Regret minimization is a powerful tool for solving large-scale problems; it was recently used in breakthrough results for large-scale extensive-form game solving. This was achieved by composing simplex regret minimizers into an overall regret-minimization framework for extensive-form game strategy spaces. In this paper we study the general composability of regret minimizers. We derive a calculus for constructing regret minimizers for composite convex sets that are obtained from convexity-preserving operations on simpler convex sets. We show that local regret minimizers for the simpler sets can be combined with additional regret minimizers into an aggregate regret minimizer for the composite set. As one application, we show that the CFR framework can be constructed easily from our framework. We also show ways to include curtailing (constraining) operations into our framework. For one, they enables the construction of CFR generalization for extensive-form games with general convex strategy constraints that can cut across decision points.

The problem of estimating causal effects of treatments from observational data falls beyond the realm of supervised learning — because counterfactual data is inaccessible, we can never observe the true causal effects. In the absence of "supervision", how can we evaluate the performance of causal inference methods? In this paper, we use influence functions — the functional derivatives of a loss function — to develop a model validation procedure that estimates the estimation error of causal inference methods. Our procedure utilizes a Taylor-like expansion to approximate the loss function of a method on a given dataset in terms of the influence functions of its loss on a "synthesized", proximal dataset with known causal effects. Under minimal regularity assumptions, we show that our procedure is consistent and efficient. Experiments on 77 benchmark datasets show that using our procedure, we can accurately predict the comparative performances of state-of-the-art causal inference methods applied to a given observational study.

The goal of network representation learning is to learn low-dimensional node embeddings that capture the graph structure and are useful for solving downstream tasks. However, despite the proliferation of such methods, there is currently no study of their robustness to adversarial attacks. We provide the first adversarial vulnerability analysis on the widely used family of methods based on random walks. We derive efficient adversarial perturbations that poison the network structure and have a negative effect on both the quality of the embeddings and the downstream tasks. We further show that our attacks are transferable since they generalize to many models, and are successful even when the attacker is restricted. The code and the data is provided in the supplementary material.

We develop a method to combine Markov chain Monte Carlo (MCMC) and variational inference (VI), leveraging the advantages of both inference approaches. Specifically, we improve the variational distribution by running a few MCMC steps. To make inference tractable, we introduce the variational contrastive divergence (VCD), a new divergence that replaces the standard Kullback-Leibler (KL) divergence used in VI. The VCD captures a notion of discrepancy between the initial variational distribution and its improved version (obtained after running the MCMC steps), and it converges asymptotically to the symmetrized KL divergence between the variational distribution and the posterior of interest. The VCD objective can be optimized efficiently with respect to the variational parameters via stochastic optimization. We show experimentally that optimizing the VCD leads to better predictive performance on two latent variable models: logistic matrix factorization and variational autoencoders (VAEs).

Principal component analysis (PCA) is one of the most fundamental procedures in exploratory data analysis and is the basic step in applications ranging from quantitative finance and bioinformatics to image analysis and neuroscience. However, it is well-documented that the applicability of PCA in many real scenarios could be constrained by an “immune deficiency” to outliers such as corrupted observations. We consider the following algorithmic question about the PCA with outliers. For a set of n points in R^d, how to learn a subset of points, say 1% of the total number of points, such that the remaining part of the points is best fit into some unknown r-dimensional subspace? We provide a rigorous algorithmic analysis of the problem. We show that the problem is solvable in time n^O(d^2) . In particular, for constant dimension the problem is solvable in polynomial time. We complement the algorithmic result by the lower bound, showing that unless Exponential Time Hypothesis fails, in time f(d) n^o(d), for any function f of d, it is impossible not only to solve the problem exactly but even to approximate it within a constant factor.

The AlphaGo, AlphaGo Zero, and AlphaZero series of algorithms are remarkable demonstrations of deep reinforcement learning's capabilities, achieving superhuman performance in the complex game of Go with progressively increasing autonomy. However, many obstacles remain in the understanding of and usability of these promising approaches by the research community. Toward elucidating unresolved mysteries and facilitating future research, we propose ELF OpenGo, an open-source reimplementation of the AlphaZero algorithm. ELF OpenGo is the first open-source Go AI to convincingly demonstrate superhuman performance with a perfect (20:0) record against global top professionals. We apply ELF OpenGo to conduct extensive ablation studies, and to identify and analyze numerous interesting phenomena in both the model training and in the gameplay inference procedures. Our code, models, selfplay datasets, and auxiliary data are publicly available.

We consider the problem of selective prediction (also known as reject option) in deep neural networks, and introduce SelectiveNet, a deep neural architecture with an integrated reject option. Existing rejection mechanisms are based mostly on a threshold over the prediction confidence of a pre-trained network. In contrast, SelectiveNet is trained to optimize both classification (or regression) and rejection simultaneously, end-to-end. The result is a deep neural network that is optimized over the covered domain. In our experiments, we show a consistently improved risk-coverage trade-off over several well-known classification and regression datasets, thus reaching new state-of-the-art results for deep selective classification.

Predicting the number of processor clock cycles it takes to execute a block of assembly instructions in steady state (the throughput) is important for both compiler designers and performance engineers. Building an analytical model to do so is especially complicated in modern x86-64 Complex Instruction Set Computer (CISC) machines with sophisticated processor microarchitectures in that it is tedious, error prone, and must be performed from scratch for each processor generation.

In this paper, we present Ithemal, the first tool which learns to predict the throughput of a set of instructions. Ithemal uses a hierarchical LSTM--based approach to predict throughput based on the opcodes and operands of instructions in a basic block. We show that Ithemal is more accurate than state-of-the-art hand-written tools currently used in compiler backends and static machine code analyzers. In particular, our model has less than half the error of state-of-the-art analytic models (LLVM's llvm-mca and Intel's IACA). Ithemal is also able to predict these throughput values at a faster rate than the aforementioned tools, and is easily ported across a variety process microarchitectures with minimal developer effort.

Despite remarkable successes, Deep Reinforce- ment Learning (DRL) is not robust to hyperparam- eterization, implementation details, or small envi- ronment changes (Henderson et al. 2017, Zhang et al. 2018). Overcoming such sensitivity is key to making DRL applicable to real world problems. In this paper, we identify sensitivity to time dis- cretization in near continuous-time environments as a critical factor; this covers, e.g., changing the number of frames per second, or the action frequency of the controller. Empirically, we find that Q-learning-based approaches such as Deep Q- learning (Mnih et al., 2015) and Deep Determinis- tic Policy Gradient (Lillicrap et al., 2015) collapse with small time steps. Formally, we prove that Q-learning does not exist in continuous time. We detail a principled way to build an off-policy RL algorithm that yields similar performances over a wide range of time discretizations, and confirm this robustness empirically.

Deep neural networks excel at learning the training data, but often provide incorrect and confident predictions when evaluated on slightly different test examples. This includes distribution shifts, outliers, and adversarial examples. To address these issues, we propose \manifoldmixup{}, a simple regularizer that encourages neural networks to predict less confidently on interpolations of hidden representations. \manifoldmixup{} leverages semantic interpolations as additional training signal, obtaining neural networks with smoother decision boundaries at multiple levels of representation. As a result, neural networks trained with \manifoldmixup{} learn flatter class-representations, that is, with fewer directions of variance. We prove theory on why this flattening happens under ideal conditions, validate it empirically on practical situations, and connect it to the previous works on information theory and generalization. In spite of incurring no significant computation and being implemented in a few lines of code, \manifoldmixup{} improves strong baselines in supervised learning, robustness to single-step adversarial attacks, and test log-likelihood.

Computing the Nash equilibrium (NE) of multi-player games has witnessed
renewed interest due to the recent advances in generative adversarial networks. For non-convex optimization formulations involving such games, a technique to analyze the quality of a solution is to resort to merit functions, among which the Nikaido-Isoda (NI) function is a suitable choice -- this function is positive and goes to zero only when each player is at their optima. However, computing equilibrium conditions efficiently is challenging. To this end, we introduce the Gradient-based Nikaido-Isoda (GNI) function which serves: (i) as a merit function,
vanishing only at the first order stationary points of each player's optimization problem, and (ii) provides error bounds to a first-order NE. Specifically, for bilinear min-max games and multi-player quadratic games, a reformulation using the GNI function results in convex optimization objectives -- the application of gradient descent on such reformulations yield linear convergence to an NE. For the general case, we provide conditions under which the gradient descent provides sub-linear convergence. We show experiments on different multi-player game settings, demonstrating the effectiveness of our scheme against other popular game-theoretic optimization methods.

Over the past few years, neural networks have been proven vulnerable to adversarial images: targeted but imperceptible image perturbations lead to drastically different predictions. We show that adversarial vulnerability increases with the gradients of the training objective when viewed as a function of the inputs. Surprisingly, vulnerability does not depend on network topology: for most current network architectures, we prove that at initialization, the L1-norm of these gradients grows as the square root of the input dimension, leaving the networks increasingly vulnerable with growing image size. We empirically show that this dimension-dependence persists after either usual or robust training, but gets attenuated with higher regularization.

We give a general purpose computational framework for estimating the bias in coverage resulting from making approximations in Bayesian inference. Coverage is the probability credible sets cover true parameter values. We show how to estimate the actual coverage an approximation scheme achieves when the ideal observation model and the prior can be simulated, but have been replaced, in the Monte Carlo, with approximations as they are intractable. Coverage estimation procedures given in Lee et al. (2018) work well on simple problems, but are biased, and do not scale well, as those authors note. For example, the methods of Lee et al. (2018) fail for calibration of an approximate completely collapsed MCMC algorithm for partition structure in a Dirichlet process for clustering group labels in a hierarchical model. By exploiting the symmetry of the coverage error under permutation of low level group labels and smoothing with Bayesian Additive Regression Trees, we are able to show that the original approximate inference had poor coverage and should not be trusted.

In many applications where collecting data is expensive, for example neuroscience or medical imaging, the sample size is typically small compared to the feature dimension. It is challenging in this setting to train expressive, non-linear models without overfitting. These datasets call for intelligent regularization that exploits known structure, such as correlations between the features arising from the measurement device. However, existing structured regularizers need specially crafted solvers, which are difficult to apply to complex models. We propose a new regularizer specifically designed to leverage structure in the data in a way that can be applied efficiently to complex models. Our approach relies on feature grouping, using a fast clustering algorithm inside a stochastic gradient descent loop: given a family of feature groupings that capture feature covariations, we randomly select these groups at each iteration. We show that this approach amounts to enforcing a denoising regularizer on the solution. The method is easy to implement in many model architectures, such as fully connected neural networks, and has a linear computational cost. We apply this regularizer to a real-world fMRI dataset and the Olivetti Faces datasets. Experiments on both datasets demonstrate that the proposed approach produces models that generalize better than those …

We propose moment-based variational inference as a flexible framework for approximate smoothing of latent Markov jump processes. The main ingredient of our approach is to partition the set of all transitions of the latent process into classes. This allows to express the Kullback-Leibler divergence from the approximate to the posterior process in terms of a set of moment functions that arise naturally from the chosen partition. To illustrate possible choices of the partition, we consider special classes of jump processes that frequently occur in applications. We then extend the results to latent parameter inference and demonstrate the method on several examples.

Existing deep architectures cannot operate on very large signals such as megapixel images due to computational and memory constraints. To tackle this limitation, we propose a fully differentiable end-to-end trainable model that samples and processes only a fraction of the full resolution input image.

The locations to process are sampled from an attention distribution computed from a low resolution view of the input. We refer to our method as attention sampling and it can process images of several megapixels with a standard single GPU setup.

We show that sampling from the attention distribution results in an unbiased estimator of the full model with minimal variance, and we derive an unbiased estimator of the gradient that we use to train our model end-to-end with a normal SGD procedure.

This new method is evaluated on three classification tasks, where we show that it allows to reduce computation and memory footprint by an order of magnitude for the same accuracy as classical architectures. We also show the consistency of the sampling that indeed focuses on informative parts of the input images.

In this work we analyse quantitatively the interplay between the loss landscape and performance of descent algorithms in a prototypical inference problem, the spiked matrix-tensor model. We study a loss function that is the negative log-likelihood of the model. We analyse the number of local minima at a fixed distance from the signal/spike with the Kac-Rice formula, and locate trivialization of the landscape at large signal-to-noise ratios. We evaluate analytically the performance of a gradient flow algorithm using integro-differential PDEs as developed in physics of disordered systems for the Langevin dynamics. We analyze the performance of an approximate message passing algorithm estimating the maximum likelihood configuration via its state evolution. We conclude by comparing the above results: while we observe a drastic slow down of the gradient flow dynamics even in the region where the landscape is trivial, both the analyzed algorithms are shown to perform well even in the part of the region of parameters where spurious local minima are present.

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the policy evaluation setting, we design two new algorithms called distributional GTD2 and distributional TDC using the Cram{\'e}r distance on the distributional version of the Bellman error objective function, which inherits advantages of both the nonlinear gradient TD algorithms and the distributional RL approach. In the control setting, we propose the distributional Greedy-GQ using similar derivation. We prove the asymptotic almost-sure convergence of distributional GTD2 and TDC to a local optimal solution for general smooth function approximators, which includes neural networks that have been widely used in recent study to solve the real-life RL problems. In each step, the computational complexity of above three algorithms is linear w.r.t.\ the number of the parameters of the function approximator, thus can be implemented efficiently for neural networks.

We explore models for translating abstract musical ideas (scores, rhythms) into expressive performances using seq2seq and recurrent variational information bottleneck (VIB) models. Though seq2seq models usually require painstakingly aligned corpora, we show that it is possible to adapt an approach from the Generative Adversarial Network (GAN) literature (e.g. Pix2Pix, Vid2Vid) to sequences, creating large volumes of paired data by performing simple transformations and training generative models to plausibly invert these transformations. Music, and drumming in particular, provides a strong test case for this approach because many common transformations (quantization, removing voices) have clear semantics, and learning to invert them has real-world applications. Focusing on the case of drum set players, we create and release a new dataset for this purpose, containing over 13 hours of recordings by professional drummers aligned with fine-grained timing and dynamics information. We also explore some of the creative potential of these models, demonstrating improvements on state-of-the-art methods for Humanization (instantiating a performance from a musical score).

This work studies the robustness certification problem of neural network models, which aims to find certified adversary-free regions as large as possible around data points. In contrast to the existing approaches that seek regions bounded uniformly along all input features, we consider non-uniform bounds and use it to study the decision boundary of neural network models. We formulate our target as an optimization problem with nonlinear constraints. Then, a framework applicable for general feedforward neural networks is proposed to bound the output logits so that the relaxed problem can be solved by the augmented Lagrangian method. Our experiments show the non-uniform bounds have larger volumes than uniform ones. Compared with normal models, the robust models have even larger non-uniform bounds and better interpretability. Further, the geometric similarity of the non-uniform bounds gives a quantitative, data-agnostic metric of input features' robustness.

Real-world machine learning applications often have complex test metrics, and may have training and test data that are not identically distributed. Motivated by known connections between complex test metrics and cost-weighted learning, we propose addressing these issues by using a weighted loss function with a standard loss, where the weights on the training examples are learned to optimize the test metric on a validation set. These metric-optimized example weights can be learned for any test metric, including black box and customized ones for specific applications. We illustrate the performance of the proposed method on diverse public benchmark datasets and real-world applications. We also provide a generalization bound for the method.

Though deep neural networks have achieved significant progress on various tasks, often enhanced by model ensemble, existing high-performance models can be vulnerable to adversarial attacks. Many efforts have been devoted to enhancing the robustness of individual networks and then constructing a straightforward ensemble, e.g., by directly averaging the outputs, which ignores the interaction among networks. This paper presents a new method that explores the interaction among individual networks to improve robustness for ensemble models. Technically, we define a new notion of ensemble diversity in the adversarial setting as the diversity among non-maximal predictions of individual members, and present an adaptive diversity promoting (ADP) regularizer to encourage the diversity, which leads to globally better robustness for the ensemble by making adversarial examples difficult to transfer among individual members. Our method is computationally efficient and compatible with the defense methods acting on individual networks. Empirical results on various datasets verify that our method can improve adversarial robustness while maintaining state-of-the-art accuracy on normal examples.

Deep reinforcement learning algorithms have achieved remarkable successes, but often require vast amounts of experience to solve a task. Composing skills mastered in one task in order to efficiently solve novel challenges promises dramatic improvements in data efficiency. Here, we build on two recent works composing behaviors represented in the form of action-value functions. We analyze prior methods and show that they perform poorly in some situations. As part of this analysis, we extend an important generalization of policy improvement to the maximum entropy framework and introduce an algorithm for the practical implementation of successor features in continuous action spaces. Then we propose a novel approach which addresses the failure cases of prior work and, in principle, recovers the optimal policy during transfer. This method works by explicitly learning the (discounted, future) divergence between base policies. We study this approach in the tabular case and on non-trivial continuous control problems with compositional structure and show that it outperforms or matches existing methods across all tasks considered.

It is known that the Langevin dynamics used in MCMC is the gradient flow of the KL divergence on the Wasserstein space, which helps convergence analysis and inspires recent particle-based variational inference methods (ParVIs). But no more MCMC dynamics is understood in this way. In this work, by developing novel concepts, we propose a theoretical framework that recognizes a general MCMC dynamics as the fiber-gradient Hamiltonian flow on the Wasserstein space of a fiber-Riemannian Poisson manifold. The ``conservation + convergence'' structure of the flow gives a clear picture on the behavior of general MCMC dynamics. We analyse existing MCMC instances under the framework. The framework also enables ParVI simulation of MCMC dynamics, which enriches the ParVI family with more efficient dynamics, and also adapts ParVI advantages to MCMCs. We develop two ParVI methods for a particular MCMC dynamics and demonstrate the benefits in experiments.

One widely-studied model of {\it teaching} calls for a teacher to provide the minimal set of labeled examples that uniquely specifies a target concept. The assumption is that the teacher knows the learner's hypothesis class, which is often not true of real-life teaching scenarios. We consider the problem of teaching a learner whose representation and hypothesis class are unknown---that is, the learner is a black box. We show that a teacher who does not interact with the learner can do no better than providing random examples. We then prove, however, that with interaction, a teacher can efficiently find a set of teaching examples that is a provably good approximation to the optimal set. As an illustration, we show how this scheme can be used to {\it shrink} training sets for any family of classifiers: that is, to find an approximately-minimal subset of training instances that yields the same classifier as the entire set.

Handling previously unseen tasks after given only a few training examples continues to be a tough challenge in machine learning. We propose TapNets, a neural network augmented with task-adaptive projection for improved few-shot learning. Here, employing a meta-learning strategy with episode-based training, a network and a set of per-class reference vectors are learned slowly over widely varying tasks. At the same time, for every episode, features in the embedding space are linearly projected into a new space as a form of quick task-specific conditioning. Training loss is obtained based on a distance metric between the query and the reference vectors in the projection space. Excellent generalization results in this way. When tested on the Omniglot, miniImageNet and tieredImageNet datasets, we obtain state of the art classification accuracies under different few-shot scenarios.

In standard classification problems, the assumption is that the entity making the decision (the {\em principal}) has access to {\em all} the samples. However, in many contexts, she either does not have direct access to the samples, or can inspect only a limited set of samples and does not know which are the most relevant ones. In such cases, she must rely on another party (the {\em agent}) to either provide the samples or point out the most relevant ones. If the agent has a different objective, then the principal cannot trust the submitted samples to be representative. She must set a {\em policy} for how she makes decisions, keeping in mind the agent's incentives. In this paper, we introduce a theoretical framework for this problem and provide key structural and computational results.

We consider the problem of multi-agent reinforcement learning (MARL) in video game AI, where the agents are located in a spatial grid-world environment and the number of agents varies both within and across episodes. The challenge is to flexibly control arbitrary number of agents while achieving effective collaboration. Existing MARL methods usually suffer from the trade-off between these two considerations. To address the issue, we propose a novel architecture that learns a spatial joint representation of all the agents and outputs grid-wise actions. Each agent will be controlled independently by taking the action from the grid it occupies. By viewing the state information as a grid feature map, we employ a convolutional encoder-decoder as the policy network. This architecture naturally promotes agent communication because of the large receptive field provided by the stacked convolutional layers. Moreover, the spatially shared convolutional parameters enable fast parallel exploration that the experiences discovered by one agent can be immediately transferred to others. The proposed method can be conveniently integrated with general reinforcement learning algorithms, e.g., PPO and Q-learning. We demonstrate the effectiveness of the proposed method in extensive challenging multi-agent tasks in the complex game StarCraft II.

Model selection and evaluation are usually strictly separated by means of data splitting to enable an unbiased estimation and a simple statistical inference for the unknown generalization performance of the final prediction model. We investigate the properties of novel evaluation strategies, namely when the final model is selected based on empirical performances on the test data. To guard against selection induced overoptimism, we employ a parametric multiple test correction based on the approximate multivariate distribution of performance estimates. Our numerical experiments involve training common machine learning algorithms (EN, CART, SVM, XGB) on various artificial classification tasks. At its core, our proposed approach improves model selection in terms of the expected final model performance without introducing overoptimism. We furthermore observed a higher probability for a successful evaluation study, making it easier in practice to empirically demonstrate a sufficiently high predictive performance.

A central capability of intelligent systems is the ability to continuously build upon previous experiences to speed up and enhance learning of new tasks. Two distinct research paradigms have studied this question. Meta-learning views this problem as learning a prior over model parameters that is amenable for fast adaptation on a new task, but typically assumes the set of tasks are available together as a batch. In contrast, online (regret based) learning considers a sequential setting in which problems are revealed one after the other, but conventionally train only a single model without any task-specific adaptation. This work introduces an online meta-learning problem setting, which merges ideas from both the aforementioned paradigms in order to better capture the spirit and practice of continual lifelong learning. We propose the follow the meta leader (FTML) algorithm which extends the MAML algorithm to this setting. Theoretically, this work provides an O(logT) regret guarantee with only an additional higher order smoothness assumption (in comparison to the standard online setting). Our experimental evaluation on three different large-scale tasks suggest that the proposed algorithm significantly outperforms alternatives based on traditional online learning approaches.

Virtual democracy is an approach to automating decisions, by learning models of the preferences of individual people, and, at runtime, aggregating the predicted preferences of those people on the dilemma at hand. One of the key questions is which aggregation method -- or voting rule -- to use; we offer a novel statistical viewpoint that provides guidance. Specifically, we seek voting rules that are robust to prediction errors, in that their output on people's true preferences is likely to coincide with their output on noisy estimates thereof. We prove that the classic Borda count rule is robust in this sense, whereas any voting rule belonging to the wide family of pairwise-majority consistent rules is not. Our empirical results further support, and more precisely measure, the robustness of Borda count.

Hierarchical reinforcement learning (HRL) can provide a principled solution to the RL challenge of scalability for complex tasks. By incorporating a graphical model (GM) and the rich family of related methods, there is also hope to address issues such as transferability, generalisation and exploration. Here we propose a flexible GM-based HRL framework which leverages efficient inference procedures to enhance generalisation and transfer power. In our proposed transferable and information-based graphical model framework ‘TibGM’, we show the equivalence between our mutual information-based objective in the GM, and an RL consolidated objective consisting of a standard reward maximisation target and a generalisation/transfer objective. In settings where there is a sparse or deceptive reward signal, our TibGM framework is flexible enough to incorporate exploration bonuses depicting intrinsic rewards. We empirically verify improved performance and exploration power.

We present an environment, benchmark, and deep learning driven automated theorem prover for higher-order logic. Higher-order interactive theorem provers enable the formalization of arbitrary mathematical theories and thereby present an interesting challenge for deep learning. We provide an open-source framework based on the HOL Light theorem prover that can be used as a reinforcement learning environment. HOL Light comes with a broad coverage of basic mathematical theorems on calculus and the formal proof of the Kepler conjecture, from which we derive a challenging benchmark for automated reasoning approaches. We also present a deep reinforcement learning driven automated theorem prover, DeepHOL, that gives strong initial results on this benchmark.

Recent work has thoroughly documented the susceptibility of deep learning systems to adversarial examples, but most such instances directly manipulate the digital input to a classifier. Although a smaller line of work has considered physical adversarial attacks, in all cases these involve manipulating the object of interest, i.e., putting a physical sticker on a object to misclassify it, or manufacturing an object specifically intended to be misclassified. In this work we consider an alternative question: is it possible to fool deep classifiers, over all perceived objects of a certain type, by physically manipulating the camera itself? We show that this is indeed possible, that by placing a carefully crafted and mainly-translucent sticker over the lens of a camera, one can create universal perturbations of the observed images that are inconspicuous, yet reliably misclassify target objects as a different (targeted) class. To accomplish this, we propose an iterative procedure for both updating the attack perturbation (to make it adversarial for a given classifier), and the threat model itself (to ensure it is physically realizable). For example, we show that we can achieve physically-realizable attacks that fool ImageNet classifiers in a targeted fashion 49.6\% of the time. This presents a new class …

We provide the first importance sampling variants of variance reduced algorithms for empirical risk minimization with non-convex loss functions. In particular, we analyze non-convex versions of \texttt{SVRG}, \texttt{SAGA} and \texttt{SARAH}. Our methods have the capacity to speed up the training process by an order of magnitude compared to the state of the art on real datasets. Moreover, we also improve upon current mini-batch analysis of these methods by proposing importance sampling for minibatches in this setting. Surprisingly, our approach can in some regimes lead to superlinear speedup with respect to the minibatch size, which is not usually present in stochastic optimization. All the above results follow from a general analysis of the methods which works with {\em arbitrary sampling}, i.e., fully general randomized strategy for the selection of subsets of examples to be sampled in each iteration. Finally, we also perform a novel importance sampling analysis of \texttt{SARAH} in the convex setting.

We propose the labeled Cech complex, the plain labeled Vietoris-Rips complex, and the locally scaled labeled Vietoris-Rips complex to perform persistent homology inference of decision boundaries in classification tasks. We provide theoretical conditions and analysis for recovering the homology of a decision boundary from samples. Our main objective is quantification of deep neural network complexity to enable matching of datasets to pre-trained models to facilitate the functioning of AI marketplaces; we report results for experiments using MNIST, FashionMNIST, and CIFAR10.

We consider the PAC learnability of the local functions at the vertices of a discrete networked dynamical system, assuming that the underlying network is known. Our focus is on the learnability of threshold functions. We show that several variants of threshold functions are PAC learnable and provide tight bounds on the sample complexity. In general, when the input consists of positive and negative examples, we show that the concept class of threshold functions is not efficiently PAC learnable, unless NP = RP. Using a dynamic programming approach, we show efficient PAC learnability when the number of negative examples is small. We also present an efficient learner which is consistent with all the positive examples and at least (1-1/e) fraction of the negative examples. This algorithm is based on maximizing a submodular function under matroid constraints. By performing experiments on both synthetic and real-world networks, we study how the network structure and sample complexity influence the quality of the inferred system.

Due to the ease of modern data collection, practitioners often face a large collection of covariates and the need to understand their relation to some response. Generalized linear models (GLMs) offer a particularly interpretable framework for this analysis. In the high-dimensional case without an overwhelming amount of data per parameter, we expect uncertainty to be non-trivial; a Bayesian approach allows coherent quantification of this uncertainty. Unfortunately existing methods for Bayesian inference in GLMs require running times roughly cubic in parameter dimension, thus limiting their applicability in increasingly widespread settings with tens of thousands of parameters. We propose to reduce time and memory costs with a low-rank approximation of the data. We show that our method, which we call LR-GLM, still provides a full Bayesian posterior approximation and admits running time reduced by a full factor of the parameter dimension. We theoretically establish the quality of our approximation via interpretable error bounds and show how the choice of rank allows a tunable computational-statistical trade-off. Experiments support our theory and demonstrate the efficacy of LR-GLM in on real, large-scale datasets.

Why are classifiers in high dimension vulnerable to “adversarial” perturbations? We show that it is likely not due to information theoretic limitations, but rather it could be due to computational constraints.

First we prove that, for a broad set of classification tasks, the mere existence of a robust classifier implies that it can be found by a possibly exponential-time algorithm with relatively few training examples. Then we give two particular classification tasks where learning a robust classifier is computationally intractable. More precisely we construct two binary classifications task in high dimensional space which are (i) information theoretically easy to learn robustly for large perturbations, (ii) efficiently learnable (non-robustly) by a simple linear separator, (iii) yet are not efficiently robustly learnable, even for small perturbations. Specifically, for the first task hardness holds for any efficient algorithm in the statistical query (SQ) model, while for the second task we rule out any efficient algorithm under a cryptographic assumption. These examples give an exponential separation between classical learning and robust learning in the statistical query model or under a cryptographic assumption. It suggests that adversarial examples may be an unavoidable byproduct of computational limitations of learning algorithms.

Molecular optimization aims to discover novel molecules with desirable properties. Two fundamental challenges are: (i) it is not trivial to generate valid molecules in a controllable way due to hard chemical constraints such as the valency conditions, and (ii) it is often costly to evaluate a property of a novel molecule, and therefore, the number of property evaluations is limited. These challenges are to some extent alleviated by a combination of a variational autoencoder (VAE) and Bayesian optimization (BO). VAE converts a molecule into/from its latent continuous vector, and BO optimizes a latent continuous vector (and its corresponding molecule) within a limited number of property evaluations. While the most recent work, for the first time, achieved 100% validity, its architecture is rather complex due to auxiliary neural networks other than VAE, making it difficult to train. This paper presents a molecular hypergraph grammar variational autoencoder (MHG-VAE), which uses a single VAE to achieve 100% validity. Our idea is to develop a graph grammar encoding the hard chemical constraints, called molecular hypergraph grammar (MHG), which guides VAE to always generate valid molecules. We also present an algorithm to construct MHG from a set of molecules.

Current approaches to amortizing Bayesian inference focus solely on approximating the posterior distribution. Typically, this approximation is, in turn, used to calculate expectations for one or more target functions---a computational pipeline which is inefficient when the target function(s) are known upfront. In this paper, we address this inefficiency by introducing AMCI, a method for amortizing Monte Carlo integration directly. AMCI operates similarly to amortized inference but produces three distinct amortized proposals, each tailored to a different component of the overall expectation calculation. At run-time, samples are produced separately from each amortized proposal, before being combined to an overall estimate of the expectation. We show that while existing approaches are fundamentally limited in the level of accuracy they can achieve, AMCI can theoretically produce arbitrarily small errors for any integrable target function using only a single sample from each proposal at run-time. Furthermore, AMCI allows not only for amortizing over datasets but also amortizing over target functions.

Sign-based algorithms (e.g. signSGD) have been proposed as a biased gradient compression technique to alleviate the communication bottleneck in training large neural networks across multiple workers. We show simple convex counter-examples where signSGD does not converge to the optimum. Further, even when it does converge, signSGD may generalize poorly when compared with SGD. These issues arise because of the biased nature of the sign compression operator.

Finally we show that using error-feedback, i.e. incorporating the error made by the compression operator into the next step, overcomes these issues. We prove that our algorithm, EF-SGD, with arbitrary compression operator, achieves the \emph{same rate of convergence} as SGD without any additional assumptions, indicating that we get gradient compression \emph{for free}. Our experiments thoroughly substantiate the theory showing the superiority of our algorithm.

Reinforcement learning agents are prone to undesired behaviors due to reward mis-specification. Finding a set of reward functions to properly guide agent behaviors is particularly challenging in multi-agent scenarios. Inverse reinforcement learning provides a framework to automatically acquire suitable reward functions from expert demonstrations. Its extension to multi-agent settings, however, is difficult due to the more complex notions of rational behaviors. In this paper, we propose MA-AIRL, a new framework for multi-agent inverse reinforcement learning, which is effective and scalable for Markov games with high-dimensional state-action space and unknown dynamics. We derive our algorithm based on a new solution concept and maximum pseudolikelihood estimation within an adversarial reward learning framework. In the experiments, we demonstrate that MA-AIRL can recover reward functions that are highly correlated with the ground truth rewards, while significantly outperforms prior methods in terms of policy imitation.

We design and study a Contextual Memory Tree (CMT), a learning memory controller that inserts new memories into an experience store of unbounded size. It operates online and is designed to efficiently query for memories from that store, supporting logarithmic time insertion and retrieval operations. Hence CMT can be integrated into existing statistical learning algorithms as an augmented memory unit without substantially increasing training and inference computation. Furthermore CMT operates as a reduction to classification, allowing it to benefit from advances in representation or architecture. We demonstrate the efficacy of CMT by augmenting existing multi-class and multi-label classification algorithms with CMT and observe statistical improvement. We also test CMT learning on several image-captioning tasks to demonstrate that it performs computationally better than a simple nearest neighbors memory system while benefitting from reward learning.

Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981. Even after 30-40 years of intense research the problem remains unsolved for seemingly simple multi-bidder, multi-item settings. In this work, we initiate the exploration of the use of tools from deep learning for the automated design of optimal auctions. We model an auction as a multi-layer neural network, frame optimal auction design as a constrained learning problem, and show how it can be solved using standard pipelines. We prove generalization bounds and present extensive experiments, recovering essentially all known analytical solutions for multi-item settings, and obtaining novel mechanisms for settings in which the optimal mechanism is unknown.

Supervised training of neural networks for classification is typically performed with a global loss function. The loss function provides a gradient for the output layer, and this gradient is back-propagated to hidden layers to dictate an update direction for the weights. An alternative approach is to train the network with layer-wise loss functions. In this paper we demonstrate, for the first time, that layer-wise training can approach the state-of-the-art on a variety of image datasets. We use single-layer sub-networks and two different supervised loss functions to generate local error signals for the hidden layers, and we show that the combination of these losses help with optimization in the context of local learning. Using local errors could be a step towards more biologically plausible deep learning because the global error does not have to be transported back to hidden layers. A completely backprop free variant outperforms previously reported results among methods aiming for higher biological plausibility.

We establish the first nonasymptotic error bounds for Kaplan-Meier-based nearest neighbor and kernel survival probability estimators where feature vectors reside in metric spaces. Our bounds imply rates of strong consistency for these nonparametric estimators and, up to a log factor, match an existing lower bound for conditional CDF estimation. Our proof strategy also yields nonasymptotic guarantees for nearest neighbor and kernel variants of the Nelson-Aalen cumulative hazards estimator. We experimentally compare these methods on four datasets. We find that for the kernel survival estimator, a good choice of kernel is one learned using random survival forests.

The pioneering work of sparse local embeddings on multilabel learning has shown great promise in multilabel classification. Unfortunately, the statistical rate of convergence and oracle property of sparse local embeddings are still not well understood. To fill this gap, we present a unified framework for this method with nonconvex penalty. Theoretically, we rigorously prove that our proposed estimator enjoys oracle property (i.e., performs as well as if the underlying model were known beforehand), and obtains a desirable statistical convergence rate. Moreover, we show that under a mild condition on the magnitude of the entries in the underlying model, we are able to obtain an improved convergence rate. Extensive numerical experiments verify our theoretical findings and the superiority of our proposed estimator.

We propose a method for tackling catastrophic forgetting in deep reinforcement learning that is \textit{agnostic} to the timescale of changes in the distribution of experiences, does not require knowledge of task boundaries and can adapt in \textit{continuously} changing environments. In our \textit{policy consolidation} model, the policy network interacts with a cascade of hidden networks that simultaneously remember the agent's policy at a range of timescales and regularise the current policy by its own history, thereby improving its ability to learn without forgetting. We find that the model improves continual learning relative to baselines on a number of continuous control tasks in single-task, alternating two-task, and multi-agent competitive self-play settings.

Music score is often handled as one-dimensional sequential data. Unlike words in a text document, notes in music score can be played simultaneously by the polyphonic nature and each of them has its own duration. In this paper, we represent the unique form of musical score using graph neural network and apply it for rendering expressive piano performance from the music score. Specifically, we design the model using note-level gated graph neural network and measure-level hierarchical attention network with bidirectional long short-term memory with an iterative feedback method. In addition, to model different styles of performance for a given input score, we employ a variational auto-encoder. The result of the listening test shows that our proposed model generated more human-like performances compared to a baseline model and a hierarchical attention network model that handles music score as a word-like sequence.

The vulnerability to adversarial attacks has been a critical issue of deep neural networks. Addressing this issue requires a reliable way to evaluate the robustness of a network. Recently, several methods have been developed to compute robustness certification for neural networks, namely, certified lower bounds of the minimum adversarial perturbation. Such methods, however, were devised for feed-forward networks, e.g. multi-layer perceptron or convolutional networks; while it remains an open problem to certify robustness for recurrent networks, especially LSTM and GRU. For such networks, there exist additional challenges in computing the robustness certification, such as handling the inputs at multiple steps and the interaction between gates and states. In this work, we propose POPCORN (Propagated-output Certified Robustness for RNNs), a general algorithm to certify robustness of RNNs, including vanilla RNNs, LSTMs, and GRUs. We demonstrate its effectiveness for different network architectures and show that the robustness certification on individual steps can lead to new insights.

This paper studies semi-supervised object classification in relational data, which is a fundamental problem in relational data modeling. The problem has been extensively studied in the literature of both statistical relational learning (e.g. Relational Markov Networks) and graph neural networks (e.g. Graph Convolutional Networks). Statistical relational learning methods can effectively model the dependency of object labels through conditional random fields for collective classification, whereas graph neural networks learn effective object representations for classification through end-to-end training. In this paper, we propose Graph Markov Neural Network (GMNN) that combines the advantages of both worlds. GMNN models the joint distribution of object labels with a conditional random field, which can be effectively trained with the variational EM algorithm. In the E-step, one graph neural network learns effective object representations for approximating the posterior distributions of object labels. In the M-step, another graph neural network is used to model the local label dependency. Experiments on the tasks of object classification, link classification, and unsupervised node representation learning show that GMNN achieves state-of-the-art results.

The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices into a learning framework and apply the resulting models to the problem of revenue optimization in auctions and markets with contextual information. The economic intuition behind market clearing allows us to obtain fine-grained control over the aggressiveness of the resulting pricing policy, grounded in theory. To evaluate our approach, we fit a model of clearing prices over a massive dataset of bids in display ad auctions from a major ad exchange. The learned prices outperform other techniques in the literature in terms of revenue and efficiency trade-offs. Because of the convex nature of the clearing loss function, our method has very fast convergence, as fast as linear regression over the same dataset.

