Advances in Machine Learning: Nearest Neighbour Search, Learning to Optimize and Generative Modelling

Author(s): Li, Ke | Advisor(s): Malik, Jitendra | Abstract: Machine learning is the embodiment of an unapologetically data-driven philosophy that has increasingly become one of the most important drivers of progress in artificial intelligence and beyond. Existing machine learning methods, however, entail making trade-offs in terms of computational efficiency, modelling flexibility and/or formulation faithfulness. In this dissertation, we will cover three different ways in which limitations along each axis can be overcome, without compromising on other axes.Computational EfficiencyWe start with limitations on computational efficiency. Many modern machine learning methods require performing large-scale similarity search under the hood. For example, classifying an input into one of a large number of classes requires comparing the weight vector associated with each class to the activations of the penultimate layer, attending to particular memory cells of a neural net requires comparing the keys associated with each memory cell to the query, and sparse recovery requires comparing each dictionary element to the residual. Similarity search in many cases can be reduced to nearest neighbour search, which is both a blessing and a curse. On the plus side, the nearest neighbour search problem has been extensively studied for more than four decades. On the minus side, no exact algorithm developed over the past four decades can run faster than naive exhaustive search when the intrinsic dimensionality is high, which is almost certainly the case in machine learning. Given this state of affairs, should we give up any hope of doing any better than the naive approach of exhaustive comparing each element one-by-one? It turns out this pessimism, while tempting, is unwarranted. We introduce a new family of exact randomized algorithms, known as Dynamic Continuous Indexing, which overcomes both the curse of ambient dimensionality and the curse of intrinsic dimensionality: more specifically, DCI simultaneously achieves a query time complexity with a linear dependence on ambient dimensionality, a sublinear dependence on intrinsic dimensionality and a sublinear dependence on dataset size. The key insight is that the curse of intrinsic dimensionality in many cases arises from space partitioning, which is a divide-and-conquer strategy used by most nearest neighbour search algorithms. While space partitioning makes intuitive sense and works well in low dimensions, we argue that it fundamentally fails in high dimensions, because it requires distances between each point and every possible query to be approximately preserved in the data structure. We develop a new indexing scheme that only requires the ordering of nearby points relative to distant points to be approximately preserved, and show that the number of out-of-place points after projecting to just a single dimension is sublinear in the intrinsic dimensionality. In practice, our algorithm achieves a 14 - 116x speedup and a 21x reduction in memory consumption compared to locality-sensitive hashing (LSH). Modelling FlexibilityNext we move onto probabilistic modelling, which is critical to realizing one of the central objectives of machine learning, which is to model the uncertainty that is inherent in prediction. The community has wrestled with the problem of how to strike the right balance between modelling flexibility and computational efficiency. Simple models can often be learned straightforwardly and efficiently but are not expressive; complex models are expressive, but in general cannot be learned both exactly and efficiently, often because learning requires evaluating some intractable integral. The success of deep learning has motivated the development of probabilistic models that can leverage the inductive bias and modelling power of deep neural nets, such as variational autoencoders (VAEs) and generative adversarial nets (GANs), which belong to a subclass of probabilistic models known as implicit probabilistic models. Implicit probabilistic models are defined by a procedure from drawing samples from them, rather than an explicit of the probability density function. On the positive side, sampling is always easy by definition; on the negative side, learning is difficult because not even the unnormalized complete likelihood can be expressed analytically. So these models must be learned using likelihood-free methods, but none have been shown to be able to learn the underlying distribution with a finite number of samples. Perhaps the most popular likelihood-free method is the GAN. Unfortunately, GANs suffer from the well-documented issue of mode collapse, where the learned model (generator in the GAN parlance) cannot generate some modes of the true data distribution. We argue this arises from the direction in which generated samples are matched to the real data. Under the GAN objective, each generated sample is made indistinguishable from some data example. Some data examples may not be chosen by any generated sample, resulting in mode collapse. We introduce a new likelihood-free method, known as Implicit Maximum Likelihood Estimation (IMLE) that overcomes mode collapse by inverting the direction - instead of ensuring each generated sample has a similar data example, our method ensures that each data example has a similar generated sample. This can be shown to be equivalent to maximizing a lower bound on the log-likelihood when the model class is richly parameterized and the density is smooth in parameters and data, hence the name. Compared to VAEs, which are not likelihood-free, IMLE eliminates the need for an approximate posterior and avoids the bias towards parameters where the true posteriors are less informative, a phenomenon known as "posterior collapse''. Formulation FaithfulnessFinally we introduce a novel formulation that can enable the automatic discovery of new iterative gradient-based optimization algorithms, which have become the workhorse of modern machine learning. This effectively allows us to apply machine learning to improve machine learning, which has been a dream of machine learning researchers since the early days of the field. The key challenge, however, is that it is unclear how to represent a complex object like an algorithm in a way that is amenable to machine learning. Prior approaches represent algorithms as imperative programs, i.e.: sequences of elementary operations, and therefore induces a search space whose size is exponential in the length of the optimal program. Searching in this space is unfortunately not tractable for anything but the simplest and shortest algorithms. Other approaches enumerate a small set of manually designed algorithms and search for the best algorithm within this set. Searching in this space is tractable, but the optimal algorithm may lie outside this space. It remains an open question as to how to parameterize the space of possible algorithms in a way that is both complete and efficiently searchable. We get around this issue by observing that an optimization algorithm can be uniquely characterized by its update formula - different iterative optimization algorithms only differ in their choice of the update formula. In gradient descent, for example, it is taken to be a scaled negative gradient, whereas in gradient descent with momentum, it is taken to be a scaled exponentially-weighted average of the history of gradients. Therefore, if we can learn the update formula, we can then automatically discover new optimization algorithms. The update formula can be formulated as a mapping from the history of gradients, iterates and objective values to the update step, which can be approximated with a neural net. We can then learn the optimization algorithm by learning the parameters of the neural net.