Inspired by recent strides in empirical efficacy of implicit learning in many robotics tasks, we seek to understand the theoretical benefits of implicit formulations in the face of nearly discontinuous functions, common characteristics for systems that make and break contact with the environment such as in legged locomotion and manipulation. We present and motivate three formulations for learning a function: one explicit and two implicit. We derive generalization bounds for each of these three approaches, exposing where explicit and implicit methods alike based on prediction error losses typically fail to produce tight bounds, in contrast to other implicit methods with violation-based loss definitions that can be fundamentally more robust to steep slopes. Furthermore, we demonstrate that this violation implicit loss can tightly bound graph distance, a quantity that often has physical roots and handles noise in inputs and outputs alike, instead of prediction losses which consider output noise only. Our insights into the generalizability and physical relevance of violation implicit formulations match evidence from prior works and are validated through a toy problem, inspired by rigid-contact models and referenced throughout our theoretical analysis.
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Between Stochastic and Adversarial Online Convex Optimization: Improved Regret Bounds via Smoothness
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of the world between these extremes. In this work we establish novel regret bounds for online convex optimization in a setting that interpolates between stochastic i.i.d. and fully adversarial losses. By exploiting smoothness of the expected losses, these bounds replace a dependence on the maximum gradient length by the variance of the gradients, which was previously known only for linear losses. In addition, they weaken the i.i.d. assumption by allowing adversarially poisoned rounds or shifts in the data distribution. To accomplish this goal, we introduce two key quantities associated with the loss sequence, that we call the cumulative stochastic variance and the adversarial variation. Our upper bounds are attained by instances of optimistic follow the regularized leader, and we design adaptive learning rates that automatically adapt to the cumulative stochastic variance and adversarial variation. In the fully i.i.d. case, our bounds match the rates one would expect from results in stochastic acceleration, and in the fully adversarial case they gracefully deteriorate to match the minimax regret. We further provide lower bounds showing that our regret upper bounds are tight for all intermediate regimes for the cumulative stochastic variance and the adversarial variation.
We provide the first generalization error analysis for black-box learning through derivative-free optimization. Under the assumption of a Lipschitz and smooth unknown loss, we consider the Zeroth-order Stochastic Search (ZoSS) algorithm, that updates a $d$-dimensional model by replacing stochastic gradient directions with stochastic differences of $K+1$ perturbed loss evaluations per dataset (example) query. For both unbounded and bounded possibly nonconvex losses, we present the first generalization bounds for the ZoSS algorithm. These bounds coincide with those for SGD, and rather surprisingly are independent of $d$, $K$ and the batch size $m$, under appropriate choices of a slightly decreased learning rate. For bounded nonconvex losses and a batch size $m=1$, we additionally show that both generalization error and learning rate are independent of $d$ and $K$, and remain essentially the same as for the SGD, even for two function evaluations. Our results extensively extend and consistently recover established results for SGD in prior work, on both generalization bounds and corresponding learning rates. If additionally $m=n$, where $n$ is the dataset size, we derive generalization guarantees for full-batch GD as well.
When modeling dynamical systems from real-world data samples, the distribution of data often changes according to the environment in which they are captured, and the dynamics of the system itself vary from one environment to another. Generalizing across environments thus challenges the conventional frameworks. The classical settings suggest either considering data as i.i.d. and learning a single model to cover all situations or learning environment-specific models. Both are sub-optimal: the former disregards the discrepancies between environments leading to biased solutions, while the latter does not exploit their potential commonalities and is prone to scarcity problems. We propose LEADS, a novel framework that leverages the commonalities and discrepancies among known environments to improve model generalization. This is achieved with a tailored training formulation aiming at capturing common dynamics within a shared model while additional terms capture environment-specific dynamics. We ground our approach in theory, exhibiting a decrease in sample complexity with our approach and corroborate these results empirically, instantiating it for linear dynamics. Moreover, we concretize this framework for neural networks and evaluate it experimentally on representative families of nonlinear dynamics. We show that this new setting can exploit knowledge extracted from environment-dependent data and improves generalization for both known and novel environments. Code is available at //github.com/yuan-yin/LEADS.
Recent state-of-the-art active learning methods have mostly leveraged Generative Adversarial Networks (GAN) for sample acquisition; however, GAN is usually known to suffer from instability and sensitivity to hyper-parameters. In contrast to these methods, we propose in this paper a novel active learning framework that we call Maximum Classifier Discrepancy for Active Learning (MCDAL) which takes the prediction discrepancies between multiple classifiers. In particular, we utilize two auxiliary classification layers that learn tighter decision boundaries by maximizing the discrepancies among them. Intuitively, the discrepancies in the auxiliary classification layers' predictions indicate the uncertainty in the prediction. In this regard, we propose a novel method to leverage the classifier discrepancies for the acquisition function for active learning. We also provide an interpretation of our idea in relation to existing GAN based active learning methods and domain adaptation frameworks. Moreover, we empirically demonstrate the utility of our approach where the performance of our approach exceeds the state-of-the-art methods on several image classification and semantic segmentation datasets in active learning setups.
