Welling, Max
Mixed Variable Bayesian Optimization with Frequency Modulated Kernels
Oh, Changyong, Gavves, Efstratios, Welling, Max
The sample efficiency of Bayesian optimization(BO) is often boosted by Gaussian Process(GP) surrogate models. However, on mixed variable spaces, surrogate models other than GPs are prevalent, mainly due to the lack of kernels which can model complex dependencies across different types of variables. In this paper, we propose the frequency modulated (FM) kernel flexibly modeling dependencies among different types of variables, so that BO can enjoy the further improved sample efficiency. The FM kernel uses distances on continuous variables to modulate the graph Fourier spectrum derived from discrete variables. However, the frequency modulation does not always define a kernel with the similarity measure behavior which returns higher values for pairs of more similar points. Therefore, we specify and prove conditions for FM kernels to be positive definite and to exhibit the similarity measure behavior. In experiments, we demonstrate the improved sample efficiency of GP BO using FM kernels (BO-FM).On synthetic problems and hyperparameter optimization problems, BO-FM outperforms competitors consistently. Also, the importance of the frequency modulation principle is empirically demonstrated on the same problems. On joint optimization of neural architectures and SGD hyperparameters, BO-FM outperforms competitors including Regularized evolution(RE) and BOHB. Remarkably, BO-FM performs better even than RE and BOHB using three times as many evaluations.
Deep Policy Dynamic Programming for Vehicle Routing Problems
Kool, Wouter, van Hoof, Herke, Gromicho, Joaquim, Welling, Max
Routing problems are a class of combinatorial problems with many practical applications. Recently, end-to-end deep learning methods have been proposed to learn approximate solution heuristics for such problems. In contrast, classical dynamic programming (DP) algorithms can find optimal solutions, but scale badly with the problem size. We propose Deep Policy Dynamic Programming (DPDP), which aims to combine the strengths of learned neural heuristics with those of DP algorithms. DPDP prioritizes and restricts the DP state space using a policy derived from a deep neural network, which is trained to predict edges from example solutions. We evaluate our framework on the travelling salesman problem (TSP) and the vehicle routing problem (VRP) and show that the neural policy improves the performance of (restricted) DP algorithms, making them competitive to strong alternatives such as LKH, while also outperforming other `neural approaches' for solving TSPs and VRPs with 100 nodes.
E(n) Equivariant Graph Neural Networks
Satorras, Victor Garcia, Hoogeboom, Emiel, Welling, Max
This paper introduces a new model to learn graph neural networks equivariant to rotations, translations, reflections and permutations called E(n)- Equivariant Graph Neural Networks (EGNNs). In contrast with existing methods, our work does not require computationally expensive higher-order representations in intermediate layers while it still achieves competitive or better performance. In addition, whereas existing methods are limited to equivariance on 3 dimensional spaces, our model is easily scaled to higher-dimensional spaces. We demonstrate the effectiveness of our method on dynamical systems modelling, representation learning in graph autoencoders and predicting molecular properties.
Argmax Flows and Multinomial Diffusion: Towards Non-Autoregressive Language Models
Hoogeboom, Emiel, Nielsen, Didrik, Jaini, Priyank, Forrรฉ, Patrick, Welling, Max
The field of language modelling has been largely dominated by autoregressive models, for which sampling is inherently difficult to parallelize. This paper introduces two new classes of generative models for categorical data such as language or image segmentation: Argmax Flows and Multinomial Diffusion. Argmax Flows are defined by a composition of a continuous distribution (such as a normalizing flow), and an argmax function. To optimize this model, we learn a probabilistic inverse for the argmax that lifts the categorical data to a continuous space. Multinomial Diffusion gradually adds categorical noise in a diffusion process, for which the generative denoising process is learned. We demonstrate that our models perform competitively on language modelling and modelling of image segmentation maps.
Self Normalizing Flows
Keller, T. Anderson, Peters, Jorn W. T., Jaini, Priyank, Hoogeboom, Emiel, Forrรฉ, Patrick, Welling, Max
Efficient gradient computation of the Jacobian determinant term is a core problem of the normalizing flow framework. Thus, most proposed flow models either restrict to a function class with easy evaluation of the Jacobian determinant, or an efficient estimator thereof. However, these restrictions limit the performance of such density models, frequently requiring significant depth to reach desired performance levels. In this work, we propose Self Normalizing Flows, a flexible framework for training normalizing flows by replacing expensive terms in the gradient by learned approximate inverses at each layer. This reduces the computational complexity of each layer's exact update from $\mathcal{O}(D^3)$ to $\mathcal{O}(D^2)$, allowing for the training of flow architectures which were otherwise computationally infeasible, while also providing efficient sampling. We show experimentally that such models are remarkably stable and optimize to similar data likelihood values as their exact gradient counterparts, while surpassing the performance of their functionally constrained counterparts.