An important task in machine learning and statistics is the approximation of a probability measure by an empirical measure supported on a discrete point set. Stein Points are a class of algorithms for this task, which proceed by sequentially minimising a Stein discrepancy between the empirical measure and the target and, hence, require the solution of a non-convex optimisation problem to obtain each new point. This paper removes the need to solve this optimisation problem by, instead, selecting each new point based on a Markov chain sample path. This significantly reduces the computational cost of Stein Points and leads to a suite of algorithms that are straightforward to implement. The new algorithms are illustrated on a set of challenging Bayesian inference problems, and rigorous theoretical guarantees of consistency are established.

We consider the problem of minimizing the composition of a smooth function (which can be nonconvex) and a smooth vector mapping, where both of them can be express as the average of a large number of components. We propose a composite randomized incremental gradient method by extending the SAGA framework. The gradient sample complexity of our method matches that of several recently developed methods based on SVRG in the general case. However, for structured problems where linear convergence rates can be obtained, our method can be much better for ill-conditioned problems. In addition, when the finite-sum structure only appear for the inner mapping, the sample complexity of our method is the same as that of SAGA for minimizing finite sum of smooth nonconvex functions, despite the additional outer composition and the stochastic composite gradients being biased in our case.

Mean field inference for discrete graphical models is generally a highly nonconvex problem, which also holds for the class of probabilistic log-submodular models. Existing optimization methods, e.g., coordinate ascent algorithms, can only generate local optima.

In this work we propose provable mean filed methods for probabilistic log-submodular models and its posterior agreement (PA) with strong approximation guarantees. The main algorithmic technique is a new Double Greedy scheme, termed DR-DoubleGreedy, for continuous DR-submodular maximization with box-constraints. It is a one-pass algorithm with linear time complexity, reaching the optimal 1/2 approximation ratio, which may be of independent interest. We validate the superior performance of our algorithms against baselines on both synthetic and real-world datasets.

Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to errors introduced by extrapolation, standard off-policy deep reinforcement learning algorithms, such as DQN and DDPG, are incapable of learning with data uncorrelated to the distribution under the current policy, making them ineffective for this fixed batch setting. We introduce a novel class of off-policy algorithms, batch-constrained reinforcement learning, which restricts the action space in order to force the agent towards behaving close to on-policy with respect to a subset of the given data. We present the first continuous control deep reinforcement learning algorithm which can learn effectively from arbitrary, fixed batch data, and empirically demonstrate the quality of its behavior in several tasks.

Advanced methods of applying deep learning to structured data such as graphs have been proposed in recent years. In particular, studies have focused on generalizing convolutional neural networks to graph data, which includes redefining the convolution and the downsampling (pooling) operations for graphs. The method of generalizing the convolution operation to graphs has been proven to improve performance and is widely used. However, the method of applying downsampling to graphs is still difficult to perform and has room for improvement. In this paper, we propose a graph pooling method based on self-attention. Self-attention using graph convolution allows our pooling method to consider both node features and graph topology. To ensure a fair comparison, the same training procedures and model architectures were used for the existing pooling methods and our method. The experimental results demonstrate that our method achieves superior graph classification performance on the benchmark datasets using a reasonable number of parameters.

Set functions predict a label from a permutation-invariant variable-size collection of feature vectors. We propose making set functions more understandable and regularized by capturing domain knowledge through shape constraints. We show how prior work in monotonic constraints can be adapted to set functions. Then we propose two new shape constraints designed to generalize the conditioning role of weights in a weighted mean. We show how one can train standard functions and set functions that satisfy these shape constraints with a deep lattice network. We propose a nonlinear estimation strategy we call the semantic feature engine that uses set functions with the proposed shape constraints to estimate labels for compound sparse categorical features. Experiments on real-world data show the achieved accuracy is similar to deep sets or deep neural networks, but provides guarantees of the model behavior and is thus easier to explain and debug.

Natural-gradient methods enable fast and simple algorithms for variational inference, but due to computational difficulties, their use is mostly limited to minimal exponential-family (EF) approximations. In this paper, we extend the application of natural-gradient methods to estimate structured approximations such as mixture of EF distribution. Such approximations can fit complex, multimodal posterior distributions and are generally more accurate than unimodal EF approximations. By using a minimal conditional-EF representation of such approximations, we derive simple natural-gradient updates. Our empirical results demonstrate a faster convergence of our natural-gradient method compared to black-box gradient-based methods. Our work expands the scope of natural gradients for Bayesian inference and makes them more widely applicable than before.

We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is strategic. Using a variational approach, we study the complexity of the original objective and we introduce a relaxation of the objective functional in order to use gradient descent methods. Our approach is simple, general and can be applied to various value distributions and revenue-maximizing mechanisms. The new strategies we derive yield massive uplifts compared to the traditional truthfully bidding strategy.

Tuning a pre-trained network is commonly thought to improve data efficiency. However, Kaiming He et al. (2018) have called into question the utility of pre-training by showing that training from scratch can often yield similar performance, should the model train long enough. We show that although pre-training may not improve performance on traditional classification metrics, it does provide large benefits to model robustness and uncertainty. Through extensive experiments on label corruption, class imbalance, adversarial examples, out-of-distribution detection, and confidence calibration, we demonstrate large gains from pre-training and complementary effects with task-specific methods. Results include a 30% relative improvement in label noise robustness and a 10% absolute improvement in adversarial robustness on both CIFAR-10 and CIFAR-100. In some cases, using pre-training without task-specific methods surpasses the state-of-the-art, highlighting the importance of using pre-training when evaluating future methods on robustness and uncertainty tasks.

Humans prove theorems by relying on substantial high-level reasoning and problem-specific insights. Proof assistants offer a formalism that resembles human mathematical reasoning, representing theorems in higher-order logic and proofs as high-level tactics. However, human experts have to construct proofs manually by entering tactics into the proof assistant. In this paper, we study the problem of using machine learning to automate the interaction with proof assistants. We construct CoqGym, a large-scale dataset and learning environment containing 71K human-written proofs from 123 projects developed with the Coq proof assistant. We develop ASTactic, a deep learning-based model that generates tactics as programs in the form of abstract syntax trees (ASTs). Experiments show that ASTactic trained on CoqGym can generate effective tactics and can be used to prove new theorems not previously provable by automated methods. Code is available at https://github.com/princeton-vl/CoqGym.

We consider classification in the presence of class-dependent asymmetric label noise with unknown noise probabilities. In this setting, identifiability conditions are known, but additional assumptions were shown to be required for finite sample rates, and only the parametric rate has been obtained so far. Assuming these identifiability conditions, together with a measure-smoothness condition on the regression function and Tsybakov’s margin condition, we obtain, up to a log factor, the mini-max optimal rates of the noise-free setting. This rate is attained by a recently proposed modification of the kNN classifier whose analysis exists only under known noise probabilities. Hence, our results provide solid theoretical backing for this empirically successful algorithm. By contrast the standard kNN is not even consistent in the setting of asymmetric label noise. A key idea in our analysis is a simple kNN based function optimisation approach that requires far less assumptions than existing mode estimators do, and which may be of independent interest for noise proportion estimation and other randomised optimisation problems.

Zero-sum games such as chess and poker are, abstractly, functions that evaluate pairs of agents, for example labeling them winner' andloser'. If the game is approximately transitive, then self-play generates sequences of agents of increasing strength. However, nontransitive games, such as rock-paper-scissors, can exhibit strategic cycles, and there is no longer a clear objective -- we want agents to increase in strength, but against whom is unclear. In this paper, we introduce a geometric framework for formulating agent objectives in zero-sum games, in order to construct adaptive sequences of objectives that yield open-ended learning. The framework allows us to reason about population performance in nontransitive games, and enables the development of a new algorithm (rectified Nash response, PSROrN) that uses game-theoretic niching to construct diverse populations of effective agents, producing a stronger set of agents than existing algorithms. We apply PSROrN to two highly nontransitive resource allocation games and find that PSRO_rN consistently outperforms the existing alternatives.

We introduce a novel method to combat label noise when training deep neural networks for classification. We propose a loss function that permits abstention during training thereby allowing the DNN to abstain on confusing samples while continuing to learn and improve classification performance on the non-abstained samples. We show how such a deep abstaining classifier (DAC) can be used for robust learning in the presence of different types of label noise. In the case of structured or systematic label noise -- where noisy training labels or confusing examples are correlated with underlying features of the data-- training with abstention enables representation learning for features that are associated with unreliable labels. In the case of unstructured (arbitrary) label noise, abstention during training enables the DAC to be used as a very effective data cleaner by identifying samples that are likely to have label noise. We provide analytical results on the loss function behavior that enable dynamic adaption of abstention rates based on learning progress during training. We demonstrate the utility of the deep abstaining classifier for various image classification tasks under different types of label noise; in the case of arbitrary label noise, we show significant improvements over previously published results …

We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed by reinforcement learning is indirect and may be computationally expensive. Recent methods based on generative adversarial networks or generative moment matching formulate the task as distribution matching between the expert policy and the learned policy. However, training via distribution matching could be unstable. We propose a new framework for imitation learning based on estimating the support of the expert policy to compute a fixed reward function from the expert trajectories. This allows us to re-frame imitation learning within the standard reinforcement learning setting. We demonstrate the efficacy of our reward function on both discrete and continuous domains. The policies learned using different reinforcement learning methods with the proposed reward function achieve comparable or better performance than other imitation learning methods.

We present a particle flow realization of Bayes' rule, where an ODE-based neural operator is used to transport particles from a prior to its posterior after a new observation. We prove that such an ODE operator exists and its neural parameterization can be trained in a meta-learning framework, allowing this operator to reason about the effect of an individual observation on the posterior, and thus generalize across different priors, observations and to online Bayesian inference. We demonstrated the generalization ability of our particle flow Bayes operator in several canonical and high dimensional examples.

We derive concentration inequalities for the supremum norm of the difference between a kernel density estimator (KDE) and its point-wise expectation that hold uniformly over the selection of the bandwidth and under weaker conditions on the kernel and the data generating distribution than previously used in the literature. We first propose a novel concept, called the volume dimension, to measure the intrinsic dimension of the support of a probability distribution based on the rates of decay of the probability of vanishing Euclidean balls. Our bounds depend on the volume dimension and generalize the existing bounds derived in the literature. In particular, when the data-generating distribution has a bounded Lebesgue density or is supported on a sufficiently well-behaved lower-dimensional manifold, our bound recovers the same convergence rate depending on the intrinsic dimension of the support as ones known in the literature. At the same time, our results apply to more general cases, such as the ones of distribution with unbounded densities or supported on a mixture of manifolds with different dimensions. Analogous bounds are derived for the derivative of the KDE, of any order. Our results are generally applicable but are especially useful for problems in geometric inference and topological data …

Training neural networks is traditionally done by providing a sequence of random mini-batches sampled uniformly from the entire training data. In this work, we analyze the effects of curriculum learning, which involves the dynamic non-uniform sampling of mini-batches, on the training of deep networks, and specifically CNNs trained on image recognition. To employ curriculum learning, the training algorithm must resolve 2 problems: (i) sort the training examples by difficulty; (ii) compute a series of mini-batches that exhibit an increasing level of difficulty. We address challenge (i) using two methods: transfer learning from some competitive "teacher" network, and bootstrapping. We show that both methods show similar benefits in terms of increased learning speed and improved final performance on test data. We address challenge (ii) by investigating different pacing functions to guide the sampling. The empirical investigation includes a variety of network architectures, using images from CIFAR-10, CIFAR-100 and subsets of ImageNet. We conclude with a novel theoretical analysis of curriculum learning, where we show how it effectively modifies the optimization landscape. We then define the concept of an ideal curriculum, and show that under mild conditions it does not change the corresponding global minimum of the optimization function.

We present Circuit-GNN, a graph neural network (GNN) model for designing distributed circuits. Today, designing distributed circuits is a slow process that can take months from an expert engineer. Our model both automates and speeds up the process. The model learns to simulate the electromagnetic (EM) properties of distributed circuits. Hence, it can be used to replace traditional EM simulators, which typically take tens of minutes for each design iteration. Further, by leveraging neural networks' differentiability, we can use our model to solve the inverse problem -- i.e., given desirable EM specifications, we propagate the gradient to optimize the circuit parameters and topology to satisfy the specifications. We exploit the flexibility of GNN to create one model that works for different circuit topologies. We compare our model with a commercial simulator showing that it reduces simulation time by four orders of magnitude. We also demonstrate the value of our model by using it to design a Terahertz channelizer, a difficult task that requires a specialized expert. The results show that our model produces a channelizer whose performance is as good as a manually optimized design, and can save the expert several weeks of iterative topology exploration and parameter optimization. Most …

Constructing fast numerical solvers for partial differential equations (PDEs) is crucial for many scientific disciplines. A leading technique for solving large-scale PDEs is using multigrid methods. At the core of a multigrid solver is the prolongation matrix, which relates between different scales of the problem. This matrix is strongly problem-dependent, and its optimal construction is critical to the efficiency of the solver. In practice, however, devising multigrid algorithms for new problems often poses formidable challenges. In this paper we propose a framework for learning multigrid solvers. Our method learns a (single) mapping from discretized PDEs to prolongation operators for a broad class of 2D diffusion problems. We train a neural network once for the entire class of PDEs, using an efficient and unsupervised loss function. Our tests demonstrate improved convergence rates compared to the widely used Black-Box multigrid scheme, suggesting that our method successfully learned rules for constructing prolongation matrices.

Voronoi cell decompositions provide a classical avenue to classification. Typical approaches however only utilize point-wise cell-membership information since the computation of a Voronoi diagram is prohibitively expensive in high dimensions. We propose a Monte-Carlo integration based approach that instead computes a weighted integral over the boundaries of Voronoi cells, thus incorporating additional information about the Voronoi cell structure. We demonstrate the scalability of our approach in up to 3072 dimensional spaces and analyze the convergence based on the number of Monte Carlo samples and choice of weight functions. Experiments comparing our approach to nearest neighbors, SVM and Random Forests indicate that while our approach performs similarly to random forests for large data sizes, the algorithm exhibits non-trivial data-dependent performance characteristics for smaller datasets and can be analyzed in terms of a geometric confidence measure, thus adding to the repertoire of geometric approaches to classification while having the benefit of not requiring any model changes or retraining as new training samples or classes are added.

Counterfactual Regret Minimization (CFR) is the leading algorithm for solving large imperfect-information games. It iteratively traverses the game tree in order to converge to a Nash equilibrium. In order to deal with extremely large games, CFR typically uses domain-specific heuristics to simplify the target game in a process known as abstraction. This simplified game is solved with tabular CFR, and its solution is mapped back to the full game. This paper introduces DeepRegret, a form of CFR that obviates the need for abstraction by instead using deep neural networks to approximate the behavior of CFR in the full game. We show that DeepRegret is principled and achieves strong performance in large poker games. This is the first non-tabular variant of CFR to be successful in large games.

In this paper, we propose a novel meta learning approach, namely LGM-Net, for few-shot classification. The approach learns transferable prior knowledge across tasks and directly produces network parameters for similar unseen tasks with training samples. LGM-Net includes two key modules: TargetNet and MetaNet. The TargetNet module is a neural network for solving a specific task. The MetaNet module aims at learning to generate functional weights for TargetNet by observing training samples. A new intertask normalization strategy which makes use of common information shared across tasks is utilized during training. Experimental results demonstrate that LGM-Net adapts well to similar unseen tasks and achieves state-of-the-art performance on Omniglot and \textit{mini}ImageNet datasets. And experiments on synthetic datasets are given to show that the transferable prior knowledge is learned by the MetaNet which can help to solve unseen tasks through mapping training data to functional weights. The proposed approach achieves the goal of fast learning and adaptation since no further tuning steps are required in comparison with other exisiting meta learning approaches.

Variational Auto-Encoders (VAEs) are capable of learning latent representations for high dimensional data. However, due to the i.i.d. assumption, VAEs only optimize the singleton variational distributions and fail to account for the correlations between data points, which might be crucial for learning latent representations from dataset where a priori we know correlations exist. We propose Correlated Variational Auto-Encoders (CVAEs) that can take the correlation structure into consideration when learning latent representations with VAEs. CVAEs apply a prior based on the correlation structure. To address the intractability introduced by the correlated prior, we develop an approximation by average of a set of tractable lower bounds over all maximal acyclic subgraphs of the undirected correlation graph. Experimental results on matching and link prediction on public benchmark rating datasets and spectral clustering on a synthetic dataset show the effectiveness of the proposed method over baseline algorithms.

We propose and analyze a block coordinate descent proximal algorithm (BCD-prox) for simultaneous filtering and parameter estimation of ODE models. As we show on ODE systems with up to d=40 dimensions, as compared to state-of-the-art methods, BCD-prox exhibits increased robustness (to noise, parameter initialization, and hyperparameters), decreased training times, and improved accuracy of both filtered states and estimated parameters. We show how BCD-prox can be used with multistep numerical discretizations, and we establish convergence of BCD-prox under hypotheses that include real systems of interest.

Random Fourier features is a widely used, simple, and effective technique for scaling up kernel methods. The existing theoretical analysis of the approach, however, remains focused on specific learning tasks and typically gives pessimistic bounds which are at odds with the empirical results. We tackle these problems and provide the first unified risk analysis of learning with random Fourier features using the squared error and Lipschitz continuous loss functions. In our bounds, the trade-off between the computational cost and the expected risk convergence rate is problem specific and expressed in terms of the regularization parameter and the number of effective degrees of freedom. We study both the standard random Fourier features method for which we improve the existing bounds on the number of features required to guarantee the corresponding minimax risk convergence rate of kernel ridge regression, as well as a data-dependent modification which samples features proportional to ridge leverage scores and further reduces the required number of features. As ridge leverage scores are expensive to compute, we devise a simple approximation scheme which provably reduces the computational cost without loss of statistical efficiency.

The field of reinforcement learning (RL) is facing increasingly challenging domains with combinatorial complexity. For an RL agent to address these challenges, it is essential that it can plan effectively. Prior work has typically utilized an explicit model of the environment, combined with a specific planning algorithm (such as tree search). More recently, a new family of methods have been proposed that learn how to plan, by providing the structure for planning via an inductive bias in the function approximator (such as a tree structured neural network), trained end-to-end by a model-free RL algorithm. In this paper, we go even further, and demonstrate empirically that an entirely model-free approach, without special structure beyond standard neural network components such as convolutional networks and LSTMs, can learn to exhibit many of the characteristics typically associated with a model-based planner. We measure our agent's effectiveness at planning in terms of its ability to generalize across a combinatorial and irreversible state space, its data efficiency, and its ability to utilize additional thinking time. We find that our agent has many of the characteristics that one might expect to find in a planning algorithm. Furthermore, it exceeds the state-of-the-art in challenging combinatorial domains such as …

Due to the ability of deep neural nets to learn rich representations, recent advances in unsupervised domain adaptation have focused on learning domain-invariant features that achieve a small error on the source domain. The hope is that the learnt representation, together with the hypothesis learnt from the source domain, can generalize to the target domain. In this paper, we first construct a simple counterexample showing that, contrary to common belief, the above conditions are not sufficient to guarantee successful domain adaptation. In particular, the counterexample (Fig.~\ref{fig:example}) exhibits \emph{conditional shift}: the class-conditional distributions of input features change between source and target domains. To give a sufficient condition for domain adaptation, we propose a natural and interpretable generalization upper bound that explicitly takes into account the aforementioned shift. Moreover, we shed new light on the problem by proving an information-theoretic lower bound on the joint error of \emph{any} domain adaptation method that attempts to learn invariant representations. Our result characterizes a fundamental tradeoff between learning invariant representations and achieving small joint error on both domains when the marginal label distributions differ from source to target. Finally, we conduct experiments on real-world datasets that corroborate our theoretical findings. We believe these insights are …

Although adversarial examples and model robustness have been extensively studied in the context of neural networks, research on this issue in tree-based models and how to make tree-based models robust against adversarial examples is still limited. In this paper, we show that tree-based models are also vulnerable to adversarial examples and develop a novel algorithm to learn robust trees. At its core, our method aims to optimize the performance under the worst-case perturbation of input features, which leads to a max-min saddle point problem. Incorporating this saddle point objective into the decision tree building procedure is non-trivial due to the discrete nature of trees—a naive approach to finding the best split according to this saddle point objective will take exponential time. To make our approach practical and scalable, we propose efficient tree building algorithms by approximating the inner minimizer in the saddlepoint problem, and present efficient implementations for classical information gain based trees as well as state-of-the-art tree boosting systems such as XGBoost. Experimental results on real-world datasets demonstrate that the proposed algorithms can significantly improve the robustness of tree-based models against adversarial examples.

In this paper, we propose the Self-Attention Generative Adversarial Network (SAGAN) which allows attention-driven, long-range dependency modeling for image generation tasks. Traditional convolutional GANs generate high-resolution details as a function of only spatially local points in lower-resolution feature maps. In SAGAN, details can be generated using cues from all feature locations. Moreover, the discriminator can check that highly detailed features in distant portions of the image are consistent with each other. Furthermore, recent work has shown that generator conditioning affects GAN performance. Leveraging this insight, we apply spectral normalization to the GAN generator and find that this improves training dynamics. The proposed SAGAN performs better than prior work, boosting the best published Inception score from 36.8 to 52.52 and reducing Fr\'echet Inception distance from 27.62 to 18.65 on the challenging ImageNet dataset. Visualization of the attention layers shows that the generator leverages neighborhoods that correspond to object shapes rather than local regions of fixed shape.

In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized Approximate Message Passing (GAMP) is known to achieve optimal performance for GLE. However, its performance can significantly deteriorate whenever there is a mismatch between the assumed and the true generative model, a situation frequently encountered in practice. In this paper, we propose a new algorithm, named Generalized Approximate Survey Propagation (GASP), for solving GLE in the presence of prior or model misspecifications. As a prototypical example, we consider the phase retrieval problem, where we show that GASP outperforms the corresponding GAMP, reducing the reconstruction threshold and, for certain choices of its parameters, approaching Bayesian optimal performance. Furthermore, we present a set of state evolution equations that can precisely characterize the performance of GASP in the high-dimensional limit.

The kernel exponential family is a rich class of distributions, which can be fit efficiently and with statistical guarantees by score matching. Being required to choose a priori a simple kernel such as the Gaussian, however, limits its practical applicability. We provide a scheme for learning a kernel parameterized by a deep network, which can find complex location-dependent local features of the data geometry. This gives a very rich class of density models, capable of fitting complex structures on moderate-dimensional problems. Compared to deep density models fit via maximum likelihood, our approach provides a complementary set of strengths and tradeoffs: in empirical studies, the former can yield higher likelihoods, whereas the latter gives better estimates of the gradient of the log density, the score, which describes the distribution's shape.

Multivariate Hawkes processes (MHP) are widely used in a variety of fields to model the occurrence of discrete events. Prior work on learning MHPs has only focused on inference in the presence of perfect traces without noise. We address the problem of learning the causal structure of MHPs when observations are subject to an unknown delay. In particular, we introduce the so-called synchronization noise, where the stream of events generated by each dimension is subject to a random and unknown time shift. We characterize the robustness of the classic maximum likelihood estimator to synchronization noise, and we introduce a new approach for learning the causal structure in the presence of noise. Our experimental results show that our approach accurately recovers the causal structure of MHPs for a wide range of noise levels, and significantly outperforms classic estimation methods.

Automatic machine learning-based detectors of various psychological and social phenomena (e.g., emotion, stress, engagement) have great potential to advance basic science. However, when a detector d is trained to approximate an existing measurement tool (e.g., a questionnaire, observation protocol), then care must be taken when interpreting measurements collected using d since they are one step further removed from the under- lying construct. We examine how the accuracy of d, as quantified by the correlation q of d’s out- puts with the ground-truth construct U, impacts the estimated correlation between U (e.g., stress) and some other phenomenon V (e.g., academic performance). In particular: (1) We show that if the true correlation between U and V is r, then the expected sample correlation, over all vectors T n whose correlation with U is q, is qr. (2) We derive a formula for the probability that the sample correlation (over n subjects) using d is positive given that the true correlation is negative (and vice-versa); this probability can be substantial (around 20 − 30%) for values of n and q that have been used in recent affective computing studies. (3) With the goal to reduce the variance of correlations estimated by an automatic …

In open-ended and changing environments, agents face a wide range of potential tasks that might not come with associated reward functions. Such autonomous learning agents must set their own tasks and build their own curriculum through an intrinsically motivated exploration. Because some tasks might prove easy and some impossible, agents must actively select which task to practice at any given moment to maximize their overall mastery on the set of learnable tasks. This paper proposes CURIOUS, an algorithm that leverages: 1) an extension of Universal Value Function Approximators to achieve within a unique policy, multiple tasks, each parameterized by multiple goals and 2) an automated curriculum learning mechanism that biases the attention of the agent towards tasks maximizing the absolute learning progress. Agents focus on achievable tasks first, and focus back on tasks that are being forgotten. Experiments conducted in a new multi-task multi-goal robotic environment show that our algorithm benefits from these two ideas and demonstrate properties of robustness to distracting tasks, forgetting and changes in body properties.

A broad range of cross-multi-domain generation researches boils down to matching a joint distribution by deep generative models (DGMs). Hitherto methods excel in pairwise domains whereas as the number of domains increases, remain struggling to scale themselves to fit a joint distribution. In this paper, we propose a domain-scalable DGM, \emph{i.e.}, MMI-ALI for multi-domain joint distribution matching. As an multi-domain ensemble model of ALIs \cite{dumoulin2016adversarially}, MMI-ALI is adversarially trained with maximizing \emph{Multivariate Mutual Information} (MMI) \emph{w.r.t.} joint variables of each pair of domains and their shared feature. The negative MMIs are upper bounded by a series of feasible losses that provably lead to matching multi-domain joint distributions. MMI-ALI linearly scales as the number of domains increases and may share parameters across domains and thus, strikes a right balance between efficacy and scalability. We evaluate MMI-ALI in diverse challenging multi-domain scenarios and verify the superiority of our DGM.

We present a blended conditional gradient approach for minimizing a smooth convex function over a polytope P, combining the Frank–Wolfe algorithm (also called conditional gradient) with gradient-based steps, different from away steps and pairwise steps, but still achieving linear convergence for strongly convex functions, along with good practical performance. Our approach retains all favorable properties of conditional gradient algorithms, notably avoidance of projections onto P and maintenance of iterates as sparse convex combinations of a limited number of extreme points of P. The algorithm is lazy, making use of inexpensive inexact solutions of the linear programming subproblem that characterizes the conditional gradient approach. It decreases measures of optimality (primal and dual gaps) rapidly, both in the number of iterations and in wall-clock time, outperforming even the lazy conditional gradient algorithms of Braun et al. 2017. We also present a streamlined version of the algorithm that applies when P is the probability simplex.

With an eye toward understanding complexity control in deep learning, we study how infinitesimal regularization or gradient descent optimization lead to margin maximizing solutions in both homogeneous and non homogeneous models, extending previous work that focused on infinitesimal regularization only in homogeneous models. To this end we study the limit of loss minimization with a diverging norm constraint (the constrained path''), relate it to the limit of amargin path'' and characterize the resulting solution. For non-homogeneous models we show that this solution is biased toward the deepest part of the model, discarding the shallowest parts if they are unnecessary. For homogeneous models, we show convergence to a ``lexicographic max margin solution'', and provide conditions under which max margin solutions are also attained as the limit of unconstrained gradient descent.

In distributional reinforcement learning (RL), the estimated distribution of value functions model both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The first is a decaying schedule to suppress the intrinsic uncertainty. The second is an exploration bonus calculated from the upper quantiles of the learned distribution. In Atari 2600 games, our method achieves 483 % average gain across 49 games in cumulative rewards over QR-DQN. We also compared our algorithm with QR-DQN in a challenging 3D driving simulator (CARLA). Results show that our algorithm achieves nearoptimal safety rewards twice faster than QRDQN.

Deep generative models are becoming a cornerstone of modern machine learning. Recent work on conditional generative adversarial networks has shown that learning complex, high-dimensional distributions over natural images is within reach. While the latest models are able to generate high-fidelity, diverse natural images at high resolution, they rely on a vast quantity of labeled data. In this work we demonstrate how one can benefit from recent work on self- and semi-supervised learning to outperform state-of-the-art on both unsupervised ImageNet synthesis, as well as in the conditional setting. In particular, the proposed approach is able to match the sample quality (as measured by FID) of the current state-of-the art conditional model BigGAN on ImageNet using only 10% of the labels and outperform it using 20% of the labels.

While model-based deep reinforcement learning(RL) holds great promise for sample efficiency and generalization, learning an accurate dynamics model is often challenging and requires substantial interaction with the environment. A wide variety of domains have dynamics that share common foundations like the laws of physics, which are rarely exploited by existing algorithms. In fact, humans continuously acquire and use such dynamics priors to easily adapt to operating in new environments. In this work, we propose an approach to learn task-agnostic dynamics priors from videos and incorporate them into an RL agent. Our method involves pre-training a frame predictor on generic task-agnostic physics videos to initialize dynamics models (and fine-tune them)for unseen target environments. Our frame prediction architecture, SpatialNet, is designed specifically to capture localized physical phenomena and interactions. Our approach allows for both faster policy learning and convergence to better policies, outperforming competitive approaches on several different domains. We also demonstrate that incorporating this prior allows for more effective transfer learning between environments.

Conditional kernel mean embeddings form an attractive nonparametric framework for representing conditional means of functions, describing the observation processes for many complex models. However, the recovery of the original underlying function of interest whose conditional mean was observed is a challenging inference task. We formalize deconditional kernel mean embeddings as a solution to this inverse problem, and show that it can be naturally viewed and used as a nonparametric Bayes' rule. Critically, we introduce the notion of task transformed Gaussian processes and establish deconditional kernel means embeddings as their posterior predictive mean. This connection provides Bayesian interpretations and uncertainty estimates for deconditional kernel means, explains its regularization hyperparameters, and provides a marginal likelihood for kernel hyperparameter learning. They further enable practical applications such as learning sparse representations for big data and likelihood-free inference.

Time-frequency (TF) representations provide powerful and intuitive features for the analysis of time series such as audio. But still, generative modeling of audio in the TF domain is a subtle matter. Consequently, neural audio synthesis widely relies on directly modeling the waveform and previous attempts at unconditionally synthesizing audio from neurally generated TF features still struggle to produce audio at satisfying quality. In this contribution, focusing on the short-time Fourier transform, we discuss the challenges that arise in audio synthesis based on generated TF features and how to overcome them. We demonstrate the potential of deliberate generative TF modeling by training a generative adversarial network (GAN) on short-time Fourier features. We show that our TF-based network was able to outperform the state-of-the-art GAN generating waveform, despite the similar architecture in the two networks.

We proposed a novel model-based reinforcement learning framework for recommendation systems, where we developed a GAN formulation to model user behavior dynamics and her associated reward function. Using this user model as the simulation environment, we develop a novel cascading Q-network for combinatorial recommendation policy which can handle a large number of candidate items efficiently. Although the experiments show clear benefits of our method in an offline and realistic simulation setting, even stronger results could be obtained via future online A/B testing.

Tractable probabilistic models obviate the need for unreliable approximate inference approaches and as a result often yield accurate query answers in practice. However, most tractable models that achieve state-of-the-art generalization performance (measured using test set likelihood score) use latent variables. Such models admit poly-time marginal (MAR) inference but do not admit poly-time (full) maximum-a-posteriori (MAP) inference. To address this problem, in this paper, we propose a novel approach for inducing cutset networks, a well-known tractable representation that does not use latent variables and therefore admits linear time exact MAR and MAP inference. Our approach addresses a major limitation of existing techniques that learn cutset networks from data in that their accuracy is quite low as compared to latent models such as sum-product networks and bags of cutset networks. The key idea in our approach is to construct deep cutset networks by not only learning them from data but also compiling them from a more accurate latent tractable model. We show experimentally that our new approach yields more accurate MAP estimates as compared with existing approaches. Moreover, our new approach significantly improves the test set log-likelihood score of cutset networks bringing them closer in terms of generalization performance to latent models.

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalising the learned policy which makes the learning performance largely affected even by minor modifications of the training environment. Except that, the use of deep neural networks makes the learned policies hard to be interpretable. To tackle these two challenges, we propose a novel algorithm named Neural Logic Reinforcement Learning (NLRL) to represent the policies in the reinforcement learning by first order logic. NLRL is based on policy gradient methods and differentiable inductive logic programming that have demonstrated significant advantages in terms of interpretability and generalisability in supervised tasks. Extensive experiments conducted on cliff-walking and blocks manipulation tasks demonstrate that NLRL can induce interpretable policies achieving near-optimal performance, while demonstrating good generalisability to environments of different initial states and problem sizes.

We propose a new point of view for regularizing deep neural networks by using the norm of a reproducing kernel Hilbert space (RKHS). Even though this norm cannot be computed, it admits upper and lower approximations leading to various practical strategies. Specifically, this perspective (i) provides a common umbrella for many existing regularization principles, including spectral norm and gradient penalties, or adversarial training, (ii) leads to new effective regularization penalties, and (iii) suggests hybrid strategies combining lower and upper bounds to get better approximations of the RKHS norm. We experimentally show this approach to be effective when learning on small datasets, or to obtain adversarially robust models.

We study Stochastic Gradient Descent (SGD) with diminishing step sizes for convex objective functions. We introduce a definitional framework and theory that defines and characterizes a core property, called curvature, of convex objective functions. In terms of curvature we can derive a new inequality that can be used to compute an optimal sequence of diminishing step sizes by solving a differential equation. Our exact solutions confirm known results in literature and allows us to fully characterize a new regularizer with its corresponding expected convergence rates.

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to largely outperform the sample covariance matrix estimate and to compete with state-of-the-art methods, while at the same time being computationally simpler. Applications to linear and quadratic discriminant analyses also demonstrate significant gains, therefore suggesting practical interest to statistical machine learning.

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance ( i.e. that minimizes a total cost of transporting probability masses) that unveils the geometric nature of the structured objects space. Unlike Wasserstein or Gromov-Wasserstein metrics that focus solely and respectively on features (by considering a metric in the feature space) or structure (by seeing structure as a metric space), our new distance exploits jointly both information, and is consequently called Fused Gromov-Wasserstein (FGW). After discussing its properties and computational aspects, we show results on a graph classification task, where our method outperforms both graph kernels and deep graph convolutional networks. Exploiting further on the metric properties of FGW, interesting geometric objects such as Fr{\'e}chet means or barycenters of graphs are illustrated and discussed in a clustering context.

Q-learning methods represent a commonly used class of algorithms in reinforcement learning: they are generally efficient and simple, and can be combined readily with function approximators for deep reinforcement learning. However, the behavior of Q-learning methods with function approximation is poorly understood, both theoretically and empirically. In this work, we aim to experimentally investigate potential issues in Q-learning, by means of a "unit testing" framework where we can utilize oracles to disentangle sources of error. Specifically, we investigate questions related to convergence, function approximation, sampling error and nonstationarity, and where available, verify if trends found in oracle settings hold true with modern deep RL methods. We find that large neural network architectures have many benefits with regards to learning stability; offer several practical compensations for overfitting; and develop a novel sampling method based on explicitly compensating for function approximation error that yields significant improvement on high-dimensional continuous control domains.

Representation and learning of long-range dependencies is a central challenge confronted in modern applications of machine learning to sequence data. Yet despite the prominence of this issue, the basic problem of measuring long-range dependence, either in a given data source or as represented in a trained deep model, remains largely limited to heuristic tools. We contribute a statistical framework for investigating long-range dependence in current applications of deep sequence modeling, drawing on the well-developed theory of long memory stochastic processes. This framework yields testable implications concerning the relationship between long memory in real-world data and its learned representation in a deep learning architecture, which are explored through a semiparametric framework adapted to the high-dimensional setting.

In this article we revisit the definition of Precision-Recall (PR) curves for generative models proposed by (Sajjadi et al., 2018). Rather than providing a scalar for generative quality, PR curves distinguish mode-collapse (poor recall) and bad quality (poor precision). We first generalize their formulation to arbitrary measures hence removing any restriction to finite support. We also expose a bridge between PR curves and type I and type II error (a.k.a. false detection and rejection) rates of likelihood ratio classifiers on the task of discriminating between samples of the two distributions. Building upon this new perspective, we propose a novel algorithm to approximate precision-recall curves, that shares some interesting methodological properties with the hypothesis testing technique from (Lopez-Paz & Oquab, 2017). We demonstrate the interest of the proposed formulation over the original approach on controlled multi-modal datasets.

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically highly relevant, yet challenging task. Classical time series models fail to capture complex patterns in the data and multivariate techniques struggle to scale to large problem sizes, but their reliance on strong structural assumptions makes them data-efficient and allows them to provide estimates of uncertainty. The converse is true for models based on deep neural networks, which can learn complex patterns and dependencies given enough data. In this paper, we propose a hybrid model that incorporates the benefits of both approaches. Our new method is data-driven and scalable via a latent, global, deep component. It also handles uncertainty through a local classical model. We provide both theoretical and empirical evidence for the soundness of our approach through a necessary and sufficient decomposition of exchangeable time series into a global and a local part and extensive experiments. Our experiments demonstrate the advantages of our model both in term of data efficiency and computational complexity.

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the bound can improve performance on test data. For a broad class of regularizers, the hyperparameters that give the best upper bound can be computed using linear programming. Under certain Bayesian assumptions, solving the LP lets us "jump" to the optimal hyperparameters given very limited data. This suggests a natural algorithm for tuning regularization hyperparameters, which we show to be effective on both real and synthetic data.

This paper considers a generic convex minimization template with affine constraints over a compact domain, which covers key semidefinite programming applications. The existing conditional gradient methods either do not apply to our template or are too slow in practice. To this end, we propose a new conditional gradient method, based on a unified treatment of smoothing and augmented Lagrangian frameworks. The proposed method maintains favorable properties of the classical conditional gradient method, such as cheap linear minimization oracle calls and sparse representation of the decision variable. We prove O(1/\sqrt{k}) convergence rate of our method in the objective residual and the feasibility gap. This rate is essentially the same as the state of the art CG-type methods for our problem template, but the proposed method is arguably superior in practice compared to existing methods in various applications.

