mtybilly/Instruct2DS huggingface dataset:
The FAST Algorithm for Submodular Maximization
Authors: Breuer, Adam and Balkanski, Eric and Singer, Yaron
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: In this paper we describe a new parallel algorithm called Fast Adaptive Sequencing Technique (FAST) for maximizing a monotone submodular function under a cardinality constraint k. This algorithm achieves the optimal 1-1/e approximation guarantee and is orders of magnitude faster than the state-of-the-art on a variety of experiments over real-world data sets. Following recent work by Balkanski and Singer (2018), there has been a great deal of research on algorithms whose theoretical parallel runtime is exponentially faster than algorithms used for submodular maximization over the past 40 years. However, while these new algorithms are fast in terms of asymptotic worst-case guarantees, it is computationally infeasible to use them in practice even on small data sets because the number of rounds and queries they require depend on large constants and high-degree polynomials in terms of precision and confidence. The design principles behind the FAST algorithm we present here are a significant departure from those of recent theoretically fast algorithms. Rather than optimize for asymptotic theoretical guarantees, the design of FAST introduces several new techniques that achieve remarkable practical and theoretical parallel runtimes. The approximation guarantee obtained by FAST is arbitrarily close to 1 - 1/e, and its asymptotic parallel runtime (adaptivity) is O(log(n) log^2(log k)) using O(n log log(k)) total queries. We show that FAST is orders of magnitude faster than any algorithm for submodular maximization we are aware of, including hyper-optimized parallel versions of state-of-the-art serial algorithms, by running experiments on large data sets.
GNN-FiLM: Graph Neural Networks with Feature-wise Linear Modulation
Authors: Brockschmidt, Marc
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: This paper presents a new Graph Neural Network (GNN) type using feature-wise linear modulation (FiLM). Many standard GNN variants propagate information along the edges of a graph by computing messages based only on the representation of the source of each edge. In GNN-FiLM, the representation of the target node of an edge is used to compute a transformation that can be applied to all incoming messages, allowing feature-wise modulation of the passed information. Different GNN architectures are compared in extensive experiments on three tasks from the literature, using re-implementations of many baseline methods. Hyperparameters for all methods were found using extensive search, yielding somewhat surprising results: differences between state of the art models are much smaller than reported in the literature and well-known simple baselines that are often not compared to perform better than recently proposed GNN variants. Nonetheless, GNN-FiLM outperforms these methods on a regression task on molecular graphs and performs competitively on other tasks.
TaskNorm: Rethinking Batch Normalization for Meta-Learning
Authors: Bronskill, John and Gordon, Jonathan and Requeima, James and Nowozin, Sebastian and Turner, Richard
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Modern meta-learning approaches for image classification rely on increasingly deep networks to achieve state-of-the-art performance, making batch normalization an essential component of meta-learning pipelines. However, the hierarchical nature of the meta-learning setting presents several challenges that can render conventional batch normalization ineffective, giving rise to the need to rethink normalization in this setting. We evaluate a range of approaches to batch normalization for meta-learning scenarios, and develop a novel approach that we call TaskNorm. Experiments on fourteen datasets demonstrate that the choice of batch normalization has a dramatic effect on both classification accuracy and training time for both gradient based- and gradient-free meta-learning approaches. Importantly, TaskNorm is found to consistently improve performance. Finally, we provide a set of best practices for normalization that will allow fair comparison of meta-learning algorithms.
Safe Imitation Learning via Fast Bayesian Reward Inference from Preferences
Authors: Brown, Daniel and Coleman, Russell and Srinivasan, Ravi and Niekum, Scott
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Bayesian reward learning from demonstrations enables rigorous safety and uncertainty analysis when performing imitation learning. However, Bayesian reward learning methods are typically computationally intractable for complex control problems. We propose Bayesian Reward Extrapolation (Bayesian REX), a highly efficient Bayesian reward learning algorithm that scales to high-dimensional imitation learning problems by pre-training a low-dimensional feature encoding via self-supervised tasks and then leveraging preferences over demonstrations to perform fast Bayesian inference. Bayesian REX can learn to play Atari games from demonstrations, without access to the game score and can generate 100,000 samples from the posterior over reward functions in only 5 minutes on a personal laptop. Bayesian REX also results in imitation learning performance that is competitive with or better than state-of-the-art methods that only learn point estimates of the reward function. Finally, Bayesian REX enables efficient high-confidence policy evaluation without having access to samples of the reward function. These high-confidence performance bounds can be used to rank the performance and risk of a variety of evaluation policies and provide a way to detect reward hacking behaviors.
