养系根特大学，比利时）
There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of meta-algorithms that can take advantage of any supervised learning or regression method in machine learning and statistics to estimate the Conditional Average Treatment Effect (CATE) function. Meta-algorithms build on base algorithms---such as Random Forests (RF), Bayesian Additive Regression Trees (BART) or neural networks---to estimate the CATE, a function that the base algorithms are not designed to estimate directly. We introduce a new met…
We investigate the finite sample performance of sample splitting, cross-fitting and averaging for the estimation of the conditional average treatment effect. Recently proposed methods, so-called meta-learners, make use of machine learning to estimate different nuisance functions and hence allow for fewer restrictions on the underlying structure of the data. To limit a potential overfitting bias that may result when using machine learning methods, cross-fitting estimators have been proposed. This includes the splitting of the data in different folds to reduce bias and averaging over folds to re…
Center for Research in Computer Vision（计算机视觉研究中心）；University of Central Florida（中佛罗里达大学）
Meta-learning approaches have been proposed to tackle the few-shot learning problem.Typically, a meta-learner is trained on a variety of tasks in the hopes of being generalizable to new tasks. However, the generalizability on new tasks of a meta-learner could be fragile when it is over-trained on existing tasks during meta-training phase. In other words, the initial model of a meta-learner could be too biased towards existing tasks to adapt to new tasks, especially when only very few examples are available to update the model. To avoid a biased meta-learner and improve its generalizability, we…
IBM Research（IBM研究院）；Rensselaer Polytechnic Institute（伦斯勒理工学院）
Post-hoc explanations for black box models have been studied extensively in classification and regression settings. However, explanations for models that output similarity between two inputs have received comparatively lesser attention. In this paper, we provide model agnostic local explanations for similarity learners applicable to tabular and text data. We first propose a method that provides feature attributions to explain the similarity between a pair of inputs as determined by a black box similarity learner. We then propose analogies as a new form of explanation in machine learning. Here …
AITRICS；Pohang University of Science and Technology（浦项科技大学）；University of Technology Sydney（悉尼科技大学）
A meta-model is trained on a distribution of similar tasks such that it learns an algorithm that can quickly adapt to a novel task with only a handful of labeled examples. Most of current meta-learning methods assume that the meta-training set consists of relevant tasks sampled from a single distribution. In practice, however, a new task is often out of the task distribution, yielding a performance degradation. One way to tackle this problem is to construct an ensemble of meta-learners such that each meta-learner is trained on different task distribution. In this paper we present a method for …
University of Kentucky（肯塔基大学）；Google Research（谷歌研究院）；University of Minnesota（明尼苏达大学）
In collaborative learning, learners coordinate to enhance each of their learning performances. From the perspective of any learner, a critical challenge is to filter out unqualified collaborators. We propose a framework named meta clustering to address the challenge. Unlike the classical problem of clustering data points, meta clustering categorizes learners. Assuming each learner performs a supervised regression on a standalone local dataset, we propose a Select-Exchange-Cluster (SEC) method to classify the learners by their underlying supervised functions. We theoretically show that the SEC …
There are many high dimensional function classes that have fast agnostic learning algorithms when assumptions on the distribution of examples can be made, such as Gaussianity or uniformity over the domain. But how can one be confident that data indeed satisfies such assumption, so that one can trust in output quality of the agnostic learning algorithm? We propose a model by which to systematically study the design of tester-learner pairs $(\mathcal{A},\mathcal{T})$, such that if the distribution on examples in the data passes the tester $\mathcal{T}$ then one can safely trust the output of the…
Traditional learning approaches for classification implicitly assume that each mistake has the same cost. In many real-world problems though, the utility of a decision depends on the underlying context $x$ and decision $y$. However, directly incorporating these utilities into the learning objective is often infeasible since these can be quite complex and difficult for humans to specify. We formally study this as agnostic learning with unknown utilities: given a dataset $S = \{x_1, \ldots, x_n\}$ where each data point $x_i \sim \mathcal{D}$, the objective of the learner is to output a function …
Meta-learning is a tool that allows us to build sample-efficient learning systems. Here we show that, once meta-trained, LSTM Meta-Learners aren't just faster learners than their sample-inefficient deep learning (DL) and reinforcement learning (RL) brethren, but that they actually pursue fundamentally different learning trajectories. We study their learning dynamics on three sets of structured tasks for which the corresponding learning dynamics of DL and RL systems have been previously described: linear regression (Saxe et al., 2013), nonlinear regression (Rahaman et al., 2018; Xu et al., 2018…
Sharp Structure-Agnostic Minimax Risk for Partial Linear Models
Center for Computational Science and Engineering, MIT（麻省理工学院计算科学与工程中心）；Department of Civil and Environmental Engineering, MIT（麻省理工学院土木与环境工程系）；Institute for Data, Systems, and Society, MIT（麻省理工学院数据、系统与社会研究所）
