Adversarial or test time robustness measures the susceptibility of a classifier to perturbations to the test input. While there has been a flurry of recent work on designing defenses against such perturbations, the theory of adversarial robustness is not well understood. In order to make progress on this, we focus on the problem of understanding generalization in adversarial settings, via the lens of Rademacher complexity. We give upper and lower bounds for the adversarial empirical Rademacher complexity of linear hypotheses with adversarial perturbations measured in $l_r$-norm for an arbitrary $r \geq 1$. We then extend our analysis to provide Rademacher complexity lower and upper bounds for a single ReLU unit. Finally, we give adversarial Rademacher complexity bounds for feed-forward neural networks with one hidden layer.

The recently proposed Thermodynamic Variational Objective (TVO) leverages thermodynamic integration to provide a family of variational inference objectives, which both tighten and generalize the ubiquitous Evidence Lower Bound (ELBO). However, the tightness of TVO bounds was not previously known, an expensive grid search was used to choose a ``schedule'' of intermediate distributions, and model learning suffered with ostensibly tighter bounds. In this work, we propose an exponential family interpretation of the geometric mixture curve underlying the TVO and various path sampling methods, which allows us to characterize the gap in TVO likelihood bounds as a sum of KL divergences. We propose to choose intermediate distributions using equal spacing in the moment parameters of our exponential family, which matches grid search performance and allows the schedule to adaptively update over the course of training. Finally, we derive a doubly reparameterized gradient estimator which improves model learning and allows the TVO to benefit from more refined bounds. To further contextualize our contributions, we provide a unified framework for understanding thermodynamic integration and the TVO using Taylor series remainders.

This paper presents SimCLR: a simple framework for contrastive learning of visual representations. We simplify recently proposed contrastive self-supervised learning algorithms without requiring specialized architectures or a memory bank. In order to understand what enables the contrastive prediction tasks to learn useful representations, we systematically study the major components of our framework. We show that (1) composition of data augmentations plays a critical role in defining effective predictive tasks, (2) introducing a learnable nonlinear transformation between the representation and the contrastive loss substantially improves the quality of the learned representations, and (3) contrastive learning benefits from larger batch sizes and more training steps compared to supervised learning. By combining these findings, we are able to considerably outperform previous methods for self-supervised and semi-supervised learning on ImageNet. A linear classifier trained on self-supervised representations learned by SimCLR achieves 76.5% top-1 accuracy, which is a 7% relative improvement over previous state-of-the-art, matching the performance of a supervised ResNet-50. When fine-tuned on only 1% of the labels, we achieve 85.8% top-5 accuracy, outperforming AlexNet with 100X fewer labels.

Conditional Value-at-Risk (CVaR) is a widely used risk metric in applications such as finance. We derive concentration bounds for CVaR estimates, considering separately the cases of sub-Gaussian, light-tailed and heavy-tailed distributions. For the sub-Gaussian and light-tailed cases, we use a classical CVaR estimator based on the empirical distribution constructed from the samples. For heavy-tailed random variables, we assume a mild `bounded moment' condition, and derive a concentration bound for a truncation-based estimator. Our concentration bounds exhibit exponential decay in the sample size, and are tighter than those available in the literature for the above distribution classes. To demonstrate the applicability of our concentration results, we consider the CVaR optimization problem in a multi-armed bandit setting. Specifically, we address the best CVaR-arm identification problem under a fixed budget. Using our CVaR concentration results, we derive an upper-bound on the probability of incorrect arm identification.

Parameter estimation, statistical tests and confidence sets are the cornerstones of classical statistics that allow scientists to make inferences about the underlying process that generated the observed data. A key question is whether one can still construct hypothesis tests and confidence sets with proper coverage and high power in a so-called likelihood-free inference (LFI) setting; that is, a setting where the likelihood is not explicitly known but one can forward-simulate observable data according to a stochastic model. In this paper, we present ACORE (Approximate Computation via Odds Ratio Estimation), a frequentist approach to LFI that first formulates the classical likelihood ratio test (LRT) as a parametrized classification problem, and then uses the equivalence of tests and confidence sets to build confidence regions for parameters of interest. We also present a goodness-of-fit procedure for checking whether the constructed tests and confidence regions are valid. ACORE is based on the key observation that the LRT statistic, the rejection probability of the test, and the coverage of the confidence set are conditional distribution functions which often vary smoothly as a function of the parameters of interest. Hence, instead of relying solely on samples simulated at fixed parameter settings (as is the convention in standard Monte Carlo solutions), one can leverage machine learning tools and data simulated in the neighborhood of a parameter to improve estimates of quantities of interest. We demonstrate the efficacy of ACORE with both theoretical and empirical results. Our implementation is available on Github.

Variational Autoencoders (VAE) and their variants have been widely used in a variety of applications, such as dialog generation, image generation and disentangled representation learning. However, the existing VAE models may suffer from KL vanishing in language modeling and low reconstruction quality for disentangling. To address these issues, we propose a novel controllable variational autoencoder framework, ControlVAE, that combines a controller, inspired by automatic control theory, with the basic VAE to improve the performance of resulting generative models. Specifically, we design a new non-linear PI controller, a variant of the proportional-integral-derivative (PID) control, to automatically tune the hyperparameter (weight) added in the VAE objective using the output KL-divergence as feedback during model training. The framework is evaluated using three applications; namely, language modeling, disentangled representation learning, and image generation. The results show that ControlVAE can achieve much better reconstruction quality than the competitive methods for the comparable disentanglement performance. For language modelling, it not only averts the KL-vanishing, but also improves the diversity of generated text. Finally, we also demonstrate that ControlVAE improves the reconstruction quality for image generation compared to the original VAE.

Performance evaluations are critical for quantifying algorithmic advances in reinforcement learning. Recent reproducibility analyses have shown that reported performance results are often inconsistent and difficult to replicate. In this work, we argue that the inconsistency of performance stems from the use of flawed evaluation metrics. Taking a step towards ensuring that reported results are consistent, we propose a new comprehensive evaluation methodology for reinforcement learning algorithms that produces reliable measurements of performance both on a single environment and when aggregated across environments. We demonstrate this method by evaluating a broad class of reinforcement learning algorithms on standard benchmark tasks.

Sensitive attributes such as race are rarely available to learners in real world settings as their collection is often restricted by laws and regulations. We give a scheme that allows individuals to release their sensitive information privately while still allowing any downstream entity to learn non-discriminatory predictors. We show how to adapt non-discriminatory learners to work with privatized protected attributes giving theoretical guarantees on performance. Finally, we highlight how the methodology could apply to learning fair predictors in settings where protected attributes are only available for a subset of the data.

We propose a method for multiple hypothesis testing with familywise error rate (FWER) control, called the i-FWER test. Most testing methods are predefined algorithms that do not allow modifications after observing the data. However, in practice, analysts tend to choose a promising algorithm after observing the data; unfortunately, this violates the validity of the conclusion. The i-FWER test allows much flexibility: a human (or a computer program acting on the human's behalf) may adaptively guide the algorithm in a data-dependent manner. We prove that our test controls FWER if the analysts adhere to a particular protocol of masking and unmasking. We demonstrate via numerical experiments the power of our test under structured non-nulls, and then explore new forms of masking.

The problem of maximizing nonnegative monotone submodular functions under a certain constraint has been intensively studied in the last decade, and a wide range of efficient approximation algorithms have been developed for this problem. Many machine learning problems, including data summarization and influence maximization, can be naturally modeled as the problem of maximizing monotone submodular functions. However, when such applications involve sensitive data about individuals, their privacy concerns should be addressed. In this paper, we study the problem of maximizing monotone submodular functions subject to matroid constraints in the framework of differential privacy. We provide $(1-\frac{1}{\mathrm{e}})$-approximation algorithm which improves upon the previous results in terms of approximation guarantee. This is done with an almost cubic number of function evaluations in our algorithm. Moreover, we study $k$-submodularity, a natural generalization of submodularity. We give the first $\frac{1}{2}$-approximation algorithm that preserves differential privacy for maximizing monotone $k$-submodular functions subject to matroid constraints. The approximation ratio is asymptotically tight and is obtained with an almost linear number of function evaluations.