A Pairwise Fair and Community-preserving Approach to k-Center Clustering
Authors: Brubach, Brian and Chakrabarti, Darshan and Dickerson, John and Khuller, Samir and Srinivasan, Aravind and Tsepenekas, Leonidas
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Clustering is a foundational problem in machine learning with numerous applications. As machine learning increases in ubiquity as a backend for automated systems, concerns about fairness arise. Much of the current literature on fairness deals with discrimination against protected classes in supervised learning (group fairness). We define a different notion of fair clustering wherein the probability that two points (or a community of points) become separated is bounded by an increasing function of their pairwise distance (or community diameter). We capture the situation where data points represent people who gain some benefit from being clustered together. Unfairness arises when certain points are deterministically separated, either arbitrarily or by someone who intends to harm them as in the case of gerrymandering election districts. In response, we formally define two new types of fairness in the clustering setting, pairwise fairness and community preservation. To explore the practicality of our fairness goals, we devise an approach for extending existing $k$-center algorithms to satisfy these fairness constraints. Analysis of this approach proves that reasonable approximations can be achieved while maintaining fairness. In experiments, we compare the effectiveness of our approach to classical $k$-center algorithms/heuristics and explore the tradeoff between optimal clustering and fairness.
Scalable Exact Inference in Multi-Output Gaussian Processes
Authors: Bruinsma, Wessel and Perim, Eric and Tebbutt, William and Hosking, Scott and Solin, Arno and Turner, Richard
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Multi-output Gaussian processes (MOGPs) leverage the flexibility and interpretability of GPs while capturing structure across outputs, which is desirable, for example, in spatio-temporal modelling. The key problem with MOGPs is their computational scaling $O(n^3 p^3)$, which is cubic in the number of both inputs $n$ (e.g., time points or locations) and outputs $p$. For this reason, a popular class of MOGPs assumes that the data live around a low-dimensional linear subspace, reducing the complexity to $O(n^3 m^3)$. However, this cost is still cubic in the dimensionality of the subspace $m$, which is still prohibitively expensive for many applications. We propose the use of a sufficient statistic of the data to accelerate inference and learning in MOGPs with orthogonal bases. The method achieves linear scaling in $m$ in practice, allowing these models to scale to large $m$ without sacrificing significant expressivity or requiring approximation. This advance opens up a wide range of real-world tasks and can be combined with existing GP approximations in a plug-and-play way. We demonstrate the efficacy of the method on various synthetic and real-world data sets.
Online Pricing with Offline Data: Phase Transition and Inverse Square Law
Authors: Bu, Jinzhi and Simchi-Levi, David and Xu, Yunzong
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: This paper investigates the impact of pre-existing offline data on online learning, in the context of dynamic pricing. We study a single-product dynamic pricing problem over a selling horizon of T periods. The demand in each period is determined by the price of the product according to a linear demand model with unknown parameters. We assume that the seller already has some pre-existing offline data before the start of the selling horizon. The seller wants to utilize both the pre-existing offline data and the sequential online data to minimize the regret of the online learning process. We characterize the joint effect of the size, location and dispersion of the offline data on the optimal regret of the online learning process. Our results reveal surprising transformations of the optimal regret rate with respect to the size of the offline data, which we refer to as phase transitions. In addition, our results demonstrate that the location and dispersion of the offline data also have an intrinsic effect on the optimal regret, and we quantify this effect via the inverse-square law.
Empirical Study of the Benefits of Overparameterization in Learning Latent Variable Models
Authors: Buhai, Rares-Darius and Halpern, Yoni and Kim, Yoon and Risteski, Andrej and Sontag, David
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: One of the most surprising and exciting discoveries in supervised learning was the benefit of overparameterization (i.e. training a very large model) to improving the optimization landscape of a problem, with minimal effect on statistical performance (i.e. generalization). In contrast, unsupervised settings have been under-explored, despite the fact that it was observed that overparameterization can be helpful as early as Dasgupta & Schulman (2007). We perform an empirical study of different aspects of overparameterization in unsupervised learning of latent variable models via synthetic and semi-synthetic experiments. We discuss benefits to different metrics of success (recovering the parameters of the ground-truth model, held-out log-likelihood), sensitivity to variations of the training algorithm, and behavior as the amount of overparameterization increases. We find that across a variety of models (noisy-OR networks, sparse coding, probabilistic context-free grammars) and training algorithms (variational inference, alternating minimization, expectation-maximization), overparameterization can significantly increase the number of ground truth latent variables recovered.
