Statistical Learning
Towards Global Optimality for Practical Average Reward Reinforcement Learning without Mixing Time Oracles
Patel, Bhrij, Suttle, Wesley A., Koppel, Alec, Aggarwal, Vaneet, Sadler, Brian M., Bedi, Amrit Singh, Manocha, Dinesh
In the context of average-reward reinforcement learning, the requirement for oracle knowledge of the mixing time, a measure of the duration a Markov chain under a fixed policy needs to achieve its stationary distribution, poses a significant challenge for the global convergence of policy gradient methods. This requirement is particularly problematic due to the difficulty and expense of estimating mixing time in environments with large state spaces, leading to the necessity of impractically long trajectories for effective gradient estimation in practical applications. To address this limitation, we consider the Multi-level Actor-Critic (MAC) framework, which incorporates a Multi-level Monte-Carlo (MLMC) gradient estimator. With our approach, we effectively alleviate the dependency on mixing time knowledge, a first for average-reward MDPs global convergence. Furthermore, our approach exhibits the tightest available dependence of $\mathcal{O}\left( \sqrt{\tau_{mix}} \right)$known from prior work. With a 2D grid world goal-reaching navigation experiment, we demonstrate that MAC outperforms the existing state-of-the-art policy gradient-based method for average reward settings.
Maintenance Required: Updating and Extending Bootstrapped Human Activity Recognition Systems for Smart Homes
Hiremath, Shruthi K., Ploetz, Thomas
Developing human activity recognition (HAR) systems for smart homes is not straightforward due to varied layouts of the homes and their personalized settings, as well as idiosyncratic behaviors of residents. As such, off-the-shelf HAR systems are effective in limited capacity for an individual home, and HAR systems often need to be derived "from scratch", which comes with substantial efforts and often is burdensome to the resident. Previous work has successfully targeted the initial phase. At the end of this initial phase, we identify seed points. We build on bootstrapped HAR systems and introduce an effective updating and extension procedure for continuous improvement of HAR systems with the aim of keeping up with ever changing life circumstances. Our method makes use of the seed points identified at the end of the initial bootstrapping phase. A contrastive learning framework is trained using these seed points and labels obtained for the same. This model is then used to improve the segmentation accuracy of the identified prominent activities. Improvements in the activity recognition system through this procedure help model the majority of the routine activities in the smart home. We demonstrate the effectiveness of our procedure through experiments on the CASAS datasets that show the practical value of our approach.
Communication-efficient Vertical Federated Learning via Compressed Error Feedback
Valdeira, Pedro, Xavier, João, Soares, Cláudia, Chi, Yuejie
Communication overhead is a known bottleneck in federated learning (FL). To address this, lossy compression is commonly used on the information communicated between the server and clients during training. In horizontal FL, where each client holds a subset of the samples, such communication-compressed training methods have recently seen significant progress. However, in their vertical FL counterparts, where each client holds a subset of the features, our understanding remains limited. To address this, we propose an error feedback compressed vertical federated learning (EFVFL) method to train split neural networks. In contrast with previous communication-compressed methods for vertical FL, EFVFL does not require a vanishing compression error for the gradient norm to converge to zero for smooth nonconvex problems. By leveraging error feedback, our method can achieve a $\mathcal{O}(1/T)$ convergence rate in the full-batch case, improving over the state-of-the-art $\mathcal{O}(1/\sqrt{T})$ rate under $\mathcal{O}(1/\sqrt{T})$ compression error, and matching the rate of uncompressed methods. Further, when the objective function satisfies the Polyak-{\L}ojasiewicz inequality, our method converges linearly. In addition to improving convergence rates, our method also supports the use of private labels. Numerical experiments show that EFVFL significantly improves over the prior art, confirming our theoretical results.