We show that on-policy policy gradient (PG) and its variance reduction variants can be derived by taking finite-difference of function evaluations supplied by estimators from the importance sampling (IS) family for off-policy evaluation (OPE). Starting from the doubly robust (DR) estimator (Jiang & Li, 2016), we provide a simple derivation of a very general and flexible form of PG, which subsumes the state-of-the-art variance reduction technique (Cheng et al., 2019) as its special case and immediately hints at further variance reduction opportunities overlooked by existing literature. We analyze the variance of the new DR-PG estimator, compare it to existing methods as well as the Cramer-Rao lower bound of policy gradient, and empirically show its effectiveness.

The remarkable recent advances in object-centric generative world models raise a few questions. First, while many of the recent achievements are indispensable for making a general and versatile world model, it is quite unclear how these ingredients can be integrated into a unified framework. Second, despite using generative objectives, abilities for object detection and tracking are mainly investigated, leaving the crucial ability of temporal imagination largely under question. Third, a few key abilities for more faithful temporal imagination such as multimodal uncertainty and situation-awareness are missing. In this paper, we introduce Generative Structured World Models (G-SWM). The G-SWM achieves the versatile world modeling not only by unifying the key properties of previous models in a principled framework but also by achieving two crucial new abilities, multimodal uncertainty and situation-awareness. Our thorough investigation on the temporal generation ability in comparison to the previous models demonstrates that G-SWM achieves the versatility with the best or comparable performance for all experiment settings including a few complex settings that have not been tested before. https://sites.google.com/view/gswm

We give a local search based algorithm for $k$-median and $k$-means (and more generally for any $k$-clustering with $\ell_p$ norm cost function) from the perspective of individual fairness. More precisely, for a point $x$ in a point set $P$ of size $n$, let $r(x)$ be the minimum radius such that the ball of radius $r(x)$ centered at $x$ has at least $n/k$ points from $P$. Intuitively, if a set of $k$ random points are chosen from $P$ as centers, every point $x\in P$ expects to have a center within radius $r(x)$. An individually fair clustering provides such a guarantee for every point $x\in P$. This notion of fairness was introduced in [Jung et al., 2019] where they showed how to get an approximately feasible $k$-clustering with respect to this fairness condition. In this work, we show how to get an approximately \emph{optimal} such fair $k$-clustering. The $k$-median ($k$-means) cost of our solution is within a constant factor of the cost of an optimal fair $k$-clustering, and our solution approximately satisfies the fairness condition (also within a constant factor).

We propose a transductive Laplacian-regularized inference for few-shot tasks. Given any feature embedding learned from the base classes, we minimize a quadratic binary-assignment function containing two terms: (1) a unary term assigning query samples to the nearest class prototype, and (2) a pairwise Laplacian term encouraging nearby query samples to have consistent label assignments. Our transductive inference does not re-train the base model, and can be viewed as a graph clustering of the query set, subject to supervision constraints from the support set. We derive a computationally efficient bound optimizer of a relaxation of our function, which computes independent (parallel) updates for each query sample, while guaranteeing convergence. Following a simple cross-entropy training on the base classes, and without complex meta-learning strategies, we conducted comprehensive experiments over five few-shot learning benchmarks. Our LaplacianShot consistently outperforms state-of-the-art methods by significant margins across different models, settings, and data sets. Furthermore, our transductive inference is very fast, with computational times that are close to inductive inference, and can be used for large-scale few-shot tasks.

Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In this paper, we consider irregular sampling from the perspective of missing data. We model observed irregularly-sampled time series data as a sequence of index-value pairs sampled from a continuous but unobserved function. We introduce an encoder-decoder framework for learning from such generic indexed sequences. We propose learning methods for this framework based on variational autoencoders and generative adversarial networks. For continuous irregularly-sampled time series, we introduce continuous convolutional layers that can efficiently interface with existing neural network architectures. Experiments show that our models are able to achieve competitive or better classification results on irregularly-sampled multivariate time series compared to recent RNN models while offering significantly faster training times.

In the transfer learning problem, the target and the source data domains are typically known. In this article, we study a new paradigm called mutual transfer learning where among many heterogeneous data domains, every data domain could potentially be the target of interest, and it could also be a useful source to help the learning in other data domains. However, it is important to note that given a target not every data domain can be a successful source; only data sets that are similar enough to be thought as from the same population can be useful sources for each other. Under this mutual learnability assumption, a confidence distribution fusion approach is proposed to recover the mutual learnability relation in the transfer learning regime. Our proposed method achieves the same oracle statistical inferential accuracy as if the true learnability structure were known. It can be implemented in an efficient parallel fashion to deal with large-scale data. Simulated and real examples are analyzed to illustrate the usefulness of the proposed method.

Studies of acquiring appropriate continuous representations of a discrete objects such as graph and knowledge based data have been conducted by many researches in the field of machine learning. In this paper, we introduce Nested SubSpace arrangement (NSS arrangement), a comprehensive framework for representation learning. We show that existing embedding techniques can be regarded as a member of NSS arrangement. Based on the concept of the NSS arrangement, we implemented Disk-ANChor ARrangement (DANCAR), a representation learning method specializing to reproduce general graphs. Numerical experiments have shown that DANCAR has successfully embedded WordNet in ${\mathbb R}^{20}$ with the F1 score of 0.993 in the reconstruction task. DANCAR is also suitable for visualization to understand the characteristics of graph.

While the impact of variational inference (VI) on posterior inference in a fixed generative model is well-characterized, its role in regularizing a learned generative model when used in variational autoencoders (VAEs) is poorly understood. We study the regularizing effects of variational distributions on learning in generative models from two perspectives. First, we analyze the role that the choice of variational family plays in imparting uniqueness to the learned model by restricting the set of optimal generative models. Second, we study the regularization effect of the variational family on the local geometry of the decoding model. This analysis uncovers the regularizer implicit in the $\beta$-VAE objective, and leads to an approximation consisting of a deterministic autoencoding objective plus analytic regularizers that depend on the Hessian or Jacobian of the decoding model, unifying VAEs with recent heuristics proposed for training regularized autoencoders. We empirically verify these findings, observing that the proposed deterministic objective exhibits similar behavior to the $\beta$-VAE in terms of objective value and sample quality.

The output of a neural network depends on its architecture and weights in a highly nonlinear way, and it is often assumed that a network's parameters cannot be recovered from its output. Here, we prove that, in fact, it is frequently possible to reconstruct the architecture, weights, and biases of a deep ReLU network by observing only its output. We leverage the fact that every ReLU network defines a piecewise linear function, where the boundaries between linear regions correspond to inputs for which some neuron in the network switches between inactive and active ReLU states. By dissecting the set of region boundaries into components associated with particular neurons, we show both theoretically and empirically that it is possible to recover the weights of neurons and their arrangement within the network, up to isomorphism.

Maximizing on k-submodular functions subject to size constraint has received extensive attention recently. In this paper, we investigate a more realistic scenario of this problem that (1) obtaining exact evaluation of an objective function is impractical, instead, its noisy version is acquired; and (2) algorithms are required to take only one single pass over dataset, producing solutions in a timely manner. We propose two novel streaming algorithms, namely DStream and RStream, with their theoretical performance guarantees. We further demonstrate the efficiency of our algorithms in two application, showing that our algorithms can return comparative results to state-of-the-art non-streaming methods while using a much fewer number of queries.

The objective of a reinforcement learning agent is to behave so as to maximise the sum of a suitable scalar function of state: the reward. These rewards are typically given and immutable. In this paper, we instead consider the proposition that the reward function itself can be a good locus of learned knowledge. To investigate this, we propose a scalable meta-gradient framework for learning useful intrinsic reward functions across multiple lifetimes of experience. Through several proof-of-concept experiments, we show that it is feasible to learn and capture knowledge about long-term exploration and exploitation into a reward function. Furthermore, we show that unlike policy transfer methods that capture how'' the agent should behave, the learned reward functions can generalise to other kinds of agents and to changes in the dynamics of the environment by capturingwhat'' the agent should strive to do.

This paper employs a formal connection of machine learning with thermodynamics to characterize the quality of learnt representations for transfer learning. We discuss how information-theoretic functionals such as rate, distortion and classification loss of a model lie on a convex, so-called equilibrium surface. We prescribe dynamical processes to traverse this surface under constraints, e.g., an iso-classification process that trades off rate and distortion to keep the classification loss unchanged. We demonstrate how this process can be used for transferring representations from a source dataset to a target dataset while keeping the classification loss constant. Experimental validation of the theoretical results is provided on standard image-classification datasets.

