We define cooperative games on general graphs and generalize Lloyd S. Shapley's celebrated allocation formula for those games in terms of stochastic path integral driven by the associated Markov chain on each graph. We then show that the value allocation operator, one for each player defined by the stochastic path integral, coincides with the player's component game which is the solution to the least squares (or Poisson's) equation, in light of the combinatorial Hodge decomposition on general weighted graphs. Several motivational examples and applications are also presented.
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The Cartesian reverse derivative is a categorical generalization of reverse-mode automatic differentiation. We use this operator to generalize several optimization algorithms, including a straightforward generalization of gradient descent and a novel generalization of Newton's method. We then explore which properties of these algorithms are preserved in this generalized setting. First, we show that the transformation invariances of these algorithms are preserved: while generalized Newton's method is invariant to all invertible linear transformations, generalized gradient descent is invariant only to orthogonal linear transformations. Next, we show that we can express the change in loss of generalized gradient descent with an inner product-like expression, thereby generalizing the non-increasing and convergence properties of the gradient descent optimization flow. Finally, we include several numerical experiments to illustrate the ideas in the paper and demonstrate how we can use them to optimize polynomial functions over an ordered ring.
Bid optimization for online advertising from single advertiser's perspective has been thoroughly investigated in both academic research and industrial practice. However, existing work typically assume competitors do not change their bids, i.e., the wining price is fixed, leading to poor performance of the derived solution. Although a few studies use multi-agent reinforcement learning to set up a cooperative game, they still suffer the following drawbacks: (1) They fail to avoid collusion solutions where all the advertisers involved in an auction collude to bid an extremely low price on purpose. (2) Previous works cannot well handle the underlying complex bidding environment, leading to poor model convergence. This problem could be amplified when handling multiple objectives of advertisers which are practical demands but not considered by previous work. In this paper, we propose a novel multi-objective cooperative bid optimization formulation called Multi-Agent Cooperative bidding Games (MACG). MACG sets up a carefully designed multi-objective optimization framework where different objectives of advertisers are incorporated. A global objective to maximize the overall profit of all advertisements is added in order to encourage better cooperation and also to protect self-bidding advertisers. To avoid collusion, we also introduce an extra platform revenue constraint. We analyze the optimal functional form of the bidding formula theoretically and design a policy network accordingly to generate auction-level bids. Then we design an efficient multi-agent evolutionary strategy for model optimization. Offline experiments and online A/B tests conducted on the Taobao platform indicate both single advertiser's objective and global profit have been significantly improved compared to state-of-art methods.
Drug Discovery is a fundamental and ever-evolving field of research. The design of new candidate molecules requires large amounts of time and money, and computational methods are being increasingly employed to cut these costs. Machine learning methods are ideal for the design of large amounts of potential new candidate molecules, which are naturally represented as graphs. Graph generation is being revolutionized by deep learning methods, and molecular generation is one of its most promising applications. In this paper, we introduce a sequential molecular graph generator based on a set of graph neural network modules, which we call MG^2N^2. At each step, a node or a group of nodes is added to the graph, along with its connections. The modular architecture simplifies the training procedure, also allowing an independent retraining of a single module. Sequentiality and modularity make the generation process interpretable. The use of graph neural networks maximizes the information in input at each generative step, which consists of the subgraph produced during the previous steps. Experiments of unconditional generation on the QM9 and Zinc datasets show that our model is capable of generalizing molecular patterns seen during the training phase, without overfitting. The results indicate that our method is competitive, and outperforms challenging baselines for unconditional generation.
Recent advances in maximizing mutual information (MI) between the source and target have demonstrated its effectiveness in text generation. However, previous works paid little attention to modeling the backward network of MI (i.e., dependency from the target to the source), which is crucial to the tightness of the variational information maximization lower bound. In this paper, we propose Adversarial Mutual Information (AMI): a text generation framework which is formed as a novel saddle point (min-max) optimization aiming to identify joint interactions between the source and target. Within this framework, the forward and backward networks are able to iteratively promote or demote each other's generated instances by comparing the real and synthetic data distributions. We also develop a latent noise sampling strategy that leverages random variations at the high-level semantic space to enhance the long term dependency in the generation process. Extensive experiments based on different text generation tasks demonstrate that the proposed AMI framework can significantly outperform several strong baselines, and we also show that AMI has potential to lead to a tighter lower bound of maximum mutual information for the variational information maximization problem.
