Deleting data from a trained machine learning (ML) model is a critical task in many applications. For example, we may want to remove the influence of training points that might be out of date or outliers. Regulations such as EU's General Data Protection Regulation also stipulate that individuals can request to have their data deleted. The naive approach to data deletion is to retrain the ML model on the remaining data, but this is too time consuming. In this work, we propose a new approximate deletion method for linear and logistic models whose computational cost is linear in the the feature dimension d and independent of the number of training data n. This is a significant gain over all existing methods, which all have superlinear time dependence on the dimension. We also develop a new feature-injection test to evaluate the thoroughness of data deletion from ML models.

Learning physically structured representations of dynamical systems that include contact between different objects is an important problem for learning-based approaches in robotics. Black-box neural networks can learn to approximately represent discontinuous dynamics, but they typically require large quantities of data and often suffer from pathological behaviour when forecasting for longer time horizons. In this work, we use connections between deep neural networks and differential equations to design a family of deep network architectures for representing contact dynamics between objects. We show that these networks can learn discontinuous contact events in a data-efficient manner from noisy observations in settings that are traditionally difficult for black-box approaches and recent physics inspired neural networks. Our results indicate that an idealised form of touch feedback—which is heavily relied upon by biological systems—is a key component of making this learning problem tractable. Together with the inductive biases introduced through the network architectures, our techniques enable accurate learning of contact dynamics from observations.

Due to the over-parameterization nature, neural networks are a powerful tool for nonlinear function approximation. In order to achieve good generalization on unseen data, a suitable inductive bias is of great importance for neural networks. One of the most straightforward ways is to regularize the neural network with some additional objectives. L2 regularization serves as a standard regularization for neural networks. Despite its popularity, it essentially regularizes one dimension of the individual neuron, which is not strong enough to control the capacity of highly over-parameterized neural networks. Motivated by this, hyperspherical uniformity is proposed as a novel family of relational regularizations that impact the interaction among neurons. We consider several geometrically distinct ways to achieve hyperspherical uniformity. The effectiveness of hyperspherical uniformity is justified by theoretical insights and empirical evaluations.

Algorithmic machine teaching has been studied under the linear setting where exact teaching is possible. However, little is known for teaching nonlinear learners. Here, we establish the sample complexity of teaching, aka teaching dimension, for kernelized perceptrons for different families of feature maps. As a warm-up, we show that the teaching complexity is $\Theta(d)$ for the exact teaching of linear perceptrons in $\mathbb{R}^d$, and $\Theta(d^k)$ for kernel perceptron with a polynomial kernel of order $k$. Furthermore, under certain smooth assumptions on the data distribution, we establish a rigorous bound on the complexity for approximately teaching a Gaussian kernel perceptron. We provide numerical examples of the optimal (approximate) teaching set under several canonical settings for linear, polynomial and Gaussian kernel perceptions.

Despite its experimental success, Model-based Reinforcement Learning still lacks a complete theoretical understanding. To this end, we analyze the error in the cumulative reward using a contraction approach. We consider both stochastic and deterministic state transitions for continuous (non-discrete) state and action spaces. This approach doesn't require strong assumptions and can recover the typical quadratic error to the horizon. We prove that branched rollouts can reduce this error and are essential for deterministic transitions to have a Bellman contraction. Our analysis of policy mismatch error also applies to Imitation Learning. In this case, we show that GAN-type learning has an advantage over Behavioral Cloning when its discriminator is well-trained.

We present a maximum-margin sparse Gaussian Process (MM-SGP) for active learning (AL) of classification models for multi-class problems. The proposed model makes novel extensions to a GP by integrating maximum-margin constraints into its learning process, aiming to further improve its predictive power while keeping its inherent capability for uncertainty quantification. The MM constraints ensure small "effective size" of the model, which allows MM-SGP to provide good predictive performance by using limited "active" data samples, a critical property for AL. Furthermore, as a Gaussian process model, MM-SGP will output both the predicted class distribution and the predictive variance, both of which are essential for defining a sampling function effective to improve the decision boundaries of a large number of classes simultaneously. Finally, the sparse nature of MM-SGP ensures that it can be efficiently trained by solving a low-rank convex dual problem. Experiment results on both synthetic and real-world datasets show the effectiveness and efficiency of the proposed AL model.

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited, and existing results are largely focused on episodic or discounted Markov decision processes (MDPs). In this work, we present adaptive approximate policy iteration (AAPI), a learning scheme which enjoys a O(T^{2/3}) regret bound for undiscounted, continuing learning in uniformly ergodic MDPs. This is an improvement over the best existing bound of O(T^{3/4}) for the average-reward case with function approximation. Our algorithm and analysis rely on online learning techniques, where value functions are treated as losses. The main technical novelty is the use of a data-dependent adaptive learning rate coupled with a so-called optimistic prediction of upcoming losses. In addition to theoretical guarantees, we demonstrate the advantages of our approach empirically on several environments.

In this work, we propose KeRNS: an algorithm for episodic reinforcement learning in non-stationary Markov Decision Processes (MDPs) whose state-action set is endowed with a metric. Using a non-parametric model of the MDP built with time-dependent kernels, we prove a regret bound that scales with the covering dimension of the state-action space and the total variation of the MDP with time, which quantifies its level of non-stationarity. Our method generalizes previous approaches based on sliding windows and exponential discounting used to handle changing environments. We further propose a practical implementation of KeRNS, we analyze its regret and validate it experimentally.

Dynamic time warping (DTW) is a useful method for aligning, comparing and combining time series, but it requires them to live in comparable spaces. In this work, we consider a setting in which time series live on different spaces without a sensible ground metric, causing DTW to become ill-defined. To alleviate this, we propose Gromov dynamic time warping (GDTW), a distance between time series on potentially incomparable spaces that avoids the comparability requirement by instead considering intra-relational geometry. We demonstrate its effectiveness at aligning, combining and comparing time series living on incomparable spaces. We further propose a smoothed version of GDTW as a differentiable loss and assess its properties in a variety of settings, including barycentric averaging, generative modeling and imitation learning.

Hamiltonian Monte Carlo (HMC) is a powerful MCMC algorithm based on simulating Hamiltonian dynamics. Its performance depends strongly on choosing appropriate values for two parameters: the step size used in the simulation, and how long the simulation runs for. The step-size parameter can be tuned using standard adaptive-MCMC strategies, but it is less obvious how to tune the simulation-length parameter. The no-U-turn sampler (NUTS) eliminates this problematic simulation-length parameter, but NUTS’s relatively complex control flow makes it difficult to efficiently run many parallel chains on accelerators such as GPUs. NUTS also spends some extra gradient evaluations relative to HMC in order to decide how long to run each iteration without violating detailed balance. We propose ChEES-HMC, a simple adaptive-MCMC scheme for automatically tuning HMC’s simulation-length parameter, which minimizes a proxy for the autocorrelation of the state’s second moments. We evaluate ChEES-HMC and NUTS on many tasks, and find that ChEES-HMC typically yields larger effective sample sizes per gradient evaluation than NUTS does. When running many chains on a GPU, ChEES-HMC can also run significantly more gradient evaluations per second than NUTS, allowing it to quickly provide accurate estimates of posterior expectations.

We consider the problem of estimating a signal from measurements obtained via a generalized linear model. We focus on estimators based on approximate message passing (AMP), a family of iterative algorithms with many appealing features: the performance of AMP in the high-dimensional limit can be succinctly characterized under suitable model assumptions; AMP can also be tailored to the empirical distribution of the signal entries, and for a wide class of estimation problems, AMP is conjectured to be optimal among all polynomial-time algorithms.

However, a major issue of AMP is that in many models (such as phase retrieval), it requires an initialization correlated with the ground-truth signal and independent from the measurement matrix. Assuming that such an initialization is available is typically not realistic. In this paper, we solve this problem by proposing an AMP algorithm initialized with a spectral estimator. With such an initialization, the standard AMP analysis fails since the spectral estimator depends in a complicated way on the design matrix. Our main contribution is a rigorous characterization of the performance of AMP with spectral initialization in the high-dimensional limit. The key technical idea is to define and analyze a two-phase artificial AMP algorithm that first produces the spectral estimator, and then closely approximates the iterates of the true AMP. We also provide numerical results that demonstrate the validity of the proposed approach.

Recent advances in adversarial attacks and Wasserstein GANs have advocated for use of neural networks with restricted Lipschitz constants. Motivated by these observations, we study the recently introduced GroupSort neural networks, with constraints on the weights, and make a theoretical step towards a better understanding of their expressive power. We show in particular how these networks can represent any Lipschitz continuous piecewise linear functions. We also prove that they are well-suited for approximating Lipschitz continuous functions and exhibit upper bounds on both the depth and size. To conclude, the efficiency of GroupSort networks compared with more standard ReLU networks is illustrated in a set of synthetic experiments.

Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods have difficulties in efficiently estimating the posterior distribution and maximizing the mutual information (MI) between data and parameters. Recent work proposed the use of gradient ascent to maximize a lower bound on MI to deal with these issues. However, the approach requires a sampling path to compute the pathwise gradient of the MI lower bound with respect to the design variables, and such a pathwise gradient is usually inaccessible for implicit models. In this paper, we propose a novel approach that leverages recent advances in stochastic approximate gradient ascent incorporated with a smoothed variational MI estimator for efficient and robust BED. Without the necessity of pathwise gradients, our approach allows the design process to be achieved through a unified procedure with an approximate gradient for implicit models. Several experiments show that our approach outperforms baseline methods, and significantly improves the scalability of BED in high-dimensional problems

We present eigenvalue decay estimates of integral operators associated with compositional dot-product kernels. The estimates improve on previous ones established for power series kernels on spheres. This allows us to obtain the volumes of balls in the corresponding reproducing kernel Hilbert spaces. We discuss the consequences on statistical estimation with compositional dot product kernels and highlight interesting trade-offs between the approximation error and the statistical error depending on the number of compositions and the smoothness of the kernels.

We propose and analyse a novel nonparametric goodness-of-fit testing procedure for ex-changeable exponential random graph model (ERGM) when a single network realisation is observed. The test determines how likely it is that the observation is generated from a target unnormalised ERGM density. Our test statistics are derived of kernel Stein discrepancy, a divergence constructed via Stein’s method using functions from a reproducing kernel Hilbert space (RKHS), combined with a discrete Stein operator for ERGMs. The test is a Monte Carlo test using simulated networks from the target ERGM. We show theoretical properties for the testing procedure w.r.t a class of ERGMs. Simulation studies and real network applications are presented.

We analyze the prediction error of ridge regression in an asymptotic regime where the sample size and dimension go to infinity at a proportional rate. In particular, we consider the role played by the structure of the true regression parameter. We observe that the case of a general deterministic parameter can be reduced to the case of a random parameter from a structured prior. The latter assumption is a natural adaptation of classic smoothness assumptions in nonparametric regression, which are known as source conditions in the the context of regularization theory for inverse problems. Roughly speaking, we assume the large coefficients of the parameter are in correspondence to the principal components. In this setting a precise characterisation of the test error is obtained, depending on the inputs covariance and regression parameter structure. We illustrate this characterisation in a simplified setting to investigate the influence of the true parameter on optimal regularisation for overparameterized models. We show that interpolation (no regularisation) can be optimal even with bounded signal-to-noise ratio (SNR), provided that the parameter coefficients are larger on high-variance directions of the data, corresponding to a more regular function than posited by the regularization term. This contrasts with previous work considering ridge regression with isotropic prior, in which case interpolation is only optimal in the limit of infinite SNR.

Stochastic variational inference offers an attractive option as a default method for differentiable probabilistic programming. However, the performance of the variational approach depends on the choice of an appropriate variational family. Here, we introduce automatic structured variational inference (ASVI), a fully automated method for constructing structured variational families, inspired by the closed-form update in conjugate Bayesian models. These pseudo-conjugate families incorporate the forward pass of the input probabilistic program and can therefore capture complex statistical dependencies. Pseudo-conjugate families have the same space and time complexity of the input probabilistic program and are therefore tractable for a very large family of models including both continuous and discrete variables. We validate our automatic variational method on a wide range of both low- and high-dimensional inference problems. We find that ASVI provides a clear improvement in performance when compared with other popular approaches such as mean field family and inverse autoregressive flows. We provide a fully automatic open source implementation of ASVI in TensorFlow Probability.

We consider adversarial training of deep neural networks through the lens of Bayesian learning and present a principled framework for adversarial training of Bayesian Neural Networks (BNNs) with certifiable guarantees. We rely on techniques from constraint relaxation of non-convex optimisation problems and modify the standard cross-entropy error model to enforce posterior robustness to worst-case perturbations in $\epsilon-$balls around input points. We illustrate how the resulting framework can be combined with methods commonly employed for approximate inference of BNNs. In an empirical investigation, we demonstrate that the presented approach enables training of certifiably robust models on MNIST, FashionMNIST, and CIFAR-10 and can also be beneficial for uncertainty calibration. Our method is the first to directly train certifiable BNNs, thus facilitating their deployment in safety-critical applications.

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for such 'likelihood-free' algorithms has been lacking. This has made it difficult to compare algorithms and identify their strengths and weaknesses. We set out to fill this gap: We provide a benchmark with inference tasks and suitable performance metrics, with an initial selection of algorithms including recent approaches employing neural networks and classical Approximate Bayesian Computation methods. We found that the choice of performance metric is critical, that even state-of-the-art algorithms have substantial room for improvement, and that sequential estimation improves sample efficiency. Neural network-based approaches generally exhibit better performance, but there is no uniformly best algorithm. We provide practical advice and highlight the potential of the benchmark to diagnose problems and improve algorithms. The results can be explored interactively on a companion website. All code is open source, making it possible to contribute further benchmark tasks and inference algorithms.

Estimating individual treatment effects from data of randomized experiments is a critical task in causal inference. The Stable Unit Treatment Value Assumption (SUTVA) is usually made in causal inference. However, interference can introduce bias when the assigned treatment on one unit affects the potential outcomes of the neighboring units. This interference phenomenon is known as spillover effect in economics or peer effect in social science. Usually, in randomized experiments or observational studies with interconnected units, one can only observe treatment responses under interference. Hence, the issue of how to estimate the superimposed causal effect and recover the individual treatment effect in the presence of interference becomes a challenging task in causal inference. In this work, we study causal effect estimation under general network interference using Graph Neural Networks, which are powerful tools for capturing node and link dependencies in graphs. After deriving causal effect estimators, we further study intervention policy improvement on the graph under capacity constraint. We give policy regret bounds under network interference and treatment capacity constraint. Furthermore, a heuristic graph structure-dependent error bound for Graph Neural Network-based causal estimators is provided.

Relationship between agents can be conveniently represented by graphs. When these relationships have different modalities, they are better modelled by multilayer graphs where each layer is associated with one modality. Such graphs arise naturally in many contexts including biological and social networks. Clustering is a fundamental problem in network analysis where the goal is to regroup nodes with similar connectivity profiles. In the past decade, various clustering methods have been extended from the unilayer setting to multilayer graphs in order to incorporate the information provided by each layer. While most existing works assume – rather restrictively - that all layers share the same set of nodes, we propose a new framework that allows for layers to be defined on different sets of nodes. In particular, the nodes not recorded in a layer are treated as missing. Within this paradigm, we investigate several generalizations of well-known clustering methods in the complete setting to the incomplete one and prove consistency results under the Multi-Layer Stochastic Block Model assumption. Our theoretical results are complemented by thorough numerical comparisons between our proposed algorithms on synthetic data, and also on several real datasets, thus highlighting the promising behaviour of our methods in various realistic settings.

We consider off-policy evaluation in the contextual bandit setting for the purpose of obtaining a robust off-policy selection strategy, where the selection strategy is evaluated based on the value of the chosen policy in a set of proposal (target) policies. We propose a new method to compute a lower bound on the value of an arbitrary target policy given some logged data in contextual bandits for a desired coverage. The lower bound is built around the so-called Self-normalized Importance Weighting (SN) estimator. It combines the use of a semi-empirical Efron-Stein tail inequality to control the concentration and Harris' inequality to control the bias. The new approach is evaluated on a number of synthetic and real datasets and is found to be superior to its main competitors, both in terms of tightness of the confidence intervals and the quality of the policies chosen.

Sampling is a popular method for approximate inference when exact inference is impractical. Generally, sampling algorithms do not exploit context-specific independence (CSI) properties of probability distributions. We introduce context-specific likelihood weighting (CS-LW), a new sampling methodology, which besides exploiting the classical conditional independence properties, also exploits CSI properties. Unlike the standard likelihood weighting, CS-LW is based on partial assignments of random variables and requires fewer samples for convergence due to the sampling variance reduction. Furthermore, the speed of generating samples increases. Our novel notion of contextual assignments theoretically justifies CS-LW. We empirically show that CS-LW is competitive with state-of-the-art algorithms for approximate inference in the presence of a significant amount of CSIs.

The continuum-armed bandits problem involves optimizing an unknown objective function given an oracle that evaluates the function at a query point. In the most well-studied case, the objective function is assumed to be Lipschitz continuous and minimax rates of simple and cumulative regrets are known under both noiseless and noisy conditions. In this paper, we investigate continuum-armed bandits under more general smoothness conditions, namely Besov smoothness conditions, on the objective function. In both noiseless and noisy conditions, we derive minimax rates under both simple and cumulative regrets. In particular, our results show that minimax rates over objective functions in a Besov space are identical to minimax rates over objective functions in the smallest Holder space into which the Besov space embeds.

