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I present a deep reinforcement learning (RL) solution to the mathematical problem known as the Newsvendor model, which seeks to optimize profit given a probabilistic demand distribution. To reflect a more realistic and complex situation, the demand distribution can change for different days of the week, thus changing the optimum behavior. I used a Twin-Delayed Deep Deterministic Policy Gradient agent (written as completely original code) with both an actor and critic network to solve this problem. The agent was able to learn optimal behavior consistent with the analytical solution of the problem, and could identify separate probability distributions for different days of the week and behave accordingly.

Disentanglement is a useful property in representation learning which increases the interpretability of generative models such as Variational Auto-Encoders (VAE), Generative Adversarial Models, and their many variants. Typically in such models, an increase in disentanglement performance is traded-off with generation quality. In the context of latent space models, this work presents a representation learning framework that explicitly promotes disentanglement by encouraging orthogonal directions of variations. The proposed objective is the sum of an auto-encoder error term along with a Principal Component Analysis reconstruction error in the feature space. This has an interpretation of a Restricted Kernel Machine with the eigenvector matrix valued on the Stiefel manifold. Our analysis shows that such a construction promotes disentanglement by matching the principal directions in the latent space with the directions of orthogonal variation in data space. In an alternating minimization scheme, we use Cayley ADAM algorithm -- a stochastic optimization method on the Stiefel manifold along with the ADAM optimizer. Our theoretical discussion and various experiments show that the proposed model improves over many VAE variants in terms of both generation quality and disentangled representation learning.

Specialized domain knowledge is often necessary to accurately annotate training sets for in-depth analysis, but can be burdensome and time-consuming to acquire from domain experts. This issue arises prominently in automated behavior analysis, in which agent movements or actions of interest are detected from video tracking data. To reduce annotation effort, we present TREBA: a method to learn annotation-sample efficient trajectory embedding for behavior analysis, based on multi-task self-supervised learning. The tasks in our method can be efficiently engineered by domain experts through a process we call "task programming", which uses programs to explicitly encode structured knowledge from domain experts. Total domain expert effort can be reduced by exchanging data annotation time for the construction of a small number of programmed tasks. We evaluate this trade-off using data from behavioral neuroscience, in which specialized domain knowledge is used to identify behaviors. We present experimental results in three datasets across two domains: mice and fruit flies. Using embeddings from TREBA, we reduce annotation burden by up to a factor of 10 without compromising accuracy compared to state-of-the-art features. Our results thus suggest that task programming and self-supervision can be an effective way to reduce annotation effort for domain experts.

We address the question of characterizing and finding optimal representations for supervised learning. Traditionally, this question has been tackled using the Information Bottleneck, which compresses the inputs while retaining information about the targets, in a decoder-agnostic fashion. In machine learning, however, our goal is not compression but rather generalization, which is intimately linked to the predictive family or decoder of interest (e.g. linear classifier). We propose the Decodable Information Bottleneck (DIB) that considers information retention and compression from the perspective of the desired predictive family. As a result, DIB gives rise to representations that are optimal in terms of expected test performance and can be estimated with guarantees. Empirically, we show that the framework can be used to enforce a small generalization gap on downstream classifiers and to predict the generalization ability of neural networks.

Pre-training text representations has recently been shown to significantly improve the state-of-the-art in many natural language processing tasks. The central goal of pre-training is to learn text representations that are useful for subsequent tasks. However, existing approaches are optimized by minimizing a proxy objective, such as the negative log likelihood of language modeling. In this work, we introduce a learning algorithm which directly optimizes model's ability to learn text representations for effective learning of downstream tasks. We show that there is an intrinsic connection between multi-task pre-training and model-agnostic meta-learning with a sequence of meta-train steps. The standard multi-task learning objective adopted in BERT is a special case of our learning algorithm where the depth of meta-train is zero. We study the problem in two settings: unsupervised pre-training and supervised pre-training with different pre-training objects to verify the generality of our approach.Experimental results show that our algorithm brings improvements and learns better initializations for a variety of downstream tasks.