FutureNet-LOF: Joint Trajectory Prediction and Lane Occupancy Field Prediction with Future Context Encoding
Wang, Mingkun, Ren, Xiaoguang, Jin, Ruochun, Li, Minglong, Zhang, Xiaochuan, Yu, Changqian, Wang, Mingxu, Yang, Wenjing
Most prior motion prediction endeavors in autonomous driving have inadequately encoded future scenarios, leading to predictions that may fail to accurately capture the diverse movements of agents (e.g., vehicles or pedestrians). To address this, we propose FutureNet, which explicitly integrates initially predicted trajectories into the future scenario and further encodes these future contexts to enhance subsequent forecasting. Additionally, most previous motion forecasting works have focused on predicting independent futures for each agent. However, safe and smooth autonomous driving requires accurately predicting the diverse future behaviors of numerous surrounding agents jointly in complex dynamic environments. Given that all agents occupy certain potential travel spaces and possess lane driving priority, we propose Lane Occupancy Field (LOF), a new representation with lane semantics for motion forecasting in autonomous driving. LOF can simultaneously capture the joint probability distribution of all road participants' future spatial-temporal positions. Due to the high compatibility between lane occupancy field prediction and trajectory prediction, we propose a novel network with future context encoding for the joint prediction of these two tasks.
aeon: a Python toolkit for learning from time series
Middlehurst, Matthew, Ismail-Fawaz, Ali, Guillaume, Antoine, Holder, Christopher, Rubio, David Guijo, Bulatova, Guzal, Tsaprounis, Leonidas, Mentel, Lukasz, Walter, Martin, Schäfer, Patrick, Bagnall, Anthony
aeon is a unified Python 3 library for all machine learning tasks involving time series. The package contains modules for time series forecasting, classification, extrinsic regression and clustering, as well as a variety of utilities, transformations and distance measures designed for time series data. aeon also has a number of experimental modules for tasks such as anomaly detection, similarity search and segmentation. aeon follows the scikit-learn API as much as possible to help new users and enable easy integration of aeon estimators with useful tools such as model selection and pipelines. It provides a broad library of time series algorithms, including efficient implementations of the very latest advances in research. Using a system of optional dependencies, aeon integrates a wide variety of packages into a single interface while keeping the core framework with minimal dependencies. The package is distributed under the 3-Clause BSD license and is available at https://github.com/ aeon-toolkit/aeon. This version was submitted to the JMLR journal on 02 Nov 2023 for v0.5.0 of aeon. At the time of this preprint aeon has released v0.9.0, and has had substantial changes.
OAG-Bench: A Human-Curated Benchmark for Academic Graph Mining
Zhang, Fanjin, Shi, Shijie, Zhu, Yifan, Chen, Bo, Cen, Yukuo, Yu, Jifan, Chen, Yelin, Wang, Lulu, Zhao, Qingfei, Cheng, Yuqing, Han, Tianyi, An, Yuwei, Zhang, Dan, Tam, Weng Lam, Cao, Kun, Pang, Yunhe, Guan, Xinyu, Yuan, Huihui, Song, Jian, Li, Xiaoyan, Dong, Yuxiao, Tang, Jie
With the rapid proliferation of scientific literature, versatile academic knowledge services increasingly rely on comprehensive academic graph mining. Despite the availability of public academic graphs, benchmarks, and datasets, these resources often fall short in multi-aspect and fine-grained annotations, are constrained to specific task types and domains, or lack underlying real academic graphs. In this paper, we present OAG-Bench, a comprehensive, multi-aspect, and fine-grained human-curated benchmark based on the Open Academic Graph (OAG). OAG-Bench covers 10 tasks, 20 datasets, 70+ baselines, and 120+ experimental results to date. We propose new data annotation strategies for certain tasks and offer a suite of data pre-processing codes, algorithm implementations, and standardized evaluation protocols to facilitate academic graph mining. Extensive experiments reveal that even advanced algorithms like large language models (LLMs) encounter difficulties in addressing key challenges in certain tasks, such as paper source tracing and scholar profiling. We also introduce the Open Academic Graph Challenge (OAG-Challenge) to encourage community input and sharing. We envisage that OAG-Bench can serve as a common ground for the community to evaluate and compare algorithms in academic graph mining, thereby accelerating algorithm development and advancement in this field. OAG-Bench is accessible at https://www.aminer.cn/data/.