Generalizing knowledge beyond source domains is a crucial prerequisite for many biomedical applications such as drug design and molecular property prediction. To meet this challenge, researchers have used optimal transport (OT) to perform representation alignment between the source and target domains. Yet existing OT algorithms are mainly designed for classification tasks. Accordingly, we consider regression tasks in the unsupervised and semi-supervised settings in this paper. To exploit continuous labels, we propose novel metrics to measure domain distances and introduce a posterior variance regularizer on the transport plan. Further, while computationally appealing, OT suffers from ambiguous decision boundaries and biased local data distributions brought by the mini-batch training. To address those issues, we propose to couple OT with metric learning to yield more robust boundaries and reduce bias. Specifically, we present a dynamic hierarchical triplet loss to describe the global data distribution, where the cluster centroids are progressively adjusted among consecutive iterations. We evaluate our method on both unsupervised and semi-supervised learning tasks in biochemistry. Experiments show the proposed method significantly outperforms state-of-the-art baselines across various benchmark datasets of small molecules and material crystals.
Measures of similarity (or dissimilarity) are a key ingredient to many machine learning algorithms. We introduce DID, a pairwise dissimilarity measure applicable to a wide range of data spaces, which leverages the data's internal structure to be invariant to diffeomorphisms. We prove that DID enjoys properties which make it relevant for theoretical study and practical use. By representing each datum as a function, DID is defined as the solution to an optimization problem in a Reproducing Kernel Hilbert Space and can be expressed in closed-form. In practice, it can be efficiently approximated via Nystr\"om sampling. Empirical experiments support the merits of DID.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
Approaches based on deep neural networks have achieved striking performance when testing data and training data share similar distribution, but can significantly fail otherwise. Therefore, eliminating the impact of distribution shifts between training and testing data is crucial for building performance-promising deep models. Conventional methods assume either the known heterogeneity of training data (e.g. domain labels) or the approximately equal capacities of different domains. In this paper, we consider a more challenging case where neither of the above assumptions holds. We propose to address this problem by removing the dependencies between features via learning weights for training samples, which helps deep models get rid of spurious correlations and, in turn, concentrate more on the true connection between discriminative features and labels. Extensive experiments clearly demonstrate the effectiveness of our method on multiple distribution generalization benchmarks compared with state-of-the-art counterparts. Through extensive experiments on distribution generalization benchmarks including PACS, VLCS, MNIST-M, and NICO, we show the effectiveness of our method compared with state-of-the-art counterparts.
We consider the exploration-exploitation trade-off in reinforcement learning and we show that an agent imbued with a risk-seeking utility function is able to explore efficiently, as measured by regret. The parameter that controls how risk-seeking the agent is can be optimized exactly, or annealed according to a schedule. We call the resulting algorithm K-learning and show that the corresponding K-values are optimistic for the expected Q-values at each state-action pair. The K-values induce a natural Boltzmann exploration policy for which the `temperature' parameter is equal to the risk-seeking parameter. This policy achieves an expected regret bound of $\tilde O(L^{3/2} \sqrt{S A T})$, where $L$ is the time horizon, $S$ is the number of states, $A$ is the number of actions, and $T$ is the total number of elapsed time-steps. This bound is only a factor of $L$ larger than the established lower bound. K-learning can be interpreted as mirror descent in the policy space, and it is similar to other well-known methods in the literature, including Q-learning, soft-Q-learning, and maximum entropy policy gradient, and is closely related to optimism and count based exploration methods. K-learning is simple to implement, as it only requires adding a bonus to the reward at each state-action and then solving a Bellman equation. We conclude with a numerical example demonstrating that K-learning is competitive with other state-of-the-art algorithms in practice.
Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation to a continuous time process, such as the Langevin diffusion. When applied to distributions defined on a constrained space, such as the simplex, the time-discretisation error can dominate when we are near the boundary of the space. We demonstrate that while current SGMCMC methods for the simplex perform well in certain cases, they struggle with sparse simplex spaces; when many of the components are close to zero. However, most popular large-scale applications of Bayesian inference on simplex spaces, such as network or topic models, are sparse. We argue that this poor performance is due to the biases of SGMCMC caused by the discretization error. To get around this, we propose the stochastic CIR process, which removes all discretization error and we prove that samples from the stochastic CIR process are asymptotically unbiased. Use of the stochastic CIR process within a SGMCMC algorithm is shown to give substantially better performance for a topic model and a Dirichlet process mixture model than existing SGMCMC approaches.
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