NeurIPS 2018 论文列表

Prior work has investigated variations of prediction markets that preserve participants' (differential) privacy, which formed the basis of useful mechanisms for purchasing data for machine learning objectives. Such markets required potentially unlimited financial subsidy, however, making them impractical. In this work, we design an adaptively-growing prediction market with a bounded financial subsidy, while achieving privacy, incentives to produce accurate predictions, and precision in the sense that market prices are not heavily impacted by the added privacy-preserving noise. We briefly discuss how our mechanism can extend to the data-purchasing setting, and its relationship to traditional learning algorithms.

Approximating a probability density in a tractable manner is a central task in Bayesian statistics. Variational Inference (VI) is a popular technique that achieves tractability by choosing a relatively simple variational approximation. Borrowing ideas from the classic boosting framework, recent approaches attempt to \emph{boost} VI by replacing the selection of a single density with an iteratively constructed mixture of densities. In order to guarantee convergence, previous works impose stringent assumptions that require significant effort for practitioners. Specifically, they require a custom implementation of the greedy step (called the LMO) for every probabilistic model with respect to an unnatural variational family of truncated distributions. Our work fixes these issues with novel theoretical and algorithmic insights. On the theoretical side, we show that boosting VI satisfies a relaxed smoothness assumption which is sufficient for the convergence of the functional Frank-Wolfe (FW) algorithm. Furthermore, we rephrase the LMO problem and propose to maximize the Residual ELBO (RELBO) which replaces the standard ELBO optimization in VI. These theoretical enhancements allow for black box implementation of the boosting subroutine. Finally, we present a stopping criterion drawn from the duality gap in the classic FW analyses and exhaustive experiments to illustrate the usefulness of our theoretical and algorithmic contributions.

This paper considers the learning of Boolean rules in either disjunctive normal form (DNF, OR-of-ANDs, equivalent to decision rule sets) or conjunctive normal form (CNF, AND-of-ORs) as an interpretable model for classification. An integer program is formulated to optimally trade classification accuracy for rule simplicity. Column generation (CG) is used to efficiently search over an exponential number of candidate clauses (conjunctions or disjunctions) without the need for heuristic rule mining. This approach also bounds the gap between the selected rule set and the best possible rule set on the training data. To handle large datasets, we propose an approximate CG algorithm using randomization. Compared to three recently proposed alternatives, the CG algorithm dominates the accuracy-simplicity trade-off in 8 out of 16 datasets. When maximized for accuracy, CG is competitive with rule learners designed for this purpose, sometimes finding significantly simpler solutions that are no less accurate.

We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows a nontrivial convex relaxation of the bilinear measurements from convolution. We prove that if the two signals belong to known random subspaces of dimensions $k$ and $n$, then they can be recovered up to the inherent scaling ambiguity with $m >> (k+n) \log^2 m$ phaseless measurements. Our method provides the first theoretical recovery guarantee for this problem by a computationally efficient algorithm and does not require a solution estimate to be computed for initialization. Our proof is based Rademacher complexity estimates. Additionally, we provide an ADMM implementation of the method and provide numerical experiments that verify the theory.

Can we learn a binary classifier from only positive data, without any negative data or unlabeled data? We show that if one can equip positive data with confidence (positive-confidence), one can successfully learn a binary classifier, which we name positive-confidence (Pconf) classification. Our work is related to one-class classification which is aimed at "describing" the positive class by clustering-related methods, but one-class classification does not have the ability to tune hyper-parameters and their aim is not on "discriminating" positive and negative classes. For the Pconf classification problem, we provide a simple empirical risk minimization framework that is model-independent and optimization-independent. We theoretically establish the consistency and an estimation error bound, and demonstrate the usefulness of the proposed method for training deep neural networks through experiments.

Regression with group-sparsity penalty plays a central role in high-dimensional prediction problems. Most of existing methods require the group structure to be known a priori. In practice, this may be a too strong assumption, potentially hampering the effectiveness of the regularization method. To circumvent this issue, we present a method to estimate the group structure by means of a continuous bilevel optimization problem where the data is split into training and validation sets. Our approach relies on an approximation scheme where the lower level problem is replaced by a smooth dual forward-backward algorithm with Bregman distances. We provide guarantees regarding the convergence of the approximate procedure to the exact problem and demonstrate the well behaviour of the proposed method on synthetic experiments. Finally, a preliminary application to genes expression data is tackled with the purpose of unveiling functional groups.

In high dimensional settings, density estimation algorithms rely crucially on their inductive bias. Despite recent empirical success, the inductive bias of deep generative models is not well understood. In this paper we propose a framework to systematically investigate bias and generalization in deep generative models of images by probing the learning algorithm with carefully designed training datasets. By measuring properties of the learned distribution, we are able to find interesting patterns of generalization. We verify that these patterns are consistent across datasets, common models and architectures.

Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are available, where current methods fail to handle uncertainty appropriately. In this context, we propose a joint probabilistic model for signals, observations and spectra, where SE is addressed as an inference problem. Assuming a Gaussian process prior over the signal, we apply Bayes' rule to find the analytic posterior distribution of the spectrum given a set of observations. Besides its expressiveness and natural account of spectral uncertainty, the proposed model also provides a functional-form representation of the power spectral density, which can be optimised efficiently. Comparison with previous approaches is addressed theoretically, showing that the proposed method is an infinite-dimensional variant of the Lomb-Scargle approach, and also empirically through three experiments.

Due to the inherent model uncertainty, learning to infer Bayesian posterior from a few-shot dataset is an important step towards robust meta-learning. In this paper, we propose a novel Bayesian model-agnostic meta-learning method. The proposed method combines efficient gradient-based meta-learning with nonparametric variational inference in a principled probabilistic framework. Unlike previous methods, during fast adaptation, the method is capable of learning complex uncertainty structure beyond a simple Gaussian approximation, and during meta-update, a novel Bayesian mechanism prevents meta-level overfitting. Remaining a gradient-based method, it is also the first Bayesian model-agnostic meta-learning method applicable to various tasks including reinforcement learning. Experiment results show the accuracy and robustness of the proposed method in sinusoidal regression, image classification, active learning, and reinforcement learning.

We review the current state of automatic differentiation (AD) for array programming in machine learning (ML), including the different approaches such as operator overloading (OO) and source transformation (ST) used for AD, graph-based intermediate representations for programs, and source languages. Based on these insights, we introduce a new graph-based intermediate representation (IR) which specifically aims to efficiently support fully-general AD for array programming. Unlike existing dataflow programming representations in ML frameworks, our IR naturally supports function calls, higher-order functions and recursion, making ML models easier to implement. The ability to represent closures allows us to perform AD using ST without a tape, making the resulting derivative (adjoint) program amenable to ahead-of-time optimization using tools from functional language compilers, and enabling higher-order derivatives. Lastly, we introduce a proof of concept compiler toolchain called Myia which uses a subset of Python as a front end.

Adversarial sample attacks perturb benign inputs to induce DNN misbehaviors. Recent research has demonstrated the widespread presence and the devastating consequences of such attacks. Existing defense techniques either assume prior knowledge of specific attacks or may not work well on complex models due to their underlying assumptions. We argue that adversarial sample attacks are deeply entangled with interpretability of DNN models: while classification results on benign inputs can be reasoned based on the human perceptible features/attributes, results on adversarial samples can hardly be explained. Therefore, we propose a novel adversarial sample detection technique for face recognition models, based on interpretability. It features a novel bi-directional correspondence inference between attributes and internal neurons to identify neurons critical for individual attributes. The activation values of critical neurons are enhanced to amplify the reasoning part of the computation and the values of other neurons are weakened to suppress the uninterpretable part. The classification results after such transformation are compared with those of the original model to detect adversaries. Results show that our technique can achieve 94% detection accuracy for 7 different kinds of attacks with 9.91% false positives on benign inputs. In contrast, a state-of-the-art feature squeezing technique can only achieve 55% accuracy with 23.3% false positives.

Goal-oriented dialog has been given attention due to its numerous applications in artificial intelligence. Goal-oriented dialogue tasks occur when a questioner asks an action-oriented question and an answerer responds with the intent of letting the questioner know a correct action to take. To ask the adequate question, deep learning and reinforcement learning have been recently applied. However, these approaches struggle to find a competent recurrent neural questioner, owing to the complexity of learning a series of sentences. Motivated by theory of mind, we propose "Answerer in Questioner's Mind" (AQM), a novel information theoretic algorithm for goal-oriented dialog. With AQM, a questioner asks and infers based on an approximated probabilistic model of the answerer. The questioner figures out the answerer’s intention via selecting a plausible question by explicitly calculating the information gain of the candidate intentions and possible answers to each question. We test our framework on two goal-oriented visual dialog tasks: "MNIST Counting Dialog" and "GuessWhat?!". In our experiments, AQM outperforms comparative algorithms by a large margin.

In linear stochastic bandits, it is commonly assumed that payoffs are with sub-Gaussian noises. In this paper, under a weaker assumption on noises, we study the problem of \underline{lin}ear stochastic {\underline b}andits with h{\underline e}avy-{\underline t}ailed payoffs (LinBET), where the distributions have finite moments of order $1+\epsilon$, for some $\epsilon\in (0,1]$. We rigorously analyze the regret lower bound of LinBET as $\Omega(T^{\frac{1}{1+\epsilon}})$, implying that finite moments of order 2 (i.e., finite variances) yield the bound of $\Omega(\sqrt{T})$, with $T$ being the total number of rounds to play bandits. The provided lower bound also indicates that the state-of-the-art algorithms for LinBET are far from optimal. By adopting median of means with a well-designed allocation of decisions and truncation based on historical information, we develop two novel bandit algorithms, where the regret upper bounds match the lower bound up to polylogarithmic factors. To the best of our knowledge, we are the first to solve LinBET optimally in the sense of the polynomial order on $T$. Our proposed algorithms are evaluated based on synthetic datasets, and outperform the state-of-the-art results.