We develop amortized population Gibbs (APG) samplers, a class of scalable methods that frame structured variational inference as adaptive importance sampling. APG samplers construct high-dimensional proposals by iterating over updates to lower-dimensional blocks of variables. We train each conditional proposal by minimizing the inclusive KL divergence with respect to the conditional posterior. To appropriately account for the size of the input data, we develop a new parameterization in terms of neural sufficient statistics. Experiments show that APG samplers can be used to train highly-structured deep generative models in an unsupervised manner, and achieve substantial improvements in inference accuracy relative to standard autoencoding variational methods.

This paper proposes a new framework for providing approximation guarantees of local search algorithms. Local search is a basic algorithm design technique and is widely used for various combinatorial optimization problems. To analyze local search algorithms for set function maximization, we propose a new notion called \textit{localizability} of set functions, which measures how effective local improvement is. Moreover, we provide approximation guarantees of standard local search algorithms under various combinatorial constraints in terms of localizability. The main application of our framework is sparse optimization, for which we show that restricted strong concavity and restricted smoothness of the objective function imply localizability, and further develop accelerated versions of local search algorithms. We conduct experiments in sparse regression and structure learning of graphical models to confirm the practical efficiency of the proposed local search algorithms.

Coagent policy gradient algorithms (CPGAs) are reinforcement learning algorithms for training a class of stochastic neural networks called coagent networks. In this work, we prove that CPGAs converge to locally optimal policies. Additionally, we extend prior theory to encompass asynchronous and recurrent coagent networks. These extensions facilitate the straightforward design and analysis of hierarchical reinforcement learning algorithms like the option-critic, and eliminate the need for complex derivations of customized learning rules for these algorithms.

The compression of Generative Adversarial Networks (GANs) has lately drawn attention, due to the increasing demand for deploying GANs into mobile devices for numerous applications such as image translation, enhancement and editing. However, compared to the substantial efforts to compressing other deep models, the research on compressing GANs (usually the generators) remains at its infancy stage. Existing GAN compression algorithms are limited to handling specific GAN architectures and losses. Inspired by the recent success of AutoML in deep compression, we introduce AutoML to GAN compression and develop an AutoGAN-Distiller (AGD) framework. Starting with a specifically designed efficient search space, AGD performs an end-to-end discovery for new efficient generators, given the target computational resource constraints. The search is guided by the original GAN model via knowledge distillation, therefore fulfilling the compression. AGD is fully automatic, standalone (i.e., needing no trained discriminators), and generically applicable to various GAN models. We evaluate AGD in two representative GAN tasks: image translation and super resolution. Without bells and whistles, AGD yields remarkably lightweight yet more competitive compressed models, that largely outperform existing alternatives. Our codes and pretrained models are available at: https://github.com/TAMU-VITA/AGD.

Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. Current approaches, like one-hot encoding, severely increase the dimension of the search space, while separate modelling of category-specific data is sample-inefficient. Both frameworks are not scalable to practical applications involving multiple categorical variables, each with multiple possible values. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which combines the strengths of multi-armed bandits and Bayesian optimisation to select values for both categorical and continuous inputs. We model this mixed-type space using a Gaussian Process kernel, designed to allow sharing of information across multiple categorical variables; this allows CoCaBO to leverage all available data efficiently. We extend our method to the batch setting and propose an efficient selection procedure that dynamically balances exploration and exploitation whilst encouraging batch diversity. We demonstrate empirically that our method outperforms existing approaches on both synthetic and real-world optimisation tasks with continuous and categorical inputs.

In many predictive decision-making scenarios, such as credit scoring and academic testing, a decision-maker must construct a model that accounts for agents' incentives to ``game'' by changing their features to receive better decisions. Whereas the strategic classification literature has previously assumed that agents' outcomes are not causally dependent on their features (and thus strategic behavior is a form of lying), we join concurrent work in modeling agents' outcomes as a function of their changeable attributes. Our work introduces the realizable linear regression setting, and is the first to incorporate a crucial phenomenon: when agents act to change observable features, they may as a side effect perturb hidden features that causally affect their true outcomes. As our main contribution, we provide the efficient algorithms for optimizing three distinct decision-making objectives: accurately predicting agents' post-gaming outcomes (prediction risk minimization), incentivizing agents to improve these outcomes (agent outcome maximization), and estimating the coefficients of the true underlying model (parameter estimation). Our algorithms circumvent the hardness result of Miller et al. (2020) by allowing the decision maker to test a sequence of decision rules and observe agents' responses, in effect performing causal interventions by varying the chosen rule.

Despite the power of deep neural networks for a wide range of tasks, an overconfident prediction issue has limited their practical use in many safety-critical applications. Many recent works have been proposed to mitigate this issue, but most of them require either additional computational costs in training and/or inference phases or customized architectures to output confidence estimates separately. In this paper, we propose a method of training deep neural networks with a novel loss function, named Correctness Ranking Loss, which regularizes class probabilities explicitly to be better confidence estimates in terms of ordinal ranking according to confidence. The proposed method is easy to implement and can be applied to the existing architectures without any modification. Also, it has almost the same computational costs for training as conventional deep classifiers and outputs reliable predictions by a single inference. Extensive experimental results on classification benchmark datasets indicate that the proposed method helps networks to produce well-ranked confidence estimates. We also demonstrate that it is effective for the tasks closely related to confidence estimation, out-of-distribution detection and active learning.

We introduce a self-supervised approach for learning node and graph level representations by contrasting structural views of graphs. We show that unlike visual representation learning, increasing the number of views to more than two or contrasting multi-scale encodings do not improve performance, and the best performance is achieved by contrasting encodings from first-order neighbors and a graph diffusion. We achieve new state-of-the-art results in self-supervised learning on 8 out of 8 node and graph classification benchmarks under the linear evaluation protocol. For example, on Cora (node) and Reddit-Binary (graph) classification benchmarks, we achieve 86.8% and 84.5% accuracy, which are 5.5% and 2.4% relative improvements over previous state-of-the-art. When compared to supervised baselines, our approach outperforms them in 4 out of 8 benchmarks.

Classical linear metric learning methods have recently been extended along two distinct lines: deep metric learning methods for learning embeddings of the data using neural networks, and Bregman divergence learning approaches for extending learning Euclidean distances to more general divergence measures such as divergences over distributions. In this paper, we introduce deep Bregman divergences, which are based on learning and parameterizing functional Bregman divergences using neural networks, and which unify and extend these existing lines of work. We show in particular how deep metric learning formulations, kernel metric learning, Mahalanobis metric learning, and moment-matching functions for comparing distributions arise as special cases of these divergences in the symmetric setting. We then describe a deep learning framework for learning general functional Bregman divergences, and show in experiments that this method yields superior performance on benchmark datasets as compared to existing deep metric learning approaches. We also discuss novel applications, including a semi-supervised distributional clustering problem, and a new loss function for unsupervised data generation.

Machine learning models are not static and may need to be retrained on slightly changed datasets, for instance, with the addition or deletion of a set of data points. This has many applications, including privacy, robustness, bias reduction, and uncertainty quantifcation. However, it is expensive to retrain models from scratch. To address this problem, we propose the DeltaGrad algorithm for rapid retraining machine learning models based on information cached during the training phase. We provide both theoretical and empirical support for the effectiveness of DeltaGrad, and show that it compares favorably to the state of the art.

Recent advances in deep representation learning on Riemannian manifolds extend classical deep learning operations to better capture the geometry of the manifold. One possible extension is the Fréchet mean, the generalization of the Euclidean mean; however, it has been difficult to apply because it lacks a closed form with an easily computable derivative. In this paper, we show how to differentiate through the Fréchet mean for arbitrary Riemannian manifolds. Then, focusing on hyperbolic space, we derive explicit gradient expressions and a fast, accurate, and hyperparameter-free Fréchet mean solver. This fully integrates the Fréchet mean into the hyperbolic neural network pipeline. To demonstrate this integration, we present two case studies. First, we apply our Fréchet mean to the existing Hyperbolic Graph Convolutional Network, replacing its projected aggregation to obtain state-of-the-art results on datasets with high hyperbolicity. Second, to demonstrate the Fréchet mean's capacity to generalize Euclidean neural network operations, we develop a hyperbolic batch normalization method that gives an improvement parallel to the one observed in the Euclidean setting.

