OpenRaiser/Intern-Atlas huggingface dataset:
End-to-end Stochastic Optimization with Energy-based Model
Venue: Conference NeurIPS 2022
Year: 2022

Decision-focused learning (DFL) was recently proposed for stochastic optimization problems that involve unknown parameters. By integrating predictive modeling with an implicitly differentiable optimization layer, DFL has shown superior performance to the standard two-stage predict-then-optimize pipeline. However, most existing DFL methods are only applicable to convex problems or a subset of nonconvex problems that can be easily relaxed to convex ones. Further, they can be inefficient in training due to the requirement of solving and differentiating through the optimization problem in every training iteration. We propose SO-EBM, a general and efficient DFL method for stochastic optimization using energy-based models. Instead of relying on KKT conditions to induce an implicit optimization layer, SO-EBM explicitly parameterizes the original optimization problem using a differentiable optimization layer based on energy functions. To better approximate the optimization landscape, we propose a coupled training objective that uses a maximum likelihood loss to capture the optimum location and a distribution-based regularizer to capture the overall energy landscape. Finally, we propose an efficient training procedure for SO-EBM with a self-normalized importance sampler based on a Gaussian mixture proposal. We evaluate SO-EBM in three applications: power scheduling, COVID-19 resource allocation, and non-convex adversarial security game, demonstrating the effectiveness and efficiency of SO-EBM.
Identification, Amplification and Measurement: A bridge to Gaussian Differential Privacy
Venue: Conference NeurIPS 2022
Year: 2022

Gaussian differential privacy (GDP) is a single-parameter family of privacy notions that provides coherent guarantees to avoid the exposure of sensitive individual information. Despite the extra interpretability and tighter bounds under composition GDP provides, many widely used mechanisms (e.g., the Laplace mechanism) inherently provide GDP guarantees but often fail to take advantage of this new framework because their privacy guarantees were derived under a different background. In this paper, we study the asymptotic properties of privacy profiles and develop a simple criterion to identify algorithms with GDP properties. We propose an efficient method for GDP algorithms to narrow down possible values of an optimal privacy measurement, $μ$ with an arbitrarily small and quantifiable margin of error. For non GDP algorithms, we provide a post-processing procedure that can amplify existing privacy guarantees to meet the GDP condition. As applications, we compare two single-parameter families of privacy notions, $ε$-DP, and $μ$-GDP, and show that all $ε$-DP algorithms are intrinsically also GDP. Lastly, we show that the combination of our measurement process and the composition theorem of GDP is a powerful and convenient tool to handle compositions compared to the traditional standard and advanced composition theorems.
Follow-the-Perturbed-Leader for Adversarial Markov Decision Processes with Bandit Feedback
Venue: Conference NeurIPS 2022
Year: 2022

We consider regret minimization for Adversarial Markov Decision Processes (AMDPs), where the loss functions are changing over time and adversarially chosen, and the learner only observes the losses for the visited state-action pairs (i.e., bandit feedback). While there has been a surge of studies on this problem using Online-Mirror-Descent (OMD) methods, very little is known about the Follow-the-Perturbed-Leader (FTPL) methods, which are usually computationally more efficient and also easier to implement since it only requires solving an offline planning problem. Motivated by this, we take a closer look at FTPL for learning AMDPs, starting from the standard episodic finite-horizon setting. We find some unique and intriguing difficulties in the analysis and propose a workaround to eventually show that FTPL is also able to achieve near-optimal regret bounds in this case. More importantly, we then find two significant applications: First, the analysis of FTPL turns out to be readily generalizable to delayed bandit feedback with order-optimal regret, while OMD methods exhibit extra difficulties (Jin et al., 2022). Second, using FTPL, we also develop the first no-regret algorithm for learning communicating AMDPs in the infinite-horizon setting with bandit feedback and stochastic transitions. Our algorithm is efficient assuming access to an offline planning oracle, while even for the easier full-information setting, the only existing algorithm (Chandrasekaran and Tewari, 2021) is computationally inefficient.
Improving Multi-Task Generalization via Regularizing Spurious Correlation
Venue: Conference NeurIPS 2022
Year: 2022

