Synchronizing decisions across multiple agents in realistic settings is problematic since it requires agents to wait for other agents to terminate and communicate about termination reliably. Ideally, agents should learn and execute asynchronously instead. Such asynchronous methods also allow temporally extended actions that can take different amounts of time based on the situation and action executed. Unfortunately, current policy gradient methods are not applicable in asynchronous settings, as they assume that agents synchronously reason about action selection at every time step. To allow asynchronous learning and decision-making, we formulate a set of asynchronous multi-agent actor-critic methods that allow agents to directly optimize asynchronous policies in three standard training paradigms: decentralized learning, centralized learning, and centralized training for decentralized execution. Empirical results (in simulation and hardware) in a variety of realistic domains demonstrate the superiority of our approaches in large multi-agent problems and validate the effectiveness of our algorithms for learning high-quality and asynchronous solutions.

The state-of-the-art multi-agent reinforcement learning (MARL) methods have provided promising solutions to a variety of complex problems. Yet, these methods all assume that agents perform synchronized primitive-action executions so that they are not genuinely scalable to long-horizon real-world multi-agent/robot tasks that inherently require agents/robots to asynchronously reason about high-level action selection at varying time durations. The Macro-Action Decentralized Partially Observable Markov Decision Process (MacDec-POMDP) is a general formalization for asynchronous decision-making under uncertainty in fully cooperative multi-agent tasks. In this thesis, we first propose a group of value-based RL approaches for MacDec-POMDPs, where agents are allowed to perform asynchronous learning and decision-making with macro-action-value functions in three paradigms: decentralized learning and control, centralized learning and control, and centralized training for decentralized execution (CTDE). Building on the above work, we formulate a set of macro-action-based policy gradient algorithms under the three training paradigms, where agents are allowed to directly optimize their parameterized policies in an asynchronous manner. We evaluate our methods both in simulation and on real robots over a variety of realistic domains. Empirical results demonstrate the superiority of our approaches in large multi-agent problems and validate the effectiveness of our algorithms for learning high-quality and asynchronous solutions with macro-actions.

We propose a novel reduction-to-binary (R2B) approach that enforces demographic parity for multiclass classification with non-binary sensitive attributes via a reduction to a sequence of binary debiasing tasks. We prove that R2B satisfies optimality and bias guarantees and demonstrate empirically that it can lead to an improvement over two baselines: (1) treating multiclass problems as multi-label by debiasing labels independently and (2) transforming the features instead of the labels. Surprisingly, we also demonstrate that independent label debiasing yields competitive results in most (but not all) settings.

Statistical inference from data is a foundational task in science. Recently, it has received growing attention for its central role in inference systems of primary interest in data sciences and machine learning. However, the understanding of statistical inference is not that solid while remains as a matter of subjective belief or as the routine procedures once claimed objective. We here show that there is an objective description of statistical inference for long sequence of exchangeable binary random variables, the prototypal stochasticity in theories and applications. A linear differential equation is derived from the identity known as de Finetti's representation theorem, and it turns out that statistical inference is given by the Green's functions. Our finding is an answer to the normative issue of science that pursues the objectivity based on data, and its significance will be far-reaching in most pure and applied fields.

Gradient-boosted regression trees (GBRTs) are hugely popular for solving tabular regression problems, but provide no estimate of uncertainty. We propose Instance-Based Uncertainty estimation for Gradient-boosted regression trees (IBUG), a simple method for extending any GBRT point predictor to produce probabilistic predictions. IBUG computes a non-parametric distribution around a prediction using the $k$-nearest training instances, where distance is measured with a tree-ensemble kernel. The runtime of IBUG depends on the number of training examples at each leaf in the ensemble, and can be improved by sampling trees or training instances. Empirically, we find that IBUG achieves similar or better performance than the previous state-of-the-art across 22 benchmark regression datasets. We also find that IBUG can achieve improved probabilistic performance by using different base GBRT models, and can more flexibly model the posterior distribution of a prediction than competing methods. We also find that previous methods suffer from poor probabilistic calibration on some datasets, which can be mitigated using a scalar factor tuned on the validation data. Source code is available at https://www.github.com/jjbrophy47/ibug.