In E-commerce, advertising is essential for merchants to reach their target users. The typical objective is to maximize the advertiser's cumulative revenue over a period of time under a budget constraint. In real applications, an advertisement (ad) usually needs to be exposed to the same user multiple times until the user finally contributes revenue (e.g., places an order). However, existing advertising systems mainly focus on the immediate revenue with single ad exposures, ignoring the contribution of each exposure to the final conversion, thus usually falls into suboptimal solutions. In this paper, we formulate the sequential advertising strategy optimization as a dynamic knapsack problem. We propose a theoretically guaranteed bilevel optimization framework, which significantly reduces the solution space of the original optimization space while ensuring the solution quality. To improve the exploration efficiency of reinforcement learning, we also devise an effective action space reduction approach. Extensive offline and online experiments show the superior performance of our approaches over state-of-the-art baselines in terms of cumulative revenue.

The field of deep generative modeling has succeeded in producing astonishingly realistic-seeming images and audio, but quantitative evaluation remains a challenge. Log-likelihood is an appealing metric due to its grounding in statistics and information theory, but it can be challenging to estimate for implicit generative models, and scalar-valued metrics give an incomplete picture of a model's quality. In this work, we propose to use rate distortion (RD) curves to evaluate and compare deep generative models. While estimating RD curves is seemingly even more computationally demanding than log-likelihood estimation, we show that we can approximate the entire RD curve using nearly the same computations as were previously used to achieve a single log-likelihood estimate. We evaluate lossy compression rates of VAEs, GANs, and adversarial autoencoders (AAEs) on the MNIST and CIFAR10 datasets. Measuring the entire RD curve gives a more complete picture than scalar-valued metrics, and we arrive at a number of insights not obtainable from log-likelihoods alone.

A common workflow in data exploration is to learn a low-dimensional representation of the data, identify groups of points in that representation, and examine the differences between the groups to determine what they represent. We treat this workflow as an interpretable machine learning problem by leveraging the model that learned the low-dimensional representation to help identify the key differences between the groups. To solve this problem, we introduce a new type of explanation, a Global Counterfactual Explanation (GCE), and our algorithm, Transitive Global Translations (TGT), for computing GCEs. TGT identifies the differences between each pair of groups using compressed sensing but constrains those pairwise differences to be consistent among all of the groups. Empirically, we demonstrate that TGT is able to identify explanations that accurately explain the model while being relatively sparse, and that these explanations match real patterns in the data.

Graph embeddings are a ubiquitous tool for machine learning tasks, such as node classification and link prediction, on graph-structured data. However, computing the embeddings for large-scale graphs is prohibitively inefficient even if we are interested only in a small subset of relevant vertices. To address this, we present an efficient graph coarsening approach, based on Schur complements, for computing the embedding of the relevant vertices. We prove that these embeddings are preserved exactly by the Schur complement graph that is obtained via Gaussian elimination on the non-relevant vertices. As computing Schur complements is expensive, we give a nearly-linear time algorithm that generates a coarsened graph on the relevant vertices that provably matches the Schur complement in expectation in each iteration. Our experiments involving prediction tasks on graphs demonstrate that computing embeddings on the coarsened graph, rather than the entire graph, leads to significant time savings without sacrificing accuracy.

Although graph neural networks (GNNs) have made great progress recently on learning from graph-structured data in practice, their theoretical guarantee on generalizability remains elusive in the literature. In this paper, we provide a theoretically-grounded generalizability analysis of GNNs with one hidden layer for both regression and binary classification problems. Under the assumption that there exists a ground-truth GNN model (with zero generalization error), the objective of GNN learning is to estimate the ground-truth GNN parameters from the training data. To achieve this objective, we propose a learning algorithm that is built on tensor initialization and accelerated gradient descent. We then show that the proposed learning algorithm converges to the ground-truth GNN model for the regression problem, and to a model sufficiently close to the ground-truth for the binary classification problem. Moreover, for both cases, the convergence rate of the proposed learning algorithm is proven to be linear and faster than the vanilla gradient descent algorithm. We further explore the relationship between the sample complexity of GNNs and their underlying graph properties. Lastly, we provide numerical experiments to demonstrate the validity of our analysis and the effectiveness of the proposed learning algorithm for GNNs.

Communication cost is often a bottleneck in federated learning and other client-based distributed learning scenarios. To overcome this, several gradient compression and model compression algorithms have been proposed. In this work, we propose an alternative approach whereby an ensemble of pre-trained base predictors is trained via federated learning. This method allows for training a model which may otherwise surpass the communication bandwidth and storage capacity of the clients to be learned with on-device data through federated learning. Motivated by language modeling, we prove the optimality of ensemble methods for density estimation for standard empirical risk minimization and agnostic risk minimization. We provide communication-efficient ensemble algorithms for federated learning, where per-round communication cost is independent of the size of the ensemble. Furthermore, unlike works on gradient compression, our proposed approach reduces the communication cost of both server-to-client and client-to-server communication.

Existing approaches to federated learning suffer from a communication bottleneck as well as convergence issues due to sparse client participation. In this paper we introduce a novel algorithm, called FetchSGD, to overcome these challenges. FetchSGD compresses model updates using a Count Sketch, and then takes advantage of the mergeability of sketches to combine model updates from many workers. A key insight in the design of FetchSGD is that, because the Count Sketch is linear, momentum and error accumulation can both be carried out within the sketch. This allows the algorithm to move momentum and error accumulation from clients to the central aggregator, overcoming the challenges of sparse client participation while still achieving high compression rates and good convergence. We prove that FetchSGD has favorable convergence guarantees, and we demonstrate its empirical effectiveness by training two residual networks and a transformer model.

Missing data has the potential to affect analyses conducted in all fields of scientific study including healthcare, economics, and the social sciences. Several approaches to unbiased inference in the presence of non-ignorable missingness rely on the specification of the target distribution and its missingness process as a probability distribution that factorizes with respect to a directed acyclic graph. In this paper, we address the longstanding question of the characterization of models that are identifiable within this class of missing data distributions. We provide the first completeness result in this field of study -- necessary and sufficient graphical conditions under which, the full data distribution can be recovered from the observed data distribution. We then simultaneously address issues that may arise due to the presence of both missing data and unmeasured confounding, by extending these graphical conditions and proofs of completeness, to settings where some variables are not just missing, but completely unobserved.

Incorporating symbolic reasoning into machine learning algorithms is a promising approach to improve performance on learning tasks that require logical reasoning. We study the problem of generating a programmatic variant of referring expressions that we call referring relational programs. In particular, given a symbolic representation of an image and a target object in that image, the goal is to generate a relational program that uniquely identifies the target object in terms of its attributes and its relations to other objects in the image. We propose a neurosymbolic program synthesis algorithm that combines a policy neural network with enumerative search to generate such relational programs. The policy neural network employs a program interpreter that provides immediate feedback on the consequences of the decisions made by the policy, and also takes into account the uncertainty in the symbolic representation of the image. We evaluate our algorithm on challenging benchmarks based on the CLEVR dataset, and demonstrate that our approach significantly outperforms several baselines.

We present a new method for evaluating and training unnormalized density models. Our approach only requires access to the gradient of the unnormalized model’s log-density. We estimate the Stein discrepancy between the data density p(x) and the model density q(x) based on a vector function of the data. We parameterize this function with a neural network and fit its parameters to maximize this discrepancy. This yields a novel goodness-of-fit test which outperforms existing methods on high dimensional data. Furthermore, optimizing q(x) to minimize this discrepancy produces a novel method for training unnormalized models. This training method can fit large unnormalized models faster than existing approaches. The ability to both learn and compare models is a unique feature of the proposed method.

We consider the problem of learning the qualities w1, ... , wn of a collection of items by performing noisy comparisons among them. We assume there is a fixed ``comparison graph'' and every neighboring pair of items is compared k times. We will study the popular Bradley-Terry-Luce model, where the probability that item i wins a comparison against j equals wi/(wi + wj). We are interested in how the expected error in estimating the vector w = (w1, ... , w_n) behaves in the regime when the number of comparisons k is large.

