As the complexity of learning tasks surges, modern machine learning encounters a new constrained learning paradigm characterized by more intricate and data-driven function constraints. Prominent applications include Neyman-Pearson classification (NPC) and fairness classification, which entail specific risk constraints that render standard projection-based training algorithms unsuitable. Gradient boosting machines (GBMs) are among the most popular algorithms for supervised learning; however, they are generally limited to unconstrained settings. In this paper, we adapt the GBM for constrained learning tasks within the framework of Bregman proximal algorithms. We introduce a new Bregman primal-dual method with a global optimality guarantee when the learning objective and constraint functions are convex. In cases of nonconvex functions, we demonstrate how our algorithm remains effective under a Bregman proximal point framework. Distinct from existing constrained learning algorithms, ours possess a unique advantage in their ability to seamlessly integrate with publicly available GBM implementations such as XGBoost (Chen and Guestrin, 2016) and LightGBM (Ke et al., 2017), exclusively relying on their public interfaces. We provide substantial experimental evidence to showcase the effectiveness of the Bregman algorithm framework. While our primary focus is on NPC and fairness ML, our framework holds significant potential for a broader range of constrained learning applications. The source code is currently freely available at //github.com/zhenweilin/ConstrainedGBM}{//github.com/zhenweilin/ConstrainedGBM.
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Ensemble learning leverages multiple models (i.e., weak learners) on a common machine learning task to enhance prediction performance. Basic ensembling approaches average the weak learners outputs, while more sophisticated ones stack a machine learning model in between the weak learners outputs and the final prediction. This work fuses both aforementioned frameworks. We introduce an aggregated f-average (AFA) shallow neural network which models and combines different types of averages to perform an optimal aggregation of the weak learners predictions. We emphasise its interpretable architecture and simple training strategy, and illustrate its good performance on the problem of few-shot class incremental learning.
Deep reinforcement learning (DRL) has revolutionized quantitative finance by achieving excellent performance without significant manual effort. Whereas we observe that the DRL models behave unstably in a dynamic stock market due to the low signal-to-noise ratio nature of the financial data. In this paper, we propose a novel logic-guided trading framework, termed as SYENS (Program Synthesis-based Ensemble Strategy). Different from the previous state-of-the-art ensemble reinforcement learning strategy which arbitrarily selects the best-performing agent for testing based on a single measurement, our framework proposes regularizing the model's behavior in a hierarchical manner using the program synthesis by sketching paradigm. First, we propose a high-level, domain-specific language (DSL) that is used for the depiction of the market environment and action. Then based on the DSL, a novel program sketch is introduced, which embeds human expert knowledge in a logical manner. Finally, based on the program sketch, we adopt the program synthesis by sketching a paradigm and synthesizing a logical, hierarchical trading strategy. We evaluate SYENS on the 30 Dow Jones stocks under the cash trading and the margin trading settings. Experimental results demonstrate that our proposed framework can significantly outperform the baselines with much higher cumulative return and lower maximum drawdown under both settings.
Visual localization is a critical task in mobile robotics, and researchers are continuously developing new approaches to enhance its efficiency. In this article, we propose a novel approach to improve the accuracy of visual localization using Structure from Motion (SfM) techniques. We highlight the limitations of global SfM, which suffers from high latency, and the challenges of local SfM, which requires large image databases for accurate reconstruction. To address these issues, we propose utilizing Neural Radiance Fields (NeRF), as opposed to image databases, to cut down on the space required for storage. We suggest that sampling reference images around the prior query position can lead to further improvements. We evaluate the accuracy of our proposed method against ground truth obtained using LIDAR and Advanced Lidar Odometry and Mapping in Real-time (A-LOAM), and compare its storage usage against local SfM with COLMAP in the conducted experiments. Our proposed method achieves an accuracy of 0.068 meters compared to the ground truth, which is slightly lower than the most advanced method COLMAP, which has an accuracy of 0.022 meters. However, the size of the database required for COLMAP is 400 megabytes, whereas the size of our NeRF model is only 160 megabytes. Finally, we perform an ablation study to assess the impact of using reference images from the NeRF reconstruction.
With the aim of further enabling the exploitation of intentional impacts in robotic manipulation, a control framework is presented that directly tackles the challenges posed by tracking control of robotic manipulators that are tasked to perform nominally simultaneous impacts. This framework is an extension of the reference spreading control framework, in which overlapping ante- and post-impact references that are consistent with impact dynamics are defined. In this work, such a reference is constructed starting from a teleoperation-based approach. By using the corresponding ante- and post-impact control modes in the scope of a quadratic programming control approach, peaking of the velocity error and control inputs due to impacts is avoided while maintaining high tracking performance. With the inclusion of a novel interim mode, we aim to also avoid input peaks and steps when uncertainty in the environment causes a series of unplanned single impacts to occur rather than the planned simultaneous impact. This work in particular presents for the first time an experimental evaluation of reference spreading control on a robotic setup, showcasing its robustness against uncertainty in the environment compared to three baseline control approaches.