Inspired by the Weisfeiler--Lehman graph kernel, we augment its iterative feature map construction approach by a set of multi-scale topological features. More precisely, we leverage propagated node label information to transform an unweighted graph into a metric one. We then use persistent homology, a technique from topological data analysis, to assess the topological properties, i.e. connected components and cycles, of the metric graph. Through this process, each graph can be represented similarly to the original Weisfeiler--Lehman sub-tree feature map.

We demonstrate the utility and improved accuracy of our method on numerous graph data sets while also discussing theoretical aspects of our approach.

Recent works have cast some light on the mystery of why deep nets fit any data and generalize despite being very overparametrized. This paper analyzes training and generalization for a simple 2-layer ReLU net with random initialization, and provides the following improvements over recent works:

(i) Using a tighter characterization of training speed than recent papers, an explanation for why training a neural net with random labels leads to slower training, as originally observed in [Zhang et al. ICLR'17].

(ii) Generalization bound independent of network size, using a data-dependent complexity measure. Our measure distinguishes clearly between random labels and true labels on MNIST and CIFAR, as shown by experiments. Moreover, recent papers require sample complexity to increase (slowly) with the size, while our sample complexity is completely independent of the network size.

(iii) Learnability of a broad class of smooth functions by 2-layer ReLU nets trained via gradient descent.

The key idea is to track dynamics of training and generalization via properties of a related kernel.

Deep reinforcement learning algorithms have been successfully applied to a range of challenging control tasks. However, these methods typically struggle with achieving effective exploration and are extremely sensitive to the choice of hyperparameters. One reason is that most approaches use a noisy version of their operating policy to explore - thereby limiting the range of exploration. In this paper, we introduce Collaborative Evolutionary Reinforcement Learning (CERL), a scalable framework that comprises a portfolio of policies that simultaneously explore and exploit diverse regions of the solution space. A collection of learners - typically proven algorithms like TD3 - optimize over varying time-horizons leading to this diverse portfolio. All learners contribute to and use a shared replay buffer to achieve greater sample efficiency. Computational resources are dynamically distributed to favor the best learners as a form of online algorithm selection. Neuroevolution binds this entire process to generate a single emergent learner that exceeds the capabilities of any individual learner. Experiments in a range of continuous control benchmarks demonstrate that the emergent learner significantly outperforms its composite learners while remaining overall more sample-efficient - notably solving the Mujoco Humanoid benchmark where all of its composite learners (TD3) fail entirely in isolation.

We take the novel perspective to view data not merely as a probability distribution but as a current. Primarily studied in the field of geometric measure theory, k-currents are continuous linear functionals acting on compactly supported smooth differential forms and can be understood as a generalized notion of oriented k-dimensional manifold. By moving from distributions (which are 0-currents) to k-currents, we can explicitly orient the data by attaching a k-dimensional tangent plane to each sample point. Based on the flat metric which is a fundamental distance between currents, we derive FlatGAN, a formulation in the spirit of generative adversarial networks but generalized to k-currents. In our theoretical contribution we prove that the flat metric between a parametrized current and a reference current is continuous in the parameters. In experiments, we show that the proposed shift to k>0 leads to interpretable and disentangled latent representations which behave equivariantly to the specified oriented tangent planes.

The idea of equivariance to symmetry transformations provides one of the first theoretically grounded principles for neural network architecture design. Equivariant networks have shown excellent performance and data efficiency on vision and medical imaging problems that exhibit symmetries. In this paper we show how the theory can be extended from global symmetries to local gauge transformations, which makes it possible in principle to develop equivariant networks on general manifolds.

We implement gauge equivariant CNNs for signals defined on the icosahedron, which provides a reasonable approximation of spherical signals. By choosing to work with this very regular manifold, we are able to implement the gauge equivariant convolution using a single conv2d call, making it a highly scalable and practical alternative to Spherical CNNs.

We evaluate the effectiveness of Icosahedral CNNs on a number of different problems, and show that they yield excellent accuracy and computational efficiency.

Reinforcement learning algorithms struggle when the reward signal is very sparse. In these cases, naive random exploration methods essentially rely on a random walk to stumble onto a rewarding state. Recent works utilize intrinsic motivation to guide the exploration via generative models, predictive forward models, or discriminative modeling of novelty. We propose EMI, which is an exploration method that constructs embedding representation of states and actions that does not rely on generative decoding of the full observation but extracts predictive signals that can be used to guide exploration based on forward prediction in the representation space. Our experiments show that the proposed method significantly outperforms a number of existing exploration methods on challenging locomotion task with continuous control and on image-based exploration tasks with discrete actions on Atari.

We propose a general yet simple theorem describing the convergence of SGD under the arbitrary sampling paradigm. Our theorem describes the convergence of an infinite array of variants of SGD, each of which is associated with a specific probability law governing the data selection rule used to form minibatches. This is the first time such an analysis is performed, and most of our variants of SGD were never explicitly considered in the literature before. Our analysis relies on the recently introduced notion of expected smoothness and does not rely on a uniform bound on the variance of the stochastic gradients. By specializing our theorem to different mini-batching strategies, such as sampling with replacement and independent sampling, we derive exact expressions for the stepsize as a function of the mini-batch size. With this we can also determine the mini-batch size that optimizes the total complexity, and show explicitly that as the variance of the stochastic gradient evaluated at the minimum grows, so does the optimal mini-batch size. For zero variance, the optimal mini-batch size is one. Moreover, we prove insightful stepsize-switching rules which describe when one should switch from a constant to a decreasing stepsize regime.

We propose a novel model for temporal detection and localization which allows the training of deep neural networks using only counts of event occurrences as training labels. This powerful weakly-supervised framework alleviates the burden of the imprecise and time consuming process of annotating event locations in temporal data. Unlike existing methods, in which localization is explicitly achieved by design, our model learns localization implicitly as a byproduct of learning to count instances. This unique feature is a direct consequence of the model's theoretical properties. We validate the effectiveness of our approach in a number of experiments (drum hit and piano onset detection in audio, digit detection in images) and demonstrate performance comparable to that of fully-supervised state-of-the-art methods, despite much weaker training requirements.

We present a predictor-corrector framework, called PicCoLO, that can transform a first-order model-free reinforcement or imitation learning algorithm into a new hybrid method that leverages predictive models to accelerate policy learning. The new ``PicCoLOed'' algorithm optimizes a policy by recursively repeating two steps: In the Prediction Step, the learner uses a model to predict the unseen future gradient and then applies the predicted estimate to update the policy; in the Correction Step, the learner runs the updated policy in the environment, receives the true gradient, and then corrects the policy using the gradient error. Unlike previous algorithms, PicCoLO corrects for the mistakes of using imperfect predicted gradients and hence does not suffer from model bias. The development of PicCoLO is made possible by a novel reduction from predictable online learning to adversarial online learning, which provides a systematic way to modify existing first-order algorithms to achieve the optimal regret with respect to predictable information. We show, in both theory and simulation, that the convergence rate of several first-order model-free algorithms can be improved by PicCoLO.

For reliable transmission across a noisy communication channel, classical results from information theory show that it is asymptotically optimal to separate out the source and channel coding processes. However, this decomposition can fall short in the finite bit-length regime, as it requires non-trivial tuning of hand-crafted codes and assumes infinite computational power for decoding. In this work, we propose to jointly learn the encoding and decoding processes using a new discrete variational autoencoder model. By adding noise into the latent codes to simulate the channel during training, we learn to both compress and error-correct given a fixed bit-length and computational budget. We obtain codes that are not only competitive against several separation schemes, but also learn useful robust representations of the data for downstream tasks such as classification. Finally, inference amortization yields an extremely fast neural decoder, almost an order of magnitude faster compared to standard decoding methods based on iterative belief propagation.

Kernel methods are effective but do not scale well to large scale data: a larger training set improves accuracy but incurs a quadratic increase in overall evaluation time. This is especially true in high dimensions where the geometric data structures used to accelerate kernel evaluation suffer from the curse of dimensionality. Recent theoretical advances have proposed fast kernel evaluation algorithms leveraging hashing techniques with worst-case asymptotic improvements. However, these advances are largely confined to the theoretical realm due to concerns such as super-linear preprocessing time and diminishing gains in non-worst case datasets. In this paper, we close the gap between theory and practice by addressing these challenges via provable and practical procedures for adaptive sample size selection, preprocessing time reduction, and new refined data-dependent variance bounds that quantify the performance of random sampling and hashing-based kernel evaluation methods on a given dataset. Our experiments show that these new tools offer up to 10x improvement in evaluation time on a range of synthetic and real world datasets.

This paper aims to provide a better understanding of a symmetric loss. First, we show that using a symmetric loss is advantageous in the balanced error rate (BER) minimization and area under the receiver operating characteristic curve (AUC) maximization from corrupted labels. Second, we prove general theoretical properties of symmetric losses, including a classification-calibration condition, excess risk bound, conditional risk minimizer, and AUC-consistency condition. Third, since all nonnegative symmetric losses are non-convex, we propose a convex barrier hinge loss that benefits significantly from the symmetric condition, although it is not symmetric everywhere. Finally, we conduct experiments on BER and AUC optimization from corrupted labels to validate the relevance of the symmetric condition.

The area under the receiver operating characteristic curve (AUC) is arguably the most common metric in machine learning for assessing the quality of a two-class classification model. As the number and complexity of machine learning applications grows, so too does the need for measures that can gracefully extend to classification models trained for more than two classes. Prior work in this area has proven computationally intractable and/or inconsistent with known properties of AUC, and thus there is still a need for an improved multi-class efficacy metric. We provide in this work a multi-class extension of AUC that we call AUCµ that is derived from first principles of the binary class AUC. AUCµ has similar computational complexity to AUC and maintains the properties of AUC critical to its interpretation and use.

Domain shift is the well-known issue that model performance degrades when deployed to a new target domain with different statistics to training. Domain adaptation techniques alleviate this, but need some instances from the target domain to drive adaptation. Domain generalization is the recently topical problem of learning a model that generalizes to unseen domains out of the box, without accessing any target data. Various domain generalization approaches aim to train a domain-invariant feature extractor, typically by adding some manually designed losses. In this work, we propose a “learning to learn” approach, where the auxiliary loss that helps generalization is itself learned. This approach is conceptually simple and flexible, and leads to considerable improvement in robustness to domain shift. Beyond conventional domain generalization, we consider a more challenging setting of “heterogeneous” domain generalization, where the unseen domains do not share label space with the seen ones, and the goal is to train a feature which is useful off-the-shelf for novel data and novel categories. Experimental evaluation demonstrates that our method outperforms state-of-the-art solutions in both settings.

System identification of complex and nonlinear systems is a central problem for model predictive control and model-based reinforcement learning. Despite their complexity, such systems can often be approximated well by a set of linear dynamical systems if broken into appropriate subsequences. This mechanism not only helps us find good approximations of dynamics, but also gives us deeper insight into the underlying system. Leveraging Bayesian inference and Variational Autoencoders, we show how to learn a richer and more meaningful state space, e.g. encoding joint constraints and collisions with walls in a maze, from partial and high-dimensional observations. This representation translates into a gain of accuracy of the learned dynamics which we showcase on various simulated tasks.

Distribution estimation is a statistical-learning cornerstone. Its classical min-max formulation minimizes the estimation error for the worst distribution, hence under-performs for practical distributions that, like power-law, are often rather simple. Modern research has therefore focused on two frameworks: structural estimation that improves learning accuracy by assuming a simple structure of the underlying distribution; and competitive, or instance-optimal, estimation that achieves the performance of a genie aided estimator up to a small excess error that vanishes as the sample size grows, regardless of the distribution. This paper combines and strengthens the two frameworks. It designs a single estimator whose excess error vanishes both at a universal rate as the sample size grows, as well as when the (unknown) distribution gets simpler. We show that the resulting algorithm significantly improves the performance guarantees for numerous competitive- and structural-estimation results. The algorithm runs in near-linear time and is robust to model misspecification and domain-symbol permutations.

Imitation learning (IL) aims to learn an optimal policy from demonstrations. However, such demonstrations are often imperfect since collecting optimal ones is costly. To effectively learn from imperfect demonstrations, we propose a novel approach that utilizes confidence scores, which describe the quality of demonstrations. More specifically, we propose two confidence-based IL methods, namely two-step importance weighting IL (2IWIL) and generative adversarial IL with imperfect demonstration and confidence (IC-GAIL). We show that confidence scores given only to a small portion of sub-optimal demonstrations significantly improve the performance of IL both theoretically and empirically.

Building on the success of deep learning, two modern approaches to learn a probability model from the data are Generative Adversarial Networks (GANs) and Variational AutoEncoders (VAEs). VAEs consider an explicit probability model for the data and compute a generative distribution by maximizing a variational lower-bound on the log-likelihood function. GANs, however, compute a generative model by minimizing a distance between observed and generated probability distributions without considering an explicit model for the observed data. The lack of having explicit probability models in GANs prohibits computation of sample likelihoods in their frameworks and limits their use in statistical inference problems. In this work, we resolve this issue by constructing an explicit probability model that can be used to compute sample likelihood statistics in GANs. In particular, we prove that under this probability model, a family of Wasserstein GANs with an entropy regularization can be viewed as a generative model that maximizes a variational lower-bound on average sample log likelihoods, an approach that VAEs are based on. This result makes a principled connection between two modern generative models, namely GANs and VAEs. In addition to the aforementioned theoretical results, we compute likelihood statistics for GANs trained on Gaussian, MNIST, SVHN, CIFAR-10 …

This paper introduces an efficient second-order method for solving the elastic net problem. Its key innovation is a computationally efficient technique for injecting curvature information in the optimization process which admits a strong theoretical performance guarantee. In particular, we show improved run time over popular first-order methods and quantify the speed-up in terms of statistical measures of the data matrix. The improved time complexity is the result of an extensive exploitation of the problem structure and a careful combination of second-order information, variance reduction techniques, and momentum acceleration. Beside theoretical speed-up, experimental results demonstrate great practical performance benefits of curvature information, especially for ill-conditioned data sets.

A significant challenge for the practical application of reinforcement learning to real world problems is the need to specify an oracle reward function that correctly defines a task. Inverse reinforcement learning (IRL) seeks to avoid this challenge by instead inferring a reward function from expert demonstrations. While appealing, it can be impractically expensive to collect datasets of demonstrations that cover the variation common in the real world (e.g. opening any type of door). Thus in practice, IRL must commonly be performed with only a limited set of demonstrations where it can be exceedingly difficult to unambiguously recover a reward function. In this work, we exploit the insight that demonstrations from other tasks can be used to constrain the set of possible reward functions by learning a ''prior'' that is specifically optimized for the ability to infer expressive reward functions from limited numbers of demonstrations. We demonstrate that our method can efficiently recover rewards from images for novel tasks and provide intuition as to how our approach is analogous to learning a prior.

The advent of generative adversarial networks (GAN) has enabled new capabilities in synthesis, interpolation, and data augmentation heretofore considered very challenging. However, one of the common assumptions in most GAN architectures is the assumption of simple parametric latent-space distributions. While easy to implement, a simple latent-space distribution can be problematic for uses such as interpolation, as the samples drawn often lead to distributional mismatches when interpolated in the latent-space. We present a rather simple formalization of this problem; using basic results from probability theory and off-the-shelf-optimization tools, we develop ways to arrive at appropriate non-parametric priors. The obtained prior exhibits unusual qualitative properties in terms of its shape, and quantitative benefits in terms of lower divergence with its mid-point distribution. We demonstrate that our designed prior helps to improve the quality of image generation along any Euclidean straight line during interpolation, both qualitatively and quantitatively, without any additional training or architectural modifications. The proposed formulation is quite flexible, paving the way to impose newer constraints on the latent-space statistics.

We examine regularized linear models on small data sets where the directions of features are known. We find that traditional regularizers, such as ridge regression and the Lasso, induce unnecessarily high bias in order to reduce variance. We propose an alternative regularizer that penalizes the differences between the weights assigned to the features. This model often finds a better bias-variance tradeoff than its competitors in supervised learning problems. We also give an example of its use within reinforcement learning, when learning to play the game of Tetris.

Many reinforcement learning tasks provide the agent with high-dimensional observations that can be simplified into low-dimensional continuous states. To formalize this process, we introduce the concept of a \textit{DeepMDP}, a Markov Decision Process (MDP) parameterized by neural networks that is able to recover these representations. We mathematically develop several desirable notions of similarity between the original MDP and the DeepMDP based on two main objectives: (1) modeling the dynamics of an MDP, and (2) learning a useful abstract representation of the states of an MDP. While the motivation for each of these notions is distinct, we find that they are intimately related. Specifically, we derive tractable training objectives of the DeepMDP components which simultaneously and provably encourage \textit{all} notions of similarity. We validate our theoretical findings by showing that we are able to learn DeepMDPs and recover the latent structure underlying high-dimensional observations on a synthetic environment. Finally, we show that learning a DeepMDP as an auxiliary task in the Atari domain leads to large performance improvements.

A recent line of research termed "unlabeled sensing" and "shuffled linear regression" has been exploring under great generality the recovery of signals from subsampled and permuted measurements; a challenging problem in diverse fields of data science and machine learning. In this paper we introduce an abstraction of this problem which we call "homomorphic sensing". Given a linear subspace and a finite set of linear transformations we develop an algebraic theory which establishes conditions guaranteeing that points in the subspace are uniquely determined from their homomorphic image under some transformation in the set. As a special case, we recover known conditions for unlabeled sensing, as well as new results and extensions. On the algorithmic level we exhibit two dynamic programming based algorithms, which to the best of our knowledge are the first working solutions for the unlabeled sensing problem for small dimensions. One of them, additionally based on branch-and-bound, when applied to image registration under affine transformations, performs on par with or outperforms state-of-the-art methods on benchmark datasets.

Events that we observe in the world may be caused by other, unobserved events. We consider sequences of discrete events in continuous time. Given a probability model of complete sequences, we propose particle smoothing---a form of sequential importance sampling---to impute the missing events in an incomplete sequence. We develop a trainable family of proposal distributions based on a type of continuous-time bidirectional LSTM. Thus, unlike in particle filtering, our proposed events are conditioned on the future and not just on the past. Our method can sample an ensemble of possible complete sequences (particles), from which we form a single consensus prediction that has low Bayes risk under our chosen loss metric. We experiment in multiple synthetic and real domains, using different missingness mechanisms, and modeling the complete sequences in each domain with a neural Hawkes process (Mei & Eisner 2017). On held-out incomplete sequences, our method is effective at inferring the ground truth unobserved events. In particular, particle smoothing consistently improves upon particle filtering, showing the benefit of training a bidirectional proposal distribution. We further use multinomial resampling to mitigate the particle skewness problem, which further improves results.

Recent work (Cohen & Welling, 2016) has shown that generalizations of convolutions, based on group theory, provide powerful inductive biases for learning. In these generalizations, filters are not only translated but can also be rotated, flipped, etc. However, coming up with exact models of how to rotate a 3x3 filter on a square pixel-grid is difficult.

In this paper, we learn how to transform filters for use in the group convolution, focussing on roto-translation. For this, we learn a filter basis and all rotated versions of that filter basis. Filters are then encoded by a set of rotation invariant coefficients. To rotate a filter, we switch the basis. We demonstrate we can produce feature maps with low sensitivity to input rotations, while achieving high performance on MNIST and CIFAR-10.

Data augmentation, a technique in which a training set is expanded with class-preserving transformations, is ubiquitous in modern machine learning pipelines. In this paper, we seek to establish a theoretical framework for understanding data augmentation. We approach this from two directions: First, we provide a general model of augmentation as a Markov process, and show that kernels appear naturally with respect to this model, even when we do not employ kernel classification. Next, we analyze more directly the effect of augmentation on kernel classifiers, showing that data augmentation can be approximated by first-order feature averaging and second-order variance regularization components. These frameworks both serve to illustrate the ways in which data augmentation affects the downstream learning model, and the resulting analyses provide novel connections between prior work in invariant kernels, tangent propagation, and robust optimization. Finally, we provide several proof-of-concept applications showing that our theory can be useful for accelerating machine learning workflows, such as reducing the amount of computation needed to train using augmented data, and predicting the utility of a transformation prior to training.

Exploration based on state novelty has brought great success in challenging reinforcement learning problems with sparse rewards. However, existing novelty-based strategies become inefficient in real-world problems where observation contains not only task-dependent state novelty of our interest but also task-irrelevant information that should be ignored. We introduce an information-theoretic exploration strategy named Curiosity-Bottleneck that distills task-relevant information from observation. Based on the Information Bottleneck principle, our exploration bonus is quantified as the compressiveness of observation with respect to the learned representation of a compressive value network. With extensive experiments on static image classification, grid-world and three hard-exploration Atari games, we show that Curiosity-Bottleneck learns effective exploration strategy by robustly measuring the state novelty in distractive environment where state-of-the-art exploration methods often degenerate.

Graph sparsification has been used to improve the computational cost of learning over graphs, \e.g., Laplacian-regularized estimation and graph semi-supervised learning (SSL). However, when graphs vary over time, repeated sparsification requires polynomial order computational cost per update. We propose a new type of graph sparsification namely fault-tolerant (FT) sparsification to significantly reduce the cost to only a constant. Then the computational cost of subsequent graph learning tasks can be significantly improved with limited loss in their accuracy. In particular, we give theoretical analyze to upper bound the loss in the accuracy of the subsequent Laplacian-regularized estimation and graph SSL, due to the FT sparsification. In addition, FT spectral sparsification can be generalized to FT cut sparsification, for cut-based graph learning. Extensive experiments have confirmed the computational efficiencies and accuracies of the proposed methods for learning on dynamic graphs.

In this paper we study the convergence of generative adversarial networks (GANs) from the perspective of the informativeness of the gradient of the optimal discriminative function. We show that GANs without restriction on the discriminative function space commonly suffer from the problem that the gradient produced by the discriminator is uninformative to guide the generator. By contrast, Wasserstein GAN (WGAN), where the discriminative function is restricted to 1-Lipschitz, does not suffer from such a gradient uninformativeness problem. We further show in the paper that the model with a compact dual form of Wasserstein distance, where the Lipschitz condition is relaxed, also suffers from this issue. This implies the importance of Lipschitz condition and motivates us to study the general formulation of GANs with Lipschitz constraint, which leads to a new family of GANs that we call Lipschitz GANs (LGANs). We show that LGANs guarantee the existence and uniqueness of the optimal discriminative function as well as the existence of a unique Nash equilibrium. We prove that LGANs are generally capable of eliminating the gradient uninformativeness problem. According to our empirical analysis, LGANs are more stable and generate consistently higher quality samples compared with WGAN.

This work proposes the first set of simple, practically useful, and provable algorithms for two inter-related problems. (i) The first is low-rank matrix recovery from magnitude-only (phaseless) linear projections of each of its columns. This finds important applications in phaseless dynamic imaging, e.g., Fourier Ptychographic imaging of live biological specimens. Our guarantee shows that, in the regime of small ranks, the sample complexity required is only a little larger than the order-optimal one, and much smaller than what standard (unstructured) phase retrieval methods need. %Moreover our algorithm is fast and memory-efficient if only the minimum required number of measurements is used (ii) The second problem we study is a dynamic extension of the above: it allows the low-dimensional subspace from which each image/signal (each column of the low-rank matrix) is generated to change with time. We introduce a simple algorithm that is provably correct as long as the subspace changes are piecewise constant.

Model selection is an essential task for many applications in scientific discovery. The most common approaches rely on univariate linear measures of association between each feature and the outcome. Such classical selection procedures fail to take into account nonlinear effects and interactions between features. Kernel-based selection procedures have been proposed as a solution. However, current strategies for kernel selection fail to measure the significance of a joint model constructed through the combination of the basis kernels. In the present work, we exploit recent advances in post-selection inference to propose a valid statistical test for the association of a joint model of the selected kernels with the outcome. The kernels are selected via a step-wise procedure which we model as a succession of quadratic constraints in the outcome variable.

We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a technique for off-policy evaluation that re-weights off-policy returns to account for differences in the likelihood of the returns between the two policies. In this paper, we study importance sampling with an estimated behavior policy where the behavior policy estimate comes from the same set of data used to compute the importance sampling estimate. We find that this estimator often lowers the mean squared error of off-policy evaluation compared to importance sampling with the true behavior policy or using a behavior policy that is estimated from a separate data set. Intuitively, estimating the behavior policy in this way corrects for error due to sampling in the action-space. Our empirical results also extend to other popular variants of importance sampling and show that estimating a non-Markovian behavior policy can further lower large-sample mean squared error even when the true behavior policy is Markovian.

To be effective in sequential data processing, Recurrent Neural Networks (RNNs) are required to keep track of past events by creating memories. While the relation between memories and the network’s hidden state dynamics was established over the last decade, previous works in this direction were of a predominantly descriptive nature focusing mainly on locating the dynamical objects of interest. In particular, it remained unclear how dynamical observables affect the performance, how they form and whether they can be manipulated. Here, we utilize different training protocols, datasets and architectures to obtain a range of networks solving a delayed classification task with similar performance, alongside substantial differences in their ability to extrapolate for longer delays. We analyze the dynamics of the network’s hidden state, and uncover the reasons for this difference. Each memory is found to be associated with a nearly steady state of the dynamics which we refer to as a ’slow point’. Slow point speeds predict extrapolation performance across all datasets, protocols and architectures tested. Furthermore, by tracking the formation of the slow points we are able to understand the origin of differences between training protocols. Finally, we propose a novel regularization technique that is based on the relation be-tween …

Many real-world decision problems are characterized by multiple conflicting objectives which must be balanced based on their relative importance. In the dynamic weights setting the relative importance changes over time and specialized algorithms that deal with such change, such as a tabular Reinforcement Learning (RL) algorithm by Natarajan and Tadepalli (2005), are required. However, this earlier work is not feasible for RL settings that necessitate the use of function approximators. We generalize across weight changes and high-dimensional inputs by proposing a multi-objective Q-network whose outputs are conditioned on the relative importance of objectives and we introduce Diverse Experience Replay (DER) to counter the inherent non-stationarity of the Dynamic Weights setting. We perform an extensive experimental evaluation and compare our methods to adapted algorithms from Deep Multi-Task/Multi-Objective Reinforcement Learning and show that our proposed network in combination with DER dominates these adapted algorithms across weight change scenarios and problem domains.

In this paper, we propose a novel setting for Inverse Reinforcement Learning (IRL), namely "Learning from a Learner" (LfL). As opposed to standard IRL, it does not consist in learning a reward by observing an optimal agent but from observations of another learning (and thus sub-optimal) agent. To do so, we leverage the fact that the observed agent's policy is assumed to improve over time. The ultimate goal of this approach is to recover the actual environment's reward and to allow the observer to outperform the learner. To recover that reward in practice, we propose methods based on the entropy-regularized policy iteration framework. We discuss different approaches to learn solely from trajectories in the state-action space. We demonstrate the genericity of our method by observing agents implementing various reinforcement learning algorithms. Finally, we show that, on both discrete and continuous state/action tasks, the observer's performance (that optimizes the recovered reward) can surpass those of the observed agent.

Nowadays, many problems require learning a model from data owned by different participants who are restricted to share their examples due to privacy concerns, which is referred to as multiparty learning in the literature. In conventional multiparty learning, a global model is usually trained from scratch via a communication protocol, ignoring the fact that each party may already have a local model trained on her own dataset. In this paper, we define a multiparty multiclass margin to measure the global behavior of a set of heterogeneous local models, and propose a general learning method called HMR (Heterogeneous Model Reuse) to optimize the margin. Our method reuses local models to approximate a global model, even when data are non-i.i.d distributed among parties, by exchanging few examples under predefined budget. Experiments on synthetic and real-world data covering different multiparty scenarios show the effectiveness of our proposal.

The enormous size of modern deep neural networks makes it challenging to deploy those models in memory and communication limited scenarios. Thus, compressing a trained model without a significant loss in performance has become an increasingly important task. Tremendous advances has been made recently, where the main technical building blocks are parameter pruning, parameter sharing (quantization), and low-rank factorization. In this paper, we propose principled approaches to improve upon the common heuristics used in those building blocks, namely pruning and quantization.

We first study the fundamental limit for model compression via rate distortion theory. We bring the rate distortion function from data compression to model compression to quantify this fundamental limit. We prove a lower bound for the rate distortion function and prove its achievability for linear models. Although this achievable compression scheme is intractable in practice, this analysis motivates a novel model compression framework. This framework provides a new objective function in model compression, which can be applied together with other classes of model compressors such as pruning or quantization. Theoretically, we prove that the proposed scheme is optimal for compressing one-hidden-layer ReLU neural networks. Empirically, we show that the proposed scheme improves upon the baseline in the compression-accuracy …

We study the problem of minimizing the average of a very large number of smooth functions, which is of key importance in training supervised learning models. One of the most celebrated methods in this context is the SAGA algorithm of Defazio et al. (2014). Despite years of research on the topic, a general-purpose version of SAGA---one that would include arbitrary importance sampling and minibatching schemes---does not exist. We remedy this situation and propose a general and flexible variant of SAGA following the arbitrary sampling paradigm. We perform an iteration complexity analysis of the method, largely possible due to the construction of new stochastic Lyapunov functions. We establish linear convergence rates in the smooth and strongly convex regime, and under certain error bound conditions also in a regime without strong convexity. Our rates match those of the primal-dual method Quartz (Qu et al., 2015) for which an arbitrary sampling analysis is available, which makes a significant step towards closing the gap in our understanding of complexity of primal and dual methods for finite sum problems. Finally, we show through experiments that specific variants of our general SAGA method can perform better in practice than other competing methods.

We provide the first mathematically complete derivation of the Nyström method for low-rank approximation of indefinite kernels and propose an efficient method for finding an approximate eigendecomposition of such kernel matrices. Building on this result, we devise highly scalable methods for learning in reproducing kernel Krein spaces. The devised approaches provide a principled and theoretically well-founded means to tackle large scale learning problems with indefinite kernels. The main motivation for our work comes from problems with structured representations (e.g., graphs, strings, time-series), where it is relatively easy to devise a pairwise (dis)similarity function based on intuition and/or knowledge of domain experts. Such functions are typically not positive definite and it is often well beyond the expertise of practitioners to verify this condition. The effectiveness of the devised approaches is evaluated empirically using indefinite kernels defined on structured and vectorial data representations.

Most deep learning classification studies assume clean data. However, when dealing with the real world data, we encounter three problems such as 1) missing data, 2) class imbalance, and 3) missing label problems. These problems undermine the performance of a classifier. Various preprocessing techniques have been proposed to mitigate one of these problems, but an algorithm that assumes and resolves all three problems together has not been proposed yet. In this paper, we propose HexaGAN, a generative adversarial network framework that shows promising classification performance for all three problems. We interpret the three problems from a single perspective to solve them jointly. To enable this, the framework consists of six components, which interact with each other. We also devise novel loss functions corresponding to the architecture. The designed loss functions allow us to achieve state-of-the-art imputation performance, with up to a 14% improvement, and to generate high-quality class-conditional data. We evaluate the classification performance (F1-score) of the proposed method with 20% missingness and confirm up to a 5% improvement in comparison with the performance of combinations of state-of-the-art methods.

In order to integrate uncertainty estimates into deep time-series modelling, Kalman Filters (KFs) (Kalman, 1960) have been integrated with deep learning models.
Yet, such approaches typically rely on approximate inference techniques such as variational inference which makes learning more complex and often less scalable due to approximation errors. We propose a new deep approach to Kalman filtering which can be learned directly in an end-to-end manner using backpropagation without additional approximations. Our approach uses a high-dimensional factorized latent state representation for which the Kalman updates simplify to scalar operations and thus avoids hard to backpropagate, computationally heavy and potentially unstable matrix inversions. Moreover, we use locally linear dynamic models to efficiently propagate the latent state to the next time step. The resulting network architecture, which we call Recurrent Kalman Network (RKN), can be used for any time-series data, similar to a LSTM (Hochreiter & Schmidhuber, 1997) but uses an explicit representation of uncertainty. As shown by our experiments, the RKN obtains much more accurate uncertainty estimates than an LSTM or Gated Recurrent Units (GRUs) (Cho et al., 2014) while also showing a slightly improved prediction performance and outperforms various recent generative models on an image imputation task.

Policy gradient methods ignore the potential value of adjusting environment variables: unobservable state features that are randomly determined by the environment in a physical setting, but are controllable in a simulator. This can lead to slow learning, or convergence to suboptimal policies, if the environment variable has a large impact on the transition dynamics. In this paper, we present fingerprint policy optimisation (FPO), which finds a policy that is optimal in expectation across the distribution of environment variables. The central idea is to use Bayesian optimisation (BO) to actively select the distribution of the environment variable that maximises the improvement generated by each iteration of the policy gradient method. To make this BO practical, we contribute two easy-to-compute low-dimensional fingerprints of the current policy. Our experiments show that FPO can efficiently learn policies that are robust to significant rare events, which are unlikely to be observable under random sampling, but are key to learning good policies.

Gradient descent finds a global minimum in training deep neural networks despite the objective function being non-convex. The current paper proves gradient descent achieves zero training loss in polynomial time for a deep over-parameterized neural network with residual connections (ResNet). Our analysis relies on the particular structure of the Gram matrix induced by the neural network architecture. This structure allows us to show the Gram matrix is stable throughout the training process and this stability implies the global optimality of the gradient descent algorithm. We further extend our analysis to deep residual convolutional neural networks and obtain a similar convergence result.

This paper addresses the challenging problem of retrieval and matching of graph structured objects, and makes two key contributions. First, we demonstrate how Graph Neural Networks (GNN), which have emerged as an effective model for various supervised prediction problems defined on structured data, can be trained to produce embedding of graphs in vector spaces that enables efficient similarity reasoning. Second, we propose a novel Graph Matching Network model that, given a pair of graphs as input, computes a similarity score between them by jointly reasoning on the pair through a new cross-graph attention-based matching mechanism. We demonstrate the effectiveness of our models on different domains including the challenging problem of control-flow graph based function similarity search that plays an important role in the detection of vulnerabilities in software systems. The experimental analysis demonstrates that our models are not only able to exploit structure in the context of similarity learning but they can also outperform domain specific baseline systems that have been carefully hand-engineered for these problems.

Adaptive data analysis is frequently criticized for its pessimistic generalization guarantees. The source of these pessimistic bounds is a model that permits arbitrary, possibly adversarial analysts that optimally use information to bias results. While being a central issue in the field, still lacking are notions of natural analysts that allow for more optimistic bounds faithful to the reality that typical analysts aren't adversarial. In this work, we propose notions of natural analysts that smoothly interpolate between the optimal non-adaptive bounds and the best-known adaptive generalization bounds. To accomplish this, we model the analyst's knowledge as evolving according to the rules of an unknown dynamical system that takes in revealed information and outputs new statistical queries to the data. This allows us to restrict the analyst through different natural control-theoretic notions. One such notion corresponds to a recency bias, formalizing an inability to arbitrarily use distant information. Another complementary notion formalizes an anchoring bias, a tendency to weight initial information more strongly. Both notions come with quantitative parameters that smoothly interpolate between the non-adaptive case and the fully adaptive case, allowing for a rich spectrum of intermediate analysts that are neither non-adaptive nor adversarial. Natural not only from a cognitive perspective, …

Motivated by the rapid rise in statistical tools in Functional Data Analysis, we consider the Gaussian mechanism for achieving differential privacy with parameter estimates taking values in a, potentially infinite-dimensional, separable Banach space. Using classic results from probability theory, we show how densities over function spaces can be utilized to achieve the desired differential privacy bounds. This extends prior results of Hall et al. (2013) to a much broader class of statistical estimates and summaries, including “path level” summaries, nonlinear functionals, and full function releases. By focusing on Banach spaces, we provide a deeper picture of the challenges for privacy with complex data, especially the role regularization plays in balancing utility and privacy. Using an application to penalized smoothing, we explicitly highlight this balance in the context of mean function estimation. Simulations and an application to diffusion tensor imaging are briefly presented, with extensive additions included in a supplement.

Lossy compression algorithms are typically designed and analyzed through the lens of Shannon's rate-distortion theory, where the goal is to achieve the lowest possible distortion (e.g., low MSE or high SSIM) at any given bit rate. However, in recent years, it has become increasingly accepted that "low distortion" is not a synonym for "high perceptual quality", and in fact optimization of one often comes at the expense of the other. In light of this understanding, it is natural to seek for a generalization of rate-distortion theory which takes perceptual quality into account. In this paper, we adopt the mathematical definition of perceptual quality recently proposed by Blau & Michaeli (2018), and use it to study the three-way tradeoff between rate, distortion, and perception. We show that restricting the perceptual quality to be high, generally leads to an elevation of the rate-distortion curve, thus necessitating a sacrifice in either rate or distortion. We prove several fundamental properties of this triple-tradeoff, calculate it in closed form for a Bernoulli source, and illustrate it visually on a toy MNIST example.

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using for instance projections on random real lines, or a preliminary quantization of the measures to reduce the size of their support. We propose in this work a "max-min" robust variant of the Wasserstein distance by considering the maximal possible distance that can be realized between two measures, assuming they can be projected orthogonally on a lower k-dimensional subspace. Alternatively, we show that the corresponding "min-max" OT problem has a tight convex relaxation which can be cast as that of finding an optimal transport plan with a low transportation cost, where the cost is alternatively defined as the sum of the k largest eigenvalues of the second order moment matrix of the displacements (or matchings) corresponding to that plan (the usual OT definition only considers the trace of that matrix). We show that both quantities inherit several favorable properties from the OT geometry. We propose two algorithms to compute the latter formulation using entropic regularization, and illustrate the interest of this approach empirically.

We propose Dirichlet Simplex Nest, a class of probabilistic models suitable for a variety of data types, and develop fast and provably accurate inference algorithms by accounting for the model's convex geometry and low dimensional simplicial structure. By exploiting the connection to Voronoi tessellation and properties of Dirichlet distribution, the proposed inference algorithm is shown to achieve consistency and strong error bound guarantees on a range of model settings and data distributions. The effectiveness of our model and the learning algorithm is demonstrated by simulations and by analyses of text and financial data.

