Session
Poster Session 33
Cautious Adaptation For Reinforcement Learning in Safety-Critical Settings
Jesse Zhang · Brian Cheung · Chelsea Finn · Sergey Levine · Dinesh Jayaraman
Reinforcement learning (RL) in real-world safety-critical target settings like urban driving is hazardous, imperiling the RL agent, other agents, and the environment. To overcome this difficulty, we propose a "safety-critical adaptation" task setting: an agent first trains in non-safety-critical "source" environments such as in a simulator, before it adapts to the target environment where failures carry heavy costs. We propose a solution approach, CARL, that builds on the intuition that prior experience in diverse environments equips an agent to estimate risk, which in turn enables relative safety through risk-averse, cautious adaptation. CARL first employs model-based RL to train a probabilistic model to capture uncertainty about transition dynamics and catastrophic states across varied source environments. Then, when exploring a new safety-critical environment with unknown dynamics, the CARL agent plans to avoid actions that could lead to catastrophic states. In experiments on car driving, cartpole balancing, and half-cheetah locomotion, CARL successfully acquires cautious exploration behaviors, yielding higher rewards with fewer failures than strong RL adaptation baselines.
Class-Weighted Classification: Trade-offs and Robust Approaches
Ziyu Xu · Chen Dan · Justin Khim · Pradeep Ravikumar
We consider imbalanced classification, the problem in which a label may have low marginal probability relative to other labels, by weighting losses according to the correct class. First, we examine the convergence rates of the expected excess weighted risk of plug-in classifiers where the weighting for the plug-in classifier and the risk may be different. This leads to irreducible errors that do not converge to the weighted Bayes risk, which motivates our consideration of robust risks. We define a robust risk that minimizes risk over a set of weightings, show excess risk bounds for this problem, and demonstrate that particular choices of the weighting set leads to a special instance of conditional value at risk (CVaR) from stochastic programming, which we call label conditional value at risk (LCVaR). Additionally, we generalize this weighting to derive a new robust risk problem that we call label heterogeneous conditional value at risk (LHCVaR). Finally, we empirically demonstrate the efficacy of LCVaR and LHCVaR on improving class conditional risks.
Optimizing Black-box Metrics with Adaptive Surrogates
Qijia Jiang · Olaoluwa Adigun · Harikrishna Narasimhan · Mahdi Milani Fard · Maya Gupta
We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a relaxed surrogate space, which we solve by estimating local gradients for the metric and performing inexact convex projections. We analyze gradient estimates based on finite differences and local linear interpolations, and show convergence of our approach under smoothness assumptions with respect to the surrogates. Experimental results on classification and ranking problems verify the proposal performs on par with methods that know the mathematical formulation, and adds notable value when the form of the metric is unknown.
The Non-IID Data Quagmire of Decentralized Machine Learning
Kevin Hsieh · Amar Phanishayee · Onur Mutlu · Phillip Gibbons
Many large-scale machine learning (ML) applications need to perform decentralized learning over datasets generated at different devices and locations. Such datasets pose a significant challenge to decentralized learning because their different contexts result in significant data distribution skew across devices/locations. In this paper, we take a step toward better understanding this challenge by presenting a detailed experimental study of decentralized DNN training on a common type of data skew: skewed distribution of data labels across locations/devices. Our study shows that: (i) skewed data labels are a fundamental and pervasive problem for decentralized learning, causing significant accuracy loss across many ML applications, DNN models, training datasets, and decentralized learning algorithms; (ii) the problem is particularly challenging for DNN models with batch normalization layers; and (iii) the degree of skewness is a key determinant of the difficulty of the problem. Based on these findings, we present SkewScout, a system-level approach that adapts the communication frequency of decentralized learning algorithms to the (skew-induced) accuracy loss between data partitions. We also show that group normalization can recover much of the skew-induced accuracy loss of batch normalization.
Alleviating Privacy Attacks via Causal Learning
Shruti Tople · Amit Sharma · Aditya Nori
Machine learning models, especially deep neural networks have been shown to be susceptible to privacy attacks such as membership inference where an adversary can detect whether a data point was used for training a black-box model. Such privacy risks are exacerbated when a model's predictions are used on an unseen data distribution. To alleviate privacy attacks, we demonstrate the benefit of predictive models that are based on the causal relationship between input features and the outcome. We first show that models learnt using causal structure generalize better to unseen data, especially on data from different distributions than the train distribution. Based on this generalization property, we establish a theoretical link between causality and privacy: compared to associational models, causal models provide stronger differential privacy guarantees and are more robust to membership inference attacks. Experiments on simulated Bayesian networks and the colored-MNIST dataset show that associational models exhibit up to 80% attack accuracy under different test distributions and sample sizes whereas causal models exhibit attack accuracy close to a random guess.