Our contribution is the determination of the minimax rate up to a constant factor. We show that this rate is achieved by a simple algorithm based on weighted least squares, with weights determined from the empirical outcomes of the comparisons. This algorithm can be implemented in nearly linear time in the total number of comparisons.

In this paper, we study the problem of constrained min-max optimization in a black-box setting, where the desired optimizer cannot access the gradients of the objective function but may query its values. We present a principled optimization framework, integrating a zeroth-order (ZO) gradient estimator with an alternating projected stochastic gradient descent-ascent method, where the former only requires a small number of function queries and the later needs just one-step descent/ascent update. We show that the proposed framework, referred to as ZO-Min-Max, has a sublinear convergence rate under mild conditions and scales gracefully with problem size. We also explore a promising connection between black-box min-max optimization and black-box evasion and poisoning attacks in adversarial machine learning (ML). Our empirical evaluations on these use cases demonstrate the effectiveness of our approach and its scalability to dimensions that prohibit using recent black-box solvers.

We introduce a novel approach that endows neural networks with emergent, long-term, large-scale memory. Distinct from strategies that connect neural networks to external memory banks via intricately crafted controllers and hand-designed attentional mechanisms, our memory is internal, distributed, co-located alongside computation, and implicitly addressed, while being drastically simpler than prior efforts. Architecting networks with multigrid structure and connectivity, while distributing memory cells alongside computation throughout this topology, we observe the emergence of coherent memory subsystems. Our hierarchical spatial organization, parameterized convolutionally, permits efficient instantiation of large-capacity memories, while multigrid topology provides short internal routing pathways, allowing convolutional networks to efficiently approximate the behavior of fully connected networks. Such networks have an implicit capacity for internal attention; augmented with memory, they learn to read and write specific memory locations in a dynamic data-dependent manner. We demonstrate these capabilities on synthetic exploration and mapping tasks, where our network is able to self-organize and retain long-term memory for trajectories of thousands of time steps. On tasks decoupled from any notion of spatial geometry: sorting, associative recall, and question answering, our design functions as a truly generic memory and yields excellent results.

The notion of flat minima has gained attention as a key metric of the generalization ability of deep learning models. However, current definitions of flatness are known to be sensitive to parameter rescaling. While some previous studies have proposed to rescale flatness metrics using parameter scales to avoid the scale dependence, the normalized metrics lose the direct theoretical connections between flat minima and generalization. In this paper, we first provide generalization error bounds using existing normalized flatness measures. Using the analysis, we then propose a novel normalized flatness metric. The proposed metric enjoys both direct theoretical connections and better empirical correlation to generalization error.

Existing multi-armed bandit (MAB) models make two implicit assumptions: an arm generates a payoff only when it is played, and the agent observes every payoff that is generated. This paper introduces synchronization bandits, a MAB variant where all arms generate costs at all times, but the agent observes an arm's instantaneous cost only when the arm is played. Synchronization MABs are inspired by online caching scenarios such as Web crawling, where an arm corresponds to a cached item and playing the arm means downloading its fresh copy from a server. We present MirrorSync, an online learning algorithm for synchronization bandits, establish an adversarial regret of $O(T^{2/3})$ for it, and show how to make it practical.

Data augmentation is a powerful technique to improve performance in applications such as image and text classification tasks. Yet, there is little rigorous understanding of why and how various augmentations work. In this work, we consider a family of linear transformations and study their effects on the ridge estimator in an over-parametrized linear regression setting. First, we show that transformations which preserve the labels of the data can improve estimation by enlarging the span of the training data. Second, we show that transformations which mix data can improve estimation by playing a regularization effect. Finally, we validate our theoretical insights on MNIST. Based on the insights, we propose an augmentation scheme that searches over the space of transformations by how \textit{uncertain} the model is about the transformed data. We validate our proposed scheme on image and text datasets. For example, our method outperforms RandAugment by 1.24\% on CIFAR-100 using Wide-ResNet-28-10. Furthermore, we achieve comparable accuracy to the SoTA Adversarial AutoAugment on CIFAR datasets.

Model-agnostic meta-learning (MAML) formulates meta-learning as a bilevel optimization problem, where the inner level solves each subtask based on a shared prior, while the outer level searches for the optimal shared prior by optimizing its aggregated performance over all the subtasks. Despite its empirical success, MAML remains less understood in theory, especially in terms of its global optimality, due to the nonconvexity of the meta-objective (the outer-level objective). To bridge such a gap between theory and practice, we characterize the optimality gap of the stationary points attained by MAML for both reinforcement learning and supervised learning, where the inner-level and outer-level problems are solved via first-order optimization methods. In particular, our characterization connects the optimality gap of such stationary points with (i) the functional geometry of inner-level objectives and (ii) the representation power of function approximators, including linear models and neural networks. To the best of our knowledge, our analysis establishes the global optimality of MAML with nonconvex meta-objectives for the first time.

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and the covariance structure of gradient noise are critical for regularization, it remains unclear whether or not the class of noise distributions is important. In this work we provide negative results by showing that noises in classes different from the SGD noise can also effectively regularize gradient descent. Our finding is based on a novel observation on the structure of the SGD noise: it is the multiplication of the gradient matrix and a sampling noise that arises from the mini-batch sampling procedure. Moreover, the sampling noises unify two kinds of gradient regularizing noises that belong to the Gaussian class: the one using (scaled) Fisher as covariance and the one using the gradient covariance of SGD as covariance. Finally, thanks to the flexibility of choosing noise class, an algorithm is proposed to perform noisy gradient descent that generalizes well, the variant of which even benefits large batch SGD training without hurting generalization.

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this assumption is violated, and using existing algorithms may result in a performance lag. To proactively search for a good future policy, we present a policy gradient algorithm that maximizes a forecast of future performance. This forecast is obtained by fitting a curve to the counter-factual estimates of policy performance over time, without explicitly modeling the underlying non-stationarity. The resulting algorithm amounts to a non-uniform reweighting of past data, and we observe that minimizing performance over some of the data from past episodes can be beneficial when searching for a policy that maximizes future performance. We show that our algorithm, called Prognosticator, is more robust to non-stationarity than two online adaptation techniques, on three simulated problems motivated by real-world applications.

Although state-of-the-art (SOTA) CNNs achieve outstanding performance on various tasks, their high computation demand and massive number of parameters make it difficult to deploy these SOTA CNNs onto resource-constrained devices. Previous works on CNN acceleration utilize low-rank approximation of the original convolution layers to reduce computation cost. However, these methods are very difficult to conduct upon sparse models, which limits execution speedup since redundancies within the CNN model are not fully exploited. We argue that kernel granularity decomposition can be conducted with low-rank assumption while exploiting the redundancy within the remaining compact coefficients. Based on this observation, we propose PENNI, a CNN model compression framework that is able to achieve model compactness and hardware efficiency simultaneously by (1) implementing kernel sharing in convolution layers via a small number of basis kernels and (2) alternately adjusting bases and coefficients with sparse constraints. Experiments show that we can prune 97% parameters and 92% FLOPs on ResNet18 CIFAR10 with no accuracy loss, and achieve a 44% reduction in run-time memory consumption and a 53% reduction in inference latency.

While policy-based reinforcement learning (RL) achieves tremendous successes in practice, it is significantly less understood in theory, especially compared with value-based RL. In particular, it remains elusive how to design a provably efficient policy optimization algorithm that incorporates exploration. To bridge such a gap, this paper proposes an \underline{O}ptimistic variant of the \underline{P}roximal \underline{P}olicy \underline{O}ptimization algorithm (OPPO), which follows an ``optimistic version'' of the policy gradient direction. This paper proves that, in the problem of episodic Markov decision process with unknown transition and full-information feedback of adversarial reward, OPPO achieves an $\tilde{O}(\sqrt{|\cS|^2|\cA|H^3 T})$ regret. Here $|\cS|$ is the size of the state space, $|\cA|$ is the size of the action space, $H$ is the episode horizon, and $T$ is the total number of steps. To the best of our knowledge, OPPO is the first provably efficient policy optimization algorithm that explores.

Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed with theoretical convergence guarantees for non-convex unconstrained problems, it remains a challenge to design provably efficient algorithms for problems with non-convex functional constraints. This paper proposes a class of subgradient methods for constrained optimization where the objective function and the constraint functions are weakly convex and nonsmooth. Our methods solve a sequence of strongly convex subproblems, where a quadratic regularization term is added to both the objective function and each constraint function. Each subproblem can be solved by various algorithms for strongly convex optimization. Under a uniform Slater’s condition, we establish the computation complexities of our methods for finding a nearly stationary point.

Recently, deep multiagent reinforcement learning (MARL) has become a highly active research area as many real-world problems can be inherently viewed as multiagent systems. A particularly interesting and widely applicable class of problems is the partially observable cooperative multiagent setting, in which a team of agents learns to coordinate their behaviors conditioning on their private observations and commonly shared global reward signals. One natural solution is to resort to the centralized training and decentralized execution paradigm and during centralized training, one key challenge is the multiagent credit assignment: how to allocate the global rewards for individual agent policies for better coordination towards maximizing system-level's benefits. In this paper, we propose a new method called Q-value Path Decomposition (QPD) to decompose the system's global Q-values into individual agents' Q-values. Unlike previous works which restrict the representation relation of the individual Q-values and the global one, we leverage the integrated gradient attribution technique into deep MARL to directly decompose global Q-values along trajectory paths to assign credits for agents. We evaluate QPD on the challenging StarCraft II micromanagement tasks and show that QPD achieves the state-of-the-art performance in both homogeneous and heterogeneous multiagent scenarios compared with existing cooperative MARL algorithms.

Single-objective black box optimization (also known as zeroth-order optimization) is the process of minimizing a scalar objective $f(x)$, given evaluations at adaptively chosen inputs $x$. In this paper, we consider multi-objective optimization, where $f(x)$ outputs a vector of possibly competing objectives and the goal is to converge to the Pareto frontier. Quantitatively, we wish to maximize the standard \emph{hypervolume indicator} metric, which measures the dominated hypervolume of the entire set of chosen inputs. In this paper, we introduce a novel scalarization function, which we term the \emph{hypervolume scalarization}, and show that drawing random scalarizations from an appropriately chosen distribution can be used to efficiently approximate the \emph{hypervolume indicator} metric. We utilize this connection to show that Bayesian optimization with our scalarization via common acquisition functions, such as Thompson Sampling or Upper Confidence Bound, provably converges to the whole Pareto frontier by deriving tight \emph{hypervolume regret} bounds on the order of $\widetilde{O}(\sqrt{T})$. Furthermore, we highlight the general utility of our scalarization framework by showing that any provably convergent single-objective optimization process can be converted to a multi-objective optimization process with provable convergence guarantees.

The Optimal Transport (a.k.a. Wasserstein) distance is an increasingly popular similarity measure for rich data domains, such as images or text documents. This raises the necessity for fast nearest neighbor search algorithms according to this distance, which poses a substantial computational bottleneck on massive datasets.

In this work we introduce Flowtree, a fast and accurate approximation algorithm for the Wasserstein-1 distance. We formally analyze its approximation factor and running time. We perform extensive experimental evaluation of nearest neighbor search algorithms in the W_1 distance on real-world dataset. Our results show that compared to previous state of the art, Flowtree achieves up to 7.4 times faster running time.

In this paper, we study a family of non-convex and possibly non-smooth inf-projection minimization problems, where the target objective function is equal to minimization of a joint function over another variable. This problem include difference of convex (DC) functions and a family of bi-convex functions as special cases. We develop stochastic algorithms and establish their first-order convergence for finding a (nearly) stationary solution of the target non-convex function under different conditions of the component functions. To the best of our knowledge, this is the first work that comprehensively studies stochastic optimization of non-convex inf-projection minimization problems with provable convergence guarantee. Our algorithms enable efficient stochastic optimization of a family of non-decomposable DC functions and a family of bi-convex functions. To demonstrate the power of the proposed algorithms we consider an important application in variance-based regularization. Experiments verify the effectiveness of our inf-projection based formulation and the proposed stochastic algorithm in comparison with previous stochastic algorithms based on the min-max formulation for achieving the same effect.

Monte-Carlo counterfactual regret minimization (MCCFR) is the state-of-the-art algorithm for solving sequential games that are too large for full tree traversals. It works by using gradient estimates that can be computed via sampling. However, stochastic methods for sequential games have not been investigated extensively beyond MCCFR. In this paper we develop a new framework for developing stochastic regret minimization methods. This framework allows us to use any regret-minimization algorithm, coupled with any gradient estimator. The MCCFR algorithm can be analyzed as a special case of our framework, and this analysis leads to significantly stronger theoretical guarantees on convergence, while simultaneously yielding a simplified proof. Our framework allows us to instantiate several new stochastic methods for solving sequential games. We show extensive experiments on five games, where some variants of our methods outperform MCCFR.

In this paper, we propose a novel framework that converts streaming algorithms for monotone submodular maximization into streaming algorithms for non-monotone submodular maximization. This reduction readily leads to the currently tightest deterministic approximation ratio for submodular maximization subject to a $k$-matchoid constraint. Moreover, we propose the first streaming algorithm for monotone submodular maximization subject to $k$-extendible and $k$-set system constraints. Together with our proposed reduction, we obtain $O(k\log k)$ and $O(k^2\log k)$ approximation ratio for submodular maximization subject to the above constraints, respectively. We extensively evaluate the empirical performance of our algorithm against the existing work in a series of experiments including finding the maximum independent set in randomly generated graphs, maximizing linear functions over social networks, movie recommendation, Yelp location summarization, and Twitter data summarization.

In this work, we investigate the application of Taylor expansions in reinforcement learning. In particular, we propose Taylor Expansion Policy Optimization, a policy optimization formalism that generalizes prior work as a first-order special case. We also show that Taylor expansions intimately relate to off-policy evaluation. Finally, we show that this new formulation entails modifications which improve the performance of several state-of-the-art distributed algorithms.

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, and social network analysis. We consider the problem of low-rank tensor estimation from possibly incomplete, ordinal-valued observations. Two related problems are studied, one on tensor denoising and another on tensor completion. We propose a multi-linear cumulative link model, develop a rank-constrained M-estimator, and obtain theoretical accuracy guarantees. Our mean squared error bound enjoys a faster convergence rate than previous results, and we show that the proposed estimator is minimax optimal under the class of low-rank models. Furthermore, the procedure developed serves as an efficient completion method which guarantees consistent recovery of an order-K (d,...,d)-dimensional low-rank tensor using only O(Kd) noisy, quantized observations. We demonstrate the outperformance of our approach over previous methods on the tasks of clustering and collaborative filtering.

We build four new test sets for the Stanford Question Answering Dataset (SQuAD) and evaluate the ability of question-answering systems to generalize to new data. Our first test set is from the original Wikipedia domain and measures the extent to which existing systems overfit the original test set. Despite several years of heavy test set re-use, we find no evidence of adaptive overfitting. The remaining three test sets are constructed from New York Times articles, Reddit posts, and Amazon product reviews and measure robustness to natural distribution shifts. Across a broad range of models, we observe average performance drops of 3.8, 14.0, and 17.4 F1 points, respectively. In contrast, a strong human baseline matches or exceeds the performance of SQuAD models on the original domain and exhibits little to no drop in new domains. Taken together, our results confirm the surprising resilience of the holdout method and emphasize the need to move towards evaluation metrics that incorporate robustness to natural distribution shifts.

An acknowledged weakness of neural networks is their vulnerability to adversarial perturbations to the inputs. To improve the robustness of these models, one of the most popular defense mechanisms is to alternatively maximize the loss over the constrained perturbations (or called adversaries) on the inputs using projected gradient ascent and minimize over weights. In this paper, we analyze the dynamics of the maximization step towards understanding the experimentally observed effectiveness of this defense mechanism. Specifically, we investigate the landscape of the adversaries for a two-layer neural network with a quadratic loss. Our main result proves that projected gradient ascent finds a local maximum of this non-concave problem in a polynomial number of iterations with high probability. To our knowledge, this is the first work that provides a convergence analysis of the first-order adversaries. Moreover, our analysis demonstrates that, in the initial phase of adversarial training, the scale of the inputs matters in the sense that a smaller input scale leads to faster convergence of adversarial training and a ``more regular'' landscape. Finally, we show that these theoretical findings are in excellent agreement with a series of experiments.

