OpenRaiser/Intern-Atlas huggingface dataset:
Recovery Guarantees for One-hidden-layer Neural Networks
Venue: Conference ICML 2017
Year: 2017

In this paper, we consider regression problems with one-hidden-layer neural networks (1NNs). We distill some properties of activation functions that lead to $\mathit{local~strong~convexity}$ in the neighborhood of the ground-truth parameters for the 1NN squared-loss objective. Most popular nonlinear activation functions satisfy the distilled properties, including rectified linear units (ReLUs), leaky ReLUs, squared ReLUs and sigmoids. For activation functions that are also smooth, we show $\mathit{local~linear~convergence}$ guarantees of gradient descent under a resampling rule. For homogeneous activations, we show tensor methods are able to initialize the parameters to fall into the local strong convexity region. As a result, tensor initialization followed by gradient descent is guaranteed to recover the ground truth with sample complexity $ d \cdot \log(1/ε) \cdot \mathrm{poly}(k,λ)$ and computational complexity $n\cdot d \cdot \mathrm{poly}(k,λ) $ for smooth homogeneous activations with high probability, where $d$ is the dimension of the input, $k$ ($k\leq d$) is the number of hidden nodes, $λ$ is a conditioning property of the ground-truth parameter matrix between the input layer and the hidden layer, $ε$ is the targeted precision and $n$ is the number of samples. To the best of our knowledge, this is the first work that provides recovery guarantees for 1NNs with both sample complexity and computational complexity $\mathit{linear}$ in the input dimension and $\mathit{logarithmic}$ in the precision.
Online Learning to Rank in Stochastic Click Models
Venue: Conference ICML 2017
Year: 2017

Online learning to rank is a core problem in information retrieval and machine learning. Many provably efficient algorithms have been recently proposed for this problem in specific click models. The click model is a model of how the user interacts with a list of documents. Though these results are significant, their impact on practice is limited, because all proposed algorithms are designed for specific click models and lack convergence guarantees in other models. In this work, we propose BatchRank, the first online learning to rank algorithm for a broad class of click models. The class encompasses two most fundamental click models, the cascade and position-based models. We derive a gap-dependent upper bound on the $T$-step regret of BatchRank and evaluate it on a range of web search queries. We observe that BatchRank outperforms ranked bandits and is more robust than CascadeKL-UCB, an existing algorithm for the cascade model.
Hierarchical Imitation and Reinforcement Learning
Venue: Conference ICML 2018
Year: 2018

We study how to effectively leverage expert feedback to learn sequential decision-making policies. We focus on problems with sparse rewards and long time horizons, which typically pose significant challenges in reinforcement learning. We propose an algorithmic framework, called hierarchical guidance, that leverages the hierarchical structure of the underlying problem to integrate different modes of expert interaction. Our framework can incorporate different combinations of imitation learning (IL) and reinforcement learning (RL) at different levels, leading to dramatic reductions in both expert effort and cost of exploration. Using long-horizon benchmarks, including Montezuma's Revenge, we demonstrate that our approach can learn significantly faster than hierarchical RL, and be significantly more label-efficient than standard IL. We also theoretically analyze labeling cost for certain instantiations of our framework.
Reinforcing Adversarial Robustness using Model Confidence Induced by Adversarial Training
Venue: Conference ICML 2018
Year: 2018

In this paper we study leveraging confidence information induced by adversarial training to reinforce adversarial robustness of a given adversarially trained model. A natural measure of confidence is $\|F({\bf x})\|_\infty$ (i.e. how confident $F$ is about its prediction?). We start by analyzing an adversarial training formulation proposed by Madry et al.. We demonstrate that, under a variety of instantiations, an only somewhat good solution to their objective induces confidence to be a discriminator, which can distinguish between right and wrong model predictions in a neighborhood of a point sampled from the underlying distribution. Based on this, we propose Highly Confident Near Neighbor (${\tt HCNN}$), a framework that combines confidence information and nearest neighbor search, to reinforce adversarial robustness of a base model. We give algorithms in this framework and perform a detailed empirical study. We report encouraging experimental results that support our analysis, and also discuss problems we observed with existing adversarial training.
Shampoo: Preconditioned Stochastic Tensor Optimization
Venue: Conference ICML 2018
Year: 2018

