Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning. More precisely, we study the estimator defined by stochastic gradient with mini batches and random features. The latter can be seen as form of nonlinear sketching and used to define approximate kernel methods. The considered estimator is not explicitly penalized/constrained and regularization is implicit. Indeed, our study highlights how different parameters, such as number of features, iterations, step-size and mini-batch size control the learning properties of the solutions. We do this by deriving optimal finite sample bounds, under standard assumptions. The obtained results are corroborated and illustrated by numerical experiments.

Convolutional neural networks (CNNs) have shown great capability of solving various artificial intelligence tasks. However, the increasing model size has raised challenges in employing them in resource-limited applications. In this work, we propose to compress deep models by using channel-wise convolutions, which replace dense connections among feature maps with sparse ones in CNNs. Based on this novel operation, we build light-weight CNNs known as ChannelNets.

As an incremental-gradient algorithm, the hybrid stochastic gradient descent (HSGD) enjoys merits of both stochastic and full gradient methods for finite-sum minimization problem. However, the existing rate-of-convergence analysis for HSGD is made under with-replacement sampling (WRS) and is restricted to convex problems. It is not clear whether HSGD still carries these advantages under the common practice of without-replacement sampling (WoRS) for non-convex problems. In this paper, we affirmatively answer this open question by showing that under WoRS and for both convex and non-convex problems, it is still possible for HSGD (with constant step-size) to match full gradient descent in rate of convergence, while maintaining comparable sample-size-independent incremental first-order oracle complexity to stochastic gradient descent. For a special class of finite-sum problems with linear prediction models, our convergence results can be further improved in some cases. Extensive numerical results confirm our theoretical affirmation and demonstrate the favorable efficiency of WoRS-based HSGD.

The problem is undecidable and even practical instances are challenging. Inspired by how human experts construct loop invariants, we propose a reasoning framework Code2Inv that constructs the solution by multi-step decision making and querying an external program graph memory block. By training with reinforcement learning, Code2Inv captures rich program features and avoids the need for ground truth solutions as supervision. Compared to previous learning tasks in domains with graph-structured data, it addresses unique challenges, such as a binary objective function and an extremely sparse reward that is given by an automated theorem prover only after the complete loop invariant is proposed. We evaluate Code2Inv on a suite of 133 benchmark problems and compare it to three state-of-the-art systems. It solves 106 problems compared to 73 by a stochastic search-based system, 77 by a heuristic search-based system, and 100 by a decision tree learning-based system. Moreover, the strategy learned can be generalized to new programs: compared to solving new instances from scratch, the pre-trained agent is more sample efficient in finding solutions.

Despite the success of single-agent reinforcement learning, multi-agent reinforcement learning (MARL) remains challenging due to complex interactions between agents. Motivated by decentralized applications such as sensor networks, swarm robotics, and power grids, we study policy evaluation in MARL, where agents with jointly observed state-action pairs and private local rewards collaborate to learn the value of a given policy. In this paper, we propose a double averaging scheme, where each agent iteratively performs averaging over both space and time to incorporate neighboring gradient information and local reward information, respectively. We prove that the proposed algorithm converges to the optimal solution at a global geometric rate. In particular, such an algorithm is built upon a primal-dual reformulation of the mean squared Bellman error minimization problem, which gives rise to a decentralized convex-concave saddle-point problem. To the best of our knowledge, the proposed double averaging primal-dual optimization algorithm is the first to achieve fast finite-time convergence on decentralized convex-concave saddle-point problems.

In many sequential decision making tasks, it is challenging to design reward functions that help an RL agent efficiently learn behavior that is considered good by the agent designer. A number of different formulations of the reward-design problem, or close variants thereof, have been proposed in the literature. In this paper we build on the Optimal Rewards Framework of Singh et al. that defines the optimal intrinsic reward function as one that when used by an RL agent achieves behavior that optimizes the task-specifying or extrinsic reward function. Previous work in this framework has shown how good intrinsic reward functions can be learned for lookahead search based planning agents. Whether it is possible to learn intrinsic reward functions for learning agents remains an open problem. In this paper we derive a novel algorithm for learning intrinsic rewards for policy-gradient based learning agents. We compare the performance of an augmented agent that uses our algorithm to provide additive intrinsic rewards to an A2C-based policy learner (for Atari games) and a PPO-based policy learner (for Mujoco domains) with a baseline agent that uses the same policy learners but with only extrinsic rewards. Our results show improved performance on most but not all of the domains.

