This paper presents an extension of the classical agnostic PAC learning model in which learning problems are modelled not only by a Hypothesis Space $\mathcal{H}$, but also by a Learning Space $\mathbb{L}(\mathcal{H})$, which is a cover of $\mathcal{H}$, constrained by a VC-dimension property, that is a suitable domain for Model Selection algorithms. Our main contribution is a data driven general learning algorithm to perform regularized Model Selection on $\mathbb{L}(\mathcal{H})$. A remarkable, formally proved, consequence of this approach are conditions on $\mathbb{L}(\mathcal{H})$ and on the loss function that lead to estimated out-of-sample error surfaces which are true U-curves on $\mathbb{L}(\mathcal{H})$ chains, enabling a more efficient search on $\mathbb{L}(\mathcal{H})$. To our knowledge, this is the first rigorous result asserting that a non exhaustive search of a family of candidate models can return an optimal solution. In this new framework, an U-curve optimization algorithm becomes a natural component of Model Selection, hence of learning algorithms. The abstract general framework proposed here may have important implications on modern learning models and on areas such as Neural Architecture Search.
Elimination of unknowns in a system of differential equations is often required when analysing (possibly nonlinear) dynamical systems models, where only a subset of variables are observable. One such analysis, identifiability, often relies on computing input-output relations via differential algebraic elimination. Determining identifiability, a natural prerequisite for meaningful parameter estimation, is often prohibitively expensive for medium to large systems due to the computationally expensive task of elimination. We propose an algorithm that computes a description of the set of differential-algebraic relations between the input and output variables of a dynamical system model. The resulting algorithm outperforms general-purpose software for differential elimination on a set of benchmark models from literature. We use the designed elimination algorithm to build a new randomized algorithm for assessing structural identifiability of a parameter in a parametric model. A parameter is said to be identifiable if its value can be uniquely determined from input-output data assuming the absence of noise and sufficiently exciting inputs. Our new algorithm allows the identification of models that could not be tackled before. Our implementation is publicly available as a Julia package at //github.com/SciML/StructuralIdentifiability.jl.
Discretization based approaches to solving online reinforcement learning problems have been studied extensively in practice on applications ranging from resource allocation to cache management. Two major questions in designing discretization-based algorithms are how to create the discretization and when to refine it. While there have been several experimental results investigating heuristic solutions to these questions, there has been little theoretical treatment. In this paper we provide a unified theoretical analysis of tree-based hierarchical partitioning methods for online reinforcement learning, providing model-free and model-based algorithms. We show how our algorithms are able to take advantage of inherent structure of the problem by providing guarantees that scale with respect to the 'zooming dimension' instead of the ambient dimension, an instance-dependent quantity measuring the benignness of the optimal $Q_h^\star$ function. Many applications in computing systems and operations research requires algorithms that compete on three facets: low sample complexity, mild storage requirements, and low computational burden. Our algorithms are easily adapted to operating constraints, and our theory provides explicit bounds across each of the three facets. This motivates its use in practical applications as our approach automatically adapts to underlying problem structure even when very little is known a priori about the system.
We consider the problem of approximating the arboricity of a graph $G= (V,E)$, which we denote by $\mathsf{arb}(G)$, in sublinear time, where the arboricity of a graph is the minimal number of forests required to cover its edges. An algorithm for this problem may perform degree and neighbor queries, and is allowed a small error probability. We design an algorithm that outputs an estimate $\hat{\alpha}$, such that with probability $1-1/\textrm{poly}(n)$, $\mathsf{arb}(G)/c\log^2 n \leq \hat{\alpha} \leq \mathsf{arb}(G)$, where $n=|V|$ and $c$ is a constant. The expected query complexity and running time of the algorithm are $O(n/\mathsf{arb}(G))\cdot \textrm{poly}(\log n)$, and this upper bound also holds with high probability. %($\widetilde{O}(\cdot)$ is used to suppress $\textrm{poly}(\log n)$ dependencies). This bound is optimal for such an approximation up to a $\textrm{poly}(\log n)$ factor.
In the realm of deep learning, the Fisher information matrix (FIM) gives novel insights and useful tools to characterize the loss landscape, perform second-order optimization, and build geometric learning theories. The exact FIM is either unavailable in closed form or too expensive to compute. In practice, it is almost always estimated based on empirical samples. We investigate two such estimators based on two equivalent representations of the FIM -- both unbiased and consistent. Their estimation quality is naturally gauged by their variance given in closed form. We analyze how the parametric structure of a deep neural network can affect the variance. The meaning of this variance measure and its upper bounds are then discussed in the context of deep learning.