Preconditioned gradient methods are among the most general and powerful tools in optimization. However, preconditioning requires storing and manipulating prohibitively large matrices. We describe and analyze a new structure-aware preconditioning algorithm, called Shampoo, for stochastic optimization over tensor spaces. Shampoo maintains a set of preconditioning matrices, each of which operates on a single dimension, contracting over the remaining dimensions. We establish convergence guarantees in the stochastic convex setting, the proof of which builds upon matrix trace inequalities. Our experiments with state-of-the-art deep learning models show that Shampoo is capable of converging considerably faster than commonly used optimizers. Although it involves a more complex update rule, Shampoo's runtime per step is comparable to that of simple gradient methods such as SGD, AdaGrad, and Adam.
On the Limitations of First-Order Approximation in GAN Dynamics
Venue: Conference ICML 2018
Year: 2018

While Generative Adversarial Networks (GANs) have demonstrated promising performance on multiple vision tasks, their learning dynamics are not yet well understood, both in theory and in practice. To address this issue, we study GAN dynamics in a simple yet rich parametric model that exhibits several of the common problematic convergence behaviors such as vanishing gradients, mode collapse, and diverging or oscillatory behavior. In spite of the non-convex nature of our model, we are able to perform a rigorous theoretical analysis of its convergence behavior. Our analysis reveals an interesting dichotomy: a GAN with an optimal discriminator provably converges, while first order approximations of the discriminator steps lead to unstable GAN dynamics and mode collapse. Our result suggests that using first order discriminator steps (the de-facto standard in most existing GAN setups) might be one of the factors that makes GAN training challenging in practice.
Differentially Private Matrix Completion Revisited
Venue: Conference ICML 2018
Year: 2018

We provide the first provably joint differentially private algorithm with formal utility guarantees for the problem of user-level privacy-preserving collaborative filtering. Our algorithm is based on the Frank-Wolfe method, and it consistently estimates the underlying preference matrix as long as the number of users $m$ is $ω(n^{5/4})$, where $n$ is the number of items, and each user provides her preference for at least $\sqrt{n}$ randomly selected items. Along the way, we provide an optimal differentially private algorithm for singular vector computation, based on the celebrated Oja's method, that provides significant savings in terms of space and time while operating on sparse matrices. We also empirically evaluate our algorithm on a suite of datasets, and show that it consistently outperforms the state-of-the-art private algorithms.
Lightweight Stochastic Optimization for Minimizing Finite Sums with Infinite Data
Venue: Conference ICML 2018
Year: 2018

Variance reduction has been commonly used in stochastic optimization. It relies crucially on the assumption that the data set is finite. However, when the data are imputed with random noise as in data augmentation, the perturbed data set be- comes essentially infinite. Recently, the stochastic MISO (S-MISO) algorithm is introduced to address this expected risk minimization problem. Though it converges faster than SGD, a significant amount of memory is required. In this pa- per, we propose two SGD-like algorithms for expected risk minimization with random perturbation, namely, stochastic sample average gradient (SSAG) and stochastic SAGA (S-SAGA). The memory cost of SSAG does not depend on the sample size, while that of S-SAGA is the same as those of variance reduction methods on un- perturbed data. Theoretical analysis and experimental results on logistic regression and AUC maximization show that SSAG has faster convergence rate than SGD with comparable space requirement, while S-SAGA outperforms S-MISO in terms of both iteration complexity and storage.
INSPECTRE: Privately Estimating the Unseen
Venue: Conference ICML 2018
Year: 2018

We develop differentially private methods for estimating various distributional properties. Given a sample from a discrete distribution $p$, some functional $f$, and accuracy and privacy parameters $α$ and $\varepsilon$, the goal is to estimate $f(p)$ up to accuracy $α$, while maintaining $\varepsilon$-differential privacy of the sample. We prove almost-tight bounds on the sample size required for this problem for several functionals of interest, including support size, support coverage, and entropy. We show that the cost of privacy is negligible in a variety of settings, both theoretically and experimentally. Our methods are based on a sensitivity analysis of several state-of-the-art methods for estimating these properties with sublinear sample complexities.
A Reductions Approach to Fair Classification
Venue: Conference ICML 2018
Year: 2018

