ICML 2020 论文列表

International Conference on Machine Learning

录用类型

1,087篇论文

按官方录用论文列表统计,可能与会议公布的数字略有出入。

  • Poster
    1,08499.7%
  • 其他 / 未标注
    30.3%

浏览全部论文

A Finite-Time Analysis of Q-Learning with Neural Network Function Approximation

Pan Xu, Quanquan Gu

展开摘要

Q-learning with neural network function approximation (neural Q-learning for short) is among the most prevalent deep reinforcement learning algorithms. Despite its empirical success, the non-asymptotic convergence rate of neural Q-learning remains virtually unknown. In this paper, we present a finite-time analysis of a neural Q-learning algorithm, where the data are generated from a Markov decision process, and the action-value function is approximated by a deep ReLU neural network. We prove that neural Q-learning finds the optimal policy with an $O(1/\sqrt{T})$ convergence rate if the neural function approximator is sufficiently overparameterized, where $T$ is the number of iterations. To our best knowledge, our result is the first finite-time analysis of neural Q-learning under non-i.i.d. data assumption.

Poster
A Distributional Framework For Data Valuation

Amirata Ghorbani, Michael Kim, James Zou

展开摘要

Shapley value is a classic notion from game theory, historically used to quantify the contributions of individuals within groups, and more recently applied to assign values to data points when training machine learning models. Despite its foundational role, a key limitation of the data Shapley framework is that it only provides valuations for points within a fixed data set. It does not account for statistical aspects of the data and does not give a way to reason about points outside the data set. To address these limitations, we propose a novel framework – distributional Shapley– where the value of a point is defined in the context of an underlying data distribution. We prove that distributional Shapley has several desirable statistical properties; for example, the values are stable under perturbations to the data points themselves and to the underlying data distribution. We leverage these properties to develop a new algorithm for estimating values from data, which comes with formal guarantees and runs two orders of magnitude faster than state-of-the-art algorithms for computing the (non distributional) data Shapley values. We apply distributional Shapley to diverse data sets and demonstrate its utility in a data market setting.

Poster
A Chance-Constrained Generative Framework for Sequence Optimization

Xianggen Liu, Qiang Liu, Sen Song, Jian Peng

展开摘要

Deep generative modeling has achieved many successes for continuous data generation, such as producing realistic images and controlling their properties (e.g., styles). However, the development of generative modeling techniques for optimizing discrete data, such as sequences or strings, still lags behind largely due to the challenges in modeling complex and long-range constraints, including both syntax and semantics, in discrete structures. In this paper, we formulate the sequence optimization task as a chance-constrained optimization problem. The key idea is to enforce a high probability of generating valid sequences and also optimize the property of interest. We propose a novel minimax algorithm to simultaneously tighten a bound of the valid chance and optimize the expected property. Extensive experimental results in three domains demonstrate the superiority of our approach over the existing sequence optimization methods.

Poster
(Locally) Differentially Private Combinatorial Semi-Bandits

Xiaoyu Chen, Kai Zheng, Zixin Zhou, Yunchang Yang, Wei Chen, Liwei Wang

展开摘要

In this paper, we study Combinatorial Semi-Bandits (CSB) that is an extension of classic Multi-Armed Bandits (MAB) under Differential Privacy (DP) and stronger Local Differential Privacy (LDP) setting. Since the server receives more information from users in CSB, it usually causes additional dependence on the dimension of data, which is a notorious side-effect for privacy preserving learning. However for CSB under two common smoothness assumptions, we show it is possible to remove this side-effect. In detail, for $B_{\infty}$-bounded smooth CSB under either $\varepsilon$-LDP or $\varepsilon$-DP, we prove the optimal regret bound is $\Theta(\frac{mB^2_{\infty}\ln T } {\Delta\varepsilon^2})$ or $\tilde{\Theta}(\frac{mB^2_{\infty}\ln T} { \Delta\varepsilon})$ respectively, where $T$ is time period, $\Delta$ is the gap of rewards and $m$ is the number of base arms, by proposing novel algorithms and matching lower bounds. For $B_1$-bounded smooth CSB under $\varepsilon$-DP, we also prove the optimal regret bound is $\tilde{\Theta}(\frac{mKB^2_1\ln T} {\Delta\varepsilon})$ with both upper bound and lower bound, where $K$ is the maximum number of feedback in each round. All above results nearly match corresponding non-private optimal rates, which imply there is no additional price for (locally) differentially private CSB in above common settings.

Poster