AISTATS 2021 Papers

Random sampling (without replacement) is ubiquitously employed to obtain a representative subset of the data. Unlike common methods, sequential methods report samples in ascending order of index without keeping track of previous samples. This enables lightweight iterators that can jump directly from one sampled position to the next. Previously, sequential methods focused on drawing from the distribution of gap sizes, which requires intricate algorithms that are difficult to validate and can be slow in the worst-case. This can be avoided by a new method, the Hidden Shuffle. The name mirrors the fact that although the algorithm does not resemble shuffling, its correctness can be proven by conceptualising the sampling process as a random shuffle. The Hidden Shuffle algorithm stores just a handful of values, can be implemented in few lines of code, offers strong worst-case guarantees and is shown to be faster than state-of-the-art methods while using comparably few random variates.

In this work, we propose a simple yet effective meta-learning algorithm in semi-supervised learning. We notice that most existing consistency-based approaches suffer from overfitting and limited model generalization ability, especially when training with only a small number of labeled data. To alleviate this issue, we propose a learn-to-generalize regularization term by utilizing the label information and optimize the problem in a meta-learning fashion. Specifically, we seek the pseudo labels of the unlabeled data so that the model can generalize well on the labeled data, which is formulated as a nested optimization problem. We address this problem using the meta-gradient that bridges between the pseudo label and the regularization term. In addition, we introduce a simple first-order approximation to avoid computing higher-order derivatives and provide theoretic convergence analysis. Extensive evaluations on the SVHN, CIFAR, and ImageNet datasets demonstrate that the proposed algorithm performs favorably against state-of-the-art methods.

We develop a novel method that provides theoretical guarantees for learning from weak labelers without the (mostly unrealistic) assumption that the errors of the weak labelers are independent or come from a particular family of distributions. We show a rigorous technique for efficiently selecting small subsets of the labelers so that a majority vote from such subsets has a provably low error rate. We explore several extensions of this method and provide experimental results over a range of labeled data set sizes on 45 image classification tasks. Our performance-guaranteed methods consistently match the best performing alternative, which varies based on problem difficulty. On tasks with accurate weak labelers, our methods are on average 3 percentage points more accurate than the state-of-the-art adversarial method. On tasks with inaccurate weak labelers, our methods are on average 15 percentage points more accurate than the semi-supervised Dawid-Skene model (which assumes independence).

Vision-based learning methods for self-driving cars have primarily used supervised approaches that require a large number of labels for training. However, those labels are usually difficult and expensive to obtain. In this paper, we demonstrate how a model can be trained to control a vehicle’s trajectory using camera poses estimated through visual odometry methods in an entirely self-supervised fashion. We propose a scalable framework that leverages trajectory information from several different runs using a camera setup placed at the front of a car. Experimental results on the CARLA simulator demonstrate that our proposed approach performs at par with the model trained with supervision.

Contextual sequential decision problems with categorical or numerical observations are ubiquitous and Generalized Linear Bandits (GLB) offer a solid theoretical framework to address them. In contrast to the case of linear bandits, existing algorithms for GLB have two drawbacks undermining their applicability. First, they rely on excessively pessimistic concentration bounds due to the non-linear nature of the model. Second, they require either non-convex projection steps or burn-in phases to enforce boundedness of the estimators. Both of these issues are worsened when considering non-stationary models, in which the GLB parameter may vary with time. In this work, we focus on self-concordant GLB (which include logistic and Poisson regression) with forgetting achieved either by the use of a sliding window or exponential weights. We propose a novel confidence-based algorithm for the maximum-likehood estimator with forgetting and analyze its perfomance in abruptly changing environments. These results as well as the accompanying numerical simulations highlight the potential of the proposed approach to address non-stationarity in GLB.

We propose a novel method for selective classification (SC), a problem which allows a classifier to abstain from predicting some instances, thus trading off accuracy against coverage (the fraction of instances predicted). In contrast to prior gating or confidence-set based work, our proposed method optimises a collection of class-wise decoupled one-sided empirical risks, and is in essence a method for explicitly finding the largest decision sets for each class that have few false positives. This one-sided prediction (OSP) based relaxation yields an SC scheme that attains near-optimal coverage in the practically relevant high target accuracy regime, and further admits efficient implementation, leading to a flexible and principled method for SC. We theoretically derive generalization bounds for SC and OSP, and empirically we show that our scheme strongly outperforms state of the art methods in coverage at small error levels.

Conventional variational autoencoders fail in modeling correlations between data points due to their use of factorized priors. Amortized Gaussian process inference through GP-VAEs has led to significant improvements in this regard, but is still inhibited by the intrinsic complexity of exact GP inference. We improve the scalability of these methods through principled sparse inference approaches. We propose a new scalable GP-VAE model that outperforms existing approaches in terms of runtime and memory footprint, is easy to implement, and allows for joint end-to-end optimization of all components.