DeBayes: a Bayesian Method for Debiasing Network Embeddings
Authors: Buyl, Maarten and De Bie, Tijl
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: As machine learning algorithms are increasingly deployed for high-impact automated decision making, ethical and increasingly also legal standards demand that they treat all individuals fairly, without discrimination based on their age, gender, race or other sensitive traits. In recent years much progress has been made on ensuring fairness and reducing bias in standard machine learning settings. Yet, for network embedding, with applications in vulnerable domains ranging from social network analysis to recommender systems, current options remain limited both in number and performance. We thus propose DeBayes: a conceptually elegant Bayesian method that is capable of learning debiased embeddings by using a biased prior. Our experiments show that these representations can then be used to perform link prediction that is significantly more fair in terms of popular metrics such as demographic parity and equalized opportunity.
Structured Prediction with Partial Labelling through the Infimum Loss
Authors: Cabannnes, Vivien and Rudi, Alessandro and Bach, Francis
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Annotating datasets is one of the main costs in nowadays supervised learning. The goal of weak supervision is to enable models to learn using only forms of labelling which are cheaper to collect, as partial labelling. This is a type of incomplete annotation where, for each datapoint, supervision is cast as a set of labels containing the real one. The problem of supervised learning with partial labelling has been studied for specific instances such as classification, multi-label, ranking or segmentation, but a general framework is still missing. This paper provides a unified framework based on structured prediction and on the concept of \emphinfimum loss to deal with partial labelling over a wide family of learning problems and loss functions. The framework leads naturally to explicit algorithms that can be easily implemented and for which proved statistical consistency and learning rates. Experiments confirm the superiority of the proposed approach over commonly used baselines.
Online Learned Continual Compression with Adaptive Quantization Modules
Authors: Caccia, Lucas and Belilovsky, Eugene and Caccia, Massimo and Pineau, Joelle
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: We introduce and study the problem of Online Continual Compression, where one attempts to simultaneously learn to compress and store a representative dataset from a non i.i.d data stream, while only observing each sample once. A naive application of auto-encoder in this setting encounters a major challenge: representations derived from earlier encoder states must be usable by later decoder states. We show how to use discrete auto-encoders to effectively address this challenge and introduce Adaptive Quantization Modules (AQM) to control variation in the compression ability of the module at any given stage of learning. This enables selecting an appropriate compression for incoming samples, while taking into account overall memory constraints and current progress of the learned compression. Unlike previous methods, our approach does not require any pretraining, even on challenging datasets. We show that using AQM to replace standard episodic memory in continual learning settings leads to significant gains on continual learning benchmarks with images, LiDAR, and reinforcement learning agents.
Boosted Histogram Transform for Regression
Authors: Cai, Yuchao and Hang, Hanyuan and Yang, Hanfang and Lin, Zhouchen
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: In this paper, we propose a boosting algorithm for regression problems called \emphboosted histogram transform for regression (BHTR) based on histogram transforms composed of random rotations, stretchings, and translations. From the theoretical perspective, we first prove fast convergence rates for BHTR under the assumption that the target function lies in the spaces $C^0,α$. Moreover, if the target function resides in the subspace $C^1,α$, by establishing the upper bound of the convergence rate for the boosted regressor, i.e. BHTR, and the lower bound for base regressors, i.e. histogram transform regressors (HTR), we manage to explain the benefits of the boosting procedure. In the experiments, compared with other state-of-the-art algorithms such as gradient boosted regression tree (GBRT), Breiman’s forest, and kernel-based methods, our BHTR algorithm shows promising performance on both synthetic and real datasets.
On Validation and Planning of An Optimal Decision Rule with Application in Healthcare Studies
Authors: Cai, Hengrui and Lu, Wenbin and Song, Rui
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: In the current era of personalized recommendation, one major interest is to develop an optimal individualized decision rule that assigns individuals with the best treatment option according to their covariates. Estimation of optimal decision rules (ODR) has been extensively investigated recently, however, at present, no testing procedure is proposed to verify whether these ODRs are significantly better than the naive decision rule that always assigning individuals to a fixed treatment option. In this paper, we propose a testing procedure for detecting the existence of an ODR that is better than the naive decision rule under the randomized trials. We construct the proposed test based on the difference of estimated value functions using the augmented inverse probability weighted method. The asymptotic distributions of the proposed test statistic under the null and local alternative hypotheses are established. Based on the established asymptotic distributions, we further develop a sample size calculation formula for testing the existence of an ODR in designing A/B tests. Extensive simulations and a real data application to a schizophrenia clinical trial data are conducted to demonstrate the empirical validity of the proposed methods.