In real world settings, numerous constraints are present which are hard to specify mathematically. However, for the real world deployment of reinforcement learning (RL), it is critical that RL agents are aware of these constraints, so that they can act safely. In this work, we consider the problem of learning constraints from demonstrations of a constraint-abiding agent's behavior. We experimentally validate our approach and show that our framework can successfully learn the most likely constraints that the agent respects. We further show that these learned constraints are \textit{transferable} to new agents that may have different morphologies and/or reward functions. Previous works in this regard have either mainly been restricted to tabular (discrete) settings, specific types of constraints or assume the environment's transition dynamics. In contrast, our framework is able to learn arbitrary \textit{Markovian} constraints in high-dimensions in a completely model-free setting. The code can be found it: \url{//github.com/shehryar-malik/icrl}.
Graph convolution is the core of most Graph Neural Networks (GNNs) and usually approximated by message passing between direct (one-hop) neighbors. In this work, we remove the restriction of using only the direct neighbors by introducing a powerful, yet spatially localized graph convolution: Graph diffusion convolution (GDC). GDC leverages generalized graph diffusion, examples of which are the heat kernel and personalized PageRank. It alleviates the problem of noisy and often arbitrarily defined edges in real graphs. We show that GDC is closely related to spectral-based models and thus combines the strengths of both spatial (message passing) and spectral methods. We demonstrate that replacing message passing with graph diffusion convolution consistently leads to significant performance improvements across a wide range of models on both supervised and unsupervised tasks and a variety of datasets. Furthermore, GDC is not limited to GNNs but can trivially be combined with any graph-based model or algorithm (e.g. spectral clustering) without requiring any changes to the latter or affecting its computational complexity. Our implementation is available online.
Active learning from demonstration allows a robot to query a human for specific types of input to achieve efficient learning. Existing work has explored a variety of active query strategies; however, to our knowledge, none of these strategies directly minimize the performance risk of the policy the robot is learning. Utilizing recent advances in performance bounds for inverse reinforcement learning, we propose a risk-aware active inverse reinforcement learning algorithm that focuses active queries on areas of the state space with the potential for large generalization error. We show that risk-aware active learning outperforms standard active IRL approaches on gridworld, simulated driving, and table setting tasks, while also providing a performance-based stopping criterion that allows a robot to know when it has received enough demonstrations to safely perform a task.
Deep reinforcement learning suggests the promise of fully automated learning of robotic control policies that directly map sensory inputs to low-level actions. However, applying deep reinforcement learning methods on real-world robots is exceptionally difficult, due both to the sample complexity and, just as importantly, the sensitivity of such methods to hyperparameters. While hyperparameter tuning can be performed in parallel in simulated domains, it is usually impractical to tune hyperparameters directly on real-world robotic platforms, especially legged platforms like quadrupedal robots that can be damaged through extensive trial-and-error learning. In this paper, we develop a stable variant of the soft actor-critic deep reinforcement learning algorithm that requires minimal hyperparameter tuning, while also requiring only a modest number of trials to learn multilayer neural network policies. This algorithm is based on the framework of maximum entropy reinforcement learning, and automatically trades off exploration against exploitation by dynamically and automatically tuning a temperature parameter that determines the stochasticity of the policy. We show that this method achieves state-of-the-art performance on four standard benchmark environments. We then demonstrate that it can be used to learn quadrupedal locomotion gaits on a real-world Minitaur robot, learning to walk from scratch directly in the real world in two hours of training.
Deep reinforcement learning has recently shown many impressive successes. However, one major obstacle towards applying such methods to real-world problems is their lack of data-efficiency. To this end, we propose the Bottleneck Simulator: a model-based reinforcement learning method which combines a learned, factorized transition model of the environment with rollout simulations to learn an effective policy from few examples. The learned transition model employs an abstract, discrete (bottleneck) state, which increases sample efficiency by reducing the number of model parameters and by exploiting structural properties of the environment. We provide a mathematical analysis of the Bottleneck Simulator in terms of fixed points of the learned policy, which reveals how performance is affected by four distinct sources of error: an error related to the abstract space structure, an error related to the transition model estimation variance, an error related to the transition model estimation bias, and an error related to the transition model class bias. Finally, we evaluate the Bottleneck Simulator on two natural language processing tasks: a text adventure game and a real-world, complex dialogue response selection task. On both tasks, the Bottleneck Simulator yields excellent performance beating competing approaches.
During recent years, active learning has evolved into a popular paradigm for utilizing user's feedback to improve accuracy of learning algorithms. Active learning works by selecting the most informative sample among unlabeled data and querying the label of that point from user. Many different methods such as uncertainty sampling and minimum risk sampling have been utilized to select the most informative sample in active learning. Although many active learning algorithms have been proposed so far, most of them work with binary or multi-class classification problems and therefore can not be applied to problems in which only samples from one class as well as a set of unlabeled data are available. Such problems arise in many real-world situations and are known as the problem of learning from positive and unlabeled data. In this paper we propose an active learning algorithm that can work when only samples of one class as well as a set of unlabelled data are available. Our method works by separately estimating probability desnity of positive and unlabeled points and then computing expected value of informativeness to get rid of a hyper-parameter and have a better measure of informativeness./ Experiments and empirical analysis show promising results compared to other similar methods.