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Corruption-Robust Linear Bandits: Minimax Optimality and Gap-Dependent Misspecification

Neural Information Processing Systems

In linear bandits, how can a learner effectively learn when facing corrupted rewards? While significant work has explored this question, a holistic understanding across different adversarial models and corruption measures is lacking, as is a full characterization of the minimax regret bounds. In this work, we compare two types of corruptions commonly considered: strong corruption, where the corruption level depends on the learner's chosen action, and weak corruption, where the corruption level does not depend on the learner's chosen action. We provide a unified framework to analyze these corruptions. For stochastic linear bandits, we fully characterize the gap between the minimax regret under strong and weak corruptions.


An Efficient Adversarial Attack for Tree Ensembles

Neural Information Processing Systems

We study the problem of efficient adversarial attacks on tree based ensembles such as gradient boosting decision trees (GBDTs) and random forests (RFs). Since these models are non-continuous step functions and gradient does not exist, most existing efficient adversarial attacks are not applicable. Although decision-based black-box attacks can be applied, they cannot utilize the special structure of trees. In our work, we transform the attack problem into a discrete search problem specially designed for tree ensembles, where the goal is to find a valid ``leaf tuple'' that leads to mis-classification while having the shortest distance to the original input. With this formulation, we show that a simple yet effective greedy algorithm can be applied to iteratively optimize the adversarial example by moving the leaf tuple to its neighborhood within hamming distance 1. Experimental results on several large GBDT and RF models with up to hundreds of trees demonstrate that our method can be thousands of times faster than the previous mixed-integer linear programming (MILP) based approach, while also providing smaller (better) adversarial examples than decision-based black-box attacks on general $\ell_p$ ($p=1, 2, \infty$) norm perturbations.


Practical, Provably-Correct Interactive Learning in the Realizable Setting: The Power of True Believers

Neural Information Processing Systems

We consider interactive learning in the realizable setting and develop a general framework to handle problems ranging from best arm identification to active classification. We begin our investigation with the observation that agnostic algorithms \emph{cannot} be minimax-optimal in the realizable setting. Hence, we design novel computationally efficient algorithms for the realizable setting that match the minimax lower bound up to logarithmic factors and are general-purpose, accommodating a wide variety of function classes including kernel methods, H{\o}lder smooth functions, and convex functions. The sample complexities of our algorithms can be quantified in terms of well-known quantities like the extended teaching dimension and haystack dimension. However, unlike algorithms based directly on those combinatorial quantities, our algorithms are computationally efficient.


Scalable Online Planning via Reinforcement Learning Fine-Tuning

Neural Information Processing Systems

Lookahead search has been a critical component of recent AI successes, such as in the games of chess, go, and poker. However, the search methods used in these games, and in many other settings, are tabular. Tabular search methods do not scale well with the size of the search space, and this problem is exacerbated by stochasticity and partial observability. In this work we replace tabular search with online model-based fine-tuning of a policy neural network via reinforcement learning, and show that this approach outperforms state-of-the-art search algorithms in benchmark settings. In particular, we use our search algorithm to achieve a new state-of-the-art result in self-play Hanabi, and show the generality of our algorithm by also showing that it outperforms tabular search in the Atari game Ms. Pacman.


Evolving Normalization-Activation Layers

Neural Information Processing Systems

Normalization layers and activation functions are fundamental components in deep networks and typically co-locate with each other. Here we propose to design them using an automated approach. Instead of designing them separately, we unify them into a single tensor-to-tensor computation graph, and evolve its structure starting from basic mathematical functions. Examples of such mathematical functions are addition, multiplication and statistical moments. The use of low-level mathematical functions, in contrast to the use of high-level modules in mainstream NAS, leads to a highly sparse and large search space which can be challenging for search methods.


