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Breaking the Curse of Many Agents: Provable Mean Embedding Q-Iteration for Mean-Field Reinforcement Learning
Wang, Lingxiao, Yang, Zhuoran, Wang, Zhaoran
Multi-agent reinforcement learning (MARL) achieves significant empirical successes. However, MARL suffers from the curse of many agents. In this paper, we exploit the symmetry of agents in MARL. In the most generic form, we study a mean-field MARL problem. Such a mean-field MARL is defined on mean-field states, which are distributions that are supported on continuous space. Based on the mean embedding of the distributions, we propose MF-FQI algorithm that solves the mean-field MARL and establishes a non-asymptotic analysis for MF-FQI algorithm. We highlight that MF-FQI algorithm enjoys a "blessing of many agents" property in the sense that a larger number of observed agents improves the performance of MF-FQI algorithm.
On Optimism in Model-Based Reinforcement Learning
Pacchiano, Aldo, Ball, Philip, Parker-Holder, Jack, Choromanski, Krzysztof, Roberts, Stephen
The principle of optimism in the face of uncertainty is prevalent throughout sequential decision making problems such as multi-armed bandits and reinforcement learning (RL), often coming with strong theoretical guarantees. However, it remains a challenge to scale these approaches to the deep RL paradigm, which has achieved a great deal of attention in recent years. In this paper, we introduce a tractable approach to optimism via noise augmented Markov Decision Processes (MDPs), which we show can obtain a competitive regret bound: $\tilde{\mathcal{O}}( |\mathcal{S}|H\sqrt{|\mathcal{S}||\mathcal{A}| T } )$ when augmenting using Gaussian noise, where $T$ is the total number of environment steps. This tractability allows us to apply our approach to the deep RL setting, where we rigorously evaluate the key factors for success of optimistic model-based RL algorithms, bridging the gap between theory and practice.
Two-Sample Testing on Ranked Preference Data and the Role of Modeling Assumptions
Rastogi, Charvi, Balakrishnan, Sivaraman, Shah, Nihar B., Singh, Aarti
A number of applications require two-sample testing on ranked preference data. For instance, in crowdsourcing, there is a long-standing question of whether pairwise comparison data provided by people is distributed similar to ratings-converted-to-comparisons. Other examples include sports data analysis and peer grading. In this paper, we design two-sample tests for pairwise comparison data and ranking data. For our two-sample test for pairwise comparison data, we establish an upper bound on the sample complexity required to correctly distinguish between the distributions of the two sets of samples. Our test requires essentially no assumptions on the distributions. We then prove complementary lower bounds showing that our results are tight (in the minimax sense) up to constant factors. We investigate the role of modeling assumptions by proving lower bounds for a range of pairwise comparison models (WST, MST,SST, parameter-based such as BTL and Thurstone). We also provide testing algorithms and associated sample complexity bounds for the problem of two-sample testing with partial (or total) ranking data.Furthermore, we empirically evaluate our results via extensive simulations as well as two real-world datasets consisting of pairwise comparisons. By applying our two-sample test on real-world pairwise comparison data, we conclude that ratings and rankings provided by people are indeed distributed differently. On the other hand, our test recognizes no significant difference in the relative performance of European football teams across two seasons. Finally, we apply our two-sample test on a real-world partial and total ranking dataset and find a statistically significant difference in Sushi preferences across demographic divisions based on gender, age and region of residence.
Free-rider Attacks on Model Aggregation in Federated Learning
Fraboni, Yann, Vidal, Richard, Lorenzi, Marco
Free-rider attacks on federated learning consist in dissimulating participation to the federated learning process with the goal of obtaining the final aggregated model without actually contributing with any data. We introduce here the first theoretical and experimental analysis of free-rider attacks on federated learning schemes based on iterative parameters aggregation, such as FedAvg or FedProx, and provide formal guarantees for these attacks to converge to the aggregated models of the fair participants. We first show that a straightforward implementation of this attack can be simply achieved by not updating the local parameters during the iterative federated optimization. As this attack can be detected by adopting simple countermeasures at the server level, we subsequently study more complex disguising schemes based on stochastic updates of the free-rider parameters. We demonstrate the proposed strategies on a number of experimental scenarios, in both iid and non-iid settings. We conclude by providing recommendations to avoid free-rider attacks in real world applications of federated learning, especially in sensitive domains where security of data and models is critical.
Electoral David vs Goliath: How does the Spatial Concentration of Electors affect District-based Elections?
Many democratic countries use district-based elections where there is a "seat" for each district in the governing body. In each district, the party whose candidate gets the maximum number of votes wins the corresponding seat. The result of the election is decided based on the number of seats won by the different parties. The electors (voters) can cast their votes only in the district of their residence. Thus, locations of the electors and boundaries of the districts may severely affect the election result even if the proportion of popular support (number of electors) of different parties remains unchanged. This has led to significant amount of research on whether the districts may be redrawn or electors may be moved to maximize seats for a particular party. In this paper, we frame the spatial distribution of electors in a probabilistic setting, and explore different models to capture the intra-district polarization of electors in favour of a party, or the spatial concentration of supporters of different parties. Our models are inspired by elections in India, where supporters of different parties tend to be concentrated in certain districts. We show with extensive simulations that our model can capture different statistical properties of real elections held in India. We frame parameter estimation problems to fit our models to the observed election results. Since analytical calculation of the likelihood functions are infeasible for our complex models, we use Likelihood-free Inference methods under the Approximate Bayesian Computation framework. Since this approach is highly time-consuming, we explore how supervised regression using Logistic Regression or Deep Neural Networks can be used to speed it up. We also explore how the election results can change by varying the spatial distributions of the voters, even when the proportions of popular support of the parties remain constant.
