Sparse model identification enables the discovery of nonlinear dynamical systems purely from data; however, this approach is sensitive to noise, especially in the low-data limit. In this work, we leverage the statistical approach of bootstrap aggregating (bagging) to robustify the sparse identification of nonlinear dynamics (SINDy) algorithm. First, an ensemble of SINDy models is identified from subsets of limited and noisy data. The aggregate model statistics are then used to produce inclusion probabilities of the candidate functions, which enables uncertainty quantification and probabilistic forecasts. We apply this ensemble-SINDy (E-SINDy) algorithm to several synthetic and real-world data sets and demonstrate substantial improvements to the accuracy and robustness of model discovery from extremely noisy and limited data. For example, E-SINDy uncovers partial differential equations models from data with more than twice as much measurement noise as has been previously reported. Similarly, E-SINDy learns the Lotka Volterra dynamics from remarkably limited data of yearly lynx and hare pelts collected from 1900-1920. E-SINDy is computationally efficient, with similar scaling as standard SINDy. Finally, we show that ensemble statistics from E-SINDy can be exploited for active learning and improved model predictive control.
Calibration and uncertainty estimation are crucial topics in high-risk environments. We introduce a new diversity regularizer for classification tasks that uses out-of-distribution samples and increases the overall accuracy, calibration and out-of-distribution detection capabilities of ensembles. Following the recent interest in the diversity of ensembles, we systematically evaluate the viability of explicitly regularizing ensemble diversity to improve calibration on in-distribution data as well as under dataset shift. We demonstrate that diversity regularization is highly beneficial in architectures, where weights are partially shared between the individual members and even allows to use fewer ensemble members to reach the same level of robustness. Experiments on CIFAR-10, CIFAR-100, and SVHN show that regularizing diversity can have a significant impact on calibration and robustness, as well as out-of-distribution detection.
Cluster analysis aims at partitioning data into groups or clusters. In applications, it is common to deal with problems where the number of clusters is unknown. Bayesian mixture models employed in such applications usually specify a flexible prior that takes into account the uncertainty with respect to the number of clusters. However, a major empirical challenge involving the use of these models is in the characterisation of the induced prior on the partitions. This work introduces an approach to compute descriptive statistics of the prior on the partitions for three selected Bayesian mixture models developed in the areas of Bayesian finite mixtures and Bayesian nonparametrics. The proposed methodology involves computationally efficient enumeration of the prior on the number of clusters in-sample (termed as ``data clusters'') and determining the first two prior moments of symmetric additive statistics characterising the partitions. The accompanying reference implementation is made available in the R package 'fipp'. Finally, we illustrate the proposed methodology through comparisons and also discuss the implications for prior elicitation in applications.
State-of-the-art machine learning models are routinely trained on large-scale distributed clusters. Crucially, such systems can be compromised when some of the computing devices exhibit abnormal (Byzantine) behavior and return arbitrary results to the parameter server (PS). This behavior may be attributed to a plethora of reasons, including system failures and orchestrated attacks. Existing work suggests robust aggregation and/or computational redundancy to alleviate the effect of distorted gradients. However, most of these schemes are ineffective when an adversary knows the task assignment and can choose the attacked workers judiciously to induce maximal damage. Our proposed method Aspis assigns gradient computations to worker nodes using a subset-based assignment which allows for multiple consistency checks on the behavior of a worker node. Examination of the calculated gradients and post-processing (clique-finding in an appropriately constructed graph) by the central node allows for efficient detection and subsequent exclusion of adversaries from the training process. We prove the Byzantine resilience and detection guarantees of Aspis under weak and strong attacks and extensively evaluate the system on various large-scale training scenarios. The principal metric for our experiments is the test accuracy, for which we demonstrate a significant improvement of about 30% compared to many state-of-the-art approaches on the CIFAR-10 dataset. The corresponding reduction of the fraction of corrupted gradients ranges from 16% to 99%.
The learning process of deep learning methods usually updates the model's parameters in multiple iterations. Each iteration can be viewed as the first-order approximation of Taylor's series expansion. The remainder, which consists of higher-order terms, is usually ignored in the learning process for simplicity. This learning scheme empowers various multimedia based applications, such as image retrieval, recommendation system, and video search. Generally, multimedia data (e.g., images) are semantics-rich and high-dimensional, hence the remainders of approximations are possibly non-zero. In this work, we consider the remainder to be informative and study how it affects the learning process. To this end, we propose a new learning approach, namely gradient adjustment learning (GAL), to leverage the knowledge learned from the past training iterations to adjust vanilla gradients, such that the remainders are minimized and the approximations are improved. The proposed GAL is model- and optimizer-agnostic, and is easy to adapt to the standard learning framework. It is evaluated on three tasks, i.e., image classification, object detection, and regression, with state-of-the-art models and optimizers. The experiments show that the proposed GAL consistently enhances the evaluated models, whereas the ablation studies validate various aspects of the proposed GAL. The code is available at \url{//github.com/luoyan407/gradient_adjustment.git}.