To understand the dynamics of training in deep neural networks, we study the evolution of the Hessian eigenvalue density throughout the optimization process. In non-batch normalized networks, we observe the rapid appearance of large isolated eigenvalues in the spectrum, along with a surprising concentration of the gradient in the corresponding eigenspaces. In a batch normalized network, these two effects are almost absent. We give a theoretical rationale to partially explain these phenomena. As part of this work, we adapt advanced tools from numerical linear algebra that allow scalable and accurate estimation of the entire Hessian spectrum of ImageNet-scale neural networks; this technique may be of independent interest in other applications.

Most model-free reinforcement learning methods leverage state representations (embeddings) for generalization, but either ignore structure in the space of actions or assume the structure is provided a priori. We show how a policy can be decomposed into a component that acts in a low-dimensional space of action representations and a component that transforms these representations into actual actions. These representations improve generalization over large, finite action sets by allowing the agent to infer the outcomes of actions similar to actions already taken. We provide an algorithm to both learn and use action representations and provide conditions for its convergence. The efficacy of the proposed method is demonstrated on large-scale real-world problems.

Deep networks have achieved impressive performance in various domains, but their applications are largely limited by the prohibitive computational overhead. In this paper, we propose a novel algorithm, namely collaborative channel pruning (CCP), to reduce the computational overhead with negligible performance degradation. The joint impact of pruned/preserved channels on the loss function is quantitatively analyzed, and such inter-channel dependency is exploited to determine which channels to be pruned. The channel selection problem is then reformulated as a constrained 0-1 quadratic optimization problem, and the Hessian matrix, which is essential in constructing the above optimization, can be efficiently approximated. Empirical evaluation on two benchmark data sets indicates that our proposed CCP algorithm achieves higher classification accuracy with similar computational complexity than other state-of-the-art channel pruning algorithms.

Nearest Neighbor Search (NNS) over generalized weighted space is a fundamental problem which has many applications in various fields. However, to the best of our knowledge, there is no sublinear time solution to this problem. Based on the idea of Asymmetric Locality Sensitive Hashing (ALSH), we introduce a novel spherical asymmetric transformation and propose the first two novel weight-oblivious hashing schemes SL-ALSH and S2-ALSH accordingly. We further show that both schemes enjoy a quality guarantee and can answer the NNS queries in sublinear time. Evaluations over three real datasets demonstrate the superior performance of the two proposed schemes.

We consider the problem of configuring general-purpose solvers to run efficiently on problem instances drawn from an unknown distribution, a problem of major interest in solver autoconfiguration. Following previous work, we focus on designing algorithms that find a configuration with near-optimal expected capped runtime while doing the least amount of work, with the cap chosen in a configuration-specific way so that most instances are solved. In this paper we present a new algorithm, CapsAndRuns, which finds a near-optimal configuration while using time that scales (in a problem dependent way) with the optimal expected capped runtime, significantly strengthening previous results which could only guarantee a bound that scaled with the potentially much larger optimal expected uncapped runtime. The new algorithm is simpler and more intuitive than the previous methods: first it estimates the optimal runtime cap for each configuration, then it uses a Bernstein race to find a near optimal configuration given the caps. Experiments verify that our method can significantly outperform its competitors.

Model inference, such as model comparison, model checking, and model selection, is an important part of model development. Leave-one-out cross-validation (LOO) is a general approach for assessing the generalizability of a model, but unfortunately, LOO does not scale well to large datasets. We propose a combination of using approximate inference techniques and probability-proportional-to-size-sampling (PPS) for fast LOO model evaluation for large datasets. We provide both theoretical and empirical results showing good properties for large data.

The interpretation of complex high-dimensional data typically requires the use of dimensionality reduction techniques to extract explanatory low-dimensional representations. However, these representations may not be sufficient or appropriate to aid interpretation particularly where dimensionality reduction is achieved through highly non-linear transformations. For example, in transcriptomics, the expression of many thousands of genes can be simultaneously measured and low-dimensional representations developed for visualisation and understanding groupings of coordinated gene behaviour. Nonetheless, the underlying biology is ultimately physically driven by variation at the level of individual genes and we would like to decompose that expression variability into a number of meaningful sub-components using a nonlinear alternative to traditional mixed model regression analysis.

Gaussian Process Latent Variable Models (GPLVMs) offer a principled way of performing probabilistic non-linear dimensionality reduction and can be extended to incorporate additional covariate information that is available in real-life applications. For example, in transcriptomics, covariate information might include categorical labels (e.g. denoting known disease sub-populations), continuous-valued measurements (e.g. biomarkers), or censored information (e.g. patient survival times). However, the objective of such extensions in previous works has often been to boost predictive or classification power of the GPLVM. For example, the supervised GPLVM, uses class information to effectively build a …

Many privacy mechanisms reveal high-level information about a data distribution through noisy measurements. It is common to use this information to estimate the answers to new queries. In this work, we provide an approach to solve this estimation problem efficiently using graphical models, which is particularly effective when the distribution is high-dimensional but the measurements are over low-dimensional marginals. We show that our approach is far more efficient than existing estimation techniques from the privacy literature and that it can improve the accuracy and scalability of many state-of-the-art mechanisms.

Recently, a great many learning-based optimization methods that combine data-driven architectures with the classical optimization algorithms have been proposed and explored, showing superior empirical performance in solving various ill-posed inverse problems. However, there is still a scarcity of rigorous analysis about the convergence behaviors of learning-based optimization. In particular, most existing theories are specific to unconstrained problems but cannot apply to the more general cases where some variables of interest are subject to certain constraints. In this paper, we propose Differentiable Linearized ADMM (D-LADMM) for solving the problems with linear constraints. Specifically, D-LADMM is a K-layer LADMM inspired deep neural network, which is obtained by firstly introducing some learnable weights in the classical Linearized ADMM algorithm and then generalizing the proximal operator to some learnable activation function. Notably, we mathematically prove that there exist a set of learnable parameters for D-LADMM to generate globally converged solutions, and we show that those desired parameters can be attained by training D-LADMM in a proper way. To the best of our knowledge, we are the first one to provide the convergence analysis for the learning-based optimization method on constrained problems. Experiments on simulative and real applications verify the superiorities of D-LADMM over LADMM.

We wish to compute the gradient of an expectation over a finite or countably infinite sample space having K ≤ ∞ categories. When K is indeed infinite, or finite but very large, the relevant summation is intractable. Accordingly, various stochastic gradient estimators have been proposed. In this paper, we describe a technique that can be applied to reduce the variance of any such estimator, without changing its bias—in particular, unbiasedness is retained. We show that our technique is an instance of Rao-Blackwellization, and we demonstrate the improvement it yields on a semi-supervised classification problem and a pixel attention task.

We study the interplay between surrogate methods for structured prediction and techniques from multitask learning designed to leverage relationships between surrogate outputs.
We propose an efficient algorithm based on trace norm regularization which, differently from previous methods, does not require explicit knowledge of the coding/decoding functions of the surrogate framework. As a result, our algorithm can be applied to the broad class of problems in which the surrogate space is large or even infinite dimensional. We study excess risk bounds for trace norm regularized structured prediction proving the consistency and learning rates for our estimator. We also identify relevant regimes in which our approach can enjoy better generalization performance than previous methods. Numerical experiments on ranking problems indicate that enforcing low-rank relations among surrogate outputs may indeed provide a significant advantage in practice.

High sensitivity of neural architecture search (NAS) methods against their input such as step-size (i.e., learning rate) and search space prevents practitioners from applying them out-of-the-box to their own problems, albeit its purpose is to automate a part of tuning process. Aiming at a fast, robust, and widely-applicable NAS, we develop a generic optimization framework for NAS. We turn a coupled optimization of connection weights and neural architecture into a differentiable optimization by means of stochastic relaxation. It accepts arbitrary search space (widely-applicable) and enables to employ a gradient-based simultaneous optimization of weights and architecture (fast). We propose a stochastic natural gradient method with an adaptive step-size mechanism built upon our theoretical investigation (robust). Despite its simplicity and no problem-dependent parameter tuning, our method exhibited near state-of-the-art performances with low computational budgets both on image classification and inpainting tasks.

Many machine learning tasks such as multiple instance learning, 3D shape recognition, and few-shot image classification are defined on sets of instances. Since solutions to such problems do not depend on the order of elements of the set, models used to address them should be permutation invariant. We present an attention-based neural network module, the Set Transformer, specifically designed to model interactions among elements in the input set. The model consists of an encoder and a decoder, both of which rely on attention mechanisms. In an effort to reduce computational complexity, we introduce an attention scheme inspired by inducing point methods from sparse Gaussian process literature. It reduces the computation time of self-attention from quadratic to linear in the number of elements in the set. We show that our model is theoretically attractive and we evaluate it on a range of tasks, demonstrating the state-of-the-art performance compared to recent methods for set-structured data.

Many popular first-order optimization methods (e.g., Momentum, AdaGrad, Adam) accelerate the convergence rate of deep learning models. However, these algorithms require auxiliary parameters, which cost additional memory proportional to the number of parameters in the model. The problem is becoming more severe as deep learning models continue to grow larger in order to learn from complex, large-scale datasets. Our proposed solution is to maintain a linear sketch to compress the auxiliary variables. We demonstrate that our technique has the same performance as the full-sized baseline, while using significantly less space for the auxiliary variables. Theoretically, we prove that count-sketch optimization maintains the SGD convergence rate, while gracefully reducing memory usage for large-models. On the large-scale 1-Billion Word dataset, we save 25% of the memory used during training (8.6 GB instead of 11.7 GB) with minimal accuracy and performance loss. For an Amazon extreme classification task with over 49.5 million classes, we also reduce the training time by 38%, by increasing the mini-batch size 3.5x using our count-sketch optimizer.

Membership inference determines, given a sample and trained parameters of a machine learning model, whether the sample was part of the training set. In this paper, we derive the optimal strategy for membership inference with a few assumptions on the distribution of the parameters. We show that optimal attacks only depend on the loss function, and thus black-box attacks are as good as white-box attacks. As the optimal strategy is not tractable, we provide approximations of it leading to several inference methods, and show that existing membership inference methods are other approximations as well. Our membership attacks outperform the state of the art in various settings, ranging from a simple logistic regression to more complex architectures and datasets, such as ResNet-101 and Imagenet.

Quantization of neural networks has become common practice, driven by the need for efficient implementations of deep neural networks on embedded devices. In this paper, we exploit an oft-overlooked degree of freedom in most networks - for a given layer, individual output channels can be scaled by any factor provided that the corresponding weights of the next layer are inversely scaled. Therefore, a given network has many factorizations which change the weights of the network without changing its function. We present a conceptually simple and easy to implement method that uses this property and show that proper factorizations significantly decrease the degradation caused by quantization. We show improvement on a wide variety of networks and achieve state-of-the-art degradation results for MobileNets. While our focus is on quantization, this type of factorization is applicable to other domains such as network-pruning, neural nets regularization and network interpretability.

Despite its empirical success and recent theoretical progress, there generally lacks a quantitative analysis of the effect of batch normalization (BN) on the convergence and stability of gradient descent. In this paper, we provide such an analysis on the simple problem of ordinary least squares (OLS). Since precise dynamical properties of gradient descent (GD) is completely known for the OLS problem, it allows us to isolate and compare the additional effects of BN. More precisely, we show that unlike GD, gradient descent with BN (BNGD) converges for arbitrary learning rates for the weights, and the convergence remains linear under mild conditions. Moreover, we quantify two different sources of acceleration of BNGD over GD -- one due to over-parameterization which improves the effective condition number and another due having a large range of learning rates giving rise to fast descent. These phenomena set BNGD apart from GD and could account for much of its robustness properties. These findings are confirmed quantitatively by numerical experiments, which further show that many of the uncovered properties of BNGD in OLS are also observed qualitatively in more complex supervised learning problems.

Most structure inference methods either rely on exhaustive search or are purely data-driven. Exhaustive search robustly infers the structure of arbitrarily complex data, but it is slow. Data-driven methods allow efficient inference, but do not generalize when test data has more complex structures than training data. In this paper, we propose a hybrid inference algorithm, Neurally-Guided Structure Inference (NG-SI), keeping the advantages of both search-based and data-driven methods. The key idea of NG-SI is to use a neural network to guide the hierarchical, layer-wise search over the compositional space of structures. We evaluate our algorithm on two representative structure inference tasks: probabilistic matrix factorization and symbolic program parsing. It outperforms data-driven and search-based alternatives on both tasks.

Boosting algorithms iteratively produce linear combinations of more and more base hypotheses and it has been observed experimentally that the generalization error keeps improving even after achieving zero training error. One popular explanation attributes this to improvements in margins. A common goal in a long line of research, is to obtain large margins using as few base hypotheses as possible, culminating with the AdaBoostV algorithm by Rätsch and Warmuth [JMLR’05]. The AdaBoostV algorithm was later conjectured to yield an optimal trade-off between number of hypotheses trained and the minimal margin over all training points (Nie, Warmuth, Vishwanathan and Zhang [JMLR’13]). Our main contribution is a new algorithm refuting this conjecture. Furthermore, we prove a lower bound which implies that our new algorithm is optimal.

We characterize a prevalent weakness of deep neural networks (DNNs), 'overthinking', which occurs when a DNN can reach correct predictions before its final layer. Overthinking is computationally wasteful, and it can also be destructive when, by the final layer, a correct prediction changes into a misclassification. Understanding overthinking requires studying how each prediction evolves during a DNN's forward pass, which conventionally is opaque. For prediction transparency, we propose the Shallow-Deep Network (SDN), a generic modification to off-the-shelf DNNs that introduces internal classifiers. We apply SDN to four modern architectures, trained on three image classification tasks, to characterize the overthinking problem. We show that SDNs can mitigate the wasteful effect of overthinking with confidence-based early exits, which reduce the average inference cost by more than 50% and preserve the accuracy. We also find that the destructive effect occurs for 50% of misclassifications on natural inputs and that it can be induced, adversarially, with a recent backdooring attack. To mitigate this effect, we propose a new confusion metric to quantify the internal disagreements that will likely to lead to misclassifications.

We study the fair variant of the classic k-median problem introduced by (Chierichetti et al., NeurIPS 2017). In the standard k-median problem, given an input pointset P, the goal is to find k centers C and assign each input point to one of the centers in C such that the average distance of points to their cluster center is minimized. In the fair variant of k-median, the points are colored, and the goal is to minimize the same average distance objective while ensuring that all clusters have an “approximately equal” number of points of each color.

(Chierichetti et al., NeurIPS 2017) proposed a two-phase algorithm for fair k-median. In the first step, the pointset is partitioned into subsets called fairlets that satisfy the fairness requirement and approximately preserve the k-median objective. In the second step, fairlets are merged into k clusters by one of the existing k-median algorithms. The running time of this algorithm is dominated by the first step, which takes super-quadratic time.

In this paper, we present a practical approximate fairlet decomposition algorithm that runs in nearly linear time. We complement our theoretical bounds with empirical evaluation.

In order to solve complex problems, an agent must be able to reason over a sufficiently long horizon. Temporal abstraction, commonly modeled through options, offers the ability to reason at many time scales, but the horizon length is still determined by the single discount factor of the underlying Markov Decision Process. We propose a modification to the options framework that allows the agent’s horizon to grow naturally as its actions become more complex and extended in time. We show that the proposed option-step discount controls a bias-variance trade-off, with larger discounts (counter-intuitively) leading to less estimation variance.

Generative models have proven to be an outstanding tool for representing high-dimensional probability distributions and generating realistic looking images. An essential characteristic of generative models is their ability to produce multi-modal outputs. However, while training, they are often susceptible to mode collapse, that is models are limited in mapping the input noise to only a few modes of the true data distribution. In this paper, we draw inspiration from Determinantal Point Process (DPP) to propose an unsupervised penalty loss that alleviates mode collapse while producing higher quality samples. DPP is an elegant probabilistic measure used to model negative correlations within a subset and hence quantify its diversity. We use DPP kernel to model the diversity in real data as well as in synthetic data. Then, we devise an objective term that encourages the generator to synthesize data with a similar diversity to real data. In contrast to previous state-of-the-art generative models that tend to use additional trainable parameters or complex training paradigms, our method does not change the original training scheme. Embedded in an adversarial training and variational autoencoder, our Generative DPP approach shows a consistent resistance to mode-collapse on a wide-variety of synthetic data and natural image datasets including …

Classifiers can be trained with data-dependent constraints to satisfy fairness goals, reduce churn, achieve a targeted false positive rate, or other policy goals. We study the generalization performance for such constrained optimization problems, in terms of how well the constraints are satisfied at evaluation time, given that they are satisfied at training time. To improve generalization, we frame the problem as a two-player game where one player optimizes the model parameters on a training dataset, and the other player enforces the constraints on an independent validation dataset. We build on recent work in two-player constrained optimization to show that if one uses this two-dataset approach, then constraint generalization can be significantly improved. As we illustrate experimentally, this approach works not only in theory, but also in practice.

We consider the problem of representation learning for graph data. Convolutional neural networks can naturally operate on images, but have significant challenges in dealing with graph data. Given images are special cases of graphs with nodes lie on 2D lattices, graph embedding tasks have a natural correspondence with image pixel-wise prediction tasks such as segmentation. While encoder-decoder architectures like U-Nets have been successfully applied on many image pixel-wise prediction tasks, similar methods are lacking for graph data. This is due to the fact that pooling and up-sampling operations are not natural on graph data. To address these challenges, we propose novel graph pooling (gPool) and unpooling (gUnpool) operations in this work. The gPool layer adaptively selects some nodes to form a smaller graph based on their scalar projection values on a trainable projection vector. We further propose the gUnpool layer as the inverse operation of the gPool layer. The gUnpool layer restores the graph into its original structure using the position information of nodes selected in the corresponding gPool layer. Based on our proposed gPool and gUnpool layers, we develop an encoder-decoder model on graph, known as the graph U-Nets. Our experimental results on node classification and graph classification tasks …

We propose a class of novel variance-reduced stochastic conditional gradient methods. By adopting the recent stochastic path-integrated differential estimator technique (SPIDER) of Fang et. al. (2018) for the classical Frank-Wolfe (FW) method, we introduce SPIDER-FW for finite-sum minimization as well as the more general expectation minimization problems. SPIDER-FW enjoys superior complexity guarantees in the non-convex setting, while matching the best known FW variants in the convex case. We also extend our framework a la conditional gradient sliding (CGS) of Lan & Zhou. (2016), and propose SPIDER-CGS to further reduce the stochastic first-order oracle complexity. Our numerical evidence supports our theoretical findings, and demonstrates the superiority of SPIDER-FW and SPIDER-CGS.

Generalized zero-shot learning is a significant topic but faced with bias problem, which leads to unseen classes being easily misclassified into seen classes. Hence we propose a embedding model called co-representation network to learn a more uniform visual embedding space that effectively alleviates the bias problem and helps with classification. We mathematically analyze our model and find it learns a projection with high local linearity, which is proved to cause less bias problem. The network consists of a cooperation module for representation and a relation module for classification, it is simple in structure and can be easily trained in an end-to-end manner. Experiments show that our method outperforms existing generalized zero-shot learning methods on several benchmark datasets.

We investigate how the behavior of stochastic gradient descent is influenced by model size. By studying families of models obtained by increasing the number of channels in a base network, we examine how the optimal hyperparameters---the batch size and learning rate at which the test error is minimized---correlate with the network width. We find that the optimal "normalized noise scale," which we define to be a function of the batch size, learning rate and the initialization conditions, is proportional to the number of channels (in the absence of batch normalization). This conclusion holds for MLPs, ConvNets and ResNets. A surprising consequence is that if we wish to maintain optimal performance as the network width increases, we must use increasingly small batch sizes. Based on our experiments, we also conjecture that there may be a critical width, beyond which the optimal performance of networks trained with constant SGD ceases to improve unless additional regularization is introduced.

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds could help illuminate the key features of what makes a RL problem hard and reduce the barrier to using RL algorithms in practice. As a step towards this we derive an algorithm and analysis for finite horizon discrete MDPs
with state-of-the-art worst-case regret bounds and substantially tighter bounds if the RL environment has special features but without apriori knowledge of the environment from the algorithm. As a result of our analysis, we also help address an open learning theory question~\cite{jiang2018open} about episodic MDPs with a constant upper-bound on the sum of rewards, providing a regret bound function of the number of episodes with no dependence on the horizon.

This paper considers generalized linear models using rule-based features, also referred to as rule ensembles, for regression and probabilistic classification. Rules facilitate model interpretation while also capturing nonlinear dependences and interactions. Our problem formulation accordingly trades off rule set complexity and prediction accuracy. Column generation is used to optimize over an exponentially large space of rules without pre-generating a large subset of candidates or greedily boosting rules one by one. The column generation subproblem is solved using either integer programming or a heuristic optimizing the same objective. In experiments involving logistic and linear regression, the proposed methods obtain better accuracy-complexity trade-offs than existing rule ensemble algorithms. At one end of the trade-off, the methods are competitive with less interpretable benchmark models.

In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and extend them to a continuous spike-and-slab framework to allow self-adaptive shrinkage and model selection simultaneously. We develop an EM algorithm that performs fast and dynamic explorations of posterior modes. Our approach selects sparse models efficiently and automatically with substantially smaller bias than would be induced by alternative regularization procedures. The performance of the proposed methods are demonstrated through simulation and two real data examples.

We propose a novel combination of optimization tools with learning theory bounds in order to analyze the sample complexity of optimal classifiers. This contrasts the typical learning theoretic results which hold for all (potentially suboptimal) classifiers. Our work also justifies assumptions made in prior work on multiple kernel learning. As a byproduct of this analysis, we provide a new form of Rademacher hypothesis sets for considering optimal classifiers.

The von Neumann graph entropy (VNGE) facilitates the measure of information divergence and distance between graphs in a graph sequence and has successfully been applied to various learning tasks driven by network-based data. Albeit its effectiveness, it is computationally demanding by requiring the full eigenspectrum of the graph Laplacian matrix. In this paper, we propose a fast incremental von Neumann graph entropy (FINGER) framework, which approaches VNGE with a performance guarantee. FINGER reduces the cubic complexity of VNGE to linear complexity in the number of nodes and edges, and thus enables online computation based on incremental graph changes. We also show asymptotic equivalency of FINGER to the exact VNGE, and derive its approximation error bounds. Based on FINGER, we propose efficient algorithms for computing Jensen-Shannon distance between graphs. Our experimental results on different random graph models demonstrate the computational efficiency and the asymptotic equivalency of FINGER. In addition, we also apply FINGER to two real-world applications and one synthesized anomaly detection dataset, and corroborate its superior performance over seven baseline graph similarity methods.

Mesh models are a promising approach for encoding the structure of 3D objects. Current mesh reconstruction systems predict uniformly distributed vertex locations of a predetermined graph through a series of graph convolutions, leading to compromises with respect to performance or resolution. In this paper, we argue that the graph representation of geometric objects allows for additional structure, which should be leveraged for enhanced reconstruction. Thus, we propose a system which properly benefits from the advantages of the geometric structure of graph-encoded objects by introducing (1) a graph convolutional update preserving vertex information; (2) an adaptive splitting heuristic allowing detail to emerge; and (3) a training objective operating both on the local surfaces defined by vertices as well as the global structure defined by the mesh. Our proposed method is evaluated on the task of 3D object reconstruction from images with the ShapeNet dataset, where we demonstrate state of the art performance, both visually and numerically, while having far smaller space requirements by generating adaptive meshes.

Machine learning (ML) training algorithms often possess an inherent self-correcting behavior due to their iterative- convergent nature. Recent systems exploit this property to achieve adaptability and efficiency in unreliable computing environments by relaxing the consistency of execution and allowing calculation errors to be self-corrected during training. However, the behavior of such systems are only well understood for specific types of calculation errors, such as those caused by staleness, reduced precision, or asynchronicity, and for specific algorithms, such as stochastic gradient descent. In this paper, we develop a general framework to quantify the effects of calculation errors on iterative-convergent algorithms. We then use this framework to derive a worst-case upper bound on the cost of arbitrary perturbations to model parameters during training and to design new strategies for checkpoint-based fault tolerance. Our system, SCAR, can reduce the cost of partial failures by 78%–95% when compared with traditional checkpoint-based fault tolerance across a variety of ML models and training algorithms, providing near-optimal performance in recovering from failures.

Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or on Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes these approaches in two directions: we consider a larger class of regularizers, and we consider the general modified policy iteration approach, encompassing both policy iteration and value iteration. The core building blocks of this theory are a notion of regularized Bellman operator and the Legendre-Fenchel transform, a classical tool of convex optimizatoin. This approach allows for error propagation analyses of general algorithmic schemes of which (possibly variants of) classical algorithms such as Trust Region Policy Optimization, Soft Q-learning, Stochastic Actor Critic or Dynamic Policy Programming are special cases. This also draws connections to proximal convex optimization, especially to Mirror Descent.

We consider probabilistic PCA and related factor models from a Bayesian perspective. These models are in general not identifiable as the likelihood has a rotational symmetry. This gives rise to complicated posterior distributions with continuous subspaces of equal density and thus hinders efficiency of inference as well as interpretation of obtained parameters. In particular, posterior averages over factor loadings become meaningless and only model predictions are unambiguous. Here, we propose a parameterization based on Householder transformations, which remove the rotational symmetry of the posterior. Furthermore, by relying on results from random matrix theory, we establish the parameter distribution which leaves the model unchanged compared to the original rotationally symmetric formulation. In particular, we avoid the need to compute the Jacobian determinant of the parameter transformation. This allows us to efficiently implement probabilistic PCA in a rotation invariant fashion in any state of the art toolbox. Here, we implemented our model in the probabilistic programming language Stan and illustrate it on several examples.

We clarify what fairness guarantees we can and cannot expect to follow from unconstrained machine learning. Specifically, we show that in many settings, unconstrained learning on its own implies group calibration, that is, the outcome variable is conditionally independent of group membership given the score. A lower bound confirms the optimality of our upper bound. Moreover, we prove that as the excess risk of the learned score decreases, the more strongly it violates separation and independence, two other standard fairness criteria. Our results challenge the view that group calibration necessitates an active intervention, suggesting that often we ought to think of it as a byproduct of unconstrained machine learning.

Integrating logical reasoning within deep learning architectures has been a major goal of modern AI systems. In this paper, we propose a new direction toward this goal by introducing a differentiable (smoothed) maximum satisfiability (MAXSAT) solver that can be integrated into the loop of larger deep learning systems. Our (approximate) solver is based upon a fast coordinate descent approach to solving the semidefinite program (SDP) associated with the MAXSAT problem. We show how to analytically differentiate through the solution to this SDP and efficiently solve the associated backward pass. We demonstrate that by integrating this solver into end-to-end learning systems, we can learn the logical structure of challenging problems in a minimally supervised fashion. In particular, we show that we can learn the parity function using single-bit supervision (a traditionally hard task for deep networks) and learn how to play 9x9 Sudoku solely from examples. We also solve a ``visual Sudoku'' problem that maps images of Sudoku puzzles to their associated logical solutions by combining our MAXSAT solver with a traditional convolutional architecture. Our approach thus shows promise in integrating logical structures within deep learning.

We present a general method for privacy-preserving Bayesian inference in Poisson factorization, a broad class of models that includes some of the most widely used models in the social sciences. Our method satisfies limited precision local privacy, a generalization of local differential privacy, which we introduce to formulate privacy guarantees appropriate for sparse count data. We develop an MCMC algorithm that approximates the locally private posterior over model parameters given data that has been locally privatized by the geometric mechanism (Ghosh et al., 2012). Our solution is based on two insights: 1) a novel reinterpretation of the geometric mechanism in terms of the Skellam distribution (Skellam, 1946) and 2) a general theorem that relates the Skellam to the Bessel distribution (Yuan & Kalbfleisch, 2000). We demonstrate our method in two case studies on real-world email data in which we show that our method consistently outperforms the commonly-used \naive approach, obtaining higher quality topics in text and more accurate link prediction in networks. On some tasks, our privacy-preserving method even outperforms non-private inference which conditions on the true data.

One of the main challenges in reinforcement learning is on solving tasks with sparse reward. We first show that the difficulty of discovering the rewarding state is bounded by the expected cover time of the underlying random walk induced by a policy. We propose a method to discover options automatically which reduce the cover time so as to speed up the exploration in sparse reward domains. We show empirically that the proposed algorithm successfully reduces the cover time, and improves the performance of the reinforcement learning agents.

Despite significant recent advances in deep neural networks, training them remains a challenge due to highly non-convex nature of the objective function. State-of-art methods rely on error backpropagation, which suffers from several well-known issues, such as vanishing and exploding gradients, inability to handle non-differentiable nonlinearities and to parallelize weight-update across layers, and biological implausibility. These limitations continue to motivate exploration of alternative training algorithms, including several recently proposed auxiliary-variable methods which break the complex nested objective function into local subproblems, avoiding gradient chains and thus the vanishing gradient issue, allowing weight update parallelization, among other advantages. However, those techniques are mainly offline (batch), which limits their applicability to extremely large datasets or unlimited data streams in online, continual or reinforcement learning. The main contribution of our work is a novel online (stochastic/mini-batch) alternating minimization (AM) algorithm for training deep neural networks, together with the first theoretical convergence guarantees for AM in stochastic settings, and extensive empirical evaluation on various architectures and datasets, demonstrating advantages of the proposed approach as compared to both offline auxiliary variable methods and to the backpropagation-based stochastic gradient descent.

We present a theoretically founded approach for high-dimensional Bayesian optimization based on low-dimensional subspace embeddings. We prove that the error in the Gaussian process model is bounded tightly when going from the original high-dimensional search domain to the low-dimensional embedding. This implies that the optimization process in the low-dimensional embedding proceeds essentially as if it were run directly on the unknown active subspace. The argument applies to a large class of algorithms and GP mod- els, including non-stationary kernels. Moreover, we provide an efficient implementation based on hashing and demonstrate empirically that this sub- space embedding achieves considerably better results than the previously proposed methods for high-dimensional BO based on Gaussian matrix projections and structure-learning.

Dynamic neural networks are becoming increasingly common, and yet it is hard to implement them efficiently. One-the-fly operation batching for such models is sub-optimal and suffers from run time overheads, while writing manually batched versions can be hard and error-prone. To address this we extend TensorFlow with pfor, a parallel-for loop optimized using static loop vectorization. With pfor, users can express computation using nested loops and conditional constructs, but get performance resembling that of a manually batched version. Benchmarks demonstrate speedups of one to two orders of magnitude on range of tasks, from jacobian computation, to TreeLSTMs.

We consider the problem of detecting the presence of the signal in a rank-one signal-plus-noise data matrix. In case the signal-to-noise ratio is under the threshold below which a reliable detection is impossible, we propose a hypothesis test based on the linear spectral statistics of the data matrix. The error of the proposed test is optimal as it matches the error of the likelihood ratio test that minimizes the sum of the Type-I and Type-II errors. The test is data-driven and does not depend on the distribution of the signal or the noise. If the density of the noise is known, it can be further improved by an entrywise transformation to lower the error of the test.

When applying machine learning to sensitive data, one has to balance between accuracy, information leakage, and computational-complexity. Recent studies combined Homomorphic Encryption with neural networks to make inferences while protecting against information leakage. However, these methods are limited by the width and depth of neural networks that can be used (and hence the accuracy) and exhibit high latency even for relatively simple networks. In this study we provide two solutions that address these limitations. In the first solution, we present more than 10x improvement in latency and enable inference on wider networks compared to prior attempts with the same level of security. The improved performance is achieved by novel methods to represent the data during the computation. In the second solution, we apply the method of transfer learning to provide private inference services using deep networks with latency lower than 0.2 seconds. We demonstrate the efficacy of our methods on several computer vision tasks.

Existing attention mechanisms are trained to attend to individual items in a collection (the memory) with a predefined, fixed granularity, e.g., a word token or an image grid. We propose area attention: a way to attend to areas in the memory, where each area contains a group of items that are structurally adjacent, e.g., spatially for a 2D memory such as images, or temporally for a 1D memory such as natural language sentences. Importantly, the shape and the size of an area are dynamically determined via learning, which enables a model to attend to information with varying granularity. Area attention can easily work with existing model architectures such as multi-head attention for simultaneously attending to multiple areas in the memory. We evaluate area attention on two tasks: neural machine translation (both character and token-level) and image captioning, and improve upon strong (state-of-the-art) baselines in all the cases. These improvements are obtainable with a basic form of area attention that is parameter free.

Convolutional Neural Networks (ConvNets) are commonly developed at a fixed computational cost, and then scaled up for better accuracy if more resources are given. Conventional practice is to arbitrarily make ConvNets deeper or wider, or use larger image resolution, but is there a more principled method to scale up a ConvNet? In this paper, we systematically study this problem and identify that carefully balancing network depth, width, and resolution can lead to better accuracy and efficiency. Based on this observation, we propose a new scaling method that uniformly scales all dimensions of network depth/width/resolution using a simple yet highly effective compound coefficient. Results show our method improves the performance on scaling up prior MobileNets. To further demonstrate the effectiveness of our scaling method, we also develop a new mobile-size EMNAS-B0 baseline, and scale it up to achieve state-of-the-art 84.4% top-1 / 97.1% top-5 accuracy on ImageNet, but being 8.4x smaller and 6x faster on inference than the best existing ConvNet (Huang et al., 2018). Our scaled EMNAS models also achieve new state-of-the-art accuracy on five commonly used transfer learning datasets, such as CIFAR-100 (91.7%) and Flowers (98.8%), with an order of magnitude fewer parameters.

Networks provide a natural yet statistically grounded way to depict and understand how a set of entities interact. However, in many situations interactions are not directly observed and the network needs to be reconstructed based on observations collected for each entity. Our work focuses on the situation where these observations consist of counts. A typical example is the reconstruction of an ecological network based on abundance data. In this setting, the abundance of a set of species is collected in a series of samples and/or environments and we aim at inferring direct interactions between the species. The abundances at hand can be, for example, direct counts of individuals (ecology of macro-organisms) or read counts resulting from metagenomic sequencing (microbial ecology).

Whatever the approach chosen to infer such a network, it has to account for the peculiaraties of the data at hand. The first, obvious one, is that the data are counts, i.e. non continuous. Also, the observed counts often vary over many orders of magnitude and are more dispersed than expected under a simple model, such as the Poisson distribution. The observed counts may also result from different sampling efforts in each sample and/or for each entity, which hampers direct …

Graph Convolutional Networks (GCNs) and their variants have experienced significant attention and have become the de facto methods for learning graph representations. GCNs derive inspiration primarily from recent deep learning approaches, and as a result, may inherit unnecessary complexity and redundant computation. In this paper, we reduce this excess complexity through successively removing nonlinearities and collapsing weight matrices between consecutive layers. We theoretically analyze the resulting linear model and show that it corresponds to a fixed low-pass filter followed by a linear classifier. Notably, our experimental evaluation demonstrates that these simplifications do not negatively impact accuracy in many down-stream applications. Moreover, the resulting model scales to larger datasets, is naturally interpretable, and yields up to two orders of magnitude speedup over FastGCN.

Low precision operations can provide scalability, memory savings, portability, and energy efficiency. This paper proposes SWALP, an approach to low precision training that averages low-precision SGD iterates with a modified learning rate schedule. SWALP is easy to implement and can match the performance of full-precision SGD even with all numbers quantized down to 8 bits, including the gradient accumulators. Additionally, we show that SWALP converges arbitrarily close to the optimal solution for quadratic objectives, and to a noise ball asymptotically smaller than low precision SGD in strongly convex settings.

Recent works have highlighted the strengths of the Transformer architecture for dealing with sequence tasks. At the same time, neural architecture search has advanced to the point where it can outperform human-designed models. The goal of this work is to use neural architecture search to design a better Transformer architecture. We first construct a large search space inspired by the recent advances in feed-forward sequential models and then run evolutionary architecture search, seeding our initial population with the Transformer. To effectively run this search on the computationally expensive WMT 2014 English-German translation task, we develop the progressive dynamic hurdles (PDH) method, which allows us to dynamically allocate more resources to more promising candidate models. The architecture found in our experiments - the Evolved Transformer (ET) - demonstrates consistent improvement over the Transformer on four well-established language tasks: WMT 2014 English-German, WMT 2014 English-French, WMT 2014 English-Czech and LM1B. At big model size, the Evolved Transformer is twice as efficient as the Transformer in terms of FLOPS without loss in quality. At a much smaller – mobile-friendly – model size of ~7M parameters, the Evolved Transformer outperforms the Transformer by 0.8 BLEU on WMT’14 English-German.

We consider the problems of distribution estimation and frequency/heavy hitter estimation under local differential privacy (LDP), and communication constraints. While each constraint has been studied separately, optimal schemes for one are sub-optimal for the other. We provide a one-bit \eps-LDP scheme that requires no shared randomness and has the optimal performance. We also show that a recently proposed scheme (Acharya et al., 2018b) for \eps-LDP distribution estimation is also optimal for frequency estimation. Finally, we show that if we consider LDP schemes for heavy hitter estimation that do not use shared randomness then their communication budget must be w(1) bits.

The performance of a reinforcement learning algorithm can vary drastically during learning because of exploration. Existing algorithms provide little information about the quality of their current policy before executing it, and thus have limited use in high-stakes applications, such as healthcare. We address this lack of accountability by proposing that algorithms output policy certificates. These certificates bound the sub-optimality and return of the policy in the next episode, allowing humans to intervene when the certified quality is not satisfactory. We further introduce two new algorithms with certificates and present a new framework for theoretical analysis that guarantees the quality of their policies and certificates. For tabular MDPs, we show that computing certificates can even improve the sample-efficiency of optimism-based exploration. As a result, one of our algorithms achieves regret and PAC bounds that are tighter than state of the art and minimax up to lower-order terms.

Due to their wide field of view, omnidirectional cameras are frequently used by autonomous vehicles, drones and robots for navigation and other computer vision tasks. The images captured by such cameras, are often analyzed and classified with techniques designed for planar images that unfortunately fail to properly handle the native geometry of such images and therefore results in suboptimal performance. In this paper we aim at improving popular deep convolutional neural networks so that they can properly take into account the specific properties of omnidirectional data. In particular we propose an algorithm that adapts convolutional layers, which often serve as a core building block of a CNN, to the properties of omnidirectional images. Thus, our filters have a shape and size that adapt to the location on the omnidirectional image. We show that our method is not limited to spherical surfaces and is able to incorporate the knowledge about any kind of projective geometry inside the deep learning network. As depicted by our experiments, our method outperforms the existing deep neural network techniques for omnidirectional image classification and compression tasks.