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex and hard to find, in addition to the curses of dimensionality and the heterogeneity of the underlying functions. In particular, these characteristics dramatically impact the performance of Bayesian optimization methods, that otherwise have become the defacto standard for sample-efficient optimization in unconstrained settings, leaving practitioners with evolutionary strategies or heuristics. We propose the scalable constrained Bayesian optimization (SCBO) algorithm that overcomes the above challenges and pushes the applicability of Bayesian optimization far beyond the state-of-the-art. A comprehensive experimental evaluation demonstrates that SCBO achieves excellent results on a variety of benchmarks. To this end, we propose two new control problems that we expect to be of independent value for the scientific community.

Hybrid Monte Carlo is a powerful Markov Chain Monte Carlo method for sampling from complex continuous distributions. However, a major limitation of HMC is its inability to be applied to discrete domains due to the lack of gradient signal. In this work, we introduce a new approach based on augmenting monte carlo methods with SurVAE Flow to sample from discrete distributions using a combination of neural transport methods like normalizing flows, variational dequantization, and the Metropolis-Hastings rule. Our method first learns a continuous embedding of the discrete space using a surjective map and subsequently learns a bijective transformation from the continuous space to an approximately Gaussian distributed latent variable. Sampling proceeds by simulating MCMC chains in the latent space and mapping these samples to the target discrete space via the learned transformations. We demonstrate the efficacy of our algorithm on a range of examples from statistics, computational physics, and, machine learning, and observe improvements compared to alternative algorithms.

Deep learning approaches often require huge datasets to achieve good generalization. This complicates its use in tasks like image-based medical diagnosis, where the small training datasets are usually insufficient to learn appropriate data representations. For such sensitive tasks it is also important to provide the confidence in the predictions. Here, we propose a way to learn and use probabilistic labels to train accurate and calibrated deep networks from relatively small datasets. We observe gains of up to 22% in the accuracy of models trained with these labels, as compared with traditional approaches, in three classification tasks: diagnosis of hip dysplasia, fatty liver, and glaucoma. The outputs of models trained with probabilistic labels are calibrated, allowing the interpretation of its predictions as proper probabilities. We anticipate this approach will apply to other tasks where few training instances are available and expert knowledge can be encoded as probabilities.

It is important to collect credible training samples $(x,y)$ for building data-intensive learning systems (e.g., a deep learning system). Asking people to report complex distribution $p(x)$, though theoretically viable, is challenging in practice. This is primarily due to the cognitive loads required for human agents to form the report of this highly complicated information. While classical elicitation mechanisms apply to eliciting a complex and generative (and continuous) distribution $p(x)$, we are interested in eliciting samples $x_i \sim p(x)$ from agents directly. We coin the above problem sample elicitation. This paper introduces a deep learning aided method to incentivize credible sample contributions from self-interested and rational agents. We show that with an accurate estimation of a certain $f$-divergence function we can achieve approximate incentive compatibility in eliciting truthful samples. We then present an efficient estimator with theoretical guarantees via studying the variational forms of the $f$-divergence function. We also show a connection between this sample elicitation problem and $f$-GAN, and how this connection can help reconstruct an estimator of the distribution based on collected samples. Experiments on synthetic data, MNIST, and CIFAR-10 datasets demonstrate that our mechanism elicits truthful samples. Our implementation is available at https://github.com/weijiaheng/Credible-sample-elicitation.git.

Two timescale stochastic approximation (SA) has been widely used in value-based reinforcement learning algorithms. In the policy evaluation setting, it can model the linear and nonlinear temporal difference learning with gradient correction (TDC) algorithms as linear SA and nonlinear SA, respectively. In the policy optimization setting, two timescale nonlinear SA can also model the greedy gradient-Q (Greedy-GQ) algorithm. In previous studies, the non-asymptotic analysis of linear TDC and Greedy-GQ has been studied in the Markovian setting, with single-sample update at each iteration. For the nonlinear TDC algorithm, only the asymptotic convergence has been established. In this paper, we study the non-asymptotic convergence rate of two time-scale linear and nonlinear TDC and Greedy-GQ under Markovian sampling and with mini-batch data for each update. For linear TDC, we provide a novel non-asymptotic analysis and our sample complexity result achieves the complexity $\mathcal{O}(\epsilon^{-1}\log(1/\epsilon))$. For nonlinear TDC and Greedy-GQ, we show that both algorithms attain $\epsilon$-accurate stationary solution with sample complexity $\mathcal{O}(\epsilon^{-2})$. It is the first time that non-asymptotic convergence result has been established for nonlinear TDC and our result for Greedy-GQ outperforms previous result orderwisely by a factor of $\mathcal{O}(\epsilon^{-1}\log(1/\epsilon))$.

