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The rising performance of deep neural networks is often empirically attributed to an increase in the available computational power, which allows complex models to be trained upon large amounts of annotated data. However, increased model complexity leads to costly deployment of modern neural networks, while gathering such amounts of data requires huge costs to avoid label noise. In this work, we study the ability of compression methods to tackle both of these problems at once. We hypothesize that quantization-aware training, by restricting the expressivity of neural networks, behaves as a regularization. Thus, it may help fighting overfitting on noisy data while also allowing for the compression of the model at inference. We first validate this claim on a controlled test with manually introduced label noise. Furthermore, we also test the proposed method on Facial Action Unit detection, where labels are typically noisy due to the subtlety of the task. In all cases, our results suggests that quantization significantly improve the results compared with existing baselines, regularization as well as other compression methods.

The study of market equilibria is central to economic theory, particularly in efficiently allocating scarce resources. However, the computation of equilibrium prices at which the supply of goods matches their demand typically relies on having access to complete information on private attributes of agents, e.g., suppliers' cost functions, which are often unavailable in practice. Motivated by this practical consideration, we consider the problem of setting equilibrium prices in the incomplete information setting wherein a market operator seeks to satisfy the customer demand for a commodity by purchasing the required amount from competing suppliers with privately known cost functions unknown to the market operator. In this incomplete information setting, we consider the online learning problem of learning equilibrium prices over time while jointly optimizing three performance metrics -- unmet demand, cost regret, and payment regret -- pertinent in the context of equilibrium pricing over a horizon of $T$ periods. We first consider the setting when suppliers' cost functions are fixed and develop algorithms that achieve a regret of $O(\log \log T)$ when the customer demand is constant over time, or $O(\sqrt{T} \log \log T)$ when the demand is variable over time. Next, we consider the setting when the suppliers' cost functions can vary over time and illustrate that no online algorithm can achieve sublinear regret on all three metrics when the market operator has no information about how the cost functions change over time. Thus, we consider an augmented setting wherein the operator has access to hints/contexts that, without revealing the complete specification of the cost functions, reflect the variation in the cost functions over time and propose an algorithm with sublinear regret in this augmented setting.

Emotion recognition in conversation (ERC) aims to detect the emotion label for each utterance. Motivated by recent studies which have proven that feeding training examples in a meaningful order rather than considering them randomly can boost the performance of models, we propose an ERC-oriented hybrid curriculum learning framework. Our framework consists of two curricula: (1) conversation-level curriculum (CC); and (2) utterance-level curriculum (UC). In CC, we construct a difficulty measurer based on "emotion shift" frequency within a conversation, then the conversations are scheduled in an "easy to hard" schema according to the difficulty score returned by the difficulty measurer. For UC, it is implemented from an emotion-similarity perspective, which progressively strengthens the model's ability in identifying the confusing emotions. With the proposed model-agnostic hybrid curriculum learning strategy, we observe significant performance boosts over a wide range of existing ERC models and we are able to achieve new state-of-the-art results on four public ERC datasets.

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 paper serves as a survey of recent advances in large margin training and its theoretical foundations, mostly for (nonlinear) deep neural networks (DNNs) that are probably the most prominent machine learning models for large-scale data in the community over the past decade. We generalize the formulation of classification margins from classical research to latest DNNs, summarize theoretical connections between the margin, network generalization, and robustness, and introduce recent efforts in enlarging the margins for DNNs comprehensively. Since the viewpoint of different methods is discrepant, we categorize them into groups for ease of comparison and discussion in the paper. Hopefully, our discussions and overview inspire new research work in the community that aim to improve the performance of DNNs, and we also point to directions where the large margin principle can be verified to provide theoretical evidence why certain regularizations for DNNs function well in practice. We managed to shorten the paper such that the crucial spirit of large margin learning and related methods are better emphasized.

Training machine learning models in a meaningful order, from the easy samples to the hard ones, using curriculum learning can provide performance improvements over the standard training approach based on random data shuffling, without any additional computational costs. Curriculum learning strategies have been successfully employed in all areas of machine learning, in a wide range of tasks. However, the necessity of finding a way to rank the samples from easy to hard, as well as the right pacing function for introducing more difficult data can limit the usage of the curriculum approaches. In this survey, we show how these limits have been tackled in the literature, and we present different curriculum learning instantiations for various tasks in machine learning. We construct a multi-perspective taxonomy of curriculum learning approaches by hand, considering various classification criteria. We further build a hierarchical tree of curriculum learning methods using an agglomerative clustering algorithm, linking the discovered clusters with our taxonomy. At the end, we provide some interesting directions for future work.

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.

Reinforcement learning (RL) is a popular paradigm for addressing sequential decision tasks in which the agent has only limited environmental feedback. Despite many advances over the past three decades, learning in many domains still requires a large amount of interaction with the environment, which can be prohibitively expensive in realistic scenarios. To address this problem, transfer learning has been applied to reinforcement learning such that experience gained in one task can be leveraged when starting to learn the next, harder task. More recently, several lines of research have explored how tasks, or data samples themselves, can be sequenced into a curriculum for the purpose of learning a problem that may otherwise be too difficult to learn from scratch. In this article, we present a framework for curriculum learning (CL) in reinforcement learning, and use it to survey and classify existing CL methods in terms of their assumptions, capabilities, and goals. Finally, we use our framework to find open problems and suggest directions for future RL curriculum learning research.

Graph neural networks (GNNs) are a popular class of machine learning models whose major advantage is their ability to incorporate a sparse and discrete dependency structure between data points. Unfortunately, GNNs can only be used when such a graph-structure is available. In practice, however, real-world graphs are often noisy and incomplete or might not be available at all. With this work, we propose to jointly learn the graph structure and the parameters of graph convolutional networks (GCNs) by approximately solving a bilevel program that learns a discrete probability distribution on the edges of the graph. This allows one to apply GCNs not only in scenarios where the given graph is incomplete or corrupted but also in those where a graph is not available. We conduct a series of experiments that analyze the behavior of the proposed method and demonstrate that it outperforms related methods by a significant margin.

With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.