Quantization can improve the execution latency and energy efficiency of neural networks on both commodity GPUs and specialized accelerators. The majority of existing literature focuses on training quantized DNNs, while this work examines the less-studied topic of quantizing a floating-point model without (re)training. DNN weights and activations follow a bell-shaped distribution post-training, while practical hardware uses a linear quantization grid. This leads to challenges in dealing with outliers in the distribution. Prior work has addressed this by clipping the outliers or using specialized hardware. In this work, we propose outlier channel splitting (OCS), which duplicates channels containing outliers, then halves the channel values. The network remains functionally identical, but affected outliers are moved toward the center of the distribution. OCS requires no additional training and works on commodity hardware. Experimental evaluation on ImageNet classification and language modeling shows that OCS can outperform state-of-the-art clipping techniques with only minor overhead.

To analyze a text corpus, one often resorts to a lossy representation that either completely ignores word order or embeds the words as low-dimensional dense feature vectors. In this paper, we propose convolutional Poisson factor analysis (CPFA) that directly operates on a lossless representation that processes the words in each document as a sequence of high-dimensional one-hot vectors. To boost its performance, we further propose the convolutional Poisson gamma belief network (CPGBN) that couples CPFA with the gamma belief network via a novel probabilistic pooling layer. CPFA forms words into phrases and captures very specific phrase-level topics, and CPGBN further builds a hierarchy of increasingly more general phrase-level topics. We develop both an upward-downward Gibbs sampler, which makes the computation feasible by exploiting the extreme sparsity of the one-hot vectors, and a Weibull distribution based convolutional variational auto-encoder that makes CPGBN become even more scalable in both training and testing. Experimental results demonstrate that CPGBN can extract high-quality text latent representations that capture the word order information, and hence can be leveraged as a building block to enrich a wide variety of existing discrete latent variable models that ignore word order.

In this paper we study the problem of robust influence maximization in the independent cascade model under a hyperparametric assumption. In social networks users influence and are influenced by individuals with similar characteristics and as such they are associated with some features. A recent surging research direction in influence maximization focuses on the case where the edge probabilities on the graph are not arbitrary but are generated as a function of the features of the users and a global hyperparameter. We propose a model where the objective is to maximize the worst-case number of influenced users for any possible value of that hyperparameter. We provide theoretical results showing that proper robust solution in our model is NP-hard and an algorithm that achieves improper robust optimization. We make-use of sampling based techniques and of the renowned multiplicative weight updates algorithm. Additionally we validate our method empirically and prove that it outperforms the state-of-the-art robust influence maximization techniques.

We consider the problem of privacy-amplification by under the Renyi Differential Privacy framework. This is the main technique underlying the moments accountants (Abadi et al., 2016) for differentially private deep learning. Unlike previous attempts on this problem which deals with Sampling with Replacement, we consider the Poisson subsampling scheme which selects each data point independently with a coin toss. This allows us to significantly simplify and tighten the bounds for the RDP of subsampled mechanisms and derive numerically stable approximation schemes. In particular, for subsampled Gaussian mechanism and subsampled Laplace mechanism, we prove an analytical formula of their RDP that exactly matches the lower bound. The result is the first of its kind and we numerically demonstrate an order of magnitude improvement in the privacy-utility tradeoff.

In the age of Internet of Things (IoT), embedded devices ranging from ARM Cortex M0s with 100s of KB of RAM to Arduinos with 2KB RAM are expected to perform increasingly intelligent classification tasks, such as voice and gesture recognition, activity tracking, and biometric security. While convolutional neural networks (CNNs), together with spectrogram preprocessing, are a natural solution to many of these classification tasks, storage of the network's activations often exceeds the hard memory constraints of embedded platforms. This paper presents memory-optimal direct convolutions as a way to push classification accuracy as high as possible given strict hardware memory constraints at the expense of extra compute, exploring the opposite end of the compute-memory trade-off curve from standard approaches that minimize latency at the expense of extra memory. We evaluate classification accuracy across a variety of small image and time series datasets employing memory-optimal CNNs and memory-efficient spectrogram preprocessing. We also validate the memory-optimal CNN technique with an Arduino implementation of the 10-class MNIST classification task, fitting the network specification, weights, and activations entirely within 2KB SRAM and achieving a state-of-the-art classification accuracy for small-scale embedded systems of 99.15%.

How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural-network based conditional density estimators. However, existing methods are limited to a narrow range of proposal distributions or require importance-weighting that can limit performance in practice. Here we present automatic posterior transformation (APT), a new approach for simulation-based inference via neural posterior estimation. APT is able to modify the posterior estimate using arbitrary, dynamically updated proposals, and is compatible with powerful flow-based density estimators. We show that APT is more flexible, scalable and efficient than previous simulation-based inference techniques and can directly learn informative features from high-dimensional and time series data.

Recent models of emotion recognition strongly rely on supervised deep learning solutions for the distinction of general emotion expressions. However, they are not reliable when recognizing online and personalized facial expressions, e.g., for person-specific affective understanding. In this paper, we present a neural model based on a conditional adversarial autoencoder to learn how to represent and edit general emotion expressions. We then propose Grow-When-Required networks as personalized affective memories to learn individualized aspects of emotion expressions. Our model achieves state-of-the-art performance on emotion recognition when evaluated on \textit{in-the-wild} datasets. Furthermore, our experiments include ablation studies and neural visualizations in order to explain the behavior of our model.

We consider optimization problems in which the objective requires an inner loop with many steps or is the limit of a sequence of increasingly costly approximations. Meta-learning, training recurrent neural networks, and optimization of the solutions to differential equations are all examples of optimization problems with this character. In such problems, it can be expensive to compute the objective function value and its gradient, but truncating the loop or using less accurate approximations can induce biases that damage the overall solution. We propose \emph{randomized telescope} (RT) gradient estimators, which represent the objective as the sum of a telescoping series and sample linear combinations of terms to provide cheap unbiased gradient estimates. We identify conditions under which RT estimators achieve optimization convergence rates independent of the length of the loop or the required accuracy of the approximation. We also derive a method for tuning RT estimators online to maximize a lower bound on the expected decrease in loss per unit of computation. We evaluate our adaptive RT estimators on a range of applications including meta-optimization of learning rates, variational inference of ODE parameters, and training an LSTM to model long sequences.

Dropout is a simple and effective way to improve the generalization performance of deep neural networks (DNNs) and prevent overfitting. This paper discusses three novel observations about dropout when applied to DNNs with rectified linear unit (ReLU): 1) dropout encourages each local linear model of a DNN to be trained on data points from nearby regions; 2) applying the same dropout rate to different layers can result in significantly different (effective) deactivation rates; and 3) when batch normalization is also used, the rescaling factor of dropout causes a normalization inconsistency between training and testing. The above leads to three simple but nontrivial dropout modifications resulting in our proposed method ``jumpout.'' Jumpout samples the dropout rate from a monotone decreasing distribution (e.g., the right half of a Gaussian), so each local linear model is trained, with high probability, to work better for data points from nearby than from more distant regions. Jumpout moreover adaptively normalizes the dropout rate at each layer and every training batch, so the effective deactivation rate applied to the activated neurons are kept the same. Furthermore, it rescales the outputs for a better trade-off that keeps both the variance and mean of neurons more consistent between training …

We introduce HyperGAN, a generative model that learns to generate all the parameters of a deep neural network. HyperGAN first transforms low dimensional noise into a latent space, which can be sampled from to obtain diverse, performant sets of parameters for a target architecture. We utilize an architecture that bears resemblance to generative adversarial networks, but we evaluate the likelihood of generated samples with a classification loss. This is equivalent to minimizing the KL-divergence between the distribution of generated parameters, and the unknown true parameter distribution. We apply HyperGAN to classification, showing that HyperGAN can learn to generate parameters which solve the MNIST and CIFAR-10 datasets with competitive performance to fully supervised learning, while also generating a rich distribution of effective parameters. We also show that HyperGAN can also provide better uncertainty estimates than standard ensembles. This is evidenced by the ability of HyperGAN-generated ensembles to detect out of distribution data as well as adversarial examples.

Machine learning can help personalized decision support by learning models to predict individual treatment effects (ITE). This work studies the reliability of prediction-based decision-making in a task of deciding which action a to take for a target unit after observing its covariates x and predicted outcomes p(y \mid x, a). An example case is personalized medicine and the decision of which treatment to give to a patient. A common problem when learning these models from observational data is imbalance, that is, difference in treated/control covariate distributions, which is known to increase the upper bound of the expected ITE estimation error. We propose to assess the decision-making reliability by estimating the ITE model's Type S error rate, which is the probability of the model inferring the sign of the treatment effect wrong. Furthermore, we use the estimated reliability as a criterion for active learning, in order to collect new (possibly expensive) observations, instead of making a forced choice based on unreliable predictions. We demonstrate the effectiveness of this decision-making aware active learning in two decision-making tasks: in simulated data with binary outcomes and in a medical dataset with synthetic and continuous treatment outcomes.

Value-function approximation methods that operate in batch mode have foundational importance to reinforcement learning (RL). Finite sample guarantees for these methods often crucially rely on two types of assumptions: (1) mild distribution shift, and (2) representation conditions that are stronger than realizability. However, the necessity (“why do we need them?”) and the naturalness (“when do they hold?”) of such assumptions have largely eluded the literature. In this paper, we revisit these assumptions and provide theoretical results towards answering the above questions, and make steps towards a deeper understanding of value-function approximation.

We introduce a new convolutional layer named the Temporal Gaussian Mixture (TGM) layer and present how it can be used to efficiently capture longer-term temporal information in continuous activity videos. The TGM layer is a temporal convolutional layer governed by a much smaller set of parameters (e.g., location/variance of Gaussians) that are fully differentiable. We present our fully convolutional video models with multiple TGM layers for activity detection. The extensive experiments on multiple datasets, including Charades and MultiTHUMOS, confirm the effectiveness of TGM layers, significantly outperforming the state-of-the-arts.

We establish geometric and topological properties of the space of value functions in finite state-action Markov decision processes. Our main contribution is the characterization of the nature of its shape: a general polytope \cite{aigner2010proofs}. To demonstrate this result, we exhibit several properties of the structural relationship between policies and value functions including the line theorem, which shows that the value functions of policies constrained on all but one state describe a line segment. Finally, we use this novel perspective and introduce visualizations to enhance the understanding of the dynamics of reinforcement learning algorithms.

We present DL2, a system for training and querying neural networks with logical constraints. Using DL2, one can declaratively specify domain knowledge to be enforced during training or pose queries on the model with the goal of finding inputs that satisfy a set of constraints. DL2 works by translating logical constraints into a differentiable loss with desirable mathematical properties, then minimized with standard gradient-based methods. We evaluate DL2 by training networks with interesting constraints in unsupervised, semi-supervised and supervised settings. Our experimental evaluation demonstrates that DL2 is both, more expressive than prior approaches combining logic and neural networks, and its resulting loss is better suited for optimization. Further, we show that for a number of queries, DL2 can find the desired inputs within seconds (even for large models such as ResNet-50 on ImageNet).

Optimization of a machine learning model is typically carried out by performing stochastic gradient updates on epochs that consist of randomly ordered training examples. This practice means that each fraction of an epoch comprises an independent random sample of the training data that may not preserve informative structure present in the full data. We hypothesize that the training can be more effective, allowing each epoch to provide some of the benefits of multiple ones, with more principled, ``self-similar'' arrangements.

Our case study is matrix factorization, commonly used to learn metric embeddings of entities such as videos or words from example associations. We construct arrangements that preserve the weighted Jaccard similarities of rows and columns and experimentally observe that our arrangements yield training acceleration of 3\%-30\% on synthetic and recommendation datasets. Principled arrangements of training examples emerge as a novel and potentially powerful performance knob for SGD that merits further exploration.

Machine learning is increasingly targeting areas where input data cannot be accurately described by a single vector, but can be modeled instead using the more flexible concept of random vectors, namely probability measures or more simply point clouds of varying cardinality. Using deep architectures on measures poses, however, many challenging issues. Indeed, deep architectures are originally designed to handle fixed-length vectors, or, using recursive mechanisms, ordered sequences thereof. In sharp contrast, measures describe a varying number of weighted observations with no particular order. We propose in this work a deep framework designed to handle crucial aspects of measures, namely permutation invariances, variations in weights and cardinality. Architectures derived from this pipeline can (i) map measures to measures - using the concept of push-forward operators; (ii) bridge the gap between measures and Euclidean spaces - through integration steps. This allows to design discriminative networks (to classify or reduce the dimensionality of input measures), generative architectures (to synthesize measures) and recurrent pipelines (to predict measure dynamics). We provide a theoretical analysis of these building blocks, review our architectures' approximation abilities and robustness w.r.t. perturbation, and try them on various discriminative and generative tasks.

Triangular map is a recent construct in probability theory that allows one to transform any source probability density function to any target density function. Based on triangular maps, we propose a general framework for high-dimensional density estimation, by specifying one-dimensional transformations (equivalently conditional densities) and appropriate conditioner networks. This framework (a) reveals the commonalities and differences of existing autoregressive and flow based methods, (b) allows a unified understanding of the limitations and representation power of these recent approaches and, (c) motivates us to uncover a new Sum-of-Squares (SOS) flow that is interpretable, universal, and easy to train. We perform several synthetic experiments on various density geometries to demonstrate the benefits (and short-comings) of such transformations. SOS flows achieve competitive results in simulations and several real-world datasets.

Crowdsourcing has emerged as a core component of data science pipelines. From collected noisy worker labels, aggregation models that incorporate worker reliability parameters aim to infer a latent true annotation. In this paper, we argue that existing crowdsourcing approaches do not sufficiently model worker correlations observed in practical settings; we propose in response an enhanced Bayesian classifier combination (EBCC) model, with inference based on a mean-field variational approach. An introduced mixture of intra-class reliabilities---connected to tensor decomposition and item clustering---induces inter-worker correlation. EBCC does not suffer the limitations of existing correlation models: intractable marginalisation of missing labels and poor scaling to large worker cohorts. Extensive empirical comparison on 17 real-world datasets sees EBCC achieving the highest mean accuracy across 10 benchmark crowdsourcing methods.

We identify a trade-off between robustness and accuracy that serves as a guiding principle in the design of defenses against adversarial examples. Although the problem has been widely studied empirically, much remains unknown concerning the theory underlying this trade-off. In this work, we quantify the trade-off in terms of the gap between the risk for adversarial examples and the risk for non-adversarial examples. The challenge is to provide tight bounds on this quantity in terms of a surrogate loss. We give an optimal upper bound on this quantity in terms of classification-calibrated loss, which matches the lower bound in the worst case. Inspired by our theoretical analysis, we also design a new defense method, TRADES, to trade adversarial robustness off against accuracy. Our proposed algorithm performs well experimentally in real-world datasets. The methodology is the foundation of our entry to the adversarial competition of a 2018 conference in which we won the 1st place out of ~2,000 submissions, surpassing the runner-up approach by 11.41% in terms of mean L_2 perturbation distance.

Improving the robustness of deep neural networks (DNNs) to adversarial examples is an important yet challenging problem for secure deep learning. Across existing defense techniques, adversarial training with Projected Gradient Decent (PGD) is amongst the most effective. Adversarial training solves a min-max optimization problem, with the \textit{inner maximization} generating adversarial examples by maximizing the classification loss, and the \textit{outer minimization} finding model parameters by minimizing the loss on adversarial examples generated from the inner maximization. A criterion that measures how well the inner maximization is solved is therefore crucial for adversarial training. In this paper, we propose such a criterion, namely First-Order Stationary Condition for constrained optimization (FOSC), to quantitatively evaluate the convergence quality of adversarial examples found in the inner maximization. With FOSC, we find that to ensure better robustness, it is essential to use adversarial examples with better convergence quality at the \textit{later stages} of training. Yet at the early stages, high convergence quality adversarial examples are not necessary and may even lead to poor robustness. Based on these observations, we propose a \textit{dynamic} training strategy to gradually increase the convergence quality of the generated adversarial examples, which significantly improves the robustness of adversarial training. Our theoretical and …

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of distribution calibration, and demonstrate its advantages over the existing definition of quantile calibration. We further propose a post-hoc approach to improving the predictions from previously trained regression models, using multi-output Gaussian Processes with a novel Beta link function. The proposed method is experimentally verified on a set of common regression models and shows improvements for both distribution-level and quantile-level calibration.

It is well-known that the expressivity of a neural network depends on its architecture, with deeper networks expressing more complex functions. In the case of networks that compute piecewise linear functions, such as those with ReLU activation, the number of distinct linear regions is a natural measure of expressivity. It is possible to construct networks for which the number of linear regions grows exponentially with depth, or with merely a single region; it is not clear where within this range most networks fall in practice, either before or after training. In this paper, we provide a mathematical framework to count the number of linear regions of a piecewise linear network and measure the volume of the boundaries between these regions. In particular, we prove that for networks at initialization, the average number of regions along any one-dimensional subspace grows linearly in the total number of neurons, far below the exponential upper bound. We also find that the average distance to the nearest region boundary at initialization scales like the inverse of the number of neurons. Our theory suggests that, even after training, the number of linear regions is far below exponential, an intuition that matches our empirical observations. We conclude …

We propose a unified mechanism for achieving coordination and communication in Multi-Agent Reinforcement Learning (MARL), through rewarding agents for having causal influence over other agents' actions. Causal influence is assessed using counterfactual reasoning. At each timestep, an agent simulates alternate actions that it could have taken, and computes their effect on the behavior of other agents. Actions that lead to bigger changes in other agents' behavior are considered influential and are rewarded. We show that this is equivalent to rewarding agents for having high mutual information between their actions. Empirical results demonstrate that influence leads to enhanced coordination and communication in challenging social dilemma environments, dramatically increasing the learning curves of the deep RL agents, and leading to more meaningful learned communication protocols. The influence rewards for all agents can be computed in a decentralized way by enabling agents to learn a model of other agents using deep neural networks. In contrast, key previous works on emergent communication in the MARL setting were unable to learn diverse policies in a decentralized manner and had to resort to centralized training. Consequently, the influence reward opens up a window of new opportunities for research in this area.

In Multi-Goal Reinforcement Learning, an agent learns to achieve multiple goals with a goal-conditioned policy. During learning, the agent first collects the trajectories into a replay buffer and later these trajectories are selected randomly for replay. However, the achieved goals in the replay buffer are often biased towards the behavior policies. From a Bayesian perspective, when there is no prior knowledge of the target goal distribution, the agent should learn uniformly from diverse achieved goals. Therefore, we first propose a novel multi-goal RL objective based on weighted entropy. This objective encourages the agent to maximize the expected return, as well as to achieve more diverse goals. Secondly, we developed a maximum entropy-based prioritization framework to optimize the proposed objective. For evaluation of this framework, we combine it with Deep Deterministic Policy Gradient, both with or without Hindsight Experience Replay. On a set of multi-goal robotic tasks in OpenAI Gym, we compare our method with other baselines and show promising improvements in both performance and sample-efficiency.

This paper shows that every sublevel set of the loss function of a class of deep over-parameterized neural nets with piecewise linear activation functions is connected and unbounded. This implies that the loss has no bad local valleys and all of its global minima are connected within a unique and potentially very large global valley.

We propose a novel Bayesian nonparametric method to learn translation-invariant relationships on non-Euclidean domains. The resulting graph convolutional Gaussian processes can be applied to problems in machine learning for which the input observations are functions with domains on general graphs. The structure of these models allows for high dimensional inputs while retaining expressibility, as is the case with convolutional neural networks. We present applications of graph convolutional Gaussian processes to images and triangular meshes, demonstrating their versatility and effectiveness, comparing favorably to existing methods, despite being relatively simple models.

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent (SGD). A series of recent works study the linear speedup property of distributed SGD variants with reduced communication. The linear speedup property enable us to scale out the computing capability by adding more computing nodes into our system. The reduced communication complexity is desirable since communication overhead is often the performance bottleneck in distributed systems. Recently, momentum methods are more and more widely adopted in training machine learning models and can often converge faster and generalize better. For example, many practitioners use distributed SGDs with momentum to train deep neural networks with big data. However, it remains unclear whether any distributed momentum SGD possesses the same linear speedup property as distributed SGDs and has reduced communication complexity. This paper fills the gap between practice and theory by considering a distributed communication efficient momentum SGD method and proving its linear speedup property.

We introduce a flexible, scalable Bayesian inference framework for nonlinear dynamical systems characterised by distinct and hierarchical variability at the individual, group, and population levels. Our model class is a generalisation of nonlinear mixed-effects (NLME) dynamical systems, the statistical workhorse for many experimental sciences. We cast parameter inference as stochastic optimisation of an end-to-end differentiable, block-conditional variational autoencoder. We specify the dynamics of the data-generating process as an ordinary differential equation (ODE) such that both the ODE and its solver are fully differentiable. This model class is highly flexible: the ODE right-hand sides can be a mixture of user-prescribed or white-box" sub-components and neural network orblack-box" sub-components. Using stochastic optimisation, our amortised inference algorithm could seamlessly scale up to massive data collection pipelines (common in labs with robotic automation). Finally, our framework supports interpretability with respect to the underlying dynamics, as well as predictive generalization to unseen combinations of group components (also called ``zero-shot" learning).
We empirically validate our method by predicting the dynamic behaviour of bacteria that were genetically engineered to function as biosensors.

Most modern text-to-speech architectures use a WaveNet vocoder for synthesizing high-fidelity waveform audio, but there have been limitations, such as high inference time, in practical applications due to its ancestral sampling scheme. The recently suggested Parallel WaveNet and ClariNet has achieved real-time audio synthesis capability by incorporating inverse autoregressive flow (IAF) for parallel sampling. However, these approaches require a two-stage training pipeline with a well-trained teacher network and can only produce natural sound by using probability distillation along with heavily-engineered auxiliary loss terms. We propose FloWaveNet, a flow-based generative model for raw audio synthesis. FloWaveNet requires only a single-stage training procedure and a single maximum likelihood loss, without any additional auxiliary terms, and it is inherently parallel due to the characteristics of generative flow. The model can efficiently sample raw audio in real-time, with clarity comparable to previous two-stage parallel models. The code and samples for all models, including our FloWaveNet, are available on GitHub.

We investigate conditions under which test statistics exist that can reliably detect examples, which have been adversarially manipulated in a white-box attack. These statistics can be easily computed and calibrated by randomly corrupting inputs. They exploit certain anomalies that adversarial attacks introduce, in particular if they follow the paradigm of choosing perturbations optimally under p-norm constraints. Access to the log-odds is the only requirement to defend models. We justify our approach empirically, but also provide conditions under which detectability via the suggested test statistics is guaranteed to be effective. In our experiments, we show that it is even possible to correct test time predictions for adversarial attacks with high accuracy.

In this paper, we study a simple and generic framework to tackle the problem of learning model parameters when a fraction of the training samples are corrupted. Our approach is motivated by a simple observation: in a variety of such settings, the evolution of training accuracy (as a function of training epochs) is different for clean samples and bad samples. We propose to iteratively minimize the trimmed loss, by alternating between (a) selecting samples with lowest current loss, and (b) retraining a model on only these samples. Analytically, we characterize the statistical performance and convergence rate of the algorithm for simple and natural linear and non-linear models. Experimentally, we demonstrate its effectiveness in three settings: (a) deep image classifiers with errors only in labels, (b) generative adversarial networks with bad training images, and (c) deep image classifiers with adversarial (image, label) pairs (i.e., backdoor attacks). For the well-studied setting of random label noise, our algorithm achieves state-of-the-art performance without having access to any a-priori guaranteed clean samples.

Predictive performance of machine learning algorithms on related problems can be improved using multitask learning approaches. Rather than performing survival analysis on each data set to predict survival times of cancer patients, we developed a novel multitask approach based on multiple kernel learning (MKL). Our multitask MKL algorithm both works on multiple cancer data sets and integrates cancer-related pathways/gene sets into survival analysis. We tested our algorithm, which is named as Path2MSurv, on the Cancer Genome Atlas data sets analyzing gene expression profiles of 7,655 patients from 20 cancer types together with cancer-specific pathway/gene set collections. Path2MSurv obtained better or comparable predictive performance when compared against random survival forest, survival support vector machine, and single-task variant of our algorithm. Path2MSurv has the ability to identify key pathways/gene sets in predicting survival times of patients from different cancer types.

Deep neural networks are vulnerable to adversarial attacks. The literature is rich with algorithms that can easily craft successful adversarial examples. In contrast, the performance of defense techniques still lags behind. This paper proposes ME-Net, a defense method that leverages matrix estimation (ME). In ME-Net, images are preprocessed using two steps: first pixels are randomly dropped from the image; then, the image is reconstructed using ME. We show that this process destroys the adversarial structure of the noise, while re-enforcing the global structure in the original image. Since humans typically rely on such global structures in classifying images, the process makes the network mode compatible with human perception. We conduct comprehensive experiments on prevailing benchmarks such as MNIST, CIFAR-10, SVHN, and Tiny-ImageNet. Comparing ME-Net with state-of-the-art defense mechanisms shows that ME-Net consistently outperforms prior techniques, improving robustness against both black-box and white-box attacks.

There is a rising interest in studying the robustness of deep neural network classifiers against adversaries, with both advanced attack and defence techniques being actively developed. However, most recent work focuses on discriminative classifiers, which only model the conditional distribution of the labels given the inputs. In this paper, we propose and investigate the deep Bayes classifier, which improves classical naive Bayes with conditional deep generative models. We further develop detection methods for adversarial examples, which reject inputs with low likelihood under the generative model. Experimental results suggest that deep Bayes classifiers are more robust than deep discriminative classifiers, and that the proposed detection methods are effective against many recently proposed attacks.

Distributed data-parallel algorithms aim to accelerate the training of deep neural networks by parallelizing the computation of large mini-batch gradient updates across multiple nodes. Approaches that synchronize nodes using exact distributed averaging (e.g., via All-Reduce) are sensitive to stragglers and communication delays. The PushSum gossip algorithm is robust to these issues, but only performs approximate distributed averaging. This paper studies Stochastic Gradient Push (SGP), which combines PushSum with stochastic gradient updates. We prove that SGP converges to a stationary point of smooth, non-convex objectives at the same sub-linear rate as SGD, that all nodes achieve consensus, and that SGP achieves a linear speedup with respect to the number of compute nodes. Furthermore, we empirically validate the performance of SGP on image classification and machine translation workloads. Our code, attached to the submission, will be made publicly available.

Over the last few years, the phenomenon of \emph{adversarial examples} --- maliciously constructed inputs that fool trained machine learning models --- has captured the attention of the research community, especially when restricted to small modifications of a correctly handled input. Less surprisingly, image classifiers also lack human-level performance on randomly corrupted images, such as images with additive Gaussian noise. In this paper we provide both empirical and theoretical evidence that these are two manifestations of the same underlying phenomenon, and therefore the adversarial robustness and corruption robustness research programs are closely related. This suggests that improving adversarial robustness should go hand in hand with improving performance in the presence of more general and realistic image corruptions. This yields a computationally tractable evaluation metric for defenses to consider: test error in noisy image distributions.

Batch Bayesian optimisation (BO) has been successfully applied to hyperparameter tuning using parallel computing, but it is wasteful of resources: workers that complete jobs ahead of others are left idle. We address this problem by developing an approach, Penalising Locally for Asynchronous Bayesian Optimisation on K Workers (PLAyBOOK), for asynchronous parallel BO. We demonstrate empirically the efficacy of PLAyBOOK and its variants on synthetic tasks and a real-world problem. We undertake a comparison between synchronous and asynchronous BO, and show that asynchronous BO often outperforms synchronous batch BO in both wall-clock time and sample efficiency.

In classification with reject option the classifier is allowed in uncertain cases to abstain from prediction. The classical cost based model of an optimal classifier with reject option requires the cost of rejection to be defined explicitly. An alternative bounded-improvement model, avoiding the notion of the reject cost, seeks for a classifier with a guaranteed selective risk and maximal cover. We prove that both models share the same class of optimal strategies, and we provide an explicit relation between the reject cost and the target risk being the parameters of the two models. An optimal rejection strategy for both models is based on thresholding the conditional risk defined by posterior probabilities which are usually unavailable. We propose a discriminative algorithm learning an uncertainty function which preserves ordering of the input space induced by the conditional risk, and hence can be used to construct optimal rejection strategies. We show experimentally that the proposed algorithm learns better rejection strategies than common plug-in rules and rules based on the distance to the decision boundary.

In this paper, we describe a novel approach to imitation learning that infers latent policies directly from state observations. We introduce a method that characterizes the causal effects of latent actions on observations while simultaneously predicting their likelihood. We then outline an action alignment procedure that leverages a small amount of environment interactions to determine a mapping between the latent and real-world actions. We show that this corrected labeling can be used for imitating the observed behavior, even though no expert actions are given. We evaluate our approach within classic control environments and a platform game and demonstrate that it performs better than standard approaches. Code and videos for this work are available in the supplementary.

While the objective in traditional multi-armed bandit problems is to find the arm with the highest mean, in many settings, finding an arm that best captures information about other arms is of interest. This objective, however, requires learning the underlying correlation structure and not just the means. Sensors placement for industrial surveillance and cellular network monitoring are a few applications, where the underlying correlation structure plays an important role. Motivated by such applications, we formulate the correlated bandit problem, where the objective is to find the arm with the lowest mean-squared error (MSE) in estimating all the arms. To this end, we derive first an MSE estimator based on sample variances/covariances and show that our estimator exponentially concentrates around the true MSE. Under a best-arm identification framework, we propose a successive rejects type algorithm and provide bounds on the probability of error in identifying the best arm. Using minimax theory, we also derive fundamental performance limits for the correlated bandit problem.

Noisy labels are ubiquitous in real-world datasets, which poses a challenge for robustly training deep neural networks (DNNs) as DNNs usually have the high capacity to memorize the noisy labels. In this paper, we find that the test accuracy can be quantitatively characterized in terms of the noise ratio in datasets. In particular, the test accuracy is a quadratic function of the noise ratio in the case of symmetric noise, which explains the experimental findings previously published. Based on our analysis, we apply cross-validation to randomly split noisy datasets, which identifies most samples that have correct labels. Then we adopt the Co-teaching strategy which takes full advantage of the identified samples to train DNNs robustly against noisy labels. Compared with extensive state-of-the-art methods, our strategy consistently improves the generalization performance of DNNs under both synthetic and real-world training noise.

This paper provides a simple procedure to fit generative networks to target distributions, with the goal of a small Wasserstein distance (or other optimal transport costs). The approach is based on two principles: (a) if the source randomness of the network is a continuous distribution (the ``semi-discrete'' setting), then the Wasserstein distance is realized by a deterministic optimal transport mapping; (b) given an optimal transport mapping between a generator network and a target distribution, the Wasserstein distance may be reduced via a regression between the generated data and the mapped target points. The procedure here therefore alternates these two steps, forming an optimal transport and regressing against it, gradually adjusting the generator network towards the target distribution. Mathematically, this approach is shown to both minimize the Wasserstein distance to both the empirical target distribution, and its underlying population counterpart. Empirically, good performance is demonstrated on the training and test sets of MNIST, and Thin-8 datasets. The paper closes with a discussion of the unsuitability of the Wasserstein distance for certain tasks, as has been identified in prior work (Arora et al., 2017; Huang et al., 2017).

Across the social sciences and elsewhere, practitioners frequently have to reason about relationships between random variables, despite lacking joint observations of the variables. This is sometimes called an ``ecological'' inference; given samples from the marginal distributions of the variables, one attempts to infer their joint distribution. The problem is inherently ill-posed, yet only a few models have been proposed for bringing prior information into the problem, often relying on restrictive or unrealistic assumptions and lacking a unified approach. In this paper, we treat the inference problem generally and propose a unified class of models that encompasses some of those previously proposed while including many new ones. Previous work has relied on either relaxation or approximate inference via MCMC, with the latter known to mix prohibitively slowly for this type of problem. Here we instead give a single exact inference algorithm that works for the entire model class via an efficient fixed point iteration called Dykstra's method. We investigate empirically both the computational cost of our algorithm and the accuracy of the new models on real datasets, showing favorable performance in both cases and illustrating the impact of increased flexibility in modeling enabled by this work.

Recent work has used randomization to create classifiers that are provably robust to adversarial perturbations with small L2 norm. However, existing guarantees for such classifiers are unnecessarily loose. In this work we provide the first tight analysis for these "randomized smoothing" classifiers. We then use the method to train an ImageNet classifier with e.g. a provable top-1 accuracy of 59% under adversarial perturbations with L2 norm less than 57/255. No other provable adversarial defense has been shown to be feasible on ImageNet. On the smaller-scale datasets where alternative approaches are viable, randomized smoothing outperforms all alternatives by a large margin. While our specific method can only certify robustness in L2 norm, the empirical success of the approach suggests that provable methods based on randomization are a promising direction for future research into adversarially robust classification.

There are two types of ordinary differential equations (ODEs): initial value problems (IVPs) and boundary value problems (BVPs). While many probabilistic numerical methods for the solution of IVPs have been presented to-date, there exists no efficient probabilistic general-purpose solver for nonlinear BVPs. Our method based on iterated Gaussian process (GP) regression returns a GP posterior over the solution of nonlinear ODEs, which provides a meaningful error estimation via its predictive posterior standard deviation. Our solver is fast (typically of quadratic convergence rate) and the theory of convergence can be transferred from prior non-probabilistic work. Our method performs on par with standard codes for on an established benchmark of test problems.

Model fusion is a fundamental problem in collective machine learning (ML) where independent experts with heterogeneous learning architectures are required to combine expertise to improve predictive performance. This is particularly challenging in information-sensitive domains (e.g., medical records in health-care analytics) where experts do not have access to each other's internal architecture and local data. To address this challenge, this paper presents the first collective model fusion framework for multiple experts with heterogeneous black-box architectures. The proposed method will enable this by addressing the following key issues of how black-box experts interact to understand the predictive behaviors of one another; how these understandings can be represented and shared efficiently among themselves; and how the shared understandings can be combined to generate high-quality consensus prediction. The performance of the resulting framework is analyzed theoretically and demonstrated empirically on several datasets.

Shallow supervised 1-hidden layer neural networks have a number of favorable properties that make them easier to interpret, analyze, and optimize than their deep counterparts, but lack their representational power. Here we use 1-hidden layer learning problems to sequentially build deep networks layer by layer, which can inherit properties from shallow networks. Contrary to previous approaches using shallow networks, we focus on problems where deep learning is reported as critical for success. We thus study CNNs on image classification tasks using the large-scale ImageNet dataset and the CIFAR-10 dataset. Using a simple set of ideas for architecture and training we find that solving sequential 1-hidden-layer auxiliary problems lead to a CNN that exceeds AlexNet performance on ImageNet. Extending this training methodology to construct individual layers by solving 2-and-3-hidden layer auxiliary problems, we obtain an 11-layer network that exceeds several members of the VGG model family on ImageNet, and can train a VGG-11 model to the same accuracy as end-to-end learning. To our knowledge, this is the first competitive alternative to end-to-end training of CNNs that can scale to ImageNet. We illustrate several interesting properties of these models theoretically and conduct a range of experiments to study the properties this training …

Model-based reinforcement learning (RL) has proven to be a data efficient approach for learning control tasks but is difficult to utilize in domains with complex observations such as images. In this paper, we present a method for learning representations that are suitable for iterative model-based policy improvement, in that these representations are optimized for inferring simple dynamics and cost models given the data from the current policy. This enables a model-based RL method based on the linear-quadratic regulator (LQR) to be used for systems with image observations. We evaluate our approach on a suite of robotics tasks, including manipulation tasks on a real Sawyer robot arm directly from images, and we find that our method results in better final performance than other model-based RL methods while being significantly more efficient than model-free RL.

Adversarial examples are inputs to machine learning models designed by an adversary to cause an incorrect output. So far, adversarial examples have been studied most extensively in the image domain. In this domain, adversarial examples can be constructed by imperceptibly modifying images to cause misclassification, and are practical in the physical world. In contrast, current targeted adversarial examples on speech recognition systems have neither of these properties: humans can easily identify the adversarial perturbations, and they are not effective when played over-the-air. This paper makes progress on both of these fronts. First, we develop effectively imperceptible audio adversarial examples (verified through a human study) by leveraging the psychoacoustic principle of auditory masking, while retaining 100% targeted success rate on arbitrary full-sentence targets. Then, we make progress towards physical-world audio adversarial examples by constructing perturbations which remain effective even after applying highly-realistic simulated environmental distortions.

The communication overhead is one of the key challenges that hinders the scalability of distributed optimization algorithms to train large neural networks. In recent years, there has been a great deal of research to alleviate communication cost by compressing the gradient vector or using local updates and periodic model averaging. In this paper, we aim at developing communication-efficient distributed stochastic algorithms for non-convex optimization by effective data replication strategies. In particular, we, both theoretically and practically, show that by properly infusing redundancy to the training data with model averaging, it is possible to significantly reduce the number of communications rounds. To be more precise, for a predetermined level of redundancy, the proposed algorithm samples min-batches from redundant chunks of data from multiple workers in updating local solutions. As a byproduct, we also show that the proposed algorithm is robust to failures. Our empirical studies on CIFAR10 and CIFAR100 datasets in a distributed environment complement our theoretical results.

We develop a generalisation of disentanglement in variational auto-encoders (VAEs)—decomposition of the latent representation—characterising it as the fulfilment of two factors: a) the latent encodings of the data having an appropriate level of overlap, and b) the aggregate encoding of the data conforming to a desired structure, represented through the prior. Decomposition permits disentanglement, i.e. explicit independence between latents, as a special case, but also allows for a much richer class of properties to be imposed on the learnt representation, such as sparsity, clustering, independent subspaces, or even intricate hierarchical dependency relationships. We show that the beta-VAE varies from the standard VAE predominantly in its control of latent overlap and that for the standard choice of an isotropic Gaussian prior, its objective is invariant to rotations of the latent representation. Viewed from the decomposition perspective, breaking this invariance with simple manipulations of the prior can yield better disentanglement with little or no detriment to reconstructions. We further demonstrate how other choices of prior can assist in producing different decompositions and introduce an alternative training objective that allows the control of both decomposition factors in a principled manner.