This work presents a new optimization algorithm for empirical risk minimization. The algorithm bridges the gap between first- and second-order methods by computing a search direction that uses a second-order-type update in one subspace, coupled with a scaled steepest descent step in the orthogonal complement. To this end, partial curvature information is incorporated to help with ill-conditioning, while simultaneously allowing the algorithm to scale to the large problem dimensions often encountered in machine learning applications. Theoretical results are presented to confirm that the algorithm converges to a stationary point in both the strongly convex and nonconvex cases. A stochastic variant of the algorithm is also presented, along with corresponding theoretical guarantees. Numerical results confirm the strengths of the new approach on standard machine learning problems.

Stochastic Gradient Descent (SGD) is being used routinely for optimizing non-convex functions. Yet, the standard convergence theory for SGD in the smooth non-convex setting gives a slow sublinear convergence to a stationary point. In this work, we provide several convergence theorems for SGD showing convergence to a global minimum for non-convex problems satisfying some extra structural assumptions. In particular, we focus on two large classes of structured non-convex functions: (i) Quasar (Strongly) Convex functions (a generalization of convex functions) and (ii) functions satisfying the Polyak-Łojasiewicz condition (a generalization of strongly-convex functions). Our analysis relies on an Expected Residual condition which we show is a strictly weaker assumption than previously used growth conditions, expected smoothness or bounded variance assumptions. We provide theoretical guarantees for the convergence of SGD for different step-size selections including constant, decreasing and the recently proposed stochastic Polyak step-size. In addition, all of our analysis holds for the arbitrary sampling paradigm, and as such, we give insights into the complexity of minibatching and determine an optimal minibatch size. Finally, we show that for models that interpolate the training data, we can dispense of our Expected Residual condition and give state-of-the-art results in this setting.

Phase I clinical trials are designed to test the safety (non-toxicity) of drugs and find the maximum tolerated dose (MTD). This task becomes significantly more challenging when multiple-drug dose-combinations (DC) are involved, due to the inherent conflict between the exponentially increasing DC candidates and the limited patient budget. This paper proposes a novel Bayesian design, SDF-Bayes, for finding the MTD for drug combinations in the presence of safety constraints. Rather than the conventional principle of escalating or de-escalating the current dose of one drug (perhaps alternating between drugs), SDF-Bayes proceeds by cautious optimism: it chooses the next DC that, on the basis of current information, is most likely to be the MTD (optimism), subject to the constraint that it only chooses DCs that have a high probability of being safe (caution). We also propose an extension, SDF-Bayes-AR, that accounts for patient heterogeneity and enables heterogeneous patient recruitment. Extensive experiments based on both synthetic and real-world datasets demonstrate the advantages of SDF-Bayes over state of the art DC trial designs in terms of accuracy and safety.

Real-world data is laden with outlying values. The challenge for machine learning is that the learner typically has no prior knowledge of whether the feedback it receives (losses, gradients, etc.) will be heavy-tailed or not. In this work, we study a simple, cost-efficient algorithmic strategy that can be leveraged when both losses and gradients can be heavy-tailed. The core technique introduces a simple robust validation sub-routine, which is used to boost the confidence of inexpensive gradient-based sub-processes. Compared with recent robust gradient descent methods from the literature, dimension dependence (both risk bounds and cost) is substantially improved, without relying upon strong convexity or expensive per-step robustification. We also empirically show that the proposed procedure cannot simply be replaced with naive cross-validation.

We propose a simple robust hypothesis test that has the same sample complexity as that of the optimal Neyman-Pearson test up to constants, but robust to distribution perturbations under Hellinger distance. We discuss the applicability of such a robust test for estimating distributions in Hellinger distance. We empirically demonstrate the power of the test on canonical distributions.

In this work, we study the trade-off between differential privacy and adversarial robustness under $L_2$-perturbations in the context of learning halfspaces. We prove nearly tight bounds on the sample complexity of robust private learning of halfspaces for a large regime of parameters. A highlight of our results is that robust and private learning is harder than robust or private learning alone. We complement our theoretical analysis with experimental results on the MNIST and USPS datasets, for a learning algorithm that is both differentially private and adversarially robust.

We study the problem of robustly estimating the mean of a $d$-dimensional distribution given $N$ examples, where most coordinates of every example may be missing and $\varepsilon N$ examples may be arbitrarily corrupted. Assuming each coordinate appears in a constant factor more than $\varepsilon N$ examples, we show algorithms that estimate the mean of the distribution with information-theoretically optimal dimension-independent error guarantees in nearly-linear time $\widetilde O(Nd)$. Our results extend recent work on computationally-efficient robust estimation to a more widely applicable incomplete-data setting.