Technology
Incentivizing Exploration In Reinforcement Learning With Deep Predictive Models
Stadie, Bradly C., Levine, Sergey, Abbeel, Pieter
Achieving efficient and scalable exploration in complex domains poses a major challenge in reinforcement learning. While Bayesian and PAC-MDP approaches to the exploration problem offer strong formal guarantees, they are often impractical in higher dimensions due to their reliance on enumerating the state-action space. Hence, exploration in complex domains is often performed with simple epsilon-greedy methods. In this paper, we consider the challenging Atari games domain, which requires processing raw pixel inputs and delayed rewards. We evaluate several more sophisticated exploration strategies, including Thompson sampling and Boltzman exploration, and propose a new exploration method based on assigning exploration bonuses from a concurrently learned model of the system dynamics. By parameterizing our learned model with a neural network, we are able to develop a scalable and efficient approach to exploration bonuses that can be applied to tasks with complex, high-dimensional state spaces. In the Atari domain, our method provides the most consistent improvement across a range of games that pose a major challenge for prior methods. In addition to raw game-scores, we also develop an AUC-100 metric for the Atari Learning domain to evaluate the impact of exploration on this benchmark.
Efficient Output Kernel Learning for Multiple Tasks
Jawanpuria, Pratik, Lapin, Maksim, Hein, Matthias, Schiele, Bernt
The paradigm of multi-task learning is that one can achieve better generalization by learning tasks jointly and thus exploiting the similarity between the tasks rather than learning them independently of each other. While previously the relationship between tasks had to be user-defined in the form of an output kernel, recent approaches jointly learn the tasks and the output kernel. As the output kernel is a positive semidefinite matrix, the resulting optimization problems are not scalable in the number of tasks as an eigendecomposition is required in each step. \mbox{Using} the theory of positive semidefinite kernels we show in this paper that for a certain class of regularizers on the output kernel, the constraint of being positive semidefinite can be dropped as it is automatically satisfied for the relaxed problem. This leads to an unconstrained dual problem which can be solved efficiently. Experiments on several multi-task and multi-class data sets illustrate the efficacy of our approach in terms of computational efficiency as well as generalization performance.
GAP Safe screening rules for sparse multi-task and multi-class models
Ndiaye, Eugene, Fercoq, Olivier, Gramfort, Alexandre, Salmon, Joseph
High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is proven not to discard features wrongly the rules are said to be \emph{safe}. In this paper we derive new safe rules for generalized linear models regularized with $\ell_1$ and $\ell_1/\ell_2$ norms. The rules are based on duality gap computations and spherical safe regions whose diameters converge to zero. This allows to discard safely more variables, in particular for low regularization parameters. The GAP Safe rule can cope with any iterative solver and we illustrate its performance on coordinate descent for multi-task Lasso, binary and multinomial logistic regression, demonstrating significant speed ups on all tested datasets with respect to previous safe rules.
Bayesian hypothesis testing for one bit compressed sensing with sensing matrix perturbation
Zayyani, H., Korki, M., Marvasti, F.
This letter proposes a low-computational Bayesian algorithm for noisy sparse recovery in the context of one bit compressed sensing with sensing matrix perturbation. The proposed algorithm which is called BHT-MLE comprises a sparse support detector and an amplitude estimator. The support detector utilizes Bayesian hypothesis test, while the amplitude estimator uses an ML estimator which is obtained by solving a convex optimization problem. Simulation results show that BHT-MLE algorithm offers more reconstruction accuracy than that of an ML estimator (MLE) at a low computational cost.
backShift: Learning causal cyclic graphs from unknown shift interventions
Rothenhรคusler, Dominik, Heinze, Christina, Peters, Jonas, Meinshausen, Nicolai
We propose a simple method to learn linear causal cyclic models in the presence of latent variables. The method relies on equilibrium data of the model recorded under a specific kind of interventions ("shift interventions"). The location and strength of these interventions do not have to be known and can be estimated from the data. Our method, called backShift, only uses second moments of the data and performs simple joint matrix diagonalization, applied to differences between covariance matrices. We give a sufficient and necessary condition for identifiability of the system, which is fulfilled almost surely under some quite general assumptions if and only if there are at least three distinct experimental settings, one of which can be pure observational data. We demonstrate the performance on some simulated data and applications in flow cytometry and financial time series. The code is made available as R-package backShift.
