Valuation problems, such as feature interpretation, data valuation and model valuation for ensembles, become increasingly more important in many machine learning applications. Such problems are commonly solved by well-known game-theoretic criteria, such as Shapley value or Banzhaf index. In this work, we present a novel energy-based treatment for cooperative games, with a theoretical justification by the maximum entropy framework. Surprisingly, by conducting variational inference of the energy-based model, we recover various game-theoretic valuation criteria through conducting one-step gradient ascent for maximizing the mean-field ELBO objective. This observation also verifies the rationality of existing criteria, as they are all attempting to decouple the correlations among the players through the mean-field approach. By running gradient ascent for multiple steps, we achieve a trajectory of the valuations, among which we define the valuation with the best conceivable decoupling error as the Variational Index. We experimentally demonstrate that the proposed Variational Index enjoys intriguing properties on certain synthetic and real-world valuation problems.
An essential task of Automated Machine Learning (AutoML) is the problem of automatically finding the pipeline with the best generalization performance on a given dataset. This problem has been addressed with sophisticated black-box optimization techniques such as Bayesian Optimization, Grammar-Based Genetic Algorithms, and tree search algorithms. Most of the current approaches are motivated by the assumption that optimizing the components of a pipeline in isolation may yield sub-optimal results. We present Naive AutoML, an approach that does precisely this: It optimizes the different algorithms of a pre-defined pipeline scheme in isolation. The finally returned pipeline is obtained by just taking the best algorithm of each slot. The isolated optimization leads to substantially reduced search spaces, and, surprisingly, this approach yields comparable and sometimes even better performance than current state-of-the-art optimizers.
Energy-based modeling is a promising approach to unsupervised learning, which yields many downstream applications from a single model. The main difficulty in learning energy-based models with the "contrastive approaches" is the generation of samples from the current energy function at each iteration. Many advances have been made to accomplish this subroutine cheaply. Nevertheless, all such sampling paradigms run MCMC targeting the current model, which requires infinitely long chains to generate samples from the true energy distribution and is problematic in practice. This paper proposes an alternative approach to getting these samples and avoiding crude MCMC sampling from the current model. We accomplish this by viewing the evolution of the modeling distribution as (i) the evolution of the energy function, and (ii) the evolution of the samples from this distribution along some vector field. We subsequently derive this time-dependent vector field such that the particles following this field are approximately distributed as the current density model. Thereby we match the evolution of the particles with the evolution of the energy function prescribed by the learning procedure. Importantly, unlike Monte Carlo sampling, our method targets to match the current distribution in a finite time. Finally, we demonstrate its effectiveness empirically compared to MCMC-based learning methods.
The study of generalisation in deep Reinforcement Learning (RL) aims to produce RL algorithms whose policies generalise well to novel unseen situations at deployment time, avoiding overfitting to their training environments. Tackling this is vital if we are to deploy reinforcement learning algorithms in real world scenarios, where the environment will be diverse, dynamic and unpredictable. This survey is an overview of this nascent field. We provide a unifying formalism and terminology for discussing different generalisation problems, building upon previous works. We go on to categorise existing benchmarks for generalisation, as well as current methods for tackling the generalisation problem. Finally, we provide a critical discussion of the current state of the field, including recommendations for future work. Among other conclusions, we argue that taking a purely procedural content generation approach to benchmark design is not conducive to progress in generalisation, we suggest fast online adaptation and tackling RL-specific problems as some areas for future work on methods for generalisation, and we recommend building benchmarks in underexplored problem settings such as offline RL generalisation and reward-function variation.
Learning a graph topology to reveal the underlying relationship between data entities plays an important role in various machine learning and data analysis tasks. Under the assumption that structured data vary smoothly over a graph, the problem can be formulated as a regularised convex optimisation over a positive semidefinite cone and solved by iterative algorithms. Classic methods require an explicit convex function to reflect generic topological priors, e.g. the $\ell_1$ penalty for enforcing sparsity, which limits the flexibility and expressiveness in learning rich topological structures. We propose to learn a mapping from node data to the graph structure based on the idea of learning to optimise (L2O). Specifically, our model first unrolls an iterative primal-dual splitting algorithm into a neural network. The key structural proximal projection is replaced with a variational autoencoder that refines the estimated graph with enhanced topological properties. The model is trained in an end-to-end fashion with pairs of node data and graph samples. Experiments on both synthetic and real-world data demonstrate that our model is more efficient than classic iterative algorithms in learning a graph with specific topological properties.
