Genre
Functional Neural Networks for Parametric Image Restoration Problems
Almost every single image restoration problem has a closely related parameter, such as the scale factor in super-resolution, the noise level in image denoising, and the quality factor in JPEG deblocking. Although recent studies on image restoration problems have achieved great success due to the development of deep neural networks, they handle the parameter involved in an unsophisticated way. Most previous researchers either treat problems with different parameter levels as independent tasks, and train a specific model for each parameter level; or simply ignore the parameter, and train a single model for all parameter levels. The two popular approaches have their own shortcomings. The former is inefficient in computing and the latter is ineffective in performance. In this work, we propose a novel system called functional neural network (FuncNet) to solve a parametric image restoration problem with a single model. Unlike a plain neural network, the smallest conceptual element of our FuncNet is no longer a floating-point variable, but a function of the parameter of the problem. This feature makes it both efficient and effective for a parametric problem.
Temporally Disentangled Representation Learning under Unknown Nonstationarity
In unsupervised causal representation learning for sequential data with time-delayed latent causal influences, strong identifiability results for the disentanglement of causally-related latent variables have been established in stationary settings by leveraging temporal structure. However, in nonstationary setting, existing work only partially addressed the problem by either utilizing observed auxiliary variables (e.g., class labels and/or domain indexes) as side-information or assuming simplified latent causal dynamics. Both constrain the method to a limited range of scenarios. In this study, we further explored the Markov Assumption under time-delayed causally related process in nonstationary setting and showed that under mild conditions, the independent latent components can be recovered from their nonlinear mixture up to a permutation and a component-wise transformation, without the observation of auxiliary variables. We then introduce NCTRL, a principled estimation framework, to reconstruct time-delayed latent causal variables and identify their relations from measured sequential data only. Empirical evaluations demonstrated the reliable identification of time-delayed latent causal influences, with our methodology substantially outperforming existing baselines that fail to exploit the nonstationarity adequately and then, consequently, cannot distinguish distribution shifts.
Bellman-consistent Pessimism for Offline Reinforcement Learning
The use of pessimism, when reasoning about datasets lacking exhaustive exploration, has recently gained prominence in offline reinforcement learning. Despite the robustness it adds to the algorithm, overly pessimistic reasoning can be equally damaging in precluding the discovery of good policies, which is an issue for the popular bonus-based pessimism. In this paper, we introduce the notion of Bellmanconsistent pessimism for general function approximation: instead of calculating a point-wise lower bound for the value function, we implement pessimism at the initial state over the set of functions consistent with the Bellman equations. Our theoretical guarantees only require Bellman closedness as standard in the exploratory setting, in which case bonus-based pessimism fails to provide guarantees. Even in the special case of linear function approximation where stronger expressivity assumptions hold, our result improves upon a recent bonus-based approach by O(d) in its sample complexity when the action space is finite and small. Remarkably, our algorithms automatically adapt to the best bias-variance tradeoff in the hindsight, whereas most prior approaches require tuning extra hyperparameters a priori.
Greedy and Random Quasi-Newton Methods with Faster Explicit Superlinear Convergence
In this paper, we follow Rodomanov and Nesterov [19]'s work to study quasiNewton methods. We focus on the common SR1 and BFGS quasi-Newton methods to establish better explicit (local) superlinear convergence rates. First, based on the greedy quasi-Newton update which greedily selects the direction to maximize a certain measure of progress, we improve the convergence rate to a conditionnumber-free superlinear convergence rate. Second, based on the random quasiNewton update that selects the direction randomly from a spherically symmetric distribution, we show the same superlinear convergence rate established as above. Our analysis is closely related to the approximation of a given Hessian matrix, unconstrained quadratic objective, as well as the general strongly convex, smooth and strongly self-concordant functions.
Greedy and Random Quasi-Newton Methods with Faster Explicit Superlinear Convergence
In this paper, we follow Rodomanov and Nesterov [19]'s work to study quasiNewton methods. We focus on the common SR1 and BFGS quasi-Newton methods to establish better explicit (local) superlinear convergence rates. First, based on the greedy quasi-Newton update which greedily selects the direction to maximize a certain measure of progress, we improve the convergence rate to a conditionnumber-free superlinear convergence rate. Second, based on the random quasiNewton update that selects the direction randomly from a spherically symmetric distribution, we show the same superlinear convergence rate established as above. Our analysis is closely related to the approximation of a given Hessian matrix, unconstrained quadratic objective, as well as the general strongly convex, smooth and strongly self-concordant functions.