We study game-theoretic models for capturing participation in blockchain systems. Permissionless blockchains can be naturally viewed as games, where a set of potentially interested users is faced with the dilemma of whether to engage with the protocol or not. Engagement here implies that the user will be asked to complete certain tasks, whenever they are selected to contribute (typically according to some stochastic process) and be rewarded if they choose to do so. Apart from the basic dilemma of engaging or not, even more strategic considerations arise in settings where users may be able to declare participation and then retract before completing their tasks (but are still able to receive rewards) or are rewarded independently of whether they contribute. Such variations occur naturally in the blockchain setting due to the complexity of tracking ``on-chain'' the behavior of the participants. We capture these participation considerations offering a series of models that enable us to reason about the basic dilemma, the case where retraction effects influence the outcome and the case when payments are given universally irrespective of the stochastic process. In all cases we provide characterization results or necessary conditions on the structure of Nash equilibria. Our findings reveal that appropriate reward mechanisms can be used to stimulate participation and avoid negative effects of free riding, results that are in line but also can inform real world blockchain system deployments.
Meta-learning has emerged as a powerful approach to train neural networks to learn new tasks quickly from limited data. Broad exposure to different tasks leads to versatile representations enabling general problem solving. But, what are the limits of meta-learning? In this work, we explore the potential of amortizing the most powerful universal predictor, namely Solomonoff Induction (SI), into neural networks via leveraging meta-learning to its limits. We use Universal Turing Machines (UTMs) to generate training data used to expose networks to a broad range of patterns. We provide theoretical analysis of the UTM data generation processes and meta-training protocols. We conduct comprehensive experiments with neural architectures (e.g. LSTMs, Transformers) and algorithmic data generators of varying complexity and universality. Our results suggest that UTM data is a valuable resource for meta-learning, and that it can be used to train neural networks capable of learning universal prediction strategies.
Offline reinforcement learning (RL) is challenged by the distributional shift problem. To address this problem, existing works mainly focus on designing sophisticated policy constraints between the learned policy and the behavior policy. However, these constraints are applied equally to well-performing and inferior actions through uniform sampling, which might negatively affect the learned policy. To alleviate this issue, we propose Offline Prioritized Experience Replay (OPER), featuring a class of priority functions designed to prioritize highly-rewarding transitions, making them more frequently visited during training. Through theoretical analysis, we show that this class of priority functions induce an improved behavior policy, and when constrained to this improved policy, a policy-constrained offline RL algorithm is likely to yield a better solution. We develop two practical strategies to obtain priority weights by estimating advantages based on a fitted value network (OPER-A) or utilizing trajectory returns (OPER-R) for quick computation. OPER is a plug-and-play component for offline RL algorithms. As case studies, we evaluate OPER on five different algorithms, including BC, TD3+BC, Onestep RL, CQL, and IQL. Extensive experiments demonstrate that both OPER-A and OPER-R significantly improve the performance for all baseline methods. Codes and priority weights are availiable at //github.com/sail-sg/OPER.
The recent surge in 3D data acquisition has spurred the development of geometric deep learning models for point cloud processing, boosted by the remarkable success of transformers in natural language processing. While point cloud transformers (PTs) have achieved impressive results recently, their quadratic scaling with respect to the point cloud size poses a significant scalability challenge for real-world applications. To address this issue, we propose the Adaptive Point Cloud Transformer (AdaPT), a standard PT model augmented by an adaptive token selection mechanism. AdaPT dynamically reduces the number of tokens during inference, enabling efficient processing of large point clouds. Furthermore, we introduce a budget mechanism to flexibly adjust the computational cost of the model at inference time without the need for retraining or fine-tuning separate models. Our extensive experimental evaluation on point cloud classification tasks demonstrates that AdaPT significantly reduces computational complexity while maintaining competitive accuracy compared to standard PTs. The code for AdaPT is made publicly available.
