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 Statistical Learning


Efficient First-Order Contextual Bandits: Prediction, Allocation, and Triangular Discrimination

arXiv.org Machine Learning

A recurring theme in statistical learning, online learning, and beyond is that faster convergence rates are possible for problems with low noise, often quantified by the performance of the best hypothesis; such results are known as first-order or small-loss guarantees. While first-order guarantees are relatively well understood in statistical and online learning, adapting to low noise in contextual bandits (and more broadly, decision making) presents major algorithmic challenges. In a COLT 2017 open problem, Agarwal, Krishnamurthy, Langford, Luo, and Schapire asked whether first-order guarantees are even possible for contextual bandits and -- if so -- whether they can be attained by efficient algorithms. We give a resolution to this question by providing an optimal and efficient reduction from contextual bandits to online regression with the logarithmic (or, cross-entropy) loss. Our algorithm is simple and practical, readily accommodates rich function classes, and requires no distributional assumptions beyond realizability. In a large-scale empirical evaluation, we find that our approach typically outperforms comparable non-first-order methods. On the technical side, we show that the logarithmic loss and an information-theoretic quantity called the triangular discrimination play a fundamental role in obtaining first-order guarantees, and we combine this observation with new refinements to the regression oracle reduction framework of Foster and Rakhlin. The use of triangular discrimination yields novel results even for the classical statistical learning model, and we anticipate that it will find broader use.


Antithetic Riemannian Manifold And Quantum-Inspired Hamiltonian Monte Carlo

arXiv.org Machine Learning

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress random-walk behaviour. As with other Markov Chain Monte Carlo methods, Hamiltonian Monte Carlo produces auto-correlated samples which results in high variance in the estimators, and low effective sample size rates in the generated samples. Adding antithetic sampling to Hamiltonian Monte Carlo has been previously shown to produce higher effective sample rates compared to vanilla Hamiltonian Monte Carlo. In this paper, we present new algorithms which are antithetic versions of Riemannian Manifold Hamiltonian Monte Carlo and Quantum-Inspired Hamiltonian Monte Carlo. The Riemannian Manifold Hamiltonian Monte Carlo algorithm improves on Hamiltonian Monte Carlo by taking into account the local geometry of the target, which is beneficial for target densities that may exhibit strong correlations in the parameters. Quantum-Inspired Hamiltonian Monte Carlo is based on quantum particles that can have random mass. Quantum-Inspired Hamiltonian Monte Carlo uses a random mass matrix which results in better sampling than Hamiltonian Monte Carlo on spiky and multi-modal distributions such as jump diffusion processes. The analysis is performed on jump diffusion process using real world financial market data, as well as on real world benchmark classification tasks using Bayesian logistic regression.


Template-Based Graph Clustering

arXiv.org Machine Learning

We propose a novel graph clustering method guided by additional information on the underlying structure of the clusters (or communities). The problem is formulated as the matching of a graph to a template with smaller dimension, hence matching $n$ vertices of the observed graph (to be clustered) to the $k$ vertices of a template graph, using its edges as support information, and relaxed on the set of orthonormal matrices in order to find a $k$ dimensional embedding. With relevant priors that encode the density of the clusters and their relationships, our method outperforms classical methods, especially for challenging cases.


Partition and Code: learning how to compress graphs

arXiv.org Machine Learning

Can we use machine learning to compress graph data? The absence of ordering in graphs poses a significant challenge to conventional compression algorithms, limiting their attainable gains as well as their ability to discover relevant patterns. On the other hand, most graph compression approaches rely on domain-dependent handcrafted representations and cannot adapt to different underlying graph distributions. This work aims to establish the necessary principles a lossless graph compression method should follow to approach the entropy storage lower bound. Instead of making rigid assumptions about the graph distribution, we formulate the compressor as a probabilistic model that can be learned from data and generalise to unseen instances. Our "Partition and Code" framework entails three steps: first, a partitioning algorithm decomposes the graph into elementary structures, then these are mapped to the elements of a small dictionary on which we learn a probability distribution, and finally, an entropy encoder translates the representation into bits. All three steps are parametric and can be trained with gradient descent. We theoretically compare the compression quality of several graph encodings and prove, under mild conditions, a total ordering of their expected description lengths. Moreover, we show that, under the same conditions, PnC achieves compression gains w.r.t. the baselines that grow either linearly or quadratically with the number of vertices. Our algorithms are quantitatively evaluated on diverse real-world networks obtaining significant performance improvements with respect to different families of non-parametric and parametric graph compressors.


Differentially Private Sliced Wasserstein Distance

arXiv.org Machine Learning

Developing machine learning methods that are privacy preserving is today a central topic of research, with huge practical impacts. Among the numerous ways to address privacy-preserving learning, we here take the perspective of computing the divergences between distributions under the Differential Privacy (DP) framework -- being able to compute divergences between distributions is pivotal for many machine learning problems, such as learning generative models or domain adaptation problems. Instead of resorting to the popular gradient-based sanitization method for DP, we tackle the problem at its roots by focusing on the Sliced Wasserstein Distance and seamlessly making it differentially private. Our main contribution is as follows: we analyze the property of adding a Gaussian perturbation to the intrinsic randomized mechanism of the Sliced Wasserstein Distance, and we establish the sensitivityof the resulting differentially private mechanism. One of our important findings is that this DP mechanism transforms the Sliced Wasserstein distance into another distance, that we call the Smoothed Sliced Wasserstein Distance. This new differentially private distribution distance can be plugged into generative models and domain adaptation algorithms in a transparent way, and we empirically show that it yields highly competitive performance compared with gradient-based DP approaches from the literature, with almost no loss in accuracy for the domain adaptation problems that we consider.