We present a new method to learn video representations from large-scale unlabeled video data. Ideally, this representation will be generic and transferable, directly usable for new tasks such as action recognition and zero or few-shot learning. We formulate unsupervised representation learning as a multi-modal, multi-task learning problem, where the representations are shared across different modalities via distillation. Further, we introduce the concept of loss function evolution by using an evolutionary search algorithm to automatically find optimal combination of loss functions capturing many (self-supervised) tasks and modalities. Thirdly, we propose an unsupervised representation evaluation metric using distribution matching to a large unlabeled dataset as a prior constraint, based on Zipf's law. This unsupervised constraint, which is not guided by any labeling, produces similar results to weakly-supervised, task-specific ones. The proposed unsupervised representation learning results in a single RGB network and outperforms previous methods. Notably, it is also more effective than several label-based methods (e.g., ImageNet), with the exception of large, fully labeled video datasets.

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.

Continual learning aims to improve the ability of modern learning systems to deal with non-stationary distributions, typically by attempting to learn a series of tasks sequentially. Prior art in the field has largely considered supervised or reinforcement learning tasks, and often assumes full knowledge of task labels and boundaries. In this work, we propose an approach (CURL) to tackle a more general problem that we will refer to as unsupervised continual learning. The focus is on learning representations without any knowledge about task identity, and we explore scenarios when there are abrupt changes between tasks, smooth transitions from one task to another, or even when the data is shuffled. The proposed approach performs task inference directly within the model, is able to dynamically expand to capture new concepts over its lifetime, and incorporates additional rehearsal-based techniques to deal with catastrophic forgetting. We demonstrate the efficacy of CURL in an unsupervised learning setting with MNIST and Omniglot, where the lack of labels ensures no information is leaked about the task. Further, we demonstrate strong performance compared to prior art in an i.i.d setting, or when adapting the technique to supervised tasks such as incremental class learning.

User behavior data in recommender systems are driven by the complex interactions of many latent factors behind the users' decision making processes. The factors are highly entangled, and may range from high-level ones that govern user intentions, to low-level ones that characterize a user's preference when executing an intention. Learning representations that uncover and disentangle these latent factors can bring enhanced robustness, interpretability, and controllability. However, learning such disentangled representations from user behavior is challenging, and remains largely neglected by the existing literature. In this paper, we present the MACRo-mIcro Disentangled Variational Auto-Encoder (MacridVAE) for learning disentangled representations from user behavior. Our approach achieves macro disentanglement by inferring the high-level concepts associated with user intentions (e.g., to buy a shirt or a cellphone), while capturing the preference of a user regarding the different concepts separately. A micro-disentanglement regularizer, stemming from an information-theoretic interpretation of VAEs, then forces each dimension of the representations to independently reflect an isolated low-level factor (e.g., the size or the color of a shirt). Empirical results show that our approach can achieve substantial improvement over the state-of-the-art baselines. We further demonstrate that the learned representations are interpretable and controllable, which can potentially lead to a new paradigm for recommendation where users are given fine-grained control over targeted aspects of the recommendation lists.

A major goal of unsupervised learning is to discover data representations that are useful for subsequent tasks, without access to supervised labels during training. Typically, this goal is approached by minimizing a surrogate objective, such as the negative log likelihood of a generative model, with the hope that representations useful for subsequent tasks will arise incidentally. In this work, we propose instead to directly target a later desired task by meta-learning an unsupervised learning rule, which leads to representations useful for that task. Here, our desired task (meta-objective) is the performance of the representation on semi-supervised classification, and we meta-learn an algorithm -- an unsupervised weight update rule -- that produces representations that perform well under this meta-objective. Additionally, we constrain our unsupervised update rule to a be a biologically-motivated, neuron-local function, which enables it to generalize to novel neural network architectures. We show that the meta-learned update rule produces useful features and sometimes outperforms existing unsupervised learning techniques. We further show that the meta-learned unsupervised update rule generalizes to train networks with different widths, depths, and nonlinearities. It also generalizes to train on data with randomly permuted input dimensions and even generalizes from image datasets to a text task.