Instructional Material
Towards Pareto Descent Directions in Sampling Experts for Multiple Tasks in an On-Line Learning Paradigm
Ghosh, Shaona (University of Southampton,UK) | Lovell, Chris (University of Southampton) | Gunn, Steve R. (University of Southampton)
In many real-life design problems, there is a requirement to simultaneously balance multiple tasks or objectives in the system that are conflicting in nature, where minimizing one objective causes another to increase in value, thereby resulting in trade-offs between the objectives. For example, in embedded multi-core mobile devices and very large scale data centers, there is a continuous problem of simultaneously balancing interfering goals of maximal power savings and minimal performance delay with varying trade-off values for different application workloads executing on them. Typically, the optimal trade-offs for the executing workloads, lie on a difficult to determine optimal Pareto front. The nature of the problem requires learning over the lifetime of the mobile device or server with continuous evaluation and prediction of the trade-off settings on the system that balances the interfering objectives optimally. Towards this, we propose an on-line learning method, where the weights of experts for addressing the objectives are updated based on a convex combination of their relative performance in addressing all objectives simultaneously. An additional importance vector that assigns relative importance to each objective at every round is used, and is sampled from a convex cone pointed at the origin Our preliminary results show that the convex combination of the importance vector and the gradient of the potential functions of the learner's regret with respect to each objective ensure that in the next round, the drift (instantaneous regret vector), is the Pareto descent direction that enables better convergence to the optimal Pareto front.
Information-Theoretic Objective Functions for Lifelong Learning
Zhang, Byoung-Tak (Seoul National University)
Conventional paradigms of machine learning assume all the training data are available when learning starts. However, in lifelong learning, the examples are observed sequentially as learning unfolds, and the learner should continually explore the world and reorganize and refine the internal model or knowledge of the world. This leads to a fundamental challenge: How to balance long-term and short-term goals and how to trade-off between information gain and model complexity? These questions boil down to “what objective functions can best guide a lifelong learning agent?” Here we develop a sequential Bayesian framework for lifelong learning, build a taxonomy of lifelong-learning paradigms, and examine information-theoretic objective functions for each paradigm, with an emphasis on predictive and active learning. The objective functions can provide theoretical criteria for designing algorithms and determining effective strategies for selective sampling, representation discovery, knowledge transfer, and continual update over a lifetime of experience.
Lifelong Learning of Structure in the Space of Policies
Hawasly, Majd (University of Edinburgh) | Ramamoorthy, Subramanian (University of Edinburgh)
We address the problem faced by an autonomous agent that must achieve quick responses to a family of qualitatively-related tasks, such as a robot interacting with different types of human participants. We work in the setting where the tasks share a state-action space and have the same qualitative objective but differ in the dynamics and reward process. We adopt a transfer approach where the agent attempts to exploit common structure in learnt policies to accelerate learning in a new one. Our technique consists of a few key steps. First, we use a probabilistic model to describe the regions in state space which successful trajectories seem to prefer. Then, we extract policy fragments from previously-learnt policies for these regions as candidates for reuse. These fragments may be treated as options with corresponding domains and termination conditions extracted by unsupervised learning. Then, the set of reusable policies is used when learning novel tasks, and the process repeats. The utility of this method is demonstrated through experiments in the simulated soccer domain, where the variability comes from the different possible behaviours of opponent teams, and the agent needs to perform well against novel opponents.
Fairness in Academic Course Timetabling
Mühlenthaler, Moritz, Wanka, Rolf
We consider the problem of creating fair course timetables in the setting of a university. Our motivation is to improve the overall satisfaction of individuals concerned (students, teachers, etc.) by providing a fair timetable to them. The central idea is that undesirable arrangements in the course timetable, i.e., violations of soft constraints, should be distributed in a fair way among the individuals. We propose two formulations for the fair course timetabling problem that are based on max-min fairness and Jain's fairness index, respectively. Furthermore, we present and experimentally evaluate an optimization algorithm based on simulated annealing for solving max-min fair course timetabling problems. The new contribution is concerned with measuring the energy difference between two timetables, i.e., how much worse a timetable is compared to another timetable with respect to max-min fairness. We introduce three different energy difference measures and evaluate their impact on the overall algorithm performance. The second proposed problem formulation focuses on the tradeoff between fairness and the total amount of soft constraint violations. Our experimental evaluation shows that the known best solutions to the ITC2007 curriculum-based course timetabling instances are quite fair with respect to Jain's fairness index. However, the experiments also show that the fairness can be improved further for only a rather small increase in the total amount of soft constraint violations.
Causality in concurrent systems
Crafa, Silvia, Russo, Federica
Concurrent systems identify systems, either software, hardware or even biological systems, that are characterized by sets of independent actions that can be executed in any order or simultaneously. Computer scientists resort to a causal terminology to describe and analyse the relations between the actions in these systems. However, a thorough discussion about the meaning of causality in such a context has not been developed yet. This paper aims to fill the gap. First, the paper analyses the notion of causation in concurrent systems and attempts to build bridges with the existing philosophical literature, highlighting similarities and divergences between them. Second, the paper analyses the use of counterfactual reasoning in ex-post analysis in concurrent systems (i.e. execution trace analysis).