We present a systematic approach for achieving fairness in a binary classification setting. While we focus on two well-known quantitative definitions of fairness, our approach encompasses many other previously studied definitions as special cases. The key idea is to reduce fair classification to a sequence of cost-sensitive classification problems, whose solutions yield a randomized classifier with the lowest (empirical) error subject to the desired constraints. We introduce two reductions that work for any representation of the cost-sensitive classifier and compare favorably to prior baselines on a variety of data sets, while overcoming several of their disadvantages.
MISSION: Ultra Large-Scale Feature Selection using Count-Sketches
Venue: Conference ICML 2018
Year: 2018

Feature selection is an important challenge in machine learning. It plays a crucial role in the explainability of machine-driven decisions that are rapidly permeating throughout modern society. Unfortunately, the explosion in the size and dimensionality of real-world datasets poses a severe challenge to standard feature selection algorithms. Today, it is not uncommon for datasets to have billions of dimensions. At such scale, even storing the feature vector is impossible, causing most existing feature selection methods to fail. Workarounds like feature hashing, a standard approach to large-scale machine learning, helps with the computational feasibility, but at the cost of losing the interpretability of features. In this paper, we present MISSION, a novel framework for ultra large-scale feature selection that performs stochastic gradient descent while maintaining an efficient representation of the features in memory using a Count-Sketch data structure. MISSION retains the simplicity of feature hashing without sacrificing the interpretability of the features while using only O(log^2(p)) working memory. We demonstrate that MISSION accurately and efficiently performs feature selection on real-world, large-scale datasets with billions of dimensions.
AutoPrognosis: Automated Clinical Prognostic Modeling via Bayesian Optimization with Structured Kernel Learning
Venue: Conference ICML 2018
Year: 2018

Clinical prognostic models derived from largescale healthcare data can inform critical diagnostic and therapeutic decisions. To enable off-theshelf usage of machine learning (ML) in prognostic research, we developed AUTOPROGNOSIS: a system for automating the design of predictive modeling pipelines tailored for clinical prognosis. AUTOPROGNOSIS optimizes ensembles of pipeline configurations efficiently using a novel batched Bayesian optimization (BO) algorithm that learns a low-dimensional decomposition of the pipelines high-dimensional hyperparameter space in concurrence with the BO procedure. This is achieved by modeling the pipelines performances as a black-box function with a Gaussian process prior, and modeling the similarities between the pipelines baseline algorithms via a sparse additive kernel with a Dirichlet prior. Meta-learning is used to warmstart BO with external data from similar patient cohorts by calibrating the priors using an algorithm that mimics the empirical Bayes method. The system automatically explains its predictions by presenting the clinicians with logical association rules that link patients features to predicted risk strata. We demonstrate the utility of AUTOPROGNOSIS using 10 major patient cohorts representing various aspects of cardiovascular patient care.
Fixing a Broken ELBO
Venue: Conference ICML 2018
Year: 2018

Recent work in unsupervised representation learning has focused on learning deep directed latent-variable models. Fitting these models by maximizing the marginal likelihood or evidence is typically intractable, thus a common approximation is to maximize the evidence lower bound (ELBO) instead. However, maximum likelihood training (whether exact or approximate) does not necessarily result in a good latent representation, as we demonstrate both theoretically and empirically. In particular, we derive variational lower and upper bounds on the mutual information between the input and the latent variable, and use these bounds to derive a rate-distortion curve that characterizes the tradeoff between compression and reconstruction accuracy. Using this framework, we demonstrate that there is a family of models with identical ELBO, but different quantitative and qualitative characteristics. Our framework also suggests a simple new method to ensure that latent variable models with powerful stochastic decoders do not ignore their latent code.
Katyusha X: Practical Momentum Method for Stochastic Sum-of-Nonconvex Optimization
Venue: Conference ICML 2018
Year: 2018