Multi-Task Learning (MTL) is a powerful learning paradigm to improve generalization performance via knowledge sharing. However, existing studies find that MTL could sometimes hurt generalization, especially when two tasks are less correlated. One possible reason that hurts generalization is spurious correlation, i.e., some knowledge is spurious and not causally related to task labels, but the model could mistakenly utilize them and thus fail when such correlation changes. In MTL setup, there exist several unique challenges of spurious correlation. First, the risk of having non-causal knowledge is higher, as the shared MTL model needs to encode all knowledge from different tasks, and causal knowledge for one task could be potentially spurious to the other. Second, the confounder between task labels brings in a different type of spurious correlation to MTL. We theoretically prove that MTL is more prone to taking non-causal knowledge from other tasks than single-task learning, and thus generalize worse. To solve this problem, we propose Multi-Task Causal Representation Learning framework, aiming to represent multi-task knowledge via disentangled neural modules, and learn which module is causally related to each task via MTL-specific invariant regularization. Experiments show that it could enhance MTL model's performance by 5.5% on average over Multi-MNIST, MovieLens, Taskonomy, CityScape, and NYUv2, via alleviating spurious correlation problem.
S2P: State-conditioned Image Synthesis for Data Augmentation in Offline Reinforcement Learning
Venue: Conference NeurIPS 2022
Year: 2022

Offline reinforcement learning (Offline RL) suffers from the innate distributional shift as it cannot interact with the physical environment during training. To alleviate such limitation, state-based offline RL leverages a learned dynamics model from the logged experience and augments the predicted state transition to extend the data distribution. For exploiting such benefit also on the image-based RL, we firstly propose a generative model, S2P (State2Pixel), which synthesizes the raw pixel of the agent from its corresponding state. It enables bridging the gap between the state and the image domain in RL algorithms, and virtually exploring unseen image distribution via model-based transition in the state space. Through experiments, we confirm that our S2P-based image synthesis not only improves the image-based offline RL performance but also shows powerful generalization capability on unseen tasks.
ACIL: Analytic Class-Incremental Learning with Absolute Memorization and Privacy Protection
Venue: Conference NeurIPS 2022
Year: 2022

Class-incremental learning (CIL) learns a classification model with training data of different classes arising progressively. Existing CIL either suffers from serious accuracy loss due to catastrophic forgetting, or invades data privacy by revisiting used exemplars. Inspired by linear learning formulations, we propose an analytic class-incremental learning (ACIL) with absolute memorization of past knowledge while avoiding breaching of data privacy (i.e., without storing historical data). The absolute memorization is demonstrated in the sense that class-incremental learning using ACIL given present data would give identical results to that from its joint-learning counterpart which consumes both present and historical samples. This equality is theoretically validated. Data privacy is ensured since no historical data are involved during the learning process. Empirical validations demonstrate ACIL's competitive accuracy performance with near-identical results for various incremental task settings (e.g., 5-50 phases). This also allows ACIL to outperform the state-of-the-art methods for large-phase scenarios (e.g., 25 and 50 phases).
Evolution of Neural Tangent Kernels under Benign and Adversarial Training
Venue: Conference NeurIPS 2022
Year: 2022