MAG-GNN: Reinforcement Learning Boosted Graph Neural Network

Neural Information Processing Systems

While Graph Neural Networks (GNNs) recently became powerful tools in graph learning tasks, considerable efforts have been spent on improving GNNs' structural encoding ability. A particular line of work proposed subgraph GNNs that use subgraph information to improve GNNs' expressivity and achieved great success. However, such effectivity sacrifices the efficiency of GNNs by enumerating all possible subgraphs. In this paper, we analyze the necessity of complete subgraph enumeration and show that a model can achieve a comparable level of expressivity by considering a small subset of the subgraphs. We then formulate the identification of the optimal subset as a combinatorial optimization problem and propose Magnetic Graph Neural Network (MAG-GNN), a reinforcement learning (RL) boosted GNN, to solve the problem. Starting with a candidate subgraph set, MAG-GNN employs an RL agent to iteratively update the subgraphs to locate the most expressive set for prediction. This reduces the exponential complexity of subgraph enumeration to the constant complexity of a subgraph search algorithm while keeping good expressivity. We conduct extensive experiments on many datasets, showing that MAG-GNN achieves competitive performance to state-of-the-art methods and even outperforms many subgraph GNNs. We also demonstrate that MAG-GNN effectively reduces the running time of subgraph GNNs.


Neural Architecture Generator Optimization

Neural Information Processing Systems

Neural Architecture Search (NAS) was first proposed to achieve state-of-the-art performance through the discovery of new architecture patterns, without human intervention. An over-reliance on expert knowledge in the search space design has however led to increased performance (local optima) without significant architectural breakthroughs, thus preventing truly novel solutions from being reached. In this work we 1) are the first to investigate casting NAS as a problem of finding the optimal network generator and 2) we propose a new, hierarchical and graph-based search space capable of representing an extremely large variety of network types, yet only requiring few continuous hyper-parameters. This greatly reduces the dimensionality of the problem, enabling the effective use of Bayesian Optimisation as a search strategy. At the same time, we expand the range of valid architectures, motivating a multi-objective learning approach. We demonstrate the effectiveness of this strategy on six benchmark datasets and show that our search space generates extremely lightweight yet highly competitive models.


Scalable Distributional Robustness in a Class of Non-Convex Optimization with Guarantees

Neural Information Processing Systems

Distributionally robust optimization (DRO) has shown a lot of promise in providing robustness in learning as well as sample-based optimization problems. We endeavor to provide DRO solutions for a class of sum of fractionals, non-convex optimization which is used for decision making in prominent areas such as facility location and security games. In contrast to previous work, we find it more tractable to optimize the equivalent variance regularized form of DRO rather than the minimax form. We transform the variance regularized form to a mixed-integer second-order cone program (MISOCP), which, while guaranteeing global optimality, does not scale enough to solve problems with real-world datasets. We further propose two abstraction approaches based on clustering and stratified sampling to increase scalability, which we then use for real-world datasets. Importantly, we provide global optimality guarantees for our approach and show experimentally that our solution quality is better than the locally optimal ones achieved by state-of-the-art gradient-based methods. We experimentally compare our different approaches and baselines and reveal nuanced properties of a DRO solution.


Bayesian Optimization over Discrete and Mixed Spaces via Probabilistic Reparameterization

Neural Information Processing Systems

Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient method that leverages a probabilistic surrogate model and an acquisition function (AF) to select promising designs to evaluate. However, maximizing the AF over mixed or high-cardinality discrete search spaces is challenging standard gradient-based methods cannot be used directly or evaluating the AF at every point in the search space would be computationally prohibitive. To address this issue, we propose using probabilistic reparameterization (PR). Instead of directly optimizing the AF over the search space containing discrete parameters, we instead maximize the expectation of the AF over a probability distribution defined by continuous parameters. We prove that under suitable reparameterizations, the BO policy that maximizes the probabilistic objective is the same as that which maximizes the AF, and therefore, PR enjoys the same regret bounds as the original BO policy using the underlying AF.


Monte Carlo Tree Descent for Black-Box Optimization

Neural Information Processing Systems

The key to Black-Box Optimization is to efficiently search through input regions with potentially widely-varying numerical properties, to achieve low-regret descent and fast progress toward the optima. Monte Carlo Tree Search (MCTS) methods have recently been introduced to improve Bayesian optimization by computing better partitioning of the search space that balances exploration and exploitation. Extending this promising framework, we study how to further integrate sample-based descent for faster optimization. We design novel ways of expanding Monte Carlo search trees, with new descent methods at vertices that incorporate stochastic search and Gaussian Processes. We propose the corresponding rules for balancing progress and uncertainty, branch selection, tree expansion, and backpropagation. The designed search process puts more emphasis on sampling for faster descent and uses localized Gaussian Processes as auxiliary metrics for both exploitation and exploration. We show empirically that the proposed algorithms can outperform state-of-the-art methods on many challenging benchmark problems.