Uncertainty quantification for nonconvex tensor completion: Confidence intervals, heteroscedasticity and optimality
Authors: Cai, Changxiao and Poor, H. Vincent and Chen, Yuxin
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: We study the distribution and uncertainty of nonconvex optimization for noisy tensor completion — the problem of estimating a low-rank tensor given incomplete and corrupted observations of its entries. Focusing on a two-stage nonconvex estimation algorithm proposed by (Cai et al., 2019), we characterize the distribution of this estimator down to fine scales. This distributional theory in turn allows one to construct valid and short confidence intervals for both the unseen tensor entries and its underlying tensor factors. The proposed inferential procedure enjoys several important features: (1) it is fully adaptive to noise heteroscedasticity, and (2) it is data-driven and adapts automatically to unknown noise distributions. Furthermore, our findings unveil the statistical optimality of nonconvex tensor completion: it attains un-improvable estimation accuracy — including both the rates and the pre-constants — under i.i.d. Gaussian noise.
Provably Efficient Exploration in Policy Optimization
Authors: Cai, Qi and Yang, Zhuoran and Jin, Chi and Wang, Zhaoran
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: While policy-based reinforcement learning (RL) achieves tremendous successes in practice, it is significantly less understood in theory, especially compared with value-based RL. In particular, it remains elusive how to design a provably efficient policy optimization algorithm that incorporates exploration. To bridge such a gap, this paper proposes an Optimistic variant of the Proximal Policy Optimization algorithm (OPPO), which follows an “optimistic version” of the policy gradient direction. This paper proves that, in the problem of episodic Markov decision process with linear function approximation, unknown transition, and adversarial reward with full-information feedback, OPPO achieves $\tildeO(\sqrtd^2 H^3 T)$ regret. Here $d$ is the feature dimension, $H$ is the episode horizon, and $T$ is the total number of steps. To the best of our knowledge, OPPO is the first provably efficient policy optimization algorithm that explores.
Near-linear time Gaussian process optimization with adaptive batching and resparsification
Authors: Calandriello, Daniele and Carratino, Luigi and Lazaric, Alessandro and Valko, Michal and Rosasco, Lorenzo
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Gaussian processes (GP) are one of the most successful frameworks to model uncertainty. However, GP optimization (e.g., GP-UCB) suffers from major scalability issues. Experimental time grows linearly with the number of evaluations, unless candidates are selected in batches (e.g., using GP-BUCB) and evaluated in parallel. Furthermore, computational cost is often prohibitive since algorithms such as GP-BUCB require a time at least quadratic in the number of dimensions and iterations to select each batch. In this paper, we introduce BBKB (Batch Budgeted Kernel Bandits), the first no-regret GP optimization algorithm that provably runs in near-linear time and selects candidates in batches. This is obtained with a new guarantee for the tracking of the posterior variances that allows BBKB to choose increasingly larger batches, improving over GP-BUCB. Moreover, we show that the same bound can be used to adaptively delay costly updates to the sparse GP approximation used by BBKB, achieving a near-constant per-step amortized cost. These findings are then confirmed in several experiments, where BBKB is much faster than state-of-the-art methods.
Poisson Learning: Graph Based Semi-Supervised Learning At Very Low Label Rates
Authors: Calder, Jeff and Cook, Brendan and Thorpe, Matthew and Slepcev, Dejan
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: We propose a new framework, called Poisson learning, for graph based semi-supervised learning at very low label rates. Poisson learning is motivated by the need to address the degeneracy of Laplacian semi-supervised learning in this regime. The method replaces the assignment of label values at training points with the placement of sources and sinks, and solves the resulting Poisson equation on the graph. The outcomes are provably more stable and informative than those of Laplacian learning. Poisson learning is efficient and simple to implement, and we present numerical experiments showing the method is superior to other recent approaches to semi-supervised learning at low label rates on MNIST, FashionMNIST, and Cifar-10. We also propose a graph-cut enhancement of Poisson learning, called Poisson MBO, that gives higher accuracy and can incorporate prior knowledge of relative class sizes.
