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Learning to Groove with Inverse Sequence Transformations
Gillick, Jon, Roberts, Adam, Engel, Jesse, Eck, Douglas, Bamman, David
We explore models for translating abstract musical ideas (scores, rhythms) into expressive performances using Seq2Seq and recurrent Variational Information Bottleneck (VIB) models. Though Seq2Seq models usually require painstakingly aligned corpora, we show that it is possible to adapt an approach from the Generative Adversarial Network (GAN) literature (e.g. Pix2Pix (Isola et al., 2017) and Vid2Vid (Wang et al. 2018a)) to sequences, creating large volumes of paired data by performing simple transformations and training generative models to plausibly invert these transformations. Music, and drumming in particular, provides a strong test case for this approach because many common transformations (quantization, removing voices) have clear semantics, and models for learning to invert them have real-world applications. Focusing on the case of drum set players, we create and release a new dataset for this purpose, containing over 13 hours of recordings by professional drummers aligned with fine-grained timing and dynamics information. We also explore some of the creative potential of these models, including demonstrating improvements on state-of-the-art methods for Humanization (instantiating a performance from a musical score).
EigenDamage: Structured Pruning in the Kronecker-Factored Eigenbasis
Wang, Chaoqi, Grosse, Roger, Fidler, Sanja, Zhang, Guodong
Reducing the test time resource requirements of a neural network while preserving test accuracy is crucial for running inference on resource-constrained devices. To achieve this goal, we introduce a novel network reparameterization based on the Kronecker-factored eigenbasis (KFE), and then apply Hessian-based structured pruning methods in this basis. As opposed to existing Hessian-based pruning algorithms which do pruning in parameter coordinates, our method works in the KFE where different weights are approximately independent, enabling accurate pruning and fast computation. We demonstrate empirically the effectiveness of the proposed method through extensive experiments. In particular, we highlight that the improvements are especially significant for more challenging datasets and networks. With negligible loss of accuracy, an iterative-pruning version gives a 10$\times$ reduction in model size and a 8$\times$ reduction in FLOPs on wide ResNet32.
Game Theoretic Optimization via Gradient-based Nikaido-Isoda Function
Raghunathan, Arvind U., Cherian, Anoop, Jha, Devesh K.
Computing Nash equilibrium (NE) of multi-player games has witnessed renewed interest due to recent advances in generative adversarial networks. However, computing equilibrium efficiently is challenging. To this end, we introduce the Gradient-based Nikaido-Isoda (GNI) function which serves: (i) as a merit function, vanishing only at the first-order stationary points of each player's optimization problem, and (ii) provides error bounds to a stationary Nash point. Gradient descent is shown to converge sublinearly to a first-order stationary point of the GNI function. For the particular case of bilinear min-max games and multi-player quadratic games, the GNI function is convex. Hence, the application of gradient descent in this case yields linear convergence to an NE (when one exists). In our numerical experiments, we observe that the GNI formulation always converges to the first-order stationary point of each player's optimization problem.
Hybrid Stochastic Gradient Descent Algorithms for Stochastic Nonconvex Optimization
Tran-Dinh, Quoc, Pham, Nhan H., Phan, Dzung T., Nguyen, Lam M.
We introduce a hybrid stochastic estimator to design stochastic gradient algorithms for solving stochastic optimization problems. Such a hybrid estimator is a convex combination of two existing biased and unbiased estimators and leads to some useful property on its variance. We limit our consideration to a hybrid SARAH-SGD for nonconvex expectation problems. However, our idea can be extended to handle a broader class of estimators in both convex and nonconvex settings. We propose a new single-loop stochastic gradient descent algorithm that can achieve $O(\max\{\sigma^3\varepsilon^{-1},\sigma\varepsilon^{-3}\})$-complexity bound to obtain an $\varepsilon$-stationary point under smoothness and $\sigma^2$-bounded variance assumptions. This complexity is better than $O(\sigma^2\varepsilon^{-4})$ often obtained in state-of-the-art SGDs when $\sigma < O(\varepsilon^{-3})$. We also consider different extensions of our method, including constant and adaptive step-size with single-loop, double-loop, and mini-batch variants. We compare our algorithms with existing methods on several datasets using two nonconvex models.
A Neural Network-Evolutionary Computational Framework for Remaining Useful Life Estimation of Mechanical Systems
Laredo, David, Chen, Zhaoyin, Schรผtze, Oliver, Sun, Jian-Qiao
This paper presents a framework for estimating the remaining useful life (RUL) of mechanical systems. The framework consists of a multi-layer perceptron and an evolutionary algorithm for optimizing the data-related parameters. The framework makes use of a strided time window to estimate the RUL for mechanical components. Tuning the data-related parameters can become a very time consuming task. The framework presented here automatically reshapes the data such that the efficiency of the model is increased. Furthermore, the complexity of the model is kept low, e.g. neural networks with few hidden layers and few neurons at each layer. Having simple models has several advantages like short training times and the capacity of being in environments with limited computational resources such as embedded systems. The proposed method is evaluated on the publicly available C-MAPSS dataset, its accuracy is compared against other state-of-the art methods for the same dataset.