The problem of minimizing sum-of-nonconvex functions (i.e., convex functions that are average of non-convex ones) is becoming increasingly important in machine learning, and is the core machinery for PCA, SVD, regularized Newton's method, accelerated non-convex optimization, and more. We show how to provably obtain an accelerated stochastic algorithm for minimizing sum-of-nonconvex functions, by $\textit{adding one additional line}$ to the well-known SVRG method. This line corresponds to momentum, and shows how to directly apply momentum to the finite-sum stochastic minimization of sum-of-nonconvex functions. As a side result, our method enjoys linear parallel speed-up using mini-batch.
Make the Minority Great Again: First-Order Regret Bound for Contextual Bandits
Venue: Conference ICML 2018
Year: 2018

Regret bounds in online learning compare the player's performance to $L^*$, the optimal performance in hindsight with a fixed strategy. Typically such bounds scale with the square root of the time horizon $T$. The more refined concept of first-order regret bound replaces this with a scaling $\sqrt{L^*}$, which may be much smaller than $\sqrt{T}$. It is well known that minor variants of standard algorithms satisfy first-order regret bounds in the full information and multi-armed bandit settings. In a COLT 2017 open problem, Agarwal, Krishnamurthy, Langford, Luo, and Schapire raised the issue that existing techniques do not seem sufficient to obtain first-order regret bounds for the contextual bandit problem. In the present paper, we resolve this open problem by presenting a new strategy based on augmenting the policy space.
Augmented CycleGAN: Learning Many-to-Many Mappings from Unpaired Data
Venue: Conference ICML 2018
Year: 2018

Learning inter-domain mappings from unpaired data can improve performance in structured prediction tasks, such as image segmentation, by reducing the need for paired data. CycleGAN was recently proposed for this problem, but critically assumes the underlying inter-domain mapping is approximately deterministic and one-to-one. This assumption renders the model ineffective for tasks requiring flexible, many-to-many mappings. We propose a new model, called Augmented CycleGAN, which learns many-to-many mappings between domains. We examine Augmented CycleGAN qualitatively and quantitatively on several image datasets.
MAGAN: Aligning Biological Manifolds
Venue: Conference ICML 2018
Year: 2018

It is increasingly common in many types of natural and physical systems (especially biological systems) to have different types of measurements performed on the same underlying system. In such settings, it is important to align the manifolds arising from each measurement in order to integrate such data and gain an improved picture of the system. We tackle this problem using generative adversarial networks (GANs). Recently, GANs have been utilized to try to find correspondences between sets of samples. However, these GANs are not explicitly designed for proper alignment of manifolds. We present a new GAN called the Manifold-Aligning GAN (MAGAN) that aligns two manifolds such that related points in each measurement space are aligned together. We demonstrate applications of MAGAN in single-cell biology in integrating two different measurement types together. In our demonstrated examples, cells from the same tissue are measured with both genomic (single-cell RNA-sequencing) and proteomic (mass cytometry) technologies. We show that the MAGAN successfully aligns them such that known correlations between measured markers are improved compared to other recently proposed models.
Subspace Embedding and Linear Regression with Orlicz Norm
Venue: Conference ICML 2018
Year: 2018

We consider a generalization of the classic linear regression problem to the case when the loss is an Orlicz norm. An Orlicz norm is parameterized by a non-negative convex function $G:\mathbb{R}_+\rightarrow\mathbb{R}_+$ with $G(0)=0$: the Orlicz norm of a vector $x\in\mathbb{R}^n$ is defined as $ \|x\|_G=\inf\left\{α>0\large\mid\sum_{i=1}^n G(|x_i|/α)\leq 1\right\}. $ We consider the cases where the function $G(\cdot)$ grows subquadratically. Our main result is based on a new oblivious embedding which embeds the column space of a given matrix $A\in\mathbb{R}^{n\times d}$ with Orlicz norm into a lower dimensional space with $\ell_2$ norm. Specifically, we show how to efficiently find an embedding matrix $S\in\mathbb{R}^{m\times n},m<n$ such that $\forall x\in\mathbb{R}^{d},Ω(1/(d\log n)) \cdot \|Ax\|_G\leq \|SAx\|_2\leq O(d^2\log n) \cdot \|Ax\|_G.$ By applying this subspace embedding technique, we show an approximation algorithm for the regression problem $\min_{x\in\mathbb{R}^d} \|Ax-b\|_G$, up to a $O(d\log^2 n)$ factor. As a further application of our techniques, we show how to also use them to improve on the algorithm for the $\ell_p$ low rank matrix approximation problem for $1\leq p<2$.
Stronger Generalization Bounds for Deep Nets via a Compression Approach
Venue: Conference ICML 2018
Year: 2018