Two key challenges facing modern deep learning are mitigating deep networks' vulnerability to adversarial attacks and understanding deep learning's generalization capabilities. Towards the first issue, many defense strategies have been developed, with the most common being Adversarial Training (AT). Towards the second challenge, one of the dominant theories that has emerged is the Neural Tangent Kernel (NTK) -- a characterization of neural network behavior in the infinite-width limit. In this limit, the kernel is frozen, and the underlying feature map is fixed. In finite widths, however, there is evidence that feature learning happens at the earlier stages of the training (kernel learning) before a second phase where the kernel remains fixed (lazy training). While prior work has aimed at studying adversarial vulnerability through the lens of the frozen infinite-width NTK, there is no work that studies the adversarial robustness of the empirical/finite NTK during training. In this work, we perform an empirical study of the evolution of the empirical NTK under standard and adversarial training, aiming to disambiguate the effect of adversarial training on kernel learning and lazy training. We find under adversarial training, the empirical NTK rapidly converges to a different kernel (and feature map) than standard training. This new kernel provides adversarial robustness, even when non-robust training is performed on top of it. Furthermore, we find that adversarial training on top of a fixed kernel can yield a classifier with $76.1\%$ robust accuracy under PGD attacks with $\varepsilon = 4/255$ on CIFAR-10.
Zero-Sum Stochastic Stackelberg Games
Venue: Conference NeurIPS 2022
Year: 2022

Zero-sum stochastic games have found important applications in a variety of fields, from machine learning to economics. Work on this model has primarily focused on the computation of Nash equilibrium due to its effectiveness in solving adversarial board and video games. Unfortunately, a Nash equilibrium is not guaranteed to exist in zero-sum stochastic games when the payoffs at each state are not convex-concave in the players' actions. A Stackelberg equilibrium, however, is guaranteed to exist. Consequently, in this paper, we study zero-sum stochastic Stackelberg games. Going beyond known existence results for (non-stationary) Stackelberg equilibria, we prove the existence of recursive (i.e., Markov perfect) Stackelberg equilibria (recSE) in these games, provide necessary and sufficient conditions for a policy profile to be a recSE, and show that recSE can be computed in (weakly) polynomial time via value iteration. Finally, we show that zero-sum stochastic Stackelberg games can model the problem of pricing and allocating goods across agents and time. More specifically, we propose a zero-sum stochastic Stackelberg game whose recSE correspond to the recursive competitive equilibria of a large class of stochastic Fisher markets. We close with a series of experiments that showcase how our methodology can be used to solve the consumption-savings problem in stochastic Fisher markets.
Spatial Mixture-of-Experts
Venue: Conference NeurIPS 2022
Year: 2022

Many data have an underlying dependence on spatial location; it may be weather on the Earth, a simulation on a mesh, or a registered image. Yet this feature is rarely taken advantage of, and violates common assumptions made by many neural network layers, such as translation equivariance. Further, many works that do incorporate locality fail to capture fine-grained structure. To address this, we introduce the Spatial Mixture-of-Experts (SMoE) layer, a sparsely-gated layer that learns spatial structure in the input domain and routes experts at a fine-grained level to utilize it. We also develop new techniques to train SMoEs, including a self-supervised routing loss and damping expert errors. Finally, we show strong results for SMoEs on numerous tasks, and set new state-of-the-art results for medium-range weather prediction and post-processing ensemble weather forecasts.
Hilbert Distillation for Cross-Dimensionality Networks
Venue: Conference NeurIPS 2022
Year: 2022

3D convolutional neural networks have revealed superior performance in processing volumetric data such as video and medical imaging. However, the competitive performance by leveraging 3D networks results in huge computational costs, which are far beyond that of 2D networks. In this paper, we propose a novel Hilbert curve-based cross-dimensionality distillation approach that facilitates the knowledge of 3D networks to improve the performance of 2D networks. The proposed Hilbert Distillation (HD) method preserves the structural information via the Hilbert curve, which maps high-dimensional (>=2) representations to one-dimensional continuous space-filling curves. Since the distilled 2D networks are supervised by the curves converted from dimensionally heterogeneous 3D features, the 2D networks are given an informative view in terms of learning structural information embedded in well-trained high-dimensional representations. We further propose a Variable-length Hilbert Distillation (VHD) method to dynamically shorten the walking stride of the Hilbert curve in activation feature areas and lengthen the stride in context feature areas, forcing the 2D networks to pay more attention to learning from activation features. The proposed algorithm outperforms the current state-of-the-art distillation techniques adapted to cross-dimensionality distillation on two classification tasks. Moreover, the distilled 2D networks by the proposed method achieve competitive performance with the original 3D networks, indicating the lightweight distilled 2D networks could potentially be the substitution of cumbersome 3D networks in the real-world scenario.
Provably Efficient Offline Multi-agent Reinforcement Learning via Strategy-wise Bonus
Venue: Conference NeurIPS 2022
Year: 2022