Mind Your Outliers! Investigating the Negative Impact of Outliers on Active Learning for Visual Question Answering

arXiv.org Artificial Intelligence

Active learning promises to alleviate the massive data needs of supervised machine learning: it has successfully improved sample efficiency by an order of magnitude on traditional tasks like topic classification and object recognition. However, we uncover a striking contrast to this promise: across 5 models and 4 datasets on the task of visual question answering, a wide variety of active learning approaches fail to outperform random selection. To understand this discrepancy, we profile 8 active learning methods on a per-example basis, and identify the problem as collective outliers -- groups of examples that active learning methods prefer to acquire but models fail to learn (e.g., questions that ask about text in images or require external knowledge). Through systematic ablation experiments and qualitative visualizations, we verify that collective outliers are a general phenomenon responsible for degrading pool-based active learning. Notably, we show that active learning sample efficiency increases significantly as the number of collective outliers in the active learning pool decreases. We conclude with a discussion and prescriptive recommendations for mitigating the effects of these outliers in future work.


VolNet: Estimating Human Body Part Volumes from a Single RGB Image

arXiv.org Artificial Intelligence

Human body volume estimation from a single RGB image is a challenging problem despite minimal attention from the research community. However VolNet, an architecture leveraging 2D and 3D pose estimation, body part segmentation and volume regression extracted from a single 2D RGB image combined with the subject's body height can be used to estimate the total body volume. VolNet is designed to predict the 2D and 3D pose as well as the body part segmentation in intermediate tasks. We generated a synthetic, large-scale dataset of photo-realistic images of human bodies with a wide range of body shapes and realistic poses called SURREALvols. By using Volnet and combining multiple stacked hourglass networks together with ResNeXt, our model correctly predicted the volume in ~82% of cases with a 10% tolerance threshold. This is a considerable improvement compared to state-of-the-art solutions such as BodyNet with only a ~38% success rate.


On Model Calibration for Long-Tailed Object Detection and Instance Segmentation

arXiv.org Artificial Intelligence

Vanilla models for object detection and instance segmentation suffer from the heavy bias toward detecting frequent objects in the long-tailed setting. Existing methods address this issue mostly during training, e.g., by re-sampling or re-weighting. In this paper, we investigate a largely overlooked approach -- post-processing calibration of confidence scores. We propose NorCal, Normalized Calibration for long-tailed object detection and instance segmentation, a simple and straightforward recipe that reweighs the predicted scores of each class by its training sample size. We show that separately handling the background class and normalizing the scores over classes for each proposal are keys to achieving superior performance. On the LVIS dataset, NorCal can effectively improve nearly all the baseline models not only on rare classes but also on common and frequent classes. Finally, we conduct extensive analysis and ablation studies to offer insights into various modeling choices and mechanisms of our approach.


Do Different Tracking Tasks Require Different Appearance Models?

arXiv.org Artificial Intelligence

Tracking objects of interest in a video is one of the most popular and widely applicable problems in computer vision. However, with the years, a Cambrian explosion of use cases and benchmarks has fragmented the problem in a multitude of different experimental setups. As a consequence, the literature has fragmented too, and now the novel approaches proposed by the community are usually specialised to fit only one specific setup. To understand to what extent this specialisation is actually necessary, in this work we present UniTrack, a unified tracking solution to address five different tasks within the same framework. UniTrack consists of a single and task-agnostic appearance model, which can be learned in a supervised or self-supervised fashion, and multiple "heads" to address individual tasks and that do not require training. We show how most tracking tasks can be solved within this framework, and that the same appearance model can be used to obtain performance that is competitive against specialised methods for all the five tasks considered. The framework also allows us to analyse appearance models obtained with the most recent self-supervised methods, thus significantly extending their evaluation and comparison to a larger variety of important problems. Code available at https://github.com/Zhongdao/UniTrack.


Fast and Scalable Optimal Transport for Brain Tractograms

arXiv.org Artificial Intelligence

We present a new multiscale algorithm for solving regularized Optimal Transport problems on the GPU, with a linear memory footprint. Relying on Sinkhorn divergences which are convex, smooth and positive definite loss functions, this method enables the computation of transport plans between millions of points in a matter of minutes. We show the effectiveness of this approach on brain tractograms modeled either as bundles of fibers or as track density maps. We use the resulting smooth assignments to perform label transfer for atlas-based segmentation of fiber tractograms. The parameters -- blur and reach -- of our method are meaningful, defining the minimum and maximum distance at which two fibers are compared with each other. They can be set according to anatomical knowledge. Furthermore, we also propose to estimate a probabilistic atlas of a population of track density maps as a Wasserstein barycenter. Our CUDA implementation is endowed with a user-friendly PyTorch interface, freely available on the PyPi repository (pip install geomloss) and at www.kernel-operations.io/geomloss.