Breaking the Curse of Space Explosion: Towards Efficient NAS with Curriculum Search
Yong Guo · Yaofo Chen · Yin Zheng · Peilin Zhao · Jian Chen · Junzhou Huang · Mingkui Tan
Neural architecture search (NAS) has become an important approach to automatically find effective architectures. To cover all possible good architectures, we need to search in an extremely large search space with billions of candidate architectures. More critically, given a large search space, we may face a very challenging issue of space explosion. However, due to the limitation of computational resources, we can only sample a very small proportion of the architectures, which provides insufficient information for the training. As a result, existing methods may often produce suboptimal architectures. To alleviate this issue, we propose a curriculum search method that starts from a small search space and gradually incorporates the learned knowledge to guide the search in a large space. With the proposed search strategy, our Curriculum Neural Architecture Search (CNAS) method significantly improves the search efficiency and finds better architectures than existing NAS methods. Extensive experiments on CIFAR-10 and ImageNet demonstrate the effectiveness of the proposed method.
Circuit-Based Intrinsic Methods to Detect Overfitting
Satrajit Chatterjee · Alan Mishchenko
The focus of this paper is on intrinsic methods to detect overfitting. By intrinsic methods, we mean methods that rely only on the model and the training data, as opposed to traditional methods (we call them extrinsic methods) that rely on performance on a test set or on bounds from model complexity. We propose a family of intrinsic methods called Counterfactual Simulation (CFS) which analyze the flow of training examples through the model by identifying and perturbing rare patterns. By applying CFS to logic circuits we get a method that has no hyper-parameters and works uniformly across different types of models such as neural networks, random forests and lookup tables. Experimentally, CFS can separate models with different levels of overfit using only their logic circuit representations without any access to the high level structure. By comparing lookup tables, neural networks, and random forests using CFS, we get insight into why neural networks generalize. In particular, we find that stochastic gradient descent in neural nets does not lead to "brute force" memorization, but finds common patterns (whether we train with actual or randomized labels), and neural networks are not unlike forests in this regard. Finally, we identify a limitation with our proposal that makes it unsuitable in an adversarial setting, but points the way to future work on robust intrinsic methods.
Exploration Through Reward Biasing: Reward-Biased Maximum Likelihood Estimation for Stochastic Multi-Armed Bandits
Xi Liu · Ping-Chun Hsieh · Yu-Heng Hung · Anirban Bhattacharya · P. R. Kumar
Inspired by the Reward-Biased Maximum Likelihood Estimate method of adaptive control, we propose RBMLE -- a novel family of learning algorithms for stochastic multi-armed bandits (SMABs). For a broad range of SMABs including both the parametric Exponential Family as well as the non-parametric sub-Gaussian/Exponential family, we show that RBMLE yields an index policy. To choose the bias-growth rate $\alpha(t)$ in RBMLE, we reveal the nontrivial interplay between $\alpha(t)$ and the regret bound that generally applies in both the Exponential Family as well as the sub-Gaussian/Exponential family bandits. To quantify the finite-time performance, we prove that RBMLE attains order-optimality by adaptively estimating the unknown constants in the expression of $\alpha(t)$ for Gaussian and sub-Gaussian bandits. Extensive experiments demonstrate that the proposed RBMLE achieves empirical regret performance competitive with the state-of-the-art methods, while being more computationally efficient and scalable in comparison to the best-performing ones among them.