Data augmentation (DA) is commonly used during model training, as it significantly improves test error and model robustness. DA artificially expands the training set by applying random noise, rotations, crops, or even adversarial perturbations to the input data. Although DA is widely used, its capacity to provably improve robustness is not fully understood. In this work, we analyze the robustness that DA begets by quantifying the margin that DA enforces on empirical risk minimizers. We first focus on linear separators, and then a class of nonlinear models whose labeling is constant within small convex hulls of data points. We present lower bounds on the number of augmented data points required for non-zero margin, and show that commonly used DA techniques may only introduce significant margin after adding exponentially many points to the data set.

Human decision-making underlies all economic behavior. For the past four decades, human decision-making under uncertainty has continued to be explained by theoretical models based on prospect theory, a framework that was awarded the Nobel Prize in Economic Sciences. However, theoretical models of this kind have developed slowly, and robust, high-precision predictive models of human decisions remain a challenge. While machine learning is a natural candidate for solving these problems, it is currently unclear to what extent it can improve predictions obtained by current theories. We argue that this is mainly due to data scarcity, since noisy human behavior requires massive sample sizes to be accurately captured by off-the-shelf machine learning methods. To solve this problem, what is needed are machine learning models with appropriate inductive biases for capturing human behavior, and larger datasets. We offer two contributions towards this end: first, we construct “cognitive model priors” by pretraining neural networks with synthetic data generated by cognitive models (i.e., theoretical models developed by cognitive psychologists). We find that fine-tuning these networks on small datasets of real human decisions results in unprecedented state-of-the-art improvements on two benchmark datasets. Second, we present the first large-scale dataset for human decision-making, containing over 240,000 human …

The weight initialization and the activation function of deep neural networks have a crucial impact on the performance of the training procedure. An inappropriate selection can lead to the loss of information of the input during forward propagation and the exponential vanishing/exploding of gradients during back-propagation. Understanding the theoretical properties of untrained random networks is key to identifying which deep networks may be trained successfully as recently demonstrated by Samuel et al. (2017) who showed that for deep feedforward neural networks only a specific choice of hyperparameters known as the `Edge of Chaos' can lead to good performance. While the work by Samuel et al. (2017) discuss trainability issues, we focus here on training acceleration and overall performance. We give a comprehensive theoretical analysis of the Edge of Chaos and show that we can indeed tune the initialization parameters and the activation function in order to accelerate the training and improve the performance.

In importance sampling (IS)-based reinforcement learning algorithms such as Proximal Policy Optimization (PPO), IS weights are typically clipped to avoid large variance in learning. However, policy update from clipped statistics induces large bias in tasks with high action dimensions, and bias from clipping makes it difficult to reuse old samples with large IS weights. In this paper, we consider PPO, a representative on-policy algorithm, and propose its improvement by dimension-wise IS weight clipping which separately clips the IS weight of each action dimension to avoid large bias and adaptively controls the IS weight to bound policy update from the current policy. This new technique enables efficient learning for high action-dimensional tasks and reusing of old samples like in off-policy learning to increase the sample efficiency. Numerical results show that the proposed new algorithm outperforms PPO and other RL algorithms in various Open AI Gym tasks.

We identify a new variational inference scheme for dynamical systems whose transition function is modelled by a Gaussian process. Inference in this setting has, so far, either employed computationally intensive MCMC methods, or relied on factorisations of the variational posterior. As we demonstrate in our experiments, the factorisation between latent system states and transition function can lead to a miscalibrated posterior and to learning unnecessarily large noise terms. We eliminate this factorisation by explicitly modelling the dependence between the states and the low-rank representation of our Gaussian process posterior. Samples of the latent states can then be tractably generated by conditioning on this representation. The method we obtain gives better predictive performance and more calibrated estimates of the transition function, yet maintains the same time and space complexities as mean-field methods.

We study the estimation of the mutual information I(X;Tℓ) between the input X to a deep neural network (DNN) and the output vector Tℓ of its ℓ-th hidden layer (an “internal representation”). Focusing on feedforward networks with fixed weights and noisy internal representations, we develop a rigorous framework for accurate estimation of I(X;Tℓ). By relating I(X;Tℓ) to information transmission over additive white Gaussian noise channels, we reveal that compression, i.e. reduction in I(X;Tℓ) over the course of training, is driven by progressive geometric clustering of the representations of samples from the same class. Experimental results verify this connection. Finally, we shift focus to purely deterministic DNNs, where I(X;Tℓ) is provably vacuous, and show that nevertheless, these models also cluster inputs belonging to the same class. The binning-based approximation of I(X;T_ℓ) employed in past works to measure compression is identified as a measure of clustering, thus clarifying that these experiments were in fact tracking the same clustering phenomenon. Leveraging the clustering perspective, we provide new evidence that compression and generalization may not be causally related and discuss potential future research ideas.

Making decisions requires information relevant to the task at hand. Many real-life decision-making situations allow further relevant information to be acquired at a specific cost. For example, in assessing the health status of a patient we may decide to take additional measurements such as diagnostic tests or imaging scans before making a final assessment. Acquiring more relevant information enables better decision making, but may be costly. How can we trade off the desire to make good decisions by acquiring further information with the cost of performing that acquisition?

To this end, we propose a principled framework, named EDDI (Efficient Dynamic Discovery of high-value Information), based on the theory of Bayesian experimental design. In EDDI we propose a novel \emph{partial variational autoencoder} (Partial VAE), to efficiently handle missing data with different missing patterns. EDDI combines this Partial VAE with an acquisition function that maximizes expected information gain on a set of target variables. EDDI is efficient and demonstrates that dynamic discovery of high-value information is possible; we show cost reduction at the same decision quality and improved decision quality at the same cost in benchmarks and two health-care applications. We are confident that there is great potential for realizing these gains …

Solving for adversarial examples with projected gradient descent has been demonstrated to be highly effective in fooling the neural network based classifiers. However, in the black-box setting, the attacker is limited only to the query access to the network and solving for a successful adversarial example becomes much more difficult. To this end, recent methods aim at estimating the true gradient signal based on the input queries but at the cost of excessive queries.

We propose an efficient discrete surrogate to the optimization problem which does not require estimating the gradient and consequently becomes free of the first order update hyperparameters to tune. Our experiments on Cifar-10 and ImageNet show the state of the art black-box attack performance with significant reduction in the required queries compared to a number of recently proposed methods.

Stochastic differential equations are an important modeling class in many disciplines. Consequently, there exist many methods relying on various discretization and numerical integration schemes. In this paper, we propose a novel, probabilistic model for estimating the drift and diffusion given noisy observations of the underlying stochastic system. Using state-of-the-art adversarial and moment matching inference techniques, we avoid the discretization schemes of classical approaches. This leads to significant improvements in parameter accuracy and robustness given random initial guesses. On four commonly used benchmark systems, we demonstrate the performance of our algorithms compared to state-of-the-art solutions based on extended Kalman filtering and Gaussian processes.

Modern machine learning methods often require more data for training than a single expert can provide. Therefore, it has become a standard procedure to collect data from external sources, e.g. via crowdsourcing. Unfortunately, the quality of these sources is not always guaranteed. As additional complications, the data might be stored in a distributed way, or might even have to remain private. In this work, we address the question of how to learn robustly in such scenarios. Studying the problem through the lens of statistical learning theory, we derive a procedure that allows for learning from all available sources, yet automatically suppresses irrelevant or corrupted data. We show by extensive experiments that our method provides significant improvements over alternative approaches from robust statistics and distributed optimization.

We consider design problems wherein the goal is to maximize or specify the value of one or more properties of interest. For example, in protein design, one may wish to find the protein sequence which maximizes its fluorescence. We assume access to one or more black box stochastic "oracle" predictive functions, each of which maps from an input (e.g., protein sequences or images) design space to a distribution over a property of interest (e.g., protein fluorescence or image content). Given such stochastic oracles, our problem is to find an input that best achieves our goal. At first glance, this problem can be framed as one of optimizing the oracle with respect to the input. However, in most real world settings, the oracle will not exactly capture the ground truth, and critically, may catastrophically fail to do so in extrapolation space. Thus, we frame the goal as one modelling the density of some original set of training data (e.g., a set of real protein sequences), and then conditioning this distribution on the desired properties, which yields an annealed adaptive sampling method which is also well-suited to rare conditioning events. We demonstrate experimentally that our approach outperforms other recently presented methods for …

Physical construction---the ability to compose objects, subject to physical dynamics, in order to serve some function---is fundamental to human intelligence. Here we introduce a suite of challenging physical construction tasks inspired by how children play with blocks, such as matching a target configuration, stacking and attaching blocks to connect objects together, and creating shelter-like structures over target objects. We then examine how a range of modern deep reinforcement learning agents fare on these challenges, and introduce several new approaches which provide superior performance. Our results show that agents which use structured representations (e.g., objects and scene graphs) and structured policies (e.g., object-centric actions) outperform those which use less structured representations, and generalize better beyond their training. Agents which use model-based planning via Monte-Carlo Tree Search also outperform strictly model-free agents in our most challenging construction problems. We conclude that approaches which combine structured representations and reasoning with powerful learning are a key path toward agents that can perform complex construction behaviors.

Hyperbolic space is a geometry that is known to be well-suited for representation learning of data with an underlying hierarchical structure. In this paper, we present a novel hyperbolic distribution called \textit{pseudo-hyperbolic Gaussian}, a Gaussian-like distribution on hyperbolic space whose density can be evaluated analytically and differentiated with respect to the parameters. Our distribution enables the gradient-based learning of the probabilistic models on hyperbolic space that could never have been considered before. Also, we can sample from this hyperbolic probability distribution without resorting to auxiliary means like rejection sampling. As applications of our distribution, we develop a hyperbolic-analog of variational autoencoder and a method of probabilistic word embedding on hyperbolic space. We demonstrate the efficacy of our distribution on various datasets including MNIST, Atari 2600 Breakout, and WordNet.

Understanding the behavior of stochastic gradient descent (SGD) in the context of deep neural networks has raised lots of concerns recently. Along this line, we study a general form of gradient based optimization dynamics with unbiased noise, which unifies SGD and standard Langevin dynamics. Through investigating this general optimization dynamics, we analyze the behavior of SGD on escaping from minima and its regularization effects. A novel indicator is derived to characterize the efficiency of escaping from minima through measuring the alignment of noise covariance and the curvature of loss function. Based on this indicator, two conditions are established to show which type of noise structure is superior to isotropic noise in term of escaping efficiency. We further show that the anisotropic noise in SGD satisfies the two conditions, and thus helps to escape from sharp and poor minima effectively, towards more stable and flat minima that typically generalize well. We systematically design various experiments to verify the benefits of the anisotropic noise, compared with full gradient descent plus isotropic diffusion (i.e. Langevin dynamics).

The code for reproducibility is provided in the Supplementary Materials.

A typical audio signal processing pipeline includes multiple disjoint analysis stages, including calculation of a time-frequency representation followed by spectrogram-based feature analysis. We show how time-frequency analysis and nonnegative matrix factorisation can be jointly formulated as a spectral mixture Gaussian process model with nonstationary priors over the amplitude variance parameters. Further, we formulate this nonlinear model's state space representation, making it amenable to infinite-horizon Gaussian process regression with approximate inference via expectation propagation, which scales linearly in the number of time steps and quadratically in the state dimensionality. By doing so, we are able to process audio signals with hundreds of thousands of data points. We demonstrate, on various tasks with empirical data, how this inference scheme outperforms more standard techniques that rely on extended Kalman filtering.

The issue of disagreements amongst human experts is a ubiquitous one in both machine learning and medicine. In medicine, this often corresponds to doctor disagreements on a patient diagnosis. In this work, we show that machine learning models can be successfully trained to give uncertainty scores to data instances that result in high expert disagreements. In particular, they can identify patient cases that would benefit most from a medical second opinion. Our central methodological finding is that Direct Uncertainty Prediction (DUP), training a model to predict an uncertainty score directly from the raw patient features, works better than Uncertainty Via Classification, the two step process of training a classifier and postprocessing the output distribution to give an uncertainty score. We show this both with a theoretical result, and on extensive evaluations on a large scale medical imaging application.

What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections. We examine the approach of first performing factorization in the compressed domain, and then reconstructing the original high-dimensional factors from the recovered (compressed) factors. In both the matrix and tensor settings, we establish conditions under which this natural approach will provably recover the original factors. While it is well-known that random projections preserve a number of geometric properties of a dataset, our work can be viewed as showing that they can also preserve certain solutions of non-convex, NP-Hard problems like non-negative matrix factorization. We support these theoretical results with experiments on synthetic data and demonstrate the practical applicability of compressed factorization on real-world gene expression and EEG time series datasets.

A rapidly growing area of work has studied the existence of adversarial examples, datapoints which have been perturbed to fool a classifier, but the vast majority of these works have focused primarily on threat models defined by L-p norm-bounded perturbations. In this paper, we propose a new threat model for adversarial attacks based on the Wasserstein distance. In the image classification setting, such distances measure the cost of moving pixel mass, which naturally cover "standard" image manipulations such as scaling, rotation, translation, and distortion (and can potentially be applied to other settings as well). To generate Wasserstein adversarial examples, we develop a procedure for projecting onto the Wasserstein ball, based upon a modified version of the Sinkhorn iteration. The resulting algorithm can successfully attack image classification models, bringing traditional CIFAR10 models down to 3% accuracy within a Wasserstein ball with radius 0.1 (i.e., moving 10% of the image mass 1 pixel), and we demonstrate that PGD-based adversarial training can improve this adversarial accuracy to 76%. In total, this work opens up a new direction of study in adversarial robustness, more formally considering convex metrics that accurately capture the invariances that we typically believe should exist in classifiers.

Finding multiple distinct solutions for a particular task is a challenging problem for reinforcement learning algorithms. In this work, we present a reinforcement learning algorithm that can find a variety of policies (novel policies) for a task that is given by a task reward function. Our method does this by creating a second reward function that recognizes previously seen state sequences and rewards those by novelty. Novelty is measured using autoencoders that have been trained on state sequences from previously discovered policies. We present a two-objective update technique for policy gradient algorithms that each update of the policy is a compromise between improving the task reward and improving the novelty reward. Using this method, we end up with a collection of policies that solves a given task as well as carrying out action sequences that are distinct from one another. We demonstrate this method on maze navigation tasks, a reaching task for a simulated robot arm, and a locomotion task for a hopper. We also demonstrate the effectiveness of our approach on deceptive tasks in which policy gradient methods often get stuck.

Owing to the extremely high expressive power of deep neural networks, their side effect is to totally memorize training data even when the labels are extremely noisy. To overcome overfitting on the noisy labels, we propose a novel robust training method called SELFIE. Our key idea is to selectively refurbish and exploit unclean samples that can be corrected with high precision, thereby gradually increasing the number of available training samples. Taking advantage of this design, SELFIE effectively prevents the risk of noise accumulation from the false correction and fully exploits the training data. To validate the superiority of SELFIE, we conducted extensive experimentation using three data sets simulated with varying noise rates. The result showed that SELFIE remarkably improved absolute test error by up to 10.5 percentage points compared with two state-of-the-art robust training methods.

While meta reinforcement learning (Meta-RL) methods have achieved remarkable success, obtaining correct and low variance estimates for policy gradients remains a significant challenge. In particular, estimating a large Hessian, poor sample efficiency and unstable training continue to make Meta-RL difficult. We propose a surrogate objective function named, Tamed MAML (TMAML), that adds control variates into gradient estimation via automatic differentiation. TMAML improves the quality of gradient estimation by reducing variance without introducing bias. We further propose a version of our method that extends the meta-learning framework to learning the control variates themselves, enabling efficient learning from a distribution of MDPs. We empirically compare our approach with MAML and other variance-bias trade-off methods including DICE, LVC, and action-dependent control variates. Our approach is easy to implement and outperforms existing methods in terms of the variance and accuracy of gradient estimation, ultimately yielding higher performance across a variety of challenging Meta-RL environments.

We introduce a novel approach, requiring only mild assumptions, for the characterization of deep neural networks at initialization. Our approach applies both to fully-connected and convolutional networks and easily incorporates batch normalization and skip-connections. Our key insight is to consider the evolution with depth of statistical moments of signal and noise, thereby characterizing the presence of pathologies in the hypothesis space encoded by the choice of hyperparameters. We establish: (i) for feedforward networks with and without batch normalization, depth multiplicativity inevitably leads to ill-behaved moments and pathologies; (ii) for residual networks with batch normalization, on the other hand, identity skip-connections induce power-law rather than exponential behaviour, leading to well-behaved moments and no pathology.

We introduce a new model for online ranking in which the click probability factors into an examination and attractiveness function and the attractiveness function is a linear function of a feature vector and an unknown parameter. Only relatively mild assumptions are made on the examination function. A novel algorithm for this setup is analysed, showing that the dependence on the number of items is replaced by a dependence on the dimension, allowing the new algorithm to handle a large number of items. When reduced to the orthogonal case, the regret of the algorithm improves on the state-of-the-art.

Generative flows are attractive because they admit exact likelihood optimization and efficient image synthesis. Recently, Kingma & Dhariwal (2018) demonstrated with Glow that generative flows are capable of generating high quality images. We generalize the 1 × 1 convolutions proposed in Glow to invertible d × d convolutions, which are more flexible since they operate on both channel and spatial axes. We propose two methods to produce invertible convolutions, that have receptive fields identical to standard convolutions: Emerging convolutions are obtained by chaining specific autoregressive convolutions, and periodic convolutions are decoupled in the frequency domain. Our experiments show that the flexibility of d × d convolutions significantly improves the performance of generative flow models on galaxy images, CIFAR10 and ImageNet.

Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables to the model. Previous work in the DGP model has introduced noise additively, and used variational inference with a combination of sparse Gaussian processes and mean-field Gaussians for the approximate posterior. Additive noise attenuates the signal, and the Gaussian form of variational distribution may lead to an inaccurate posterior. We instead incorporate noisy variables as latent covariates, and propose a novel importance-weighted objective, which leverages analytic results and provides a mechanism to trade off computation for improved accuracy. Our results demonstrate that the importance-weighted objective works well in practice and consistently outperforms classical variational inference, especially for deeper models.

We present Zeno, a technique to make distributed machine learning, particularly Stochastic Gradient Descent (SGD), tolerant to an arbitrary number of faulty workers. This generalizes previous results that assumed a majority of non-faulty nodes; we need assume only one non-faulty worker. Our key idea is to suspect workers that are potentially defective. Since this is likely to lead to false positives, we use a ranking-based preference mechanism. We prove the convergence of SGD for non-convex problems under these scenarios. Experimental results show that Zeno outperforms existing approaches.

Dual Principal Component Pursuit (DPCP) is a recently proposed non-convex optimization based method for learning subspaces of high relative dimension from noiseless datasets contaminated by as many outliers as the square of the number of inliers. Experimentally, DPCP has proved to be robust to noise and outperform the popular RANSAC on 3D vision tasks such as road plane detection and relative poses estimation from three views. This paper extends the global optimality and convergence theory of DPCP to the case of data corrupted by noise, and further demonstrates its robustness using synthetic and real data.

In this paper, we explore the clean-label poisoning attacks on neural networks with no access to neither the networks' output nor its parameters. We deal with the case of transfer learning, where the network is initialized from a pre-trained model on a certain dataset and only its last layer is re-trained on the targeted dataset. The task is to make the re-trained model classify the target image into a target class. To achieve this goal, we generate multiple poison images from the target class by adding small perturbations on the clean images. These poison images form a convex hull of the target image in the feature space, with guarantees the target image to be mis-classified when the requirement is perfectly satisfied.

Deep neural networks are typically highly over-parameterized with pruning techniques able to remove a significant fraction of network parameters with little loss in accuracy. Recently, techniques based on dynamic re-allocation of non-zero parameters have emerged for training sparse networks directly without having to train a large dense model beforehand. We present a parameter re-allocation scheme that addresses the limitations of previous methods such as their high computational cost and the fixed number of parameters they allocate to each layer. We investigate the performance of these dynamic re-allocation methods in deep convolutional networks and show that our method outperforms previous static and dynamic parameterization methods, yielding the best accuracy for a given number of training parameters, and performing on par with networks obtained by iteratively pruning a trained dense model. We further investigated the mechanisms underlying the superior performance of the resulting sparse networks. We found that neither the structure, nor the initialization of the sparse networks discovered by our parameter reallocation scheme are sufficient to explain their superior generalization performance. Rather, it is the continuous exploration of different sparse network structures during training that is critical to effective learning. We show that it is more fruitful to explore these structural …

In this paper we derive new concentration inequalities for the conditional value at risk (CVaR) of a random variable, and compare them to the previous state of the art (Brown, 2007). We show analytically that our lower bound is strictly tighter than Brown's, and empirically that this difference is significant. While our upper bound may be looser than Brown's in some cases, we show empirically that in most cases our bound is significantly tighter. After discussing when each upper bound is superior, we conclude with empirical results which suggest that both of our bounds will often be significantly tighter than Brown's.

We present a novel techniques for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for computationally expensive models. Previous research has shown that BQ offers sample efficiency superior to Monte Carlo in computing the evidence of an individual model. However, applying BQ directly to model comparison may waste computation producing an overly-accurate estimate for the evidence of a clearly poor model. We propose an automated and efficient algorithm for computing the most-relevant quantity for model selection: the posterior probability of a model. Our technique maximize the mutual information between this quantity and observations of the models' likelihoods, yielding efficient acquisition of samples across disparate model spaces when likelihood observations are limited. Our method produces more-accurate model posterior estimates using fewer model likelihood evaluations than standard Bayesian quadrature and Monte Carlo estimators, as we demonstrate on synthetic and real-world examples.

Generative adversarial networks (GANs) are a class of deep generative models which aim to learn a target distribution in an unsupervised fashion. While they were successfully applied to many problems, training a GAN is a notoriously challenging task and requires a significant amount of hyperparameter tuning, neural architecture engineering, and a non-trivial amount of ``tricks". The success in many practical applications coupled with the lack of a measure to quantify the failure modes of GANs resulted in a plethora of proposed losses, regularization and normalization schemes, as well as neural architectures. In this work we take a sober view of the current state of GANs from a practical perspective. We discuss common pitfalls and reproducibility issues, open-source our code on Github, and provide pre-trained models on TensorFlow Hub.

Encoder-decoder networks using convolutional neural network (CNN) architecture have been extensively used in deep learning literatures thanks to its excellent performance for various inverse problems in computer vision, medical imaging, etc. However, it is still difficult to obtain coherent geometric view why such an architecture gives the desired performance. Inspired by recent theoretical understanding on generalizability, expressivity and optimization landscape of neural networks, as well as the theory of convolutional framelets, here we provide a unified theoretical framework that leads to a better understanding of geometry of encoder-decoder CNNs. Our unified mathematical framework shows that encoder-decoder CNN architecture is closely related to nonlinear basis representation using combinatorial convolution frames, whose expressibility increases exponentially with the network depth. We also demonstrate the importance of skipped connection in terms of expressibility, and optimization landscape.

Off-policy evaluation is the problem of estimating the value of a target policy using data collected under a different policy. Given a base estimator for bandit off-policy evaluation and a parametrized class of control variates, we address the problem of computing a control variate in that class that reduces the risk of the base estimator. We derive the population risk as a function of the class parameters and we establish conditions that guarantee risk improvement. We present our main results in the context of multi-armed bandits, and we propose a simple design for contextual bandits that gives rise to an estimator that is shown to perform well in multi-class cost-sensitive classification datasets.

Exploration has been a long standing problem in both model-based and model-free learning methods for sensorimotor control. There have been major advances in recent years demonstrated in noise-free, non-stochastic domains such as video games and simulation. However, most of the current formulations get stuck when there are stochastic dynamics. In this paper, we propose a formulation for exploration inspired from the work in active learning literature. Specifically, we train an ensemble of dynamics models and incentivize the agent to maximize the disagreement or variance of those ensembles. We show that this formulation works as well as other formulations in non-stochastic scenarios, and is able to explore better in scenarios with stochastic-dynamics. Further, we show that this objective can be leveraged to perform differentiable policy optimization. This leads to a sample efficient exploration policy. We show experiments on a large number of standard environments to demonstrate the efficacy of this approach. Furthermore, we implement our exploration algorithm on a real robot which learns to interact with objects completely from scratch. Project videos are in supplementary.

Powerful adversarial attack methods are vital for understanding how to construct robust deep neural networks (DNNs) and for thoroughly testing defense techniques. In this paper, we propose a black-box adversarial attack algorithm that can defeat both vanilla DNNs and those generated by various defense techniques developed recently. Instead of searching for an "optimal" adversarial example for a benign input to a targeted DNN, our algorithm finds a probability density distribution over a small region centered around the input, such that a sample drawn from this distribution is likely an adversarial example, without the need of accessing the DNN's internal layers or weights. Our approach is universal as it can successfully attack different neural networks by a single algorithm. It is also strong; according to the testing against 2 vanilla DNNs and 13 defended ones, it outperforms state-of-the-art black-box or white-box attack methods for most test cases. Additionally, our results reveal that adversarial training remains one of the best defense techniques, and the adversarial examples are not as transferable across defended DNNs as them across vanilla DNNs.

Random Matrix Theory (RMT) is applied to analyze the weight matrices of Deep Neural Networks (DNNs), including both production quality, pre-trained models such as AlexNet and Inception, and smaller models trained from scratch, such as LeNet5 and a miniature-AlexNet. Empirical and theoretical results clearly indicate that the empirical spectral density (ESD) of DNN layer matrices displays signatures of traditionally-regularized statistical models, even in the absence of exogenously specifying traditional forms of regularization, such as Dropout or Weight Norm constraints. Building on recent results in RMT, most notably its extension to Universality classes of Heavy-Tailed matrices, we develop a theory to identify \emph{5+1 Phases of Training}, corresponding to increasing amounts of \emph{Implicit Self-Regularization}. For smaller and/or older DNNs, this Implicit Self-Regularization is like traditional Tikhonov regularization, in that there is a ``size scale'' separating signal from noise. For state-of-the-art DNNs, however, we identify a novel form of \emph{Heavy-Tailed Self-Regularization}, similar to the self-organization seen in the statistical physics of disordered systems. This implicit Self-Regularization can depend strongly on the many knobs of the training process. By exploiting the generalization gap phenomena, we demonstrate that we can cause a small model to exhibit all 5+1 phases of training simply by changing the …

Motivated by the phenomenon that companies introduce new products to keep abreast with customers' rapidly changing tastes, we consider a novel online learning setting where a profit-maximizing seller needs to learn customers' preferences through offering recommendations, which may contain existing products and new products that are launched in the middle of a selling period. We propose a sequential multinomial logit (SMNL) model to characterize customers' behavior when product recommendations are presented in tiers. For the offline version with known customers' preferences, we propose a polynomial-time algorithm and characterize the properties of the optimal tiered product recommendation. For the online problem, we propose a learning algorithm and quantify its regret bound. Moreover, we extend the setting to incorporate a constraint which ensures every new product is learned to a given accuracy. Our results demonstrate the tier structure can be used to mitigate the risks associated with learning new products.

Leveraging on the convexity of the Lasso problem, screening rules help in accelerating solvers by discarding irrelevant variables, during the optimization process. However, because they provide better theoretical guarantees in identifying relevant variables, several non-convex regularizers for the Lasso have been proposed in the literature. This work is the first that introduces a screening rule strategy into a non-convex Lasso solver. The approach we propose is based on a iterative majorization-minimization (MM) strategy that includes a screening rule in the inner solver and a condition for propagating screened variables between iterations of MM. In addition to improve efficiency of solvers, we also provide guarantees that the inner solver is able to identify the zeros components of its critical point in finite time. Our experimental analysis illustrates the significant computational gain brought by the new screening rule compared to classical coordinate-descent or proximal gradient descent methods.

The olfactory system employs an ensemble of odorant receptors (ORs) to sense odorants and to derive olfactory percepts. We trained artificial neural networks to represent the chemical space of odorants and used that representation to predict human olfactory percepts. We hypothesized that ORs may be considered 3D convolutional filters that extract molecular features and can be trained using machine learning methods. First, we trained a convolutional autoencoder, called DeepNose, to deduce a low-dimensional representation of odorant molecules which were represented by their 3D spatial structure. Next, we tested the ability of DeepNose features in predicting physical properties and odorant percepts based on 3D molecular structure alone. We found that despite the lack of human expertise, DeepNose features led to predictions of both physical properties and perceptions of comparable accuracy to molecular descriptors often used in computational chemistry, such as Dragon descriptors. We propose that DeepNose network can extract de novo chemical features predictive of various bioactivities and can help understand the factors influencing the composition of ORs ensemble.

We propose an intriguingly simple method for the construction of adversarial images in the black-box setting. In constrast to the white-box scenario, constructing black-box adversarial images has the additional constraint on query budget, and efficient attacks remain an open problem to date. With only the mild assumption of requiring continuous-valued confidence scores, our highly query-efficient algorithm utilizes the following simple iterative principle: we randomly sample a vector from a predefined orthonormal basis and either add or subtract it to the target image. Despite its simplicity, the proposed method can be used for both untargeted and targeted attacks -- resulting in previously unprecedented query efficiency in both settings. We demonstrate the efficacy and efficiency of our algorithm on several real world settings including the Google Cloud Vision API. We argue that our proposed algorithm should serve as a strong baseline for future black-box attacks, in particular because it is extremely fast and its implementation requires less than 20 lines of PyTorch code.

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience, several major challenges preclude their practicality. Current methods rely heavily on on-policy experience, limiting their sample efficiency, and lack mechanisms to reason about task uncertainty when identifying and learning new tasks, limiting their effectiveness in sparse reward problems. In this paper, we aim to address these challenges by developing an off-policy meta-RL algorithm based on online latent task inference. Our method can be interpreted as an implementation of online probabilistic filtering of latent task variables to infer how to solve a new task from small amounts of experience. This probabilistic interpretation also enables posterior sampling for structured exploration. Our method outperforms prior algorithms in asymptotic performance and sample efficiency on several meta-RL benchmarks.

The generative adversarial network (GAN) has received considerable attention recently as a model for data synthesis, without an explicit specification of a likelihood function. There has been commensurate interest in leveraging likelihood estimates to improve GAN training. To enrich the understanding of this fast-growing yet almost exclusively heuristic-driven subject, we elucidate the theoretical roots of some of the empirical attempts to stabilize and improve GAN training with the introduction of likelihoods. We highlight new insights from variational theory of diffusion processes to derive a likelihood-based regularizing scheme for GAN training, and present a novel approach to train GANs with an unnormalized distribution instead of empirical samples. To substantiate our claims, we provide experimental evidence on how our theoretically-inspired new algorithms improve upon current practice.

The last few years have seen a staggering number of empirical studies of the robustness of neural networks in a model of adversarial perturbations of their inputs. Most rely on an adversary which carries out local modifications within prescribed balls. None however has so far questioned the broader picture: how to frame a \textit{resource-bounded} adversary so that it can be \textit{severely detrimental} to learning, a non-trivial problem which entails at a minimum the choice of loss and classifiers.

We suggest a formal answer for losses that satisfy the minimal statistical requirement of being \textit{proper}. We pin down a simple sufficient property for any given class of adversaries to be detrimental to learning, involving a central measure of ``harmfulness'' which generalizes the well-known class of integral probability metrics. A key feature of our result is that it holds for \textit{all} proper losses, and for a popular subset of these, the optimisation of this central measure appears to be \textit{independent of the loss}. When classifiers are Lipschitz -- a now popular approach in adversarial training --, this optimisation resorts to \textit{optimal transport} to make a low-budget compression of class marginals. Toy experiments reveal a finding recently separately observed: training against a sufficiently …

Bayesian nonparametric approaches, in particular the Pitman-Yor process and the associated two-parameter Chinese Restaurant process, have been successfully used in applications where the data exhibit a power-law behavior. Examples include natural language processing, natural images or networks. There is also growing empirical evidence that some datasets exhibit a two-regime power-law behavior: one regime for small frequencies, and a second regime, with a different exponent, for high frequencies. In this paper, we introduce a class of completely random measures which are doubly regularly-varying. Contrary to the Pitman-Yor process, we show that when completely random measures in this class are normalized to obtain random probability measures and associated random partitions, such partitions exhibit a double power-law behavior. We discuss in particular three models within this class: the beta prime process (Broderick et al. (2015, 2018), a novel process call generalized BFRY process, and a mixture construction. We derive efficient Markov chain Monte Carlo algorithms to estimate the parameters of these models. Finally, we show that the proposed models provide a better fit than the Pitman-Yor process on various datasets.

Maximum weight matching is one of the most fundamental combinatorial optimization problems with a wide range of applications in data mining and bioinformatics. Developing distributed weighted matching algorithms has been challenging due to the sequential nature of efficient algorithms for this problem. In this paper, we develop a simple distributed algorithm for the problem on general graphs with approximation guarantee of 2 + eps that (nearly) matches that of the sequential greedy algorithm. A key advantage of this algorithm is that it can be easily implemented in only two rounds of computation in modern parallel computation frameworks such as MapReduce. We also demonstrate the efficiency of our algorithm in practice on various graphs (some with half a trillion edges) by achieving objective values always close to what is achievable in the centralized setting.

We introduce Act2Vec, a general framework for learning context-based action representation for Reinforcement Learning. Representing actions in a vector space help reinforcement learning algorithms achieve better performance by grouping similar actions and utilizing relations between different actions. We show how prior knowledge of an environment can be extracted from demonstrations and injected into action vector representations that encode natural compatible behavior. We then use these for augmenting state representations as well as improving function approximation of Q-values. We visualize and test action embeddings in three domains including a drawing task, a high dimensional navigation task, and the large action space domain of StarCraft II.

We show that standard ResNet architectures can be made invertible, allowing the same model to be used for classification, density estimation, and generation. Typically, enforcing invertibility requires partitioning dimensions or restricting network architectures. In contrast, our approach only requires adding a simple normalization step during training, already available in standard frameworks. Invertible ResNets define a generative model which can be trained by maximum likelihood on unlabeled data. To compute likelihoods, we introduce a tractable approximation to the Jacobian log-determinant of a residual block. Our empirical evaluation shows that invertible ResNets perform competitively with both state-of-the-art image classifiers and flow-based generative models, something that has not been previously achieved with a single architecture.

Zero-Shot Learning (ZSL) aims at classifying unlabeled objects by leveraging auxiliary knowledge, such as semantic representations. A limitation of previous approaches is that only intrinsic properties of objects, e.g. their visual appearance, are taken into account while their context, e.g. the surrounding objects in the image, is ignored. Following the intuitive principle that objects tend to be found in certain contexts but not others, we propose a new and challenging approach, context-aware ZSL, that leverages semantic representations in a new way to model the conditional likelihood of an object to appear in a given context. Finally, through extensive experiments conducted on Visual Genome, we show that contextual information can substantially improve the standard ZSL approach and is robust to unbalanced classes.

Causal effect identification is the task of determining whether a causal distribution is computable from the combination of an observational distribution and substantive knowledge about the domain under investigation. One of the most studied versions of this problem assumes that knowledge is articulated in the form of a fully known causal diagram, which is arguably a strong assumption in many settings. In this paper, we relax this requirement and consider that the knowledge is articulated in the form of an equivalence class of causal diagrams, in particular, a partial ancestral graph (PAG). This is attractive because a PAG can be learned directly from data, and the data scientist does not need to commit to a particular, unique diagram. There are different sufficient conditions for identification in PAGs, but none is complete. We derive a complete algorithm for identification given a PAG. This implies that whenever the causal effect is identifiable, the algorithm returns a valid identification expression; alternatively, it will throw a failure condition, which means that the effect is provably not identifiable (unless stronger assumptions are made). We further provide a graphical characterization of non-identifiability of causal effects in PAGs.

Unsupervised model transfer has the potential to greatly improve the generalizability of deep models to novel domains. Yet the current literature assumes that the separation of target data into distinct domains is known a priori. In this paper, we propose the task of Domain-Agnostic Learning (DAL): How to transfer knowledge from a labeled source domain to unlabeled data from arbitrary target domains? To tackle this problem, we devise a novel Deep Adversarial Disentangled Autoencoder (DADA) capable of disentangling domain-specific features from class identity. We demonstrate experimentally that when the target domain labels are unknown, DADA leads to state-of-the-art performance on several image classification datasets.

Non-convex optimization is ubiquitous in machine learning. Majorization-Minimization (MM) is a powerful iterative procedure for optimizing non-convex functions that works by optimizing a sequence of bounds on the function. In MM, the bound at each iteration is required to touch the objective function at the optimizer of the previous bound. We show that this touching constraint is unnecessary and overly restrictive. We generalize MM by relaxing this constraint, and propose a new optimization framework, named Generalized Majorization-Minimization (G-MM), that is more flexible. For instance, G-MM can incorporate application-specific biases into the optimization procedure without changing the objective function. We derive G-MM algorithms for several latent variable models and show empirically that they consistently outperform their MM counterparts in optimizing non-convex objectives. In particular, G-MM algorithms appear to be less sensitive to initialization.

We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and interchangeable Dirichlet process priors to learn the structure. The introduction of the Dirichlet process as a specific structural prior allows our model to circumvent issues associated with previous Gaussian process latent variable models. Inference is performed by deriving an efficient variational bound on the marginal log-likelihood of the model. We demonstrate the efficacy of our approach via analysis of discovered structure and superior quantitative performance on missing data imputation.

An important property for lifelong-learning agents is the ability to combine existing skills to solve new unseen tasks. In general, however, it is unclear how to compose existing skills in a principled manner. We show that optimal value function composition can be achieved in entropy-regularised reinforcement learning (RL), and then extend this result to the standard RL setting. Composition is demonstrated in a high-dimensional video game environment, where an agent with an existing library of skills is immediately able to solve new tasks without the need for further learning.

We introduce an off-policy evaluation procedure for highlighting episodes where applying a reinforcement learned (RL) policy is likely to have produced a substantially different outcome than the observed policy. In particular, we introduce a class of structural causal models (SCMs) for generating counterfactual trajectories in finite partially observable Markov Decision Processes (POMDPs). We see this as a useful procedure for off-policy ``debugging'' in high-risk settings (e.g., healthcare); by decomposing the expected reward under the RL policy into specific episodes, we can identify groups where it is more likely to dramatically under- or over-perform the observed policy. This in turn can be used to facilitate review of specific episodes by domain experts, as well as to guide data collection (e.g., to characterize patient sub-types). We demonstrate the utility of this procedure in the setting of the management of sepsis.