Meta learning aims at learning a model that can quickly adapt to unseen tasks. Widely used meta learning methods include model agnostic meta learning (MAML), implicit MAML, Bayesian MAML. Thanks to its ability of modeling uncertainty, Bayesian MAML often has advantageous empirical performance. However, the theoretical understanding of Bayesian MAML is still limited, especially on questions such as if and when Bayesian MAML has provably better performance than MAML. In this paper, we aim to provide theoretical justifications for Bayesian MAML's advantageous performance by comparing the meta tes…
Korea Advanced Institute of Science and Technology (KAIST)（韩国科学技术院）
We propose a meta-learning algorithm utilizing a linear transformer that carries out null-space projection of neural network outputs. The main idea is to construct an alternative classification space such that the error signals during few-shot learning are quickly zero-forced on that space so that reliable classification on low data is possible. The final decision on a query is obtained utilizing a null-space-projected distance measure between the network output and reference vectors, both of which have been trained in the initial learning phase. Among the known methods with a given model size…
Many conventional learning algorithms rely on loss functions other than the natural 0-1 loss for computational efficiency and theoretical tractability. Among them are approaches based on absolute loss (L1 regression) and square loss (L2 regression). The first is proved to be an \textit{agnostic} PAC learner for various important concept classes such as \textit{juntas}, and \textit{half-spaces}. On the other hand, the second is preferable because of its computational efficiency, which is linear in the sample size. However, PAC learnability is still unknown as guarantees have been proved only un…
LLMs as In-Context Meta-Learners for Model and Hyperparameter Selection
Huawei Noah’s Ark Lab（华为诺亚实验室）；Centre de Recherche en Informatique, Mines Paris, PSL University（信息研究中心，巴黎 Mines，PSL 大学）；Department of Data Science, EURECOM（数据科学系，EURECOM）
Few-shot learning is challenging for learning algorithms that learn each task in isolation and from scratch. In contrast, meta-learning learns from many related tasks a meta-learner that can learn a new task more accurately and faster with fewer examples, where the choice of meta-learners is crucial. In this paper, we develop Meta-SGD, an SGD-like, easily trainable meta-learner that can initialize and adapt any differentiable learner in just one step, on both supervised learning and reinforcement learning. Compared to the popular meta-learner LSTM, Meta-SGD is conceptually simpler, easier to i…
Lancaster University（兰卡斯特大学）；Technical University of Ostrava（俄斯特拉发技术大学）；Sharif University of Technology（谢里夫理工大学）
One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the best forecasting method with consideration of the time series characteristics. In this paper, we propose a novel approach to focusing on some of the unanswered questions resulting from the use of meta-learning in time series forecasting. Therefore, three main gaps in previous works are addressed including, analyzing various subsets of top forecasters as inpu…
School of Computing Science（计算机科学学院）；Simon Fraser University（西蒙弗雷泽大学）
The goal of few-shot classification is to learn a model that can classify novel classes using only a few training examples. Despite the promising results shown by existing meta-learning algorithms in solving the few-shot classification problem, there still remains an important challenge: how to generalize to unseen domains while meta-learning on multiple seen domains? In this paper, we propose an optimization-based meta-learning method, called Combining Domain-Specific Meta-Learners (CosML), that addresses the cross-domain few-shot classification problem. CosML first trains a set of meta-learn…
Microsoft AI & Research（微软人工智能与研究）；IBM Research AI（IBM研究人工智能）；JD AI Research（京东人工智能研究）
Few-shot Learning aims to learn classifiers for new classes with only a few training examples per class. Existing meta-learning or metric-learning based few-shot learning approaches are limited in handling diverse domains with various number of labels. The meta-learning approaches train a meta learner to predict weights of homogeneous-structured task-specific networks, requiring a uniform number of classes across tasks. The metric-learning approaches learn one task-invariant metric for all the tasks, and they fail if the tasks diverge. We propose to deal with these limitations with meta metric…
The Australian National University（澳大利亚国立大学）；Monash University（莫纳什大学）；Research Center of Léonard de Vinci Pôle Universitaire（莱昂纳多·达·文西大学中心研究中心）；Data61, CSIRO（澳大利亚联邦科学与工业研究组织Data61）；University of Turku（图尔库大学）
Learning to learn (L2L) trains a meta-learner to assist the learning of a task-specific base learner. Previously, it was shown that a meta-learner could learn the direct rules to update learner parameters; and that the learnt neural optimiser updated learners more rapidly than handcrafted gradient-descent methods. However, we demonstrate that previous neural optimisers were limited to update learners on one designated dataset. In order to address input-domain heterogeneity, we introduce Multi-Task Learning to Learn (MTL2L), a context aware neural optimiser which self-modifies its optimisation …
Principled Fast and Meta Knowledge Learners for Continual Reinforcement Learning
University of Alberta（阿尔伯塔大学）；National Key Laboratory of Cognition and Decision Intelligence for Complex Systems, Institution of Automation, Chinese Academy of Sciences（认知与决策智能复杂系统国家重点实验室，自动化研究所，中国科学院）；Edmonton Research Center, Huawei Canada（华为加拿大爱德蒙顿研究中心）；Huawei Noah’s Ark Lab（华为诺亚实验室）；BetaInfinity
College of Computer Science, Zhejiang University（浙江大学计算机学院）；University of California, Santa Barbara（加州大学圣巴巴拉分校）
