Privacy-preserving machine learning has become a key conundrum for multi-party artificial intelligence. Federated learning (FL) and Split Learning (SL) are two frameworks that enable collaborative learning while keeping the data private (on device). In FL, each data holder trains a model locally and releases it to a central server for aggregation. In SL, the clients must release individual cut-layer activations (smashed data) to the server and wait for its response (during both inference and back propagation). While relevant in several settings, both of these schemes have a high communication cost, rely on server-level computation algorithms and do not allow for tunable levels of collaboration. In this work, we present a novel approach for privacy-preserving machine learning, where the clients collaborate via online knowledge distillation using a contrastive loss (contrastive w.r.t. the labels). The goal is to ensure that the participants learn similar features on similar classes without sharing their input data. To do so, each client releases averaged last hidden layer activations of similar labels to a central server that only acts as a relay (i.e., is not involved in the training or aggregation of the models). Then, the clients download these last layer activations (feature representations) of the ensemble of users and distill their knowledge in their personal model using a contrastive objective. For cross-device applications (i.e., small local datasets and limited computational capacity), this approach increases the utility of the models compared to independent learning and other federated knowledge distillation (FD) schemes, is communication efficient and is scalable with the number of clients. We prove theoretically that our framework is well-posed, and we benchmark its performance against standard FD and FL on various datasets using different model architectures.
We establish a broad methodological foundation for mixed-integer optimization with learned constraints. We propose an end-to-end pipeline for data-driven decision making in which constraints and objectives are directly learned from data using machine learning, and the trained models are embedded in an optimization formulation. We exploit the mixed-integer optimization-representability of many machine learning methods, including linear models, decision trees, ensembles, and multi-layer perceptrons, which allows us to capture various underlying relationships between decisions, contextual variables, and outcomes. We also introduce two approaches for handling the inherent uncertainty of learning from data. First, we characterize a decision trust region using the convex hull of the observations, to ensure credible recommendations and avoid extrapolation. We efficiently incorporate this representation using column generation and propose a more flexible formulation to deal with low-density regions and high-dimensional datasets. Then, we propose an ensemble learning approach that enforces constraint satisfaction over multiple bootstrapped estimators or multiple algorithms. In combination with domain-driven components, the embedded models and trust region define a mixed-integer optimization problem for prescription generation. We implement this framework as a Python package (OptiCL) for practitioners. We demonstrate the method in both World Food Programme planning and chemotherapy optimization. The case studies illustrate the framework's ability to generate high-quality prescriptions as well as the value added by the trust region, the use of ensembles to control model robustness, the consideration of multiple machine learning methods, and the inclusion of multiple learned constraints.
The Dutch power market includes a day-ahead market and an auction-like intraday balancing market. The varying supply and demand of power and its uncertainty induces an imbalance, which causes differing power prices in these two markets and creates an opportunity for arbitrage. In this paper, we present collaborative dual-agent reinforcement learning (RL) for bi-level simulation and optimization of European power arbitrage trading. Moreover, we propose two novel practical implementations specifically addressing the electricity power market. Leveraging the concept of imitation learning, the RL agent's reward is reformed by taking into account prior domain knowledge results in better convergence during training and, moreover, improves and generalizes performance. In addition, tranching of orders improves the bidding success rate and significantly raises the P&L. We show that each method contributes significantly to the overall performance uplifting, and the integrated methodology achieves about three-fold improvement in cumulative P&L over the original agent, as well as outperforms the highest benchmark policy by around 50% while exhibits efficient computational performance.
Several low-bandwidth distributable black-box optimization algorithms in the family of finite differences such as Evolution Strategies have recently been shown to perform nearly as well as tailored Reinforcement Learning methods in some Reinforcement Learning domains. One shortcoming of these black-box methods is that they must collect information about the structure of the return function at every update, and can often employ only information drawn from a distribution centered around the current parameters. As a result, when these algorithms are distributed across many machines, a significant portion of total runtime may be spent with many machines idle, waiting for a final return and then for an update to be calculated. In this work we introduce a novel method to use older data in finite difference algorithms, which produces a scalable algorithm that avoids significant idle time or wasted computation.
Deep learning has redefined the field of artificial intelligence (AI) thanks to the rise of artificial neural networks, which are architectures inspired by their neurological counterpart in the brain. Through the years, this dualism between AI and neuroscience has brought immense benefits to both fields, allowing neural networks to be used in dozens of applications. These networks use an efficient implementation of reverse differentiation, called backpropagation (BP). This algorithm, however, is often criticized for its biological implausibility (e.g., lack of local update rules for the parameters). Therefore, biologically plausible learning methods that rely on predictive coding (PC), a framework for describing information processing in the brain, are increasingly studied. Recent works prove that these methods can approximate BP up to a certain margin on multilayer perceptrons (MLPs), and asymptotically on any other complex model, and that zero-divergence inference learning (Z-IL), a variant of PC, is able to exactly implement BP on MLPs. However, the recent literature shows also that there is no biologically plausible method yet that can exactly replicate the weight update of BP on complex models. To fill this gap, in this paper, we generalize (PC and) Z-IL by directly defining them on computational graphs, and show that it can perform exact reverse differentiation. What results is the first biologically plausible algorithm that is equivalent to BP in the way of updating parameters on any neural network, providing a bridge between the interdisciplinary research of neuroscience and deep learning.