Explore, Discover and Learn: Unsupervised Discovery of State-Covering Skills
Authors: Campos, Victor and Trott, Alexander and Xiong, Caiming and Socher, Richard and Giro-I-Nieto, Xavier and Torres, Jordi
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Acquiring abilities in the absence of a task-oriented reward function is at the frontier of reinforcement learning research. This problem has been studied through the lens of empowerment, which draws a connection between option discovery and information theory. Information-theoretic skill discovery methods have garnered much interest from the community, but little research has been conducted in understanding their limitations. Through theoretical analysis and empirical evidence, we show that existing algorithms suffer from a common limitation – they discover options that provide a poor coverage of the state space. In light of this, we propose Explore, Discover and Learn (EDL), an alternative approach to information-theoretic skill discovery. Crucially, EDL optimizes the same information-theoretic objective derived from the empowerment literature, but addresses the optimization problem using different machinery. We perform an extensive evaluation of skill discovery methods on controlled environments and show that EDL offers significant advantages, such as overcoming the coverage problem, reducing the dependence of learned skills on the initial state, and allowing the user to define a prior over which behaviors should be learned.
Logarithmic Regret for Learning Linear Quadratic Regulators Efficiently
Authors: Cassel, Asaf and Cohen, Alon and Koren, Tomer
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: We consider the problem of learning in Linear Quadratic Control systems whose transition parameters are initially unknown. Recent results in this setting have demonstrated efficient learning algorithms with regret growing with the square root of the number of decision steps. We present new efficient algorithms that achieve, perhaps surprisingly,regret that scales only (poly-)logarithmically with the number of steps, in two scenarios: when only the state transition matrix A is unknown, and when only the state-action transition matrix B is unknown and the optimal policy satisfies a certain non-degeneracy condition. On the other hand, we give a lower bound which shows that when the latter condition is violated, square root regret is unavoidable.
Fully Parallel Hyperparameter Search: Reshaped Space-Filling
Authors: Cauwet, Marie-Liesse and Couprie, Camille and Dehos, Julien and Luc, Pauline and Rapin, Jeremy and Riviere, Morgane and Teytaud, Fabien and Teytaud, Olivier and Usunier, Nicolas
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Space-filling designs such as Low Discrepancy Sequence (LDS), Latin Hypercube Sampling (LHS) and Jittered Sampling (JS) were proposed for fully parallel hyperparameter search, and were shown to be more effective than random and grid search. We prove that LHS and JS outperform random search only by a constant factor. Consequently, we introduce a new sampling approach based on the reshaping of the search distribution, and we show both theoretically and numerically that it leads to significant gains over random search. Two methods are proposed for the reshaping: Recentering (when the distribution of the optimum is known), and Cauchy transformation (when the distribution of the optimum is unknown). The proposed methods are first validated on artificial experiments and simple real-world tests on clustering and Salmon mappings. Then we demonstrate that they drive performance improvement in a wide range of expensive artificial intelligence tasks, namely attend/infer/repeat, video next frame segmentation forecasting and progressive generative adversarial networks.
Data preprocessing to mitigate bias: A maximum entropy based approach
Authors: Celis, L. Elisa and Keswani, Vijay and Vishnoi, Nisheeth
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Data containing human or social attributes may over- or under-represent groups with respect to salient social attributes such as gender or race, which can lead to biases in downstream applications. This paper presents an algorithmic framework that can be used as a data preprocessing method towards mitigating such bias. Unlike prior work, it can efficiently learn distributions over large domains, controllably adjust the representation rates of protected groups and achieve target fairness metrics such as statistical parity, yet remains close to the empirical distribution induced by the given dataset. Our approach leverages the principle of maximum entropy – amongst all distributions satisfying a given set of constraints, we should choose the one closest in KL-divergence to a given prior. While maximum entropy distributions can succinctly encode distributions over large domains, they can be difficult to compute. Our main contribution is an instantiation of this framework for our set of constraints and priors, which encode our bias mitigation goals, and that runs in time polynomial in the dimension of the data. Empirically, we observe that samples from the learned distribution have desired representation rates and statistical rates, and when used for training a classifier incurs only a slight loss in accuracy while maintaining fairness properties.