Graph classification aims to extract accurate information from graph-structured data for classification and is becoming more and more important in graph learning community. Although Graph Neural Networks (GNNs) have been successfully applied to graph classification tasks, most of them overlook the scarcity of labeled graph data in many applications. For example, in bioinformatics, obtaining protein graph labels usually needs laborious experiments. Recently, few-shot learning has been explored to alleviate this problem with only given a few labeled graph samples of test classes. The shared sub-…
Meta-learning algorithms aim to learn two components: a model that predicts targets for a task, and a base learner that quickly updates that model when given examples from a new task. This additional level of learning can be powerful, but it also creates another potential source for overfitting, since we can now overfit in either the model or the base learner. We describe both of these forms of metalearning overfitting, and demonstrate that they appear experimentally in common meta-learning benchmarks. We then use an information-theoretic framework to discuss meta-augmentation, a way to add ra…
Fully automating machine learning pipelines is one of the key challenges of current artificial intelligence research, since practical machine learning often requires costly and time-consuming human-powered processes such as model design, algorithm development, and hyperparameter tuning. In this paper, we verify that automated architecture search synergizes with the effect of gradient-based meta learning. We adopt the progressive neural architecture search \cite{liu:pnas_google:DBLP:journals/corr/abs-1712-00559} to find optimal architectures for meta-learners. The gradient based meta-learner wh…
Element AI（Element AI公司）；Kakao Brain（Kakao Brain公司）；MILA Université de Montréal（蒙特利尔大学MILA研究所）；Rutgers University（罗格斯大学）
Learning to infer Bayesian posterior from a few-shot dataset is an important step towards robust meta-learning due to the model uncertainty inherent in the problem. In this paper, we propose a novel Bayesian model-agnostic meta-learning method. The proposed method combines scalable gradient-based meta-learning with nonparametric variational inference in a principled probabilistic framework. During fast adaptation, the method is capable of learning complex uncertainty structure beyond a point estimate or a simple Gaussian approximation. In addition, a robust Bayesian meta-update mechanism with …
University of Cambridge（剑桥大学）；UCLA（加利福尼亚大学洛杉矶分校）；The Alan Turing Institute（艾伦·图灵研究所）
The need to evaluate treatment effectiveness is ubiquitous in most of empirical science, and interest in flexibly investigating effect heterogeneity is growing rapidly. To do so, a multitude of model-agnostic, nonparametric meta-learners have been proposed in recent years. Such learners decompose the treatment effect estimation problem into separate sub-problems, each solvable using standard supervised learning methods. Choosing between different meta-learners in a data-driven manner is difficult, as it requires access to counterfactual information. Therefore, with the ultimate goal of buildin…
Deep neural networks excel in regimes with large amounts of data, but tend to struggle when data is scarce or when they need to adapt quickly to changes in the task. In response, recent work in meta-learning proposes training a meta-learner on a distribution of similar tasks, in the hopes of generalization to novel but related tasks by learning a high-level strategy that captures the essence of the problem it is asked to solve. However, many recent meta-learning approaches are extensively hand-designed, either using architectures specialized to a particular application, or hard-coding algorith…
Meta learning algorithms have been widely applied in many tasks for efficient learning, such as few-shot image classification and fast reinforcement learning. During meta training, the meta learner develops a common learning strategy, or experience, from a variety of learning tasks. Therefore, during meta test, the meta learner can use the learned strategy to quickly adapt to new tasks even with a few training samples. However, there is still a dark side about meta learning in terms of reliability and robustness. In particular, is meta learning vulnerable to adversarial attacks? In other words…
Cold-start problems are long-standing challenges for practical recommendations. Most existing recommendation algorithms rely on extensive observed data and are brittle to recommendation scenarios with few interactions. This paper addresses such problems using few-shot learning and meta learning. Our approach is based on the insight that having a good generalization from a few examples relies on both a generic model initialization and an effective strategy for adapting this model to newly arising tasks. To accomplish this, we combine the scenario-specific learning with a model-agnostic sequenti…
Meta-learning can successfully acquire useful inductive biases from data. Yet, its generalization properties to unseen learning tasks are poorly understood. Particularly if the number of meta-training tasks is small, this raises concerns about overfitting. We provide a theoretical analysis using the PAC-Bayesian framework and derive novel generalization bounds for meta-learning. Using these bounds, we develop a class of PAC-optimal meta-learning algorithms with performance guarantees and a principled meta-level regularization. Unlike previous PAC-Bayesian meta-learners, our method results in a…
Tsinghua University（清华大学）；Microsoft AI & Research（微软人工智能与研究院）；IBM T.J. Watson Research Center（IBM托马斯·J·沃森研究中心）
Few-shot learning aims to learn classifiers for new classes with only a few training examples per class. Most existing few-shot learning approaches belong to either metric-based meta-learning or optimization-based meta-learning category, both of which have achieved successes in the simplified "$k$-shot $N$-way" image classification settings. Specifically, the optimization-based approaches train a meta-learner to predict the parameters of the task-specific classifiers. The task-specific classifiers are required to be homogeneous-structured to ease the parameter prediction, so the meta-learning …
