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UCB-based Algorithms for Multinomial Logistic Regression Bandits
Out of the rich family of generalized linear bandits, perhaps the most well studied ones are logistic bandits that are used in problems with binary rewards: for instance, when the learner aims to maximize the profit over a user that can select one of two possible outcomes (e.g., `click' vs `no-click'). Despite remarkable recent progress and improved algorithms for logistic bandits, existing works do not address practical situations where the number of outcomes that can be selected by the user is larger than two (e.g., `click', `show me later', `never show again', `no click'). In this paper, we study such an extension. We use multinomial logit (MNL) to model the probability of each one of $K+1\geq 2$ possible outcomes (+1 stands for the `not click' outcome): we assume that for a learner's action $\mathbf{x}_t$, the user selects one of $K+1\geq 2$ outcomes, say outcome $i$, with a MNL probabilistic model with corresponding unknown parameter $\bar{\boldsymbol{\theta}}_{\ast i}$. Each outcome $i$ is also associated with a revenue parameter $\rho_i$ and the goal is to maximize the expected revenue. For this problem, we present MNL-UCB, an upper confidence bound (UCB)-based algorithm, that achieves regret $\tilde{\mathcal{O}}(dK\sqrt{T})$ with small dependency on problem-dependent constants that can otherwise be arbitrarily large and lead to loose regret bounds. We present numerical simulations that corroborate our theoretical results.
Attention-Gated Brain Propagation: How the brain can implement reward-based error backpropagation
Much recent work has focused on biologically plausible variants of supervised learning algorithms. However, there is no teacher in the motor cortex that instructs the motor neurons and learning in the brain depends on reward and punishment. We demonstrate a biologically plausible reinforcement learning scheme for deep networks with an arbitrary number of layers. The network chooses an action by selecting a unit in the output layer and uses feedback connections to assign credit to the units in successively lower layers that are responsible for this action. After the choice, the network receives reinforcement and there is no teacher correcting the errors.
Low-Rank Constraints for Fast Inference in Structured Models
Structured distributions, i.e. distributions over combinatorial spaces, are commonly used to learn latent probabilistic representations from observed data. However, scaling these models is bottlenecked by the high computational and memory complexity with respect to the size of the latent representations. Common models such as Hidden Markov Models (HMMs) and Probabilistic Context-Free Grammars (PCFGs) require time and space quadratic and cubic in the number of hidden states respectively. This work demonstrates a simple approach to reduce the computational and memory complexity of a large class of structured models. We show that by viewing the central inference step as a matrix-vector product and using a low-rank constraint, we can trade off model expressivity and speed via the rank. Experiments with neural parameterized structured models for language modeling, polyphonic music modeling, unsupervised grammar induction, and video modeling show that our approach matches the accuracy of standard models at large state spaces while providing practical speedups.
Online Reinforcement Learning for Mixed Policy Scopes
Combination therapy refers to the use of multiple treatments -- such as surgery, medication, and behavioral therapy - to cure a single disease, and has become a cornerstone for treating various conditions including cancer, HIV, and depression. All possible combinations of treatments lead to a collection of treatment regimens (i.e., policies) with mixed scopes, or what physicians could observe and which actions they should take depending on the context. In this paper, we investigate the online reinforcement learning setting for optimizing the policy space with mixed scopes. In particular, we develop novel online algorithms that achieve sublinear regret compared to an optimal agent deployed in the environment. The regret bound has a dependency on the maximal cardinality of the induced state-action space associated with mixed scopes. We further introduce a canonical representation for an arbitrary subset of interventional distributions given a causal diagram, which leads to a non-trivial, minimal representation of the model parameters.
Falcon: Fast Spectral Inference on Encrypted Data
Homomorphic Encryption (HE) based secure Neural Networks(NNs) inference is one of the most promising security solutions to emerging Machine Learning as a Service (MLaaS). In the HE-based MLaaS setting, a client encrypts the sensitive data, and uploads the encrypted data to the server that directly processes the encrypted data without decryption, and returns the encrypted result to the client. The clients' data privacy is preserved since only the client has the private key. Existing HE-enabled Neural Networks (HENNs), however, suffer from heavy computational overheads. The state-of-the-art HENNs adopt ciphertext packing techniques to reduce homomorphic multiplications by packing multiple messages into one single ciphertext.
