estimation function
Learning to Multitask
Multitask learning has shown promising performance in many applications and many multitask models have been proposed. In order to identify an effective multitask model for a given multitask problem, we propose a learning framework called Learning to MultiTask (L2MT). To achieve the goal, L2MT exploits historical multitask experience which is organized as a training set consisting of several tuples, each of which contains a multitask problem with multiple tasks, a multitask model, and the relative test error. Based on such training set, L2MT first uses a proposed layerwise graph neural network to learn task embeddings for all the tasks in a multitask problem and then learns an estimation function to estimate the relative test error based on task embeddings and the representation of the multitask model based on a unified formulation. Given a new multitask problem, the estimation function is used to identify a suitable multitask model. Experiments on benchmark datasets show the effectiveness of the proposed L2MT framework.
ESS-ReduNet: Enhancing Subspace Separability of ReduNet via Dynamic Expansion with Bayesian Inference
Yu, Xiaojie, Zhang, Haibo, Peng, Lizhi, Sun, Fengyang, Deng, Jeremiah
ReduNet is a deep neural network model that leverages the principle of maximal coding rate \textbf{redu}ction to transform original data samples into a low-dimensional, linear discriminative feature representation. Unlike traditional deep learning frameworks, ReduNet constructs its parameters explicitly layer by layer, with each layer's parameters derived based on the features transformed from the preceding layer. Rather than directly using labels, ReduNet uses the similarity between each category's spanned subspace and the data samples for feature updates at each layer. This may lead to features being updated in the wrong direction, impairing the correct construction of network parameters and reducing the network's convergence speed. To address this issue, based on the geometric interpretation of the network parameters, this paper presents ESS-ReduNet to enhance the separability of each category's subspace by dynamically controlling the expansion of the overall spanned space of the samples. Meanwhile, label knowledge is incorporated with Bayesian inference to encourage the decoupling of subspaces. Finally, stability, as assessed by the condition number, serves as an auxiliary criterion for halting training. Experiments on the ESR, HAR, Covertype, and Gas datasets demonstrate that ESS-ReduNet achieves more than 10x improvement in convergence compared to ReduNet. Notably, on the ESR dataset, the features transformed by ESS-ReduNet achieve a 47\% improvement in SVM classification accuracy.
A General Framework for Sample-Efficient Function Approximation in Reinforcement Learning
Chen, Zixiang, Li, Chris Junchi, Yuan, Angela, Gu, Quanquan, Jordan, Michael I.
Reinforcement learning (RL) is a decision-making process that seeks to maximize the expected reward when an agent interacts with the environment [Sutton and Barto, 2018]. Over the past decade, RL has gained increasing attention due to its successes in a wide range of domains, including Atari games [Mnih et al., 2013], Go game [Silver et al., 2016], autonomous driving [Yurtsever et al., 2020], Robotics [Kober et al., 2013], etc. Existing RL algorithms can be categorized into value-based algorithms such as Q-learning [Watkins, 1989] and policy-based algorithms such as policy gradient [Sutton et al., 1999]. They can also be categorized as a model-free approach where one directly models the value function classes, or alternatively, a model-based approach where one needs to estimate the transition probability. Due to the intractably large state and action spaces that are used to model the real-world complex environment, function approximation in RL has become prominent in both algorithm design and theoretical analysis. It is a pressing challenge to design sample-efficient RL algorithms with general function approximations. In the special case where the underlying Markov Decision Processes (MDPs) enjoy certain linear structures, several lines of works have achieved polynomial sample complexity and/or T regret guarantees under either model-free or model-based RL settings. For linear MDPs where the transition probability and the reward function admit linear structure, Yang and Wang [2019] developed a variant of Q-learning when granted access to a generative model, Jin et al. [2020] proposed an LSVI-UCB algorithm with a ร( d
Learning to Multitask
Zhang, Yu, Wei, Ying, Yang, Qiang
Multitask learning has shown promising performance in many applications and many multitask models have been proposed. In order to identify an effective multitask model for a given multitask problem, we propose a learning framework called Learning to MultiTask (L2MT). To achieve the goal, L2MT exploits historical multitask experience which is organized as a training set consisting of several tuples, each of which contains a multitask problem with multiple tasks, a multitask model, and the relative test error. Based on such training set, L2MT first uses a proposed layerwise graph neural network to learn task embeddings for all the tasks in a multitask problem and then learns an estimation function to estimate the relative test error based on task embeddings and the representation of the multitask model based on a unified formulation. Given a new multitask problem, the estimation function is used to identify a suitable multitask model.