We study the distribution and uncertainty of nonconvex optimization for noisy tensor completion --- the problem of estimating a low-rank tensor given incomplete and corrupted observations of its entries. Focusing on a two-stage nonconvex estimation algorithm, we characterize the distribution of this estimator down to fine scales. This distributional theory in turn allows one to construct valid and short confidence intervals for both the unseen tensor entries and its underlying tensor factors. The proposed inferential procedure enjoys several important features: (1) it is fully adaptive to noise heteroscedasticity, and (2) it is data-driven and adapts automatically to unknown noise distributions. Furthermore, our findings unveil the statistical optimality of nonconvex tensor completion: it attains un-improvable estimation accuracy --- including both the rates and the pre-constants --- under i.i.d. Gaussian noise.

We propose a novel algorithm for quantizing continuous latent representations in trained models. Our approach applies to deep probabilistic models, such as variational autoencoders (VAEs), and enables both data and model compression. Unlike current end-to-end neural compression methods that cater the model to a fixed quantization scheme, our algorithm separates model design and training from quantization. Consequently, our algorithm enables ``plug-and-play'' compression at variable rate-distortion trade-off, using a single trained model. Our algorithm can be seen as a novel extension of arithmetic coding to the continuous domain, and uses adaptive quantization accuracy based on estimates of posterior uncertainty. Our experimental results demonstrate the importance of taking into account posterior uncertainties, and show that image compression with the proposed algorithm outperforms JPEG over a wide range of bit rates using only a single standard VAE. Further experiments on Bayesian neural word embeddings demonstrate the versatility of the proposed method.

Minimax optimization has found extensive applications in modern machine learning, in settings such as generative adversarial networks (GANs), adversarial training and multi-agent reinforcement learning. As most of these applications involve continuous nonconvex-nonconcave formulations, a very basic question arises---``what is a proper definition of local optima?''

Most previous work answers this question using classical notions of equilibria from simultaneous games, where the min-player and the max-player act simultaneously. In contrast, most applications in machine learning, including GANs and adversarial training, correspond to sequential games, where the order of which player acts first is crucial (since minimax is in general not equal to maximin due to the nonconvex-nonconcave nature of the problems). The main contribution of this paper is to propose a proper mathematical definition of local optimality for this sequential setting---local minimax, as well as to present its properties and existence results. Finally, we establish a strong connection to a basic local search algorithm---gradient descent ascent (GDA): under mild conditions, all stable limit points of GDA are exactly local minimax points up to some degenerate points.

Adversarial training based on the minimax formulation is necessary for obtaining adversarial robustness of trained models. However, it is conservative or even pessimistic so that it sometimes hurts the natural generalization. In this paper, we raise a fundamental question—do we have to trade off natural generalization for adversarial robustness? We argue that adversarial training is to employ confident adversarial data for updating the current model. We propose a novel formulation of friendly adversarial training (FAT): rather than employing most adversarial data maximizing the loss, we search for least adversarial data (i.e., friendly adversarial data) minimizing the loss, among the adversarial data that are confidently misclassified. Our novel formulation is easy to implement by just stopping the most adversarial data searching algorithms such as PGD (projected gradient descent) early, which we call early-stopped PGD. Theoretically, FAT is justified by an upper bound of the adversarial risk. Empirically, early-stopped PGD allows us to answer the earlier question negatively—adversarial robustness can indeed be achieved without compromising the natural generalization.

Deep reinforcement learning (RL) algorithms have recently achieved remarkable successes in various sequential decision making tasks, leveraging advances in methods for training large deep networks. However, these methods usually require large amounts of training data, which is often a big problem for real-world applications. One natural question to ask is whether learning good representations for states and using larger networks helps in learning better policies. In this paper, we try to study if increasing input dimensionality helps improve performance and sample efficiency of model-free deep RL algorithms. To do so, we propose an online feature extractor network (OFENet) that uses neural nets to produce \textit{good} representations to be used as inputs to an off-policy RL algorithm. Even though the high dimensionality of input is usually thought to make learning of RL agents more difficult, we show that the RL agents in fact learn more efficiently with the high-dimensional representation than with the lower-dimensional state observations. We believe that stronger feature propagation together with larger networks allows RL agents to learn more complex functions of states and thus improves the sample efficiency. Through numerical experiments, we show that the proposed method achieves much higher sample efficiency and better performance. Codes for the proposed method are available at http://www.merl.com/research/license/OFENet

We introduce kernels with random Fourier features in the meta-learning framework for few-shot learning. We propose meta variational random features (MetaVRF) to learn adaptive kernels for the base-learner, which is developed in a latent variable model by treating the random feature basis as the latent variable. We formulate the optimization of MetaVRF as a variational inference problem by deriving an evidence lower bound under the meta-learning framework. To incorporate shared knowledge from related tasks, we propose a context inference of the posterior, which is established by an LSTM architecture. The LSTM-based inference network can effectively integrate the context information of previous tasks with task-specific information, generating informative and adaptive features. The learned MetaVRF can produce kernels of high representational power with a relatively low spectral sampling rate and also enables fast adaptation to new tasks. Experimental results on a variety of few-shot regression and classification tasks demonstrate that MetaVRF delivers much better, or at least competitive, performance compared to existing meta-learning alternatives.

We aim to develop off-policy DRL algorithms that not only exceed state-of-the-art performance but are also simple and minimalistic. For standard continuous control benchmarks, Soft Actor-Critic (SAC), which employs entropy maximization, currently provides state-of-the-art performance. We first demonstrate that the entropy term in SAC addresses action saturation due to the bounded nature of the action spaces, with this insight, we propose a streamlined algorithm with a simple normalization scheme or with inverted gradients. We show that both approaches can match SAC's sample efficiency performance without the need of entropy maximization, we then propose a simple non-uniform sampling method for selecting transitions from the replay buffer during training. Extensive experimental results demonstrate that our proposed sampling scheme leads to state of the art sample efficiency on challenging continuous control tasks. We combine all of our findings into one simple algorithm, which we call Streamlined Off Policy with Emphasizing Recent Experience, for which we provide robust public-domain code.

Plug-and-play (PnP) is a non-convex framework that combines ADMM or other proximal algorithms with advanced denoiser priors. Recently, PnP has achieved great empirical success, especially with the integration of deep learning-based denoisers. However, a key problem of PnP based approaches is that they require manual parameter tweaking. It is necessary to obtain high-quality results across the high discrepancy in terms of imaging conditions and varying scene content. In this work, we present a tuning-free PnP proximal algorithm, which can automatically determine the internal parameters including the penalty parameter, the denoising strength and the terminal time. A key part of our approach is to develop a policy network for automatic search of parameters, which can be effectively learned via mixed model-free and model-based deep reinforcement learning. We demonstrate, through numerical and visual experiments, that the learned policy can customize different parameters for different states, and often more efficient and effective than existing handcrafted criteria. Moreover, we discuss the practical considerations of the plugged denoisers, which together with our learned policy yield state-of-the-art results. This is prevalent on both linear and nonlinear exemplary inverse imaging problems, and in particular, we show promising results on Compressed Sensing MRI and phase retrieval.

Posterior distribution approximation is a central task in Bayesian inference. Stochastic gradient Langevin dynamics (SGLD) and its extensions have been practically used and theoretically studied. While SGLD updates a single particle at a time, ensemble methods that update multiple particles simultaneously have been recently gathering attention. Compared with the naive parallel-chain SGLD that updates multiple particles independently, ensemble methods update particles with their interactions. Thus, these methods are expected to be more particle-efficient than the naive parallel-chain SGLD because particles can be aware of other particles' behavior through their interactions. Although ensemble methods numerically demonstrated their superior performance, no theoretical guarantee exists to assure such particle-efficiency and it is unclear whether those ensemble methods are really superior to the naive parallel-chain SGLD in the non-asymptotic settings. To cope with this problem, we propose a novel ensemble method that uses a non-reversible Markov chain for the interaction, and we present a non-asymptotic theoretical analysis for our method. Our analysis shows that, for the first time, the interaction causes a faster convergence rate than the naive parallel-chain SGLD in the non-asymptotic setting if the discretization error is appropriately controlled. Numerical experiments show that we can control the discretization error by tuning the interaction appropriately.

