We are concerned with the computational problem of determining the covering radius of a rational polytope. This parameter is defined as the minimal dilation factor that is needed for the lattice translates of the correspondingly dilated polytope to cover the whole space. As our main result, we describe a new algorithm for this problem, which is simpler, more efficient and easier to implement than the only prior algorithm of Kannan (1992). Motivated by a variant of the famous Lonely Runner Conjecture, we use its geometric interpretation in terms of covering radii of zonotopes, and apply our algorithm to prove the first open case of three runners with individual starting points.
We propose and analyze algorithms to solve a range of learning tasks under user-level differential privacy constraints. Rather than guaranteeing only the privacy of individual samples, user-level DP protects a user's entire contribution ($m \ge 1$ samples), providing more stringent but more realistic protection against information leaks. We show that for high-dimensional mean estimation, empirical risk minimization with smooth losses, stochastic convex optimization, and learning hypothesis classes with finite metric entropy, the privacy cost decreases as $O(1/\sqrt{m})$ as users provide more samples. In contrast, when increasing the number of users $n$, the privacy cost decreases at a faster $O(1/n)$ rate. We complement these results with lower bounds showing the minimax optimality of our algorithms for mean estimation and stochastic convex optimization. Our algorithms rely on novel techniques for private mean estimation in arbitrary dimension with error scaling as the concentration radius $\tau$ of the distribution rather than the entire range.
In settings as diverse as autonomous vehicles, cloud computing, and pandemic quarantines, requests for service can arrive in near or true simultaneity with one another. This creates batches of arrivals to the underlying queueing system. In this paper, we study the staffing problem for the batch arrival queue. We show that batches place a significant stress on services, and thus require a high amount of resources and preparation. In fact, we find that there is no economy of scale as the number of customers in each batch increases, creating a stark contrast with the square root safety staffing rules enjoyed by systems with solitary arrivals of customers. Furthermore, when customers arrive both quickly and in batches, an economy of scale can exist, but it is weaker than what is typically expected. Methodologically, these staffing results follow from novel large batch and hybrid large-batch-and-large-rate limits of the general multi-server queueing model. In the pure large batch limit, we establish the first formal connection between multi-server queues and storage processes, another family of stochastic processes. By consequence, we show that the limit of the batch scaled queue length process is not asymptotically normal, and that, in fact, the fluid and diffusion-type limits coincide. This is what drives our staffing analysis of the batch arrival queue, and what implies that the (safety) staffing of this system must be directly proportional to the batch size just to achieve a non-degenerate probability of customers waiting.
We provide explicit bounds on the number of sample points required to estimate tangent spaces and intrinsic dimensions of (smooth, compact) Euclidean submanifolds via local principal component analysis. Our approach directly estimates covariance matrices locally, which simultaneously allows estimating both the tangent spaces and the intrinsic dimension of a manifold. The key arguments involve a matrix concentration inequality, a Wasserstein bound for flattening a manifold, and a Lipschitz relation for the covariance matrix with respect to the Wasserstein distance.
We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and mathematical interpretation, and is able to express a wide variety of constraints such as resource limits and safety requirements. Density constraints can also avoid the time-consuming process of designing and tuning cost functions required by value function-based constraints to encode system specifications. We leverage the duality between density functions and Q functions to develop an effective algorithm to solve the density constrained RL problem optimally and the constrains are guaranteed to be satisfied. We prove that the proposed algorithm converges to a near-optimal solution with a bounded error even when the policy update is imperfect. We use a set of comprehensive experiments to demonstrate the advantages of our approach over state-of-the-art CRL methods, with a wide range of density constrained tasks as well as standard CRL benchmarks such as Safety-Gym.
Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG) according to a predefined score function. While these methods, e.g., greedy equivalence search, may have attractive results with infinite samples and certain model assumptions, they are usually less satisfactory in practice due to finite data and possible violation of assumptions. Motivated by recent advances in neural combinatorial optimization, we propose to use Reinforcement Learning (RL) to search for the DAG with the best scoring. Our encoder-decoder model takes observable data as input and generates graph adjacency matrices that are used to compute rewards. The reward incorporates both the predefined score function and two penalty terms for enforcing acyclicity. In contrast with typical RL applications where the goal is to learn a policy, we use RL as a search strategy and our final output would be the graph, among all graphs generated during training, that achieves the best reward. We conduct experiments on both synthetic and real datasets, and show that the proposed approach not only has an improved search ability but also allows a flexible score function under the acyclicity constraint.
