Stochastic gradient Langevin dynamics (SGLD) is a widely used sampler for the posterior inference with a large scale dataset. Although SGLD is designed for unbounded random variables, many practical models incorporate variables with boundaries such as non-negative ones or those in a finite interval. Existing modifications of SGLD for handling bounded random variables resort to heuristics without a formal guarantee of sampling from the true stationary distribution. In this paper, we reformulate the SGLD algorithm incorporating a deterministic transformation with rigorous theories. Our method transforms unbounded samples obtained by SGLD into the domain of interest. We demonstrate transformed SGLD in both artificial problem settings and real-world applications of Bayesian non-negative matrix factorization and binary neural networks.

There is a long history of using meta learning as representation learning, specifically for determining the relevance of inputs. In this paper, we examine an instance of meta-learning in which feature relevance is learned by adapting step size parameters of stochastic gradient descent---building on a variety of prior work in stochastic approximation, machine learning, and artificial neural networks. In particular, we focus on stochastic meta-descent introduced in the Incremental Delta-Bar-Delta (IDBD) algorithm for setting individual step sizes for each feature of a linear function approximator. Using IDBD, a feature with large or small step sizes will have a large or small impact on generalization from training examples. As a main contribution of this work, we extend IDBD to temporal-difference (TD) learning---a form of learning which is effective in sequential, non i.i.d. problems. We derive a variety of IDBD generalizations for TD learning, demonstrating that they are able to distinguish which features are relevant and which are not. We demonstrate that TD IDBD is effective at learning feature relevance in both an idealized gridworld and a real-world robotic prediction task.

Adversarial methods for imitation learning have been shown to perform well on various control tasks. However, they require a large number of environment interactions for convergence. In this paper, we propose an end-to-end differentiable adversarial imitation learning algorithm in a Dyna-like framework for switching between model-based planning and model-free learning from expert data. Our results on both discrete and continuous environments show that our approach of using model-based planning along with model-free learning converges to an optimal policy with fewer number of environment interactions in comparison to the state-of-the-art learning methods.

Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this paper, we propose a general CSC model capable of dealing with complicated unknown noise. The noise is now modeled by Gaussian mixture model, which can approximate any continuous probability density function. We use the expectation-maximization algorithm to solve the problem and design an efficient method for the weighted CSC problem in maximization step. The crux is to speed up the convolution in the frequency domain while keeping the other computation involving weight matrix in the spatial domain. Besides, we simultaneously update the dictionary and codes by nonconvex accelerated proximal gradient algorithm without bringing in extra alternating loops. The resultant method obtains comparable time and space complexity compared with existing CSC methods. Extensive experiments on synthetic and real noisy biomedical data sets validate that our method can model noise effectively and obtain high-quality filters and representation.

Federated Learning allows multiple parties to jointly train a deep learning model on their combined data, without any of the participants having to reveal their local data to a centralized server. This form of privacy-preserving collaborative learning however comes at the cost of a significant communication overhead during training. To address this problem, several compression methods have been proposed in the distributed training literature that can reduce the amount of required communication by up to three orders of magnitude. These existing methods however are only of limited utility in the Federated Learning setting, as they either only compress the upstream communication from the clients to the server (leaving the downstream communication uncompressed) or only perform well under idealized conditions such as iid distribution of the client data, which typically can not be found in Federated Learning. In this work, we propose Sparse Ternary Compression (STC), a new compression framework that is specifically designed to meet the requirements of the Federated Learning environment. Our experiments on four different learning tasks demonstrate that STC distinctively outperforms Federated Averaging in common Federated Learning scenarios where clients either a) hold non-iid data, b) use small batch sizes during training, or where c) the number of clients is large and the participation rate in every communication round is low. We furthermore show that even if the clients hold iid data and use medium sized batches for training, STC still behaves pareto-superior to Federated Averaging in the sense that it achieves fixed target accuracies on our benchmarks within both fewer training iterations and a smaller communication budget.

The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks. The evaluation of these new methods requires a diverse collection of time series benchmarking data to enable reliable comparisons against alternative approaches. We propose GeneRAting TIme Series with diverse and controllable characteristics, named GRATIS, with the use of mixture autoregressive (MAR) models. We generate sets of time series using MAR models and investigate the diversity and coverage of the generated time series in a time series feature space. By tuning the parameters of the MAR models, GRATIS is also able to efficiently generate new time series with controllable features. In general, as a costless surrogate to the traditional data collection approach, GRATIS can be used as an evaluation tool for tasks such as time series forecasting and classification. We illustrate the usefulness of our time series generation process through a time series forecasting application.