Continuous-time Infinite Dynamic Topic Models
Topic models are probabilistic models for discovering topical themes in collections of documents. In real world applications, these models provide us with the means of organizing what would otherwise be unstructured collections. They can help us cluster a huge collection into different topics or find a subset of the collection that resembles the topical theme found in an article at hand. The first wave of topic models developed were able to discover the prevailing topics in a big collection of documents spanning a period of time. It was later realized that these time-invariant models were not capable of modeling 1) the time varying number of topics they discover and 2) the time changing structure of these topics. Few models were developed to address this two deficiencies. The online-hierarchical Dirichlet process models the documents with a time varying number of topics. It varies the structure of the topics over time as well. However, it relies on document order, not timestamps to evolve the model over time. The continuous-time dynamic topic model evolves topic structure in continuous-time. However, it uses a fixed number of topics over time. In this dissertation, I present a model, the continuous-time infinite dynamic topic model, that combines the advantages of these two models 1) the online-hierarchical Dirichlet process, and 2) the continuous-time dynamic topic model. More specifically, the model I present is a probabilistic topic model that does the following: 1) it changes the number of topics over continuous time, and 2) it changes the topic structure over continuous-time. I compared the model I developed with the two other models with different setting values. The results obtained were favorable to my model and showed the need for having a model that has a continuous-time varying number of topics and topic structure.
An Introductory Study on Time Series Modeling and Forecasting
Adhikari, Ratnadip, Agrawal, R. K.
Time series modeling and forecasting has fundamental importance to various practical domains. Thus a lot of active research works is going on in this subject during several years. Many important models have been proposed in literature for improving the accuracy and effectiveness of time series forecasting. The aim of this dissertation work is to present a concise description of some popular time series forecasting models used in practice, with their salient features. In this thesis, we have described three important classes of time series models, viz. the stochastic, neural networks and SVM based models, together with their inherent forecasting strengths and weaknesses. We have also discussed about the basic issues related to time series modeling, such as stationarity, parsimony, overfitting, etc. Our discussion about different time series models is supported by giving the experimental forecast results, performed on six real time series datasets. While fitting a model to a dataset, special care is taken to select the most parsimonious one. To evaluate forecast accuracy as well as to compare among different models fitted to a time series, we have used the five performance measures, viz. MSE, MAD, RMSE, MAPE and Theil's U-statistics. For each of the six datasets, we have shown the obtained forecast diagram which graphically depicts the closeness between the original and forecasted observations. To have authenticity as well as clarity in our discussion about time series modeling and forecasting, we have taken the help of various published research works from reputed journals and some standard books.
Update Rules for Parameter Estimation in Bayesian Networks
Bauer, Eric, Koller, Daphne, Singer, Yoram
This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for parameter estimation that encompasses both on-line learning, where the model is continuously adapted to new data cases as they arrive, and the more traditional batch learning, where a pre-accumulated set of samples is used in a one-time model selection process. In the batch case, our framework encompasses both the gradient projection algorithm and the EM algorithm for Bayesian networks. The framework also leads to new on-line and batch parameter update schemes, including a parameterized version of EM. We provide both empirical and theoretical results indicating that parameterized EM allows faster convergence to the maximum likelihood parameters than does standard EM.
Follow the Leader If You Can, Hedge If You Must
de Rooij, Steven, van Erven, Tim, Grünwald, Peter D., Koolen, Wouter M.
Follow-the-Leader (FTL) is an intuitive sequential prediction strategy that guarantees constant regret in the stochastic setting, but has terrible performance for worst-case data. Other hedging strategies have better worst-case guarantees but may perform much worse than FTL if the data are not maximally adversarial. We introduce the FlipFlop algorithm, which is the first method that provably combines the best of both worlds. As part of our construction, we develop AdaHedge, which is a new way of dynamically tuning the learning rate in Hedge without using the doubling trick. AdaHedge refines a method by Cesa-Bianchi, Mansour and Stoltz (2007), yielding slightly improved worst-case guarantees. By interleaving AdaHedge and FTL, the FlipFlop algorithm achieves regret within a constant factor of the FTL regret, without sacrificing AdaHedge's worst-case guarantees. AdaHedge and FlipFlop do not need to know the range of the losses in advance; moreover, unlike earlier methods, both have the intuitive property that the issued weights are invariant under rescaling and translation of the losses. The losses are also allowed to be negative, in which case they may be interpreted as gains.
Tractable Set Constraints
Many fundamental problems in artificial intelligence, knowledge representation, and verification involve reasoning about sets and relations between sets and can be modeled as set constraint satisfaction problems (set CSPs). Such problems are frequently intractable, but there are several important set CSPs that are known to be polynomial-time tractable. We introduce a large class of set CSPs that can be solved in quadratic time. Our class, which we call EI, contains all previously known tractable set CSPs, but also some new ones that are of crucial importance for example in description logics. The class of EI set constraints has an elegant universal-algebraic characterization, which we use to show that every set constraint language that properly contains all EI set constraints already has a finite sublanguage with an NP-hard constraint satisfaction problem.