Why Lottery Ticket Wins? A Theoretical Perspective of Sample Complexity on Sparse Neural Networks
The lottery ticket hypothesis (LTH) states that learning on a properly pruned network (the winning ticket) has improved test accuracy over the original unpruned network. Although LTH has been justified empirically in a broad range of deep neural network (DNN) involved applications like computer vision and natural language processing, the theoretical validation of the improved generalization of a winning ticket remains elusive. To the best of our knowledge, our work, for the first time, characterizes the performance of training a pruned neural network by analyzing the geometric structure of the objective function and the sample complexity to achieve zero generalization error. We show that the convex region near a desirable model with guaranteed generalization enlarges as the neural network model is pruned, indicating the structural importance of a winning ticket. Moreover, as the algorithm for training a pruned neural network is specified as an (accelerated) stochastic gradient descent algorithm, we theoretically show that the number of samples required for achieving zero generalization error is proportional to the number of the non-pruned weights in the hidden layer. With a fixed number of samples, training a pruned neural network enjoys a faster convergence rate to the desired model than training the original unpruned one, providing a formal justification of the improved generalization of the winning ticket. Our theoretical results are acquired from learning a pruned neural network of one hidden layer, while experimental results are further provided to justify the implications in pruning multi-layer neural networks.
Black-Box Certification with Randomized Smoothing: A Functional Optimization Based Framework
Randomized classifiers have been shown to provide a promising approach for achieving certified robustness against adversarial attacks in deep learning. However, most existing methods only leverage Gaussian smoothing noise and only work for $\ell_2$ perturbation. We propose a general framework of adversarial certification with non-Gaussian noise and for more general types of attacks, from a unified \functional optimization perspective. Our new framework allows us to identify a key trade-off between accuracy and robustness via designing smoothing distributions, helping to design new families of non-Gaussian smoothing distributions that work more efficiently for different $\ell_p$ settings, including $\ell_1$, $\ell_2$ and $\ell_\infty$ attacks. Our proposed methods achieve better certification results than previous works and provide a new perspective on randomized smoothing certification.
Robust Recursive Partitioning for Heterogeneous Treatment Effects with Uncertainty Quantification
Subgroup analysis of treatment effects plays an important role in applications from medicine to public policy to recommender systems. It allows physicians (for example) to identify groups of patients for whom a given drug or treatment is likely to be effective and groups of patients for which it is not. Most of the current methods of subgroup analysis begin with a particular algorithm for estimating individualized treatment effects (ITE) and identify subgroups by maximizing the difference across subgroups of the average treatment effect in each subgroup. These approaches have several weaknesses: they rely on a particular algorithm for estimating ITE, they ignore (in)homogeneity within identified subgroups, and they do not produce good confidence estimates. This paper develops a new method for subgroup analysis, R2P, that addresses all these weaknesses. R2P uses an arbitrary, exogenously prescribed algorithm for estimating ITE and quantifies the uncertainty of the ITE estimation, using a construction that is more robust than other methods. Experiments using synthetic and semi-synthetic datasets (based on real data) demonstrate that R2P constructs partitions that are simultaneously more homogeneous within groups and more heterogeneous across groups than the partitions produced by other methods. Moreover, because R2P can employ any ITE estimator, it also produces much narrower confidence intervals with a prescribed coverage guarantee than other methods.
Semi-Supervised Semantic Segmentation via Gentle Teaching Assistant
Semi-Supervised Semantic Segmentation aims at training the segmentation model with limited labeled data and a large amount of unlabeled data. To effectively leverage the unlabeled data, pseudo labeling, along with the teacher-student framework, is widely adopted in semi-supervised semantic segmentation. Though proved to be effective, this paradigm suffers from incorrect pseudo labels which inevitably exist and are taken as auxiliary training data. To alleviate the negative impact of incorrect pseudo labels, we delve into the current Semi-Supervised Semantic Segmentation frameworks. We argue that the unlabeled data with pseudo labels can facilitate the learning of representative features in the feature extractor, but it is unreliable to supervise the mask predictor. Motivated by this consideration, we propose a novel framework, Gentle Teaching Assistant (GTA-Seg) to disentangle the effects of pseudo labels on feature extractor and mask predictor of the student model.
Improving *day-ahead* Solar Irradiance Time Series Forecasting by Leveraging Spatio-Temporal Context
Nonetheless, the inherent variability of solar irradiance poses a significant challenge for seamlessly integrating solar power into the electrical grid. While the majority of prior research has centered on employing purely time series-based methodologies for solar forecasting, only a limited number of studies have taken into account factors such as cloud cover or the surrounding physical context.In this paper, we put forth a deep learning architecture designed to harness spatio-temporal context using satellite data, to attain highly accurate day-ahead time-series forecasting for any given station, with a particular emphasis on forecasting Global Horizontal Irradiance (GHI). We also suggest a methodology to extract a distribution for each time step prediction, which can serve as a very valuable measure of uncertainty attached to the forecast. When evaluating models, we propose a testing scheme in which we separate particularly difficult examples from easy ones, in order to capture the model performances in crucial situations, which in the case of this study are the days suffering from varying cloudy conditions. Furthermore, we present a new multi-modal dataset gathering satellite imagery over a large zone and time series for solar irradiance and other related physical variables from multiple geographically diverse solar stations. Our approach exhibits robust performance in solar irradiance forecasting, including zero-shot generalization tests at unobserved solar stations, and holds great promise in promoting the effective integration of solar power into the grid.