In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we require the function value to remain as high as possible even after this perturbation. This problem is motivated by settings in which the underlying functions during optimization and implementation stages are different, or when one is interested in finding an entire region of good inputs rather than only a single point. We show that standard GP optimization algorithms do not exhibit the desired robustness properties, and provide a novel confidence-bound based algorithm StableOpt for this purpose. We rigorously establish the required number of samples for StableOpt to find a near-optimal point, and we complement this guarantee with an algorithm-independent lower bound. We experimentally demonstrate several potential applications of interest using real-world data sets, and we show that StableOpt consistently succeeds in finding a stable maximizer where several baseline methods fail.

Machine learning models are often susceptible to adversarial perturbations of their inputs. Even small perturbations can cause state-of-the-art classifiers with high "standard" accuracy to produce an incorrect prediction with high confidence. To better understand this phenomenon, we study adversarially robust learning from the viewpoint of generalization. We show that already in a simple natural data model, the sample complexity of robust learning can be significantly larger than that of "standard" learning. This gap is information theoretic and holds irrespective of the training algorithm or the model family. We complement our theoretical results with experiments on popular image classification datasets and show that a similar gap exists here as well. We postulate that the difficulty of training robust classifiers stems, at least partially, from this inherently larger sample complexity.

The focus in machine learning has branched beyond training classifiers on a single task to investigating how previously acquired knowledge in a source domain can be leveraged to facilitate learning in a related target domain, known as inductive transfer learning. Three active lines of research have independently explored transfer learning using neural networks. In weight transfer, a model trained on the source domain is used as an initialization point for a network to be trained on the target domain. In deep metric learning, the source domain is used to construct an embedding that captures class structure in both the source and target domains. In few-shot learning, the focus is on generalizing well in the target domain based on a limited number of labeled examples. We compare state-of-the-art methods from these three paradigms and also explore hybrid adapted-embedding methods that use limited target-domain data to fine tune embeddings constructed from source-domain data. We conduct a systematic comparison of methods in a variety of domains, varying the number of labeled instances available in the target domain (k), as well as the number of target-domain classes. We reach three principal conclusions: (1) Deep embeddings are far superior, compared to weight transfer, as a starting point for inter-domain transfer or model re-use (2) Our hybrid methods robustly outperform every few-shot learning and every deep metric learning method previously proposed, with a mean error reduction of 34% over state-of-the-art. (3) Among loss functions for discovering embeddings, the histogram loss (Ustinova & Lempitsky, 2016) is most robust. We hope our results will motivate a unification of research in weight transfer, deep metric learning, and few-shot learning.

We consider the problem of minimizing a smooth convex function by reducing the optimization to computing the Nash equilibrium of a particular zero-sum convex-concave game. Zero-sum games can be solved using online learning dynamics, where a classical technique involves simulating two no-regret algorithms that play against each other and, after $T$ rounds, the average iterate is guaranteed to solve the original optimization problem with error decaying as $O(\log T/T)$. In this paper we show that the technique can be enhanced to a rate of $O(1/T^2)$ by extending recent work \cite{RS13,SALS15} that leverages \textit{optimistic learning} to speed up equilibrium computation. The resulting optimization algorithm derived from this analysis coincides \textit{exactly} with the well-known \NA \cite{N83a} method, and indeed the same story allows us to recover several variants of the Nesterov's algorithm via small tweaks. We are also able to establish the accelerated linear rate for a function which is both strongly-convex and smooth. This methodology unifies a number of different iterative optimization methods: we show that the \HB algorithm is precisely the non-optimistic variant of \NA, and recent prior work already established a similar perspective on \FW \cite{AW17,ALLW18}.

Given the apparent difficulty of learning models that are robust to adversarial perturbations, we propose tackling the simpler problem of developing adversarially robust features. Specifically, given a dataset and metric of interest, the goal is to return a function (or multiple functions) that 1) is robust to adversarial perturbations, and 2) has significant variation across the datapoints. We establish strong connections between adversarially robust features and a natural spectral property of the geometry of the dataset and metric of interest. This connection can be leveraged to provide both robust features, and a lower bound on the robustness of any function that has significant variance across the dataset. Finally, we provide empirical evidence that the adversarially robust features given by this spectral approach can be fruitfully leveraged to learn a robust (and accurate) model.