(Locally) Differentially Private Combinatorial Semi-Bandits
Xiaoyu Chen · Kai Zheng · Zixin Zhou · Yunchang Yang · Wei Chen · Liwei Wang
In this paper, we study Combinatorial Semi-Bandits (CSB) that is an extension of classic Multi-Armed Bandits (MAB) under Differential Privacy (DP) and stronger Local Differential Privacy (LDP) setting. Since the server receives more information from users in CSB, it usually causes additional dependence on the dimension of data, which is a notorious side-effect for privacy preserving learning. However for CSB under two common smoothness assumptions, we show it is possible to remove this side-effect. In detail, for $B_{\infty}$-bounded smooth CSB under either $\varepsilon$-LDP or $\varepsilon$-DP, we prove the optimal regret bound is $\Theta(\frac{mB^2_{\infty}\ln T } {\Delta\varepsilon^2})$ or $\tilde{\Theta}(\frac{mB^2_{\infty}\ln T} { \Delta\varepsilon})$ respectively, where $T$ is time period, $\Delta$ is the gap of rewards and $m$ is the number of base arms, by proposing novel algorithms and matching lower bounds. For $B_1$-bounded smooth CSB under $\varepsilon$-DP, we also prove the optimal regret bound is $\tilde{\Theta}(\frac{mKB^2_1\ln T} {\Delta\varepsilon})$ with both upper bound and lower bound, where $K$ is the maximum number of feedback in each round. All above results nearly match corresponding non-private optimal rates, which imply there is no additional price for (locally) differentially private CSB in above common settings.
Randomly Projected Additive Gaussian Processes for Regression
Ian Delbridge · David S Bindel · Andrew Wilson
Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low dimensional projection can help alleviate this curse of dimensionality, but introduces many trainable hyperparameters, which can be cumbersome, especially in the small data regime. We use additive sums of kernels for GP regression, where each kernel operates on a different random projection of its inputs. Surprisingly, we find that as the number of random projections increases, the predictive performance of this approach quickly converges to the performance of a kernel operating on the original full dimensional inputs, over a wide range of data sets, even if we are projecting into a single dimension. As a consequence, many problems can remarkably be reduced to one dimensional input spaces, without learning a transformation. We prove this convergence and its rate, and additionally propose a deterministic approach that converges more quickly than purely random projections. Moreover, we demonstrate our approach can achieve faster inference and improved predictive accuracy for high-dimensional inputs compared to kernels in the original input space.
Stochastic Gradient and Langevin Processes
Xiang Cheng · Dong Yin · Peter Bartlett · Michael Jordan
We prove quantitative convergence rates at which discrete Langevin-like processes converge to the invariant distribution of a related stochastic differential equation. We study the setup where the additive noise can be non-Gaussian and state-dependent and the potential function can be non-convex. We show that the key properties of these processes depend on the potential function and the second moment of the additive noise. We apply our theoretical findings to studying the convergence of Stochastic Gradient Descent (SGD) for non-convex problems and corroborate them with experiments using SGD to train deep neural networks on the CIFAR-10 dataset.
Strength from Weakness: Fast Learning Using Weak Supervision
Joshua Robinson · Stefanie Jegelka · Suvrit Sra
We study generalization properties of weakly supervised learning, that is, learning where only a few "strong" labels (the actual target for prediction) are present but many more "weak" labels are available. In particular, we show that pretraining using weak labels and finetuning using strong can accelerate the learning rate for the strong task to the fast rate of O(1/n), where n is the number of strongly labeled data points. This acceleration can happen even if, by itself, the strongly labeled data admits only the slower O(1/\sqrt{n}) rate. The acceleration depends continuously on the number of weak labels available, and on the relation between the two tasks. Our theoretical results are reflected empirically across a range of tasks and illustrate how weak labels speed up learning on the strong task.
Structure Adaptive Algorithms for Stochastic Bandits
Rémy Degenne · Han Shao · Wouter Koolen
We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods that are \emph{flexible} (in that they easily adapt to different structures), \emph{powerful} (in that they perform well empirically and/or provably match instance-dependent lower bounds) and \emph{efficient} in that the per-round computational burden is small. We develop asymptotically optimal algorithms from instance-dependent lower-bounds using iterative saddle-point solvers. Our approach generalises recent iterative methods for pure exploration to reward maximisation, where a major challenge arises from the estimation of the sub-optimality gaps and their reciprocals. Still we manage to achieve all the above desiderata. Notably, our technique avoids the computational cost of the full-blown saddle point oracle employed by previous work, while at the same time enabling finite-time regret bounds. Our experiments reveal that our method successfully leverages the structural assumptions, while its regret is at worst comparable to that of vanilla UCB.
