We evaluate benchmark deep reinforcement learning (DRL) algorithms on the task of portfolio optimisation under a simulator. The simulator is based on correlated geometric Brownian motion (GBM) with the Bertsimas-Lo (BL) market impact model. Using the Kelly criterion (log utility) as the objective, we can analytically derive the optimal policy without market impact and use it as an upper bound to measure performance when including market impact. We found that the off-policy algorithms DDPG, TD3 and SAC were unable to learn the right Q function due to the noisy rewards and therefore perform poorly. The on-policy algorithms PPO and A2C, with the use of generalised advantage estimation (GAE), were able to deal with the noise and derive a close to optimal policy. The clipping variant of PPO was found to be important in preventing the policy from deviating from the optimal once converged. In a more challenging environment where we have regime changes in the GBM parameters, we found that PPO, combined with a hidden Markov model (HMM) to learn and predict the regime context, is able to learn different policies adapted to each regime. Overall, we find that the sample complexity of these algorithms is too high, requiring more than 2m steps to learn a good policy in the simplest setting, which is equivalent to almost 8,000 years of daily prices.
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Computational tools for rigorously verifying the performance of large-scale machine learning (ML) models have progressed significantly in recent years. The most successful solvers employ highly specialized, GPU-accelerated branch and bound routines. Such tools are crucial for the successful deployment of machine learning applications in safety-critical systems, such as power systems. Despite their successes, however, barriers prevent out-of-the-box application of these routines to power system problems. This paper addresses this issue in two key ways. First, for the first time to our knowledge, we enable the simultaneous verification of multiple verification problems (e.g., checking for the violation of all line flow constraints simultaneously and not by solving individual verification problems). For that, we introduce an exact transformation that converts the "worst-case" violation across a set of potential violations to a series of ReLU-based layers that augment the original neural network. This allows verifiers to interpret them directly. Second, power system ML models often must be verified to satisfy power flow constraints. We propose a dualization procedure which encodes linear equality and inequality constraints directly into the verification problem; and in a manner which is mathematically consistent with the specialized verification tools. To demonstrate these innovations, we verify problems associated with data-driven security constrained DC-OPF solvers. We build and test our first set of innovations using the $\alpha,\beta$-CROWN solver, and we benchmark against Gurobi 10.0. Our contributions achieve a speedup that can exceed 100x and allow higher degrees of verification flexibility.
Patch robustness certification ensures no patch within a given bound on a sample can manipulate a deep learning model to predict a different label. However, existing techniques cannot certify samples that cannot meet their strict bars at the classifier or patch region levels. This paper proposes MajorCert. MajorCert firstly finds all possible label sets manipulatable by the same patch region on the same sample across the underlying classifiers, then enumerates their combinations element-wise, and finally checks whether the majority invariant of all these combinations is intact to certify samples.
Neural radiance fields (NeRFs) have emerged as an effective method for novel-view synthesis and 3D scene reconstruction. However, conventional training methods require access to all training views during scene optimization. This assumption may be prohibitive in continual learning scenarios, where new data is acquired in a sequential manner and a continuous update of the NeRF is desired, as in automotive or remote sensing applications. When naively trained in such a continual setting, traditional scene representation frameworks suffer from catastrophic forgetting, where previously learned knowledge is corrupted after training on new data. Prior works in alleviating forgetting with NeRFs suffer from low reconstruction quality and high latency, making them impractical for real-world application. We propose a continual learning framework for training NeRFs that leverages replay-based methods combined with a hybrid explicit--implicit scene representation. Our method outperforms previous methods in reconstruction quality when trained in a continual setting, while having the additional benefit of being an order of magnitude faster.
Federated continual learning (FCL) learns incremental tasks over time from confidential datasets distributed across clients. This paper focuses on rehearsal-free FCL, which has severe forgetting issues when learning new tasks due to the lack of access to historical task data. To address this issue, we propose Fed-CPrompt based on prompt learning techniques to obtain task-specific prompts in a communication-efficient way. Fed-CPrompt introduces two key components, asynchronous prompt learning, and contrastive continual loss, to handle asynchronous task arrival and heterogeneous data distributions in FCL, respectively. Extensive experiments demonstrate the effectiveness of Fed-CPrompt in achieving SOTA rehearsal-free FCL performance.