Machine learning techniques have deeply rooted in our everyday life. However, since it is knowledge- and labor-intensive to pursue good learning performance, human experts are heavily involved in every aspect of machine learning. In order to make machine learning techniques easier to apply and reduce the demand for experienced human experts, automated machine learning (AutoML) has emerged as a hot topic with both industrial and academic interest. In this paper, we provide an up to date survey on AutoML. First, we introduce and define the AutoML problem, with inspiration from both realms of automation and machine learning. Then, we propose a general AutoML framework that not only covers most existing approaches to date but also can guide the design for new methods. Subsequently, we categorize and review the existing works from two aspects, i.e., the problem setup and the employed techniques. Finally, we provide a detailed analysis of AutoML approaches and explain the reasons underneath their successful applications. We hope this survey can serve as not only an insightful guideline for AutoML beginners but also an inspiration for future research.
For an autonomous agent to fulfill a wide range of user-specified goals at test time, it must be able to learn broadly applicable and general-purpose skill repertoires. Furthermore, to provide the requisite level of generality, these skills must handle raw sensory input such as images. In this paper, we propose an algorithm that acquires such general-purpose skills by combining unsupervised representation learning and reinforcement learning of goal-conditioned policies. Since the particular goals that might be required at test-time are not known in advance, the agent performs a self-supervised "practice" phase where it imagines goals and attempts to achieve them. We learn a visual representation with three distinct purposes: sampling goals for self-supervised practice, providing a structured transformation of raw sensory inputs, and computing a reward signal for goal reaching. We also propose a retroactive goal relabeling scheme to further improve the sample-efficiency of our method. Our off-policy algorithm is efficient enough to learn policies that operate on raw image observations and goals for a real-world robotic system, and substantially outperforms prior techniques.
We propose a new method of estimation in topic models, that is not a variation on the existing simplex finding algorithms, and that estimates the number of topics K from the observed data. We derive new finite sample minimax lower bounds for the estimation of A, as well as new upper bounds for our proposed estimator. We describe the scenarios where our estimator is minimax adaptive. Our finite sample analysis is valid for any number of documents (n), individual document length (N_i), dictionary size (p) and number of topics (K), and both p and K are allowed to increase with n, a situation not handled well by previous analyses. We complement our theoretical results with a detailed simulation study. We illustrate that the new algorithm is faster and more accurate than the current ones, although we start out with a computational and theoretical disadvantage of not knowing the correct number of topics K, while we provide the competing methods with the correct value in our simulations.
This work considers the problem of provably optimal reinforcement learning for episodic finite horizon MDPs, i.e. how an agent learns to maximize his/her long term reward in an uncertain environment. The main contribution is in providing a novel algorithm --- Variance-reduced Upper Confidence Q-learning (vUCQ) --- which enjoys a regret bound of $\widetilde{O}(\sqrt{HSAT} + H^5SA)$, where the $T$ is the number of time steps the agent acts in the MDP, $S$ is the number of states, $A$ is the number of actions, and $H$ is the (episodic) horizon time. This is the first regret bound that is both sub-linear in the model size and asymptotically optimal. The algorithm is sub-linear in that the time to achieve $\epsilon$-average regret for any constant $\epsilon$ is $O(SA)$, which is a number of samples that is far less than that required to learn any non-trivial estimate of the transition model (the transition model is specified by $O(S^2A)$ parameters). The importance of sub-linear algorithms is largely the motivation for algorithms such as $Q$-learning and other "model free" approaches. vUCQ algorithm also enjoys minimax optimal regret in the long run, matching the $\Omega(\sqrt{HSAT})$ lower bound. Variance-reduced Upper Confidence Q-learning (vUCQ) is a successive refinement method in which the algorithm reduces the variance in $Q$-value estimates and couples this estimation scheme with an upper confidence based algorithm. Technically, the coupling of both of these techniques is what leads to the algorithm enjoying both the sub-linear regret property and the asymptotically optimal regret.
Machine Learning is a widely-used method for prediction generation. These predictions are more accurate when the model is trained on a larger dataset. On the other hand, the data is usually divided amongst different entities. For privacy reasons, the training can be done locally and then the model can be safely aggregated amongst the participants. However, if there are only two participants in \textit{Collaborative Learning}, the safe aggregation loses its power since the output of the training already contains much information about the participants. To resolve this issue, they must employ privacy-preserving mechanisms, which inevitably affect the accuracy of the model. In this paper, we model the training process as a two-player game where each player aims to achieve a higher accuracy while preserving its privacy. We introduce the notion of \textit{Price of Privacy}, a novel approach to measure the effect of privacy protection on the accuracy of the model. We develop a theoretical model for different player types, and we either find or prove the existence of a Nash Equilibrium with some assumptions. Moreover, we confirm these assumptions via a Recommendation Systems use case: for a specific learning algorithm, we apply three privacy-preserving mechanisms on two real-world datasets. Finally, as a complementary work for the designed game, we interpolate the relationship between privacy and accuracy for this use case and present three other methods to approximate it in a real-world scenario.