Markov Models
Trade-off Between Dependence and Complexity for Nonparametric Learning -- an Empirical Process Approach
Deb, Nabarun, Mukherjee, Debarghya
Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies (e.g., in finance, medical imaging, weather forecasting etc.), the corresponding empirical processes are much less understood. Motivated by this observation, we present a general bound on the expected supremum of empirical processes under standard $\beta/\rho$-mixing assumptions. Unlike most prior work, our results cover both the long and the short-range regimes of dependence. Our main result shows that a non-trivial trade-off between the complexity of the underlying function class and the dependence among the observations characterizes the learning rate in a large class of nonparametric problems. This trade-off reveals a new phenomenon, namely that even under long-range dependence, it is possible to attain the same rates as in the i.i.d. setting, provided the underlying function class is complex enough. We demonstrate the practical implications of our findings by analyzing various statistical estimators in both fixed and growing dimensions. Our main examples include a comprehensive case study of generalization error bounds in nonparametric regression over smoothness classes in fixed as well as growing dimension using neural nets, shape-restricted multivariate convex regression, estimating the optimal transport (Wasserstein) distance between two probability distributions, and classification under the Mammen-Tsybakov margin condition -- all under appropriate mixing assumptions. In the process, we also develop bounds on $L_r$ ($1\le r\le 2$)-localized empirical processes with dependent observations, which we then leverage to get faster rates for (a) tuning-free adaptation, and (b) set-structured learning problems.
Accelerating Distributed Stochastic Optimization via Self-Repellent Random Walks
Hu, Jie, Doshi, Vishwaraj, Eun, Do Young
We study a family of distributed stochastic optimization algorithms where gradients are sampled by a token traversing a network of agents in random-walk fashion. Typically, these random-walks are chosen to be Markov chains that asymptotically sample from a desired target distribution, and play a critical role in the convergence of the optimization iterates. In this paper, we take a novel approach by replacing the standard linear Markovian token by one which follows a nonlinear Markov chain - namely the Self-Repellent Radom Walk (SRRW). Defined for any given 'base' Markov chain, the SRRW, parameterized by a positive scalar {\alpha}, is less likely to transition to states that were highly visited in the past, thus the name. In the context of MCMC sampling on a graph, a recent breakthrough in Doshi et al. (2023) shows that the SRRW achieves O(1/{\alpha}) decrease in the asymptotic variance for sampling. We propose the use of a 'generalized' version of the SRRW to drive token algorithms for distributed stochastic optimization in the form of stochastic approximation, termed SA-SRRW. We prove that the optimization iterate errors of the resulting SA-SRRW converge to zero almost surely and prove a central limit theorem, deriving the explicit form of the resulting asymptotic covariance matrix corresponding to iterate errors. This asymptotic covariance is always smaller than that of an algorithm driven by the base Markov chain and decreases at rate O(1/{\alpha}^2) - the performance benefit of using SRRW thereby amplified in the stochastic optimization context. Empirical results support our theoretical findings.
Convex and Bilevel Optimization for Neuro-Symbolic Inference and Learning
Dickens, Charles, Gao, Changyu, Pryor, Connor, Wright, Stephen, Getoor, Lise
Further, we propose a novel inference algorithm and establish theoretical properties for a state-of-the-art NeSy system that are crucial for learning. Our proposed learning framework builds upon NeSy energy-based models (NeSy-EBMs) (Pryor et al., 2023), a general class of NeSy systems that encompasses a variety of existing NeSy methods, including DeepProblog (Manhaeve et al., 2018; 2021), SATNet (Wang et al., 2019), logic tensor networks (Badreddine et al., 2022), and NeuPSL (Pryor et al., 2023). NeSy-EBMs use neural network outputs to parameterize an energy function and formulate an inference problem that may be non-smooth and constrained. Thus, predictions are not guaranteed to be a function of the inputs and parameters with an explicit form or to be differentiable, and traditional deep learning techniques are not directly applicable. We therefore equivalently formulate NeSy-EBM learning as a bilevel problem and, to support smooth first-order gradient-based optimization, propose a smoothing strategy that is novel to NeSy learning. Specifically, we replace the constrained NeSy energy function with its Moreau envelope. The augmented Lagrangian method for equality-constrained minimization is then applied with the new formulation.
Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications
Hu, Jie, Doshi, Vishwaraj, Eun, Do Young
Two-timescale stochastic approximation (TTSA) is among the most general frameworks for iterative stochastic algorithms. This includes well-known stochastic optimization methods such as SGD variants and those designed for bilevel or minimax problems, as well as reinforcement learning like the family of gradient-based temporal difference (GTD) algorithms. In this paper, we conduct an in-depth asymptotic analysis of TTSA under controlled Markovian noise via central limit theorem (CLT), uncovering the coupled dynamics of TTSA influenced by the underlying Markov chain, which has not been addressed by previous CLT results of TTSA only with Martingale difference noise. Building upon our CLT, we expand its application horizon of efficient sampling strategies from vanilla SGD to a wider TTSA context in distributed learning, thus broadening the scope of Hu et al. (2022). In addition, we leverage our CLT result to deduce the statistical properties of GTD algorithms with nonlinear function approximation using Markovian samples and show their identical asymptotic performance, a perspective not evident from current finite-time bounds.
Large Language Models Are Neurosymbolic Reasoners
Fang, Meng, Deng, Shilong, Zhang, Yudi, Shi, Zijing, Chen, Ling, Pechenizkiy, Mykola, Wang, Jun
A wide range of real-world applications is characterized by their symbolic nature, necessitating a strong capability for symbolic reasoning. This paper investigates the potential application of Large Language Models (LLMs) as symbolic reasoners. We focus on text-based games, significant benchmarks for agents with natural language capabilities, particularly in symbolic tasks like math, map reading, sorting, and applying common sense in text-based worlds. To facilitate these agents, we propose an LLM agent designed to tackle symbolic challenges and achieve in-game objectives. We begin by initializing the LLM agent and informing it of its role. The agent then receives observations and a set of valid actions from the text-based games, along with a specific symbolic module. With these inputs, the LLM agent chooses an action and interacts with the game environments. Our experimental results demonstrate that our method significantly enhances the capability of LLMs as automated agents for symbolic reasoning, and our LLM agent is effective in text-based games involving symbolic tasks, achieving an average performance of 88% across all tasks.
Deployable Reinforcement Learning with Variable Control Rate
Wang, Dong, Beltrame, Giovanni
Deploying controllers trained with Reinforcement Learning (RL) on real robots can be challenging: RL relies on agents' policies being modeled as Markov Decision Processes (MDPs), which assume an inherently discrete passage of time. The use of MDPs results in that nearly all RL-based control systems employ a fixed-rate control strategy with a period (or time step) typically chosen based on the developer's experience or specific characteristics of the application environment. Unfortunately, the system should be controlled at the highest, worst-case frequency to ensure stability, which can demand significant computational and energy resources and hinder the deployability of the controller on onboard hardware. Adhering to the principles of reactive programming, we surmise that applying control actions only when necessary enables the use of simpler hardware and helps reduce energy consumption. We challenge the fixed frequency assumption by proposing a variant of RL with variable control rate. In this approach, the policy decides the action the agent should take as well as the duration of the time step associated with that action. In our new setting, we expand Soft Actor-Critic (SAC) to compute the optimal policy with a variable control rate, introducing the Soft Elastic Actor-Critic (SEAC) algorithm. We show the efficacy of SEAC through a proof-of-concept simulation driving an agent with Newtonian kinematics. Our experiments show higher average returns, shorter task completion times, and reduced computational resources when compared to fixed rate policies.