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of the gradient of the upper-level objective (hypergradient). In this work, we study stochastic approximation schemes for the hypergradient, which are important when the lower-level problem is empirical risk minimization on a large dataset. The method that we propose is a stochastic variant of the approximate implicit differentiation approach in (Pedregosa, 2016). We provide bounds for the mean square error of the hypergradient approximation, under the assumption that the lower-level problem is accessible only through a stochastic mapping which is a contraction in expectation. In particular, our main bound is agnostic to the choice of the two stochastic solvers employed by the procedure. We provide numerical experiments to support our theoretical analysis and to show the advantage of using stochastic hypergradients in practice.

It has been experimentally observed that the efficiency of distributed training with stochastic gradient (SGD) depends decisively on the batch size and---in asynchronous implementations---on the gradient staleness. Especially, it has been observed that the speedup saturates beyond a certain batch size and/or when the delays grow too large. We identify a data-dependent parameter that explains the speedup saturation in both these settings. Our comprehensive theoretical analysis, for strongly convex, convex and non-convex settings, unifies and generalized prior work directions that often focused on only one of these two aspects. In particular, our approach allows us to derive improved speedup results under frequently considered sparsity assumptions. Our insights give rise to theoretically based guidelines on how the learning rates can be adjusted in practice. We show that our results are tight and illustrate key findings in numerical experiments.

We introduce an efficient approach for optimization over orthogonal groups on highly parallel computation units such as GPUs or TPUs. As in earlier work, we parametrize an orthogonal matrix as a product of Householder reflections. However, to overcome low parallelization capabilities of computing Householder reflections sequentially, we propose employing an accumulation scheme called the compact WY (or CWY) transform -- a compact parallelization-friendly matrix representation for the series of Householder reflections. We further develop a novel Truncated CWY (or T-CWY) approach for Stiefel manifold parametrization which has a competitive complexity and, again, yields benefits when computed on GPUs and TPUs. We prove that our CWY and T-CWY methods lead to convergence to a stationary point of the training objective when coupled with stochastic gradient descent. We apply our methods to train recurrent neural network architectures in the tasks of neural machine translation and video prediction.

Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression where inputs are complex data streams. Leveraging properties of the expected signature and a recent signature kernel trick for sequential data from stochastic analysis, we introduce two new learning techniques, one feature-based and the other kernel-based. Each is suited to a different data regime in terms of the number of data streams and the dimensionality of the individual streams. We provide theoretical results on the universality of both approaches and demonstrate empirically their robustness to irregularly sampled multivariate time-series, achieving state-of-the-art performance on both synthetic and real-world examples from thermodynamics, mathematical finance and agricultural science.

Distributional data Shapley value (DShapley) has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. DShapley develops the foundational game theory concept of Shapley values into a statistical framework and can be applied to identify data points that are useful (or harmful) to a learning algorithm. Estimating DShapley is computationally expensive, however, and this can be a major challenge to using it in practice. Moreover, there has been little mathematical analyses of how this value depends on data characteristics. In this paper, we derive the first analytic expressions for DShapley for the canonical problems of linear regression, binary classification, and non-parametric density estimation. These analytic forms provide new algorithms to estimate DShapley that are several orders of magnitude faster than previous state-of-the-art methods. Furthermore, our formulas are directly interpretable and provide quantitative insights into how the value varies for different types of data. We demonstrate the practical efficacy of our approach on multiple real and synthetic datasets.

We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an explicit regularization framework as a minimum Bregman divergence convex feasibility problem. Using convex duality, we propose randomized Dykstra-style algorithms based on randomized dual coordinate ascent. For non-accelerated coordinate descent, we obtain an algorithm which bears strong similarities with (non-averaged) stochastic mirror descent on specific functions, as it is equivalent for quadratic objectives, and equivalent in the early iterations for more general objectives. It comes with the benefit of an explicit convergence theorem to a minimum norm solution. For accelerated coordinate descent, we obtain a new algorithm that has better convergence properties than existing stochastic gradient methods in the interpolating regime. This leads to accelerated versions of the perceptron for generic $\ell_p$-norm regularizers, which we illustrate in experiments.

In this paper, we learn dynamics models for parametrized families of dynamical systems with varying properties. The dynamics models are formulated as stochastic processes conditioned on a latent context variable which is inferred from observed transitions of the respective system. The probabilistic formulation allows us to compute an action sequence which, for a limited number of environment interactions, optimally explores the given system within the parametrized family. This is achieved by steering the system through transitions being most informative for the context variable. We demonstrate the effectiveness of our method for exploration on a non-linear toy-problem and two well-known reinforcement learning environments.

A key challenge in scaling Gaussian Process (GP) regression to massive datasets is that exact inference requires computation with a dense n × n kernel matrix, where n is the number of data points. Significant work focuses on approximating the kernel matrix via interpolation using a smaller set of m “inducing points”. Structured kernel interpolation (SKI) is among the most scalable methods: by placing inducing points on a dense grid and using structured matrix algebra, SKI achieves per-iteration time of O(n + m log m) for approximate inference. This linear scaling in n enables approximate inference for very large data sets; however, the cost is per-iteration, which remains a limitation for extremely large n. We show that the SKI per-iteration time can be reduced to O(m log m) after a single O(n) time precomputation step by reframing SKI as solving a natural Bayesian linear regression problem with a fixed set of m compact basis functions. For a fixed grid, our new method scales to truly massive data sets: after the initial linear time pass, all subsequent computations are independent of n. We demonstrate speedups in practice for a wide range of m and n and for all the main GP inference tasks. With per-iteration complexity independent of the dataset size n for a fixed grid, our method scales to truly massive data sets. We demonstrate speedups in practice for a wide range of m and n and apply the method to GP inference on a three-dimensional weather radar dataset with over 100 million points.

Federated learning (FL) is a training paradigm where the clients collaboratively learn models by repeatedly sharing information without compromising much on the privacy of their local sensitive data. In this paper, we introduce \emph{federated $f$-differential privacy}, a new notion specifically tailored to the federated setting, based on the framework of Gaussian differential privacy. Federated $f$-differential privacy operates on \emph{record level}: it provides the privacy guarantee on each individual record of one client's data against adversaries. We then propose a generic private federated learning framework \fedsync that accommodates a large family of state-of-the-art FL algorithms, which provably achieves {federated $f$-differential privacy}. Finally, we empirically demonstrate the trade-off between privacy guarantee and prediction performance for models trained by \fedsync in computer vision tasks.

Cycle-consistent training is widely used for jointly learning a forward and inverse mapping between two domains of interest without the cumbersome requirement of collecting matched pairs within each domain. In this regard, the implicit assumption is that there exists (at least approximately) a ground-truth bijection such that a given input from either domain can be accurately reconstructed from successive application of the respective mappings. But in many applications no such bijection can be expected to exist and large reconstruction errors can compromise the success of cycle-consistent training. As one important instance of this limitation, we consider practically-relevant situations where there exists a many-to-one or surjective mapping between domains. To address this regime, we develop a conditional variational autoencoder (CVAE) approach that can be viewed as converting surjective mappings to implicit bijections whereby reconstruction errors in both directions can be minimized, and as a natural byproduct, realistic output diversity can be obtained in the one-to-many direction. As theoretical motivation, we analyze a simplified scenario whereby minima of the proposed CVAE-based energy function align with the recovery of ground-truth surjective mappings. On the empirical side, we consider a synthetic image dataset with known ground-truth, as well as a real-world application involving natural language generation from knowledge graphs and vice versa, a prototypical surjective case. For the latter, our CVAE pipeline can capture such many-to-one mappings during cycle training while promoting textural diversity for graph-to-text tasks.

Traditionally, permutation puzzles such as the Rubik's Cube were often solved by heuristic search like $A^*\!$-search and value based reinforcement learning methods. Both heuristic search and Q-learning approaches to solving these puzzles can be reduced to learning a heuristic/value function to decide what puzzle move to make at each step. We propose learning a value function using the irreducible representations basis (which we will also call the Fourier basis) of the puzzle’s underlying group. Classical Fourier analysis on real valued functions tells us we can approximate smooth functions with low frequency basis functions. Similarly, smooth functions on finite groups can be represented by the analogous low frequency Fourier basis functions. We demonstrate the effectiveness of learning a value function in the Fourier basis for solving various permutation puzzles and show that it outperforms standard deep learning methods.