Structured Linear Contextual Bandits: A Sharp and Geometric Smoothed Analysis
Vidyashankar Sivakumar · Steven Wu · Arindam Banerjee
Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a smoothed setting for structured linear contextual bandits where the adversarial contexts are perturbed by Gaussian noise and the unknown parameter $\theta^*$ has structure, e.g., sparsity, group sparsity, low rank, etc. We propose simple greedy algorithms for both the single- and multi-parameter (i.e., different parameter for each context) settings and provide a unified regret analysis for $\theta^*$ with any assumed structure. The regret bounds are expressed in terms of geometric quantities such as Gaussian widths associated with the structure of $\theta^*$. We also obtain sharper regret bounds compared to earlier work for the unstructured $\theta^*$ setting as a consequence of our improved analysis. We show there is implicit exploration in the smoothed setting where a simple greedy algorithm works.
Undirected Graphical Models as Approximate Posteriors
Arash Vahdat · Evgeny Andriyash · William Macready
The representation of the approximate posterior is a critical aspect of effective variational autoencoders (VAEs). Poor choices for the approximate posterior have a detrimental impact on the generative performance of VAEs due to the mismatch with the true posterior. We extend the class of posterior models that may be learned by using undirected graphical models. We develop an efficient method to train undirected approximate posteriors by showing that the gradient of the training objective with respect to the parameters of the undirected posterior can be computed by backpropagation through Markov chain Monte Carlo updates. We apply these gradient estimators for training discrete VAEs with Boltzmann machines as approximate posteriors and demonstrate that undirected models outperform previous results obtained using directed graphical models. Our implementation is publicly available.
Low-Variance and Zero-Variance Baselines for Extensive-Form Games
Trevor Davis · Martin Schmid · Michael Bowling
Extensive-form games (EFGs) are a common model of multi-agent interactions with imperfect information. State-of-the-art algorithms for solving these games typically perform full walks of the game tree that can prove prohibitively slow in large games. Alternatively, sampling-based methods such as Monte Carlo Counterfactual Regret Minimization walk one or more trajectories through the tree, touching only a fraction of the nodes on each iteration, at the expense of requiring more iterations to converge due to the variance of sampled values. In this paper, we extend recent work that uses baseline estimates to reduce this variance. We introduce a framework of baseline-corrected values in EFGs that generalizes the previous work. Within our framework, we propose new baseline functions that result in significantly reduced variance compared to existing techniques. We show that one particular choice of such a function --- predictive baseline --- is provably optimal under certain sampling schemes. This allows for efficient computation of zero-variance value estimates even along sampled trajectories.
Retro*: Learning Retrosynthetic Planning with Neural Guided A* Search
Binghong Chen · Chengtao Li · Hanjun Dai · Le Song
Retrosynthetic planning is a critical task in organic chemistry which identifies a series of reactions that can lead to the synthesis of a target product. The vast number of possible chemical transformations makes the size of the search space very big, and retrosynthetic planning is challenging even for experienced chemists. However, existing methods either require expensive return estimation by rollout with high variance, or optimize for search speed rather than the quality. In this paper, we propose Retro, a neural-based A-like algorithm that finds high-quality synthetic routes efficiently. It maintains the search as an AND-OR tree, and learns a neural search bias with off-policy data. Then guided by this neural network, it performs best-first search efficiently during new planning episodes. Experiments on benchmark USPTO datasets show that, our proposed method outperforms existing state-of-the-art with respect to both the success rate and solution quality, while being more efficient at the same time.
Adversarial Robustness Against the Union of Multiple Perturbation Models
Pratyush Maini · Eric Wong · Zico Kolter
Owing to the susceptibility of deep learning systems to adversarial attacks, there has been a great deal of work in developing (both empirically and certifiably) robust classifiers. While most work has defended against a single type of attack, recent work has looked at defending against multiple perturbation models using simple aggregations of multiple attacks. However, these methods can be difficult to tune, and can easily result in imbalanced degrees of robustness to individual perturbation models, resulting in a sub-optimal worst-case loss over the union. In this work, we develop a natural generalization of the standard PGD-based procedure to incorporate multiple perturbation models into a single attack, by taking the worst-case over all steepest descent directions. This approach has the advantage of directly converging upon a trade-off between different perturbation models which minimizes the worst-case performance over the union. With this approach, we are able to train standard architectures which are simultaneously robust against $\ell_\infty$, $\ell_2$, and $\ell_1$ attacks, outperforming past approaches on the MNIST and CIFAR10 datasets and achieving adversarial accuracy of 46.1% against the union of ($\ell_\infty$, $\ell_2$, $\ell_1$) perturbations with radius = (0.03, 0.5, 12) on the latter, improving upon previous approaches which achieve 40.6% accuracy.
