Control variates can be a powerful tool to reduce the variance of Monte Carlo estimators, but constructing effective control variates can be challenging when the number of samples is small. In this paper, we show that when a large number of related integrals need to be computed, it is possible to leverage the similarity between these integration tasks to improve performance even when the number of samples per task is very small. Our approach, called meta learning CVs (Meta-CVs), can be used for up to hundreds or thousands of tasks. Our empirical assessment indicates that Meta-CVs can lead to significant variance reduction in such settings, and our theoretical analysis establishes general conditions under which Meta-CVs can be successfully trained.
The main goal of this paper is to investigate distributed dynamic programming (DP) to solve networked multi-agent Markov decision problems (MDPs). We consider a distributed multi-agent case, where each agent does not have an access to the rewards of other agents except for its own reward. Moreover, each agent can share their parameters with its neighbors over a communication network represented by a graph. We propose a distributed DP in the continuous-time domain, and prove its convergence through control theoretic viewpoints. The proposed analysis can be viewed as a preliminary ordinary differential equation (ODE) analysis of a distributed temporal difference learning algorithm, whose convergence can be proved using Borkar-Meyn theorem and the single time-scale approach.
Deep learning models have shown great promise in various healthcare monitoring applications. However, most healthcare datasets with high-quality (gold-standard) labels are small-scale, as directly collecting ground truth is often costly and time-consuming. As a result, models developed and validated on small-scale datasets often suffer from overfitting and do not generalize well to unseen scenarios. At the same time, large amounts of imprecise (silver-standard) labeled data, annotated by approximate methods with the help of modern wearables and in the absence of ground truth validation, are starting to emerge. However, due to measurement differences, this data displays significant label distribution shifts, which motivates the use of domain adaptation. To this end, we introduce UDAMA, a method with two key components: Unsupervised Domain Adaptation and Multidiscriminator Adversarial Training, where we pre-train on the silver-standard data and employ adversarial adaptation with the gold-standard data along with two domain discriminators. In particular, we showcase the practical potential of UDAMA by applying it to Cardio-respiratory fitness (CRF) prediction. CRF is a crucial determinant of metabolic disease and mortality, and it presents labels with various levels of noise (goldand silver-standard), making it challenging to establish an accurate prediction model. Our results show promising performance by alleviating distribution shifts in various label shift settings. Additionally, by using data from two free-living cohort studies (Fenland and BBVS), we show that UDAMA consistently outperforms up to 12% compared to competitive transfer learning and state-of-the-art domain adaptation models, paving the way for leveraging noisy labeled data to improve fitness estimation at scale.
Equipping a deep model the abaility of few-shot learning, i.e., learning quickly from only few examples, is a core challenge for artificial intelligence. Gradient-based meta-learning approaches effectively address the challenge by learning how to learn novel tasks. Its key idea is learning a deep model in a bi-level optimization manner, where the outer-loop process learns a shared gradient descent algorithm (i.e., its hyperparameters), while the inner-loop process leverage it to optimize a task-specific model by using only few labeled data. Although these existing methods have shown superior performance, the outer-loop process requires calculating second-order derivatives along the inner optimization path, which imposes considerable memory burdens and the risk of vanishing gradients. Drawing inspiration from recent progress of diffusion models, we find that the inner-loop gradient descent process can be actually viewed as a reverse process (i.e., denoising) of diffusion where the target of denoising is model weights but the origin data. Based on this fact, in this paper, we propose to model the gradient descent optimizer as a diffusion model and then present a novel task-conditional diffusion-based meta-learning, called MetaDiff, that effectively models the optimization process of model weights from Gaussion noises to target weights in a denoising manner. Thanks to the training efficiency of diffusion models, our MetaDiff do not need to differentiate through the inner-loop path such that the memory burdens and the risk of vanishing gradients can be effectvely alleviated. Experiment results show that our MetaDiff outperforms the state-of-the-art gradient-based meta-learning family in few-shot learning tasks.
Generative modeling is a widely-used machine learning method with various applications in scientific and industrial fields. Its primary objective is to simulate new examples drawn from an unknown distribution given training data while ensuring diversity and avoiding replication of examples from the training data. This paper presents theoretical insights into training a generative model with two properties: (i) the error of replacing the true data-generating distribution with the trained data-generating distribution should optimally converge to zero as the sample size approaches infinity, and (ii) the trained data-generating distribution should be far enough from any distribution replicating examples in the training data. We provide non-asymptotic results in the form of finite sample risk bounds that quantify these properties and depend on relevant parameters such as sample size, the dimension of the ambient space, and the dimension of the latent space. Our results are applicable to general integral probability metrics used to quantify errors in probability distribution spaces, with the Wasserstein-$1$ distance being the central example. We also include numerical examples to illustrate our theoretical findings.
Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific parameter tuning is required, which in practice can be a time-consuming and tedious task. This paper proposes an optimization algorithm for tuning the numerical method parameters. The algorithm combines the evolution strategy with the pre-trained neural network used to filter the individuals when constructing the new generation. The proposed coupling of two optimization approaches allows to integrate the adaptivity properties of the evolution strategy with a priori knowledge realized by the neural network. The use of the neural network as a preliminary filter allows for significant weakening of the prediction accuracy requirements and reusing the pre-trained network with a wide range of linear systems. The detailed algorithm efficiency evaluation is performed for a set of model linear systems, including the ones from the SuiteSparse Matrix Collection and the systems from the turbulent flow simulations. The obtained results show that the pre-trained neural network can be effectively reused to optimize parameters for various linear systems, and a significant speedup in the calculations can be achieved at the cost of about 100 trial solves. The hybrid evolution strategy decreases the calculation time by more than 6 times for the black box matrices from the SuiteSparse Matrix Collection and by a factor of 1.4-2 for the sequence of linear systems when modeling turbulent flows. This results in a speedup of up to 1.8 times for the turbulent flow simulations performed in the paper.