A traditional approach to initialization in deep neural networks (DNNs) is to sample the network weights randomly for preserving the variance of pre-activations. On the other hand, several studies show that during the training process, the distribution of stochastic gradients can be heavy-tailed especially for small batch sizes. In this case, weights and therefore pre-activations can be modeled with a heavy-tailed distribution that has an infinite variance but has a finite (non-integer) fractional moment of order $s$ with $s < 2$. Motivated by this fact, we develop initialization schemes for fully connected feed-forward networks that can provably preserve any given moment of order $s\in (0,2]$ over the layers for a class of activations including ReLU, Leaky ReLU, Randomized Leaky ReLU, and linear activations. These generalized schemes recover traditional initialization schemes in the limit $s \to 2$ and serve as part of a principled theory for initialization. For all these schemes, we show that the network output admits a finite almost sure limit as the number of layers grows, and the limit is heavy-tailed in some settings. This sheds further light into the origins of heavy tail during signal propagation in DNNs. We also prove that the logarithm of the norm of the network outputs, if properly scaled, will converge to a Gaussian distribution with an explicit mean and variance we can compute depending on the activation used, the value of $s$ chosen and the network width, where log-normality serves as a further justification of why the norm of the network output can be heavy-tailed in DNNs. We also prove that our initialization scheme avoids small network output values more frequently compared to traditional approaches. Our results extend if dropout is used and the proposed initialization strategy does not have an extra cost during the training procedure. We show through numerical experiments that our initialization can improve the training and test performance.

We establish a bridge between spectral clustering and Gromov-Wasserstein Learning (GWL), a recent optimal transport-based approach to graph partitioning. This connection both explains and improves upon the state-of-the-art performance of GWL. The Gromov-Wasserstein framework provides probabilistic correspondences between nodes of source and target graphs via a quadratic programming relaxation of the node matching problem. Our results utilize and connect the observations that the GW geometric structure remains valid for any rank-2 tensor, in particular the adjacency, distance, and various kernel matrices on graphs, and that the heat kernel outperforms the adjacency matrix in producing stable and informative node correspondences. Using the heat kernel in the GWL framework provides new multiscale graph comparisons without compromising theoretical guarantees, while immediately yielding improved empirical results. A key insight of the GWL framework toward graph partitioning was to compute GW correspondences from a source graph to a template graph with isolated, self-connected nodes. We show that when comparing against a two-node template graph using the heat kernel at the infinite time limit, the resulting partition agrees with the partition produced by the Fiedler vector. This in turn yields a new insight into the k-cut graph partitioning problem through the lens of optimal transport. Our experiments on a range of real-world networks achieve comparable results to, and in many cases outperform, the state-of-the-art achieved by GWL.

We study the problem of community recovery from coarse measurements of a graph. In contrast to the problem of community recovery of a fully observed graph, one often encounters situations when measurements of a graph are made at low-resolution, each measurement integrating across multiple graph nodes. Such low-resolution measurements effectively induce a coarse graph with its own communities. Our objective is to develop conditions on the graph structure, the quantity, and properties of measurements, under which we can recover the community organization in this coarse graph. In this paper, we build on the stochastic block model by mathematically formalizing the coarsening process, and characterizing its impact on the community members and connections. Accordingly, we characterize an error bound for community recovery. The error bound yields simple and closed-form asymptotic conditions to achieve the perfect recovery of the coarse graph communities.

In this paper, we propose algorithms that leverage a known community structure to make group testing more efficient. We consider a population organized in disjoint communities: each individual participates in a community, and its infection probability depends on the community (s)he participates in. Use cases include families, students who participate in several classes, and workers who share common spaces. Group testing reduces the number of tests needed to identify the infected individuals by pooling diagnostic samples and testing them together. We show that if we design the testing strategy taking into account the community structure, we can significantly reduce the number of tests needed for adaptive and non-adaptive group testing, and can improve the reliability in cases where tests are noisy.

We consider the problem of reconstructing an $n$-dimensional $k$-sparse signal from a set of noiseless magnitude-only measurements. Formulating the problem as an unregularized empirical risk minimization task, we study the sample complexity performance of gradient descent with Hadamard parametrization, which we call Hadamard Wirtinger flow (HWF). Provided knowledge of the signal sparsity $k$, we prove that a single step of HWF is able to recover the support from $k(x^*_{max})^{-2}$ (modulo logarithmic term) samples, where $x^*_{max}$ is the largest component of the signal in magnitude. This support recovery procedure can be used to initialize existing reconstruction methods and yields algorithms with total runtime proportional to the cost of reading the data and improved sample complexity, which is linear in $k$ when the signal contains at least one large component. We numerically investigate the performance of HWF at convergence and show that, while not requiring any explicit form of regularization nor knowledge of $k$, HWF adapts to the signal sparsity and reconstructs sparse signals with fewer measurements than existing gradient based methods.

Recently, Hierarchical Clustering (HC) has been considered through the lens of optimization. In particular, two maximization objectives have been defined. Moseley and Wang defined the \emph{Revenue} objective to handle similarity information given by a weighted graph on the data points (w.l.o.g., $[0,1]$ weights), while Cohen-Addad et al. defined the \emph{Dissimilarity} objective to handle dissimilarity information. In this paper, we prove structural lemmas for both objectives allowing us to convert any HC tree to a tree with constant number of internal nodes while incurring an arbitrarily small loss in each objective. Although the best-known approximations are 0.585 and 0.667 respectively, using our lemmas we obtain approximations arbitrarily close to 1, if not all weights are small (i.e., there exist constants $\epsilon, \delta$ such that the fraction of weights smaller than $\delta$, is at most $1 - \epsilon$); such instances encompass many metric-based similarity instances, thereby improving upon prior work. Finally, we introduce Hierarchical Correlation Clustering (HCC) to handle instances that contain similarity and dissimilarity information simultaneously. For HCC, we provide an approximation of 0.4767 and for complementary similarity/dissimilarity weights (analogous to $+/-$ correlation clustering), we again present nearly-optimal approximations.

The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many covariates as possible to raise the chances of including the relevant confounders. While this addresses the bias, this has the side effect of significantly increasing the number of data samples required to accurately estimate the effect due to the increased dimensionality. In this work, we consider the setting where out of a large number of covariates $X$ that satisfy strong ignorability, an unknown sparse subset $S$ is sufficient to include to achieve zero bias, i.e. $c$-equivalent to $X$. We propose a common objective function involving outcomes across treatment cohorts with nonconvex joint sparsity regularization that is guaranteed to recover $S$ with high probability under a linear outcome model for $Y$ and subgaussian covariates for each of the treatment cohort. This improves the effect estimation sample complexity so that it scales with the cardinality of the sparse subset $S$ and $\log |X|$, as opposed to the cardinality of the full set $X$. We validate our approach with experiments on treatment effect estimation.

Data augmentation by incorporating cheap unlabeled data from multiple domains is a powerful way to improve prediction especially when there is limited labeled data. In this work, we investigate how adversarial robustness can be enhanced by leveraging out-of-domain unlabeled data. We demonstrate that for broad classes of distributions and classifiers, there exists a sample complexity gap between standard and robust classification. We quantify the extent to which this gap can be bridged by leveraging unlabeled samples from a shifted domain by providing both upper and lower bounds. Moreover, we show settings where we achieve better adversarial robustness when the unlabeled data come from a shifted domain rather than the same domain as the labeled data. We also investigate how to leverage out-of-domain data when some structural information, such as sparsity, is shared between labeled and unlabeled domains. Experimentally, we augment object recognition datasets (CIFAR-10, CINIC-10, and SVHN) with easy-to-obtain and unlabeled out-of-domain data and demonstrate substantial improvement in the model's robustness against $\ell_\infty$ adversarial attacks on the original domain.

Logistic Bandits have recently attracted substantial attention, by providing an uncluttered yet challenging framework for understanding the impact of non-linearity in parametrized bandits. It was shown by Faury et al. (2020) that the learning-theoretic difficulties of Logistic Bandits can be embodied by a large (sometimes prohibitively) problem-dependent constant $\kappa$, characterizing the magnitude of the reward's non-linearity. In this paper we introduce an algorithm for which we provide a refined analysis. This allows for a better characterization of the effect of non-linearity and yields improved problem-dependent guarantees. In most favorable cases this leads to a regret upper-bound scaling as $\tilde{\mathcal{O}}(d\sqrt{T/\kappa})$, which dramatically improves over the $\tilde{\mathcal{O}}(d\sqrt{T}+\kappa)$ state-of-the-art guarantees. We prove that this rate is \emph{minimax-optimal} by deriving a $\Omega(d\sqrt{T/\kappa})$ problem-dependent lower-bound. Our analysis identifies two regimes (permanent and transitory) of the regret, which ultimately re-conciliates (Faury et al., 2020) with the Bayesian approach of Dong et al. (2019). In contrast to previous works, we find that in the permanent regime non-linearity can dramatically ease the exploration-exploitation trade-off. While it also impacts the length of the transitory phase in a problem-dependent fashion, we show that this impact is mild in most reasonable configurations.

