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Distributional Robustness and Regularization in Reinforcement Learning

arXiv.org Machine Learning

Distributionally Robust Optimization (DRO) has enabled to prove the equivalence between robustness and regularization in classification and regression, thus providing an analytical reason why regularization generalizes well in statistical learning. Although DRO's extension to sequential decision-making overcomes $\textit{external uncertainty}$ through the robust Markov Decision Process (MDP) setting, the resulting formulation is hard to solve, especially on large domains. On the other hand, existing regularization methods in reinforcement learning only address $\textit{internal uncertainty}$ due to stochasticity. Our study aims to facilitate robust reinforcement learning by establishing a dual relation between robust MDPs and regularization. We introduce Wasserstein distributionally robust MDPs and prove that they hold out-of-sample performance guarantees. Then, we introduce a new regularizer for empirical value functions and show that it lower bounds the Wasserstein distributionally robust value function. We extend the result to linear value function approximation for large state spaces. Our approach provides an alternative formulation of robustness with guaranteed finite-sample performance. Moreover, it suggests using regularization as a practical tool for dealing with $\textit{external uncertainty}$ in reinforcement learning methods.


Generalized Policy Elimination: an efficient algorithm for Nonparametric Contextual Bandits

arXiv.org Machine Learning

We propose the Generalized Policy Elimination (GPE) algorithm, an oracle-efficient contextual bandit (CB) algorithm inspired by the Policy Elimination algorithm of \cite{dudik2011}. We prove the first regret optimality guarantee theorem for an oracle-efficient CB algorithm competing against a nonparametric class with infinite VC-dimension. Specifically, we show that GPE is regret-optimal (up to logarithmic factors) for policy classes with integrable entropy. For classes with larger entropy, we show that the core techniques used to analyze GPE can be used to design an $\varepsilon$-greedy algorithm with regret bound matching that of the best algorithms to date. We illustrate the applicability of our algorithms and theorems with examples of large nonparametric policy classes, for which the relevant optimization oracles can be efficiently implemented.


An algorithm for reconstruction of triangle-free linear dynamic networks with verification of correctness

arXiv.org Machine Learning

Reconstructing a network of dynamic systems from observational data is an active area of research. Many approaches guarantee a consistent reconstruction under the relatively strong assumption that the network dynamics is governed by strictly causal transfer functions. However, in many practical scenarios, strictly causal models are not adequate to describe the system and it is necessary to consider models with dynamics that include direct feedthrough terms. In presence of direct feedthroughs, guaranteeing a consistent reconstruction is a more challenging task. Indeed, under no additional assumptions on the network, we prove that, even in the limit of infinite data, any reconstruction method is susceptible to inferring edges that do not exist in the true network (false positives) or not detecting edges that are present in the network (false negative). However, for a class of triangle-free networks introduced in this article, some consistency guarantees can be provided. We present a method that either exactly recovers the topology of a triangle-free network certifying its correctness or outputs a graph that is sparser than the topology of the actual network, specifying that such a graph has no false positives, but there are false negatives.


Accelerator-aware Neural Network Design using AutoML

arXiv.org Machine Learning

While neural network hardware accelerators provide a substantial amount of raw compute throughput, the models deployed on them must be co-designed for the underlying hardware architecture to obtain the optimal system performance. We present a class of computer vision models designed using hardware-aware neural architecture search and customized to run on the Edge TPU, Google's neural network hardware accelerator for low-power, edge devices. For the Edge TPU in Coral devices, these models enable real-time image classification performance while achieving accuracy typically seen only with larger, compute-heavy models running in data centers. On Pixel 4's Edge TPU, these models improve the accuracy-latency tradeoff over existing SoTA mobile models.


Tatistical Context-Dependent Units Boundary Correction for Corpus-based Unit-Selection Text-to-Speech

arXiv.org Machine Learning

Unlike conventional techniques for speaker adaptation, which attempt to improve the accuracy of the segmentation using acoustic models that are more robust in the face of the speaker's characteristics, we aim to use only context dependent characteristics extrapolated with linguistic analysis techniques. In simple terms, we use the intuitive idea that context dependent information is tightly correlated with the related acoustic waveform. We propose a statistical model, which predicts correcting values to reduce the systematic error produced by a state-of-the-art Hidden Markov Model (HMM) based speech segmentation. In other words, we can predict how HMM-based Automatic Speech Recognition (ASR) systems interpret the waveform signal determining the systematic error in different contextual scenarios. Our approach consists of two phases: (1) identifying contextdependent phonetic unit classes (for instance, the class which identifies vowels as being the nucleus of monosyllabic words); and (2) building a regression model that associates the mean error value made by the ASR during the segmentation of a single speaker corpus to each class. The success of the approach is evaluated by comparing the corrected boundaries of units and the state-of-the-art HHM segmentation against a reference alignment, which is supposed to be the optimal solution. The results of this study show that the contextdependent correction of units' boundaries has a positive influence on the forced alignment, especially when the misinterpretation of the phone is driven by acoustic properties linked to the speaker's phonetic characteristics. In conclusion, our work supplies a first analysis of a model sensitive to speaker-dependent characteristics, robust to defective and noisy information, and a very simple implementation which could be utilized as an alternative to either more expensive speaker-adaptation systems or of numerous manual correction sessions.


