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Learning Implicit Generative Models by Teaching Explicit Ones

arXiv.org Machine Learning

Implicit generative models are difficult to train as no explicit probability density functions are defined. The well-known minimax framework proposed by generative adversarial nets (GANs) is equivalent to minimizing the Jensen-Shannon divergence and suffers from mode collapse in practice. In this paper, we propose learning by teaching (LBT) framework to train implicit generative models via incorporating an auxiliary explicit model. In LBT, an explicit model is introduced to learn the distribution defined by the implicit model and the later one's goal is to teach the explicit model to cover the training data. Formally, our method is formulated as a bilevel optimization problem, whose optimum implies that we obatin the MLE of the implicit model. We also adopt the unrolling trick to make the optimization problem differentiable with respect to the implicit model's parameters. Experimental results demonstrate the effectiveness of our proposed method.


DLOPT: Deep Learning Optimization Library

arXiv.org Machine Learning

Deep learning hyper-parameter optimization is a tough task. Finding an appropriate network configuration is a key to success, however most of the times this labor is roughly done. In this work we introduce a novel library to tackle this problem, the Deep Learning Optimization Library: DLOPT. We briefly describe its architecture and present a set of use examples. This is an open source project developed under the GNU GPL v3 license and it is freely available at https://github.com/acamero/dlopt.


Window Opening Model using Deep Learning Methods

arXiv.org Machine Learning

Occupant behavior (OB) and in particular window openings need to be considered in building performance simulation (BPS), in order to realistically model the indoor climate and energy consumption for heating ventilation and air conditioning (HVAC). However, the proposed OB window opening models are often biased towards the over-represented class where windows remained closed. In addition, they require tuning for each occupant which can not be efficiently scaled to the increased number of occupants. This paper presents a window opening model for commercial buildings using deep learning methods. The model is trained using data from occupants from an office building in Germany. In total the model is evaluated using almost 20 mio. data points from 3 independent buildings, located in Aachen, Frankfurt and Philadelphia. Eventually, the results of 3100 core hours of model development are summarized, which makes this study the largest of its kind in window states modeling. Additionally, the practical potential of the proposed model was tested by incorporating it in the Modelica-based thermal building simulation. The resulting evaluation accuracy and F1 scores on the office buildings ranged between 86-89 % and 0.53-0.65 respectively. The performance dropped around 15 % points in case of sparse input data, while the F1 score remained high.


Behaviour Policy Estimation in Off-Policy Policy Evaluation: Calibration Matters

arXiv.org Machine Learning

In this work, we consider the problem of estimating a behaviour policy for use in Off-Policy Policy Evaluation (OPE) when the true behaviour policy is unknown. Via a series of empirical studies, we demonstrate how accurate OPE is strongly dependent on the calibration of estimated behaviour policy models: how precisely the behaviour policy is estimated from data. We show how powerful parametric models such as neural networks can result in highly uncalibrated behaviour policy models on a real-world medical dataset, and illustrate how a simple, non-parametric, k-nearest neighbours model produces better calibrated behaviour policy estimates and can be used to obtain superior importance sampling-based OPE estimates.


Scalable Sparse Subspace Clustering via Ordered Weighted $\ell_1$ Regression

arXiv.org Machine Learning

The main contribution of the paper is a new approach to subspace clustering that is significantly more computationally efficient and scalable than existing state-of-the-art methods. The central idea is to modify the regression technique in sparse subspace clustering (SSC) by replacing the $\ell_1$ minimization with a generalization called Ordered Weighted $\ell_1$ (OWL) minimization which performs simultaneous regression and clustering of correlated variables. Using random geometric graph theory, we prove that OWL regression selects more points within each subspace, resulting in better clustering results. This allows for accurate subspace clustering based on regression solutions for only a small subset of the total dataset, significantly reducing the computational complexity compared to SSC. In experiments, we find that our OWL approach can achieve a speedup of 20$\times$ to 30$\times$ for synthetic problems and 4$\times$ to 8$\times$ on real data problems.