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence of worst case deterministic noise. As a main example, we specialize and illustrate the results for the problem of robust sparse recovery. Key to our analysis is a combination of ideas from regularization theory and optimization in the presence of errors. Theoretical results are complemented by experiments showing that state-of-the-art performances are achieved with considerable computational speed-ups.

Much work has been done recently to make neural networks more interpretable, and one approach is to arrange for the network to use only a subset of the available features. In linear models, Lasso (or $\ell_1$-regularized) regression assigns zero weights to the most irrelevant or redundant features, and is widely used in data science. However the Lasso only applies to linear models. Here we introduce LassoNet, a neural network framework with global feature selection. Our approach achieves feature sparsity by allowing a feature to participate in a hidden unit only if its linear representative is active. Unlike other approaches to feature selection for neural nets, our method uses a modified objective function with constraints, and so integrates feature selection with the parameter learning directly. As a result, it delivers an entire regularization path of solutions with a range of feature sparsity. In experiments with real and simulated data, LassoNet significantly outperforms state-of-the-art methods for feature selection and regression. The LassoNet method uses projected proximal gradient descent, and generalizes directly to deep networks. It can be implemented by adding just a few lines of code to a standard neural network.

Clinical patient records are an example of high-dimensional data that is typically collected from disparate sources and comprises of multiple likelihoods with noisy as well as missing values. In this work, we propose an unsupervised generative model that can learn a low-dimensional representation among the observations in a latent space, while making use of all available data in a heterogeneous data setting with missing values. We improve upon the existing Gaussian process latent variable model (GPLVM) by incorporating multiple likelihoods and deep neural network parameterised back-constraints to create a non-linear dimensionality reduction technique for heterogeneous data. In addition, we develop a variational inference method for our model that uses numerical quadrature. We establish the effectiveness of our model and compare against existing GPLVM methods on a standard benchmark dataset as well as on clinical data of Parkinson's disease patients treated at the HUS Helsinki University Hospital.

Gaussian process-based latent variable models are flexible and theoretically grounded tools for nonlinear dimension reduction, but generalizing to non-Gaussian data likelihoods within this nonlinear framework is statistically challenging. Here, we use random features to develop a family of nonlinear dimension reduction models that are easily extensible to non-Gaussian data likelihoods; we call these random feature latent variable models (RFLVMs). By approximating a nonlinear relationship between the latent space and the observations with a function that is linear with respect to random features, we induce closed-form gradients of the posterior distribution with respect to the latent variable. This allows the RFLVM framework to support computationally tractable nonlinear latent variable models for a variety of data likelihoods in the exponential family without specialized derivations. Our generalized RFLVMs produce results comparable with other state-of-the-art dimension reduction methods on diverse types of data, including neural spike train recordings, images, and text data.

Organ transplantation can improve life expectancy for recipients, but the probability of a successful transplant depends on the compatibility between donor and recipient features. Current medical practice relies on coarse rules for donor-recipient matching, but is short of domain knowledge regarding the complex factors underlying organ compatibility. In this paper, we formulate the problem of learning data-driven rules for donor-recipient matching using observational data for organ allocations and transplant outcomes. This problem departs from the standard supervised learning setup in that it involves matching two feature spaces (for donors and recipients), and requires estimating transplant outcomes under counterfactual matches not observed in the data. To address this problem, we propose a model based on representation learning to predict donor-recipient compatibility---our model learns representations that cluster donor features, and applies donor-invariant transformations to recipient features to predict transplant outcomes under a given donor-recipient feature instance. Experiments on several semi-synthetic and real-world datasets show that our model outperforms state-of-art allocation models and real-world policies executed by human experts.

Neural Stochastic Differential Equations model a dynamical environment with neural nets assigned to their drift and diffusion terms. The high expressive power of their nonlinearity comes at the expense of instability in the identification of the large set of free parameters. This paper presents a recipe to improve the prediction accuracy of such models in three steps: i) accounting for epistemic uncertainty by assuming probabilistic weights, ii) incorporation of partial knowledge on the state dynamics, and iii) training the resultant hybrid model by an objective derived from a PAC-Bayesian generalization bound. We observe in our experiments that this recipe effectively translates partial and noisy prior knowledge into an improved model fit.

Recommendation systems often use online collaborative filtering (CF) algorithms to identify items a given user likes over time, based on ratings that this user and a large number of other users have provided in the past. This problem has been studied extensively when users' preferences do not change over time (static case); an assumption that is often violated in practical settings. In this paper, we introduce a novel model for online non-stationary recommendation systems which allows for temporal uncertainties in the users' preferences. For this model, we propose a user-based CF algorithm, and provide a theoretical analysis of its achievable reward. Compared to related non-stationary multi-armed bandit literature, the main fundamental difficulty in our model lies in the fact that variations in the preferences of a certain user may affect the recommendations for other users severely. We also test our algorithm over real-world datasets, showing its effectiveness in real-world applications. One of the main surprising observations in our experiments is the fact our algorithm outperforms other static algorithms even when preferences do not change over time. This hints toward the general conclusion that in practice, dynamic algorithms, such as the one we propose, might be beneficial even in stationary environments.

In distributed optimization, parameter updates from the gradient computing node devices have to be aggregated in every iteration on the orchestrating server. When these updates are sent over an arbitrary commodity network, bandwidth and latency can be limiting factors. We propose a communication framework where nodes may skip unnecessary uploads. Every node locally accumulates an error vector in memory and self-triggers the upload of the memory contents to the parameter server using a significance filter. The server then uses a history of the nodes' gradients to update the parameter. We characterize the convergence rate of our algorithm in smooth settings (strongly-convex, convex, and non-convex) and show that it enjoys the same convergence rate as when sending gradients every iteration, with substantially fewer uploads. Numerical experiments on real data indicate a significant reduction of used network resources (total communicated bits and latency), especially in large networks, compared to state-of-the-art algorithms. Our results provide important practical insights for using machine learning over resource-constrained networks, including Internet-of-Things and geo-separated datasets across the globe.

We present a unified framework for analyzing local SGD methods in the convex and strongly convex regimes for distributed/federated training of supervised machine learning models. We recover several known methods as a special case of our general framework, including Local SGD/FedAvg, SCAFFOLD, and several variants of SGD not originally designed for federated learning. Our framework covers both the identical and heterogeneous data settings, supports both random and deterministic number of local steps, and can work with a wide array of local stochastic gradient estimators, including shifted estimators which are able to adjust the fixed points of local iterations for faster convergence. As an application of our framework, we develop multiple novel FL optimizers which are superior to existing methods. In particular, we develop the first linearly converging local SGD method which does not require any data homogeneity or other strong assumptions.

Longitudinal datasets measured repeatedly over time from individual subjects, arise in many biomedical, psychological, social, and other studies. A common approach to analyse high-dimensional data that contains missing values is to learn a low-dimensional representation using variational autoencoders (VAEs). However, standard VAEs assume that the learnt representations are i.i.d., and fail to capture the correlations between the data samples. We propose the Longitudinal VAE (L-VAE), that uses a multi-output additive Gaussian process (GP) prior to extend the VAE's capability to learn structured low-dimensional representations imposed by auxiliary covariate information, and derive a new KL divergence upper bound for such GPs. Our approach can simultaneously accommodate both time-varying shared and random effects, produce structured low-dimensional representations, disentangle effects of individual covariates or their interactions, and achieve highly accurate predictive performance. We compare our model against previous methods on synthetic as well as clinical datasets, and demonstrate the state-of-the-art performance in data imputation, reconstruction, and long-term prediction tasks.

Measure transport underpins several recent algorithms for posterior approximation in the Bayesian context, wherein a transport map is sought to minimise the Kullback--Leibler divergence (KLD) from the posterior to the approximation. The KLD is a strong mode of convergence, requiring absolute continuity of measures and placing restrictions on which transport maps can be permitted. Here we propose to minimise a kernel Stein discrepancy (KSD) instead, requiring only that the set of transport maps is dense in an $L^2$ sense and demonstrating how this condition can be validated. The consistency of the associated posterior approximation is established and empirical results suggest that KSD is competitive and more flexible alternative to KLD for measure transport.

We present a direct (primal only) derivation of Mirror Descent as a ``partial'' discretization of gradient flow on a Riemannian manifold where the metric tensor is the Hessian of the Mirror Descent potential function. We contrast this discretization to Natural Gradient Descent, which is obtained by a ``full'' forward Euler discretization. This view helps shed light on the relationship between the methods and allows generalizing Mirror Descent to any Riemannian geometry in $\mathbb{R}^d$, even when the metric tensor is {\em not} a Hessian, and thus there is no ``dual.''