Modern deep learning heavily relies on large labeled datasets, which often comse with high costs in terms of both manual labeling and computational resources. To mitigate these challenges, researchers have explored the use of informative subset selection techniques, including coreset selection and active learning. Specifically, coreset selection involves sampling data with both input ($\bx$) and output ($\by$), active learning focuses solely on the input data ($\bx$). In this study, we present a theoretically optimal solution for addressing both coreset selection and active learning within the context of linear softmax regression. Our proposed method, COPS (unCertainty based OPtimal Sub-sampling), is designed to minimize the expected loss of a model trained on subsampled data. Unlike existing approaches that rely on explicit calculations of the inverse covariance matrix, which are not easily applicable to deep learning scenarios, COPS leverages the model's logits to estimate the sampling ratio. This sampling ratio is closely associated with model uncertainty and can be effectively applied to deep learning tasks. Furthermore, we address the challenge of model sensitivity to misspecification by incorporating a down-weighting approach for low-density samples, drawing inspiration from previous works. To assess the effectiveness of our proposed method, we conducted extensive empirical experiments using deep neural networks on benchmark datasets. The results consistently showcase the superior performance of COPS compared to baseline methods, reaffirming its efficacy.
Object detection is a fundamental task in computer vision and image processing. Current deep learning based object detectors have been highly successful with abundant labeled data. But in real life, it is not guaranteed that each object category has enough labeled samples for training. These large object detectors are easy to overfit when the training data is limited. Therefore, it is necessary to introduce few-shot learning and zero-shot learning into object detection, which can be named low-shot object detection together. Low-Shot Object Detection (LSOD) aims to detect objects from a few or even zero labeled data, which can be categorized into few-shot object detection (FSOD) and zero-shot object detection (ZSD), respectively. This paper conducts a comprehensive survey for deep learning based FSOD and ZSD. First, this survey classifies methods for FSOD and ZSD into different categories and discusses the pros and cons of them. Second, this survey reviews dataset settings and evaluation metrics for FSOD and ZSD, then analyzes the performance of different methods on these benchmarks. Finally, this survey discusses future challenges and promising directions for FSOD and ZSD.
As an effective strategy, data augmentation (DA) alleviates data scarcity scenarios where deep learning techniques may fail. It is widely applied in computer vision then introduced to natural language processing and achieves improvements in many tasks. One of the main focuses of the DA methods is to improve the diversity of training data, thereby helping the model to better generalize to unseen testing data. In this survey, we frame DA methods into three categories based on the diversity of augmented data, including paraphrasing, noising, and sampling. Our paper sets out to analyze DA methods in detail according to the above categories. Further, we also introduce their applications in NLP tasks as well as the challenges.
Knowledge graph completion aims to predict missing relations between entities in a knowledge graph. While many different methods have been proposed, there is a lack of a unifying framework that would lead to state-of-the-art results. Here we develop PathCon, a knowledge graph completion method that harnesses four novel insights to outperform existing methods. PathCon predicts relations between a pair of entities by: (1) Considering the Relational Context of each entity by capturing the relation types adjacent to the entity and modeled through a novel edge-based message passing scheme; (2) Considering the Relational Paths capturing all paths between the two entities; And, (3) adaptively integrating the Relational Context and Relational Path through a learnable attention mechanism. Importantly, (4) in contrast to conventional node-based representations, PathCon represents context and path only using the relation types, which makes it applicable in an inductive setting. Experimental results on knowledge graph benchmarks as well as our newly proposed dataset show that PathCon outperforms state-of-the-art knowledge graph completion methods by a large margin. Finally, PathCon is able to provide interpretable explanations by identifying relations that provide the context and paths that are important for a given predicted relation.
This paper presents SimCLR: a simple framework for contrastive learning of visual representations. We simplify recently proposed contrastive self-supervised learning algorithms without requiring specialized architectures or a memory bank. In order to understand what enables the contrastive prediction tasks to learn useful representations, we systematically study the major components of our framework. We show that (1) composition of data augmentations plays a critical role in defining effective predictive tasks, (2) introducing a learnable nonlinear transformation between the representation and the contrastive loss substantially improves the quality of the learned representations, and (3) contrastive learning benefits from larger batch sizes and more training steps compared to supervised learning. By combining these findings, we are able to considerably outperform previous methods for self-supervised and semi-supervised learning on ImageNet. A linear classifier trained on self-supervised representations learned by SimCLR achieves 76.5% top-1 accuracy, which is a 7% relative improvement over previous state-of-the-art, matching the performance of a supervised ResNet-50. When fine-tuned on only 1% of the labels, we achieve 85.8% top-5 accuracy, outperforming AlexNet with 100X fewer labels.
Neural machine translation (NMT) is a deep learning based approach for machine translation, which yields the state-of-the-art translation performance in scenarios where large-scale parallel corpora are available. Although the high-quality and domain-specific translation is crucial in the real world, domain-specific corpora are usually scarce or nonexistent, and thus vanilla NMT performs poorly in such scenarios. Domain adaptation that leverages both out-of-domain parallel corpora as well as monolingual corpora for in-domain translation, is very important for domain-specific translation. In this paper, we give a comprehensive survey of the state-of-the-art domain adaptation techniques for NMT.
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