Knowledge graphs represent factual knowledge about the world as relationships between concepts and are critical for intelligent decision making in enterprise applications. New knowledge is inferred from the existing facts in the knowledge graphs by encoding the concepts and relations into low-dimensional feature vector representations. The most effective representations for this task, called Knowledge Graph Embeddings (KGE), are learned through neural network architectures. Due to their impressive predictive performance, they are increasingly used in high-impact domains like healthcare, finance and education. However, are the black-box KGE models adversarially robust for use in domains with high stakes? This thesis argues that state-of-the-art KGE models are vulnerable to data poisoning attacks, that is, their predictive performance can be degraded by systematically crafted perturbations to the training knowledge graph. To support this argument, two novel data poisoning attacks are proposed that craft input deletions or additions at training time to subvert the learned model's performance at inference time. These adversarial attacks target the task of predicting the missing facts in knowledge graphs using KGE models, and the evaluation shows that the simpler attacks are competitive with or outperform the computationally expensive ones. The thesis contributions not only highlight and provide an opportunity to fix the security vulnerabilities of KGE models, but also help to understand the black-box predictive behaviour of KGE models.
The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.
Heterogeneous graph neural networks (HGNNs) as an emerging technique have shown superior capacity of dealing with heterogeneous information network (HIN). However, most HGNNs follow a semi-supervised learning manner, which notably limits their wide use in reality since labels are usually scarce in real applications. Recently, contrastive learning, a self-supervised method, becomes one of the most exciting learning paradigms and shows great potential when there are no labels. In this paper, we study the problem of self-supervised HGNNs and propose a novel co-contrastive learning mechanism for HGNNs, named HeCo. Different from traditional contrastive learning which only focuses on contrasting positive and negative samples, HeCo employs cross-viewcontrastive mechanism. Specifically, two views of a HIN (network schema and meta-path views) are proposed to learn node embeddings, so as to capture both of local and high-order structures simultaneously. Then the cross-view contrastive learning, as well as a view mask mechanism, is proposed, which is able to extract the positive and negative embeddings from two views. This enables the two views to collaboratively supervise each other and finally learn high-level node embeddings. Moreover, two extensions of HeCo are designed to generate harder negative samples with high quality, which further boosts the performance of HeCo. Extensive experiments conducted on a variety of real-world networks show the superior performance of the proposed methods over the state-of-the-arts.
Graph Neural Networks (GNNs) have received considerable attention on graph-structured data learning for a wide variety of tasks. The well-designed propagation mechanism which has been demonstrated effective is the most fundamental part of GNNs. Although most of GNNs basically follow a message passing manner, litter effort has been made to discover and analyze their essential relations. In this paper, we establish a surprising connection between different propagation mechanisms with a unified optimization problem, showing that despite the proliferation of various GNNs, in fact, their proposed propagation mechanisms are the optimal solution optimizing a feature fitting function over a wide class of graph kernels with a graph regularization term. Our proposed unified optimization framework, summarizing the commonalities between several of the most representative GNNs, not only provides a macroscopic view on surveying the relations between different GNNs, but also further opens up new opportunities for flexibly designing new GNNs. With the proposed framework, we discover that existing works usually utilize naive graph convolutional kernels for feature fitting function, and we further develop two novel objective functions considering adjustable graph kernels showing low-pass or high-pass filtering capabilities respectively. Moreover, we provide the convergence proofs and expressive power comparisons for the proposed models. Extensive experiments on benchmark datasets clearly show that the proposed GNNs not only outperform the state-of-the-art methods but also have good ability to alleviate over-smoothing, and further verify the feasibility for designing GNNs with our unified optimization framework.
Pre-training text representations has recently been shown to significantly improve the state-of-the-art in many natural language processing tasks. The central goal of pre-training is to learn text representations that are useful for subsequent tasks. However, existing approaches are optimized by minimizing a proxy objective, such as the negative log likelihood of language modeling. In this work, we introduce a learning algorithm which directly optimizes model's ability to learn text representations for effective learning of downstream tasks. We show that there is an intrinsic connection between multi-task pre-training and model-agnostic meta-learning with a sequence of meta-train steps. The standard multi-task learning objective adopted in BERT is a special case of our learning algorithm where the depth of meta-train is zero. We study the problem in two settings: unsupervised pre-training and supervised pre-training with different pre-training objects to verify the generality of our approach.Experimental results show that our algorithm brings improvements and learns better initializations for a variety of downstream tasks.
Recently, graph neural networks (GNNs) have revolutionized the field of graph representation learning through effectively learned node embeddings, and achieved state-of-the-art results in tasks such as node classification and link prediction. However, current GNN methods are inherently flat and do not learn hierarchical representations of graphs---a limitation that is especially problematic for the task of graph classification, where the goal is to predict the label associated with an entire graph. Here we propose DiffPool, a differentiable graph pooling module that can generate hierarchical representations of graphs and can be combined with various graph neural network architectures in an end-to-end fashion. DiffPool learns a differentiable soft cluster assignment for nodes at each layer of a deep GNN, mapping nodes to a set of clusters, which then form the coarsened input for the next GNN layer. Our experimental results show that combining existing GNN methods with DiffPool yields an average improvement of 5-10% accuracy on graph classification benchmarks, compared to all existing pooling approaches, achieving a new state-of-the-art on four out of five benchmark data sets.