Sun, Xudong
Addressing pitfalls in implicit unobserved confounding synthesis using explicit block hierarchical ancestral sampling
Sun, Xudong, Markham, Alex, Misra, Pratik, Marr, Carsten
Unbiased data synthesis is crucial for evaluating causal discovery algorithms in the presence of unobserved confounding, given the scarcity of real-world datasets. A common approach, implicit parameterization, encodes unobserved confounding by modifying the off-diagonal entries of the idiosyncratic covariance matrix while preserving positive definiteness. Within this approach, state-of-the-art protocols have two distinct issues that hinder unbiased sampling from the complete space of causal models: first, the use of diagonally dominant constructions, which restrict the spectrum of partial correlation matrices; and second, the restriction of possible graphical structures when sampling bidirected edges, unnecessarily ruling out valid causal models. To address these limitations, we propose an improved explicit modeling approach for unobserved confounding, leveraging block-hierarchical ancestral generation of ground truth causal graphs. Algorithms for converting the ground truth DAG into ancestral graph is provided so that the output of causal discovery algorithms could be compared with. We prove that our approach fully covers the space of causal models, including those generated by the implicit parameterization, thus enabling more robust evaluation of methods for causal discovery and inference.
M-HOF-Opt: Multi-Objective Hierarchical Output Feedback Optimization via Multiplier Induced Loss Landscape Scheduling
Sun, Xudong, Chen, Nutan, Gossmann, Alexej, Xing, Yu, Feistner, Carla, Dorigatt, Emilio, Drost, Felix, Scarcella, Daniele, Beer, Lisa, Marr, Carsten
We address the online combinatorial choice of weight multipliers for multi-objective optimization of many loss terms parameterized by neural works via a probabilistic graphical model (PGM) for the joint model parameter and multiplier evolution process, with a hypervolume based likelihood promoting multi-objective descent. The corresponding parameter and multiplier estimation as a sequential decision process is then cast into an optimal control problem, where the multi-objective descent goal is dispatched hierarchically into a series of constraint optimization sub-problems. The subproblem constraint automatically adapts itself according to Pareto dominance and serves as the setpoint for the low level multiplier controller to schedule loss landscapes via output feedback of each loss term. Our method is multiplier-free and operates at the timescale of epochs, thus saves tremendous computational resources compared to full training cycle multiplier tuning. It also circumvents the excessive memory requirements and heavy computational burden of existing multi-objective deep learning methods. We applied it to domain invariant variational auto-encoding with 6 loss terms on the PACS domain generalization task, and observed robust performance across a range of controller hyperparameters, as well as different multiplier initial conditions, outperforming other multiplier scheduling methods. We offered modular implementation of our method, admitting extension to custom definition of many loss terms.
DomainLab: A modular Python package for domain generalization in deep learning
Sun, Xudong, Feistner, Carla, Gossmann, Alexej, Schwarz, George, Umer, Rao Muhammad, Beer, Lisa, Rockenschaub, Patrick, Shrestha, Rahul Babu, Gruber, Armin, Chen, Nutan, Boushehri, Sayedali Shetab, Buettner, Florian, Marr, Carsten
Poor generalization performance caused by distribution shifts in unseen domains often hinders the trustworthy deployment of deep neural networks. Many domain generalization techniques address this problem by adding a domain invariant regularization loss terms during training. However, there is a lack of modular software that allows users to combine the advantages of different methods with minimal effort for reproducibility. DomainLab is a modular Python package for training user specified neural networks with composable regularization loss terms. Its decoupled design allows the separation of neural networks from regularization loss construction. Hierarchical combinations of neural networks, different domain generalization methods, and associated hyperparameters, can all be specified together with other experimental setup in a single configuration file. Hierarchical combinations of neural networks, different domain generalization methods, and associated hyperparameters, can all be specified together with other experimental setup in a single configuration file. In addition, DomainLab offers powerful benchmarking functionality to evaluate the generalization performance of neural networks in out-of-distribution data. The package supports running the specified benchmark on an HPC cluster or on a standalone machine. The package is well tested with over 95 percent coverage and well documented. From the user perspective, it is closed to modification but open to extension. The package is under the MIT license, and its source code, tutorial and documentation can be found at https://github.com/marrlab/DomainLab.
Joint Learning of Network Topology and Opinion Dynamics Based on Bandit Algorithms
Xing, Yu, Sun, Xudong, Johansson, Karl H.
We study joint learning of network topology and a mixed opinion dynamics, in which agents may have different update rules. Such a model captures the diversity of real individual interactions. We propose a learning algorithm based on multi-armed bandit algorithms to address the problem. The goal of the algorithm is to find each agent's update rule from several candidate rules and to learn the underlying network. At each iteration, the algorithm assumes that each agent has one of the updated rules and then modifies network estimates to reduce validation error. Numerical experiments show that the proposed algorithm improves initial estimates of the network and update rules, decreases prediction error, and performs better than other methods such as sparse linear regression and Gaussian process regression.