The classic DQN algorithm is limited by the overestimation bias of the learned Q-function. Subsequent algorithms have proposed techniques to reduce this problem, without fully eliminating it. Recently, the Maxmin and Ensemble Q-learning algorithms have used different estimates provided by the ensembles of learners to reduce the overestimation bias. Unfortunately, these learners can converge to the same point in the parametric or representation space, falling back to the classic single neural network DQN. In this paper, we describe a regularization technique to maximize ensemble diversity in these algorithms. We propose and compare five regularization functions inspired from economics theory and consensus optimization. We show that the regularized approach significantly outperforms the Maxmin and Ensemble Q-learning algorithms as well as non-ensemble baselines.
We study the offline meta-reinforcement learning (OMRL) problem, a paradigm which enables reinforcement learning (RL) algorithms to quickly adapt to unseen tasks without any interactions with the environments, making RL truly practical in many real-world applications. This problem is still not fully understood, for which two major challenges need to be addressed. First, offline RL usually suffers from bootstrapping errors of out-of-distribution state-actions which leads to divergence of value functions. Second, meta-RL requires efficient and robust task inference learned jointly with control policy. In this work, we enforce behavior regularization on learned policy as a general approach to offline RL, combined with a deterministic context encoder for efficient task inference. We propose a novel negative-power distance metric on bounded context embedding space, whose gradients propagation is detached from the Bellman backup. We provide analysis and insight showing that some simple design choices can yield substantial improvements over recent approaches involving meta-RL and distance metric learning. To the best of our knowledge, our method is the first model-free and end-to-end OMRL algorithm, which is computationally efficient and demonstrated to outperform prior algorithms on several meta-RL benchmarks.
Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG) according to a predefined score function. While these methods, e.g., greedy equivalence search, may have attractive results with infinite samples and certain model assumptions, they are usually less satisfactory in practice due to finite data and possible violation of assumptions. Motivated by recent advances in neural combinatorial optimization, we propose to use Reinforcement Learning (RL) to search for the DAG with the best scoring. Our encoder-decoder model takes observable data as input and generates graph adjacency matrices that are used to compute rewards. The reward incorporates both the predefined score function and two penalty terms for enforcing acyclicity. In contrast with typical RL applications where the goal is to learn a policy, we use RL as a search strategy and our final output would be the graph, among all graphs generated during training, that achieves the best reward. We conduct experiments on both synthetic and real datasets, and show that the proposed approach not only has an improved search ability but also allows a flexible score function under the acyclicity constraint.
Humans and animals have the ability to continually acquire, fine-tune, and transfer knowledge and skills throughout their lifespan. This ability, referred to as lifelong learning, is mediated by a rich set of neurocognitive mechanisms that together contribute to the development and specialization of our sensorimotor skills as well as to long-term memory consolidation and retrieval. Consequently, lifelong learning capabilities are crucial for autonomous agents interacting in the real world and processing continuous streams of information. However, lifelong learning remains a long-standing challenge for machine learning and neural network models since the continual acquisition of incrementally available information from non-stationary data distributions generally leads to catastrophic forgetting or interference. This limitation represents a major drawback for state-of-the-art deep neural network models that typically learn representations from stationary batches of training data, thus without accounting for situations in which information becomes incrementally available over time. In this review, we critically summarize the main challenges linked to lifelong learning for artificial learning systems and compare existing neural network approaches that alleviate, to different extents, catastrophic forgetting. We discuss well-established and emerging research motivated by lifelong learning factors in biological systems such as structural plasticity, memory replay, curriculum and transfer learning, intrinsic motivation, and multisensory integration.
Although reinforcement learning methods can achieve impressive results in simulation, the real world presents two major challenges: generating samples is exceedingly expensive, and unexpected perturbations can cause proficient but narrowly-learned policies to fail at test time. In this work, we propose to learn how to quickly and effectively adapt online to new situations as well as to perturbations. To enable sample-efficient meta-learning, we consider learning online adaptation in the context of model-based reinforcement learning. Our approach trains a global model such that, when combined with recent data, the model can be be rapidly adapted to the local context. Our experiments demonstrate that our approach can enable simulated agents to adapt their behavior online to novel terrains, to a crippled leg, and in highly-dynamic environments.
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.