Xiong, Wei
KoopmanLab: machine learning for solving complex physics equations
Xiong, Wei, Ma, Muyuan, Huang, Xiaomeng, Zhang, Ziyang, Sun, Pei, Tian, Yang
Numerous physics theories are rooted in partial differential equations (PDEs). However, the increasingly intricate physics equations, especially those that lack analytic solutions or closed forms, have impeded the further development of physics. Computationally solving PDEs by classic numerical approaches suffers from the trade-off between accuracy and efficiency and is not applicable to the empirical data generated by unknown latent PDEs. To overcome this challenge, we present KoopmanLab, an efficient module of the Koopman neural operator family, for learning PDEs without analytic solutions or closed forms. Our module consists of multiple variants of the Koopman neural operator (KNO), a kind of mesh-independent neural-network-based PDE solvers developed following dynamic system theory. The compact variants of KNO can accurately solve PDEs with small model sizes while the large variants of KNO are more competitive in predicting highly complicated dynamic systems govern by unknown, high-dimensional, and non-linear PDEs. All variants are validated by mesh-independent and long-term prediction experiments implemented on representative PDEs (e.g., the Navier-Stokes equation and the Bateman-Burgers equation in fluid mechanics) and ERA5 (i.e., one of the largest high-resolution global-scale climate data sets in earth physics). These demonstrations suggest the potential of KoopmanLab to be a fundamental tool in diverse physics studies related to equations or dynamic systems.
Nearly Minimax Optimal Offline Reinforcement Learning with Linear Function Approximation: Single-Agent MDP and Markov Game
Xiong, Wei, Zhong, Han, Shi, Chengshuai, Shen, Cong, Wang, Liwei, Zhang, Tong
Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature, the minimax optimality has only been (nearly) established for tabular Markov decision processes (MDPs). In this paper, we focus on offline RL with linear function approximation and propose a new pessimism-based algorithm for offline linear MDP. At the core of our algorithm is the uncertainty decomposition via a reference function, which is new in the literature of offline RL under linear function approximation. Theoretical analysis demonstrates that our algorithm can match the performance lower bound up to logarithmic factors. We also extend our techniques to the two-player zero-sum Markov games (MGs), and establish a new performance lower bound for MGs, which tightens the existing result, and verifies the nearly minimax optimality of the proposed algorithm. To the best of our knowledge, these are the first computationally efficient and nearly minimax optimal algorithms for offline single-agent MDPs and MGs with linear function approximation.
ZhichunRoad at Amazon KDD Cup 2022: MultiTask Pre-Training for E-Commerce Product Search
Cui, Xuange, Xiong, Wei, Wang, Songlin
In this paper, we propose a robust multilingual model to improve the quality of search results. Our model not only leverage the processed class-balanced dataset, but also benefit from multitask pre-training that leads to more general representations. In pre-training stage, we adopt mlm task, classification task and contrastive learning task to achieve considerably performance. In fine-tuning stage, we use confident learning, exponential moving average method (EMA), adversarial training (FGM) and regularized dropout strategy (R-Drop) to improve the model's generalization and robustness. Moreover, we use a multi-granular semantic unit to discover the queries and products textual metadata for enhancing the representation of the model. Our approach obtained competitive results and ranked top-8 in three tasks. We release the source code and pre-trained models associated with this work.
Koopman neural operator as a mesh-free solver of non-linear partial differential equations
Xiong, Wei, Huang, Xiaomeng, Zhang, Ziyang, Deng, Ruixuan, Sun, Pei, Tian, Yang
The lacking of analytic solutions of diverse partial differential equations (PDEs) gives birth to series of computational techniques for numerical solutions. In machine learning, numerous latest advances of solver designs are accomplished in developing neural operators, a kind of mesh-free approximators of the infinite-dimensional operators that map between different parameterization spaces of equation solutions. Although neural operators exhibit generalization capacities for learning an entire PDE family simultaneously, they become less accurate and explainable while learning long-term behaviours of non-linear PDE families. In this paper, we propose Koopman neural operator (KNO), a new neural operator, to overcome these challenges. With the same objective of learning an infinite-dimensional mapping between Banach spaces that serves as the solution operator of target PDE family, our approach differs from existing models by formulating a non-linear dynamic system of equation solution. By approximating the Koopman operator, an infinite-dimensional linear operator governing all possible observations of the dynamic system, to act on the flow mapping of dynamic system, we can equivalently learn the solution of an entire non-linear PDE family by solving simple linear prediction problems. In zero-shot prediction and long-term prediction experiments on representative PDEs (e.g., the Navier-Stokes equation), KNO exhibits notable advantages in breaking the tradeoff between accuracy and efficiency (e.g., model size) while previous state-of-the-art models are limited. These results suggest that more efficient PDE solvers can be developed by the joint efforts from physics and machine learning.
