Trained generative models have shown remarkable performance as priors for inverse problems in imaging -- for example, Generative Adversarial Network priors permit recovery of test images from 5-10x fewer measurements than sparsity priors. Unfortunately, these models may be unable to represent any particular image because of architectural choices, mode collapse, and bias in the training dataset. In this paper, we demonstrate that invertible neural networks, which have zero representation error by design, can be effective natural signal priors at inverse problems such as denoising, compressive sensing, and inpainting. Given a trained generative model, we study the empirical risk formulation of the desired inverse problem under a regularization that promotes high likelihood images, either directly by penalization or algorithmically by initialization. For compressive sensing, invertible priors can yield higher accuracy than sparsity priors across almost all undersampling ratios, and due to their lack of representation error, invertible priors can yield better reconstructions than GAN priors for images that have rare features of variation within the biased training set, including out-of-distribution natural images. We additionally compare performance for compressive sensing to unlearned methods, such as the deep decoder, and we establish theoretical bounds on expected recovery error in the case of a linear invertible model.

The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account risk. In online decision making systems, risk is a primary concern. In this regard, the mean-variance risk measure is one of the most common objective functions. Existing algorithms for mean-variance optimization in the context of MAB problems have unrealistic assumptions on the reward distributions. We develop Thompson Sampling-style algorithms for mean-variance MAB and provide comprehensive regret analyses for Gaussian and Bernoulli bandits with fewer assumptions. Our algorithms achieve the best known regret bounds for mean-variance MABs and also attain the information-theoretic bounds in some parameter regimes. Empirical simulations show that our algorithms significantly outperform existing LCB-based algorithms for all risk tolerances.

Off-policy evaluation (OPE) in reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. We consider for the first time the semiparametric efficiency limits of OPE in Markov decision processes (MDPs), where actions, rewards, and states are memoryless. We show existing OPE estimators may fail to be efficient in this setting. We develop a new estimator based on cross-fold estimation of $q$-functions and marginalized density ratios, which we term double reinforcement learning (DRL). We show that DRL is efficient when both components are estimated at fourth-root rates and is also doubly robust when only one component is consistent. We investigate these properties empirically and demonstrate the performance benefits due to harnessing memorylessness.

When machine learning models are deployed on a test distribution different from the training distribution, they can perform poorly, but overestimate their performance. In this work, we aim to better estimate a model's performance under distribution shift, without supervision. To do so, we use a set of domain-invariant predictors as a proxy for the unknown, true target labels. Since the error of the resulting risk estimate depends on the target risk of the proxy model, we study generalization of domain-invariant representations and show that the complexity of the latent representation has a significant influence on the target risk. Empirically, our approach (1) enables self-tuning of domain adaptation models, and (2) accurately estimates the target error of given models under distribution shift. Other applications include model selection, deciding early stopping and error detection.

We propose the Interferometric Graph Transform (IGT), which is a new class of deep unsupervised graph convolutional neural network for building graph representations. Our first contribution is to propose a generic, complex-valued spectral graph architecture obtained from a generalization of the Euclidean Fourier transform. We show that our learned representation consists of both discriminative and invariant features, thanks to a novel greedy concave objective. From our experiments, we conclude that our learning procedure exploits the topology of the spectral domain, which is normally a flaw of spectral methods, and in particular our method can recover an analytic operator for vision tasks. We test our algorithm on various and challenging tasks such as image classification (MNIST, CIFAR-10), community detection (Authorship, Facebook graph) and action recognition from 3D skeletons videos (SBU, NTU), exhibiting a new state-of-the-art in spectral graph unsupervised settings.

Generalization across environments is critical to the successful application of reinforcement learning (RL) algorithms to real-world challenges. In this work we propose a method for learning state abstractions which generalize to novel observation distributions in the multi-environment RL setting. We prove that for certain classes of environments, this approach outputs, with high probability, a state abstraction corresponding to the causal feature set with respect to the return. We give empirical evidence that analogous methods for the nonlinear setting can also attain improved generalization over single- and multi-task baselines. Lastly, we provide bounds on model generalization error in the multi-environment setting, in the process showing a connection between causal variable identification and the state abstraction framework for MDPs.

Speech information can be roughly decomposed into four components: language content, timbre, pitch, and rhythm. Obtaining disentangled representations of these components is useful in many speech analysis and generation applications. Recently, state-of-the-art voice conversion systems have led to speech representations that can disentangle speaker-dependent and independent information. However, these systems can only disentangle timbre, while information about pitch, rhythm and content is still mixed together. Further disentangling the remaining speech components is an under-determined problem in the absence of explicit annotations for each component, which are difficult and expensive to obtain. In this paper, we propose SpeechSplit, which can blindly decompose speech into its four components by introducing three carefully designed information bottlenecks. SpeechSplit is among the first algorithms that can separately perform style transfer on timbre, pitch and rhythm without text labels. Our code is publicly available at https://github.com/auspicious3000/SpeechSplit.

Recovering a signal from its Fourier intensity underlies many important applications, including lensless imaging and imaging through scattering media. Conventional algorithms for retrieving the phase suffer when noise is present but display global convergence when given clean data. Neural networks have been used to improve algorithm robustness, but efforts to date are sensitive to initial conditions and give inconsistent performance. Here, we combine iterative methods from phase retrieval with image statistics from deep denoisers, via regularization-by-denoising. The resulting methods inherit the advantages of each approach and outperform other noise-robust phase retrieval algorithms. Our work paves the way for hybrid imaging methods that integrate machine-learned constraints in conventional algorithms.