In this paper we provide a novel approach to the analysis of kinetic models for label switching, which are used for particle systems that can randomly switch between gradient flows in different energy landscapes. Besides problems in biology and physics, we also demonstrate that stochastic gradient descent, the most popular technique in machine learning, can be understood in this setting, when considering a time-continuous variant. Our analysis is focusing on the case of evolution in a collection of external potentials, for which we provide analytical and numerical results about the evolution as well as the stationary problem.
In this work we consider stochastic gradient descent (SGD) for solving linear inverse problems in Banach spaces. SGD and its variants have been established as one of the most successful optimisation methods in machine learning, imaging and signal processing, etc. At each iteration SGD uses a single datum, or a small subset of data, resulting in highly scalable methods that are very attractive for large-scale inverse problems. Nonetheless, the theoretical analysis of SGD-based approaches for inverse problems has thus far been largely limited to Euclidean and Hilbert spaces. In this work we present a novel convergence analysis of SGD for linear inverse problems in general Banach spaces: we show the almost sure convergence of the iterates to the minimum norm solution and establish the regularising property for suitable a priori stopping criteria. Numerical results are also presented to illustrate features of the approach.
This paper proposes a probabilistic motion prediction method for long motions. The motion is predicted so that it accomplishes a task from the initial state observed in the given image. While our method evaluates the task achievability by the Energy-Based Model (EBM), previous EBMs are not designed for evaluating the consistency between different domains (i.e., image and motion in our method). Our method seamlessly integrates the image and motion data into the image feature domain by spatially-aligned temporal encoding so that features are extracted along the motion trajectory projected onto the image. Furthermore, this paper also proposes a data-driven motion optimization method, Deep Motion Optimizer (DMO), that works with EBM for motion prediction. Different from previous gradient-based optimizers, our self-supervised DMO alleviates the difficulty of hyper-parameter tuning to avoid local minima. The effectiveness of the proposed method is demonstrated with a variety of experiments with similar SOTA methods.
We model a vehicle equipped with an autonomous cyber-defense system in addition to its inherent physical resilience features. When attacked, this ensemble of cyber-physical features (i.e., ``bonware'') strives to resist and recover from the performance degradation caused by the malware's attack. We model the underlying differential equations governing such attacks for piecewise linear characterizations of malware and bonware, develop a discrete time stochastic model, and show that averages of instantiations of the stochastic model approximate solutions to the continuous differential equation. We develop a theory and methodology for approximating the parameters associated with these equations.
In this paper, we propose a deep learning based numerical scheme for strongly coupled FBSDEs, stemming from stochastic control. It is a modification of the deep BSDE method in which the initial value to the backward equation is not a free parameter, and with a new loss function being the weighted sum of the cost of the control problem, and a variance term which coincides with the mean squared error in the terminal condition. We show by a numerical example that a direct extension of the classical deep BSDE method to FBSDEs, fails for a simple linear-quadratic control problem, and motivate why the new method works. Under regularity and boundedness assumptions on the exact controls of time continuous and time discrete control problems, we provide an error analysis for our method. We show empirically that the method converges for three different problems, one being the one that failed for a direct extension of the deep BSDE method.
Convergence (virtual) bidding is an important part of two-settlement electric power markets as it can effectively reduce discrepancies between the day-ahead and real-time markets. Consequently, there is extensive research into the bidding strategies of virtual participants aiming to obtain optimal bids to submit to the day-ahead market. In this paper, we introduce a price-based general stochastic optimization framework to obtain optimal convergence bid curves. Within this framework, we develop a computationally tractable linear programming-based optimization model, which produces bid prices and volumes simultaneously. We also show that different approximations and simplifications in the general model lead naturally to state-of-the-art convergence bidding approaches, such as self-scheduling and opportunistic approaches. Our general framework also provides a straightforward way to compare the performance of these models, which is demonstrated by numerical experiments on the California (CAISO) market.