Pessimistic Minimax Value Iteration: Provably Efficient Equilibrium Learning from Offline Datasets
Zhong, Han, Xiong, Wei, Tan, Jiyuan, Wang, Liwei, Zhang, Tong, Wang, Zhaoran, Yang, Zhuoran
We study episodic two-player zero-sum Markov games (MGs) in the offline setting, where the goal is to find an approximate Nash equilibrium (NE) policy pair based on a dataset collected a priori. When the dataset does not have uniform coverage over all policy pairs, finding an approximate NE involves challenges in three aspects: (i) distributional shift between the behavior policy and the optimal policy, (ii) function approximation to handle large state space, and (iii) minimax optimization for equilibrium solving. We propose a pessimism-based algorithm, dubbed as pessimistic minimax value iteration (PMVI), which overcomes the distributional shift by constructing pessimistic estimates of the value functions for both players and outputs a policy pair by solving NEs based on the two value functions. Furthermore, we establish a data-dependent upper bound on the suboptimality which recovers a sublinear rate without the assumption on uniform coverage of the dataset. We also prove an information-theoretical lower bound, which suggests that the data-dependent term in the upper bound is intrinsic. Our theoretical results also highlight a notion of "relative uncertainty", which characterizes the necessary and sufficient condition for achieving sample efficiency in offline MGs. To the best of our knowledge, we provide the first nearly minimax optimal result for offline MGs with function approximation.
(Almost) Free Incentivized Exploration from Decentralized Learning Agents
Shi, Chengshuai, Xu, Haifeng, Xiong, Wei, Shen, Cong
Incentivized exploration in multi-armed bandits (MAB) has witnessed increasing interests and many progresses in recent years, where a principal offers bonuses to agents to do explorations on her behalf. However, almost all existing studies are confined to temporary myopic agents. In this work, we break this barrier and study incentivized exploration with multiple and long-term strategic agents, who have more complicated behaviors that often appear in real-world applications. An important observation of this work is that strategic agents' intrinsic needs of learning benefit (instead of harming) the principal's explorations by providing "free pulls". Moreover, it turns out that increasing the population of agents significantly lowers the principal's burden of incentivizing. The key and somewhat surprising insight revealed from our results is that when there are sufficiently many learning agents involved, the exploration process of the principal can be (almost) free. Our main results are built upon three novel components which may be of independent interest: (1) a simple yet provably effective incentive-provision strategy; (2) a carefully crafted best arm identification algorithm for rewards aggregated under unequal confidences; (3) a high-probability finite-time lower bound of UCB algorithms. Experimental results are provided to complement the theoretical analysis.
Heterogeneous Multi-player Multi-armed Bandits: Closing the Gap and Generalization
Shi, Chengshuai, Xiong, Wei, Shen, Cong, Yang, Jing
Despite the significant interests and many progresses in decentralized multi-player multi-armed bandits (MP-MAB) problems in recent years, the regret gap to the natural centralized lower bound in the heterogeneous MP-MAB setting remains open. In this paper, we propose BEACON -- Batched Exploration with Adaptive COmmunicatioN -- that closes this gap. BEACON accomplishes this goal with novel contributions in implicit communication and efficient exploration. For the former, we propose a novel adaptive differential communication (ADC) design that significantly improves the implicit communication efficiency. For the latter, a carefully crafted batched exploration scheme is developed to enable incorporation of the combinatorial upper confidence bound (CUCB) principle. We then generalize the existing linear-reward MP-MAB problems, where the system reward is always the sum of individually collected rewards, to a new MP-MAB problem where the system reward is a general (nonlinear) function of individual rewards. We extend BEACON to solve this problem and prove a logarithmic regret. BEACON bridges the algorithm design and regret analysis of combinatorial MAB (CMAB) and MP-MAB, two largely disjointed areas in MAB, and the results in this paper suggest that this previously ignored connection is worth further investigation. Supplementary Material: pdf
PMGT-VR: A decentralized proximal-gradient algorithmic framework with variance reduction
Ye, Haishan, Xiong, Wei, Zhang, Tong
This paper considers the decentralized composite optimization problem. We propose a novel decentralized variance-reduced proximal-gradient algorithmic framework, called PMGT-VR, which is based on a combination of several techniques including multi-consensus, gradient tracking, and variance reduction. The proposed framework relies on an imitation of centralized algorithms and we demonstrate that algorithms under this framework achieve convergence rates similar to that of their centralized counterparts. We also describe and analyze two representative algorithms, PMGT-SAGA and PMGT-LSVRG, and compare them to existing state-of-the-art proximal algorithms. To the best of our knowledge, PMGT-VR is the first variance-reduction method that can solve decentralized composite optimization problems. Numerical experiments are provided to demonstrate the effectiveness of the proposed algorithms.
BERT2DNN: BERT Distillation with Massive Unlabeled Data for Online E-Commerce Search
Jiang, Yunjiang, Shang, Yue, Liu, Ziyang, Shen, Hongwei, Xiao, Yun, Xiong, Wei, Xu, Sulong, Yan, Weipeng, Jin, Di
Relevance has significant impact on user experience and business profit for e-commerce search platform. In this work, we propose a data-driven framework for search relevance prediction, by distilling knowledge from BERT and related multi-layer Transformer teacher models into simple feed-forward networks with large amount of unlabeled data. The distillation process produces a student model that recovers more than 97\% test accuracy of teacher models on new queries, at a serving cost that's several magnitude lower (latency 150x lower than BERT-Base and 15x lower than the most efficient BERT variant, TinyBERT). The applications of temperature rescaling and teacher model stacking further boost model accuracy, without increasing the student model complexity. We present experimental results on both in-house e-commerce search relevance data as well as a public data set on sentiment analysis from the GLUE benchmark. The latter takes advantage of another related public data set of much larger scale, while disregarding its potentially noisy labels. Embedding analysis and case study on the in-house data further highlight the strength of the resulting model. By making the data processing and model training source code public, we hope the techniques presented here can help reduce energy consumption of the state of the art Transformer models and also level the playing field for small organizations lacking access to cutting edge machine learning hardwares.