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Online Learning with Transductive Regret

Neural Information Processing Systems

We study online learning with the general notion of transductive regret, that is regret with modification rules applying to expert sequences (as opposed to single experts) that are representable by weighted finite-state transducers. We show how transductive regret generalizes existing notions of regret, including: (1) external regret; (2) internal regret; (3) swap regret; and (4) conditional swap regret. We present a general and efficient online learning algorithm for minimizing transductive regret. We further extend that to design efficient algorithms for the time-selection and sleeping expert settings. A by-product of our study is an algorithm for swap regret, which, under mild assumptions, is more efficient than existing ones, and a substantially more efficient algorithm for time selection swap regret.


Satisfying Real-world Goals with Dataset Constraints

Neural Information Processing Systems

The goal of minimizing misclassification error on a training set is often just one of several real-world goals that might be defined on different datasets. For example, one may require a classifier to also make positive predictions at some specified rate for some subpopulation (fairness), or to achieve a specified empirical recall. Other real-world goals include reducing churn with respect to a previously deployed model, or stabilizing online training. In this paper we propose handling multiple goals on multiple datasets by training with dataset constraints, using the ramp penalty to accurately quantify costs, and present an efficient algorithm to approximately optimize the resulting non-convex constrained optimization problem. Experiments on both benchmark and real-world industry datasets demonstrate the effectiveness of our approach.


Virtual Class Enhanced Discriminative Embedding Learning

Neural Information Processing Systems

Recently, learning discriminative features to improve the recognition performances gradually becomes the primary goal of deep learning, and numerous remarkable works have emerged. In this paper, we propose a novel yet extremely simple method Virtual Softmax to enhance the discriminative property of learned features by injecting a dynamic virtual negative class into the original softmax. Injecting virtual class aims to enlarge inter-class margin and compress intra-class distribution by strengthening the decision boundary constraint. Although it seems weird to optimize with this additional virtual class, we show that our method derives from an intuitive and clear motivation, and it indeed encourages the features to be more compact and separable. This paper empirically and experimentally demonstrates the superiority of Virtual Softmax, improving the performances on a variety of object classification and face verification tasks.


Model-Agnostic Private Learning

Neural Information Processing Systems

We design differentially private learning algorithms that are agnostic to the learning model assuming access to limited amount of unlabeled public data. First, we give a new differentially private algorithm for answering a sequence of $m$ online classification queries (given by a sequence of $m$ unlabeled public feature vectors) based on a private training set. Our private algorithm follows the paradigm of subsample-and-aggregate, in which any generic non-private learner is trained on disjoint subsets of the private training set, then for each classification query, the votes of the resulting classifiers ensemble are aggregated in a differentially private fashion.