SurVAE Flows: Surjections to Bridge the Gap between VAEs and Flows
Nielsen, Didrik, Jaini, Priyank, Hoogeboom, Emiel, Winther, Ole, Welling, Max
Normalizing flows and variational autoencoders are powerful generative models that can represent complicated density functions. However, they both impose constraints on the models: Normalizing flows use bijective transformations to model densities whereas VAEs learn stochastic transformations that are non-invertible and thus typically do not provide tractable estimates of the marginal likelihood. In this paper, we introduce SurVAE Flows: A modular framework of composable transformations that encompasses VAEs and normalizing flows. SurVAE Flows bridge the gap between normalizing flows and VAEs with surjective transformations, wherein the transformations are deterministic in one direction -- thereby allowing exact likelihood computation, and stochastic in the reverse direction -- hence providing a lower bound on the corresponding likelihood. We show that several recently proposed methods, including dequantization and augmented normalizing flows, can be expressed as SurVAE Flows. Finally, we introduce common operations such as the max value, the absolute value, sorting and stochastic permutation as composable layers in SurVAE Flows.
The Convolution Exponential and Generalized Sylvester Flows
Hoogeboom, Emiel, Satorras, Victor Garcia, Tomczak, Jakub M., Welling, Max
This paper introduces a new method to build linear flows, by taking the exponential of a linear transformation. This linear transformation does not need to be invertible itself, and the exponential has the following desirable properties: it is guaranteed to be invertible, its inverse is straightforward to compute and the log Jacobian determinant is equal to the trace of the linear transformation. An important insight is that the exponential can be computed implicitly, which allows the use of convolutional layers. Using this insight, we develop new invertible transformations named convolution exponentials and graph convolution exponentials, which retain the equivariance of their underlying transformations. In addition, we generalize Sylvester Flows and propose Convolutional Sylvester Flows which are based on the generalization and the convolution exponential as basis change. Empirically, we show that the convolution exponential outperforms other linear transformations in generative flows on CIFAR10 and the graph convolution exponential improves the performance of graph normalizing flows. In addition, we show that Convolutional Sylvester Flows improve performance over residual flows as a generative flow model measured in log-likelihood.
Natural Graph Networks
de Haan, Pim, Cohen, Taco, Welling, Max
Conventional neural message passing algorithms are invariant under permutation of the messages and hence forget how the information flows through the network. Studying the local symmetries of graphs, we propose a more general algorithm that uses different kernels on different edges, making the network equivariant to local and global graph isomorphisms and hence more expressive. Using elementary category theory, we formalize many distinct equivariant neural networks as natural networks, and show that their kernels are 'just' a natural transformation between two functors. We give one practical instantiation of a natural network on graphs which uses a equivariant message network parameterization, yielding good performance on several benchmarks.
Federated Learning of User Authentication Models
Hosseini, Hossein, Yun, Sungrack, Park, Hyunsin, Louizos, Christos, Soriaga, Joseph, Welling, Max
Machine learning-based User Authentication (UA) models have been widely deployed in smart devices. UA models are trained to map input data of different users to highly separable embedding vectors, which are then used to accept or reject new inputs at test time. Training UA models requires having direct access to the raw inputs and embedding vectors of users, both of which are privacy-sensitive information. In this paper, we propose Federated User Authentication (FedUA), a framework for privacy-preserving training of UA models. FedUA adopts federated learning framework to enable a group of users to jointly train a model without sharing the raw inputs. It also allows users to generate their embeddings as random binary vectors, so that, unlike the existing approach of constructing the spread out embeddings by the server, the embedding vectors are kept private as well. We show our method is privacy-preserving, scalable with number of users, and allows new users to be added to training without changing the output layer. Our experimental results on the VoxCeleb dataset for speaker verification shows our method reliably rejects data of unseen users at very high true positive rates.
A Data and Compute Efficient Design for Limited-Resources Deep Learning
Mohamed, Mirgahney, Cesa, Gabriele, Cohen, Taco S., Welling, Max
Thanks to their improved data efficiency, equivariant neural networks have gained increased interest in the deep learning community. They have been successfully applied in the medical domain where symmetries in the data can be effectively exploited to build more accurate and robust models. To be able to reach a much larger body of patients, mobile, on-device implementations of deep learning solutions have been developed for medical applications. However, equivariant models are commonly implemented using large and computationally expensive architectures, not suitable to run on mobile devices. In this work, we design and test an equivariant version of MobileNetV2 and further optimize it with model quantization to enable more efficient inference. We achieve close-to state of the art performance on the Patch Camelyon (PCam) medical dataset while being more computationally efficient.