Sampling with Trustworthy Constraints: A Variational Gradient Framework
Sampling-based inference and learning techniques, especially Bayesian inference, provide an essential approach to handling uncertainty in machine learning (ML). As these techniques are increasingly used in daily life, it becomes essential to safeguard the ML systems with various trustworthy-related constraints, such as fairness, safety, interpretability. Mathematically, enforcing these constraints in probabilistic inference can be cast into sampling from intractable distributions subject to general nonlinear constraints, for which practical efficient algorithms are still largely missing. In this work, we propose a family of constrained sampling algorithms which generalize Langevin Dynamics (LD) and Stein Variational Gradient Descent (SVGD) to incorporate a moment constraint specified by a general nonlinear function. By exploiting the gradient flow structure of LD and SVGD, we derive two types of algorithms for handling constraints, including a primal-dual gradient approach and the constraint controlled gradient descent approach. We investigate the continuous-time mean-field limit of these algorithms and show that they have O(1/t) convergence under mild conditions. Moreover, the LD variant converges linearly assuming that a log Sobolev like inequality holds. Various numerical experiments are conducted to demonstrate the efficiency of our algorithms in trustworthy settings.
Tight last-iterate convergence rates for no-regret learning in multi-player games
We study the question of obtaining last-iterate convergence rates for no-regret learning algorithms in multi-player games. We show that the optimistic gradient (OG) algorithm with a constant step-size, which is no-regret, achieves a last-iterate rate of O(1/ T) with respect to the gap function in smooth monotone games. This result addresses a question of Mertikopoulos & Zhou (2018), who asked whether extra-gradient approaches (such as OG) can be applied to achieve improved guarantees in the multi-agent learning setting. The proof of our upper bound uses a new technique centered around an adaptive choice of potential function at each iteration. We also show that the O(1/ T) rate is tight for all p-SCLI algorithms, which includes OG as a special case. As a byproduct of our lower bound analysis we additionally present a proof of a conjecture of Arjevani et al. (2015) which is more direct than previous approaches.
Tight last-iterate convergence rates for no-regret learning in multi-player games
We study the question of obtaining last-iterate convergence rates for no-regret learning algorithms in multi-player games. We show that the optimistic gradient (OG) algorithm with a constant step-size, which is no-regret, achieves a last-iterate rate of O(1/ p T) with respect to the gap function in smooth monotone games. This result addresses a question of Mertikopoulos & Zhou (2018), who asked whether extra-gradient approaches (such as OG) can be applied to achieve improved guarantees in the multi-agent learning setting. The proof of our upper bound uses a new technique centered around an adaptive choice of potential function at each iteration. We also show that the O(1/ p T) rate is tight for all p-SCLI algorithms, which includes OG as a special case. As a byproduct of our lower bound analysis we additionally present a proof of a conjecture of Arjevani et al. (2015) which is more direct than previous approaches.
Bayes beats Cross Validation: Fast and Accurate Ridge Regression via Expectation Maximization
We present a novel method for tuning the regularization hyper-parameter, ฮป, of a ridge regression that is faster to compute than leave-one-out cross-validation (LOOCV) while yielding estimates of the regression parameters of equal, or particularly in the setting of sparse covariates, superior quality to those obtained by minimising the LOOCV risk. The LOOCV risk can suffer from multiple and bad local minima for finite n and thus requires the specification of a set of candidate ฮป, which can fail to provide good solutions. In contrast, we show that the proposed method is guaranteed to find a unique optimal solution for large enough n, under relatively mild conditions, without requiring the specification of any difficult to determine hyper-parameters. This is based on a Bayesian formulation of ridge regression that we prove to have a unimodal posterior for large enough n, allowing for both the optimal ฮป and the regression coefficients to be jointly learned within an iterative expectation maximization (EM) procedure. Importantly, we show that by utilizing an appropriate preprocessing step, a single iteration of the main EM loop can be implemented in O(min(n, p)) operations, for input data with n rows and p columns.
Meta-Learning with Adaptive Hyperparameters
The ability to quickly learn and generalize from only few examples is an essential goal of few-shot learning. Meta-learning algorithms effectively tackle the problem by learning how to learn novel tasks. In particular, model-agnostic meta-learning (MAML) encodes the prior knowledge into a trainable initialization, which allowed for fast adaptation to few examples. Despite its popularity, several recent works question the effectiveness of MAML initialization especially when test tasks are different from training tasks, thus suggesting various methodologies to improve the initialization. Instead of searching for a better initialization, we focus on a complementary factor in MAML framework, the inner-loop optimization (or fast adaptation). Consequently, we propose a new weight update rule that greatly enhances the fast adaptation process. Specifically, we introduce a small metanetwork that can adaptively generate per-step hyperparameters: learning rate and weight decay coefficients. The experimental results validate that the Adaptive Learning of hyperparameters for Fast Adaptation (ALFA) is the equally important ingredient that was often neglected in the recent few-shot learning approaches. Surprisingly, fast adaptation from random initialization with ALFA can already outperform MAML.
ee89223a2b625b5152132ed77abbcc79-AuthorFeedback.pdf
We thank all the reviewers for helpful feedback. We will do our best to answer the reviewers' questions and concerns. Because we could not address all the issues due to the lack of space, we will try to include them in the final version. We will include the experimental results with more detailed analysis in the final version of the paper. Although Ravi et al.[28] include these adaptive properties, We will include clearer discussion with prior works in the updated version of the paper.
OpenAI has released its first research into how using ChatGPT affects people's emotional wellbeing
The researchers found some intriguing differences between how men and women respond to using ChatGPT. After using the chatbot for four weeks, female study participants were slightly less likely to socialize with people than their male counterparts who did the same. Meanwhile, participants who interacted with ChatGPT's voice mode in a gender that was not their own for their interactions reported significantly higher levels of loneliness and more emotional dependency on the chatbot at the end of the experiment. OpenAI plans to submit both studies to peer-reviewed journals. Chatbots powered by large language models are still a nascent technology, and it's difficult to study how they affect us emotionally.