The extraction of modular object-centric representations for downstream tasks is an emerging area of research. Learning grounded representations of objects that are guaranteed to be stable and invariant promises robust performance across different tasks and environments. Slot Attention (SA) learns object-centric representations by assigning objects to \textit{slots}, but presupposes a \textit{single} distribution from which all slots are randomly initialised. This results in an inability to learn \textit{specialized} slots which bind to specific object types and remain invariant to identity-preserving changes in object appearance. To address this, we present \emph{\textsc{Co}nditional \textsc{S}lot \textsc{A}ttention} (\textsc{CoSA}) using a novel concept of \emph{Grounded Slot Dictionary} (GSD) inspired by vector quantization. Our proposed GSD comprises (i) canonical object-level property vectors and (ii) parametric Gaussian distributions, which define a prior over the slots. We demonstrate the benefits of our method in multiple downstream tasks such as scene generation, composition, and task adaptation, whilst remaining competitive with SA in popular object discovery benchmarks.
Federated Learning (FL) allows several clients to construct a common global machine-learning model without having to share their data. FL, however, faces the challenge of statistical heterogeneity between the client's data, which degrades performance and slows down the convergence toward the global model. In this paper, we provide theoretical proof that minimizing heterogeneity between clients facilitates the convergence of a global model for every single client. This becomes particularly important under empirical concept shifts among clients, rather than merely considering imbalanced classes, which have been studied until now. Therefore, we propose a method for knowledge transfer between clients where the server trains client-specific generators. Each generator generates samples for the corresponding client to remove the conflict with other clients' models. Experiments conducted on synthetic and real data, along with a theoretical study, support the effectiveness of our method in constructing a well-generalizable global model by reducing the conflict between local models.
We propose an $\ell_1$-penalized estimator for high-dimensional models of Expected Shortfall (ES). The estimator is obtained as the solution to a least-squares problem for an auxiliary dependent variable, which is defined as a transformation of the dependent variable and a pre-estimated tail quantile. Leveraging a sparsity condition, we derive a nonasymptotic bound on the prediction and estimator errors of the ES estimator, accounting for the estimation error in the dependent variable, and provide conditions under which the estimator is consistent. Our estimator is applicable to heavy-tailed time-series data and we find that the amount of parameters in the model may grow with the sample size at a rate that depends on the dependence and heavy-tailedness in the data. In an empirical application, we consider the systemic risk measure CoES and consider a set of regressors that consists of nonlinear transformations of a set of state variables. We find that the nonlinear model outperforms an unpenalized and untransformed benchmark considerably.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
The information bottleneck (IB) method is a technique for extracting information that is relevant for predicting the target random variable from the source random variable, which is typically implemented by optimizing the IB Lagrangian that balances the compression and prediction terms. However, the IB Lagrangian is hard to optimize, and multiple trials for tuning values of Lagrangian multiplier are required. Moreover, we show that the prediction performance strictly decreases as the compression gets stronger during optimizing the IB Lagrangian. In this paper, we implement the IB method from the perspective of supervised disentangling. Specifically, we introduce Disentangled Information Bottleneck (DisenIB) that is consistent on compressing source maximally without target prediction performance loss (maximum compression). Theoretical and experimental results demonstrate that our method is consistent on maximum compression, and performs well in terms of generalization, robustness to adversarial attack, out-of-distribution detection, and supervised disentangling.
We introduce an approach for deep reinforcement learning (RL) that improves upon the efficiency, generalization capacity, and interpretability of conventional approaches through structured perception and relational reasoning. It uses self-attention to iteratively reason about the relations between entities in a scene and to guide a model-free policy. Our results show that in a novel navigation and planning task called Box-World, our agent finds interpretable solutions that improve upon baselines in terms of sample complexity, ability to generalize to more complex scenes than experienced during training, and overall performance. In the StarCraft II Learning Environment, our agent achieves state-of-the-art performance on six mini-games -- surpassing human grandmaster performance on four. By considering architectural inductive biases, our work opens new directions for overcoming important, but stubborn, challenges in deep RL.
This paper proposes a method to modify traditional convolutional neural networks (CNNs) into interpretable CNNs, in order to clarify knowledge representations in high conv-layers of CNNs. In an interpretable CNN, each filter in a high conv-layer represents a certain object part. We do not need any annotations of object parts or textures to supervise the learning process. Instead, the interpretable CNN automatically assigns each filter in a high conv-layer with an object part during the learning process. Our method can be applied to different types of CNNs with different structures. The clear knowledge representation in an interpretable CNN can help people understand the logics inside a CNN, i.e., based on which patterns the CNN makes the decision. Experiments showed that filters in an interpretable CNN were more semantically meaningful than those in traditional CNNs.