Algorithm configuration (AC) is concerned with the automated search of the most suitable parameter configuration of a parametrized algorithm. There is currently a wide variety of AC problem variants and methods proposed in the literature. Existing reviews do not take into account all derivatives of the AC problem, nor do they offer a complete classification scheme. To this end, we introduce taxonomies to describe the AC problem and features of configuration methods, respectively. We review existing AC literature within the lens of our taxonomies, outline relevant design choices of configuration approaches, contrast methods and problem variants against each other, and describe the state of AC in industry. Finally, our review provides researchers and practitioners with a look at future research directions in the field of AC.

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient dimension reduction methods often lack the scalability necessary for dealing with large-scale data. We propose a new type of stochastic neural network under a rigorous probabilistic framework and show that it can be used for sufficient dimension reduction for large-scale data. The proposed stochastic neural network is trained using an adaptive stochastic gradient Markov chain Monte Carlo algorithm, whose convergence is rigorously studied in the paper as well. Through extensive experiments on real-world classification and regression problems, we show that the proposed method compares favorably with the existing state-of-the-art sufficient dimension reduction methods and is computationally more efficient for large-scale data.

Programmatic Weak Supervision (PWS) has emerged as a widespread paradigm to synthesize training labels efficiently. The core component of PWS is the label model, which infers true labels by aggregating the outputs of multiple noisy supervision sources abstracted as labeling functions (LFs). Existing statistical label models typically rely only on the outputs of LF, ignoring the instance features when modeling the underlying generative process. In this paper, we attempt to incorporate the instance features into a statistical label model via the proposed FABLE. In particular, it is built on a mixture of Bayesian label models, each corresponding to a global pattern of correlation, and the coefficients of the mixture components are predicted by a Gaussian Process classifier based on instance features. We adopt an auxiliary variable-based variational inference algorithm to tackle the non-conjugate issue between the Gaussian Process and Bayesian label models. Extensive empirical comparison on eleven benchmark datasets sees FABLE achieving the highest averaged performance across nine baselines.

Probabilistic Circuits (PCs) are a unified framework for tractable probabilistic models that support efficient computation of various probabilistic queries (e.g., marginal probabilities). One key challenge is to scale PCs to model large and high-dimensional real-world datasets: we observe that as the number of parameters in PCs increases, their performance immediately plateaus. This phenomenon suggests that the existing optimizers fail to exploit the full expressive power of large PCs. We propose to overcome such bottleneck by latent variable distillation: we leverage the less tractable but more expressive deep generative models to provide extra supervision over the latent variables of PCs. Specifically, we extract information from Transformer-based generative models to assign values to latent variables of PCs, providing guidance to PC optimizers. Experiments on both image and language modeling benchmarks (e.g., ImageNet and WikiText-2) show that latent variable distillation substantially boosts the performance of large PCs compared to their counterparts without latent variable distillation. In particular, on the image modeling benchmarks, PCs achieve competitive performance against some of the widely-used deep generative models, including variational autoencoders and flow-based models, opening up new avenues for tractable generative modeling.

Subsampling is a computationally effective approach to extract information from massive data sets when computing resources are limited. After a subsample is taken from the full data, most available methods use an inverse probability weighted (IPW) objective function to estimate the model parameters. The IPW estimator does not fully utilize the information in the selected subsample. In this paper, we propose to use the maximum sampled conditional likelihood estimator (MSCLE) based on the sampled data. We established the asymptotic normality of the MSCLE and prove that its asymptotic variance covariance matrix is the smallest among a class of asymptotically unbiased estimators, including the IPW estimator. We further discuss the asymptotic results with the L-optimal subsampling probabilities and illustrate the estimation procedure with generalized linear models. Numerical experiments are provided to evaluate the practical performance of the proposed method.