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Collaborating Authors

Recht, Benjamin


Model Similarity Mitigates Test Set Overuse

Neural Information Processing Systems

Excessive reuse of test data has become commonplace in today's machine learning workflows. Popular benchmarks, competitions, industrial scale tuning, among other applications, all involve test data reuse beyond guidance by statistical confidence bounds. Nonetheless, recent replication studies give evidence that popular benchmarks continue to support progress despite years of extensive reuse. We proffer a new explanation for the apparent longevity of test data: Many proposed models are similar in their predictions and we prove that this similarity mitigates overfitting. Specifically, we show empirically that models proposed for the ImageNet ILSVRC benchmark agree in their predictions well beyond what we can conclude from their accuracy levels alone.


A Meta-Analysis of Overfitting in Machine Learning

Neural Information Processing Systems

We conduct the first large meta-analysis of overfitting due to test set reuse in the machine learning community. Our analysis is based on over one hundred machine learning competitions hosted on the Kaggle platform over the course of several years. In each competition, numerous practitioners repeatedly evaluated their progress against a holdout set that forms the basis of a public ranking available throughout the competition. Performance on a separate test set used only once determined the final ranking. By systematically comparing the public ranking with the final ranking, we assess how much participants adapted to the holdout set over the course of a competition.


Finite-time Analysis of Approximate Policy Iteration for the Linear Quadratic Regulator

Neural Information Processing Systems

We study the sample complexity of approximate policy iteration (PI) for the Linear Quadratic Regulator (LQR), building on a recent line of work using LQR as a testbed to understand the limits of reinforcement learning (RL) algorithms on continuous control tasks. Our analysis quantifies the tension between policy improvement and policy evaluation, and suggests that policy evaluation is the dominant factor in terms of sample complexity. Specifically, we show that to obtain a controller that is within $\varepsilon$ of the optimal LQR controller, each step of policy evaluation requires at most $(n d) 3/\varepsilon 2$ samples, where $n$ is the dimension of the state vector and $d$ is the dimension of the input vector. On the other hand, only $\log(1/\varepsilon)$ policy improvement steps suffice, resulting in an overall sample complexity of $(n d) 3 \varepsilon {-2} \log(1/\varepsilon)$. We furthermore build on our analysis and construct a simple adaptive procedure based on $\varepsilon$-greedy exploration which relies on approximate PI as a sub-routine and obtains $T {2/3}$ regret, improving upon a recent result of Abbasi-Yadkori et al. 2019.


Post-Estimation Smoothing: A Simple Baseline for Learning with Side Information

arXiv.org Machine Learning

The canonical machine learning setup models pairs of features and labels as originating from some underlying distribution, {x i, y i } D(x, y); the problem is to learn a predictor ŷ(x) which describes y as faithfully as possible. However, a recent narrative in machine learning is that well-annotated, large-scale datasets are rare, whereas less curated data are abundant; this has led to a taxonomy of supervision including distant-, weak-, and semi-supervision. Whether labels are noisy by nature (distant) [25], programmatically generated (weak) [30], or missing altogether (semi) [45], it stands that characteristics of some data necessitate making use of additional sources of constraints. Semi-supervised methods in particular aim to leverage unlabeled data to elicit an underlying structure which can aid prediction [33]. In practice, however, semi-supervised methods can be computationally expensive, and are sensitive to distribution shifts [27]. We propose to use readily-available data that is inherently structural, and apply a robust post-processing method which is independent of the original predictor to incorporate this structure. We consider scenarios where each datum (x, y) has an associated index t with some linking or semantic meaning.


Neural Kernels Without Tangents

arXiv.org Machine Learning

Recent research has drawn exciting connections between neural networks and kernel methods, providing new insights into training dynamics, generalization, and expressibility [1, 7, 11, 12, 14, 16, 21]. This line of work relates "infinitely wide" neural networks to particular kernel spaces, showing that infinite limits of random initializations of neural networks lead to particular kernels on the same input data. Since these initial investigations, some have proposed to use these kernels in prediction problems, finding promising results on many benchmark problems [3, 22]. However, these kernels do not match the performance of neural networks on most tasks of interest, and the kernel constructions themselves are not only hard to compute, but their mathematical formulae are difficult to even write down [2]. In this paper, we aim to understand empirically if there are computationally tractable kernels that approach the expressive power of neural networks, and if there are any practical links between kernel and neural network architectures. We take inspiration from both the recent literature on "neural tangent kernels" (NTK) and the classical literature on compositional kernels, such as ANOVA kernels. We describe a set of three operations in feature space that allow us to turn data examples presented as collections of small feature vectors into a single expressive feature-vector representation.


Weighted Sums of Random Kitchen Sinks: Replacing minimization with randomization in learning

Neural Information Processing Systems

Randomized neural networks are immortalized in this AI Koan: In the days when Sussman was a novice, Minsky once came to him as he sat hacking at the PDP-6. I am training a randomly wired neural net to play tic-tac-toe,'' Sussman replied. Why is the net wired randomly?'' Sussman replied, I do not want it to have any preconceptions of how to play.'' Minsky then shut his eyes.


Hogwild: A Lock-Free Approach to Parallelizing Stochastic Gradient Descent

Neural Information Processing Systems

Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require performance-destroying memory locking and synchronization. This work aims to show using novel theoretical analysis, algorithms, and implementation that SGD can be implemented *without any locking*. We present an update scheme called Hogwild which allows processors access to shared memory with the possibility of overwriting each other's work. We show that when the associated optimization problem is sparse, meaning most gradient updates only modify small parts of the decision variable, then Hogwild achieves a nearly optimal rate of convergence.


The Marginal Value of Adaptive Gradient Methods in Machine Learning

Neural Information Processing Systems

Adaptive optimization methods, which perform local optimization with a metric constructed from the history of iterates, are becoming increasingly popular for training deep neural networks. Examples include AdaGrad, RMSProp, and Adam. We show that for simple overparameterized problems, adaptive methods often find drastically different solutions than gradient descent (GD) or stochastic gradient descent (SGD). We construct an illustrative binary classification problem where the data is linearly separable, GD and SGD achieve zero test error, and AdaGrad, Adam, and RMSProp attain test errors arbitrarily close to half. We additionally study the empirical generalization capability of adaptive methods on several state-of-the-art deep learning models.


Regret Bounds for Robust Adaptive Control of the Linear Quadratic Regulator

Neural Information Processing Systems

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller synthesis, we present the first provably polynomial time algorithm that achieves sub-linear regret on this problem. We further study the interplay between regret minimization and parameter estimation by proving a lower bound on the expected regret in terms of the exploration schedule used by any algorithm. Finally, we conduct a numerical study comparing our robust adaptive algorithm to other methods from the adaptive LQR literature, and demonstrate the flexibility of our proposed method by extending it to a demand forecasting problem subject to state constraints. Papers published at the Neural Information Processing Systems Conference.


Simple random search of static linear policies is competitive for reinforcement learning

Neural Information Processing Systems

Model-free reinforcement learning aims to offer off-the-shelf solutions for controlling dynamical systems without requiring models of the system dynamics. We introduce a model-free random search algorithm for training static, linear policies for continuous control problems. Common evaluation methodology shows that our method matches state-of-the-art sample efficiency on the benchmark MuJoCo locomotion tasks. Nonetheless, more rigorous evaluation reveals that the assessment of performance on these benchmarks is optimistic. We evaluate the performance of our method over hundreds of random seeds and many different hyperparameter configurations for each benchmark task.