ICML 2020 论文列表

Recent work on policy learning from observational data has highlighted the importance of efficient policy evaluation and has proposed reductions to weighted (cost-sensitive) classification. But, efficient policy evaluation need not yield efficient estimation of policy parameters. We consider the estimation problem given by a weighted surrogate-loss classification with any score function, either direct, inverse-propensity-weighted, or doubly robust. We show that, under a correct specification assumption, the weighted classification formulation need not be efficient for policy parameters. We draw a contrast to actual (possibly weighted) binary classification, where correct specification implies a parametric model, while for policy learning it only implies a semi-parametric model. In light of this, we instead propose an estimation approach based on generalized method of moments, which is efficient for the policy parameters. We propose a particular method based on recent developments on solving moment problems using neural networks and demonstrate the efficiency and regret benefits of this method empirically.

We study the exploration-exploitation dilemma in the linear quadratic regulator (LQR) setting. Inspired by the extended value iteration algorithm used in optimistic algorithms for finite MDPs, we propose to relax the optimistic optimization of \ofulq and cast it into a constrained \emph{extended} LQR problem, where an additional control variable implicitly selects the system dynamics within a confidence interval. We then move to the corresponding Lagrangian formulation for which we prove strong duality. As a result, we show that an $\epsilon$-optimistic controller can be computed efficiently by solving at most $O\big(\log(1/\epsilon)\big)$ Riccati equations. Finally, we prove that relaxing the original \ofu problem does not impact the learning performance, thus recovering the $\wt O(\sqrt{T})$ regret of \ofulq. To the best of our knowledge, this is the first computationally efficient confidence-based algorithm for LQR with worst-case optimal regret guarantees.

Gaussian Process Factor Analysis (GPFA) has been broadly applied to the problem of identifying smooth, low-dimensional temporal structure underlying large-scale neural recordings. However, spike trains are non-Gaussian, which motivates combining GPFA with discrete observation models for binned spike count data. The drawback to this approach is that GPFA priors are not conjugate to count model likelihoods, which makes inference challenging. Here we address this obstacle by introducing a fast, approximate inference method for non-conjugate GPFA models. Our approach uses orthogonal second-order polynomials to approximate the nonlinear terms in the non-conjugate log-likelihood, resulting in a method we refer to as polynomial approximate log-likelihood (PAL) estimators. This approximation allows for accurate closed-form evaluation of marginal likelihoods and fast numerical optimization for parameters and hyperparameters. We derive PAL estimators for GPFA models with binomial, Poisson, and negative binomial observations and find the PAL estimation is highly accurate, and achieves faster convergence times compared to existing state-of-the-art inference methods. We also find that PAL hyperparameters can provide sensible initialization for black box variational inference (BBVI), which improves BBVI accuracy. We demonstrate that PAL estimators achieve fast and accurate extraction of latent structure from multi-neuron spike train data.

We consider recovering a causal graph in presence of latent variables, where we seek to minimize the cost of interventions used in the recovery process. We consider two intervention cost models: (1) a linear cost model where the cost of an intervention on a subset of variables has a linear form, and (2) an identity cost model where the cost of an intervention is the same, regardless of what variables it is on, i.e., the goal is just to minimize the number of interventions. Under the linear cost model, we give an algorithm to identify the ancestral relations of the underlying causal graph, achieving within a $2$-factor of the optimal intervention cost. This approximation factor can be improved to $1+\eps$ for any $\eps > 0$ under some mild restrictions. Under the identity cost model, we bound the number of interventions needed to recover the entire causal graph, including the latent variables, using a parameterization of the causal graph through a special type of colliders. In particular, we introduce the notion of $p$-colliders, that are colliders between pair of nodes arising from a specific type of conditioning in the causal graph, and provide an upper bound on the number of interventions as a function of the maximum number of $p$-colliders between any two nodes in the causal graph.

We develop a polynomial-time algorithm for identification of structural coefficients in linear causal models that subsumes previous efficient state-of-the-art methods, unifying several disparate approaches to identification in this setting. Building on these results, we develop a procedure for identifying total causal effects in linear systems.

