Optimization
Challenging Common Assumptions in Multi-task Learning
Elich, Cathrin, Kirchdorfer, Lukas, Köhler, Jan M., Schott, Lukas
While multi-task learning (MTL) has gained significant attention in recent years, its underlying mechanisms remain poorly understood. Recent methods did not yield consistent performance improvements over single task learning (STL) baselines, underscoring the importance of gaining more profound insights about challenges specific to MTL. In our study, we challenge common assumptions in MTL in the context of STL: First, the choice of optimizer has only been mildly investigated in MTL. We show the pivotal role of common STL tools such as the Adam optimizer in MTL. We deduce the effectiveness of Adam to its partial loss-scale invariance. Second, the notion of gradient conflicts has often been phrased as a specific problem in MTL. We delve into the role of gradient conflicts in MTL and compare it to STL. For angular gradient alignment we find no evidence that this is a unique problem in MTL. We emphasize differences in gradient magnitude as the main distinguishing factor. Lastly, we compare the transferability of features learned through MTL and STL on common image corruptions, and find no conclusive evidence that MTL leads to superior transferability. Overall, we find surprising similarities between STL and MTL suggesting to consider methods from both fields in a broader context.
PRIOR: Personalized Prior for Reactivating the Information Overlooked in Federated Learning
Shi, Mingjia, Zhou, Yuhao, Wang, Kai, Zhang, Huaizheng, Huang, Shudong, Ye, Qing, Lv, Jiangcheng
Classical federated learning (FL) enables training machine learning models without sharing data for privacy preservation, but heterogeneous data characteristic degrades the performance of the localized model. Personalized FL (PFL) addresses this by synthesizing personalized models from a global model via training on local data. Such a global model may overlook the specific information that the clients have been sampled. In this paper, we propose a novel scheme to inject personalized prior knowledge into the global model in each client, which attempts to mitigate the introduced incomplete information problem in PFL. At the heart of our proposed approach is a framework, the PFL with Bregman Divergence (pFedBreD), decoupling the personalized prior from the local objective function regularized by Bregman divergence for greater adaptability in personalized scenarios. We also relax the mirror descent (RMD) to extract the prior explicitly to provide optional strategies. Additionally, our pFedBreD is backed up by a convergence analysis. Sufficient experiments demonstrate that our method reaches the state-of-the-art performances on 5 datasets and outperforms other methods by up to 3.5% across 8 benchmarks. Extensive analyses verify the robustness and necessity of proposed designs.
Learning with Exposure Constraints in Recommendation Systems
Ben-Porat, Omer, Torkan, Rotem
Recommendation systems (RSs) are the principal ingredient of many online services and platforms like Youtube, Quora, Substack, and Medium. Algorithmicall y, those platforms treat the task of recommendation as a matching problem. RSs match a user's con text, i.e., their past interactions, demographics, etc., to an item from a predetermined list of i tems, e.g., news articles, which will hopefully satisfy that user. The quality of a user-content m atch is initially unclear, so many data-driven approaches have been proposed to determine a matchin g's quality; for instance, collaborate filtering [ 23 ], matrix completion [ 37 ], and online learning [ 7 ]. However, due to their rapid adoption in commercial applications, many RSs are now dynamic economic systems with multiple stakeholders, facing challenges beyond dissolving uncertainty in matchi ng. Fairness [ 6, 15, 18, 35 ], misinformation [ 17 ], user incentives [ 3, 24 ], and privacy [ 21 ] are only some of the challenges RSs face. A recent body of research addresses tradeoffs among stakehol ders [ 9, 10, 28 ]. Online platforms have three main stakeholders: The commercial company that r uns the platform, content consumers, and content providers. Content consumers, which we refer to as users for simplicity, enjoy the RSs' content.