Collecting traffic volume data is a vital but costly piece of transportation engineering and urban planning. In recent years, efforts have been made to estimate traffic volumes using passively collected probe data that contain spatiotemporal information. However, the feasibility and underlying principles of traffic volume estimation based on probe data without pseudonyms have not been examined thoroughly. In this paper, we present the exact distribution of the estimated probe traffic volume passing through a road segment based on probe point data without trajectory reconstruction. The distribution of the estimated probe traffic volume can exhibit multimodality, without necessarily being line-symmetric with respect to the actual probe traffic volume. As more probes are present, the distribution approaches a normal distribution. The conformity of the distribution was demonstrated through numerical and microscopic traffic simulations. Theoretically, with a well-calibrated probe penetration rate, traffic volumes in a road segment can be estimated using probe point data with high precision even at a low probe penetration rate. Furthermore, sometimes there is a local optimum cordon length that maximises estimation precision. The theoretical variance of the estimated probe traffic volume can address heteroscedasticity in the modelling of traffic volume estimates.
Deep neural networks have achieved remarkable success in computer vision tasks. Existing neural networks mainly operate in the spatial domain with fixed input sizes. For practical applications, images are usually large and have to be downsampled to the predetermined input size of neural networks. Even though the downsampling operations reduce computation and the required communication bandwidth, it removes both redundant and salient information obliviously, which results in accuracy degradation. Inspired by digital signal processing theories, we analyze the spectral bias from the frequency perspective and propose a learning-based frequency selection method to identify the trivial frequency components which can be removed without accuracy loss. The proposed method of learning in the frequency domain leverages identical structures of the well-known neural networks, such as ResNet-50, MobileNetV2, and Mask R-CNN, while accepting the frequency-domain information as the input. Experiment results show that learning in the frequency domain with static channel selection can achieve higher accuracy than the conventional spatial downsampling approach and meanwhile further reduce the input data size. Specifically for ImageNet classification with the same input size, the proposed method achieves 1.41% and 0.66% top-1 accuracy improvements on ResNet-50 and MobileNetV2, respectively. Even with half input size, the proposed method still improves the top-1 accuracy on ResNet-50 by 1%. In addition, we observe a 0.8% average precision improvement on Mask R-CNN for instance segmentation on the COCO dataset.
The demand for artificial intelligence has grown significantly over the last decade and this growth has been fueled by advances in machine learning techniques and the ability to leverage hardware acceleration. However, in order to increase the quality of predictions and render machine learning solutions feasible for more complex applications, a substantial amount of training data is required. Although small machine learning models can be trained with modest amounts of data, the input for training larger models such as neural networks grows exponentially with the number of parameters. Since the demand for processing training data has outpaced the increase in computation power of computing machinery, there is a need for distributing the machine learning workload across multiple machines, and turning the centralized into a distributed system. These distributed systems present new challenges, first and foremost the efficient parallelization of the training process and the creation of a coherent model. This article provides an extensive overview of the current state-of-the-art in the field by outlining the challenges and opportunities of distributed machine learning over conventional (centralized) machine learning, discussing the techniques used for distributed machine learning, and providing an overview of the systems that are available.
Clustering is one of the most fundamental and wide-spread techniques in exploratory data analysis. Yet, the basic approach to clustering has not really changed: a practitioner hand-picks a task-specific clustering loss to optimize and fit the given data to reveal the underlying cluster structure. Some types of losses---such as k-means, or its non-linear version: kernelized k-means (centroid based), and DBSCAN (density based)---are popular choices due to their good empirical performance on a range of applications. Although every so often the clustering output using these standard losses fails to reveal the underlying structure, and the practitioner has to custom-design their own variation. In this work we take an intrinsically different approach to clustering: rather than fitting a dataset to a specific clustering loss, we train a recurrent model that learns how to cluster. The model uses as training pairs examples of datasets (as input) and its corresponding cluster identities (as output). By providing multiple types of training datasets as inputs, our model has the ability to generalize well on unseen datasets (new clustering tasks). Our experiments reveal that by training on simple synthetically generated datasets or on existing real datasets, we can achieve better clustering performance on unseen real-world datasets when compared with standard benchmark clustering techniques. Our meta clustering model works well even for small datasets where the usual deep learning models tend to perform worse.
Many tasks in natural language processing can be viewed as multi-label classification problems. However, most of the existing models are trained with the standard cross-entropy loss function and use a fixed prediction policy (e.g., a threshold of 0.5) for all the labels, which completely ignores the complexity and dependencies among different labels. In this paper, we propose a meta-learning method to capture these complex label dependencies. More specifically, our method utilizes a meta-learner to jointly learn the training policies and prediction policies for different labels. The training policies are then used to train the classifier with the cross-entropy loss function, and the prediction policies are further implemented for prediction. Experimental results on fine-grained entity typing and text classification demonstrate that our proposed method can obtain more accurate multi-label classification results.