Domain generalization refers to the task of training a model which generalizes to new domains that are not seen during training. We present CSD (Common Specific Decomposition), for this setting, which jointly learns a common component (which generalizes to new domains) and a domain specific component (which overfits on training domains). The domain specific components are discarded after training and only the common component is retained. The algorithm is extremely simple and involves only modifying the final linear classification layer of any given neural network architecture. We present a principled analysis to understand existing approaches, provide identifiability results of CSD, and study the effect of low-rank on domain generalization. We show that CSD either matches or beats state of the art approaches for domain generalization based on domain erasure, domain perturbed data augmentation, and meta-learning. Further diagnostics on rotated MNIST, where domains are interpretable, confirm the hypothesis that CSD successfully disentangles common and domain specific components and hence leads to better domain generalization; moreover, our code and dataset are publicly available at the following URL: \url{https://github.com/vihari/csd}.

Tasks in multi-task learning often correlate, conflict, or even compete with each other. As a result, a single solution that is optimal for all tasks rarely exists. Recent papers introduced the concept of Pareto optimality to this field and directly cast multi-task learning as multi-objective optimization problems, but solutions returned by existing methods are typically finite, sparse, and discrete. We present a novel, efficient method that generates locally continuous Pareto sets and Pareto fronts, which opens up the possibility of continuous analysis of Pareto optimal solutions in machine learning problems. We scale up theoretical results in multi-objective optimization to modern machine learning problems by proposing a sample-based sparse linear system, for which standard Hessian-free solvers in machine learning can be applied. We compare our method to the state-of-the-art algorithms and demonstrate its usage of analyzing local Pareto sets on various multi-task classification and regression problems. The experimental results confirm that our algorithm reveals the primary directions in local Pareto sets for trade-off balancing, finds more solutions with different trade-offs efficiently, and scales well to tasks with millions of parameters.

Generative autoencoders offer a promising approach for controllable text generation by leveraging their learned sentence representations. However, current models struggle to maintain coherent latent spaces required to perform meaningful text manipulations via latent vector operations. Specifically, we demonstrate by example that neural encoders do not necessarily map similar sentences to nearby latent vectors. A theoretical explanation for this phenomenon establishes that high-capacity autoencoders can learn an arbitrary mapping between sequences and associated latent representations. To remedy this issue, we augment adversarial autoencoders with a denoising objective where original sentences are reconstructed from perturbed versions (referred to as DAAE). We prove that this simple modification guides the latent space geometry of the resulting model by encouraging the encoder to map similar texts to similar latent representations. In empirical comparisons with various types of autoencoders, our model provides the best trade-off between generation quality and reconstruction capacity. Moreover, the improved geometry of the DAAE latent space enables \emph{zero-shot} text style transfer via simple latent vector arithmetic.

Key problems arising in web applications (with millions of users and thousands of items) can be formulated as linear programs involving billions to trillions of decision variables and constraints. Despite the appeal of linear program (LP) formulations, solving problems at these scales appear to be well beyond the capabilities of existing LP solvers. Often ad-hoc decomposition rules are used to approximately solve these LPs, which have limited optimality guarantees and may lead to sub-optimal performance in practice. In this work, we propose a distributed solver that solves a perturbation of the LP problems at scale via a gradient-based algorithm on the smooth dual of the perturbed LP. The main workhorses of our algorithm are distributed matrix-vector multiplications (with load balancing) and efficient projection operations on distributed machines. Experiments on real-world data show that our proposed LP solver, ECLIPSE, can solve problems with $10^{12}$ decision variables – well beyond the capabilities of current solvers.