Greedy PIG: Adaptive Integrated Gradients
Axiotis, Kyriakos, Abu-al-haija, Sami, Chen, Lin, Fahrbach, Matthew, Fu, Gang
Deep learning has become the standard approach for most machine learning tasks. While its impact is undeniable, interpreting the predictions of deep learning models from a human perspective remains a challenge. In contrast to model training, model interpretability is harder to quantify and pose as an explicit optimization problem. Inspired by the AUC softmax information curve (AUC SIC) metric for evaluating feature attribution methods, we propose a unified discrete optimization framework for feature attribution and feature selection based on subset selection. This leads to a natural adaptive generalization of the path integrated gradients (PIG) method for feature attribution, which we call Greedy PIG. We demonstrate the success of Greedy PIG on a wide variety of tasks, including image feature attribution, graph compression/explanation, and post-hoc feature selection on tabular data. Our results show that introducing adaptivity is a powerful and versatile method for making attribution methods more powerful.
High-dimensional mixed-categorical Gaussian processes with application to multidisciplinary design optimization for a green aircraft
Saves, Paul, Diouane, Youssef, Bartoli, Nathalie, Lefebvre, Thierry, Morlier, Joseph
Multidisciplinary design optimization (MDO) methods aim at adapting numerical optimization techniques to the design of engineering systems involving multiple disciplines. In this context, a large number of mixed continuous, integer, and categorical variables might arise during the optimization process, and practical applications involve a significant number of design variables. Recently, there has been a growing interest in mixed-categorical metamodels based on Gaussian Process (GP) for Bayesian optimization. In particular, to handle mixed-categorical variables, several existing approaches employ different strategies to build the GP. These strategies either use continuous kernels, such as the continuous relaxation or the Gower distance-based kernels, or direct estimation of the correlation matrix, such as the exponential homoscedastic hypersphere (EHH) or the Homoscedastic Hypersphere (HH) kernel. Although the EHH and HH kernels are shown to be very efficient and lead to accurate GPs, they are based on a large number of hyperparameters. In this paper, we address this issue by constructing mixed-categorical GPs with fewer hyperparameters using Partial Least Squares (PLS) regression. Our goal is to generalize Kriging with PLS, commonly used for continuous inputs, to handle mixed-categorical inputs. The proposed method is implemented in the open-source software SMT and has been efficiently applied to structural and multidisciplinary applications. Our method is used to effectively demonstrate the structural behavior of a cantilever beam and facilitates MDO of a green aircraft, resulting in a 439-kilogram reduction in the amount of fuel consumed during a single aircraft mission.
Forthcoming machine learning and AI seminars: November 2023 edition
This post contains a list of the AI-related seminars that are scheduled to take place between 10 November and 31 December 2023. All events detailed here are free and open for anyone to attend virtually. Instrumental Time Series and Effect-Invariance for Policy Generalization Speaker: Jonas Peters (ETHZ) Organised by: UCL ELLIS Zoom link is here. Empowering Africa's Health Research Through Data Sharing and Governance Speaker: Lukman Enegi Ismaila Organised by: Lanfrica The Zoom link is here. Title to be confirmed Speaker: William Fedus (OpenAI) Organised by: Stanford MLSys Check the website nearer the time for the livestream link.
Price Interpretability of Prediction Markets: A Convergence Analysis
Yu, Dian, Gao, Jianjun, Wu, Weiping, Wang, Zizhuo
Prediction markets are long known for prediction accuracy. This study systematically explores the fundamental properties of prediction markets, addressing questions about their information aggregation process and the factors contributing to their remarkable efficacy. We propose a novel multivariate utility (MU) based mechanism that unifies several existing automated market-making schemes. Using this mechanism, we establish the convergence results for markets comprised of risk-averse traders who have heterogeneous beliefs and repeatedly interact with the market maker. We demonstrate that the resulting limiting wealth distribution aligns with the Pareto efficient frontier defined by the utilities of all market participants. With the help of this result, we establish analytical and numerical results for the limiting price in different market models. Specifically, we show that the limiting price converges to the geometric mean of agent beliefs in exponential utility-based markets. In risk-measure-based markets, we construct a family of risk measures that satisfy the convergence criteria and prove that the price can converge to a unique level represented by the weighted power mean of agent beliefs. In broader markets with Constant Relative Risk Aversion (CRRA) utilities, we reveal that the limiting price can be characterized by systems of equations that encapsulate agent beliefs, risk parameters, and wealth. Despite the potential impact of traders' trading sequences on the limiting price, we establish a price invariance result for markets with a large trader population. Using this result, we propose an efficient approximation scheme for the limiting price.