The convolutional layers are core building blocks of neural network architecture. In general, a convolutional filter applies to the entire frequency spectrum of an input signal. We explore artificially constraining the frequency spectra of these filters, called band-limiting, during Convolutional Neural Networks (CNN) training. The band-limiting applies to both the feedforward and backpropagation steps. Through an extensive evaluation over time-series and image datasets, we observe that CNNs are resilient to this compression scheme and results suggest that CNNs learn to leverage lower-frequency components. An extensive experimental evaluation across 1D and 2D CNN training tasks illustrates: (1) band-limited training can effectively control the resource usage (GPU and memory); (2) models trained with band-limited layers retain high prediction accuracy; and (3) requires no modification to existing training algorithms or neural network architecture to use unlike other compression schemes.

For learning tasks where the data (or losses) may be heavy-tailed, algorithms based on empirical risk minimization may require a substantial number of observations in order to perform well off-sample. In pursuit of stronger performance under weaker assumptions, we propose a technique which uses a cheap and robust iterative estimate of the risk gradient, which can be easily fed into any steepest descent procedure. Finite-sample risk bounds are provided under weak moment assumptions on the loss gradient. The algorithm is simple to implement, and empirical tests using simulations and real-world data illustrate that more efficient and reliable learning is possible without prior knowledge of the loss tails.

Recent advances in neural architecture search (NAS) demand tremendous computational resources. This makes it difficult to reproduce experiments and imposes a barrier to entry to researchers without access to large scale computation. We aim to ameliorate these problems by introducing NAS-Bench-101, the first public architecture dataset for NAS research. To build it, we carefully constructed a compact---yet expressive---search space, exploiting graph isomorphisms to identify 423K unique architectures. Utilizing machine-years of computation, we trained them all with public code, and compiled the results into a large table. This allows researchers to evaluate the quality of a proposed model in milliseconds using various precomputed metrics. NAS-Bench-101 presents a unique opportunity to study the entire NAS loss landscape from a data-driven perspective, which we illustrate with our analysis. We also demonstrate the dataset's application to benchmarking by comparing a range of popular architecture optimization algorithms on it.

Dealing with high variance is a significant challenge in model-free reinforcement learning (RL). Existing methods are unreliable, exhibiting high variance in performance from run to run using different initializations/seeds. Focusing on problems arising in continuous control, we propose a functional regularization approach to augmenting model-free RL. In particular, we regularize the behavior of the deep policy to be similar to a control prior, i.e., we regularize in function space. We show that functional regularization yields a bias-variance trade-off, and propose an adaptive tuning strategy to optimize this trade-off. When the prior policy has control-theoretic stability guarantees, we further show that this regularization approximately preserves those stability guarantees throughout learning. We validate our approach empirically on a wide range of settings, and demonstrate significantly reduced variance, guaranteed dynamic stability, and more efficient learning than deep RL alone.

In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are particularly challenging in such nonstationary environments. In this paper, we study causal discovery and forecasting for nonstationary time series. By exploiting a particular type of state-space model to represent the processes, we show that nonstationarity helps to identify causal structure, and that forecasting naturally benefits from learned causal knowledge. Specifically, we allow changes in both causal strengths and noise variances in the nonlinear state-space models, which, interestingly, renders both the causal structure and model parameters identifiable. Given the causal model, we treat forecasting as a problem in Bayesian inference in the causal model, which exploits the time-varying property of the data and adapts to new observations in a principled manner. Experimental results on synthetic and real-world data sets demonstrate the efficacy of the proposed methods.

In computer vision applications, such as domain adaptation (DA), few shot learning (FSL) and zero-shot learning (ZSL), we encounter new objects and environments, for which insufficient examples exist to allow for training “models from scratch,” and methods that adapt existing models, trained on the presented training environment(PTE), to the new scenario are required. We propose a novel visual attribute encoding method that encodes each image as a low-dimensional probability vector composed of prototypical part-type probabilities, where the prototypical parts are learnt so as to be representative to all images in PTE. We show that the resulting encoding is universal in that it serves as an input for adapting or learning classifiers for different problem contexts; with limited annotated labels in FSL; with no data and only semantic attributes in ZSL; and with unlabeled data for domain adaptation. We conduct extensive experiments on benchmark datasets and demonstrate that our method outperforms state-of-art DA, FSL or ZSL methods.

Understanding generalization in reinforcement learning (RL) is a significant challenge, as many common assumptions of traditional supervised learning theory do not apply. We argue that the gap between training and testing performance of RL agents is caused by two types of errors: intrinsic error due to the randomness of the environment and an agent's policy, and external error by the change of environment distribution. We focus on the special class of reparameterizable RL problems, where the trajectory distribution can be decomposed using the reparametrization trick. For this problem class, estimating the expected reward is efficient and does not require costly trajectory re-sampling. This enables us to study reparametrizable RL using supervised learning and transfer learning theory. Our bound suggests the generalization capability of reparameterizable RL is related to multiple factors including ``smoothness" of the environment transition, reward and agent policy function class. We also empirically verify the relationship between the generalization gap and these factors through simulations.

We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in practice, its theoretical properties have been analyzed only for a limited class of problems. We narrow the gap between theory and practice by using adaptive submodularity ratio, which enables us to prove approximation guarantees of the greedy policy for a substantially wider class of problems. Examples of newly analyzed problems include important applications such as adaptive influence maximization and adaptive feature selection. Our adaptive submodularity ratio also provides bounds of adaptivity gaps. Experiments confirm that the greedy policy performs well with the applications being considered compared to standard heuristics.

We propose CAVIA, a meta-learning method for fast adaptation that is scalable, flexible, and easy to implement. CAVIA partitions the model parameters into two parts: context parameters that serve as additional input to the model and are adapted on individual tasks, and shared parameters that are meta-trained and shared across tasks. At test time, the context parameters are updated with one or several gradient steps on a task-specific loss that is backpropagated through the shared part of the network. Compared to approaches that adjust all parameters on a new task (e.g., MAML), CAVIA can be scaled up to larger networks without overfitting on a single task, is easier to implement, and is more robust to the inner-loop learning rate. We show empirically that CAVIA outperforms MAML on regression, classification, and reinforcement learning problems.

We derive finite time error bounds for estimating general linear time-invariant (LTI) systems from a single observed trajectory using the method of least squares. We provide the first analysis of the general case when eigenvalues of the LTI system are arbitrarily distributed in three regimes: stable, marginally stable, and explosive. Our analysis yields sharp upper bounds for each of these cases separately. We observe that although the underlying process behaves quite differently in each of these three regimes, the systematic analysis of a self--normalized martingale difference term helps bound identification error up to logarithmic factors of the lower bound. On the other hand, we demonstrate that the least squares solution may be statistically inconsistent under certain conditions even when the signal-to-noise ratio is high.

It is never easy to design and run Convolutional Neural Networks (CNNs) due to: 1) no one knows the optimal number of filters at each layer, given a network architecture; and 2) the computational intensity of CNNs impedes the deployment on computationally limited devices. The need for an automatic method to optimize the number of filters, i.e., the width of convolutional layers, brings us to Oracle Pruning, which is the most accurate filter pruning method but suffers from intolerant time complexity. To address this problem, we propose Approximated Oracle Filter Pruning (AOFP), a training-time filter pruning framework, which is practical on very deep CNNs. By AOFP, we can prune an existing deep CNN with acceptable time cost, negligible accuracy drop and no heuristic knowledge, or re-design a model which exerts higher accuracy and faster inference.

We study the problem of meta-learning through the lens of online convex optimization, developing a meta-algorithm bridging the gap between popular gradient-based meta-learning and classical regularization-based multi-task transfer methods. Our method is the first to simultaneously satisfy good sample efficiency guarantees in the convex setting, with generalization bounds that improve with task-similarity, while also being computationally scalable to modern deep learning architectures and the many-task setting. Despite its simplicity, the algorithm matches, up to a constant factor, a lower bound on the performance of any such parameter-transfer method under natural task similarity assumptions. We use experiments in both convex and deep learning settings to verify and demonstrate the applicability of our theory.

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and get frequently stuck in local optima. This work addresses these weaknesses by combining recent improvements in the reuse of off-policy data and exploration in parameter space with deterministic behavioral policies. The resulting objective is amenable to standard neural network optimization strategies, like stochastic gradient descent or stochastic gradient Hamiltonian Monte Carlo. Incorporation of previous rollouts via importance sampling greatly improves data efficiency, whilst stochastic optimization schemes facilitate the escape from local optima. We evaluate the proposed approach on a series of continuous control benchmark tasks. The results show that the proposed algorithm is able to successfully and reliably learn solutions using fewer system interactions than standard policy gradient methods.

We develop effective approximation methods for unitary matrices. In our formulation, a unitary matrix is represented as a product of rotations in two-dimensional subspaces, so-called Givens rotations. Instead of the quadratic dimension dependence when applying a dense matrix, applying such an approximation scales with the number factors, each of which can be implemented efficiently. Consequently, in settings where an approximation is once computed and then applied many times, such an effective representation becomes advantageous. Although efficient Givens factorizations are not possible for generic unitary operators, we show that minimizing a sparsity-inducing objective with a coordinate descent algorithm on the unitary group yields good factorizations for structured matrices. Canonical applications of such a setup are orthogonal basis transforms. We demonstrate that our methods improve the approximate representation of the graph Fourier transform, the matrix obtained when diagonalizing a graph Laplacian.

Bayesian nonparametric models provide a principled way to automatically adapt the complexity of a model to the amount of the data available, but computation in such models is difficult. Amortized variational approximations are appealing because of their computational efficiency, but current methods rely on a fixed finite truncation of the infinite model. This truncation level can be difficult to set, and also interacts poorly with amortized methods due to the over-pruning problem. Instead, we propose a new variational approximation, based on a method from statistical physics called Russian roulette sampling. This allows the variational distribution to adapt its complexity during inference, without relying on a fixed truncation level, and while still obtaining an unbiased estimate of the gradient of the original variational objective. We demonstrate this method on infinite sized variational auto-encoders using a Beta-Bernoulli (Indian buffet process) prior.

Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until very recently no non-asymptotic convergence results have been reported. We present two simple stochastic gradient algorithms, for finite-sum and general stochastic optimization problems, which have superior convergence complexities compared to the current state of the art. We also demonstrate superior performance of our algorithms in practice for empirical risk minimization on well known datasets.

This paper aims to build efficient convolutional neural networks using a set of Lego filters. Many successful building blocks, e.g., inception and residual modules, have been designed to refresh state-of-the-art records of CNNs on visual recognition tasks. Beyond these high-level modules, we suggest that an ordinary filter in the neural network can be upgraded to a sophisticated module as well. Filter modules are established by assembling a shared set of Lego filters that are often of much lower dimensions. Weights in Lego filters and binary masks to stack Lego filters for these filter modules can be simultaneously optimized in an end-to-end manner as usual. Inspired by network engineering, we develop a split-transform-merge strategy for an efficient convolution by exploiting intermediate Lego feature maps. The compression and acceleration achieved by Lego Networks using the proposed Lego filters have been theoretically discussed. Experimental results on benchmark datasets and deep models demonstrate the advantages of the proposed Lego filters and their potential real-world applications on mobile devices.

A key challenge of leveraging data augmentation for neural network training is choosing an effective augmentation policy from a large search space of candidate operations. Properly chosen augmentation policies can lead to significant generalization improvements; however, state-of-the-art approaches such as AutoAugment are computationally infeasible to run for an ordinary user. In this paper, we introduce a new data augmentation algorithm, Population Based Augmentation (PBA), which generates augmentation policy schedules orders of magnitude faster than previous approaches. We show that PBA can match the performance of AutoAugment with orders of magnitude less overall compute. On CIFAR-10 we achieve a mean test error of 1.46%, which is slightly better than current state-of-the-art. The code for PBA is fully open source and will be made available.

In the context of individual-level causal inference, we study the problem of predicting whether someone will respond or not to a treatment based on their features and past examples of features, treatment indicator (e.g., drug/no drug), and a binary outcome (e.g., recovery from disease). As a classification task, the problem is made difficult by not knowing the example outcomes under the opposite treatment indicators. We assume the effect is monotonic, as in advertising's effect on a purchase or bail-setting's effect on reappearance in court: either it would have happened regardless of treatment, not happened regardless, or happened only depending on exposure to treatment. Predicting whether the latter is latently the case is our focus. While previous work focuses on conditional average treatment effect estimation, formulating the problem as a classification task allows us to develop new tools more suited to this problem. By leveraging monotonicity, we develop new discriminative and generative algorithms for the responder-classification problem. We explore and discuss connections to corrupted data and policy learning. We provide an empirical study with both synthetic and real datasets to compare these specialized algorithms to standard benchmarks.

Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several years, a plethora of adaptive gradient-based algorithms have emerged to ameliorate this problem. In this paper, we propose new surrogate losses to cast the problem of learning the optimal stepsizes for the stochastic optimization of a non-convex smooth objective function onto an online convex optimization problem. This allows the use of no-regret online algorithms to compute optimal stepsizes on the fly. In turn, this results in a SGD algorithm with self-tuned stepsizes that guarantees convergence rates that are automatically adaptive to the level of noise.

Knowledge distillation, i.e., one classifier being trained on the outputs of another classifier, is an empirically very successful technique for knowledge transfer between classifiers. It has even been observed that classifiers learn much faster and more reliably if trained with the outputs of another classifier as soft labels, instead of from ground truth data. So far, however, there is no satisfactory theoretical explanation of this phenomenon. In this work, we provide the first insights into the working mechanisms of distillation by studying the special case of linear and deep linear classifiers. Specifically, we prove a generalization bound that establishes fast convergence of the expected risk of a distillation-trained linear classifier. From the bound and its proof we extract three key factors that determine the success of distillation: * data geometry -- geometric properties of the data distribution, in particular class separation, has a direct influence on the convergence speed of the risk; * optimization bias -- gradient descent optimization finds a very favorable minimum of the distillation objective; and * strong monotonicity -- the expected risk of the student classifier always decreases when the size of the training set grows.

In one-class-learning tasks, only the normal case (foreground) can be modeled with data, whereas the variation of all possible anomalies is too erratic to be described by samples. Thus, due to the lack of representative data, the wide-spread discriminative approaches cannot cover such learning tasks, and rather generative models,which attempt to learn the input density of the foreground, are used. However, generative models suffer from a large input dimensionality (as in images) and are typically inefficient learners.We propose to learn the data distribution of the foreground more efficiently with a multi-hypotheses autoencoder. Moreover, the model is criticized by a discriminator, which prevents artificial data modes not supported by data, and which enforces diversity across hypotheses. Our multiple-hypotheses-based anomaly detection framework allows the reliable identification of out-of-distribution samples. For anomaly detection on CIFAR-10, it yields up to 3.9% points improvement over previously reported results. On a real anomaly detection task, the approach reduces the error of the baseline models from 6.8% to 1.5%.

We present and investigate a novel and timely application domain for deep reinforcement learn-ing (RL): Internet congestion control. Congestion control is the core networking task of modulating traffic sources’ data-transmission rates so as to efficiently utilize network capacity. Congestion control is fundamental to computer networking research and practice, and has recently been the subject of extensive attention in light of the advent of Internet services such as live video, augmented and virtual reality, Internet-of-Things, and more. We show that casting congestion control as an RL task enables the training of deep network policies that capture intricate patterns in data traffic and network conditions, and leveraging this to outperform state-of-the-art congestion control schemes.Alongside these promising positive results, we also highlight significant challenges facing real-world adoption of RL-based congestion control solutions, such as fairness, safety, and generalization, which are not trivial to address within conventional RL formalism. To facilitate further research of these challenges and reproducibility of our results, we present a test suite for RL-guided congestion control based on the OpenAI Gym interface.

Measurement error in observational datasets can lead to systematic bias in inferences based on these datasets. As studies based on observational data are increasingly used to inform decisions with real-world impact, it is critical that we develop a robust set of techniques for analyzing and adjusting for these biases. In this paper we present a method for estimating the distribution of an outcome given a binary exposure that is subject to underreporting. Our method is based on a missing data view of the measurement error problem, where the true exposure is treated as a latent variable that is marginalized out of a joint model. We prove three different conditions under which the outcome distribution can still be identified from data containing only an error-prone observations of the exposure. We demonstrate this method on synthetic data and analyze its sensitivity to near violations of the identifiability conditions. Finally, we use this method to estimate the effects of maternal smoking and opioid use during pregnancy on childhood obesity, two import problems from public health. Using the proposed method, we estimate these effects using only subject-reported drug use data and substantially refine the range of estimates generated by a sensitivity analysis-based approach. Further, …

Training neural networks subject to a Lipschitz constraint is useful for generalization bounds, provable adversarial robustness, interpretable gradients, and Wasserstein distance estimation. By the composition property of Lipschitz functions, it suffices to ensure that each individual affine transformation or nonlinear activation function is 1-Lipschitz. The challenge is to do this while maintaining the expressive power. We identify a necessary property for such an architecture: each of the layers must preserve the gradient norm during backpropagation. Based on this, we propose to combine a gradient norm preserving activation function, GroupSort, with norm-constrained weight matrices. We show that norm-constrained GroupSort architectures are universal Lipschitz function approximators. Empirically, we show that norm-constrained GroupSort networks achieve tighter estimates of Wasserstein distance than their ReLU counterparts and can achieve provable adversarial robustness guarantees with little cost to accuracy.

An impurity measure I is a function that assigns a vector v to a non-negative value so that the more homogeneous v, with respect to the values of its components, the larger its impurity. We study the problem of optimizing the clustering of a set of vectors when the quality of the clustering is measured by the Entropy or the Gini impurity. Notwithstanding the wide use in relevant applications of this type of clustering, what is known in terms of optimal (approximation) algorithms and/or related complexity limitations (inapproximability) is still limited.

Our results improve the state of the art both in terms of best known approximation guarantees and inapproximability bounds: (i) we give the first polynomial time algorithm for Entropy impurity based clustering with approximation guarantee independent of the number of vectors and (ii) we show that the problem of clustering based on entropy impurity does not admit a PTAS. This also implies on an inapproximability result in information theoretic clustering for probability distributions closing a problem left open in [Chaudhury and McGregor, COLT08] and [Ackermann et al., ECCC11].

We also report experiments on a novel clustering method based on the theoretical tools leading to the above results. Tested for …

Efficient exploration is an unsolved problem in Reinforcement Learning which is usually addressed by reactively rewarding the agent for fortuitously encountering novel situations. This paper introduces an efficient active exploration algorithm, Model-Based Active eXploration (MAX), which uses an ensemble of forward models to plan to observe novel events, where novelty is assessed by measuring the potential disagreement between ensemble members using a principled criterion derived from the Bayesian perspective. We show empirically that in semi-random discrete environments where directed exploration is critical to make progress, MAX is at least an order of magnitude more efficient than strong baselines. MAX also scales to high-dimensional continuous environments where it builds task-agnostic models that can be used for any downstream task.

We introduce the implicit process (IP), a stochastic process that places implicitly defined multivariate distributions over any finite collections of random variables. IPs are therefore highly flexible implicit priors over \emph{functions}, with examples include data simulators, Bayesian neural networks and non-linear transformations of stochastic processes. A novel and efficient function space approximate Bayesian inference algorithm for IPs, namely the variational implicit processes (VIPs), is derived using generalised wake-sleep updates. This method returns simple update equations and allows scalable hyper-parameter learning with stochastic optimization. Experiments demonstrate that VIPs return better uncertainty estimates and superior performance over existing inference methods for challenging models such as Bayesian LSTMs, Bayesian neural networks, and Gaussian processes.

One of the central problems across the data-driven sciences is of that generalizing experimental findings across changing conditions, for instance, whether a causal distribution obtained from a controlled experiment is valid in settings beyond the study population. While a proper design and careful execution of the experiment can support, under mild conditions, the validity of inferences about the population in which the experiment was conducted, two challenges make the extrapolation step difficult – transportability and sampling selection bias. The former poses the question of whether the domain (i.e., settings, population, environment) where the experiment is realized differs from the target domain in their distributions and causal mechanisms; the latter refers to distortions in the sample’s proportions due to preferential selection of units into the study. In this paper, we investigate the assumptions and machinery necessary for using covariate adjustment to correct for the biases generated by both of these problems, to generalize biased experimental data to infer causal effect in the target domain. We provide complete graphical conditions to determine if a set of covariates is admissible for adjustment. Building on the graphical characterization, we develop an efficient algorithm that enumerates all possible admissible sets with poly-time delay guarantee; this …

We propose a novel procedure which adds "content-addressability" to any given unconditional implicit model e.g., a generative adversarial network (GAN). The procedure allows users to control the generative process by specifying a set (arbitrary size) of desired examples based on which similar samples are generated from the model. The proposed approach, based on kernel mean matching, is applicable to any generative models which transform latent vectors to samples, and does not require retraining of the model. Experiments on various high-dimensional image generation problems (CelebA-HQ, LSUN bedroom, bridge, tower) show that our approach is able to generate images which are consistent with the input set, while retaining the image quality of the original model. To our knowledge, this is the first work that attempts to construct, at test time, a content-addressable generative model from a trained marginal model.

Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of poor objective value. For some highly structured nonconvex problems however, the success of gradient descent can be understood by studying the geometry of the objective. We study one such problem -- complete orthogonal dictionary learning, and provide converge guarantees for randomly initialized gradient descent to the neighborhood of a global optimum. The resulting rates scale as low order polynomials in the dimension even though the objective possesses an exponential number of saddle points. This efficient convergence can be viewed as a consequence of negative curvature normal to the stable manifolds associated with saddle points, and we provide evidence that this feature is shared by other nonconvex problems of importance as well.

Domain adaptation enables knowledge transfer from a labeled source domain to an unlabeled target domain. A mainstream approach is adversarial feature adaptation, which learns domain-invariant representations through aligning the feature distributions of both domains. However, a theoretical prerequisite of domain adaptation is the adaptability measured by the expected risk of an ideal joint hypothesis over the source and target domains. In this respect, adversarial feature adaptation may potentially deteriorate the adaptability, since it distorts the original feature distributions when suppressing domain-specific variations. To this end, we propose transferable adversarial training (TAT) to enable the adaptation of deep classifiers. The approach generates transferable examples to fill in the gap between the source and target domains, and adversarially trains the deep classifiers to make consistent predictions over transferable examples. Without learning domain-invariant representations at the expense of distorting the feature distributions, the adaptability in the theoretical learning bound is algorithmically guaranteed. A series of experiments validate that our approach advances the state-of-the-arts on a variety of domain adaptation tasks in vision and NLP, including object recognition, learning from synthetic to real, and sentiment classification.

We explore the use of graph-structured neural-networks (GNNs) to model spatial processes in which there is no {\em a priori} graphical structure. Similar to {\em finite element analysis}, we assign nodes of a GNN to spatial locations and use a computational process defined on the graph to model the relationship between an initial function defined over a space and a resulting function. The encoding of inputs to node states, the decoding of node states to outputs, as well as the mappings defining the GNN are learned from a training set consisting of data from multiple function pairs. The locations of the nodes in space as well as their connectivity can be adjusted during the training process. This graph-based representational strategy allows the learned input-output relationship to generalize over the size and even topology of the underlying space. We demonstrate this method on a traditional PDE problem, a physical prediction problem from robotics, and a problem of learning to predict scene images from novel viewpoints.

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance), with numerous successful applications. The representation is constructed as the expectation of the feature map defined by a kernel. As a mean, its classical empirical estimator, however, can be arbitrary severely affected even by a single outlier in case of unbounded features. To the best of our knowledge, unfortunately even the consistency of the existing few techniques trying to alleviate this serious sensitivity bottleneck is unknown. In this paper, we show how the recently emerged principle of median-of-means can be used to design estimators for kernel mean embedding and MMD with excessive resistance properties to outliers, and optimal sub-Gaussian deviation bounds under mild assumptions.

Testing Bayesian Networks (TBNs) were introduced recently to represent a set of distributions, one of which is selected based on the given evidence and used for reasoning. TBNs are more expressive than classical Bayesian Networks (BNs): Marginal queries correspond to multi-linear functions in BNs and to piecewise multi-linear functions in TBNs. Moreover, marginal TBN queries are universal approximators, like neural networks. In this paper, we study conditional independence in TBNs, showing that it can be inferred from d-separation as in BNs. We also study the role of TBN expressiveness and independence in dealing with the problem of learning using incomplete models (i.e., ones that are missing nodes or edges from the data-generating model). Finally, we illustrate our results on a number of concrete examples, including a case study on (high order) Hidden Markov Models.

We study the problem of selecting a subset of observations that enable accurate prediction of unknown parameters, i.e., the task of choosing the most informative observations from a potentially significantly larger set. This problem arises in a variety of settings in machine learning and signal processing including feature selection, phase retrieval, and target localization. For quadratic measurement models, the moment matrix is generally unknown and the practice of optimizing the so-called alphabetical selection criteria no longer guarantees selection of a near-optimal subset. Majority of prior work resorts to approximation techniques such as linearization of the measurement model to optimize the utility of an approximate moment matrix. In contrast, by exploiting a connection to the classical Van Trees' inequality, we derive new alphabetical optimality criteria without distorting the relational structure of the measurement model. We further show that under certain conditions on parameters of the problem these optimality criteria are monotone and (weak) submodular set functions. These results enable us to develop an efficient greedy observation selection algorithm uniquely tailored for quadratic models, and provide theoretical bounds on its achievable utility. Extensive numerical experiments demonstrate efficacy of the proposed framework.

Analyzing multivariate time series data is important to predict future events and changes of complex systems in finance, manufacturing, and administrative decisions. The expressiveness power of Gaussian Process (GP) regression methods has been significantly improved by compositional covariance structures. In this paper, we present a new GP model which naturally handles multiple time series by placing an Indian Buffet Process (IBP) prior on the presence of shared kernels. Our selective covariance structure decomposition allows exploiting shared parameters over a set of multiple, selected time series. We also investigate the well-definedness of the models when infinite latent components are introduced. We present a pragmatic search algorithm which explores a larger structure space efficiently. Experiments conducted on five real-world data sets demonstrate that our new model outperforms existing methods in term of structure discoveries and predictive performances.

Plug-and-play (PnP) is a non-convex framework that integrates modern denoising priors, such as BM3D or deep learning-based denoisers, into ADMM or other proximal algorithms. An advantage of PnP is that one can use pre-trained denoisers when there is not sufficient data for end-to-end training. Although PnP has been recently studied extensively and has exhibited great empirical results, theoretical analysis addressing even the most basic question of convergence has been insufficient. In this paper, we theoretically establish convergence of PnP-FBS and PnP-ADMM, without using diminishing stepsizes, under a certain Lipschitz condition on the denoisers. We then propose a technique, which we call real spectral normalization, to train deep learning-based denoisers that satisfy the proposed Lipschitz condition. Finally, we present experimental results that validate the theory.

Adversarial domain adaptation has made remarkable advances in learning transferable representations for knowledge transfer across domains. While adversarial learning strengthens the feature transferability which the community focuses on, its impact on the feature discriminability has not been fully explored. In this paper, a series of experiments based on spectral analysis of the feature representations have been conducted, revealing an unexpected deterioration of the discriminability while learning transferable features adversarially. Our key finding is that the eigenvectors with the largest singular values will dominate the feature transferability. As a consequence, the transferability is enhanced at the expense of over penalization of other eigenvectors that embody rich structures crucial for discriminability. Towards this problem, we present Batch Spectral Penalization (BSP), a general approach to penalizing the largest singular values so that other eigenvectors can be relatively strengthened to boost the feature discriminability. Experiments show that the approach significantly improves upon representative adversarial domain adaptation methods to achieve state-of-art results.

Motivated by the recent potential of mass customization brought by whole-garment knitting machines, we introduce the new problem of automatic machine instruction generation using a single image of the desired physical product, which we apply to machine knitting. We propose to tackle this problem by directly learning to synthesize regular machine instructions from real images. We create a cured dataset of real samples with their instruction counterpart and propose to use synthetic images to augment it in a novel way. We theoretically motivate our data mixing framework and show empirical results suggesting that making real images look more synthetic is beneficial in our problem setup. We will make our dataset and code publicly available for reproducibility and to motivate further research related to manufacturing and program synthesis.

A critical flaw of existing inverse reinforcement learning (IRL) methods is their inability to significantly outperform the demonstrator. This is a consequence of the general reliance of IRL algorithms upon some form of mimicry, such as feature-count matching, rather than inferring the underlying intentions of the demonstrator that may have been poorly executed in practice. In this paper, we introduce a novel reward learning from observation algorithm, Trajectory-ranked Reward EXtrapolation (T-REX), that extrapolates beyond a set of (approximately) ranked demonstrations in order to infer high-quality reward functions from a set of potentially poor demonstrations. When combined with deep reinforcement learning, we show that this approach can achieve performance that is more than an order of magnitude better than the best-performing demonstration, as well as a state-of-the-art behavioral cloning from observation method, on multiple Atari and MuJoCo benchmark tasks. Finally, we demonstrate that T-REX is robust to modest amounts of ranking noise, opening up future possibilities for automating the ranking process, for example, by watching a learner noisily improve at a task over time.

Recent progress in deep convolutional neural networks (CNNs) have enabled a simple paradigm of architecture design: larger models typically achieve better accuracy. Due to this, in modern CNN architectures, it becomes more important to design models that generalize well under certain resource constraints, e.g. the number of parameters. In this paper, we propose a simple way to improve the capacity of any CNN model having large-scale features, without adding more parameters. In particular, we modify a standard convolutional layer to have a new functionality of channel-selectivity, so that the layer is trained to select important channels to re-distribute their parameters. Our experimental results under various CNN architectures and datasets demonstrate that the proposed new convolutional layer allows new optima that generalize better via efficient resource utilization, compared to the baseline.

We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the square euclidean distance to a bias vector. We present an average excess risk bound for such a learning algorithm. This result quantifies the potential benefit of using a bias vector with respect to the unbiased case. We then address the problem of estimating the bias from a sequence of tasks. We propose a meta-algorithm which incrementally updates the bias, as new tasks are observed. The low space and time complexity of this approach makes it appealing in practice. We provide guarantees on the learning ability of the meta-algorithm. A key feature of our results is that, when the number of tasks grows and their variance is relatively small, our learning-to-learn approach has a significant advantage over learning each task in isolation by Stochastic Gradient Descent without a bias term. We report on numerical experiments which demonstrate the effectiveness of our approach.

Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference networks (e.g., Bayesian neural networks) for a flexible inference. Unfortunately, for such networks, minibatch training is difficult to be able to learn meaningful correlations over function outputs for a large dataset. We propose an algorithm that enables such training by tracking a stochastic, functional mirror-descent algorithm. At each iteration, this only requires considering a finite number of input locations, resulting in a scalable and easy-to-implement algorithm. Empirical results show comparable and, sometimes, superior performance to existing sparse variational GP methods.

In this work, we study the Submodular Cost Submodular Cover problem, which is to minimize the submodular cost required to ensure that the submodular benefit function exceeds a given threshold. Existing approximation ratios for the greedy algorithm assume a value oracle to the benefit function. However, access to a value oracle is not a realistic assumption for many applications of this problem, where the benefit function is difficult to compute. We present two incomparable approximation ratios for this problem with an approximate value oracle and demonstrate that the ratios take on empirically relevant values through a case study with the Influence Threshold problem in online social networks.

Adaptive stochastic gradient algorithms in the Euclidean space have attracted much attention lately. Such explorations on Riemannian manifolds, on the other hand, are relatively new, limited, and challenging. This is because of the intrinsic non-linear structure of the underlying manifold and the absence of a canonical coordinate system. In machine learning applications, however, most manifolds of interest are represented as matrices with notions of row and column subspaces. In addition, the implicit manifold-related constraints may also lie on such subspaces. For example, the Grassmann manifold is the set of column subspaces. To this end, such a rich structure should not be lost by transforming matrices to just a stack of vectors while developing optimization algorithms on manifolds.

We propose novel stochastic gradient algorithms for problems on Riemannian manifolds by adapting the row and column subspaces of gradients. Our algorithms are provably convergent and they achieve the convergence rate of order O(log(T)/sqrt(T)), where T is the number of iterations. Our experiments illustrate that the proposed algorithms outperform existing Riemannian adaptive stochastic algorithms.

How can prior knowledge on the transformation invariances of a domain be incorporated into the architecture of a neural network? We propose Equivariant Transformers (ETs), a family of differentiable image-to-image mappings that improve the robustness of models towards pre-defined continuous transformation groups. Through the use of specially-derived canonical coordinate systems, ETs incorporate functions that are equivariant by construction with respect to these transformations. We show empirically that ETs can be flexibly composed to improve model robustness towards more complicated transformation groups in several parameters. On a real-world image classification task, ETs improve the sample efficiency of ResNet classifiers, achieving relative improvements in error rate of up to 15% in the limited data regime while increasing model parameter count by less than 1%.

Causal inference requires assumptions about the data generating process, many of which are unverifiable from the data. Given that some causal assumptions might be uncertain or disputed, formal methods are needed to quantify how sensitive research conclusions are to violations of those assumptions. Although an extensive literature exists on the topic, most results are limited to specific model structures, while a general-purpose algorithmic framework for sensitivity analysis is still lacking. In this paper, we develop a formal, systematic approach to sensitivity analysis for arbitrary linear Structural Causal Models (SCMs). We start by formalizing sensitivity analysis as a constrained identification problem. We then develop an efficient, graph-based identification algorithm that exploits non-zero constraints on both directed and bidirected edges. This allows researchers to systematically derive sensitivity curves for a target causal quantity with an arbitrary set of path coefficients and error covariances as sensitivity parameters. These results can be used to display the degree to which violations of causal assumptions affect the target quantity of interest, and to judge, on scientific grounds, whether problematic degrees of violations are plausible.

Modern convolutional networks are not shift-invariant, despite their convolutional nature: small shifts in the input can cause drastic changes in the output. Commonly used downsampling methods, such as max-pooling, ignore the classical sampling theorem. The well-known fix is applying a low-pass filter before downsampling. However, previous work has assumed that including such anti-aliasing filter necessarily \textit{excludes} max-pooling. We show that when integrated correctly, these operations are in fact \textit{compatible}. The technique is general and can be incorporated across other layer types, such as average-pooling and strided-convolution, and applications, such as image classification and translation. In addition, engineering the inductive bias of shift-equivariance largely removes the need for shift-based data augmentation at training time. Our results demonstrate that this classical signal processing technique has been overlooked in modern networks.

The recently proposed distributional approach to reinforcement learning (DiRL) is centered on learning the distribution of the reward-to-go, often referred to as the value distribution. In this work, we show that the distributional Bellman equation, which drives DiRL methods, is equivalent to a generative adversarial network (GAN) model. In this formulation, DiRL can be seen as learning a deep generative model of the value distribution, driven by the discrepancy between the distribution of the current value, and the distribution of the sum of current reward and next value. We use this insight to propose a GAN-based approach to DiRL, which leverages the strengths of GANs in learning distributions of high dimensional data. In particular, we show that our GAN approach can be used for DiRL with multivariate rewards, an important setting which cannot be tackled with prior methods. The multivariate setting also allows us to unify learning the distribution of values and state transitions, and we exploit this idea to devise a novel exploration method that is driven by the discrepancy in estimating both values and states.

By enabling correct differentiation in Stochastic Computation Graphs (SCGs), the infinitely differentiable Monte-Carlo estimator (DiCE) can generate correct estimates for the higher order gradients that arise in, e.g., multi-agent reinforcement learning and meta-learning. However, the baseline term in DiCE that serves as a control variate for reducing variance applies only to first order gradient estimation, limiting the utility of higher-order gradient estimates. To improve the sample efficiency of DiCE, we propose a new baseline term for higher order gradient estimation. This term may be easily included in the objective, and produces unbiased variance-reduced estimators under (automatic) differentiation, without affecting the estimate of the objective itself or of the first order gradient estimate. It reuses the same baseline function (e.g., the state-value function in reinforcement learning) already used for the first order baseline. We provide theoretical analysis and numerical evaluations of this new baseline, which demonstrate that it can dramatically reduce the variance of DiCE's second order gradient estimators and also show empirically that it reduces the variance of third and fourth order gradients. This computational tool can be easily used to estimate higher order gradients with unprecedented efficiency and simplicity wherever automatic differentiation is utilised, and it has the potential …

We identify a phenomenon, which we refer to as multi-model forgetting, that occurs when sequentially training multiple deep networks with partially-shared parameters; the performance of previously-trained models degrades as one optimizes a subsequent one, due to the overwriting of shared parameters. To overcome this, we introduce a statistically-justified weight plasticity loss that regularizes the learning of a model's shared parameters according to their importance for the previous models, and demonstrate its effectiveness when training two models sequentially and for neural architecture search. Adding weight plasticity in neural architecture search preserves the best models to the end of the search and yields improved results in both natural language processing and computer vision tasks.

We present a deep generative model which explicitly models object occlusions for compositional scene representation. Latent representations of objects are disentangled into location, size, shape, and appearance, and the visual scene can be generated compositionally by integrating these representations and an infinite-dimensional binary vector indicating presences of objects in the scene. By training the model to learn spatial dependences of pixels in the unsupervised setting, the number of objects, pixel-level segregation of objects, and presences of objects in overlapping regions can be estimated through inference of latent variables. Extensive experiments conducted on a series of specially designed datasets demonstrate that the proposed method outperforms two state-of-the-art methods when object occlusions exist.

Multi-task learning allows the sharing of useful information between multiple related tasks. In natural language processing several recent approaches have successfully leveraged unsupervised pre-training on large amounts of data to perform well on various tasks, such as those in the GLUE benchmark. These results are based on fine-tuning on each task separately. We explore the multi-task learning setting for the recent BERT model on the GLUE benchmark, and how to best add task-specific parameters to a pre-trained BERT network, with a high degree of parameter sharing between tasks. We introduce new adaptation modules, PALs or ‘projected attention layers’, which use a low-dimensional multi-head attention mechanism, based on the idea that it is important to include layers with inductive biases useful for the input domain. By using PALs in parallel with BERT layers, we match the performance of fine-tuned BERT on the GLUE benchmark with ≈7 times fewer parameters, and obtain state-of-the-art results on the Recognizing Textual Entailment dataset.