Yang et al. [7] used Fisher widely advocated for image classification problems. To further Information criterion in their class-specific reconstruction errors sharpen their discriminative capabilities, most state-ofthe-art to compose their approach. DL methods have additional constraints included in Besides SDL, Analysis Dictionary Learning (ADL) [8, 9] the learning stages. These various constraints, however, lead has recently been of interest on account of its fast encoding to additional computational complexity. We hence propose an and stability attributes. ADL provides a linear transformation efficient Discriminative Convolutional Analysis Dictionary of a signal to a nearly sparse representation. Inspired by Learning (DCADL) method, as a lower cost Discriminative the SDL methodology in image classification, ADL has also DL framework, to both characterize the image structures and been adapted to the supervised learning problems by promoting refine the interclass structure representations. The proposed discriminative sparse representations [10, 11]. In [10], DCADL jointly learns a convolutional analysis dictionary and Guo et al. incorporated both a topological structure and a representation a universal classifier, while greatly reducing the time complexity similarity constraint to encourage a suitable classselective in both training and testing phases, and achieving a representation for a 1-Nearest Neighbor classifier.

Interest in derivative-free optimization (DFO) and "evolutionary strategies" (ES) has recently surged in the Reinforcement Learning (RL) community, with growing evidence that they match state of the art methods for policy optimization tasks. However, blackbox DFO methods suffer from high sampling complexity since they require a substantial number of policy rollouts for reliable updates. They can also be very sensitive to noise in the rewards, actuators or the dynamics of the environment. In this paper we propose to replace the standard ES derivative-free paradigm for RL based on simple reward-weighted averaged random perturbations for policy updates, that has recently become a subject of voluminous research, by an algorithm where gradients of blackbox RL functions are estimated via regularized regression methods. In particular, we propose to use L1/L2 regularized regression-based gradient estimation to exploit sparsity and smoothness, as well as LP decoding techniques for handling adversarial stochastic and deterministic noise. Our methods can be naturally aligned with sliding trust region techniques for efficient samples reuse to further reduce sampling complexity. This is not the case for standard ES methods requiring independent sampling in each epoch. We show that our algorithms can be applied in locomotion tasks, where training is conducted in the presence of substantial noise, e.g. for learning in sim transferable stable walking behaviors for quadruped robots or training quadrupeds how to follow a path. We further demonstrate our methods on several $\mathrm{OpenAI}$ $\mathrm{Gym}$ $\mathrm{Mujoco}$ RL tasks. We manage to train effective policies even if up to $25\%$ of all measurements are arbitrarily corrupted, where standard ES methods produce sub-optimal policies or do not manage to learn at all. Our empirical results are backed by theoretical guarantees.

Variational inference requires choosing an approximating Variational inference transforms posterior inference family. The variational family plus the model together define into parametric optimization thereby enabling the variational objective. The variational objective can the use of latent variable models where be optimized with stochastic gradients for a broad range of otherwise impractical. However, variational inference models (Kingma & Welling, 2014; Ranganath et al., 2014; can be finicky when different variational Rezende et al., 2014). When the posterior has correlations, parameters control variables that are strongly correlated dimensions of the optimization problem become tied, i.e., under the model. Traditional natural gradients there is curvature. One way to correct for curvature in optimization based on the variational approximation fail to is to use natural gradients (Amari, 1998; Ollivier correct for correlations when the approximation et al., 2011; Thomas et al., 2016) . Natural gradients for is not the true posterior. To address this, we construct variational inference (Hoffman et al., 2013) adjust for the a new natural gradient called the variational non-Euclidean nature of probability distributions.

We describe an efficient implementation of clause guidance in saturation-based automated theorem provers extending the ENIGMA approach. Unlike in the first ENIGMA implementation where fast linear classifier is trained and used together with manually engineered features, we have started to experiment with more sophisticated state-of-the-art machine learning methods such as gradient boosted trees and recursive neural networks. In particular the latter approach poses challenges in terms of efficiency of clause evaluation, however, we show that deep integration of the neural evaluation with the ATP data-structures can largely amortize this cost and lead to competitive real-time results. Both methods are evaluated on a large dataset of theorem proving problems and compared with the previous approaches. The resulting methods improve on the manually designed clause guidance, providing the first practically convincing application of gradient-boosted and neural clause guidance in saturation-style automated theorem provers.