Like generic multi-task learning, continual learning has the nature of multi-objective optimization, and therefore faces a trade-off between the performance of different tasks. That is, to optimize for the current task distribution, it may need to compromise performance on some previous tasks. This means that there exist multiple models that are Pareto-optimal at different times, each addressing a distinct task performance trade-off. Researchers have discussed how to train particular models to address specific trade-off preferences. However, existing algorithms require training overheads proportional to the number of preferences -- a large burden when there are multiple, possibly infinitely many, preferences. As a response, we propose Imprecise Bayesian Continual Learning (IBCL). Upon a new task, IBCL (1) updates a knowledge base in the form of a convex hull of model parameter distributions and (2) obtains particular models to address task trade-off preferences with zero-shot. That is, IBCL does not require any additional training overhead to generate preference-addressing models from its knowledge base. We show that models obtained by IBCL have guarantees in identifying the Pareto optimal parameters. Moreover, experiments on standard image classification and NLP tasks support this guarantee. Statistically, IBCL improves average per-task accuracy by at most 23\% and peak per-task accuracy by at most 15\% with respect to the baseline methods, with steadily near-zero or positive backward transfer. Most importantly, IBCL significantly reduces the training overhead from training 1 model per preference to at most 3 models for all preferences.
Simulation-based inference (SBI) methods such as approximate Bayesian computation (ABC), synthetic likelihood, and neural posterior estimation (NPE) rely on simulating statistics to infer parameters of intractable likelihood models. However, such methods are known to yield untrustworthy and misleading inference outcomes under model misspecification, thus hindering their widespread applicability. In this work, we propose the first general approach to handle model misspecification that works across different classes of SBI methods. Leveraging the fact that the choice of statistics determines the degree of misspecification in SBI, we introduce a regularized loss function that penalises those statistics that increase the mismatch between the data and the model. Taking NPE and ABC as use cases, we demonstrate the superior performance of our method on high-dimensional time-series models that are artificially misspecified. We also apply our method to real data from the field of radio propagation where the model is known to be misspecified. We show empirically that the method yields robust inference in misspecified scenarios, whilst still being accurate when the model is well-specified.
State-of-the-art (SOTA) object detection methods have succeeded in several applications at the price of relying on heavyweight neural networks, which makes them inefficient and inviable for many applications with computational resource constraints. This work presents a method to build a Convolutional Neural Network (CNN) layer by layer for object detection from user-drawn markers on discriminative regions of representative images. We address the detection of Schistosomiasis mansoni eggs in microscopy images of fecal samples, and the detection of ships in satellite images as application examples. We could create a flyweight CNN without backpropagation from very few input images. Our method explores a recent methodology, Feature Learning from Image Markers (FLIM), to build convolutional feature extractors (encoders) from marker pixels. We extend FLIM to include a single-layer adaptive decoder, whose weights vary with the input image -- a concept never explored in CNNs. Our CNN weighs thousands of times less than SOTA object detectors, being suitable for CPU execution and showing superior or equivalent performance to three methods in five measures.
Despite the recent progress in deep learning, most approaches still go for a silo-like solution, focusing on learning each task in isolation: training a separate neural network for each individual task. Many real-world problems, however, call for a multi-modal approach and, therefore, for multi-tasking models. Multi-task learning (MTL) aims to leverage useful information across tasks to improve the generalization capability of a model. This thesis is concerned with multi-task learning in the context of computer vision. First, we review existing approaches for MTL. Next, we propose several methods that tackle important aspects of multi-task learning. The proposed methods are evaluated on various benchmarks. The results show several advances in the state-of-the-art of multi-task learning. Finally, we discuss several possibilities for future work.
The ad-hoc retrieval task is to rank related documents given a query and a document collection. A series of deep learning based approaches have been proposed to solve such problem and gained lots of attention. However, we argue that they are inherently based on local word sequences, ignoring the subtle long-distance document-level word relationships. To solve the problem, we explicitly model the document-level word relationship through the graph structure, capturing the subtle information via graph neural networks. In addition, due to the complexity and scale of the document collections, it is considerable to explore the different grain-sized hierarchical matching signals at a more general level. Therefore, we propose a Graph-based Hierarchical Relevance Matching model (GHRM) for ad-hoc retrieval, by which we can capture the subtle and general hierarchical matching signals simultaneously. We validate the effects of GHRM over two representative ad-hoc retrieval benchmarks, the comprehensive experiments and results demonstrate its superiority over state-of-the-art methods.
Recently, ensemble has been applied to deep metric learning to yield state-of-the-art results. Deep metric learning aims to learn deep neural networks for feature embeddings, distances of which satisfy given constraint. In deep metric learning, ensemble takes average of distances learned by multiple learners. As one important aspect of ensemble, the learners should be diverse in their feature embeddings. To this end, we propose an attention-based ensemble, which uses multiple attention masks, so that each learner can attend to different parts of the object. We also propose a divergence loss, which encourages diversity among the learners. The proposed method is applied to the standard benchmarks of deep metric learning and experimental results show that it outperforms the state-of-the-art methods by a significant margin on image retrieval tasks.
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