Classification Under Human Assistance
De, Abir, Okati, Nastaran, Zarezade, Ali, Gomez-Rodriguez, Manuel
Most supervised learning models are trained for full automation. However, their predictions are sometimes worse than those by human experts on some specific instances. Motivated by this empirical observation, our goal is to design classifiers that are optimized to operate under different automation levels. More specifically, we focus on convex margin-based classifiers and first show that the problem is NP-hard. Then, we further show that, for support vector machines, the corresponding objective function can be expressed as the difference of two functions f = g - c, where g is monotone, non-negative and {\gamma}-weakly submodular, and c is non-negative and modular. This representation allows a recently introduced deterministic greedy algorithm, as well as a more efficient randomized variant of the algorithm, to enjoy approximation guarantees at solving the problem. Experiments on synthetic and real-world data from several applications in medical diagnosis illustrate our theoretical findings and demonstrate that, under human assistance, supervised learning models trained to operate under different automation levels can outperform those trained for full automation as well as humans operating alone.
Equivalence of several curves assessing the similarity between probability distributions
Simon, Loic, Rabin, Julien, Webster, Ryan
The recent advent of powerful generative models has triggered the renewed development of quantitative measures to assess the proximity of two probability distributions. As the scalar Frechet inception distance remains popular, several methods have explored computing entire curves, which reveal the trade-off between the fidelity and variability of the first distribution with respect to the second one. Several of such variants have been proposed independently and while intuitively similar, their relationship has not yet been made explicit. In an effort to make the emerging picture of generative evaluation more clear, we propose a unification of four curves known respectively as: the precision-recall (PR) curve, the Lorenz curve, the receiver operating characteristic (ROC) curve and a special case of R\'enyi divergence frontiers.
Missing Features Reconstruction Using a Wasserstein Generative Adversarial Imputation Network
Friedjungová, Magda, Vašata, Daniel, Balatsko, Maksym, Jiřina, Marcel
Missing data is one of the most common preprocessing problems. In this paper, we experimentally research the use of generative and non-generative models for feature reconstruction. Variational Autoencoder with Arbitrary Conditioning (VAEAC) and Generative Adversarial Imputation Network (GAIN) were researched as representatives of generative models, while the denoising autoencoder (DAE) represented non-generative models. Performance of the models is compared to traditional methods k-nearest neighbors (k-NN) and Multiple Imputation by Chained Equations (MICE). Moreover, we introduce WGAIN as the Wasserstein modification of GAIN, which turns out to be the best imputation model when the degree of missingness is less than or equal to 30%. Experiments were performed on real-world and artificial datasets with continuous features where different percentages of features, varying from 10% to 50%, were missing. Evaluation of algorithms was done by measuring the accuracy of the classification model previously trained on the uncorrupted dataset. The results show that GAIN and especially WGAIN are the best imputers regardless of the conditions. In general, they outperform or are comparative to MICE, k-NN, DAE, and VAEAC.
Network Moments: Extensions and Sparse-Smooth Attacks
Alfadly, Modar, Bibi, Adel, Botero, Emilio, Alsubaihi, Salman, Ghanem, Bernard
The impressive performance of deep neural networks (DNNs) has immensely strengthened the line of research that aims at theoretically analyzing their effectiveness. This has incited research on the reaction of DNNs to noisy input, namely developing adversarial input attacks and strategies that lead to robust DNNs to these attacks. To that end, in this paper, we derive exact analytic expressions for the first and second moments (mean and variance) of a small piecewise linear (PL) network (Affine, ReLU, Affine) subject to Gaussian input. In particular, we generalize the second-moment expression of Bibi et al. to arbitrary input Gaussian distributions, dropping the zero-mean assumption. We show that the new variance expression can be efficiently approximated leading to much tighter variance estimates as compared to the preliminary results of Bibi et al. Moreover, we experimentally show that these expressions are tight under simple linearizations of deeper PL-DNNs, where we investigate the effect of the linearization sensitivity on the accuracy of the moment estimates. Lastly, we show that the derived expressions can be used to construct sparse and smooth Gaussian adversarial attacks (targeted and non-targeted) that tend to lead to perceptually feasible input attacks.
Optimal and Practical Algorithms for Smooth and Strongly Convex Decentralized Optimization
Kovalev, Dmitry, Salim, Adil, Richtárik, Peter
We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes a network. For this problem, lower bounds on the number of gradient computations and the number of communication rounds required to achieve $\varepsilon$ accuracy have recently been proven. We propose two new algorithms for this decentralized optimization problem and equip them with complexity guarantees. We show that our first method is optimal both in terms of the number of communication rounds and in terms of the number of gradient computations. Unlike existing optimal algorithms, our algorithm does not rely on the expensive evaluation of dual gradients. Our second algorithm is optimal in terms of the number of communication rounds, without a logarithmic factor. Our approach relies on viewing the two proposed algorithms as accelerated variants of the Forward Backward algorithm to solve monotone inclusions associated with the decentralized optimization problem. We also verify the efficacy of our methods against state-of-the-art algorithms through numerical experiments.