Hallucinative Topological Memory for Zero-Shot Visual Planning
Kara Liu · Thanard Kurutach · Christine Tung · Pieter Abbeel · Aviv Tamar
In visual planning (VP), an agent learns to plan goal-directed behavior from observations of a dynamical system obtained offline, e.g., images obtained from self-supervised robot interaction. Most previous works on VP approached the problem by planning in a learned latent space, resulting in low-quality visual plans, and difficult training algorithms. Here, instead, we propose a simple VP method that plans directly in image space and displays competitive performance. We build on the semi-parametric topological memory (SPTM) method: image samples are treated as nodes in a graph, the graph connectivity is learned from image sequence data, and planning can be performed using conventional graph search methods. We propose two modifications on SPTM. First, we train an energy-based graph connectivity function using contrastive predictive coding that admits stable training. Second, to allow zero-shot planning in new domains, we learn a conditional VAE model that generates images given a context describing the domain, and use these hallucinated samples for building the connectivity graph and planning. We show that this simple approach significantly outperform the SOTA VP methods, in terms of both plan interpretability and success rate when using the plan to guide a trajectory-following controller. Interestingly, our method can pick up non-trivial visual properties of objects, such as their geometry, and account for it in the plans.
Data Valuation using Reinforcement Learning
Jinsung Yoon · Sercan Arik · Tomas Pfister
Quantifying the value of data is a fundamental problem in machine learning and has multiple important use cases: (1) building insights about the dataset and task, (2) domain adaptation, (3) corrupted sample discovery, and (4) robust learning. We propose Data Valuation using Reinforcement Learning (DVRL), to adaptively learn data values jointly with the predictor model. DVRL uses a data value estimator (DVE) to learn how likely each datum is used in training of the predictor model. DVE is trained using a reinforcement signal that reflects performance on the target task. We demonstrate that DVRL yields superior data value estimates compared to alternative methods across numerous datasets and application scenarios. The corrupted sample discovery performance of DVRL is close to optimal in many regimes (i.e. as if the noisy samples were known apriori), and for domain adaptation and robust learning DVRL significantly outperforms state-of-the-art by 14.6% and 10.8%, respectively.
Quantized Decentralized Stochastic Learning over Directed Graphs
Hossein Taheri · Aryan Mokhtari · Hamed Hassani · Ramtin Pedarsani
We consider a decentralized stochastic learning problem where data points are distributed among computing nodes communicating over a directed graph. As the model size gets large, decentralized learning faces a major bottleneck that is the heavy communication load due to each node transmitting large messages (model updates) to its neighbors. To tackle this bottleneck, we propose the quantized decentralized stochastic learning algorithm over directed graphs that is based on the push-sum algorithm in decentralized consensus optimization. More importantly, we prove that our algorithm achieves the same convergence rates of the decentralized stochastic learning algorithm with exact-communication for both convex and non-convex losses. Furthermore, our numerical results illustrate significant speed-up compared to the exact-communication methods.
A Game Theoretic Framework for Model Based Reinforcement Learning
Aravind Rajeswaran · Igor Mordatch · Vikash Kumar
Designing stable and efficient algorithms for model-based reinforcement learning (MBRL) with function approximation has remained challenging despite growing interest in the field. To help expose the practical challenges in MBRL and simplify algorithm design from the lens of abstraction, we develop a new framework that casts MBRL as a game between: (1)~a policy player, which attempts to maximize rewards under the learned model; (2)~a model player, which attempts to fit the real-world data collected by the policy player. We show that a near-optimal policy for the environment can be obtained by finding an approximate equilibrium for aforementioned game, and we develop two families of algorithms to find the game equilibrium by drawing upon ideas from Stackelberg games. Experimental studies suggest that the proposed algorithms achieve state of the art sample efficiency, match the asymptotic performance of model-free policy gradient, and scale gracefully to high-dimensional tasks like dexterous hand manipulation.