Many important real-world problems have action spaces that are high-dimensional, continuous or both, making full enumeration of all possible actions infeasible. Instead, only small subsets of actions can be sampled for the purpose of policy evaluation and improvement. In this paper, we propose a general framework to reason in a principled way about policy evaluation and improvement over such sampled action subsets. This sample-based policy iteration framework can in principle be applied to any reinforcement learning algorithm based upon policy iteration. Concretely, we propose Sampled MuZero, an extension of the MuZero algorithm that is able to learn in domains with arbitrarily complex action spaces by planning over sampled actions. We demonstrate this approach on the classical board game of Go and on two continuous control benchmark domains: DeepMind Control Suite and Real-World RL Suite.
Transfer learning is one of the subjects undergoing intense study in the area of machine learning. In object recognition and object detection there are known experiments for the transferability of parameters, but not for neural networks which are suitable for object-detection in real time embedded applications, such as the SqueezeDet neural network. We use transfer learning to accelerate the training of SqueezeDet to a new group of classes. Also, experiments are conducted to study the transferability and co-adaptation phenomena introduced by the transfer learning process. To accelerate training, we propose a new implementation of the SqueezeDet training which provides a faster pipeline for data processing and achieves $1.8$ times speedup compared to the initial implementation. Finally, we created a mechanism for automatic hyperparamer optimization using an empirical method.
A variety of machine learning models have been proposed to assess the performance of players in professional sports. However, they have only a limited ability to model how player performance depends on the game context. This paper proposes a new approach to capturing game context: we apply Deep Reinforcement Learning (DRL) to learn an action-value Q function from 3M play-by-play events in the National Hockey League (NHL). The neural network representation integrates both continuous context signals and game history, using a possession-based LSTM. The learned Q-function is used to value players' actions under different game contexts. To assess a player's overall performance, we introduce a novel Game Impact Metric (GIM) that aggregates the values of the player's actions. Empirical Evaluation shows GIM is consistent throughout a play season, and correlates highly with standard success measures and future salary.
Many recent machine learning models rely on fine-grained dynamic control flow for training and inference. In particular, models based on recurrent neural networks and on reinforcement learning depend on recurrence relations, data-dependent conditional execution, and other features that call for dynamic control flow. These applications benefit from the ability to make rapid control-flow decisions across a set of computing devices in a distributed system. For performance, scalability, and expressiveness, a machine learning system must support dynamic control flow in distributed and heterogeneous environments. This paper presents a programming model for distributed machine learning that supports dynamic control flow. We describe the design of the programming model, and its implementation in TensorFlow, a distributed machine learning system. Our approach extends the use of dataflow graphs to represent machine learning models, offering several distinctive features. First, the branches of conditionals and bodies of loops can be partitioned across many machines to run on a set of heterogeneous devices, including CPUs, GPUs, and custom ASICs. Second, programs written in our model support automatic differentiation and distributed gradient computations, which are necessary for training machine learning models that use control flow. Third, our choice of non-strict semantics enables multiple loop iterations to execute in parallel across machines, and to overlap compute and I/O operations. We have done our work in the context of TensorFlow, and it has been used extensively in research and production. We evaluate it using several real-world applications, and demonstrate its performance and scalability.
A recommender system aims to recommend items that a user is interested in among many items. The need for the recommender system has been expanded by the information explosion. Various approaches have been suggested for providing meaningful recommendations to users. One of the proposed approaches is to consider a recommender system as a Markov decision process (MDP) problem and try to solve it using reinforcement learning (RL). However, existing RL-based methods have an obvious drawback. To solve an MDP in a recommender system, they encountered a problem with the large number of discrete actions that bring RL to a larger class of problems. In this paper, we propose a novel RL-based recommender system. We formulate a recommender system as a gridworld game by using a biclustering technique that can reduce the state and action space significantly. Using biclustering not only reduces space but also improves the recommendation quality effectively handling the cold-start problem. In addition, our approach can provide users with some explanation why the system recommends certain items. Lastly, we examine the proposed algorithm on a real-world dataset and achieve a better performance than the widely used recommendation algorithm.
Multi-Task Learning (MTL) is a learning paradigm in machine learning and its aim is to leverage useful information contained in multiple related tasks to help improve the generalization performance of all the tasks. In this paper, we give a survey for MTL. First, we classify different MTL algorithms into several categories: feature learning approach, low-rank approach, task clustering approach, task relation learning approach, dirty approach, multi-level approach and deep learning approach. In order to compare different approaches, we discuss the characteristics of each approach. In order to improve the performance of learning tasks further, MTL can be combined with other learning paradigms including semi-supervised learning, active learning, reinforcement learning, multi-view learning and graphical models. When the number of tasks is large or the data dimensionality is high, batch MTL models are difficult to handle this situation and online, parallel and distributed MTL models as well as feature hashing are reviewed to reveal the computational and storage advantages. Many real-world applications use MTL to boost their performance and we introduce some representative works. Finally, we present theoretical analyses and discuss several future directions for MTL.