The evolution of a deep neural network trained by the gradient descent in the overparametrization regime can be described by its neural tangent kernel (NTK) \cite{jacot2018neural, du2018gradient1,du2018gradient2,arora2019fine}. It was observed \cite{arora2019exact} that there is a performance gap between the kernel regression using the limiting NTK and the deep neural networks. We study the dynamic of neural networks of finite width and derive an infinite hierarchy of differential equations, the neural tangent hierarchy (NTH). We prove that the NTH hierarchy truncated at the level $p\geq 2$ approximates the dynamic of the NTK up to arbitrary precision under certain conditions on the neural network width and the data set dimension. The assumptions needed for these approximations become weaker as $p$ increases. Finally, NTH can be viewed as higher order extensions of NTK. In particular, the NTH truncated at $p=2$ recovers the NTK dynamics.

In E-commerce, advertising is essential for merchants to reach their target users. The typical objective is to maximize the advertiser’s cumulative revenue over a period of time under a budget constraint. In real applications, an advertisement (ad) usually needs to be exposed to the same user multiple times until the user finally contributes revenue (e.g., places an order). However, existing advertising systems mainly focus on the immediate revenue with single ad exposures, ignoring the contribution of each exposure to the final conversion, thus usually falls into suboptimal solutions. In this paper, we formulate the sequential advertising strategy optimization as a dynamic knapsack problem. We propose a theoretically guaranteed bilevel optimization framework, which significantly reduces the solution space of the original optimization space while ensuring the solution quality. To improve the exploration efficiency of reinforcement learning, we also devise an effective action space reduction approach. Extensive offline and online experiments show the superior performance of our approaches over state-of-the-art baselines in terms of cumulative revenue.

Operator-Valued Kernels (OVKs) and associated vector-valued Reproducing Kernel Hilbert Spaces provide an elegant way to extend scalar kernel methods when the output space is a Hilbert space. Although primarily used in finite dimension for problems like multi-task regression, the ability of this framework to deal with infinite dimensional output spaces unlocks many more applications, such as functional regression, structured output prediction, and structured data representation. However, these sophisticated schemes crucially rely on the kernel trick in the output space, so that most of previous works have focused on the square norm loss function, completely neglecting robustness issues that may arise in such surrogate problems. To overcome this limitation, this paper develops a duality approach that allows to solve OVK machines for a wide range of loss functions. The infinite dimensional Lagrange multipliers are handled through a Double Representer Theorem, and algorithms for \epsilon-insensitive losses and the Huber loss are thoroughly detailed. Robustness benefits are emphasized by a theoretical stability analysis, as well as empirical improvements on structured data applications.

We study the problem of constructing black-box adversarial attacks, where no model information is revealed except for the feedback knowledge of the given inputs. To obtain sufficient knowledge for crafting adversarial examples, previous methods query the target model with inputs that are perturbed with different searching directions. However, these methods suffer from poor query efficiency since the employed searching directions are sampled randomly. To mitigate this issue, we formulate the goal of mounting efficient attacks as an optimization problem in which the adversary tries to fool the target model with a limited number of queries. Under such settings, the adversary has to select appropriate searching directions to reduce the number of model queries. By solving the efficient-attack problem, we find that we need to distill the knowledge in both the path of the adversarial examples and the path of the searching directions. Therefore, we propose a novel framework, dual-path distillation, that utilizes the feedback knowledge not only to craft adversarial examples but also to alter the searching directions to achieve efficient attacks. Experimental results suggest that our framework can significantly increase the query efficiency.

We consider online allocation problems with concave revenue functions and resource constraints, which are central problems in revenue management and online advertising. In these settings, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to choose an action that consumes a certain amount of resources and generates revenue. The revenue function and resource consumption of each request are drawn independently and at random from a probability distribution that is unknown to the decision maker. The objective is to maximize cumulative revenues subject to a constraint on the total consumption of resources. We design a general class of algorithms that achieve sub-linear expected regret compared to the hindsight optimal allocation. Our algorithms operate in the Lagrangian dual space: they maintain a dual multiplier for each resource that is updated using online mirror descent. By choosing the reference function accordingly, we recover dual sub-gradient descent and dual exponential weights algorithm. The resulting algorithms are simple, efficient, and shown to attain the optimal order of regret when the length of the horizon and the initial number of resources are scaled proportionally. We discuss applications to online bidding in repeated auctions with budget constraints and online proportional matching with high entropy.