This paper considers offline multi-agent reinforcement learning. We propose the strategy-wise concentration principle which directly builds a confidence interval for the joint strategy, in contrast to the point-wise concentration principle that builds a confidence interval for each point in the joint action space. For two-player zero-sum Markov games, by exploiting the convexity of the strategy-wise bonus, we propose a computationally efficient algorithm whose sample complexity enjoys a better dependency on the number of actions than the prior methods based on the point-wise bonus. Furthermore, for offline multi-agent general-sum Markov games, based on the strategy-wise bonus and a novel surrogate function, we give the first algorithm whose sample complexity only scales $\sum_{i=1}^mA_i$ where $A_i$ is the action size of the $i$-th player and $m$ is the number of players. In sharp contrast, the sample complexity of methods based on the point-wise bonus would scale with the size of the joint action space $Π_{i=1}^m A_i$ due to the curse of multiagents. Lastly, all of our algorithms can naturally take a pre-specified strategy class $Π$ as input and output a strategy that is close to the best strategy in $Π$. In this setting, the sample complexity only scales with $\log |Π|$ instead of $\sum_{i=1}^mA_i$.
A Best-of-Both-Worlds Algorithm for Bandits with Delayed Feedback
Venue: Conference NeurIPS 2022
Year: 2022

We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin simultaneously achieves a near-optimal regret guarantee in the stochastic setting with fixed delays. Specifically, the adversarial regret guarantee is $\mathcal{O}(\sqrt{TK} + \sqrt{dT\log K})$, where $T$ is the time horizon, $K$ is the number of arms, and $d$ is the fixed delay, whereas the stochastic regret guarantee is $\mathcal{O}\left(\sum_{i \neq i^*}(\frac{1}{Δ_i} \log(T) + \frac{d}{Δ_{i}\log K}) + d K^{1/3}\log K\right)$, where $Δ_i$ are the suboptimality gaps. We also present an extension of the algorithm to the case of arbitrary delays, which is based on an oracle knowledge of the maximal delay $d_{max}$ and achieves $\mathcal{O}(\sqrt{TK} + \sqrt{D\log K} + d_{max}K^{1/3} \log K)$ regret in the adversarial regime, where $D$ is the total delay, and $\mathcal{O}\left(\sum_{i \neq i^*}(\frac{1}{Δ_i} \log(T) + \frac{σ_{max}}{Δ_{i}\log K}) + d_{max}K^{1/3}\log K\right)$ regret in the stochastic regime, where $σ_{max}$ is the maximal number of outstanding observations. Finally, we present a lower bound that matches regret upper bound achieved by the skipping technique of Zimmert and Seldin [2020] in the adversarial setting.
LIFT: Language-Interfaced Fine-Tuning for Non-language Machine Learning Tasks
Venue: Conference NeurIPS 2022
Year: 2022