Online learning in repeated auctions
Weed, Jonathan, Perchet, Vianney, Rigollet, Philippe
Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an online learning approach with bandit feedback to model this problem and derive bidding strategies for two models: stochastic and adversarial. In the stochastic model, the observed values of the goods are random variables centered around the true value of the good. In this case, logarithmic regret is achievable when competing against well behaved adversaries. In the adversarial model, the goods need not be identical and we simply compare our performance against that of the best fixed bid in hindsight. We show that sublinear regret is also achievable in this case and prove matching minimax lower bounds. To our knowledge, this is the first complete set of strategies for bidders participating in auctions of this type.
Enhancements in statistical spoken language translation by de-normalization of ASR results
Woลk, Agnieszka, Woลk, Krzysztof, Marasek, Krzysztof
Spoken language translation (SLT) has become very important in an increasingly globalized world. Machine translation (MT) for automatic speech recognition (ASR) systems is a major challenge of great interest. This research investigates that automatic sentence segmentation of speech that is important for enriching speech recognition output and for aiding downstream language processing. This article focuses on the automatic sentence segmentation of speech and improving MT results. We explore the problem of identifying sentence boundaries in the transcriptions produced by automatic speech recognition systems in the Polish language. We also experiment with reverse normalization of the recognized speech samples.
Harvesting comparable corpora and mining them for equivalent bilingual sentences using statistical classification and analogy- based heuristics
Woลk, Krzysztof, Rejmund, Emilia, Marasek, Krzysztof
Parallel sentences are a relatively scarce but extremely useful resource for many applications including cross-lingual retrieval and statistical machine translation. This research explores our new methodologies for mining such data from previously obtained comparable corpora. The task is highly practical since non-parallel multilingual data exist in far greater quantities than parallel corpora, but parallel sentences are a much more useful resource. Here we propose a web crawling method for building subject-aligned comparable corpora from e.g. Wikipedia dumps and Euronews web page. The improvements in machine translation are shown on Polish-English language pair for various text domains. We also tested another method of building parallel corpora based on comparable corpora data. It lets automatically broad existing corpus of sentences from subject of corpora based on analogies between them.
Using Machine Learning to Predict the Outcome of English County twenty over Cricket Matches
Kampakis, Stylianos, Thomas, William
Cricket betting is a multi-billion dollar market. Therefore, there is a strong incentive for models that can predict the outcomes of games and beat the odds provided by bookers. The aim of this study was to investigate to what degree it is possible to predict the outcome of cricket matches. The target competition was the English twenty over county cricket cup. The original features alongside engineered features gave rise to more than 500 team and player statistics. The models were optimized firstly with team features only and then both team and player features. The performance of the models was tested over individual seasons from 2009 to 2014 having been trained over previous season data in each case. The optimal model was a simple prediction method combined with complex hierarchical features and was shown to significantly outperform a gambling industry benchmark.
On the Global Linear Convergence of Frank-Wolfe Optimization Variants
Lacoste-Julien, Simon, Jaggi, Martin
The Frank-Wolfe (FW) optimization algorithm has lately re-gained popularity thanks in particular to its ability to nicely handle the structured constraints appearing in machine learning applications. However, its convergence rate is known to be slow (sublinear) when the solution lies at the boundary. A simple less-known fix is to add the possibility to take 'away steps' during optimization, an operation that importantly does not require a feasibility oracle. In this paper, we highlight and clarify several variants of the Frank-Wolfe optimization algorithm that have been successfully applied in practice: away-steps FW, pairwise FW, fully-corrective FW and Wolfe's minimum norm point algorithm, and prove for the first time that they all enjoy global linear convergence, under a weaker condition than strong convexity of the objective. The constant in the convergence rate has an elegant interpretation as the product of the (classical) condition number of the function with a novel geometric quantity that plays the role of a 'condition number' of the constraint set. We provide pointers to where these algorithms have made a difference in practice, in particular with the flow polytope, the marginal polytope and the base polytope for submodular optimization.