Batch Stationary Distribution Estimation
Junfeng Wen · Bo Dai · Lihong Li · Dale Schuurmans
We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of sufficient length can be gathered to approximate stationary sampling. Instead, we consider an alternative setting where a \emph{fixed} set of transitions has been collected beforehand, by a separate, possibly unknown procedure. The goal is still to estimate properties of the stationary distribution, but without additional access to the underlying system. We propose a consistent estimator that is based on recovering a correction ratio function over the given data. In particular, we develop a variational power method (VPM) that provides provably consistent estimates under general conditions. In addition to unifying a number of existing approaches from different subfields, we also find that VPM yields significantly better estimates across a range of problems, including queueing, stochastic differential equations, post-processing MCMC, and off-policy evaluation.
Being Bayesian, Even Just a Bit, Fixes Overconfidence in ReLU Networks
Agustinus Kristiadi · Matthias Hein · Philipp Hennig
The point estimates of ReLU classification networks---arguably the most widely used neural network architecture---have been shown to yield arbitrarily high confidence far away from the training data. This architecture, in conjunction with a maximum a posteriori estimation scheme, is thus not calibrated nor robust. Approximate Bayesian inference has been empirically demonstrated to improve predictive uncertainty in neural networks, although the theoretical analysis of such Bayesian approximations is limited. We theoretically analyze approximate Gaussian distributions on the weights of ReLU networks and show that they fix the overconfidence problem. Furthermore, we show that even a simplistic, thus cheap, Bayesian approximation, also fixes these issues. This indicates that a sufficient condition for a calibrated uncertainty on a ReLU network is ``to be a bit Bayesian''. These theoretical results validate the usage of last-layer Bayesian approximation and motivate a range of a fidelity-cost trade-off. We further validate these findings empirically via various standard experiments using common deep ReLU networks and Laplace approximations.
Causal Effect Estimation and Optimal Dose Suggestions in Mobile Health
Liangyu Zhu · Wenbin Lu · Rui Song
In this article, we propose novel structural nested models to estimate causal effects of continuous treatments based on mobile health data. To find the treatment regime which optimizes the short-term outcomes for the patients, we define the weighted lag K advantage. The optimal treatment regime is then defined to be the one which maximizes this advantage. This method imposes minimal assumptions on the data generating process. Statistical inference can also be provided for the estimated parameters. Simulation studies and an application to the Ohio type 1 diabetes dataset show that our method could provide meaningful insights for dose suggestions with mobile health data.
Correlation Clustering with Asymmetric Classification Errors
Jafar Jafarov · Sanchit Kalhan · Konstantin Makarychev · Yury Makarychev
In the Correlation Clustering problem, we are given a weighted graph $G$ with its edges labelled as "similar" or "dissimilar" by a binary classifier. The goal is to produce a clustering that minimizes the weight of "disagreements": the sum of the weights of "similar" edges across clusters and "dissimilar" edges within clusters. We study the correlation clustering problem under the following assumption: Every "similar" edge $e$ has weight $w_e \in [ \alpha w, w ]$ and every "dissimilar" edge $e$ has weight $w_e \geq \alpha w$ (where $\alpha \leq 1$ and $w > 0$ is a scaling parameter). We give a $(3 + 2 \log_e (1/\alpha))$ approximation algorithm for this problem. This assumption captures well the scenario when classification errors are asymmetric. Additionally, we show an asymptotically matching Linear Programming integrality gap of $\Omega(\log 1/\alpha)$.
Efficient and Scalable Bayesian Neural Nets with Rank-1 Factors
Mike Dusenberry · Ghassen Jerfel · Yeming Wen · Yian Ma · Jasper Snoek · Katherine Heller · Balaji Lakshminarayanan · Dustin Tran
Bayesian neural networks (BNNs) demonstrate promising success in improving the robustness and uncertainty quantification of modern deep learning. However, they generally struggle with underfitting at scale and parameter efficiency. On the other hand, deep ensembles have emerged as alternatives for uncertainty quantification that, while outperforming BNNs on certain problems, also suffer from efficiency issues. It remains unclear how to combine the strengths of these two approaches and remediate their common issues. To tackle this challenge, we propose a rank-1 parameterization of BNNs, where each weight matrix involves only a distribution on a rank-1 subspace. We also revisit the use of mixture approximate posteriors to capture multiple modes, where unlike typical mixtures, this approach admits a significantly smaller memory increase (e.g., only a 0.4% increase for a ResNet-50 mixture of size 10). We perform a systematic empirical study on the choices of prior, variational posterior, and methods to improve training. For ResNet-50 on ImageNet, Wide ResNet 28-10 on CIFAR-10/100, and an RNN on MIMIC-III, rank-1 BNNs achieve state-of-the-art performance across log-likelihood, accuracy, and calibration on the test sets and out-of-distribution variants.