Universal Transformers

arXiv.org Machine Learning

Self-attentive feed-forward sequence models have been shown to achieve impressive results on sequence modeling tasks, thereby presenting a compelling alternative to recurrent neural networks (RNNs) which has remained the de-facto standard architecture for many sequence modeling problems to date. Despite these successes, however, feed-forward sequence models like the Transformer fail to generalize in many tasks that recurrent models handle with ease (e.g. copying when the string lengths exceed those observed at training time). Moreover, and in contrast to RNNs, the Transformer model is not computationally universal, limiting its theoretical expressivity. In this paper we propose the Universal Transformer which addresses these practical and theoretical shortcomings and we show that it leads to improved performance on several tasks. Instead of recurring over the individual symbols of sequences like RNNs, the Universal Transformer repeatedly revises its representations of all symbols in the sequence with each recurrent step. In order to combine information from different parts of a sequence, it employs a self-attention mechanism in every recurrent step. Assuming sufficient memory, its recurrence makes the Universal Transformer computationally universal. We further employ an adaptive computation time (ACT) mechanism to allow the model to dynamically adjust the number of times the representation of each position in a sequence is revised. Beyond saving computation, we show that ACT can improve the accuracy of the model. Our experiments show that on various algorithmic tasks and a diverse set of large-scale language understanding tasks the Universal Transformer generalizes significantly better and outperforms both a vanilla Transformer and an LSTM in machine translation, and achieves a new state of the art on the bAbI linguistic reasoning task and the challenging LAMBADA language modeling task.


The Limit Points of (Optimistic) Gradient Descent in Min-Max Optimization

arXiv.org Machine Learning

Motivated by applications in Optimization, Game Theory, and the training of Generative Adversarial Networks, the convergence properties of first order methods in min-max problems have received extensive study. It has been recognized that they may cycle, and there is no good understanding of their limit points when they do not. When they converge, do they converge to local min-max solutions? We characterize the limit points of two basic first order methods, namely Gradient Descent/Ascent (GDA) and Optimistic Gradient Descent Ascent (OGDA). We show that both dynamics avoid unstable critical points for almost all initializations. Moreover, for small step sizes and under mild assumptions, the set of \{OGDA\}-stable critical points is a superset of \{GDA\}-stable critical points, which is a superset of local min-max solutions (strict in some cases). The connecting thread is that the behavior of these dynamics can be studied from a dynamical systems perspective.


Algebraic Equivalence of Linear Structural Equation Models

arXiv.org Machine Learning

Despite their popularity, many questions about the algebraic constraints imposed by linear structural equation models remain open problems. For causal discovery, two of these problems are especially important: the enumeration of the constraints imposed by a model, and deciding whether two graphs define the same statistical model. We show how the half-trek criterion can be used to make progress in both of these problems. We apply our theoretical results to a small-scale model selection problem, and find that taking the additional algebraic constraints into account may lead to significant improvements in model selection accuracy.


Small-Variance Asymptotics for Nonparametric Bayesian Overlapping Stochastic Blockmodels

arXiv.org Machine Learning

The latent feature relational model (LFRM) is a generative model for graph-structured data to learn a binary vector representation for each node in the graph. The binary vector denotes the node's membership in one or more communities. At its core, the LFRM miller2009nonparametric is an overlapping stochastic blockmodel, which defines the link probability between any pair of nodes as a bilinear function of their community membership vectors. Moreover, using a nonparametric Bayesian prior (Indian Buffet Process) enables learning the number of communities automatically from the data. However, despite its appealing properties, inference in LFRM remains a challenge and is typically done via MCMC methods. This can be slow and may take a long time to converge. In this work, we develop a small-variance asymptotics based framework for the non-parametric Bayesian LFRM. This leads to an objective function that retains the nonparametric Bayesian flavor of LFRM, while enabling us to design deterministic inference algorithms for this model, that are easy to implement (using generic or specialized optimization routines) and are fast in practice. Our results on several benchmark datasets demonstrate that our algorithm is competitive to methods such as MCMC, while being much faster.


Deep Structured Generative Models

arXiv.org Machine Learning

Deep generative models have shown promising results in generating realistic images, but it is still non-trivial to generate images with complicated structures. The main reason is that most of the current generative models fail to explore the structures in the images including spatial layout and semantic relations between objects. To address this issue, we propose a novel deep structured generative model which boosts generative adversarial networks (GANs) with the aid of structure information. In particular, the layout or structure of the scene is encoded by a stochastic and-or graph (sAOG), in which the terminal nodes represent single objects and edges represent relations between objects. With the sAOG appropriately harnessed, our model can successfully capture the intrinsic structure in the scenes and generate images of complicated scenes accordingly. Furthermore, a detection network is introduced to infer scene structures from a image. Experimental results demonstrate the effectiveness of our proposed method on both modeling the intrinsic structures, and generating realistic images.