FogROS2-Sky: Optimizing Latency and Cost for Multi-Cloud Robot Applications
Chen, Kaiyuan, Hari, Kush, Khare, Rohil, Le, Charlotte, Chung, Trinity, Drake, Jaimyn, Dharmarajan, Karthik, Adebola, Simeon, Ichnowski, Jeffrey, Kubiatowicz, John, Goldberg, Ken
This paper studies the cost-performance tradeoffs in cloud robotics with heterogeneous cloud service providers, which have complex pricing models and varying application requirements. We present FogROS2-Sky, a cost-efficient open source robotics platform that offloads unmodified ROS2 applications to multiple cloud providers and enables fine-grained cost analysis for ROS2 applications' communication with multiple cloud providers. As each provider offers different options for CPU, GPU, memory, and latency, it can be very difficult for users to decide which to choose. FogROS2-Sky includes an optimization algorithm, which either finds the best available hardware specification that fulfills the user's latency and cost constraints or reports that such a specification does not exist. We use FogROS2-Sky to perform time-cost analysis on three robotics applications: visual SLAM, grasp planning, and motion planning. We are able to sample different hardware setups at nearly half the cost while still create cost and latency functions suitable for the optimizer. We also evaluate the optimizer's efficacy for these applications with the Pareto frontier and show that the optimizer selects efficient hardware configurations to balance cost and latency. Videos and code are available on the website https://sites.google.com/view/fogros2-sky
Inference for Probabilistic Dependency Graphs
Richardson, Oliver E., Halpern, Joseph Y., De Sa, Christopher
Probabilistic dependency graphs (PDGs) are a flexible class of probabilistic graphical models, subsuming Bayesian Networks and Factor Graphs. They can also capture inconsistent beliefs, and provide a way of measuring the degree of this inconsistency. We present the first tractable inference algorithm for PDGs with discrete variables, making the asymptotic complexity of PDG inference similar that of the graphical models they generalize. The key components are: (1) the observation that, in many cases, the distribution a PDG specifies can be formulated as a convex optimization problem (with exponential cone constraints), (2) a construction that allows us to express these problems compactly for PDGs of boundeed treewidth, (3) contributions to the theory of PDGs that justify the construction, and (4) an appeal to interior point methods that can solve such problems in polynomial time. We verify the correctness and complexity of our approach, and provide an implementation of it. We then evaluate our implementation, and demonstrate that it outperforms baseline approaches. Our code is available at http://github.com/orichardson/pdg-infer-uai.
Beyond the training set: an intuitive method for detecting distribution shift in model-based optimization
Damani, Farhan, Brookes, David H, Sternlieb, Theodore, Webster, Cameron, Malina, Stephen, Jajoo, Rishi, Lin, Kathy, Sinai, Sam
Model-based optimization (MBO) is increasingly applied to design problems in science and engineering. A common scenario involves using a fixed training set to train models, with the goal of designing new samples that outperform those present in the training data. A major challenge in this setting is distribution shift, where the distributions of training and design samples are different. While some shift is expected, as the goal is to create better designs, this change can negatively affect model accuracy and subsequently, design quality. Despite the widespread nature of this problem, addressing it demands deep domain knowledge and artful application. To tackle this issue, we propose a straightforward method for design practitioners that detects distribution shifts. This method trains a binary classifier using knowledge of the unlabeled design distribution to separate the training data from the design data. The classifier's logit scores are then used as a proxy measure of distribution shift. We validate our method in a real-world application by running offline MBO and evaluate the effect of distribution shift on design quality. We find that the intensity of the shift in the design distribution varies based on the number of steps taken by the optimization algorithm, and our simple approach can identify these shifts. This enables users to constrain their search to regions where the model's predictions are reliable, thereby increasing the quality of designs.