Meta-learning with Stochastic Linear Bandits
Authors: Cella, Leonardo and Lazaric, Alessandro and Pontil, Massimiliano
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: We investigate meta-learning procedures in the setting of stochastic linear bandits tasks. The goal is to select a learning algorithm which works well on average over a class of bandits tasks, that are sampled from a task-distribution. Inspired by recent work on learning-to-learn linear regression, we consider a class of bandit algorithms that implement a regularized version of the well-known OFUL algorithm, where the regularization is a square euclidean distance to a bias vector. We first study the benefit of the biased OFUL algorithm in terms of regret minimization. We then propose two strategies to estimate the bias within the learning-to-learn setting. We show both theoretically and experimentally, that when the number of tasks grows and the variance of the task-distribution is small, our strategies have a significant advantage over learning the tasks in isolation.
Description Based Text Classification with Reinforcement Learning
Authors: Chai, Duo and Wu, Wei and Han, Qinghong and Wu, Fei and Li, Jiwei
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: The task of text classification is usually divided into two stages: text feature extraction and classification. In this standard formalization, categories are merely represented as indexes in the label vocabulary, and the model lacks for explicit instructions on what to classify. Inspired by the current trend of formalizing NLP problems as question answering tasks, we propose a new framework for text classification, in which each category label is associated with a category description. Descriptions are generated by hand-crafted templates or using abstractive/extractive models from reinforcement learning. The concatenation of the description and the text is fed to the classifier to decide whether or not the current label should be assigned to the text. The proposed strategy forces the model to attend to the most salient texts with respect to the label, which can be regarded as a hard version of attention, leading to better performances. We observe significant performance boosts over strong baselines on a wide range of text classification tasks including single-label classification, multi-label classification and multi-aspect sentiment analysis.
Concise Explanations of Neural Networks using Adversarial Training
Authors: Chalasani, Prasad and Chen, Jiefeng and Chowdhury, Amrita Roy and Wu, Xi and Jha, Somesh
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: We show new connections between adversarial learning and explainability for deep neural networks (DNNs). One form of explanation of the output of a neural network model in terms of its input features, is a vector of feature-attributions, which can be generated by various techniques such as Integrated Gradients (IG), DeepSHAP, LIME, and CXPlain. Two desirable characteristics of an attribution-based explanation are: (1) \emphsparseness: the attributions of irrelevant or weakly relevant features should be negligible, thus resulting in \emphconcise explanations in terms of the significant features, and (2) \emphstability: it should not vary significantly within a small local neighborhood of the input. Our first contribution is a theoretical exploration of how these two properties (when using IG-based attributions) are related to adversarial training, for a class of 1-layer networks (which includes logistic regression models for binary and multi-class classification); for these networks we show that (a) adversarial training using an $\ell_ınfty$-bounded adversary produces models with sparse attribution vectors, and (b) natural model-training while encouraging stable explanations (via an extra term in the loss function), is equivalent to adversarial training. Our second contribution is an empirical verification of phenomenon (a), which we show, somewhat surprisingly, occurs \emphnot only in 1-layer networks, but also DNNs trained on standard image datasets, and extends beyond IG-based attributions, to those based on DeepSHAP: adversarial training with $łinf$-bounded perturbations yields significantly sparser attribution vectors, with little degradation in performance on natural test data, compared to natural training. Moreover, the sparseness of the attribution vectors is significantly better than that achievable via $\ell_1$-regularized natural training.
Unlabelled Data Improves Bayesian Uncertainty Calibration under Covariate Shift
Authors: Chan, Alex and Alaa, Ahmed and Qian, Zhaozhi and Van Der Schaar, Mihaela
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions — this is crucial in high-stakes applications that involve critical decision-making. Bayesian neural networks (BNNs) aim at solving this problem by placing a prior distribution over the network’s parameters, thereby inducing a posterior distribution that encapsulates predictive uncertainty. While existing variants of BNNs based on Monte Carlo dropout produce reliable (albeit approximate) uncertainty estimates over in-distribution data, they tend to exhibit over-confidence in predictions made on target data whose feature distribution differs from the training data, i.e., the covariate shift setup. In this paper, we develop an approximate Bayesian inference scheme based on posterior regularisation, wherein unlabelled target data are used as “pseudo-labels” of model confidence that are used to regularise the model’s loss on labelled source data. We show that this approach significantly improves the accuracy of uncertainty quantification on covariate-shifted data sets, with minimal modification to the underlying model architecture. We demonstrate the utility of our method in the context of transferring prognostic models of prostate cancer across globally diverse populations.