Fine-tuning pretrained language models (LMs) without making any architectural changes has become a norm for learning various language downstream tasks. However, for non-language downstream tasks, a common practice is to employ task-specific designs for input, output layers, and loss functions. For instance, it is possible to fine-tune an LM into an MNIST classifier by replacing the word embedding layer with an image patch embedding layer, the word token output layer with a 10-way output layer, and the word prediction loss with a 10-way classification loss, respectively. A natural question arises: Can LM fine-tuning solve non-language downstream tasks without changing the model architecture or loss function? To answer this, we propose Language-Interfaced Fine-Tuning (LIFT) and study its efficacy and limitations by conducting an extensive empirical study on a suite of non-language classification and regression tasks. LIFT does not make any changes to the model architecture or loss function, and it solely relies on the natural language interface, enabling "no-code machine learning with LMs." We find that LIFT performs comparably well across a wide range of low-dimensional classification and regression tasks, matching the performances of the best baselines in many cases, especially for the classification tasks. We also report experimental results on the fundamental properties of LIFT, including inductive bias, robustness, and sample complexity. We also analyze the effect of pretraining on LIFT and a few properties/techniques specific to LIFT, e.g., context-aware learning via appropriate prompting, calibrated predictions, data generation, and two-stage fine-tuning. Our code is available at https://github.com/UW-Madison-Lee-Lab/LanguageInterfacedFineTuning.
Capturing Failures of Large Language Models via Human Cognitive Biases
Venue: Conference NeurIPS 2022
Year: 2022

Large language models generate complex, open-ended outputs: instead of outputting a class label they write summaries, generate dialogue, or produce working code. In order to asses the reliability of these open-ended generation systems, we aim to identify qualitative categories of erroneous behavior, beyond identifying individual errors. To hypothesize and test for such qualitative errors, we draw inspiration from human cognitive biases -- systematic patterns of deviation from rational judgement. Specifically, we use cognitive biases as motivation to (i) generate hypotheses for problems that models may have, and (ii) develop experiments that elicit these problems. Using code generation as a case study, we find that OpenAI's Codex errs predictably based on how the input prompt is framed, adjusts outputs towards anchors, and is biased towards outputs that mimic frequent training examples. We then use our framework to elicit high-impact errors such as incorrectly deleting files. Our results indicate that experimental methodology from cognitive science can help characterize how machine learning systems behave.
Template based Graph Neural Network with Optimal Transport Distances
Venue: Conference NeurIPS 2022
Year: 2022

Current Graph Neural Networks (GNN) architectures generally rely on two important components: node features embedding through message passing, and aggregation with a specialized form of pooling. The structural (or topological) information is implicitly taken into account in these two steps. We propose in this work a novel point of view, which places distances to some learnable graph templates at the core of the graph representation. This distance embedding is constructed thanks to an optimal transport distance: the Fused Gromov-Wasserstein (FGW) distance, which encodes simultaneously feature and structure dissimilarities by solving a soft graph-matching problem. We postulate that the vector of FGW distances to a set of template graphs has a strong discriminative power, which is then fed to a non-linear classifier for final predictions. Distance embedding can be seen as a new layer, and can leverage on existing message passing techniques to promote sensible feature representations. Interestingly enough, in our work the optimal set of template graphs is also learnt in an end-to-end fashion by differentiating through this layer. After describing the corresponding learning procedure, we empirically validate our claim on several synthetic and real life graph classification datasets, where our method is competitive or surpasses kernel and GNN state-of-the-art approaches. We complete our experiments by an ablation study and a sensitivity analysis to parameters.
GAL: Gradient Assisted Learning for Decentralized Multi-Organization Collaborations
Venue: Conference NeurIPS 2022
Year: 2022

Collaborations among multiple organizations, such as financial institutions, medical centers, and retail markets in decentralized settings are crucial to providing improved service and performance. However, the underlying organizations may have little interest in sharing their local data, models, and objective functions. These requirements have created new challenges for multi-organization collaboration. In this work, we propose Gradient Assisted Learning (GAL), a new method for multiple organizations to assist each other in supervised learning tasks without sharing local data, models, and objective functions. In this framework, all participants collaboratively optimize the aggregate of local loss functions, and each participant autonomously builds its own model by iteratively fitting the gradients of the overarching objective function. We also provide asymptotic convergence analysis and practical case studies of GAL. Experimental studies demonstrate that GAL can achieve performance close to centralized learning when all data, models, and objective functions are fully disclosed.