Finding approximate Nash equilibria in zero-sum imperfect-information games is challenging when the number of information states is large. Policy Space Response Oracles (PSRO) is a deep reinforcement learning algorithm grounded in game theory that is guaranteed to converge to an approximate Nash equilibrium. However, PSRO requires training a reinforcement learning policy at each iteration, making it too slow for large games. We show through counterexamples and experiments that DCH and Rectified PSRO, two existing approaches to scaling up PSRO, fail to converge even in small games. We introduce Pipeline PSRO (P2SRO), the first scalable general method for finding approximate Nash equilibria in large zero-sum imperfect-information games. P2SRO is able to parallelize PSRO with convergence guarantees by maintaining a hierarchical pipeline of reinforcement learning workers, each training against the policies generated by lower levels in the hierarchy. We show that unlike existing methods, P2SRO converges to an approximate Nash equilibrium, and does so faster as the number of parallel workers increases, across a variety of imperfect information games. We also introduce an open-source environment for Barrage Stratego, a variant of Stratego with an approximate game tree complexity of $10^{50}$. P2SRO is able to achieve state-of-the-art performance on Barrage Stratego and beats all existing bots.
Large-scale knowledge graphs (KGs) are shown to become more important in current information systems. To expand the coverage of KGs, previous studies on knowledge graph completion need to collect adequate training instances for newly-added relations. In this paper, we consider a novel formulation, zero-shot learning, to free this cumbersome curation. For newly-added relations, we attempt to learn their semantic features from their text descriptions and hence recognize the facts of unseen relations with no examples being seen. For this purpose, we leverage Generative Adversarial Networks (GANs) to establish the connection between text and knowledge graph domain: The generator learns to generate the reasonable relation embeddings merely with noisy text descriptions. Under this setting, zero-shot learning is naturally converted to a traditional supervised classification task. Empirically, our method is model-agnostic that could be potentially applied to any version of KG embeddings, and consistently yields performance improvements on NELL and Wiki dataset.
Relevance search is to find top-ranked entities in a knowledge graph (KG) that are relevant to a query entity. Relevance is ambiguous, particularly over a schema-rich KG like DBpedia which supports a wide range of different semantics of relevance based on numerous types of relations and attributes. As users may lack the expertise to formalize the desired semantics, supervised methods have emerged to learn the hidden user-defined relevance from user-provided examples. Along this line, in this paper we propose a novel generative model over KGs for relevance search, named GREASE. The model applies to meta-path based relevance where a meta-path characterizes a particular type of semantics of relating the query entity to answer entities. It is also extended to support properties that constrain answer entities. Extensive experiments on two large-scale KGs demonstrate that GREASE has advanced the state of the art in effectiveness, expressiveness, and efficiency.
In this paper we study the convergence of generative adversarial networks (GANs) from the perspective of the informativeness of the gradient of the optimal discriminative function. We show that GANs without restriction on the discriminative function space commonly suffer from the problem that the gradient produced by the discriminator is uninformative to guide the generator. By contrast, Wasserstein GAN (WGAN), where the discriminative function is restricted to $1$-Lipschitz, does not suffer from such a gradient uninformativeness problem. We further show in the paper that the model with a compact dual form of Wasserstein distance, where the Lipschitz condition is relaxed, also suffers from this issue. This implies the importance of Lipschitz condition and motivates us to study the general formulation of GANs with Lipschitz constraint, which leads to a new family of GANs that we call Lipschitz GANs (LGANs). We show that LGANs guarantee the existence and uniqueness of the optimal discriminative function as well as the existence of a unique Nash equilibrium. We prove that LGANs are generally capable of eliminating the gradient uninformativeness problem. According to our empirical analysis, LGANs are more stable and generate consistently higher quality samples compared with WGAN.
We present a generalization of the Cauchy/Lorentzian, Geman-McClure, Welsch/Leclerc, generalized Charbonnier, Charbonnier/pseudo-Huber/L1-L2, and L2 loss functions. By introducing robustness as a continous parameter, our loss function allows algorithms built around robust loss minimization to be generalized, which improves performance on basic vision tasks such as registration and clustering. Interpreting our loss as the negative log of a univariate density yields a general probability distribution that includes normal and Cauchy distributions as special cases. This probabilistic interpretation enables the training of neural networks in which the robustness of the loss automatically adapts itself during training, which improves performance on learning-based tasks such as generative image synthesis and unsupervised monocular depth estimation, without requiring any manual parameter tuning.
Generative models (GMs) such as Generative Adversary Network (GAN) and Variational Auto-Encoder (VAE) have thrived these years and achieved high quality results in generating new samples. Especially in Computer Vision, GMs have been used in image inpainting, denoising and completion, which can be treated as the inference from observed pixels to corrupted pixels. However, images are hierarchically structured which are quite different from many real-world inference scenarios with non-hierarchical features. These inference scenarios contain heterogeneous stochastic variables and irregular mutual dependences. Traditionally they are modeled by Bayesian Network (BN). However, the learning and inference of BN model are NP-hard thus the number of stochastic variables in BN is highly constrained. In this paper, we adapt typical GMs to enable heterogeneous learning and inference in polynomial time.We also propose an extended autoregressive (EAR) model and an EAR with adversary loss (EARA) model and give theoretical results on their effectiveness. Experiments on several BN datasets show that our proposed EAR model achieves the best performance in most cases compared to other GMs. Except for black box analysis, we've also done a serial of experiments on Markov border inference of GMs for white box analysis and give theoretical results.
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