Risk management in dynamic decision problems is a primary concern in many fields, including financial investment, autonomous driving, and healthcare. The mean-variance function is one of the most widely used objective functions in risk management due to its simplicity and interpretability. Existing algorithms for mean-variance optimization are based on multi-time-scale stochastic approximation, whose learning rate schedules are often hard to tune, and have only asymptotic convergence proof. In this paper, we develop a model-free policy search framework for mean-variance optimization with finite-sample error bound analysis (to local optima). Our starting point is a reformulation of the original mean-variance function with its Fenchel dual, from which we propose a stochastic block coordinate ascent policy search algorithm. Both the asymptotic convergence guarantee of the last iteration's solution and the convergence rate of the randomly picked solution are provided, and their applicability is demonstrated on several benchmark domains.

Exploration is a fundamental challenge in reinforcement learning (RL). Many current exploration methods for deep RL use task-agnostic objectives, such as information gain or bonuses based on state visitation. However, many practical applications of RL involve learning more than a single task, and prior tasks can be used to inform how exploration should be performed in new tasks. In this work, we study how prior tasks can inform an agent about how to explore effectively in new situations. We introduce a novel gradient-based fast adaptation algorithm - model agnostic exploration with structured noise (MAESN) - to learn exploration strategies from prior experience. The prior experience is used both to initialize a policy and to acquire a latent exploration space that can inject structured stochasticity into a policy, producing exploration strategies that are informed by prior knowledge and are more effective than random action-space noise. We show that MAESN is more effective at learning exploration strategies when compared to prior meta-RL methods, RL without learned exploration strategies, and task-agnostic exploration methods. We evaluate our method on a variety of simulated tasks: locomotion with a wheeled robot, locomotion with a quadrupedal walker, and object manipulation.

Our goal is to predict future video frames given a sequence of input frames. Despite large amounts of video data, this remains a challenging task because of the high-dimensionality of video frames. We address this challenge by proposing the Decompositional Disentangled Predictive Auto-Encoder (DDPAE), a framework that combines structured probabilistic models and deep networks to automatically (i) decompose the high-dimensional video that we aim to predict into components, and (ii) disentangle each component to have low-dimensional temporal dynamics that are easier to predict. Crucially, with an appropriately specified generative model of video frames, our DDPAE is able to learn both the latent decomposition and disentanglement without explicit supervision. For the Moving MNIST dataset, we show that DDPAE is able to recover the underlying components (individual digits) and disentanglement (appearance and location) as we would intuitively do. We further demonstrate that DDPAE can be applied to the Bouncing Balls dataset involving complex interactions between multiple objects to predict the video frame directly from the pixels and recover physical states without explicit supervision.

Various 3D semantic attributes such as segmentation masks, geometric features, keypoints, and materials can be encoded as per-point probe functions on 3D geometries. Given a collection of related 3D shapes, we consider how to jointly analyze such probe functions over different shapes, and how to discover common latent structures using a neural network -- even in the absence of any correspondence information. Our network is trained on point cloud representations of shape geometry and associated semantic functions on that point cloud. These functions express a shared semantic understanding of the shapes but are not coordinated in any way. For example, in a segmentation task, the functions can be indicator functions of arbitrary sets of shape parts, with the particular combination involved not known to the network. Our network is able to produce a small dictionary of basis functions for each shape, a dictionary whose span includes the semantic functions provided for that shape. Even though our shapes have independent discretizations and no functional correspondences are provided, the network is able to generate latent bases, in a consistent order, that reflect the shared semantic structure among the shapes. We demonstrate the effectiveness of our technique in various segmentation and keypoint selection applications.