Machine learning is increasingly being used to generate prediction models for use in a number of real-world settings, from credit risk assessment to clinical decision support. Recent discussions have highlighted potential problems in the updating of a predictive score for a binary outcome when an existing predictive score forms part of the standard workflow, driving interventions. In this setting, the existing score induces an additional causative pathway which leads to miscalibration when the original score is replaced. We propose a general causal framework to describe and address this problem, and demonstrate an equivalent formulation as a partially observed Markov decision process. We use this model to demonstrate the impact of such `naive updating' when performed repeatedly. Namely, we show that successive predictive scores may converge to a point where they predict their own effect, or may eventually tend toward a stable oscillation between two values, and we argue that neither outcome is desirable. Furthermore, we demonstrate that even if model-fitting procedures improve, actual performance may worsen. We complement these findings with a discussion of several potential routes to overcome these issues.

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and approximate the posterior by a set of moment functions. In combination with moment closure, the smoothing problem is reduced to a deterministic optimal control problem. Exploiting the path-wise Fisher information, we propose an optimization procedure that corresponds to a natural gradient descent in the variational parameters. Our approach allows for richer variational approximations that extend to state-dependent diffusion terms. The classical Gaussian process approximation is recovered as a special case.

We develop a new Riemannian descent algorithm that relies on momentum to improve over existing first-order methods for geodesically convex optimization. In contrast, accelerated convergence rates proved in prior work have only been shown to hold for geodesically strongly-convex objective functions. We further extend our algorithm to geodesically weakly-quasi-convex objectives. Our proofs of convergence rely on a novel estimate sequence that illustrates the dependency of the convergence rate on the curvature of the manifold. We validate our theoretical results empirically on several optimization problems defined on the sphere and on the manifold of positive definite matrices.

Current meta-learning approaches focus on learning functional representations of relationships between variables, \textit{i.e.} estimating conditional expectations in regression. In many applications, however, the conditional distributions cannot be meaningfully summarized solely by expectation (due to \textit{e.g.} multimodality). We introduce a novel technique for meta-learning conditional densities, which combines neural representation and noise contrastive estimation together with well-established literature in conditional mean embeddings into reproducing kernel Hilbert spaces. The method shows significant improvements over standard density estimation methods on synthetic and real-world data, by leveraging shared representations across multiple conditional density estimation tasks.

We consider multi-objective optimization (MOO) of an unknown vector-valued function in the non-parametric Bayesian optimization (BO) setting. Our aim is to maximize the expected cumulative utility of all objectives, as expressed by a given prior over a set of scalarization functions. Most existing BO algorithms do not model the fact that the multiple objectives, or equivalently, tasks can share similarities, and even the few that do lack rigorous, finite-time regret guarantees that capture explicitly inter-task structure. In this work, we address this problem by modelling inter-task dependencies using a multi-task kernel and develop two novel BO algorithms based on random scalarization of the objectives. Our algorithms employ vector-valued kernel regression as a stepping stone and belong to the upper confidence bound class of algorithms. Under a smoothness assumption that the unknown vector-valued function is an element of the reproducing kernel Hilbert space associated with the multi-task kernel, we derive worst-case regret bounds for our algorithms that explicitly capture the similarities between tasks. We numerically benchmark our algorithms on both synthetic and real-life MOO problems, and show the advantages offered by learning with multi-task kernels.

Consider the sequential optimization of an expensive to evaluate and possibly non-convex objective function $f$ from noisy feedback, that can be considered as a continuum-armed bandit problem. Upper bounds on the regret performance of several learning algorithms (GP-UCB, GP-TS, and their variants) are known under both a Bayesian (when $f$ is a sample from a Gaussian process (GP)) and a frequentist (when $f$ lives in a reproducing kernel Hilbert space) setting. The regret bounds often rely on the maximal information gain $\gamma_T$ between $T$ observations and the underlying GP (surrogate) model. We provide general bounds on $\gamma_T$ based on the decay rate of the eigenvalues of the GP kernel, whose specialisation for commonly used kernels improves the existing bounds on $\gamma_T$, and subsequently the regret bounds relying on $\gamma_T$ under numerous settings. For the Mat{\'e}rn family of kernels, where the lower bounds on $\gamma_T$, and regret under the frequentist setting, are known, our results close a huge polynomial in $T$ gap between the upper and lower bounds (up to logarithmic in $T$ factors).

Given $k$ pre-trained classifiers and a stream of unlabeled data examples, how can we actively decide when to query a label so that we can distinguish the best model from the rest while making a small number of queries? Answering this question has a profound impact on a range of practical scenarios. In this work, we design an online selective sampling approach that actively selects informative examples to label and outputs the best model with high probability at any round. Our algorithm can also be used for online prediction tasks for both adversarial and stochastic streams. We establish several theoretical guarantees for our algorithm and extensively demonstrate its effectiveness in our experimental studies.

We investigate the hardness of online reinforcement learning in sparse linear Markov decision process (MDP), with a special focus on the high-dimensional regime where the ambient dimension is larger than the number of episodes. Our contribution is two-fold. First, we provide a lower bound showing that linear regret is generally unavoidable, even if there exists a policy that collects well-conditioned data. Second, we show that if the learner has oracle access to a policy that collects well-conditioned data, then a variant of Lasso fitted Q-iteration enjoys a regret of $O(N^{2/3})$ where $N$ is the number of episodes.

The dominant term in PAC-Bayes bounds is often the Kullback--Leibler divergence between the posterior and prior. For so-called linear PAC-Bayes risk bounds based on the empirical risk of a fixed posterior kernel, it is possible to minimize the expected value of the bound by choosing the prior to be the expected posterior, which we call the \emph{oracle} prior on the account that it is distribution dependent. In this work, we show that the bound based on the oracle prior can be suboptimal: In some cases, a stronger bound is obtained by using a data-dependent oracle prior, i.e., a conditional expectation of the posterior, given a subset of the training data that is then excluded from the empirical risk term. While using data to learn a prior is a known heuristic, its essential role in optimal bounds is new. In fact, we show that using data can mean the difference between vacuous and nonvacuous bounds. We apply this new principle in the setting of nonconvex learning, simulating data-dependent oracle priors on MNIST and Fashion MNIST with and without held-out data, and demonstrating new nonvacuous bounds in both cases.

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the percentile criterion, can be optimized using Robust MDPs (RMDPs). RMDPs generalize MDPs to allow for uncertain transition probabilities chosen adversarially from given ambiguity sets. We show that the RMDP solution's sub-optimality depends on the spans of the ambiguity sets along the value function. We then propose new algorithms that minimize the span of ambiguity sets defined by weighted L1 and L-infinity norms. Our primary focus is on Bayesian guarantees, but we also describe how our methods apply to frequentist guarantees and derive new concentration inequalities for weighted L1 and L-infinity norms. Experimental results indicate that our optimized ambiguity sets improve significantly on prior construction methods.

The Frank-Wolfe method solves smooth constrained convex optimization problems at a generic sublinear rate of $\mathcal{O}(1/T)$, and it (or its variants) enjoys accelerated convergence rates for two fundamental classes of constraints: polytopes and strongly-convex sets. Uniformly convex sets non-trivially subsume strongly convex sets and form a large variety of \textit{curved} convex sets commonly encountered in machine learning and signal processing. For instance, the $\ell_p$-balls are uniformly convex for all $p > 1$, but strongly convex for $p\in]1,2]$ only. We show that these sets systematically induce accelerated convergence rates for the original Frank-Wolfe algorithm, which continuously interpolate between known rates. Our accelerated convergence rates emphasize that it is the curvature of the constraint sets -- not just their strong convexity -- that leads to accelerated convergence rates. These results also importantly highlight that the Frank-Wolfe algorithm is adaptive to much more generic constraint set structures, thus explaining faster empirical convergence. Finally, we also show accelerated convergence rates when the set is only locally uniformly convex around the optima and provide similar results in online linear optimization.

Models leak information about their training data. This enables attackers to infer sensitive information about their training sets, notably determine if a data sample was part of the model's training set. The existing works empirically show the possibility of these membership inference (tracing) attacks against complex deep learning models. However, the attack results are dependent on the specific training data, can be obtained only after the tedious process of training the model and performing the attack, and are missing any measure of the confidence and unused potential power of the attack.

In this paper, we theoretically analyze the maximum power of tracing attacks against high-dimensional graphical models, with the focus on Bayesian networks. We provide a tight upper bound on the power (true positive rate) of these attacks, with respect to their error (false positive rate), for a given model structure even before learning its parameters. As it should be, the bound is independent of the knowledge and algorithm of any specific attack. It can help in identifying which model structures leak more information, how adding new parameters to the model increases its privacy risk, and what can be gained by adding new data points to decrease the overall information leakage. It provides a measure of the potential leakage of a model given its structure, as a function of the model complexity and the size of the training set.

