Stanford University
Nonparametric Stochastic Contextual Bandits
Guan, Melody Y. (Stanford University) | Jiang, Heinrich (Google)
We analyze the K-armed bandit problem where the reward for each arm is a noisy realization based on an observed context under mild nonparametric assumptions.We attain tight results for top-arm identification and a sublinear regret of Õ ( T 1+ D / (2+ D ), where D is the context dimension, for a modified UCB algorithm that is simple to implement. We then give global intrinsic dimension dependent and ambient dimension independent regret bounds. We also discuss recovering topological structures within the context space based on expected bandit performance and provide an extension to infinite-armed contextual bandits. Finally, we experimentally show the improvement of our algorithm over existing approaches for both simulated tasks and MNIST image classification.
Synthesis of Programs from Multimodal Datasets
Thakoor, Shantanu (Stanford University) | Shah, Simoni (Indian Institute of Technology, Bombay) | Ramakrishnan, Ganesh (Indian Institute of Technology, Bombay) | Sanyal, Amitabha (Indian Institute of Technology, Bombay)
We describe MultiSynth, a framework for synthesizing domain-specific programs from a multimodal dataset of examples. Given a domain-specific language (DSL), a dataset is multimodal if there is no single program in the DSL that generalizes over all the examples. Further, even if the examples in the dataset were generalized in terms of a set of programs, the domains of these programs may not be disjoint, thereby leading to ambiguity in synthesis. MultiSynth is a framework that incorporates concepts of synthesizing programs with minimum generality, while addressing the need of accurate prediction. We show how these can be achieved through (i) transformation driven partitioning of the dataset, (ii) least general generalization, for a generalized specification of the input and the output, and (iii) learning to rank, for estimating feature weights in order to map an input to the most appropriate mode in case of ambiguity. We show the effectiveness of our framework in two domains: in the first case, we extend an existing approach for synthesizing programs for XML tree transformations to ambiguous multimodal datasets. In the second case, MultiSynth is used to preorder words for machine translation, by learning permutations of productions in the parse trees of the source side sentences. Our evaluations reflect the effectiveness of our approach.
Deterministic Policy Optimization by Combining Pathwise and Score Function Estimators for Discrete Action Spaces
Levy, Daniel (Stanford University) | Ermon, Stefano (Stanford University, Woods Institute for the Environment)
Policy optimization methods have shown great promise in solving complex reinforcement and imitation learning tasks. While model-free methods are broadly applicable, they often require many samples to optimize complex policies. Model-based methods greatly improve sample-efficiency but at the cost of poor generalization, requiring a carefully handcrafted model of the system dynamics for each task. Recently, hybrid methods have been successful in trading off applicability for improved sample-complexity. However, these have been limited to continuous action spaces. In this work, we present a new hybrid method based on an approximation of the dynamics as an expectation over the next state under the current policy. This relaxation allows us to derive a novel hybrid policy gradient estimator, combining score function and pathwise derivative estimators, that is applicable to discrete action spaces. We show significant gains in sample complexity, ranging between 1.7 and 25 times, when learning parameterized policies on Cart Pole, Acrobot, Mountain Car and Hand Mass. Our method is applicable to both discrete and continuous action spaces, when competing pathwise methods are limited to the latter.
Flow-GAN: Combining Maximum Likelihood and Adversarial Learning in Generative Models
Grover, Aditya (Stanford University) | Dhar, Manik (Stanford University) | Ermon, Stefano (Stanford University)
Adversarial learning of probabilistic models has recently emerged as a promising alternative to maximum likelihood. Implicit models such as generative adversarial networks (GAN) often generate better samples compared to explicit models trained by maximum likelihood. Yet, GANs sidestep the characterization of an explicit density which makes quantitative evaluations challenging. To bridge this gap, we propose Flow-GANs, a generative adversarial network for which we can perform exact likelihood evaluation, thus supporting both adversarial and maximum likelihood training. When trained adversarially, Flow-GANs generate high-quality samples but attain extremely poor log-likelihood scores, inferior even to a mixture model memorizing the training data; the opposite is true when trained by maximum likelihood. Results on MNIST and CIFAR-10 demonstrate that hybrid training can attain high held-out likelihoods while retaining visual fidelity in the generated samples.
Boosted Generative Models
Grover, Aditya (Stanford University) | Ermon, Stefano (Stanford University)
We propose a novel approach for using unsupervised boosting to create an ensemble of generative models, where models are trained in sequence to correct earlier mistakes. Our meta-algorithmic framework can leverage any existing base learner that permits likelihood evaluation, including recent deep expressive models. Further, our approach allows the ensemble to include discriminative models trained to distinguish real data from model-generated data. We show theoretical conditions under which incorporating a new model in the ensemble will improve the fit and empirically demonstrate the effectiveness of our black-box boosting algorithms on density estimation, classification, and sample generation on benchmark datasets for a wide range of generative models.
Who Said What: Modeling Individual Labelers Improves Classification
Guan, Melody Y. (Stanford University) | Gulshan, Varun (Google Brain) | Dai, Andrew M. (Google Brain) | Hinton, Geoffrey E. (Google Brain)
Data are often labeled by many different experts with each expert only labeling a small fraction of the data and each data point being labeled by several experts. This reduces the workload on individual experts and also gives a better estimate of the unobserved ground truth. When experts disagree, the standard approaches are to treat the majority opinion as the correct label or to model the correct label as a distribution. These approaches, however, do not make any use of potentially valuable information about which expert produced which label. To make use of this extra information, we propose modeling the experts individually and then learning averaging weights for combining them, possibly in sample-specific ways. This allows us to give more weight to more reliable experts and take advantage of the unique strengths of individual experts at classifying certain types of data. Here we show that our approach leads to improvements in computer-aided diagnosis of diabetic retinopathy. We also show that our method performs better than competing algorithms by Welinder and Perona (2010); Mnih and Hinton (2012). Our work offers an innovative approach for dealing with the myriad real-world settings that use expert opinions to define labels for training.