Deep nets generalize well despite having more parameters than the number of training samples. Recent works try to give an explanation using PAC-Bayes and Margin-based analyses, but do not as yet result in sample complexity bounds better than naive parameter counting. The current paper shows generalization bounds that're orders of magnitude better in practice. These rely upon new succinct reparametrizations of the trained net --- a compression that is explicit and efficient. These yield generalization bounds via a simple compression-based framework introduced here. Our results also provide some theoretical justification for widespread empirical success in compressing deep nets. Analysis of correctness of our compression relies upon some newly identified \textquotedblleft noise stability\textquotedblright properties of trained deep nets, which are also experimentally verified. The study of these properties and resulting generalization bounds are also extended to convolutional nets, which had eluded earlier attempts on proving generalization.
On the Optimization of Deep Networks: Implicit Acceleration by Overparameterization
Venue: Conference ICML 2018
Year: 2018

Conventional wisdom in deep learning states that increasing depth improves expressiveness but complicates optimization. This paper suggests that, sometimes, increasing depth can speed up optimization. The effect of depth on optimization is decoupled from expressiveness by focusing on settings where additional layers amount to overparameterization - linear neural networks, a well-studied model. Theoretical analysis, as well as experiments, show that here depth acts as a preconditioner which may accelerate convergence. Even on simple convex problems such as linear regression with $\ell_p$ loss, $p>2$, gradient descent can benefit from transitioning to a non-convex overparameterized objective, more than it would from some common acceleration schemes. We also prove that it is mathematically impossible to obtain the acceleration effect of overparametrization via gradients of any regularizer.
Lipschitz Continuity in Model-based Reinforcement Learning
Venue: Conference ICML 2018
Year: 2018

We examine the impact of learning Lipschitz continuous models in the context of model-based reinforcement learning. We provide a novel bound on multi-step prediction error of Lipschitz models where we quantify the error using the Wasserstein metric. We go on to prove an error bound for the value-function estimate arising from Lipschitz models and show that the estimated value function is itself Lipschitz. We conclude with empirical results that show the benefits of controlling the Lipschitz constant of neural-network models.
Obfuscated Gradients Give a False Sense of Security: Circumventing Defenses to Adversarial Examples
Venue: Conference ICML 2018
Year: 2018

We identify obfuscated gradients, a kind of gradient masking, as a phenomenon that leads to a false sense of security in defenses against adversarial examples. While defenses that cause obfuscated gradients appear to defeat iterative optimization-based attacks, we find defenses relying on this effect can be circumvented. We describe characteristic behaviors of defenses exhibiting the effect, and for each of the three types of obfuscated gradients we discover, we develop attack techniques to overcome it. In a case study, examining non-certified white-box-secure defenses at ICLR 2018, we find obfuscated gradients are a common occurrence, with 7 of 9 defenses relying on obfuscated gradients. Our new attacks successfully circumvent 6 completely, and 1 partially, in the original threat model each paper considers.
Synthesizing Robust Adversarial Examples
Venue: Conference ICML 2018
Year: 2018

Standard methods for generating adversarial examples for neural networks do not consistently fool neural network classifiers in the physical world due to a combination of viewpoint shifts, camera noise, and other natural transformations, limiting their relevance to real-world systems. We demonstrate the existence of robust 3D adversarial objects, and we present the first algorithm for synthesizing examples that are adversarial over a chosen distribution of transformations. We synthesize two-dimensional adversarial images that are robust to noise, distortion, and affine transformation. We apply our algorithm to complex three-dimensional objects, using 3D-printing to manufacture the first physical adversarial objects. Our results demonstrate the existence of 3D adversarial objects in the physical world.