Learning-based Design of Luenberger Observers for Autonomous Nonlinear Systems
Niazi, Muhammad Umar B., Cao, John, Sun, Xudong, Das, Amritam, Johansson, Karl Henrik
Designing Luenberger observers for nonlinear systems involves the challenging task of transforming the state to an alternate coordinate system, possibly of higher dimensions, where the system is asymptotically stable and linear up to output injection. The observer then estimates the system's state in the original coordinates by inverting the transformation map. However, finding a suitable injective transformation whose inverse can be derived remains a primary challenge for general nonlinear systems. We propose a novel approach that uses supervised physics-informed neural networks to approximate both the transformation and its inverse. Our method exhibits superior generalization capabilities to contemporary methods and demonstrates robustness to both neural network's approximation errors and system uncertainties.
Hierarchical Domain Invariant Variational Auto-Encoding with weak domain supervision
Sun, Xudong, Buettner, Florian
We address the task of domain generalization, where the goal is to train a predictive model based on a number of domains such that it is able to generalize to a new, previously unseen domain. We choose a generative approach within the framework of variational autoencoders and propose a weakly supervised algorithm that is able to account for incomplete and hierarchical domain information. We show that our method is able to learn representations that disentangle domain-specific information from class-label specific information even in complex settings where an unobserved substructure is present in domains. Our interpretable method outperforms previously proposed generative algorithms for domain generalization and achieves competitive performance compared to state-of-the-art approaches, which are based on complex image-processing steps, on the standard domain generalization benchmark dataset PACS.
More Industry-friendly: Federated Learning with High Efficient Design
Li, Dingwei, Chang, Qinglong, Pang, Lixue, Zhang, Yanfang, Sun, Xudong, Ding, Jikun, Zhang, Liang
Although many achievements have been made since Google threw out the paradigm of federated learning (FL), there still exists much room for researchers to optimize its efficiency. In this paper, we propose a high efficient FL method equipped with the double head design aiming for personalization optimization over non-IID dataset, and the gradual model sharing design for communication saving. Experimental results show that, our method has more stable accuracy performance and better communication efficient across various data distributions than other state of art methods (SOTAs), makes it more industry-friendly.
Tutorial and Survey on Probabilistic Graphical Model and Variational Inference in Deep Reinforcement Learning
Sun, Xudong, Bischl, Bernd
Probabilistic Graphical Modeling and Variational Inference play an important role in recent advances in Deep Reinforcement Learning. Aiming at a self-consistent tutorial survey, this article illustrates basic concepts of reinforcement learning with Probabilistic Graphical Models, as well as derivation of some basic formula as a recap. Reviews and comparisons on recent advances in deep reinforcement learning with different research directions are made from various aspects. We offer Probabilistic Graphical Models, detailed explanation and derivation to several use cases of Variational Inference, which serve as a complementary material on top of the original contributions.
Resampling-based Assessment of Robustness to Distribution Shift for Deep Neural Networks
Sun, Xudong, Wang, Yu, Gossmann, Alexej, Bischl, Bernd
A novel resampling framework is proposed to evaluate the robustness and generalization capability of deep learning models with respect to distribution shift. We use Auto Encoder Variational Bayes to find a latent representation of the data, on which a Variational Gaussian Mixture Model is applied to deliberately create distribution shift by dividing the dataset into different clusters. Wasserstein distance is used to characterize the extent of distribution shift between the training and the testing data splits. We compare several conventional Convolutional Neural Network (CNN) architectures as well as Bayesian CNN models for image classification on the Fashion-MNIST dataset to assess their robustness under the deliberately created distribution shift.
Maximum Entropy-Regularized Multi-Goal Reinforcement Learning
Zhao, Rui, Sun, Xudong, Tresp, Volker
In Multi-Goal Reinforcement Learning, an agent learns to achieve multiple goals with a goal-conditioned policy. During learning, the agent first collects the trajectories into a replay buffer, and later these trajectories are selected randomly for replay. However, the achieved goals in the replay buffer are often biased towards the behavior policies. From a Bayesian perspective, when there is no prior knowledge about the target goal distribution, the agent should learn uniformly from diverse achieved goals. Therefore, we first propose a novel multi-goal RL objective based on weighted entropy. This objective encourages the agent to maximize the expected return, as well as to achieve more diverse goals. Secondly, we developed a maximum entropy-based prioritization framework to optimize the proposed objective. For evaluation of this framework, we combine it with Deep Deterministic Policy Gradient, both with or without Hindsight Experience Replay. On a set of multi-goal robotic tasks of OpenAI Gym, we compare our method with other baselines and show promising improvements in both performance and sample-efficiency.