Addressing the Loss-Metric Mismatch with Adaptive Loss Alignment
Huang, Chen, Zhai, Shuangfei, Talbott, Walter, Bautista, Miguel Angel, Sun, Shih-Yu, Guestrin, Carlos, Susskind, Josh
In most machine learning training paradigms a fixed, often handcrafted, loss function is assumed to be a good proxy for an underlying evaluation metric. In this work we assess this assumption by meta-learning an adaptive loss function to directly optimize the evaluation metric. We propose a sample efficient reinforcement learning approach for adapting the loss dynamically during training. We empirically show how this formulation improves performance by simultaneously optimizing the evaluation metric and smoothing the loss landscape. We verify our method in metric learning and classification scenarios, showing considerable improvements over the state-of-the-art on a diverse set of tasks. Importantly, our method is applicable to a wide range of loss functions and evaluation metrics. Furthermore, the learned policies are transferable across tasks and data, demonstrating the versatility of the method.
Approximate Bayesian computation via the energy statistic
Nguyen, Hien D., Arbel, Julyan, Lรผ, Hongliang, Forbes, Florence
Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely unknown, making it intractable. ABC defines a quasi-posterior by comparing observed data with simulated data, traditionally based on some summary statistics, the elicitation of which is regarded as a key difficulty. In recent years, a number of data discrepancy measures bypassing the construction of summary statistics have been proposed, including the Kullback--Leibler divergence, the Wasserstein distance and maximum mean discrepancies. Here we propose a novel importance-sampling (IS) ABC algorithm relying on the so-called \textit{two-sample energy statistic}. We establish a new asymptotic result for the case where both the observed sample size and the simulated data sample size increase to infinity, which highlights to what extent the data discrepancy measure impacts the asymptotic pseudo-posterior. The result holds in the broad setting of IS-ABC methodologies, thus generalizing previous results that have been established only for rejection ABC algorithms. Furthermore, we propose a consistent V-statistic estimator of the energy statistic, under which we show that the large sample result holds. Our proposed energy statistic based ABC algorithm is demonstrated on a variety of models, including a Gaussian mixture, a moving-average model of order two, a bivariate beta and a multivariate $g$-and-$k$ distribution. We find that our proposed method compares well with alternative discrepancy measures.
Nonlinear Semi-Parametric Models for Survival Analysis
Nagpal, Chirag, Sangave, Rohan, Chahar, Amit, Shah, Parth, Dubrawski, Artur, Raj, Bhiksha
Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the covariates and are convenient as they do not require estimation of the baseline hazard rate. Recent approaches have involved learning non-linear representations of the input covariates and demonstrate improved performance. In this paper we argue against such deep parameterizations for survival analysis and experimentally demonstrate that more interpretable semi-parametric models inspired from mixtures of experts perform equally well or in some cases better than such overly parameterized deep models.
Using Bursty Announcements for Early Detection of BGP Routing Anomalies
Moriano, Pablo, Hill, Raquel, Camp, L. Jean
Despite the robust structure of the Internet, it is still susceptible to disruptive routing updates that prevent network traffic from reaching its destination. In this work, we propose a method for early detection of large-scale disruptions based on the analysis of bursty BGP announcements. We hypothesize that the occurrence of large-scale disruptions is preceded by bursty announcements. Our method is grounded in analysis of changes in the inter-arrival times of announcements. BGP announcements that are associated with disruptive updates tend to occur in groups of relatively high frequency, followed by periods of infrequent activity. To test our hypothesis, we quantify the burstiness of inter-arrival times around the date and times of three large-scale incidents: the Indosat hijacking event in April 2014, the Telecom Malaysia leak in June 2015, and the Bharti Airtel Ltd. hijack in November 2015. We show that we can detect these events several hours prior to when they were originally detected. We propose an algorithm that leverages the burstiness of disruptive updates to provide early detection of large-scale malicious incidents using local collector data. We describe limitations, open challenges, and how this method can be used for large-scale routing anomaly detection.
Robust Neural Network Training using Periodic Sampling over Model Weights
Tripathi, Samarth, Liu, Jiayi, Kurup, Unmesh, Shah, Mohak
Deep neural networks provide best-in-class performance for a number of computer vision problems. However, training these networks is computationally intensive and requires fine-tuning various hyperparameters. In addition, performance swings widely as the network converges making it hard to decide when to stop training. In this paper, we introduce a trio of techniques (PSWA, PWALKS, and PSWM) centered around periodic sampling of model weights that provide consistent and more robust convergence on a variety of vision problems (classification, detection, segmentation) and gradient update methods (vanilla SGD, Momentum, Adam) with marginal additional computation time. Our techniques use existing optimal training policies but converge in a less volatile fashion with performance improvements that are approximately monotonic. Our analysis of the loss surface shows that these techniques also produce minima that are deeper and wider than those found by SGD.