NeurIPS 2019 Papers

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same product recommendation repeatedly) or infeasible (e.g. compute job scheduling on machines). We show that with prior knowledge of the rewards and delays of all the arms, the problem of optimizing cumulative reward does not admit any pseudo-polynomial time algorithm (in the number of arms) unless randomized exponential time hypothesis is false, by mapping to the PINWHEEL scheduling problem. Subsequently, we show that a simple greedy algorithm that plays the available arm with the highest reward is asymptotically $(1-1/e)$ optimal. When the rewards are unknown, we design a UCB based algorithm which is shown to have $c \log T + o(\log T)$ cumulative regret against the greedy algorithm, leveraging the free exploration of arms due to the unavailability. Finally, when all the delays are equal the problem reduces to Combinatorial Semi-bandits providing us with a lower bound of $c' \log T+ \omega(\log T)$.

We consider the problem of estimating a vector from its noisy measurements using a prior specified only through a denoising function. Recent work on plug-and-play priors (PnP) and regularization-by-denoising (RED) has shown the state-of-the-art performance of estimators under such priors in a range of imaging tasks. In this work, we develop a new block coordinate RED algorithm that decomposes a large-scale estimation problem into a sequence of updates over a small subset of the unknown variables. We theoretically analyze the convergence of the algorithm and discuss its relationship to the traditional proximal optimization. Our analysis complements and extends recent theoretical results for RED-based estimation methods. We numerically validate our method using several denoiser priors, including those based on convolutional neural network (CNN) denoisers.

Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for minimizing a smooth convex function over a linear space spanned by a set of atoms. We derive sublinear to linear convergence rates according to the smoothness and sharpness orders of the function and demonstrate computational superiority of our approach. In particular, we derive linear rates for a large class of non-strongly convex functions, and we demonstrate in experiments that our algorithm enjoys very fast rates of convergence and wall-clock speed while maintaining a sparsity of iterates very comparable to that of the (much slower) orthogonal matching pursuit.

Neural network models of memory and error correction famously include the Hopfield network, which can directly store---and error-correct through its dynamics---arbitrary N-bit patterns, but only for ~N such patterns. On the other end of the spectrum, Shannon's coding theory established that it is possible to represent exponentially many states (~e^N) using N symbols in such a way that an optimal decoder could correct all noise upto a threshold. We prove that it is possible to construct an associative content-addressable network that combines the properties of strong error correcting codes and Hopfield networks: it simultaneously possesses exponentially many stable states, these states are robust enough, with large enough basins of attraction that they can be correctly recovered despite errors in a finite fraction of all nodes, and the errors are intrinsically corrected by the network’s own dynamics. The network is a two-layer Boltzmann machine with simple neural dynamics, low dynamic-range (binary) pairwise synaptic connections, and sparse expander graph connectivity. Thus, quasi-random sparse structures---characteristic of important error-correcting codes---may provide for high-performance computation in artificial neural networks and the brain.

We study the problem of emergent communication, in which language arises because speakers and listeners must communicate information in order to solve tasks. In temporally extended reinforcement learning domains, it has proved hard to learn such communication without centralized training of agents, due in part to a difficult joint exploration problem. We introduce inductive biases for positive signalling and positive listening, which ease this problem. In a simple one-step environment, we demonstrate how these biases ease the learning problem. We also apply our methods to a more extended environment, showing that agents with these inductive biases achieve better performance, and analyse the resulting communications protocols.

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio under model and true distributions. When the likelihood ratio is unknown, it can be estimated by training a probabilistic classifier to distinguish samples from the two distributions. We employ this likelihood-free importance weighting method to correct for the bias in generative models. We find that this technique consistently improves standard goodness-of-fit metrics for evaluating the sample quality of state-of-the-art deep generative models, suggesting reduced bias. Finally, we demonstrate its utility on representative applications in a) data augmentation for classification using generative adversarial networks, and b) model-based policy evaluation using off-policy data.

We propose a new parametric framework, called k-ReLU, for computing precise and scalable convex relaxations used to certify neural networks. The key idea is to approximate the output of multiple ReLUs in a layer jointly instead of separately. This joint relaxation captures dependencies between the inputs to different ReLUs in a layer and thus overcomes the convex barrier imposed by the single neuron triangle relaxation and its approximations. The framework is parametric in the number of k ReLUs it considers jointly and can be combined with existing verifiers in order to improve their precision. Our experimental results show that k-ReLU en- ables significantly more precise certification than existing state-of-the-art verifiers while maintaining scalability.

