Deep Learning
The Ladder in Chaos: Improving Policy Learning by Harnessing the Parameter Evolving Path in A Low-dimensional Space Hongyao Tang
Deep Reinforcement Learning (DRL) is far from well understood, although its great potential has been demonstrated with a lot of achievements in different practical problems [Badia et al., 2020, Shah et al., 2022, Fawzi et al., 2022, Degrave et al., 2022, OpenAI, 2022]. Consistent efforts are made to gain a better understanding of the learning dynamics of RL agents.
Overleaf Example
Datasets often suffer severe selection bias; clinical labels are only available on patients for whom doctors ordered medical exams. To assess model performance outside the support of available data, we present a computational framework for adaptive labeling, providing cost-efficient model evaluations under severe distribution shifts. We formulate the problem as a Markov Decision Process over states defined by posterior beliefs on model performance. Each batch of new labels incurs a "state transition" to sharper beliefs, and we choose batches to minimize uncertainty on model performance at the end of the label collection process. Instead of relying on high-variance REINFORCE policy gradient estimators that do not scale, our adaptive labeling policy is optimized using path-wise policy gradients computed by auto-differentiating through simulated roll-outs. Our framework is agnostic to different uncertainty quantification approaches and highlights the virtue of planning in adaptive labeling. On synthetic and real datasets, we empirically demonstrate even a one-step lookahead policy substantially outperforms active learning-inspired heuristics.