We study the model selection problem in \textit{conditional average treatment effect} (CATE) prediction. Unlike previous works on this topic, we focus on preserving the rank order of the performance of candidate CATE predictors to enable accurate and stable model selection. To this end, we analyze the model performance ranking problem and formulate guidelines to obtain a better evaluation metric. We then propose a novel metric that can identify the ranking of the performance of CATE predictors with high confidence. Empirical evaluations demonstrate that our metric outperforms existing metrics in both model selection and hyperparameter tuning tasks.

We study the problem of learning adversarially robust halfspaces in the distribution-independent setting. In the realizable setting, we provide necessary and sufficient conditions on the adversarial perturbation sets under which halfspaces are efficiently robustly learnable. In the presence of random label noise, we give a simple computationally efficient algorithm for this problem with respect to any $\ell_p$-perturbation.

Stochastic variance-reduced gradient (SVRG) algorithms have been shown to work favorably in solving large-scale learning problems. Despite the remarkable success, the stochastic gradient complexity of SVRG-type algorithms usually scales linearly with data size and thus could still be expensive for huge data. To address this deficiency, we propose a hybrid stochastic-deterministic minibatch proximal gradient (HSDMPG) algorithm for strongly-convex problems that enjoys provably improved data-size-independent complexity guarantees. More precisely, for quadratic loss $F(\wm)$ of $n$ components, we prove that HSDMPG can attain an $\epsilon$-optimization-error $E[F(\theta)-F(\theta^*)] \leq \epsilon$ within $\mathcal{O}\Big(\!\frac{\kappa^{1.5}}{\epsilon^{0.25}}\! \log^{\!1.5}\!\!\big(\frac{1}{\epsilon}\big) \wedge \Big(\!\kappa \sqrt{n} \log^2\!\!\big(\frac{1}{\epsilon}\big) \!+\! \frac{\kappa^3}{n^{1.5}\epsilon} \!\Big)\!\Big)$ stochastic gradient evaluations, where $\kappa$ is condition number. For generic strongly convex loss functions, we prove a nearly identical complexity bound though at the cost of slightly increased logarithmic factors. For large-scale learning problems, our complexity bounds are superior to those of the prior state-of-the-art SVRG algorithms with or without dependence on data size. Particularly, in the case of $\epsilon\!=\!\mathcal{O}\big(1/\sqrt{n}\big)$ which is at the order of intrinsic excess error bound of a learning model and thus sufficient for generalization, the stochastic gradient complexity bounds of HSDMPG~for quadratic and generic loss functions are respectively $\mathcal{O} (n^{0.875}\log^{1.5}(n))$ and $\mathcal{O} (n^{0.875}\log^{2.25}(n))$, which to our best knowledge, for the first time achieve optimal generalization in less than a single pass over data. Extensive numerical results demonstrate the computational advantages of our algorithm over the prior ones.

Imitation learning in a high-dimensional environment is challenging. Most inverse reinforcement learning (IRL) methods fail to outperform the demonstrator in such a high-dimensional environment, e.g., Atari domain. To address this challenge, we propose a novel reward learning module to generate intrinsic reward signals via a generative model. Our generative method can perform better forward state transition and backward action encoding, which improves the module's dynamics modeling ability in the environment. Thus, our module provides the imitation agent both the intrinsic intention of the demonstrator and a better exploration ability, which is critical for the agent to outperform the demonstrator. Empirical results show that our method outperforms state-of-the-art IRL methods on multiple Atari games, even with one-life demonstration. Remarkably, our method achieves performance that is up to 5 times the performance of the demonstration.

Many machine learning algorithms are trained and evaluated by splitting data from a single source into training and test sets. While such focus on in-distribution learning scenarios has led to interesting advancement, it has not been able to tell if models are relying on dataset biases as shortcuts for successful prediction (e.g., using snow cues for recognising snowmobiles), resulting in biased models that fail to generalise when the bias shifts to a different class. The cross-bias generalisation problem has been addressed by de-biasing training data through augmentation or re-sampling, which are often prohibitive due to the data collection cost (e.g., collecting images of a snowmobile on a desert) and the difficulty of quantifying or expressing biases in the first place. In this work, we propose a novel framework to train a de-biased representation by encouraging it to be different from a set of representations that are biased by design. This tactic is feasible in many scenarios where it is much easier to define a set of biased representations than to define and quantify bias. We demonstrate the efficacy of our method across a variety of synthetic and real-world biases; our experiments show that the method discourages models from taking bias shortcuts, resulting in improved generalisation. Source code is available at https://github.com/clovaai/rebias.

In many real-world applications, data are collected in the form of a stream, whose feature space can evolve over time. For instance, in the environmental monitoring task, features can be dynamically vanished or augmented due to the existence of expired old sensors and deployed new sensors. Furthermore, besides the evolvable feature space, the data distribution is usually changing in the streaming scenario. When both feature space and data distribution are evolvable, it is quite challenging to design algorithms with guarantees, particularly theoretical understandings of generalization ability. To address this difficulty, we propose a novel discrepancy measure for data with evolving feature space and data distribution, named the \emph{evolving discrepancy}. Based on that, we present the generalization error analysis, and the theory motivates the design of a learning algorithm which is further implemented by deep neural networks. Empirical studies on synthetic data verify the rationale of our proposed discrepancy measure, and extensive experiments on real-world tasks validate the effectiveness of our algorithm.

This paper studies binary logistic regression for rare events data, or imbalanced data, where the number of events (observations in one class, often called cases) is significantly smaller than the number of nonevents (observations in the other class, often called controls). We first derive the asymptotic distribution of the maximum likelihood estimator (MLE) of the unknown parameter, which shows that the asymptotic variance convergences to zero in a rate of the inverse of the number of the events instead of the inverse of the full data sample size, indicating that the available information in rare events data is at the scale of the number of events instead of the full data sample size. Furthermore, we prove that under-sampling a small proportion of the nonevents, the resulting under-sampled estimator may have identical asymptotic distribution to the full data MLE. This demonstrates the advantage of under-sampling nonevents for rare events data, because this procedure may significantly reduce the computation and/or data collection costs. Another common practice in analyzing rare events data is to over-sample (replicate) the events, which has a higher computational cost. We show that this procedure may even result in efficiency loss in terms of parameter estimation.

In a standard setting of Bayesian optimization (BO), the objective function evaluation is assumed to be highly expensive. Multi-fidelity Bayesian optimization (MFBO) accelerates BO by incorporating lower fidelity observations available with a lower sampling cost. We propose a novel information-theoretic approach to MFBO, called multi-fidelity max-value entropy search (MF-MES), that enables us to obtain a more reliable evaluation of the information gain compared with existing information-based methods for MFBO. Further, we also propose a parallelization of MF-MES mainly for the asynchronous setting because queries typically occur asynchronously in MFBO due to a variety of sampling costs. We show that most of computations in our acquisition functions can be derived analytically, except for at most only two dimensional numerical integration that can be performed efficiently by simple approximations. We demonstrate effectiveness of our approach by using benchmark datasets and a real-world application to materials science data.

The goal of text generation models is to fit the underlying real probability distribution of text. For performance evaluation, quality and diversity metrics are usually applied. However, it is still not clear to what extend can the quality-diversity evaluation reflect the distribution-fitting goal. In this paper, we try to reveal such relation in a theoretical approach. We prove that under certain conditions, a linear combination of quality and diversity constitutes a divergence metric between the generated distribution and the real distribution. We also show that the commonly used BLEU/Self-BLEU metric pair fails to match any divergence metric, thus propose CR/NRR as a substitute for quality/diversity metric pair.

To analyze high-dimensional and complex data in the real world, deep generative models such as variational autoencoder (VAE) embed data in a reduced dimensional latent space and learn the probabilistic model in the latent space. However, they struggle to reproduce the probability distribution function (PDF) in the input space from that of the latent space accurately. If the embedding were isometric, this problem can be solved since PDFs in both spaces become proportional. To achieve isometric property, we propose Rate-Distortion Optimization guided autoencoder inspired by orthonormal transform coding. We show our method has the following properties: (i) the columns of the Jacobian matrix between two spaces is constantly-scaled orthonormal system and enable to embed data in latent space isometrically; (ii) the PDF of the latent space is proportional to that of the data observation space. Furthermore, our method outperforms state-of-the-art methods in unsupervised anomaly detection with four public datasets.