Despite the ubiquity of kernel-based clustering, surprisingly few statistical guarantees exist beyond settings that consider strong structural assumptions on the data generation process. In this work, we take a step towards bridging this gap by studying the statistical performance of kernel-based clustering algorithms under non-parametric mixture models. We provide necessary and sufficient separability conditions under which these algorithms can consistently recover the underlying true clustering. Our analysis provides guarantees for kernel clustering approaches without structural assumptions on the form of the component distributions. Additionally, we establish a key equivalence between kernel-based data-clustering and kernel density-based clustering. This enables us to provide consistency guarantees for kernel-based estimators of non-parametric mixture models. Along with theoretical implications, this connection could have practical implications, including in the systematic choice of the bandwidth of the Gaussian kernel in the context of clustering.

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where one player (the agent) solves a Markov decision problem and its opponent solves a bandit optimization problem, which we here call Markov-Bandit games. We extend $Q$-learning to solve Markov-Bandit games and show that our new $Q$-learning algorithms converge to the optimal solutions of the zero-sum Markov-Bandit games, and hence converge to the optimal solutions of the constrained and multi-objective Markov decision problems. We provide numerical examples where we calculate the optimal policies and show by simulations that the algorithm converges to the calculated optimal policies. To the best of our knowledge, this is the first time Q-learning algorithms guarantee convergence to optimal stationary policies for the multi-objective Reinforcement Learning problem with discounted and expected average rewards, respectively.

Extending model-based regret minimization strategies for Markov decision processes (MDPs) beyond discrete state-action spaces requires structural assumptions on the reward and transition models. Existing parametric approaches establish regret guarantees by making strong assumptions about either the state transition distribution or the value function as a function of state-action features, and often do not satisfactorily capture classical problems like linear dynamical systems or factored MDPs. This paper introduces a new MDP transition model defined by a collection of linearly parameterized exponential families with $d$ unknown parameters. For finite-horizon episodic RL with horizon $H$ in this MDP model, we propose a model-based upper confidence RL algorithm (Exp-UCRL) that solves a penalized maximum likelihood estimation problem to learn the $d$-dimensional representation of the transition distribution, balancing the exploitation-exploration tradeoff using confidence sets in the exponential family space. We demonstrate the efficiency of our algorithm by proving a frequentist (worst-case) regret bound that is of order $\tilde O(d\sqrt{H^3 N})$, sub-linear in total time $N$, linear in dimension $d$, and polynomial in the planning horizon $H$. This is achieved by deriving a novel concentration inequality for conditional exponential families that might be of independent interest. The exponential family MDP model also admits an efficient posterior sampling-style algorithm for which a similar guarantee on the Bayesian regret is shown.

Projection-free optimization algorithms, which are mostly based on the classical Frank-Wolfe method, have gained significant interest in the machine learning community in recent years due to their ability to handle convex constraints that are popular in many applications, but for which computing projections is often computationally impractical in high-dimensional settings, and hence prohibit the use of most standard projection-based methods. In particular, a significant research effort was put on projection-free methods for online learning. In this paper we revisit the Online Frank-Wolfe (OFW) method suggested by Hazan and Kale \cite{Hazan12} and fill a gap that has been left unnoticed for several years: OFW achieves a faster rate of $O(T^{2/3})$ on strongly convex functions (as opposed to the standard $O(T^{3/4})$ for convex but not strongly convex functions), where $T$ is the sequence length. This is somewhat surprising since it is known that for offline optimization, in general, strong convexity does not lead to faster rates for Frank-Wolfe. We also revisit the bandit setting under strong convexity and prove a similar bound of $\tilde O(T^{2/3})$ (instead of $O(T^{3/4})$ without strong convexity). Hence, in the current state-of-affairs, the best projection-free upper-bounds for the full-information and bandit settings with strongly convex and nonsmooth functions match up to logarithmic factors in $T$.

This work provides several new insights on the robustness of Kearns' statistical query framework against challenging label-noise models. First, we build on a recent result by \cite{DBLP:journals/corr/abs-2006-04787} that showed noise tolerance of distribution-independently evolvable concept classes under Massart noise. Specifically, we extend their characterization to more general noise models, including the Tsybakov model which considerably generalizes the Massart condition by allowing the flipping probability to be arbitrarily close to $\frac{1}{2}$ for a subset of the domain. As a corollary, we employ an evolutionary algorithm by \cite{DBLP:conf/colt/KanadeVV10} to obtain the first polynomial time algorithm with arbitrarily small excess error for learning linear threshold functions over any spherically symmetric distribution in the presence of spherically symmetric Tsybakov noise. Moreover, we posit access to a stronger oracle, in which for every labeled example we additionally obtain its flipping probability. In this model, we show that every SQ learnable class admits an efficient learning algorithm with $\opt + \epsilon$ misclassification error for a broad class of noise models. This setting substantially generalizes the widely-studied problem of classification under RCN with known noise rate, and corresponds to a non-convex optimization problem even when the noise function -- i.e. the flipping probabilities of all points -- is known in advance.

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 consider bandit optimization of a smooth reward function, where the goal is cumulative regret minimization. This problem has been studied for $\alpha$-Holder continuous (including Lipschitz) functions with $0<\alpha\leq 1$. Our main result is in generalization of the reward function to Holder space with exponent $\alpha>1$ to bridge the gap between Lipschitz bandits and infinitely-differentiable models such as linear bandits. For Holder continuous functions, approaches based on random sampling in bins of a discretized domain suffices as optimal. In contrast, we propose a class of two-layer algorithms that deploy misspecified linear/polynomial bandit algorithms in bins. We demonstrate that the proposed algorithm can exploit higher-order smoothness of the function by deriving a regret upper bound of $\tilde{O}(T^\frac{d+\alpha}{d+2\alpha})$ for when $\alpha>1$, which matches existing lower bound. We also study adaptation to unknown function smoothness over a continuous scale of Holder spaces indexed by $\alpha$, with a bandit model selection approach applied with our proposed two-layer algorithms. We show that it achieves regret rate that matches the existing lower bound for adaptation within the $\alpha\leq 1$ subset.

Approximate Bayesian inference methods that scale to very large datasets are crucial in leveraging probabilistic models for real-world time series. Sparse Markovian Gaussian processes combine the use of inducing variables with efficient Kalman filter-like recursions, resulting in algorithms whose computational and memory requirements scale linearly in the number of inducing points, whilst also enabling parallel parameter updates and stochastic optimisation. Under this paradigm, we derive a general site-based approach to approximate inference, whereby we approximate the non-Gaussian likelihood with local Gaussian terms, called sites. Our approach results in a suite of novel sparse extensions to algorithms from both the machine learning and signal processing literature, including variational inference, expectation propagation, and the classical nonlinear Kalman smoothers. The derived methods are suited to large time series, and we also demonstrate their applicability to spatio-temporal data, where the model has separate inducing points in both time and space.

We study low-rank parameterizations of weight matrices with embedded spectral properties in the Deep Learning context. The low-rank property leads to parameter efficiency and permits taking computational shortcuts when computing mappings. Spectral properties are often subject to constraints in optimization problems, leading to better models and stability of optimization. We start by looking at the compact SVD parameterization of weight matrices and identifying redundancy sources in the parameterization. We further apply the Tensor Train (TT) decomposition to the compact SVD components, and propose a non-redundant differentiable parameterization of fixed TT-rank tensor manifolds, termed the Spectral Tensor Train Parameterization (STTP). We demonstrate the effects of neural network compression in the image classification setting, and both compression and improved training stability in the generative adversarial training setting. Project website: www.obukhov.ai/sttp

Deep ResNet architectures have achieved state of the art performance on many tasks. While they solve the problem of gradient vanishing, they might suffer from gradient exploding as the depth becomes large (Yang et al. 2017). Moreover, recent results have shown that ResNet might lose expressivity as the depth goes to infinity (Yang et al. 2017, Hayou et al. 2019). To resolve these issues, we introduce a new class of ResNet architectures, calledStable ResNet, that have the property of stabilizing the gradient while ensuring expressivity in the infinite depth limit.

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from probability measures to real-valued responses. Secondly, we sample bags from these distributions for utilizing them to solve the overall regression problem. Recently, DR has been tackled by applying kernel ridge regression and the learning properties of this approach are well understood. However, nothing is known about the learning properties of SGD for two stage sampling problems.
We fill this gap and provide theoretical guarantees for the performance of SGD for DR. Our bounds are optimal in a mini-max sense under standard assumptions.