Imputer: Sequence Modelling via Imputation and Dynamic Programming
Authors: Chan, William and Saharia, Chitwan and Hinton, Geoffrey and Norouzi, Mohammad and Jaitly, Navdeep
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: This paper presents the Imputer, a neural sequence model that generates output sequences iteratively via imputations. The Imputer is an iterative generation model, requiring only a constant number of generation steps independent of the number of input or output tokens. The Imputer can be trained to approximately marginalize over all possible alignments between the input and output sequences, and all possible generation orders. We present a tractable dynamic programming training algorithm, which yields a lower bound on the log marginal likelihood. When applied to end-to-end speech recognition, the Imputer outperforms prior non-autoregressive models and achieves competitive results to autoregressive models. On LibriSpeech test-other, the Imputer achieves 11.1 WER, outperforming CTC at 13.0 WER and seq2seq at 12.5 WER.
Optimizing for the Future in Non-Stationary MDPs
Authors: Chandak, Yash and Theocharous, Georgios and Shankar, Shiv and White, Martha and Mahadevan, Sridhar and Thomas, Philip
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this assumption is violated, and using existing algorithms may result in a performance lag. To proactively search for a good future policy, we present a policy gradient algorithm that maximizes a forecast of future performance. This forecast is obtained by fitting a curve to the counter-factual estimates of policy performance over time, without explicitly modeling the underlying non-stationarity. The resulting algorithm amounts to a non-uniform reweighting of past data, and we observe that minimizing performance over some of the data from past episodes can be beneficial when searching for a policy that maximizes future performance. We show that our algorithm, called Prognosticator, is more robust to non-stationarity than two online adaptation techniques, on three simulated problems motivated by real-world applications.
Learning to Simulate and Design for Structural Engineering
Authors: Chang, Kai-Hung and Cheng, Chin-Yi
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: The structural design process for buildings is time-consuming and laborious. To automate this process, structural engineers combine optimization methods with simulation tools to find an optimal design with minimal building mass subject to building regulations. However, structural engineers in practice often avoid optimization and compromise on a suboptimal design for the majority of buildings, due to the large size of the design space, the iterative nature of the optimization methods, and the slow simulation tools. In this work, we formulate the building structures as graphs and create an end-to-end pipeline that can learn to propose the optimal cross-sections of columns and beams by training together with a pre-trained differentiable structural simulator. The performance of the proposed structural designs is comparable to the ones optimized by genetic algorithm (GA), with all the constraints satisfied. The optimal structural design with the reduced the building mass can not only lower the material cost, but also decrease the carbon footprint.
Decentralized Reinforcement Learning: Global Decision-Making via Local Economic Transactions
Authors: Chang, Michael and Kaushik, Sid and Weinberg, S. Matthew and Griffiths, Tom and Levine, Sergey
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: This paper seeks to establish a framework for directing a society of simple, specialized, self-interested agents to solve what traditionally are posed as monolithic single-agent sequential decision problems. What makes it challenging to use a decentralized approach to collectively optimize a central objective is the difficulty in characterizing the equilibrium strategy profile of non-cooperative games. To overcome this challenge, we design a mechanism for defining the learning environment of each agent for which we know that the optimal solution for the global objective coincides with a Nash equilibrium strategy profile of the agents optimizing their own local objectives. The society functions as an economy of agents that learn the credit assignment process itself by buying and selling to each other the right to operate on the environment state. We derive a class of decentralized reinforcement learning algorithms that are broadly applicable not only to standard reinforcement learning but also for selecting options in semi-MDPs and dynamically composing computation graphs. Lastly, we demonstrate the potential advantages of a society’s inherent modular structure for more efficient transfer learning.
Invariant Rationalization
Authors: Chang, Shiyu and Zhang, Yang and Yu, Mo and Jaakkola, Tommi
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Selective rationalization improves neural network interpretability by identifying a small subset of input features — the rationale — that best explains or supports the prediction. A typical rationalization criterion, i.e. maximum mutual information (MMI), finds the rationale that maximizes the prediction performance based only on the rationale. However, MMI can be problematic because it picks up spurious correlations between the input features and the output. Instead, we introduce a game-theoretic invariant rationalization criterion where the rationales are constrained to enable the same predictor to be optimal across different environments. We show both theoretically and empirically that the proposed rationales can rule out spurious correlations and generalize better to different test scenarios. The resulting explanations also align better with human judgments. Our implementations are publicly available at https://github.com/code-terminator/invariant_rationalization.