Efficiently Solving MDPs with Stochastic Mirror Descent
Yujia Jin · Aaron Sidford
In this paper we present a unified framework based on primal-dual stochastic mirror descent for approximately solving infinite-horizon Markov decision processes (MDPs) given a generative model. When applied to an average-reward MDP with $A_{tot}$ total actions and mixing time bound $t_{mix}$ our method computes an $\epsilon$-optimal policy with an expected $\widetilde{O}(t_{mix}^2 A_{tot} \epsilon^{-2})$ samples from the state-transition matrix, removing the ergodicity dependence of prior art. When applied to a $\gamma$-discounted MDP with $A_{tot}$ total actions our method computes an $\epsilon$-optimal policy with an expected $\widetilde{O}((1-\gamma)^{-4} A_{tot} \epsilon^{-2})$ samples, improving over the best-known primal-dual methods while matching the state-of-the-art up to a $(1-\gamma)^{-1}$ factor. Both methods are model-free, update state values and policy simultaneously, and run in time linear in the number of samples taken.
Handling the Positive-Definite Constraint in the Bayesian Learning Rule
Wu Lin · Mark Schmidt · Mohammad Emtiyaz Khan
The Bayesian learning rule is a natural-gradient variational inference method, which not only contains many existing learning algorithms as special cases but also enables the design of new algorithms. Unfortunately, when variational parameters lie in an open constraint set, the rule may not satisfy the constraint and requires line-searches which could slow down the algorithm. In this work, we address this issue for positive-definite constraints by proposing an improved rule that naturally handles the constraints. Our modification is obtained by using Riemannian gradient methods, and is valid when the approximation attains a block-coordinate natural parameterization (e.g., Gaussian distributions and their mixtures). Our method outperforms existing methods without any significant increase in computation. Our work makes it easier to apply the rule in the presence of positive-definite constraints in parameter spaces.
Hierarchical Verification for Adversarial Robustness
Cong Han Lim · Raquel Urtasun · Ersin Yumer
We introduce a new framework for the exact point-wise ℓp robustness verification problem that exploits the layer-wise geometric structure of deep feed-forward networks with rectified linear activations (ReLU networks). The activation regions of the network partition the input space, and one can verify the ℓp robustness around a point by checking all the activation regions within the desired radius. The GeoCert algorithm (Jordan et al., NeurIPS 2019) treats this partition as a generic polyhedral complex in order to detect which region to check next. In contrast, our LayerCert framework considers the nested hyperplane arrangement structure induced by the layers of the ReLU network and explores regions in a hierarchical manner. We show that, under certain conditions on the algorithm parameters, LayerCert provably reduces the number and size of the convex programs that one needs to solve compared to GeoCert. Furthermore, our LayerCert framework allows the incorporation of lower bounding routines based on convex relaxations to further improve performance. Experimental results demonstrate that LayerCert can significantly reduce both the number of convex programs solved and the running time over the state-of-the-art.
Learning Calibratable Policies using Programmatic Style-Consistency
Eric Zhan · Albert Tseng · Yisong Yue · Adith Swaminathan · Matthew Hausknecht
We study the problem of controllable generation of long-term sequential behaviors, where the goal is to calibrate to multiple behavior styles simultaneously. In contrast to the well-studied areas of controllable generation of images, text, and speech, there are two questions that pose significant challenges when generating long-term behaviors: how should we specify the factors of variation to control, and how can we ensure that the generated behavior faithfully demonstrates combinatorially many styles? We leverage programmatic labeling functions to specify controllable styles, and derive a formal notion of style-consistency as a learning objective, which can then be solved using conventional policy learning approaches. We evaluate our framework using demonstrations from professional basketball players and agents in the MuJoCo physics environment, and show that existing approaches that do not explicitly enforce style-consistency fail to generate diverse behaviors whereas our learned policies can be calibrated for up to $4^5 (1024)$ distinct style combinations.