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 dominating NLP paradigm of training a strong neural predictor to perform one task on a specific dataset has led to state-of-the-art performance in a variety of applications (eg. sentiment classification, span-prediction based question answering or machine translation). However, it builds upon the assumption that the data distribution is stationary, ie. that the data is sampled from a fixed distribution both at training and test time. This way of training is inconsistent with how we as humans are able to learn from and operate within a constantly changing stream of information. Moreover, it is ill-adapted to real-world use cases where the data distribution is expected to shift over the course of a model's lifetime. The first goal of this thesis is to characterize the different forms this shift can take in the context of natural language processing, and propose benchmarks and evaluation metrics to measure its effect on current deep learning architectures. We then proceed to take steps to mitigate the effect of distributional shift on NLP models. To this end, we develop methods based on parametric reformulations of the distributionally robust optimization framework. Empirically, we demonstrate that these approaches yield more robust models as demonstrated on a selection of realistic problems. In the third and final part of this thesis, we explore ways of efficiently adapting existing models to new domains or tasks. Our contribution to this topic takes inspiration from information geometry to derive a new gradient update rule which alleviate catastrophic forgetting issues during adaptation.
This book develops an effective theory approach to understanding deep neural networks of practical relevance. Beginning from a first-principles component-level picture of networks, we explain how to determine an accurate description of the output of trained networks by solving layer-to-layer iteration equations and nonlinear learning dynamics. A main result is that the predictions of networks are described by nearly-Gaussian distributions, with the depth-to-width aspect ratio of the network controlling the deviations from the infinite-width Gaussian description. We explain how these effectively-deep networks learn nontrivial representations from training and more broadly analyze the mechanism of representation learning for nonlinear models. From a nearly-kernel-methods perspective, we find that the dependence of such models' predictions on the underlying learning algorithm can be expressed in a simple and universal way. To obtain these results, we develop the notion of representation group flow (RG flow) to characterize the propagation of signals through the network. By tuning networks to criticality, we give a practical solution to the exploding and vanishing gradient problem. We further explain how RG flow leads to near-universal behavior and lets us categorize networks built from different activation functions into universality classes. Altogether, we show that the depth-to-width ratio governs the effective model complexity of the ensemble of trained networks. By using information-theoretic techniques, we estimate the optimal aspect ratio at which we expect the network to be practically most useful and show how residual connections can be used to push this scale to arbitrary depths. With these tools, we can learn in detail about the inductive bias of architectures, hyperparameters, and optimizers.
Recent years have witnessed significant advances in technologies and services in modern network applications, including smart grid management, wireless communication, cybersecurity as well as multi-agent autonomous systems. Considering the heterogeneous nature of networked entities, emerging network applications call for game-theoretic models and learning-based approaches in order to create distributed network intelligence that responds to uncertainties and disruptions in a dynamic or an adversarial environment. This paper articulates the confluence of networks, games and learning, which establishes a theoretical underpinning for understanding multi-agent decision-making over networks. We provide an selective overview of game-theoretic learning algorithms within the framework of stochastic approximation theory, and associated applications in some representative contexts of modern network systems, such as the next generation wireless communication networks, the smart grid and distributed machine learning. In addition to existing research works on game-theoretic learning over networks, we highlight several new angles and research endeavors on learning in games that are related to recent developments in artificial intelligence. Some of the new angles extrapolate from our own research interests. The overall objective of the paper is to provide the reader a clear picture of the strengths and challenges of adopting game-theoretic learning methods within the context of network systems, and further to identify fruitful future research directions on both theoretical and applied studies.
With the rise and development of deep learning, computer vision has been tremendously transformed and reshaped. As an important research area in computer vision, scene text detection and recognition has been inescapably influenced by this wave of revolution, consequentially entering the era of deep learning. In recent years, the community has witnessed substantial advancements in mindset, approach and performance. This survey is aimed at summarizing and analyzing the major changes and significant progresses of scene text detection and recognition in the deep learning era. Through this article, we devote to: (1) introduce new insights and ideas; (2) highlight recent techniques and benchmarks; (3) look ahead into future trends. Specifically, we will emphasize the dramatic differences brought by deep learning and the grand challenges still remained. We expect that this review paper would serve as a reference book for researchers in this field. Related resources are also collected and compiled in our Github repository: //github.com/Jyouhou/SceneTextPapers.