Class probabilities predicted by most multiclass classifiers are uncalibrated, often tending towards over-confidence. With neural networks, calibration can be improved by temperature scaling, a method to learn a single corrective multiplicative factor for inputs to the last softmax layer. On non-neural models the existing methods apply binary calibration in a pairwise or one-vs-rest fashion. We propose a natively multiclass calibration method applicable to classifiers from any model class, derived from Dirichlet distributions and generalising the beta calibration method from binary classification. It is easily implemented with neural nets since it is equivalent to log-transforming the uncalibrated probabilities, followed by one linear layer and softmax. Experiments demonstrate improved probabilistic predictions according to multiple measures (confidence-ECE, classwise-ECE, log-loss, Brier score) across a wide range of datasets and classifiers. Parameters of the learned Dirichlet calibration map provide insights to the biases in the uncalibrated model.

Learning useful representations is a key ingredient to the success of modern machine learning. Currently, representation learning mostly relies on embedding data into Euclidean space. However, recent work has shown that data in some domains is better modeled by non-euclidean metric spaces, and inappropriate geometry can result in inferior performance. In this paper, we aim to eliminate the inductive bias imposed by the embedding space geometry. Namely, we propose to map data into more general non-vector metric spaces: a weighted graph with a shortest path distance. By design, such graphs can model arbitrary geometry with a proper configuration of edges and weights. Our main contribution is PRODIGE: a method that learns a weighted graph representation of data end-to-end by gradient descent. Greater generality and fewer model assumptions make PRODIGE more powerful than existing embedding-based approaches. We confirm the superiority of our method via extensive experiments on a wide range of tasks, including classification, compression, and collaborative filtering.

Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition probabilities---which is usually constructed as a multi-dimensional confidence region. Existing methods construct ambiguity sets as confidence regions using concentration inequalities which leads to overly conservative solutions. This paper proposes a new paradigm that can achieve better solutions with the same robustness guarantees without using confidence regions as ambiguity sets. To incorporate prior knowledge, our algorithms optimize the size and position of ambiguity sets using Bayesian inference. Our theoretical analysis shows the safety of the proposed method, and the empirical results demonstrate its practical promise.

Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. They usually suffer from the major drawback that the solution is biased towards one of the optimization variables. A remedy is non-alternating schemes. However, due to a lack of Lipschitz continuity of the gradient in matrix factorization problems, convergence cannot be guaranteed. A recently developed approach relies on the concept of Bregman distances, which generalizes the standard Euclidean distance. We exploit this theory by proposing a novel Bregman distance for matrix factorization problems, which, at the same time, allows for simple/closed form update steps. Therefore, for non-alternating schemes, such as the recently introduced Bregman Proximal Gradient (BPG) method and an inertial variant Convex--Concave Inertial BPG (CoCaIn BPG), convergence of the whole sequence to a stationary point is proved for Matrix Factorization. In several experiments, we observe a superior performance of our non-alternating schemes in terms of speed and objective value at the limit point.

A fundamental goal of systems neuroscience is to understand the relationship between neural activity and behavior. Behavior has traditionally been characterized by low-dimensional, task-related variables such as movement speed or response times. More recently, there has been a growing interest in automated analysis of high-dimensional video data collected during experiments. Here we introduce a probabilistic framework for the analysis of behavioral video and neural activity. This framework provides tools for compression, segmentation, generation, and decoding of behavioral videos. Compression is performed using a convolutional autoencoder (CAE), which yields a low-dimensional continuous representation of behavior. We then use an autoregressive hidden Markov model (ARHMM) to segment the CAE representation into discrete "behavioral syllables." The resulting generative model can be used to simulate behavioral video data. Finally, based on this generative model, we develop a novel Bayesian decoding approach that takes in neural activity and outputs probabilistic estimates of the full-resolution behavioral video. We demonstrate this framework on two different experimental paradigms using distinct behavioral and neural recording technologies.

While stochastic gradient descent (SGD) is one of the major workhorses in machine learning, the learning properties of many practically used variants are still poorly understood. In this paper, we consider least squares learning in a nonparametric setting and contribute to filling this gap by focusing on the effect and interplay of multiple passes, mini-batching and averaging, in particular tail averaging. Our results show how these different variants of SGD can be combined to achieve optimal learning rates, also providing practical insights. A novel key result is that tail averaging allows faster convergence rates than uniform averaging in the nonparametric setting. Further, we show that a combination of tail-averaging and minibatching allows more aggressive step-size choices than using any one of said components.

Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that in iterative expansions of the search space, our method can find a point whose function value within epsilon of the objective function maximum. Without the need to specify any parameters, our algorithm automatically triggers a minimal expansion required iteratively. We derive analytic expressions for when to trigger the expansion and by how much to expand. We also provide theoretical analysis to show that our method achieves epsilon-accuracy after a finite number of iterations. We demonstrate our method on both benchmark test functions and machine learning hyper-parameter tuning tasks and demonstrate that our method outperforms baselines.

Sum-product networks (SPNs) are flexible density estimators and have received significant attention due to their attractive inference properties. While parameter learning in SPNs is well developed, structure learning leaves something to be desired: Even though there is a plethora of SPN structure learners, most of them are somewhat ad-hoc and based on intuition rather than a clear learning principle. In this paper, we introduce a well-principled Bayesian framework for SPN structure learning. First, we decompose the problem into i) laying out a computational graph, and ii) learning the so-called scope function over the graph. The first is rather unproblematic and akin to neural network architecture validation. The second represents the effective structure of the SPN and needs to respect the usual structural constraints in SPN, i.e. completeness and decomposability. While representing and learning the scope function is somewhat involved in general, in this paper, we propose a natural parametrisation for an important and widely used special case of SPNs. These structural parameters are incorporated into a Bayesian model, such that simultaneous structure and parameter learning is cast into monolithic Bayesian posterior inference. In various experiments, our Bayesian SPNs often improve test likelihoods over greedy SPN learners. Further, since the Bayesian framework protects against overfitting, we can evaluate hyper-parameters directly on the Bayesian model score, waiving the need for a separate validation set, which is especially beneficial in low data regimes. Bayesian SPNs can be applied to heterogeneous domains and can easily be extended to nonparametric formulations. Moreover, our Bayesian approach is the first, which consistently and robustly learns SPN structures under missing data.

We describe Bayesian Layers, a module designed for fast experimentation with neural network uncertainty. It extends neural network libraries with drop-in replacements for common layers. This enables composition via a unified abstraction over deterministic and stochastic functions and allows for scalability via the underlying system. These layers capture uncertainty over weights (Bayesian neural nets), pre-activation units (dropout), activations (

In this paper, we propose a novel Bayesian group regularization method based on the spike and slab Lasso priors for jointly estimating multiple graphical models. The proposed method can be used to estimate the common sparsity structure underlying the graphical models while capturing potential heterogeneity of the precision matrices corresponding to those models. Our theoretical results show that the proposed method enjoys the optimal rate of convergence in $\ell_\infty$ norm for estimation consistency and has a strong structure recovery guarantee even when the signal strengths over different graphs are heterogeneous. Through simulation studies and an application to the capital bike-sharing network data, we demonstrate the competitive performance of our method compared to existing alternatives.

Leveraging the wealth of unlabeled data produced in recent years provides great potential for improving supervised models. When the cost of acquiring labels is high, probabilistic active learning methods can be used to greedily select the most informative data points to be labeled. However, for many large-scale problems standard greedy procedures become computationally infeasible and suffer from negligible model change. In this paper, we introduce a novel Bayesian batch active learning approach that mitigates these issues. Our approach is motivated by approximating the complete data posterior of the model parameters. While naive batch construction methods result in correlated queries, our algorithm produces diverse batches that enable efficient active learning at scale. We derive interpretable closed-form solutions akin to existing active learning procedures for linear models, and generalize to arbitrary models using random projections. We demonstrate the benefits of our approach on several large-scale regression and classification tasks.

We develop BatchBALD, a tractable approximation to the mutual information between a batch of points and model parameters, which we use as an acquisition function to select multiple informative points jointly for the task of deep Bayesian active learning. BatchBALD is a greedy linear-time $1 - \nicefrac{1}{e}$-approximate algorithm amenable to dynamic programming and efficient caching. We compare BatchBALD to the commonly used approach for batch data acquisition and find that the current approach acquires similar and redundant points, sometimes performing worse than randomly acquiring data. We finish by showing that, using BatchBALD to consider dependencies within an acquisition batch, we achieve new state of the art performance on standard benchmarks, providing substantial data efficiency improvements in batch acquisition.