Improved DDIM Sampling with Moment Matching Gaussian Mixtures
W e propose using a Gaussian Mixture Model (GMM) as reverse tr ansition operator (kernel) within the Denoising Diffusion Implicit Model s (DDIM) framework, which is one of the most widely used approaches for accelerat ed sampling from pre-trained Denoising Diffusion Probabilistic Models (DD PM). Specifically we match the first and second order central moments of the DDPM fo rward marginals by constraining the parameters of the GMM. W e see that moment matching is sufficient to obtain samples with equal or better quality than th e original DDIM with Gaussian kernels. W e provide experimental results with unc onditional models trained on CelebAHQ and FFHQ and class-conditional models t rained on ImageNet datasets respectively. Our results suggest that usin g the GMM kernel leads to significant improvements in the quality of the generated s amples when the number of sampling steps is small, as measured by FID and IS metri cs. For example on ImageNet 256x256, using 10 sampling steps, we achieve a FI D of 6.94 and IS of 207.85 with a GMM kernel compared to 10.15 and 196.73 respe ctively with a Gaussian kernel. In spite of their success, the main bottleneck to their adoption is th e slow sampling speed, usually requiring hundreds to thousands of denoising steps to generat e a sample. Denoising Diffusion Implicit Models (DDIM) (Song et al., 20 21) accelerate sampling from Denois-ing Diffusion Probabilistic Models (DDPM) (Ho et al., 2020) by hypothesizing a family of non-Markovian forward processes, whose reverse process (Marko vian) estimators can be trained with the same surrogate objective as DDPMs, assuming the same par ameterization for reverse estimators. In other words, one can sample with a pretrained DDPM denoiser by designing a dif ferent forward/backward process than the original DDPM given that the forward marginals are t he same.
Fundamental limits of community detection from multi-view data: multi-layer, dynamic and partially labeled block models
Yang, Xiaodong, Lin, Buyu, Sen, Subhabrata
Multi-view data arises frequently in modern network analysis e.g. relations of multiple types among individuals in social network analysis, longitudinal measurements of interactions among observational units, annotated networks with noisy partial labeling of vertices etc. We study community detection in these disparate settings via a unified theoretical framework, and investigate the fundamental thresholds for community recovery. We characterize the mutual information between the data and the latent parameters, provided the degrees are sufficiently large. Based on this general result, (i) we derive a sharp threshold for community detection in an inhomogeneous multilayer block model \citep{chen2022global}, (ii) characterize a sharp threshold for weak recovery in a dynamic stochastic block model \citep{matias2017statistical}, and (iii) identify the limiting mutual information in an unbalanced partially labeled block model. Our first two results are derived modulo coordinate-wise convexity assumptions on specific functions -- we provide extensive numerical evidence for their correctness. Finally, we introduce iterative algorithms based on Approximate Message Passing for community detection in these problems.
DeLF: Designing Learning Environments with Foundation Models
Reinforcement learning (RL) offers a capable and intuitive structure for the fundamental sequential decision-making problem. Despite impressive breakthroughs, it can still be difficult to employ RL in practice in many simple applications. In this paper, we try to address this issue by introducing a method for designing the components of the RL environment for a given, user-intended application. We provide an initial formalization for the problem of RL component design, that concentrates on designing a good representation for observation and action space. We propose a method named DeLF: Designing Learning Environments with Foundation Models, that employs large language models to design and codify the user's intended learning scenario. By testing our method on four different learning environments, we demonstrate that DeLF can obtain executable environment codes for the corresponding RL problems.
Bridging State and History Representations: Understanding Self-Predictive RL
Ni, Tianwei, Eysenbach, Benjamin, Seyedsalehi, Erfan, Ma, Michel, Gehring, Clement, Mahajan, Aditya, Bacon, Pierre-Luc
Representations are at the core of all deep reinforcement learning (RL) methods for both Markov decision processes (MDPs) and partially observable Markov decision processes (POMDPs). Many representation learning methods and theoretical frameworks have been developed to understand what constitutes an effective representation. However, the relationships between these methods and the shared properties among them remain unclear. In this paper, we show that many of these seemingly distinct methods and frameworks for state and history abstractions are, in fact, based on a common idea of self-predictive abstraction. Furthermore, we provide theoretical insights into the widely adopted objectives and optimization, such as the stop-gradient technique, in learning self-predictive representations. These findings together yield a minimalist algorithm to learn self-predictive representations for states and histories. We validate our theories by applying our algorithm to standard MDPs, MDPs with distractors, and POMDPs with sparse rewards. These findings culminate in a set of practical guidelines for RL practitioners.