Learning Graphical Models
Spectral embedding for dynamic networks with stability guarantees
We consider the problem of embedding a dynamic network, to obtain time-evolving vector representations of each node, which can then be used to describe changes in behaviour of individual nodes, communities, or the entire graph. Given this open-ended remit, we argue that two types of stability in the spatio-temporal positioning of nodes are desirable: to assign the same position, up to noise, to nodes behaving similarly at a given time (cross-sectional stability) and a constant position, up to noise, to a single node behaving similarly across different times (longitudinal stability). Similarity in behaviour is defined formally using notions of exchangeability under a dynamic latent position network model. By showing how this model can be recast as a multilayer random dot product graph, we demonstrate that unfolded adjacency spectral embedding satisfies both stability conditions. We also show how two alternative methods, omnibus and independent spectral embedding, alternately lack one or the other form of stability.
Efficient Active Learning for Gaussian Process Classification by Error Reduction
Active learning sequentially selects the best instance for labeling by optimizing an acquisition function to enhance data/label efficiency. The selection can be either from a discrete instance set (pool-based scenario) or a continuous instance space (query synthesis scenario). In this work, we study both active learning scenarios for Gaussian Process Classification (GPC). The existing active learning strategies that maximize the Estimated Error Reduction (EER) aim at reducing the classification error after training with the new acquired instance in a onestep-look-ahead manner. The computation of EER-based acquisition functions is typically prohibitive as it requires retraining the GPC with every new query.
Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees
We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon H with S states, and A actions. The performance of an agent is measured by the regret after interacting with the environment for T episodes. We propose an optimistic posterior sampling algorithm for reinforcement learning (OPSRL), a simple variant of posterior sampling that only needs a number of posterior samples logarithmic in H, S, A, and T per state-action pair.
TacticZero: Learning to Prove Theorems from Scratch with Deep Reinforcement Learning
We propose a novel approach to interactive theorem proving (ITP) using deep reinforcement learning. The proposed framework is able to learn proof search strategies as well as tactic and arguments prediction in an end-to-end manner. We formulate the process of ITP as a Markov decision process (MDP) in which each state represents a set of potential derivation paths. This structure allows us to introduce a search mechanism which enables the agent to efficiently discard (predicted) dead-end derivations and restart from promising alternatives. We implement the framework in the HOL4 theorem prover. Experimental results show that the framework using learned search strategies outperforms existing automated theorem provers (i.e.
Bandit Social Learning under Myopic Behavior
We study social learning dynamics motivated by reviews on online platforms. The agents collectively follow a simple multi-armed bandit protocol, but each agent acts myopically, without regards to exploration. We allow a wide range of myopic behaviors that are consistent with (parameterized) confidence intervals for the arms' expected rewards. We derive stark exploration failures for any such behavior, and provide matching positive results. As a special case, we obtain the first general results on failure of the greedy algorithm in bandits, thus providing a theoretical foundation for why bandit algorithms should explore.1
Gone Fishing: Neural Active Learning with Fisher Embeddings
There is an increasing need for effective active learning algorithms that are compatible with deep neural networks. This paper motivates and revisits a classic, Fisher-based active selection objective, and proposes BAIT, a practical, tractable, and high-performing algorithm that makes it viable for use with neural models. BAIT draws inspiration from the theoretical analysis of maximum likelihood estimators (MLE) for parametric models. It selects batches of samples by optimizing a bound on the MLE error in terms of the Fisher information, which we show can be implemented efficiently at scale by exploiting linear-algebraic structure especially amenable to execution on modern hardware. Our experiments demonstrate that BAIT outperforms the previous state of the art on both classification and regression problems, and is flexible enough to be used with a variety of model architectures.