Circuit-Based Intrinsic Methods to Detect Overfitting
Authors: Chatterjee, Satrajit and Mishchenko, Alan
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: The focus of this paper is on intrinsic methods to detect overfitting. By intrinsic methods, we mean methods that rely only on the model and the training data, as opposed to traditional methods (we call them extrinsic methods) that rely on performance on a test set or on bounds from model complexity. We propose a family of intrinsic methods called Counterfactual Simulation (CFS) which analyze the flow of training examples through the model by identifying and perturbing rare patterns. By applying CFS to logic circuits we get a method that has no hyper-parameters and works uniformly across different types of models such as neural networks, random forests and lookup tables. Experimentally, CFS can separate models with different levels of overfit using only their logic circuit representations without any access to the high level structure. By comparing lookup tables, neural networks, and random forests using CFS, we get insight into why neural networks generalize. In particular, we find that stochastic gradient descent in neural nets does not lead to "brute force" memorization, but finds common patterns (whether we train with actual or randomized labels), and neural networks are not unlike forests in this regard. Finally, we identify a limitation with our proposal that makes it unsuitable in an adversarial setting, but points the way to future work on robust intrinsic methods.
Better depth-width trade-offs for neural networks through the lens of dynamical systems
Authors: Chatziafratis, Vaggos and Nagarajan, Sai Ganesh and Panageas, Ioannis
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: The expressivity of neural networks as a function of their depth, width and type of activation units has been an important question in deep learning theory. Recently, depth separation results for ReLU networks were obtained via a new connection with dynamical systems, using a generalized notion of fixed points of a continuous map $f$, called periodic points. In this work, we strengthen the connection with dynamical systems and we improve the existing width lower bounds along several aspects. Our first main result is period-specific width lower bounds that hold under the stronger notion of $L^1$-approximation error, instead of the weaker classification error. Our second contribution is that we provide sharper width lower bounds, still yielding meaningful exponential depth-width separations, in regimes where previous results wouldn’t apply. A byproduct of our results is that there exists a universal constant characterizing the depth-width trade-offs, as long as $f$ has odd periods. Technically, our results follow by unveiling a tighter connection between the following three quantities of a given function: its period, its Lipschitz constant and the growth rate of the number of oscillations arising under compositions of the function $f$ with itself.
Explainable and Discourse Topic-aware Neural Language Understanding
Authors: Chaudhary, Yatin and Schuetze, Hinrich and Gupta, Pankaj
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: Marrying topic models and language models exposes language understanding to a broader source of document-level context beyond sentences via topics. While introducing topical semantics in language models, existing approaches incorporate latent document topic proportions and ignore topical discourse in sentences of the document. This work extends the line of research by additionally introducing an explainable topic representation in language understanding, obtained from a set of key terms correspondingly for each latent topic of the proportion. Moreover, we retain sentence-topic association along with document-topic association by modeling topical discourse for every sentence in the document. We present a novel neural composite language modeling (NCLM) framework that exploits both the latent and explainable topics along with topical discourse at sentence-level in a joint learning framework of topic and language models. Experiments over a range of tasks such as language modeling, word sense disambiguation, document classiﬁcation, retrieval and text generation demonstrate ability of the proposed model in improving language understanding.
Uncertainty-Aware Lookahead Factor Models for Quantitative Investing
Authors: Chauhan, Lakshay and Alberg, John and Lipton, Zachary
Published in: Proceedings of the 37th International Conference on Machine Learning (Main Conference Track), 2020

Abstract: On a periodic basis, publicly traded companies report fundamentals, financial data including revenue, earnings, debt, among others. Quantitative finance research has identified several factors, functions of the reported data that historically correlate with stock market performance. In this paper, we first show through simulation that if we could select stocks via factors calculated on future fundamentals (via oracle), that our portfolios would far outperform standard factor models. Motivated by this insight, we train deep nets to forecast future fundamentals from a trailing 5-year history. We propose lookahead factor models which plug these predicted future fundamentals into traditional factors. Finally, we incorporate uncertainty estimates from both neural heteroscedastic regression and a dropout-based heuristic, improving performance by adjusting our portfolios to avert risk. In retrospective analysis, we leverage an industry-grade portfolio simulator (backtester) to show simultaneous improvement in annualized return and Sharpe ratio. Specifically, the simulated annualized return for the uncertainty-aware model is 17.7% (vs 14.0% for a standard factor model) and the Sharpe ratio is 0.84 (vs 0.52).