Inference with Deep Generative Priors in High Dimensions
Pandit, Parthe, Sahraee-Ardakan, Mojtaba, Rangan, Sundeep, Schniter, Philip, Fletcher, Alyson K.
Deep generative priors offer powerful models for complex-structured data, such as images, audio, and text. Using these priors in inverse problems typically requires estimating the input and/or hidden signals in a multi-layer deep neural network from observation of its output. While these approaches have been successful in practice, rigorous performance analysis is complicated by the non-convex nature of the underlying optimization problems. This paper presents a novel algorithm, Multi-Layer Vector Approximate Message Passing (ML-VAMP), for inference in multi-layer stochastic neural networks. ML-VAMP can be configured to compute maximum a priori (MAP) or approximate minimum mean-squared error (MMSE) estimates for these networks. We show that the performance of ML-VAMP can be exactly predicted in a certain high-dimensional random limit. Furthermore, under certain conditions, ML-VAMP yields estimates that achieve the minimum (i.e., Bayes-optimal) MSE as predicted by the replica method. In this way, ML-VAMP provides a computationally efficient method for multi-layer inference with an exact performance characterization and testable conditions for optimality in the large-system limit.
Asymptotics of MAP Inference in Deep Networks
Pandit, Parthe, Sahraee, Mojtaba, Rangan, Sundeep, Fletcher, Alyson K.
Deep generative priors are a powerful tool for reconstruction problems with complex data such as images and text. Inverse problems using such models require solving an inference problem of estimating the input and hidden units of the multi-layer network from its output. Maximum a priori (MAP) estimation is a widely-used inference method as it is straightforward to implement, and has been successful in practice. However, rigorous analysis of MAP inference in multi-layer networks is difficult. This work considers a recently-developed method, multi-layer vector approximate message passing (ML-VAMP), to study MAP inference in deep networks. It is shown that the mean squared error of the ML-VAMP estimate can be exactly and rigorously characterized in a certain high-dimensional random limit. The proposed method thus provides a tractable method for MAP inference with exact performance guarantees.
Learning to Multitask
Zhang, Yu, Wei, Ying, Yang, Qiang
Multitask learning has shown promising performance in many applications and many multitask models have been proposed. In order to identify an effective multitask model for a given multitask problem, we propose a learning framework called Learning to MultiTask (L2MT). To achieve the goal, L2MT exploits historical multitask experience which is organized as a training set consisting of several tuples, each of which contains a multitask problem with multiple tasks, a multitask model, and the relative test error. Based on such training set, L2MT first uses a proposed layerwise graph neural network to learn task embeddings for all the tasks in a multitask problem and then learns an estimation function to estimate the relative test error based on task embeddings and the representation of the multitask model based on a unified formulation. Given a new multitask problem, the estimation function is used to identify a suitable multitask model. Experiments on benchmark datasets show the effectiveness of the proposed L2MT framework.
Learning to Multitask
Zhang, Yu, Wei, Ying, Yang, Qiang
Multitask learning has shown promising performance in many applications and many multitask models have been proposed. In order to identify an effective multitask model for a given multitask problem, we propose a learning framework called Learning to MultiTask (L2MT). To achieve the goal, L2MT exploits historical multitask experience which is organized as a training set consisting of several tuples, each of which contains a multitask problem with multiple tasks, a multitask model, and the relative test error. Based on such training set, L2MT first uses a proposed layerwise graph neural network to learn task embeddings for all the tasks in a multitask problem and then learns an estimation function to estimate the relative test error based on task embeddings and the representation of the multitask model based on a unified formulation. Given a new multitask problem, the estimation function is used to identify a suitable multitask model. Experiments on benchmark datasets show the effectiveness of the proposed L2MT framework.