The variational autoencoder (VAE) is a popular model for density estimation and representation learning. Canonically, the variational principle suggests to prefer an expressive inference model so that the variational approximation is accurate. However, it is often overlooked that an overly-expressive inference model can be detrimental to the test set performance of both the amortized posterior approximator and, more importantly, the generative density estimator. In this paper, we leverage the fact that VAEs rely on amortized inference and propose techniques for amortized inference regularization (AIR) that control the smoothness of the inference model. We demonstrate that, by applying AIR, it is possible to improve VAE generalization on both inference and generative performance. Our paper challenges the belief that amortized inference is simply a mechanism for approximating maximum likelihood training and illustrates that regularization of the amortization family provides a new direction for understanding and improving generalization in VAEs.

We use differential equations based approaches to provide some {\it \textbf{physics}} insights into analyzing the dynamics of popular optimization algorithms in machine learning. In particular, we study gradient descent, proximal gradient descent, coordinate gradient descent, proximal coordinate gradient, and Newton's methods as well as their Nesterov's accelerated variants in a unified framework motivated by a natural connection of optimization algorithms to physical systems. Our analysis is applicable to more general algorithms and optimization problems {\it \textbf{beyond}} convexity and strong convexity, e.g. Polyak-\L ojasiewicz and error bound conditions (possibly nonconvex).

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context. Though the context is chosen arbitrarily or adversarially, the reward is assumed to be a stochastic function of a feature vector that encodes the context and selected action. Our goal is to devise private learners for the contextual linear bandit problem. We first show that using the standard definition of differential privacy results in linear regret. So instead, we adopt the notion of joint differential privacy, where we assume that the action chosen on day t is only revealed to user t and thus needn't be kept private that day, only on following days. We give a general scheme converting the classic linear-UCB algorithm into a joint differentially private algorithm using the tree-based algorithm. We then apply either Gaussian noise or Wishart noise to achieve joint-differentially private algorithms and bound the resulting algorithms' regrets. In addition, we give the first lower bound on the additional regret any private algorithms for the MAB problem must incur.

Knowledge graphs contain knowledge about the world and provide a structured representation of this knowledge. Current knowledge graphs contain only a small subset of what is true in the world. Link prediction approaches aim at predicting new links for a knowledge graph given the existing links among the entities. Tensor factorization approaches have proved promising for such link prediction problems. Proposed in 1927, Canonical Polyadic (CP) decomposition is among the first tensor factorization approaches. CP generally performs poorly for link prediction as it learns two independent embedding vectors for each entity, whereas they are really tied. We present a simple enhancement of CP (which we call SimplE) to allow the two embeddings of each entity to be learned dependently. The complexity of SimplE grows linearly with the size of embeddings. The embeddings learned through SimplE are interpretable, and certain types of background knowledge can be incorporated into these embeddings through weight tying. We prove SimplE is fully expressive and derive a bound on the size of its embeddings for full expressivity. We show empirically that, despite its simplicity, SimplE outperforms several state-of-the-art tensor factorization techniques. SimplE's code is available on GitHub at https://github.com/Mehran-k/SimplE.

Rich experimental evidences show that one can better estimate users' unknown ratings with the aid of graph side information such as social graphs. However, the gain is not theoretically quantified. In this work, we study the binary rating estimation problem to understand the fundamental value of graph side information. Considering a simple correlation model between a rating matrix and a graph, we characterize the sharp threshold on the number of observed entries required to recover the rating matrix (called the optimal sample complexity) as a function of the quality of graph side information (to be detailed). To the best of our knowledge, we are the first to reveal how much the graph side information reduces sample complexity. Further, we propose a computationally efficient algorithm that achieves the limit. Our experimental results demonstrate that the algorithm performs well even with real-world graphs.

We consider an inexact variant of the popular Riemannian trust-region algorithm for structured big-data minimization problems. The proposed algorithm approximates the gradient and the Hessian in addition to the solution of a trust-region sub-problem. Addressing large-scale finite-sum problems, we specifically propose sub-sampled algorithms with a fixed bound on sub-sampled Hessian and gradient sizes, where the gradient and Hessian are computed by a random sampling technique. Numerical evaluations demonstrate that the proposed algorithms outperform state-of-the-art Riemannian deterministic and stochastic gradient algorithms across different applications.

Metric learning, aiming to learn a discriminative Mahalanobis distance matrix M that can effectively reflect the similarity between data samples, has been widely studied in various image recognition problems. Most of the existing metric learning methods input the features extracted directly from the original data in the preprocess phase. What's worse, these features usually take no consideration of the local geometrical structure of the data and the noise existed in the data, thus they may not be optimal for the subsequent metric learning task. In this paper, we integrate both feature extraction and metric learning into one joint optimization framework and propose a new bilevel distance metric learning model. Specifically, the lower level characterizes the intrinsic data structure using graph regularized sparse coefficients, while the upper level forces the data samples from the same class to be close to each other and pushes those from different classes far away. In addition, leveraging the KKT conditions and the alternating direction method (ADM), we derive an efficient algorithm to solve the proposed new model. Extensive experiments on various occluded datasets demonstrate the effectiveness and robustness of our method.

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller synthesis, we present the first provably polynomial time algorithm that provides high probability guarantees of sub-linear regret on this problem. We further study the interplay between regret minimization and parameter estimation by proving a lower bound on the expected regret in terms of the exploration schedule used by any algorithm. Finally, we conduct a numerical study comparing our robust adaptive algorithm to other methods from the adaptive LQR literature, and demonstrate the flexibility of our proposed method by extending it to a demand forecasting problem subject to state constraints.

In this paper, we study what price one has to pay to release \emph{differentially private low-rank factorization} of a matrix. We consider various settings that are close to the real world applications of low-rank factorization: (i) the manner in which matrices are updated (row by row or in an arbitrary manner), (ii) whether matrices are distributed or not, and (iii) how the output is produced (once at the end of all updates, also known as \emph{one-shot algorithms} or continually). Even though these settings are well studied without privacy, surprisingly, there are no private algorithm for these settings (except when a matrix is updated row by row). We present the first set of differentially private algorithms for all these settings. Our algorithms when private matrix is updated in an arbitrary manner promise differential privacy with respect to two stronger privacy guarantees than previously studied, use space and time \emph{comparable} to the non-private algorithm, and achieve \emph{optimal accuracy}. To complement our positive results, we also prove that the space required by our algorithms is optimal up to logarithmic factors. When data matrices are distributed over multiple servers, we give a non-interactive differentially private algorithm with communication cost independent of dimension. In concise, we give algorithms that incur {\em optimal cost across all parameters of interest}. We also perform experiments to verify that all our algorithms perform well in practice and outperform the best known algorithm until now for large range of parameters.

Effective implementations of sampling-based probabilistic inference often require manually constructed, model-specific proposals. Inspired by recent progresses in meta-learning for training learning agents that can generalize to unseen environments, we propose a meta-learning approach to building effective and generalizable MCMC proposals. We parametrize the proposal as a neural network to provide fast approximations to block Gibbs conditionals. The learned neural proposals generalize to occurrences of common structural motifs across different models, allowing for the construction of a library of learned inference primitives that can accelerate inference on unseen models with no model-specific training required. We explore several applications including open-universe Gaussian mixture models, in which our learned proposals outperform a hand-tuned sampler, and a real-world named entity recognition task, in which our sampler yields higher final F1 scores than classical single-site Gibbs sampling.