We design a new algorithm for batch active learning with deep neural network models. Our algorithm, Batch Active learning by Diverse Gradient Embeddings (BADGE), samples groups of points that are disparate and high-magnitude when represented in a hallucinated gradient space, a strategy designed to incorporate both predictive uncertainty and sample diversity into every selected batch. Crucially, BADGE trades off between diversity and uncertainty without requiring any hand-tuned hyperparameters. We show that while other approaches sometimes succeed for particular batch sizes or architectures, BADGE consistently performs as well or better, making it a versatile option for practical active learning problems.

We apply empirical likelihood techniques to contextual bandit policy value estimation, confidence intervals, and learning. We propose a tighter estimator for off-policy evaluation with improved statistical performance over previous proposals. Coupled with this estimator is a confidence interval which also improves over previous proposals. We then harness these to improve learning from contextual bandit data. Each of these is empirically evaluated to show good performance against strong baselines in finite sample regimes.

We propose a neural architecture search (NAS) algorithm, Petridish, to iteratively add shortcut connections to existing network layers. The added shortcut connections effectively perform gradient boosting on the augmented layers. The proposed algorithm is motivated by the feature selection algorithm forward stage-wise linear regression, since we consider NAS as a generalization of feature selection for regression, where NAS selects shortcuts among layers instead of selecting features. In order to reduce the number of trials of possible connection combinations, we train jointly all possible connections at each stage of growth while leveraging feature selection techniques to choose a subset of them. We experimentally show this process to be an efficient forward architecture search algorithm that can find competitive models using few GPU days in both the search space of repeatable network modules (cell-search) and the space of general networks (macro-search). Petridish is particularly well-suited for warm-starting from existing models crucial for lifelong-learning scenarios.

We design an active learning algorithm for cost-sensitive multiclass classification: problems where different errors have different costs. Our algorithm, COAL, makes predictions by regressing to each label's cost and predicting the smallest. On a new example, it uses a set of regressors that perform well on past data to estimate possible costs for each label. It queries only the labels that could be the best, ignoring the sure losers. We prove COAL can be efficiently implemented for any regression family that admits squared loss optimization; it also enjoys strong guarantees with respect to predictive performance and labeling effort. We empirically compare COAL to passive learning and several active learning baselines, showing significant improvements in labeling effort and test cost on real-world datasets.

We design and study a Contextual Memory Tree (CMT), a learning memory controller that inserts new memories into an experience store of unbounded size. It is designed to efficiently query for memories from that store, supporting logarithmic time insertion and retrieval operations. Hence CMT can be integrated into existing statistical learning algorithms as an augmented memory unit without substantially increasing training and inference computation. Furthermore CMT operates as a reduction to classification, allowing it to benefit from advances in representation or architecture. We demonstrate the efficacy of CMT by augmenting existing multi-class and multi-label classification algorithms with CMT and observe statistical improvement. We also test CMT learning on several image-captioning tasks to demonstrate that it performs computationally better than a simple nearest neighbors memory system while benefitting from reward learning.

We consider contextual bandits: a setting in which a learner repeatedly makes an action on the basis of contextual information and observes a loss for the action, with the goal of minimizing cumulative loss over a series of rounds. Contextual bandit learning has received much attention, and has seen substantial success in practice (e.g., Auer et al., 2002; Langford and Zhang, 2007; Agarwal et al., 2014, 2017). This line of work mostly considers small, finite action sets, yet in many real-world problems actions are chosen from from an interval, so the set is continuous and infinite. How can we learn to make actions from continuous spaces based on loss-only feedback? We could assume that nearby actions have similar losses, for example that the losses are Lipschitz continuous as a function of the action (following Agrawal, 1995, and a long line of subsequent work).

We study the exploration problem in episodic MDPs with rich observations generated from a small number of latent states. Under certain identifiability assumptions, we demonstrate how to estimate a mapping from the observations to latent states inductively through a sequence of regression and clustering steps---where previously decoded latent states provide labels for later regression problems---and use it to construct good exploration policies. We provide finite-sample guarantees on the quality of the learned state decoding function and exploration policies, and complement our theory with an empirical evaluation on a class of hard exploration problems. Our method exponentially improves over $Q$-learning with na\"ive exploration, even when $Q$-learning has cheating access to latent states.

We investigate the feasibility of learning from both fully-labeled supervised data and contextual bandit data. We specifically consider settings in which the underlying learning signal may be different between these two data sources. Theoretically, we state and prove no-regret algorithms for learning that is robust to divergences between the two sources. Empirically, we evaluate some of these algorithms on a large selection of datasets, showing that our approaches are feasible, and helpful in practice.

We study the computational tractability of PAC reinforcement learning with rich observations. We present new provably sample-efficient algorithms for environments with deterministic hidden state dynamics and stochastic rich observations. These methods operate in an oracle model of computation -- accessing policy and value function classes exclusively through standard optimization primitives -- and therefore represent computationally efficient alternatives to prior algorithms that require enumeration. With stochastic hidden state dynamics, we prove that the only known sample-efficient algorithm, OLIVE, cannot be implemented in the oracle model. We also present several examples that illustrate fundamental challenges of tractable PAC reinforcement learning in such general settings.

We study the computational tractability of PAC reinforcement learning with rich observations. We present new provably sample-efficient algorithms for environments with deterministic hidden state dynamics and stochastic rich observations. These methods operate in an oracle model of computation -- accessing policy and value function classes exclusively through standard optimization primitives -- and therefore represent computationally efficient alternatives to prior algorithms that require enumeration. With stochastic hidden state dynamics, we prove that the only known sample-efficient algorithm, OLIVE, cannot be implemented in the oracle model. We also present several examples that illustrate fundamental challenges of tractable PAC reinforcement learning in such general settings.