Learning Representations that Support Extrapolation
Taylor Webb · Zachary Dulberg · Steven Frankland · Alexander Petrov · Randall O'Reilly · Jonathan Cohen
Extrapolation -- the ability to make inferences that go beyond the scope of one's experiences -- is a hallmark of human intelligence. By contrast, the generalization exhibited by contemporary neural network algorithms is largely limited to interpolation between data points in their training corpora. In this paper, we consider the challenge of learning representations that support extrapolation. We introduce a novel visual analogy benchmark that allows the graded evaluation of extrapolation as a function of distance from the convex domain defined by the training data. We also introduce a simple technique, context normalization, that encourages representations that emphasize the relations between objects. We find that this technique enables a significant improvement in the ability to extrapolate, considerably outperforming a number of competitive techniques.
Provable Representation Learning for Imitation Learning via Bi-level Optimization
Sanjeev Arora · Simon Du · Sham Kakade · Yuping Luo · Nikunj Umesh Saunshi
A common strategy in modern learning systems is to learn a representation that is useful for many tasks, a.k.a. representation learning. We study this strategy in the imitation learning setting for Markov decision processes (MDPs) where multiple experts' trajectories are available. We formulate representation learning as a bi-level optimization problem where the outer" optimization tries to learn the joint representation and the
inner" optimization encodes the imitation learning setup and tries to learn task-specific parameters. We instantiate this framework for the imitation learning settings of behavior cloning and observation-alone. Theoretically, we show using our framework that representation learning can provide sample complexity benefits for imitation learning in both settings. We also provide proof-of-concept experiments to verify our theory.
Single Point Transductive Prediction
Nilesh Tripuraneni · Lester Mackey
Standard methods in supervised learning separate training and prediction: the model is fit independently of any test points it may encounter. However, can knowledge of the next test point $\mathbf{x}_{\star}$ be exploited to improve prediction accuracy? We address this question in the context of linear prediction, showing how techniques from semi-parametric inference can be used transductively to combat regularization bias. We first lower bound the $\mathbf{x}_{\star}$ prediction error of ridge regression and the Lasso, showing that they must incur significant bias in certain test directions. We then provide non-asymptotic upper bounds on the $\mathbf{x}_{\star}$ prediction error of two transductive prediction rules. We conclude by showing the efficacy of our methods on both synthetic and real data, highlighting the improvements single point transductive prediction can provide in settings with distribution shift.
Small-GAN: Speeding up GAN Training using Core-Sets
Samrath Sinha · Han Zhang · Anirudh Goyal · Yoshua Bengio · Hugo Larochelle · Augustus Odena
Recent work suggests that Generative Adversarial Networks (GANs) benefit disproportionately from large mini-batch sizes. This finding is interesting but also discouraging -- large batch sizes are slow and expensive to emulate on conventional hardware. Thus, it would be nice if there were some trick by which we could generate batches that were effectively big though small in practice. In this work, we propose such a trick, inspired by the use of Coreset-selection in active learning. When training a GAN, we draw a large batch of samples from the prior and then compress that batch using Coreset-selection. To create effectively large batches of real images, we create a cached dataset of Inception activations of each training image, randomly project them down to a smaller dimension, and then use Coreset-selection on those projected embeddings at training time. We conduct experiments showing that this technique substantially reduces training time and memory usage for modern GAN variants, that it reduces the fraction of dropped modes in a synthetic dataset, and that it helps us use GANs to reach a new state of the art in anomaly detection.
The Sample Complexity of Best-$k$ Items Selection from Pairwise Comparisons
Wenbo Ren · Jia Liu · Ness Shroff
This paper studies the sample complexity (aka number of comparisons) bounds for the active best-$k$ items selection from pairwise comparisons. From a given set of items, the learner can make pairwise comparisons on every pair of items, and each comparison returns an independent noisy result about the preferred item. At any time, the learner can adaptively choose a pair of items to compare according to past observations (i.e., active learning). The learner's goal is to find the (approximately) best-$k$ items with a given confidence, while trying to use as few comparisons as possible. In this paper, we study two problems: (i) finding the probably approximately correct (PAC) best-$k$ items and (ii) finding the exact best-$k$ items, both under strong stochastic transitivity and stochastic triangle inequality. For PAC best-$k$ items selection, we first show a lower bound and then propose an algorithm whose sample complexity upper bound matches the lower bound up to a constant factor. For the exact best-$k$ items selection, we first prove a worst-instance lower bound. We then propose two algorithms based on our PAC best items selection algorithms: one works for $k=1$ and is sample complexity optimal up to a loglog factor, and the other works for all values of $k$ and is sample complexity optimal up to a log factor.