Geometric Neural Network based on Phase Space for BCI-EEG decoding
Carrara, Igor, Aristimunha, Bruno, Corsi, Marie-Constance, de Camargo, Raphael Y., Chevallier, Sylvain, Papadopoulo, Théodore
The integration of Deep Learning (DL) algorithms on brain signal analysis is still in its nascent stages compared to their success in fields like Computer Vision, especially in Brain-Computer Interface (BCI), where the brain activity is decoded to control external devices without requiring muscle control. Electroencephalography (EEG) is a widely adopted choice for designing BCI systems due to its non-invasive and cost-effective nature and excellent temporal resolution. Still, it comes at the expense of limited training data, poor signal-to-noise, and a large variability across and within-subject recordings. Finally, setting up a BCI system with many electrodes takes a long time, hindering the widespread adoption of reliable DL architectures in BCIs outside research laboratories. To improve adoption, we need to improve user comfort using, for instance, reliable algorithms that operate with few electrodes. Approach: Our research aims to develop a DL algorithm that delivers effective results with a limited number of electrodes. Taking advantage of the Augmented Covariance Method with SPDNet, we propose the SPDNet$_{\psi}$ architecture and analyze its performance and computational impact, as well as the interpretability of the results. The evaluation is conducted on 5-fold cross-validation, using only three electrodes positioned above the Motor Cortex. The methodology was tested on nearly 100 subjects from several open-source datasets using the Mother Of All BCI Benchmark (MOABB) framework. Main results: The results of our SPDNet$_{\psi}$ demonstrate that the augmented approach combined with the SPDNet significantly outperforms all the current state-of-the-art DL architecture in MI decoding. Significance: This new architecture is explainable, with a low number of trainable parameters and a reduced carbon footprint.
Online Learning of Weakly Coupled MDP Policies for Load Balancing and Auto Scaling
Eshwar, S. R., Felipe, Lucas Lopes, Reiffers-Masson, Alexandre, Menasché, Daniel Sadoc, Thoppe, Gugan
Load balancing and auto scaling are at the core of scalable, contemporary systems, addressing dynamic resource allocation and service rate adjustments in response to workload changes. This paper introduces a novel model and algorithms for tuning load balancers coupled with auto scalers, considering bursty traffic arriving at finite queues. We begin by presenting the problem as a weakly coupled Markov Decision Processes (MDP), solvable via a linear program (LP). However, as the number of control variables of such LP grows combinatorially, we introduce a more tractable relaxed LP formulation, and extend it to tackle the problem of online parameter learning and policy optimization using a two-timescale algorithm based on the LP Lagrangian.
Certified Robust Accuracy of Neural Networks Are Bounded due to Bayes Errors
Adversarial examples pose a security threat to many critical systems built on neural networks. While certified training improves robustness, it also decreases accuracy noticeably. Despite various proposals for addressing this issue, the significant accuracy drop remains. More importantly, it is not clear whether there is a certain fundamental limit on achieving robustness whilst maintaining accuracy. In this work, we offer a novel perspective based on Bayes errors. By adopting Bayes error to robustness analysis, we investigate the limit of certified robust accuracy, taking into account data distribution uncertainties. We first show that the accuracy inevitably decreases in the pursuit of robustness due to changed Bayes error in the altered data distribution. Subsequently, we establish an upper bound for certified robust accuracy, considering the distribution of individual classes and their boundaries. Our theoretical results are empirically evaluated on real-world datasets and are shown to be consistent with the limited success of existing certified training results, e.g., for CIFAR10, our analysis results in an upper bound (of certified robust accuracy) of 67.49\%, meanwhile existing approaches are only able to increase it from 53.89\% in 2017 to 62.84\% in 2023.
Ensembles of Probabilistic Regression Trees
Seiller, Alexandre, Gaussier, Éric, Devijver, Emilie, Clausel, Marianne, Alkhoury, Sami
Tree-based ensemble methods such as random forests, gradient-boosted trees, and Bayesianadditive regression trees have been successfully used for regression problems in many applicationsand research studies. In this paper, we study ensemble versions of probabilisticregression trees that provide smooth approximations of the objective function by assigningeach observation to each region with respect to a probability distribution. We prove thatthe ensemble versions of probabilistic regression trees considered are consistent, and experimentallystudy their bias-variance trade-off and compare them with the state-of-the-art interms of performance prediction.