We consider a stochastic linear bandit problem in which the rewards are not only subject to random noise, but also adversarial attacks subject to a suitable budget $C$ (i.e., an upper bound on the sum of corruption magnitudes across the time horizon). We provide two variants of a Robust Phased Elimination algorithm, one that knows $C$ and one that does not. Both variants are shown to attain near-optimal regret in the non-corrupted case $C = 0$, while incurring additional additive terms respectively having a linear and quadratic dependency on $C$ in general. We present algorithm-independent lower bounds showing that these additive terms are near-optimal. In addition, in a contextual setting, we revisit a setup of diverse contexts, and show that a simple greedy algorithm is provably robust with a near-optimal additive regret term, despite performing no explicit exploration and not knowing $C$.

This paper provides a large dimensional analysis of the Softmax classifier. We discover and prove that, when the classifier is trained on data satisfying loose statistical modeling assumptions, its weights become deterministic and solely depend on the data statistical means and covariances. As a striking consequence, despite the implicit and non-linear nature of the underlying optimization problem, the performance of the Softmax classifier is the same as if performed on a mere Gaussian mixture model, thereby disrupting the intuition that non-linearities inherently extract advanced statistical features from the data. Our findings are theoretically as well as numerically sustained on CNN representations of images produced by GANs.

We propose a numerical accountant for evaluating the tight (ε,δ)-privacy loss for algorithms with discrete one dimensional output. The method is based on the privacy loss distribution formalism and it uses the recently introduced fast Fourier transform based accounting technique. We carry out an error analysis of the method in terms of moment bounds of the privacy loss distribution which leads to rigorous lower and upper bounds for the true (ε,δ)-values. As an application, we present a novel approach to accurate privacy accounting of the subsampled Gaussian mechanism. This completes the previously proposed analysis by giving strict lower and upper bounds for the privacy parameters. We demonstrate the performance of the accountant on the binomial mechanism and show that our approach allows decreasing noise variance up to 75 percent at equal privacy compared to existing bounds in the literature. We also illustrate how to compute tight bounds for the exponential mechanism applied to counting queries.

We make inroads into understanding the robustness of Variational Autoencoders (VAEs) to adversarial attacks and other input perturbations. While previous work has developed algorithmic approaches to attacking and defending VAEs, there remains a lack of formalization for what it means for a VAE to be robust. To address this, we develop a novel criterion for robustness in probabilistic models: $r$-robustness. We then use this to construct the first theoretical results for the robustness of VAEs, deriving margins in the input space for which we can provide guarantees about the resulting reconstruction. Informally, we are able to define a region within which any perturbation will produce a reconstruction that is similar to the original reconstruction. To support our analysis, we show that VAEs trained using disentangling methods not only score well under our robustness metrics, but that the reasons for this can be interpreted through our theoretical results.

Gaussian Processes (GP) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made input-dependent. Doing so also allows us to encode interpretable prior knowledge (e.g., boundedness constraints). We derive a variational approximation to the resulting Bayesian inference problem, which is as fast as stochastic variational GP regression (Hensman et al., 2013; Dezfouli and Bonilla, 2015). This makes the model a computationally efficient alternative to other hierarchical extensions of GP priors (Lázaro-Gredilla,2012; Damianou and Lawrence,2013). The resulting algorithm's computational and inferential performance is excellent, and we demonstrate this on a range of data sets. For example, even with only 5 inducing points and an input-dependent flow, our method is consistently competitive with a standard sparse GP fitted using 100 inducing points.

Invertible neural networks (INNs) have been used to design generative models, implement memory-saving gradient computation, and solve inverse problems. In this work, we show that commonly-used INN architectures suffer from exploding inverses and are thus prone to becoming numerically non-invertible. Across a wide range of INN use-cases, we reveal failures including the non-applicability of the change-of-variables formula on in- and out-of-distribution (OOD) data, incorrect gradients for memory-saving backprop, and the inability to sample from normalizing flow models. We further derive bi-Lipschitz properties of atomic building blocks of common architectures. These insights into the stability of INNs then provide ways forward to remedy these failures. For tasks where local invertibility is sufficient, like memory-saving backprop, we propose a flexible and efficient regularizer. For problems where global invertibility is necessary, such as applying normalizing flows on OOD data, we show the importance of designing stable INN building blocks.

This work develops a theoretical basis for the deep Bayesian neural network (BNN)'s ability in performing high-dimensional variable selection with rigorous uncertainty quantification. We develop new Bayesian non-parametric theorems to show that a properly configured deep BNN (1) learns the variable importance effectively in high dimensions, and its learning rate can sometimes “break” the curse of dimensionality. (2) BNN’s uncertainty quantification for variable importance is rigorous, in the sense that its 95% credible intervals for variable importance indeed covers the truth 95% of the time (i.e. the Bernstein-von Mises (BvM) phenomenon). The theoretical results suggest a simple variable selection algorithm based on the BNN’s credible intervals. Extensive simulation confirms the theoretical findings and shows that the proposed algorithm outperforms existing classic and neural-network-based variable selection methods, particularly in high dimensions.

The manifold hypothesis states that high-dimensional data can be modeled as lying on or near a low-dimensional, nonlinear manifold. Variational Autoencoders (VAEs) approximate this manifold by learning mappings from low-dimensional latent vectors to high-dimensional data while encouraging a global structure in the latent space through the use of a specified prior distribution. When this prior does not match the structure of the true data manifold, it can lead to a less accurate model of the data. To resolve this mismatch, we introduce the Variational Autoencoder with Learned Latent Structure (VAELLS) which incorporates a learnable manifold model into the latent space of a VAE. This enables us to learn the nonlinear manifold structure from the data and use that structure to define a prior in the latent space. The integration of a latent manifold model not only ensures that our prior is well-matched to the data, but also allows us to define generative transformation paths in the latent space and describe class manifolds with transformations stemming from examples of each class. We validate our model on examples with known latent structure and also demonstrate its capabilities on a real-world dataset.

We apply the reparameterisation trick to obtain a variational formulation of Bayesian inference in nonlinear ODE models. By invoking the linear noise approximation we also extend this variational formulation to a stochastic kinetic model. Our proposed inference method does not depend on any emulation of the ODE solution and only requires the extension of automatic differentiation to an ODE. We achieve this through a novel and holistic approach that uses both forward and adjoint sensitivity analysis techniques. Consequently, this approach can cater to both small and large ODE models efficiently. Upon benchmarking on some widely used mechanistic models, the proposed inference method produced a reliable approximation to the posterior distribution, with a significant reduction in execution time, in comparison to MCMC.

Originated from Optimal Transport, the Wasserstein distance has gained importance in Machine Learning due to its appealing geometrical properties and the increasing availability of efficient approximations. It owes its recent ubiquity in generative modelling and variational inference to its ability to cope with distributions having non overlapping support. In this work, we consider the problem of estimating the Wasserstein distance between two probability distributions when observations are polluted by outliers. To that end, we investigate how to leverage a Medians of Means (MoM) approach to provide robust estimates. Exploiting the dual Kantorovitch formulation of the Wasserstein distance, we introduce and discuss novel MoM-based robust estimators whose consistency is studied under a data contamination model and for which convergence rates are provided. Beyond computational issues, the choice of the partition size, i.e., the unique parameter of theses robust estimators, is investigated in numerical experiments. Furthermore, these MoM estimators make Wasserstein Generative Adversarial Network (WGAN) robust to outliers, as witnessed by an empirical study on two benchmarks CIFAR10 and Fashion MNIST.

Generative adversarial imitation learning (GAIL) is a popular inverse reinforcement learning approach for jointly optimizing policy and reward from expert trajectories. A primary question about GAIL is whether applying a certain policy gradient algorithm to GAIL attains a global minimizer (i.e., yields the expert policy), for which existing understanding is very limited. Such global convergence has been shown only for the linear (or linear-type) MDP and linear (or linearizable) reward. In this paper, we study GAIL under general MDP and for nonlinear reward function classes (as long as the objective function is strongly concave with respect to the reward parameter). We characterize the global convergence with a sublinear rate for a broad range of commonly used policy gradient algorithms, all of which are implemented in an alternating manner with stochastic gradient ascent for reward update, including projected policy gradient (PPG)-GAIL, Frank-Wolfe policy gradient (FWPG)-GAIL, trust region policy optimization (TRPO)-GAIL and natural policy gradient (NPG)-GAIL. This is the first systematic theoretical study of GAIL for global convergence.

We describe a formal approach based on graphical causal models to identify the "root causes" of the change in the probability distribution of variables. After factorizing the joint distribution into conditional distributions of each variable, given its parents (the "causal mechanisms"), we attribute the change to changes of these causal mechanisms. This attribution analysis accounts for the fact that mechanisms often change independently and sometimes only some of them change. Through simulations, we study the performance of our distribution change attribution proposal. We then present a real-world case study identifying the drivers of the difference in the income distribution between men and women.