Guided Generative Adversarial Neural Network for Representation Learning and High Fidelity Audio Generation using Fewer Labelled Audio Data

arXiv.org Machine Learning

Recent improvements in Generative Adversarial Neural Networks (GANs) have shown their ability to generate higher quality samples as well as to learn good representations for transfer learning. Most of the representation learning methods based on GANs learn representations ignoring their post-use scenario, which can lead to increased generalisation ability. However, the model can become redundant if it is intended for a specific task. For example, assume we have a vast unlabelled audio dataset, and we want to learn a representation from this dataset so that it can be used to improve the emotion recognition performance of a small labelled audio dataset. During the representation learning training, if the model does not know the post emotion recognition task, it can completely ignore emotion-related characteristics in the learnt representation. This is a fundamental challenge for any unsupervised representation learning model. In this paper, we aim to address this challenge by proposing a novel GAN framework: Guided Generative Neural Network (GGAN), which guides a GAN to focus on learning desired representations and generating superior quality samples for audio data leveraging fewer labelled samples. Experimental results show that using a very small amount of labelled data as guidance, a GGAN learns significantly better representations.


Practical Privacy Preserving POI Recommendation

arXiv.org Machine Learning

Point-of-Interest (POI) recommendation has been extensively studied and successfully applied in industry recently. However, most existing approaches build centralized models on the basis of collecting users' data. Both private data and models are held by the recommender, which causes serious privacy concerns. In this paper, we propose a novel Privacy preserving POI Recommendation (PriRec) framework. First, to protect data privacy, users' private data (features and actions) are kept on their own side, e.g., Cellphone or Pad. Meanwhile, the public data need to be accessed by all the users are kept by the recommender to reduce the storage costs of users' devices. Those public data include: (1) static data only related to the status of POI, such as POI categories, and (2) dynamic data depend on user-POI actions such as visited counts. The dynamic data could be sensitive, and we develop local differential privacy techniques to release such data to public with privacy guarantees. Second, PriRec follows the representations of Factorization Machine (FM) that consists of linear model and the feature interaction model. To protect the model privacy, the linear models are saved on users' side, and we propose a secure decentralized gradient descent protocol for users to learn it collaboratively. The feature interaction model is kept by the recommender since there is no privacy risk, and we adopt secure aggregation strategy in federated learning paradigm to learn it. To this end, PriRec keeps users' private raw data and models in users' own hands, and protects user privacy to a large extent. We apply PriRec in real-world datasets, and comprehensive experiments demonstrate that, compared with FM, PriRec achieves comparable or even better recommendation accuracy.


InfDetect: a Large Scale Graph-based Fraud Detection System for E-Commerce Insurance

arXiv.org Machine Learning

The insurance industry has been creating innovative products around the emerging online shopping activities. Such e-commerce insurance is designed to protect buyers from potential risks such as impulse purchases and counterfeits. Fraudulent claims towards online insurance typically involve multiple parties such as buyers, sellers, and express companies, and they could lead to heavy financial losses. In order to uncover the relations behind organized fraudsters and detect fraudulent claims, we developed a large-scale insurance fraud detection system, i.e., InfDetect, which provides interfaces for commonly used graphs, standard data processing procedures, and a uniform graph learning platform. InfDetect is able to process big graphs containing up to 100 millions of nodes and billions of edges. In this paper, we investigate different graphs to facilitate fraudster mining, such as a device-sharing graph, a transaction graph, a friendship graph, and a buyer-seller graph. These graphs are fed to a uniform graph learning platform containing supervised and unsupervised graph learning algorithms. Cases on widely applied e-commerce insurance are described to demonstrate the usage and capability of our system. InfDetect has successfully detected thousands of fraudulent claims and saved over tens of thousands of dollars daily.


What went wrong and when? Instance-wise Feature Importance for Time-series Models

arXiv.org Machine Learning

Multivariate time series models are poised to be used for decision support in high-stakes applications, such as healthcare. In these contexts, it is important to know which features at which times most influenced a prediction. We demonstrate a general approach for assigning importance to observations in multivariate time series, based on their counterfactual influence on future predictions. Specifically, we define the importance of an observation as the change in the predictive distribution, had the observation not been seen. We integrate over plausible counterfactuals by sampling from the corresponding conditional distributions of generative time series models. We compare our importance metric to gradient-based explanations, attention mechanisms, and other baselines in simulated and clinical ICU data, and show that our approach generates the most precise explanations. Our method is inexpensive, model agnostic, and can be used with arbitrarily complex time series models and predictors.


Does label smoothing mitigate label noise?

arXiv.org Machine Learning

Label smoothing is commonly used in training deep learning models, wherein one-hot training labels are mixed with uniform label vectors. Empirically, smoothing has been shown to improve both predictive performance and model calibration. In this paper, we study whether label smoothing is also effective as a means of coping with label noise. While label smoothing apparently amplifies this problem --- being equivalent to injecting symmetric noise to the labels --- we show how it relates to a general family of loss-correction techniques from the label noise literature. Building on this connection, we show that label smoothing is competitive with loss-correction under label noise. Further, we show that when distilling models from noisy data, label smoothing of the teacher is beneficial; this is in contrast to recent findings for noise-free problems, and sheds further light on settings where label smoothing is beneficial.