Moderator: Ian Osband

Abstract:

Wed 21 July 17:00 - 17:20 PDT

(Oral)

Pierre MENARD · Omar Darwiche Domingues · Xuedong Shang · Michal Valko

We propose UCBMQ, Upper Confidence Bound Momentum Q-learning, a new algorithm for reinforcement learning in tabular and possibly stage-dependent, episodic Markov decision process. UCBMQ is based on Q-learning where we add a momentum term and rely on the principle of optimism in face of uncertainty to deal with exploration. Our new technical ingredient of UCBMQ is the use of momentum to correct the bias that Q-learning suffers while, \emph{at the same time}, limiting the impact it has on the second-order term of the regret. For UCBMQ, we are able to guarantee a regret of at most $\tilde{O}(\sqrt{H^3SAT}+ H^4 S A)$ where $H$ is the length of an episode, $S$ the number of states, $A$ the number of actions, $T$ the number of episodes and ignoring terms in poly$\log(SAHT)$. Notably, UCBMQ is the first algorithm that simultaneously matches the lower bound of $\Omega(\sqrt{H^3SAT})$ for large enough $T$ and has a second-order term (with respect to $T$) that scales \emph{only linearly} with the number of states $S$.

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Wed 21 July 17:20 - 17:25 PDT

(Spotlight)

Pierre Alquier

We tackle the problem of online optimization with a general, possibly unbounded, loss function. It is well known that when the loss is bounded, the exponentially weighted aggregation strategy (EWA) leads to a regret in $\sqrt{T}$ after $T$ steps. In this paper, we study a generalized aggregation strategy, where the weights no longer depend exponentially on the losses. Our strategy is based on Follow The Regularized Leader (FTRL): we minimize the expected losses plus a regularizer, that is here a $\phi$-divergence. When the regularizer is the Kullback-Leibler divergence, we obtain EWA as a special case. Using alternative divergences enables unbounded losses, at the cost of a worst regret bound in some cases.

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Wed 21 July 17:25 - 17:30 PDT

(Spotlight)

Aadirupa Saha · Tomer Koren · Yishay Mansour

We introduce the problem of regret minimization in Adversarial Dueling Bandits. As in classic Dueling Bandits, the learner has to repeatedly choose a pair of items and observe only a relative binary `win-loss' feedback for this pair, but here this feedback is generated from an arbitrary preference matrix, possibly chosen adversarially. Our main result is an algorithm whose $T$-round regret compared to the \emph{Borda-winner} from a set of $K$ items is $\tilde{O}(K^{1/3}T^{2/3})$, as well as a matching $\Omega(K^{1/3}T^{2/3})$ lower bound. We also prove a similar high probability regret bound. We further consider a simpler \emph{fixed-gap} adversarial setup, which bridges between two extreme preference feedback models for dueling bandits: stationary preferences and an arbitrary sequence of preferences. For the fixed-gap adversarial setup we give an $\smash{ \tilde{O}((K/\Delta^2)\log{T}) }$ regret algorithm, where $\Delta$ is the gap in Borda scores between the best item and all other items, and show a lower bound of $\Omega(K/\Delta^2)$ indicating that our dependence on the main problem parameters $K$ and $\Delta$ is tight (up to logarithmic factors). Finally, we corroborate the theoretical results with empirical evaluations.

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Wed 21 July 17:30 - 17:35 PDT

(Spotlight)

Pierre MENARD · Omar Darwiche Domingues · Anders Jonsson · Emilie Kaufmann · Edouard Leurent · Michal Valko

Realistic environments often provide agents with very limited feedback. When the environment is initially unknown, the feedback, in the beginning, can be completely absent, and the agents may first choose to devote all their effort on \emph{exploring efficiently.} The exploration remains a challenge while it has been addressed with many hand-tuned heuristics with different levels of generality on one side, and a few theoretically-backed exploration strategies on the other. Many of them are incarnated by \emph{intrinsic motivation} and in particular \emph{explorations bonuses}. A common choice is to use $1/\sqrt{n}$ bonus, where $n$ is a number of times this particular state-action pair was visited. We show that, surprisingly, for a pure-exploration objective of \emph{reward-free exploration}, bonuses that scale with $1/n$ bring faster learning rates, improving the known upper bounds with respect to the dependence on the horizon $H$. Furthermore, we show that with an improved analysis of the stopping time, we can improve by a factor $H$ the sample complexity in the \emph{best-policy identification} setting, which is another pure-exploration objective, where the environment provides rewards but the agent is not penalized for its behavior during the exploration phase.

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Wed 21 July 17:35 - 17:40 PDT

(Spotlight)

Jincheng Mei · Yue Gao · Bo Dai · Csaba Szepesvari · Dale Schuurmans

Classical global convergence results for first-order methods rely on uniform smoothness and the \L{}ojasiewicz inequality. Motivated by properties of objective functions that arise in machine learning, we propose a non-uniform refinement of these notions, leading to \emph{Non-uniform Smoothness} (NS) and \emph{Non-uniform \L{}ojasiewicz inequality} (N\L{}). The new definitions inspire new geometry-aware first-order methods that are able to converge to global optimality faster than the classical $\Omega(1/t^2)$ lower bounds. To illustrate the power of these geometry-aware methods and their corresponding non-uniform analysis, we consider two important problems in machine learning: policy gradient optimization in reinforcement learning (PG), and generalized linear model training in supervised learning (GLM). For PG, we find that normalizing the gradient ascent method can accelerate convergence to $O(e^{- c \cdot t})$ (where $c > 0$) while incurring less overhead than existing algorithms. For GLM, we show that geometry-aware normalized gradient descent can also achieve a linear convergence rate, which significantly improves the best known results. We additionally show that the proposed geometry-aware gradient descent methods escape landscape plateaus faster than standard gradient descent. Experimental results are used to illustrate and complement the theoretical findings.

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Wed 21 July 17:40 - 17:45 PDT

(Spotlight)

David Tolpin · Yuan Zhou · Tom Rainforth · Hongseok Yang

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic conditioning. However, in many real-life scenarios, the observations are given as marginal distributions, summary statistics, or samplers. Conventional probabilistic programming systems lack adequate means for modeling and inference in such scenarios. We propose a generalization of deterministic conditioning to stochastic conditioning, that is, conditioning on the marginal distribution of a variable taking a particular form. To this end, we first define the formal notion of stochastic conditioning and discuss its key properties. We then show how to perform inference in the presence of stochastic conditioning. We demonstrate potential usage of stochastic conditioning on several case studies which involve various kinds of stochastic conditioning and are difficult to solve otherwise. Although we present stochastic conditioning in the context of probabilistic programming, our formalization is general and applicable to other settings.

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