We study Online Lazy Gradient Descent for optimisation on a strongly convex domain. The algorithm is known to achieve O( N) regret against adversarial opponents; here we show it is universal in the sense that it also achieves O(log N) expected regret against i.i.d opponents. This improves upon the more complex metaalgorithm of Huang et al [20] that only gets O( Nlog N) and O(log N) bounds. In addition we show that, unlike for the simplex, order bounds for pseudo-regret and expected regret are equivalent for strongly convex domains.

Hyperparameters of Deep Learning (DL) pipelines are crucial for their downstream performance. While a large number of methods for Hyperparameter Optimization (HPO) have been developed, their incurred costs are often untenable for modern DL. Consequently, manual experimentation is still the most prevalent approach to optimize hyperparameters, relying on the researcher's intuition, domain knowledge, and cheap preliminary explorations. To resolve this misalignment between HPO algorithms and DL researchers, we propose PriorBand, an HPO algorithm tailored to DL, able to utilize both expert beliefs and cheap proxy tasks. Empirically, we demonstrate PriorBand's efficiency across a range of DL benchmarks and show its gains under informative expert input and robustness against poor expert beliefs.

Multi-agent learning in stochastic N-player games is a notoriously difficult problem1 because, in addition to their changing strategic decisions, the players of the game2 must also contend with the fact that the game itself evolves over time, possibly in a3 very complicated manner. Because of this, the equilibrium convergence properties4 of popular learning algorithms - like policy gradient and its variants - are poorly5 understood, except in specific classes of games (such as potential or two-player,6 zero-sum games). In view of all this, we examine the long-run behavior of policy7 gradient methods with respect to Nash equilibrium policies that are second-order8 stationary (SOS) in a sense similar to the type of KKT sufficiency conditions9 used in optimization. Our analysis shows that SOS policies are locally attracting10 with high probability, and we show that policy gradient trajectories with gradient11 estimates provided by the Reinforcealgorithm achieve an O(1/ n) convergence12 rate to such equilibria if the method's step-size is chosen appropriately.

As a "warm-up" and because it is of independent interest, we will first study an adaptation algorithm which picks the single best kernel from the meta tasks: Definition 7 (Adaptation by choosing-one-best kernel). With the set of base kernels {k1,...,kN}, ˆk = arg maxi ˆJλne(StrP,StrQ; ki) is said to be the best kernel adaptation. Proposition 3 shows uniform convergence of ˆJλ for direct adaptation of a kernel class, whether a deep kernel or multiple kernel learning. For our analysis of choosing the best single kernel, however, we only need uniform convergence over a finite set, where we can obtain a slightly better rate. Let ki be a set of base kernels, whose power criteria on the corresponding distributions are Ji = J(P,Q; ki), and let s0 = mini [N] σ2H1(P,Q; ki).

Modern kernel-based two-sample tests have shown great success in distinguishing complex, high-dimensional distributions by learning appropriate kernels (or, as a special case, classifiers). Previous work, however, has assumed that many samples are observed from both of the distributions being distinguished. In realistic scenarios with very limited numbers of data samples, it can be challenging to identify a kernel powerful enough to distinguish complex distributions. We address this issue by introducing the problem of meta two-sample testing (M2ST), which aims to exploit (abundant) auxiliary data on related tasks to find an algorithm that can quickly identify a powerful test on new target tasks. We propose two specific algorithms for this task: a generic scheme which improves over baselines, and a more tailored approach which performs even better. We provide both theoretical justification and empirical evidence that our proposed meta-testing schemes outperform learning kernel-based tests directly from scarce observations, and identify when such schemes will be successful.

Handling out-of-distribution (OOD) samples has become a major stake in the real-world deployment of machine learning systems. This work explores the use of self-supervised contrastive learning to the simultaneous detection of two types of OOD samples: unseen classes and adversarial perturbations.