Efficiently Approximating the Pareto Frontier: Hydropower Dam Placement in the Amazon Basin
Wu, Xiaojian (Cornell University ) | Gomes-Selman, Jonathan (Stanford University) | Shi, Qinru (Cornell University) | Xue, Yexiang (Cornell University) | Garcia-Villacorta, Roosevelt (Cornell University) | Anderson, Elizabeth (Florida International University) | Sethi, Suresh (U.S. Geological Survey, New York Cooperative Fish and Wildlife Unit, Cornell University ) | Steinschneider, Scott (Cornell University) | Flecker, Alexander (Cornell University ) | Gomes, Carla (Cornell University )
Real-world problems are often not fully characterized by a single optimal solution, as they frequently involve multiple competing objectives; it is therefore important to identify the so-called Pareto frontier, which captures solution trade-offs. We propose a fully polynomial-time approximation scheme based on Dynamic Programming (DP) for computing a polynomially succinct curve that approximates the Pareto frontier to within an arbitrarily small epsilon > 0 on tree-structured networks. Given a set of objectives, our approximation scheme runs in time polynomial in the size of the instance and 1/epsilon. We also propose a Mixed Integer Programming (MIP) scheme to approximate the Pareto frontier. The DP and MIP Pareto frontier approaches have complementary strengths and are surprisingly effective. We provide empirical results showing that our methods outperform other approaches in efficiency and accuracy. Our work is motivated by a problem in computational sustainability concerning the proliferation of hydropower dams throughout the Amazon basin. Our goal is to support decision-makers in evaluating impacted ecosystem services on the full scale of the Amazon basin. Our work is general and can be applied to approximate the Pareto frontier of a variety of multiobjective problems on tree-structured networks.
Cellular Network Traffic Scheduling With Deep Reinforcement Learning
Chinchali, Sandeep (Stanford University) | Hu, Pan (Stanford University) | Chu, Tianshu (Uhana, Inc. ) | Sharma, Manu (Uhana, Inc.) | Bansal, Manu (Uhana, Inc.) | Misra, Rakesh (Uhana, Inc.) | Pavone, Marco (Stanford University) | Katti, Sachin (Stanford University)
Modern mobile networks are facing unprecedented growth in demand due to a new class of traffic from Internet of Things (IoT) devices such as smart wearables and autonomous cars. Future networks must schedule delay-tolerant software updates, data backup, and other transfers from IoT devices while maintaining strict service guarantees for conventional real-time applications such as voice-calling and video. This problem is extremely challenging because conventional traffic is highly dynamic across space and time, so its performance is significantly impacted if all IoT traffic is scheduled immediately when it originates. In this paper, we present a reinforcement learning (RL) based scheduler that can dynamically adapt to traffic variation, and to various reward functions set by network operators, to optimally schedule IoT traffic. Using 4 weeks of real network data from downtown Melbourne, Australia spanning diverse traffic patterns, we demonstrate that our RL scheduler can enable mobile networks to carry 14.7% more data with minimal impact on existing traffic, and outpeforms heuristic schedulers by more than 2x. Our work is a valuable step towards designing autonomous, "self-driving" networks that learn to manage themselves from past data.
Approximate Inference via Weighted Rademacher Complexity
Kuck, Jonathan (Stanford University) | Sabharwal, Ashish (Allen Institute for Artificial Intelligence) | Ermon, Stefano (Stanford University)
Rademacher complexity is often used to characterize the learnability of a hypothesis class and is known to be related to the class size. We leverage this observation and introduce a new technique for estimating the size of an arbitrary weighted set, defined as the sum of weights of all elements in the set. Our technique provides upper and lower bounds on a novel generalization of Rademacher complexity to the weighted setting in terms of the weighted set size. This generalizes Massart’s Lemma, a known upper bound on the Rademacher complexity in terms of the unweighted set size. We show that the weighted Rademacher complexity can be estimated by solving a randomly perturbed optimization problem, allowing us to derive high probability bounds on the size of any weighted set. We apply our method to the problems of calculating the partition function of an Ising model and computing propositional model counts (#SAT). Our experiments demonstrate that we can produce tighter bounds than competing methods in both the weighted and unweighted settings.
Beyond Sparsity: Tree Regularization of Deep Models for Interpretability
Wu, Mike (Stanford University) | Hughes, Michael C. (Harvard University) | Parbhoo, Sonali (University of Basel) | Zazzi, Maurizio (University of Siena) | Roth, Volker (University of Basel) | Doshi-Velez, Finale (Harvard University)
The lack of interpretability remains a key barrier to the adoption of deep models in many applications. In this work, we explicitly regularize deep models so human users might step through the process behind their predictions in little time. Specifically, we train deep time-series models so their class-probability predictions have high accuracy while being closely modeled by decision trees with few nodes. Using intuitive toy examples as well as medical tasks for treating sepsis and HIV, we demonstrate that this new tree regularization yields models that are easier for humans to simulate than simpler L1 or L2 penalties without sacrificing predictive power.