Modern deep neural networks require a significant amount of computing time and power to train and deploy, which limits their usage on edge devices. Inspired by the iterative weight pruning in the Lottery Ticket Hypothesis, we propose DropNet, an iterative pruning method which prunes nodes/filters to reduce network complexity. DropNet iteratively removes nodes/filters with the lowest average post-activation value across all training samples. Empirically, we show that DropNet is robust across a wide range of scenarios, including MLPs and CNNs using the MNIST, CIFAR-10 and Tiny ImageNet datasets. We show that up to 90% of the nodes/filters can be removed without any significant loss of accuracy. The final pruned network performs well even with reinitialisation of the weights and biases. DropNet also achieves similar accuracy to an oracle which greedily removes nodes/filters one at a time to minimise training loss, highlighting its effectiveness.

We propose a new framework for designing estimators for off-policy evaluation in contextual bandits. Our approach is based on the asymptotically optimal doubly robust estimator, but we shrink the importance weights to minimize a bound on the mean squared error, which results in a better bias-variance tradeoff in finite samples. We use this optimization-based framework to obtain three estimators: (a) a weight-clipping estimator, (b) a new weight-shrinkage estimator, and (c) the first shrinkage-based estimator for combinatorial action sets. Extensive experiments in both standard and combinatorial bandit benchmark problems show that our estimators are highly adaptive and typically outperform state-of-the-art methods.

Neural processes (NPs) constitute a family of variational approximate models for stochastic processes with promising properties in computational efficiency and uncertainty quantification. These processes use neural networks with latent variable inputs to induce a predictive distribution. However, the expressiveness of vanilla NPs is limited as they only use a global latent variable, while target-specific local variation may be crucial sometimes. To address this challenge, we investigate NPs systematically and present a new variant of NP model that we call Doubly Stochastic Variational Neural Process (DSVNP). This model combines the global latent variable and local latent variables for prediction. We evaluate this model in several experiments, and our results demonstrate competitive prediction performance in multi-output regression and uncertainty estimation in classification.

A well-known first-order method for sampling from log-concave probability distributions is the Unadjusted Langevin Algorithm (ULA). This work proposes a new annealing step-size schedule for ULA, which allows to prove new convergence guarantees for sampling from a smooth log-concave distribution, which are not covered by existing state-of-the-art convergence guarantees. To establish this result, we derive a new theoretical bound that relates the Wasserstein distance to total variation distance between any two log-concave distributions that complements the reach of Talagrand $T_2$ inequality. Moreover, applying this new step size schedule to an existing constrained sampling algorithm, we show state-of-the-art convergence rates for sampling from a constrained log-concave distribution, as well as improved dimension dependence.

Deep neural networks can achieve remarkable generalization performances while interpolating the training data. Rather than the U-curve emblematic of the bias-variance trade-off, their test error often follows a "double descent"—a mark of the beneficial role of overparametrization. In this work, we develop a quantitative theory for this phenomenon in the so-called lazy learning regime of neural networks, by considering the problem of learning a high-dimensional function with random features regression. We obtain a precise asymptotic expression for the bias-variance decomposition of the test error, and show that the bias displays a phase transition at the interpolation threshold, beyond it which it remains constant. We disentangle the variances stemming from the sampling of the dataset, from the additive noise corrupting the labels, and from the initialization of the weights. We demonstrate that the latter two contributions are the crux of the double descent: they lead to the overfitting peak at the interpolation threshold and to the decay of the test error upon overparametrization. We quantify how they are suppressed by ensembling the outputs of $K$ independently initialized estimators. For $K\rightarrow \infty$, the test error is monotonously decreasing and remains constant beyond the interpolation threshold. We further compare the effects of overparametrizing, ensembling and regularizing. Finally, we present numerical experiments on classic deep learning setups to show that our results hold qualitatively in realistic lazy learning scenarios.