Difference of convex (DC) functions cover a broad family of non-convex and possibly non-smooth and non-differentiable functions, and have wide applications in machine learning and statistics. Although deterministic algorithms for DC functions have been extensively studied, stochastic optimization that is more suitable for learning with big data remains under-explored. In this paper, we propose new stochastic optimization algorithms and study their first-order convergence theories for solving a broad family of DC functions. We improve the existing algorithms and theories of stochastic optimization for DC functions from both practical and theoretical perspectives. Moreover, we extend the proposed stochastic algorithms for DC functions to solve problems with a general non-convex non-differentiable regularizer, which does not necessarily have a DC decomposition but enjoys an efficient proximal mapping. To the best of our knowledge, this is the first work that gives the first non-asymptotic convergence for solving non-convex optimization whose objective has a general non-convex non-differentiable regularizer.

How does missing data affect our ability to learn signal structures? It has been shown that learning signal structure in terms of principal components is dependent on the ratio of sample size and dimensionality and that a critical number of observations is needed before learning starts (Biehl and Mietzner, 1993). Here we generalize this analysis to include missing data. Probabilistic principal component analysis is regularly used for estimating signal structures in datasets with missing data. Our analytic result suggest that the effect of missing data is to effectively reduce signal-to-noise ratio rather than - as generally believed - to reduce sample size. The theory predicts a phase transition in the learning curves and this is indeed found both in simulation data and in real datasets.

Bayesian optimization (BO) is a popular paradigm for optimizing the hyperparameters of machine learning (ML) models due to its sample efficiency. Many ML models require running an iterative training procedure (e.g., stochastic gradient descent). This motivates the question whether information available during the training process (e.g., validation accuracy after each epoch) can be exploited for improving the epoch efficiency of BO algorithms by early-stopping model training under hyperparameter settings that will end up under-performing and hence eliminating unnecessary training epochs. This paper proposes to unify BO (specifically, Gaussian process-upper confidence bound (GP-UCB)) with Bayesian optimal stopping (BO-BOS) to boost the epoch efficiency of BO. To achieve this, while GP-UCB is sample-efficient in the number of function evaluations, BOS complements it with epoch efficiency for each function evaluation by providing a principled optimal stopping mechanism for early stopping. BO-BOS preserves the (asymptotic) no-regret performance of GP-UCB using our specified choice of BOS parameters that is amenable to an elegant interpretation in terms of the exploration-exploitation trade-off. We empirically evaluate the performance of BO-BOS and demonstrate its generality in hyperparameter optimization of ML models and two other interesting applications.

Deep unsupervised domain adaptation (Deep UDA) methods successfully leverage readily-accessible labeled source data to boost the performance on relevant but unlabeled target data. However, algorithm comparison is cumbersome in Deep UDA due to the lack of a satisfying and standardized model selection method, posing an obstacle to further advances in the field. Existing model selection methods for Deep UDA are either highly biased, constrained, unstable, or controversial (requiring labeled target data). To this end, we propose Deep Embedded Validation (\textbf{DEV}), which embeds adapted feature representation into the validation procedure to obtain unbiased target risk estimation with bounded variance. Variance is further reduced by the technique of control variate. The effectiveness of the proposed method is validated both theoretically and empirically.

We address the problem of inferring the causal effect of an exposure on an outcome across space, using observational data. The data is possibly subject to unmeasured confounding variables which, in a standard approach, must be adjusted for by estimating a nuisance function. Here we develop a method that eliminates the nuisance function, while mitigating the resulting errors-in-variables. The result is a robust and accurate inference method for spatially varying heterogeneous causal effects. The properties of the method are demonstrated on synthetic as well as real data from Germany and the US.

Deep convolutional neural networks have revolutionized many machine learning and computer vision tasks. Despite their enormous success, remaining key challenges limit their wider use. Pressing challenges include improving the network’s robustness to perturbations of the input images and simplifying the design of architectures that generalize. Another problem relates to the limited “field of view” of convolution operators, which means that very deep networks are required to model nonlocal relations in high-resolution image data. We introduce the IMEXnet that addresses these challenges by adapting semi-implicit methods for partial differential equations. Compared to similar explicit networks such as the residual networks (ResNets) our network is more stable. This stability has been recently shown to reduce the sensitivity to small changes in the input features and improve generalization. The implicit step connects all pixels in the images and therefore addresses the field of view problem, while being comparable to standard convolutions in terms of the number of parameters and computational complexity. We also present a new dataset for semantic segmentation and demonstrate the effectiveness of our architecture using the NYU depth dataset.

Experience replay (ER) is a fundamental component of off-policy deep reinforcement learning (RL). ER recalls experiences from past iterations to compute gradient estimates for the current policy, increasing data-efficiency. However, the accuracy of such updates may deteriorate when the policy diverges from past behaviors and can undermine the performance of ER. Many algorithms mitigate this issue by tuning hyper-parameters to slow down policy changes. An alternative is to actively manage the experiences in the replay memory. We introduce Remember and Forget Experience Replay (ReF-ER), a novel method that can enhance RL algorithms with parameterized policies. ReF-ER (1) skips gradients computed from experiences that are too unlikely with the current policy and (2) regulates policy changes within a trust region of the replayed behaviors. We couple ReF-ER with Q-learning, deterministic policy gradient and off-policy gradient methods. We find that ReF-ER consistently improves the performance of continuous-action, off-policy RL on fully observable benchmarks and partially observable flow control problems.

In federated learning problems, data is scattered across different servers and exchanging or pooling it is often impractical or prohibited. We develop a Bayesian nonparametric framework for federated learning with neural networks. Each data server is assumed to provide local neural network weights, which are modeled through our framework. We then develop an inference approach that allows us to synthesize a more expressive global network without additional supervision, data pooling and with as few as a single communication round. We then demonstrate the efficacy of our approach on federated learning problems simulated from two popular image classification datasets.

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear stochastic differential equation (SDE) driven by a Wiener process, with a drift evolution function drawn from a Gaussian process (GP) conditioned on a set of learnt fixed points and corresponding local Jacobian matrices. This form yields a flexible nonparametric model of the dynamics, with a representation corresponding directly to the interpretable portraits routinely employed in the study of nonlinear dynamical systems. The learning algorithm combines inference of continuous latent paths underlying observed data with a sparse variational description of the dynamical process. We demonstrate our approach on simulated data from different nonlinear dynamical systems.

This work studies the second-order convergence for both standard alternating minimization and proximal alternating minimization. We show that under mild assumptions on the (nonconvex) objective function, both algorithms avoid strict saddles almost surely from random initialization. Together with known first-order convergence results, this implies both algorithms converge to a second-order stationary point. This solves an open problem for the second-order convergence of alternating minimization algorithms that have been widely used in practice to solve large-scale nonconvex problems due to their simple implementation, fast convergence, and superb empirical performance.

It is often desirable for recommender systems and other information retrieval applications to provide diverse results, and determinantal point processes (DPPs) have become a popular way to capture the trade-off between the quality of individual results and the diversity of the overall set. However, computational concerns limit the usefulness of DPPs in practice. Sampling from a DPP is inherently expensive: if the underlying collection contains N items, then generating each DPP sample requires O(N) time following a one-time preprocessing phase. Additionally, results often need to be personalized to a user, but standard approaches to personalization invalidate the preprocessing, making personalized samples especially expensive. In this work we address both of these shortcomings. First, we propose a new algorithm for generating DPP samples in O(log N) time following a slightly more expensive preprocessing phase. We then extend the algorithm to support arbitrary query-time feature weights, allowing us to generate samples customized to individual users while still retaining logarithmic runtime. Experiments show that our approach runs over 300 times faster than traditional DPP sampling on collections of 100,000 items for samples of size 10.

Generalization is the main goal in machine learning, but few researchers systematically investigate how well models perform on truly unseen data. This raises the danger that the community may be overfitting to excessively re-used test sets. To investigate this question, we conduct a novel reproducibility experiment on CIFAR-10 and ImageNet by assembling new test sets and then evaluating a wide range of classification models. Despite our careful efforts to match the distribution of the original datasets, the accuracy of many models drops around 10%. However, accuracy gains on the original test sets translate to larger gains on the new test sets. Our results show that the accuracy drops are likely not caused by adaptive overfitting, but by the models' inability to generalize reliably to slightly "harder" images than those found in the original test set.

We study Imitation Learning (IL) from Observations alone (ILFO) in large-scale MDPs. While most IL algorithms rely on an expert to directly provide actions to the learner, in this setting the expert only supplies sequences of observations. We design a new model-free algorithm for ILFO, Forward Adversarial Imitation Learning (FAIL), which learns a sequence of time-dependent policies by minimizing an Integral Probability Metric between the observation distributions of the expert policy and the learner. FAIL provably learns a near-optimal policy with a number of samples that is polynomial in all relevant parameters but independent of the number of unique observations. The resulting theory extends the domain of provably sample efficient learning algorithms beyond existing results that typically only consider tabular RL settings or settings that require access to a near-optimal reset distribution. We also demonstrate the efficacy ofFAIL on multiple OpenAI Gym control tasks.

Data collection and sharing are pervasive aspects of modern society. This process can either be voluntary, as in the case of a person taking a facial image to unlock his/her phone, or incidental, such as traffic cameras collecting videos on pedestrians. An undesirable side effect of these processes is that shared data can carry information about attributes that users might consider as sensitive, even when such information is of limited use for the task. It is therefore desirable for both data collectors and users to design procedures that minimize sensitive information leakage. Balancing the competing objectives of providing meaningful individualized service levels and inference while obfuscating sensitive information is still an open problem. In this work, we take an information theoretic approach that is implemented as an unconstrained adversarial game between Deep Neural Networks in a principled, data-driven manner. This approach enables us to learn domain-preserving stochastic transformations that maintain performance on existing algorithms while minimizing sensitive information leakage.

Learning with noisy labels is one of the hottest problems in weakly-supervised learning. Based on memorization effects of deep neural networks, training on small-loss samples becomes very promising for handling noisy labels. This fosters the state-of-the-art approach "Co-teaching" that cross-trains two deep neural networks using small-loss trick. However, with the increase of epochs, two networks will converge to a consensus gradually and Co-teaching reduces to the self-training MentorNet. To tackle this issue, we propose a robust learning paradigm called Co-teaching+, which bridges the "Update by Disagreement" strategy with the original Co-teaching. First, two networks predict all data, and feed forward prediction disagreement data only. Then, among such disagreement data, each network selects its small-loss data, but back propagates the small-loss data by its peer network and updates its own parameters. Empirical results on noisy benchmark datasets demonstrate that Co-teaching+ is much superior to many state-of-the-art methods in the robustness of trained models.

A wide class of machine learning algorithms can be reduced to variable elimination on factor graphs. While factor graphs provide a unifying notation for these algorithms, they do not provide a compact way to express repeated structure when compared to plate diagrams for directed graphical models. To exploit efficient tensor algebra in graphs with plates of variables, we generalize undirected factor graphs to plated factor graphs and variable elimination to a tensor variable elimination algorithm that operates directly on plated factor graphs. Moreover, we generalize complexity bounds based on treewidth and characterize the class of plated factor graphs for which inference is tractable. As an application, we integrate tensor variable elimination into the Pyro probabilistic programming language to enable exact inference in discrete latent variable models with repeated structure. We validate our methods with experiments on both directed and undirected graphical models, including applications to polyphonic music modeling, animal movement modeling, and latent sentiment analysis.

Suppose that we wish to estimate a user’s preference vector w from paired comparisons of the form “does user w prefer item p or item q?,” where both the user and items are embedded in a low-dimensional Euclidean space with distances that reflect user and item similarities. Such observations arise in numerous settings, including psychometrics and psychology experiments, search tasks, advertising, and recommender systems. In such tasks, queries can be extremely costly and subject to varying levels of response noise; thus, we aim to actively choose pairs that are most informative given the results of previous comparisons. We provide new theoretical insights into the benefits and challenges of greedy information maximization in this setting, and develop two novel heuristics that maximize lower bounds on information gain and are simpler to analyze and compute respectively. We use simulated responses from a real-world dataset to validate our heuristics through their similar performance to greedy information maximization, and their superior preference estimation over state-of-the-art selection methods as well as random queries.

Active learning for multi-label classification poses fundamental challenges given the complex label correlations and a potentially large and sparse label space. We propose a novel CS-BPCA process that integrates compressed sensing and Bayesian principal component analysis to perform a two-level label transformation, resulting in an optimally compressed continuous target space. Besides leveraging correlation and sparsity of a large label space for effective compression, an optimal compressing rate and the relative importance of the resultant targets are automatically determined through Bayesian inference. Furthermore, the orthogonality of the transformed space completely decouples the correlations among targets, which significantly simplifies multi-label sampling in the target space. We define a novel sampling function that leverages a multi-output Gaussian Process (MOGP). Gradient-free optimization strategies are developed to achieve fast online hyper-parameter learning and model retraining for active learning. Experimental results over multiple real-world datasets and comparison with competitive multi-label active learning models demonstrate the effectiveness of the proposed framework.

Deep neural networks and decision trees operate on largely separate paradigms; typically, the former performs representation learning with pre-specified architectures, while the latter is characterised by learning hierarchies over pre-specified features with data-driven architectures. We unite the two via adaptive neural trees (ANTs), a model that incorporates representation learning into edges, routing functions and leaf nodes of a decision tree, along with a backpropagation-based training algorithm that adaptively grows the architecture from primitive modules (e.g., convolutional layers). We demonstrate that, whilst achieving competitive performance on classification and regression datasets, ANTs benefit from (i) lightweight inference via conditional computation, (ii) hierarchical separation of features useful to the predictive task e.g. learning meaningful class associations, such as separating natural vs. man-made objects, and (iii) a mechanism to adapt the architecture to the size and complexity of the training dataset.

Many interesting applications of reinforcement learning (RL) involve MDPs that include many dead-end" states. Upon reaching a dead-end state, the agent continues to interact with the environment in a dead-end trajectory before reaching a terminal state, but cannot collect any positive reward, regardless of whatever actions are chosen by the agent. The situation is even worse when existence of many dead-end states is coupled with distant positive rewards from any initial state (it is called Bridge Effect). Hence, conventional exploration techniques often incur prohibitively large training steps before convergence. To deal with the bridge effect, we propose a condition for exploration, called security. We next establish formal results that translate the security condition into the learning problem of an auxiliary value function. This new value function is used to capany" given exploration policy and is guaranteed to make it secure. As a special case, we use this theory and introduce secure random-walk. We next extend our results to the deep RL settings by identifying and addressing two main challenges that arise. Finally, we empirically compare secure random-walk with standard benchmarks in two sets of experiments including the Atari game of Montezuma's Revenge.

The study of adversarial examples has so far largely focused on the lp setting. However, neural networks turn out to be also vulnerable to other, very natural classes of perturbations such as translations and rotations. Unfortunately, the standard methods effective in remedying lp vulnerabilities are not as effective in this new regime.

With the goal of classifier robustness, we thoroughly investigate the vulnerabilities of neural network--based classifiers to rotations and translations. We uncover that while data augmentation generally helps very little, using ideas from robust optimization and test-time input aggregation we can significantly improve robustness.

In our exploration we find that, in contrast to the lp case, first-order methods cannot reliably find fooling inputs. This highlights fundamental differences in spatial robustness as compared to lp robustness, and suggests that we need a more comprehensive understanding of robustness in general.

We address the problem of conditioning probabilistic models on predicates, as a means to express declarative knowledge. Models conditioned on predicates rarely have a tractable likelihood; sampling from them requires likelihood-free inference. Existing likelihood-free inference methods focus on predicates which express observations. To address a broader class of predicates, we develop an inference procedure called predicate exchange, which \emph{softens} predicates. Soft predicates return values in a continuous Boolean algebra and can serve as a proxy likelihood function in inference. However, softening introduces an approximation error which depends on a temperature parameter. At zero-temperature predicates are identical, but are often intractable to condition on. At higher temperatures, soft predicates are easier to sample from, but introduce more error. To mitigate this trade-off, we simulate Markov chains at different temperatures and use replica exchange to swap between chains. We implement predicate exchange through a nonstandard execution of a simulation based model, and provide a light-weight tool that can be supplanted on top of existing probabilistic programming formalisms. We demonstrate the approach on sequence models of health and inverse rendering.

Diversification has been shown to be a powerful mechanism for learning robust models in non-convex settings. A notable example is learning mixture models, in which enforcing diversity between the different mixture components allows us to prevent the model collapsing phenomenon and capture more patterns from the observed data. In this work, we present a variational approach for diversity-promoting learning, which leverages the entropy functional as a natural mechanism for enforcing diversity. We develop a simple and efficient functional gradient-based algorithm for optimizing the variational objective function, which provides a significant generalization of Stein variational gradient descent (SVGD). We test our method on various challenging real world problems, including deep embedded clustering and deep anomaly detection. Empirical results show that our method provides an effective mechanism for diversity-promoting learning, achieving substantial improvement over existing methods.

Many machine learning problems come in the form of networks with relational data between entities, and one of the key unsupervised learning tasks is to detect communities from such a network. We adopt the mixed-membership stochastic blockmodel as the underlying probabilistic model, and give conditions under which the membership of a subset of nodes can be uniquely identified. Our method start by constructing a second-order graph moment, which can be shown to converge to a specific product of the true parameters as the size of the network increases. To correctly recover the true membership parameters, we carefully formulate an optimization problem using insights from convex geometry. We show that if the true memberships satisfy a so called sufficiently scattered condition, then solving the proposed problem correctly identifies the ground truth. We also develop an extremely efficient algorithm, which is significantly faster than prior work and with better convergence properties. Experiments on synthetic and real data justify the effectiveness of the proposed learning framework for network data.

Reducing the test time resource requirements of a neural network while preserving test accuracy is crucial for running inference on low-power devices. To achieve this goal, we introduce a novel network reparameterization based on the Kronecker-factored eigenbasis (KFE), and then apply Hessian-based structured pruning methods in this basis. As opposed to existing Hessian-based pruning algorithms which do pruning in parameter coordinates, our method works in the KFE where different weights are approximately independent, enabling accurate pruning and fast computation.We demonstrate empirically the effectiveness of the proposed method through extensive experiments. In particular, we highlight that the improvements are especially significant for more challenging datasets and networks. With negligible loss of accuracy, a iterative-pruning version gives a 10x reduction in model size and a 8x reduction in FLOPs on wide ResNet32.

Generative models use latent variables to represent structured variation in high-dimensional data, such as images, audio, and medical waveforms. These latent variables, however, may ignore subtle, yet meaningful features in the data. Some features may predict an outcome of interest (e.g. heart disease) but account for only a small fraction of variation in the data. We propose a generative model training objective that uses a black-box discriminative model as a regularizer to learn representations that preserve this predictive variation. With these discriminatively regularized generative models, we visualize and measure variation in the data that influence a black-box predictive model, enabling an expert to better understand each prediction. With this technique, we study models that use electrocardiograms to predict outcomes of clinical interest. We measure our approach on synthetic and real data with statistical summaries and an experiment carried out by a physician.

In most machine learning training paradigms a fixed, often handcrafted, loss function is assumed to be a good proxy for an underlying evaluation metric. In this work we assess this assumption by meta-learning an adaptive loss function to directly optimize the evaluation metric. We propose a sample efficient reinforcement learn- ing approach for adapting the loss dynamically during training. We empirically show how this formulation improves performance by simultaneously optimizing the evaluation metric and smoothing the loss land- scape. We verify our method in metric learning and classification scenarios, showing consider- able improvements over the state-of-the-art on a diverse set of tasks. Importantly, our method is applicable to a wide range of loss functions and evaluation metrics. Furthermore, the learned policies are transferable across tasks and data, demonstrating the versatility of the method.

Bayesian methods for adaptive decision-making, such as Bayesian optimisation, active learning, and active search have seen great success in relevant applications. However, real world data collection tasks are more broad and complex, as we may need to achieve a combination of the above goals and/or application specific goals. In such scenarios, specialised methods have limited applicability. In this work, we design a new myopic strategy for a wide class of adaptive design of experiment (DOE) problems, where we wish to collect data in order to fulfil a given goal. Our approach, Myopic Posterior Sampling (\mps), which is inspired by the classical posterior sampling algorithm for multi-armed bandits, enables us to address a broad suite of DOE tasks where a practitioner may incorporate domain expertise about the system and specify her desired goal via a reward function. Empirically, this general-purpose strategy is competitive with more specialised methods in a wide array of synthetic and real world DOE tasks. More importantly, it enables addressing complex DOE goals where no existing method seems applicable. On the theoretical side, we leverage ideas from adaptive submodularity and reinforcement learning to derive conditions under which \mpss achieves sublinear regret against natural benchmark policies.

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be decomposed as the combination of some statistical estimator and a method for imputing a return distribution consistent with that set of statistics. With this new understanding, we are able to provide improved analyses of existing DRL algorithms as well as construct a new algorithm (EDRL) based upon estimation of the expectiles of the return distribution. We compare EDRL with existing methods on a variety of MDPs to illustrate concrete aspects of our analysis.

We study the problem of learning representations with controllable connectivity properties. This is beneficial in situations when the imposed structure can be leveraged upstream. In particular, we control the connectivity of an autoencoder's latent space via a novel type of loss, operating on information from persistent homology. Under mild conditions, this loss is differentiable and we present a theoretical analysis of the properties induced by the loss. We choose one-class learning as our upstream task and demonstrate that the imposed structure enables informed parameter selection for modeling the in-class distribution via kernel density estimators. Evaluated on computer vision data, these one-class models exhibit competitive performance and, in a low sample size regime, outperform other methods by a large margin. Notably, our results indicate that a single autoencoder, trained on auxiliary (unlabeled) data, yields a mapping into latent space that can be reused across datasets for one-class learning.

Generative Adversarial Networks have shown remarkable success in learning a distribution that faithfully recovers a reference distribution in its entirety. However, in some cases, we may want to only learn some aspects (e.g., cluster or manifold structure), while modifying others (e.g., style, orientation or dimension). In this work, we propose an approach to learn generative models across such incomparable spaces, and demonstrate how to steer the learned distribution towards target properties. A key component of our model is the Gromov-Wasserstein distance, a notion of discrepancy that compares distributions relationally rather than absolutely. While this framework subsumes current generative models in identically reproducing distributions, its inherent flexibility allows application to tasks in manifold learning, relational learning and cross-domain learning.

In high dimensions, most machine learning methods are brittle to even a small fraction of structured outliers. To address this, we introduce a new meta-algorithm that can take in a base learner such as least squares or stochastic gradient descent, and harden the learner to be resistant to outliers. Our method, Sever, possesses strong theoretical guarantees yet is also highly scalable -- beyond running the base learner itself, it only requires computing the top singular vector of a certain n×d matrix. We apply Sever on a drug design dataset and a spam classification dataset, and find that in both cases it has substantially greater robustness than several baselines. On the spam dataset, with 1% corruptions, we achieved 7.4% test error, compared to 13.4%−20.5% for the baselines, and 3% error on the uncorrupted dataset. Similarly, on the drug design dataset, with 10% corruptions, we achieved 1.42 mean-squared error test error, compared to 1.51-2.33 for the baselines, and 1.23 error on the uncorrupted dataset.

Particle-based variational inference methods (ParVIs) have gained notable attention in the Bayesian inference area, for their flexible approximation ability and effective iteration. In this work, we explore in-depth the perspective of ParVIs as Wasserstein gradient flows and make both theoretical and pragmatic contributions. On the theory side, we unify various finite-particle approximations that existing ParVIs use, and recognize that the approximation is essentially a compulsory smoothing treatment, in either of two equivalent forms. This novel understanding reveals the assumption and relations of existing ParVIs, and also inspires new ParVIs as we will demonstrate. On the technical side, we propose an acceleration framework and a principled bandwidth selection method for general ParVIs. They are based on the developed theory and our excavation on the geometry of the Wasserstein space. Experimental results show the improved convergence by the acceleration framework and enhanced sample accuracy by the bandwidth selection method.

Variational autoencoders (VAEs) have received considerable attention, since they allow us to learn expressive neural density estimators effectively and efficiently. However, learning and inference in VAEs is still problematic due to the sensitive interplay between the generative model and the inference network. Since these problems become generally more severe in high dimensions, we propose a novel hierarchical mixture model over low-dimensional VAE experts. Our model decomposes the overall learning problem into many smaller problems, which are coordinated by the hierarchical mixture, represented by a sum-product network. In experiments we show that our model consistently outperforms classical VAEs on all of our experimental benchmarks. Moreover, we show that our model is highly data efficient and degrades very gracefully in extremely low data regimes.

In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. This point of view covers the stochastic gradient descent method, variants of the approaches SAGA, SVRG, and has several advantages: (i) we provide a generic proof of convergence for the aforementioned methods; (ii) we show that this SVRG variant is adaptive to strong convexity; (iii) we naturally obtain new algorithms with the same guarantees; (iv) we derive generic strategies to make these algorithms robust to stochastic noise, which is useful when data is corrupted by small random perturbations. Finally, we show that this viewpoint is useful to obtain new accelerated algorithms in the sense of Nesterov.

We introduce Minimal Achievable Sufficient Statistic (MASS) Learning, a training objective for machine learning models whose minimizers are minimal sufficient statistics with respect to the class of functions being optimized over (e.g. deep networks). In deriving MASS Learning, we also introduce Conserved Differential Information (CDI), an information-theoretic quantity that - unlike standard mutual information - can be usefully applied to deterministically-dependent continuous random variables like the input and output of a deep network. In a series of experiments, we show that deep networks trained with MASS Learning match state–of–the–art performance on supervised learning, uncertainty quantification, and adversarial robustness benchmarks.

We study the fundamental problem of learning an unknown, smooth probability function via point-wise Bernoulli tests. We provide a scalable algorithm for efficiently solving this problem with rigorous guarantees. In particular, we prove the convergence rate of our posterior update rule to the true probability function in L2-norm. Moreover, we allow the Bernoulli tests to depend on contextual features, and provide a modified inference engine with provable guarantees for this novel setting. Numerical results show that the empirical convergence rates match the theory, and illustrate the superiority of our approach in handling contextual features over the state-of-the-art.

Federated learning distributes model training among a multitude of agents, who, guided by privacy concerns, perform training using their local data but share only model parameter updates, for iterative aggregation at the server to train an overall global model. In this work, we explore how the federated learning setting gives rise to a new threat, namely model poisoning, which differs from traditional data poisoning. Model poisoning is carried out by an adversary controlling a small number of malicious agents (usually 1) with the aim of causing the global model to misclassify a set of chosen inputs with high confidence. We explore a number of strategies to carry out this attack on deep neural networks, starting with targeted model poisoning using a simple boosting of the malicious agent’s update to overcome the effects of other agents. We also propose two critical notions of stealth to detect malicious updates. We bypass these by including them in the adversarial objective to carry out stealthy model poisoning. We improve its stealth with the use of an alternating minimization strategy which alternately optimizes for stealth and the adversarial objective. We also empirically demonstrate that Byzantine-resilient aggregation strategies are not robust to our attacks. Our results …

This work generalizes graph neural networks (GNNs) beyond those based on the Weisfeiler-Lehman (WL) algorithm, graph Laplacians, and graph diffusion kernels. Our approach, denoted Relational Pooling (RP), draws from the theory of finite partial exchangeability to provide a framework with maximal representation power for graphs. RP can work with existing graph representation models, and somewhat counterintuitively, can make them even more powerful than the original WL isomorphism test. Additionally, RP is the first theoretically sound framework to use architectures like Recurrent Neural Networks and Convolutional Neural Networks for graph classification. RP also has graph kernels as a special case. We demonstrate improved performance of novel RP-based graph representations over current state-of-the-art methods on a number of tasks.

Compressed sensing (CS) provides an elegant framework for recovering sparse signals from compressed measurements. For example, CS can exploit the structure of natural images and recover an image from only a few random measurements. CS is highly flexible and data efficient, but its application has been restricted by the strong assumption of sparsity and costly optimisation process. A recent approach that combines CS with neural network generators has removed the constraint of sparsity, but reconstruction remains slow. Here we propose a novel framework that significantly improves both the performance and speed of signal recovery by jointly training a generator and the optimisation process for reconstruction via meta-learning. We explore training the measurements with different objectives, and derive a family of models based on minimising measurement errors. We show that Generative Adversarial Nets (GANs) can be viewed as a special case in this family of models. Borrowing insights from the CS perspective, we develop a novel way of stabilising GAN training using gradient information from the discriminator.

This article presents a dynamic system model describing Nesterov's accelerated gradient method. In contrast to earlier work, the derivation does not rely on a vanishing step size argument. It is shown that Nesterov's accelerated gradient method follows from discretizing an ordinary differential equation with a semi-implicit Euler integration scheme. We analyze both the corresponding differential equation as well as the discretization for obtaining insights into the phenomenon of acceleration. The analysis suggests that a curvature-dependent damping term lies at the heart of acceleration. We further establish connections between the discretized and the continuous-time dynamics.

This work presents Dynamic Normalization (DN), which is able to learn arbitrary normalization operations for different convolutional layers in a deep ConvNet. Unlike existing normalization approaches that predefined computations of the statistics (mean and variance), DN learns to estimate them. DN has several appealing benefits. First, it adapts to various networks, tasks, and batch sizes. Second, it can be easily implemented and trained in a differentiable end-to-end manner with merely small number of parameters. Third, its matrix formulation represents a wide range of normalization methods, shedding light on analyzing them theoretically. Extensive studies show that DN outperforms its counterparts in CIFAR10 and ImageNet.

Active learning methods, like uncertainty sampling, combined with probabilistic prediction techniques have achieved success in various problems like image classification and text classification. For more complex multivariate prediction tasks, the relationships between labels play an important role in designing structured classifiers with better performance. However, computational time complexity limits prevalent probabilistic methods from effectively supporting active learning. Specifically, while non-probabilistic methods based on structured support vector ma-chines can be tractably applied to predicting cuts and bipartite matchings, conditional random fields are intractable for these structures. We propose an adversarial approach for active learning with structured prediction domains that is tractable for cuts and matching. We evaluate this approach algorithmically in two important structured prediction problems: multi-label classification and object tracking in videos. We demonstrate better accuracy and computational efficiency for our proposed method.

Black-box explanation is the problem of explaining how a machine learning model -- whose internal logic is hidden to the auditor and generally complex -- produces its outcomes. Current approaches for solving this problem include model explanation, outcome explanation as well as model inspection. While these techniques can be beneficial by providing interpretability, they can be used in a negative manner to perform fairwashing, which we define as promoting the perception that a machine learning model respects some ethical values while it might not be the case. In particular, we demonstrate that it is possible to systematically rationalize decisions taken by an unfair black-box model using the model explanation as well as the outcome explanation approaches with a given fairness metric. Our solution, LaundryML, is based on a regularized rule list enumeration algorithm whose objective is to search for fair rule lists approximating an unfair black-box model. We empirically evaluate our rationalization technique on black-box models trained on real-world datasets and show that one can obtain rule lists with high fidelity to the black-box model while being considerably less unfair at the same time.

Generative adversarial networks (GANs) are known to achieve the state-of-the-art performance on various generative tasks, but these results come at the expense of a notoriously difficult training phase. Current training strategies typically draw a connection to optimization theory, whose scope is restricted to local convergence due to the presence of non-convexity. In this work, we tackle the training of GANs by rethinking the problem formulation from the mixed Nash Equilibria (NE) perspective. Via a classical lifting trick, we show that essentially all existing GAN objectives can be relaxed into their mixed strategy forms, whose global optima can be solved via sampling, in contrast to the exclusive use of optimization framework in previous work. We further propose a mean-approximation sampling scheme, which allows to systematically exploit methods for bi-affine games to delineate novel, practical training algorithms of GANs. Finally, we provide experimental evidence that our approach yields comparable or superior results to contemporary training algorithms, and outperforms classical methods such as SGD, Adam, and RMSProp.

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? One natural, intrinsically defined, objective problem is for the agent to learn a policy which induces a distribution over state space that is as uniform as possible, which can be measured in an entropic sense. We provide an efficient algorithm to construct such a maximum-entropy exploratory policy, when given access to a black box planning oracle (which is robust to function approximation). Furthermore, when restricted to the tabular setting where we have sample based access to the MDP, our proposed algorithm is provably efficient method, both in terms of sample size and computational complexity. Key to our algorithmic methodology is utilizing the conditional gradient method (a.k.a. the Frank-Wolfe algorithm) which utilizes an approximate MDP solver.

Variational inference transforms posterior inference into parametric optimization thereby enabling the use of latent variable models where otherwise impractical. However, variational inference can be finicky when different variational parameters control variables that are strongly correlated under the model. Traditional natural gradients based on the variational approximation fail to correct for correlations when the approximation is not the true posterior. To address this, we construct a new natural gradient called the variational predictive natural gradient. It is constructed as an average of the Fisher information of the reparameterized predictive model distribution. Unlike traditional natural gradients for variational inference, this natural gradient accounts for the relationship between model parameters and variational parameters. We also show the variational predictive natural gradient relates to the negative Hessian of the expected log-likelihood. A simple example shows the insight. We demonstrate the empirical value of our method on a classification task, a deep generative model of images, and probabilistic matrix factorization for recommendation.

    The formation of a real-world graph typically arises from the highly complex interaction of many latent factors.
    The existing deep learning methods for graph-structured data neglect the entanglement of the latent factors, rendering the learned representations non-robust and hardly explainable.
    However, learning representations that disentangle the latent factors poses great challenges and remains largely unexplored in the literature of graph neural networks.
    In this paper, we introduce the disentangled graph convolutional network (DisenGCN) to learn disentangled node representations.
    In particular, we propose a novel neighborhood routing mechanism, which is capable of dynamically identifying the latent factor that may have caused the edge between a node and one of its neighbors,  and accordingly assigning the neighbor to a channel that extracts and convolutes features specific to that factor.
    We theoretically prove the convergence properties of the routing mechanism.
    Empirical results show that our proposed model can achieve significant performance gains, especially when the data demonstrate the existence of many entangled factors.

Recently similarity graphs became the leading paradigm for efficient nearest neighbor search, outperforming traditional tree-based and LSH-based methods. Similarity graphs perform the search via greedy routing: a query traverses the graph and in each vertex moves to the adjacent vertex that is the closest to this query. In practice, similarity graphs are often susceptible to local minima, when queries do not reach its nearest neighbors, getting stuck in suboptimal vertices. In this paper we propose to learn the routing function that overcomes local minima via incorporating information about the graph global structure. In particular, we augment the vertices of a given graph with additional representations that are learned to provide the optimal routing from the start vertex to the query nearest neighbor. By thorough experiments, we demonstrate that the proposed learnable routing successfully diminishes the local minima problem and significantly improves the overall search performance.

Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior modes. Furthermore, all models are misspecified, which brings into question the validity of the conventional Bayesian update. We present a scalable Bayesian nonparametric learning routine that enables posterior sampling through the optimization of suitably randomized objective functions. A Dirichlet process prior on the unknown data distribution accounts for model misspecification, and admits an embarrassingly parallel posterior bootstrap algorithm that generates independent and exact samples from the nonparametric posterior distribution. Our method is particularly adept at sampling from multimodal posterior distributions via a random restart mechanism, and we demonstrate this on Gaussian mixture model and sparse logistic regression examples.

A long-standing problem in stochastic optimization is proving that RandomShuffle, the without-replacement version of SGD, converges faster than the usual with-replacement SGD. Building upon Gurbuzbalaban et el, we present the first (to our knowledge) non-asymptotic results for this problem by proving that after a reasonable number of epochs RandomShuffle converges faster than SGD. Specifically, we prove that for strongly convex, second-order smooth functions, the iterates of RandomShuffle converge to the optimal solution as O(1/T^2+n^3/T^3), where n is the number of components in the objective, and T is number of iterations. This result implies that after O(\sqrt{n}) epochs, RandomShuffle is strictly better than SGD (which converges as O(1/T)). The key step toward showing this better dependence on T is the introduction of n into the bound; and as our analysis shows, in general a dependence on n is unavoidable without further changes. To understand how RandomShuffle works in practice, we further explore two empirically useful settings: data sparsity and over-parameterization. For sparse data, RandomShuffle has the rate O(1/T^2), again strictly better than SGD. Under a setting closely related to over-parameterization, RandomShuffle is shown to converge faster than SGD after any arbitrary number of iterations. Finally, we extend the analysis of RandomShuffle …

We consider a model-based approach to perform batch off-policy evaluation in reinforcement learning. Our method takes a mixture-of-experts approach to combine parametric and non-parametric models of the environment such that the final value estimate has the least expected error. We do so by first estimating the local accuracy of each model and then using a planner to select which model to use at every time step as to minimize the return error estimate along entire trajectories. Across a variety of domains, our mixture-based approach outperforms the individual models alone as well as state-of-the-art importance sampling-based estimators.

We introduce Compositional Imitation Learning and Execution (CompILE): a framework for learning reusable, variable-length segments of hierarchically-structured behavior from demonstration data. CompILE uses a novel unsupervised, fully-differentiable sequence segmentation module to learn latent encodings of sequential data that can be re-composed and executed to perform new tasks. Once trained, our model generalizes to sequences of longer length and from environment instances not seen during training. We evaluate CompILE in a challenging 2D multi-task environment and a continuous control task, and show that it can find correct task boundaries and event encodings in an unsupervised manner. Latent codes and associated behavior policies discovered by CompILE can be used by a hierarchical agent, where the high-level policy selects actions in the latent code space, and the low-level, task-specific policies are simply the learned decoders. We found that our CompILE-based agent could learn given only sparse rewards, where agents without task-specific policies struggle.

Numerous empirical evidence has corroborated that the noise plays a crucial rule in effective and efficient training of deep neural networks. The theory behind, however, is still largely unknown. This paper studies this fundamental problem through training a simple two-layer convolutional neural network model. Although training such a network requires to solve a non-convex optimization problem with a spurious local optimum and a global optimum, we prove that a perturbed gradient descent algorithm in conjunction with noise annealing is guaranteed to converge to a global optimum in polynomial time with arbitrary initialization. This implies that the noise enables the algorithm to efficiently escape from the spurious local optimum. Numerical experiments are provided to support our theory.