nils-herrmann/clean_scirepeval huggingface dataset:
Relational VAE: A Continuous Latent Variable Model for Graph Structured Data
Authors: Charilaos Mylonas, Imad Abdallah, Eleni Chatzi

Graph Networks (GNs) enable the fusion of prior knowledge and relational reasoning with flexible function approximations. In this work, a general GN-based model is proposed which takes full advantage of the relational modeling capabilities of GNs and extends these to probabilistic modeling with Variational Bayes (VB). To that end, we combine complementary pre-existing approaches on VB for graph data and propose an approach that relies on graph-structured latent and conditioning variables. It is demonstrated that Neural Processes can also be viewed through the lens of the proposed model. We show applications on the problem of structured probability density modeling for simulated and real wind farm monitoring data, as well as on the meta-learning of simulated Gaussian Process data. We release the source code, along with the simulated datasets.
Image Generation using Continuous Filter Atoms
Authors: Ze Wang, Seunghyun Hwang, Zichen Miao, Qiang Qiu

In this paper, we model the subspace of convolutional filters with a neural ordinary differential equation (ODE) to enable gradual changes in generated images. Decomposing convolutional filters over a set of filter atoms allows efficiently modeling and sampling from a subspace of high-dimensional filters. By further modeling filters atoms with a neural ODE, we show both empirically and theoretically that such introduced continuity can be propagated to the generated images, and thus achieves gradually evolved image generation. We support the proposed framework of image generation with continuous filter atoms using various experiments, including image-to-image translation and image generation conditioned on continuous labels. Without auxiliary network components and heavy supervision, the proposed continuous filter atoms allow us to easily manipulate the gradual change of generated images by controlling integration intervals of neural ordinary differential equation. This research sheds the light on using the subspace of network parameters to navigate the diverse appearance of image generation.
STEP: Out-of-Distribution Detection in the Presence of Limited In-Distribution Labeled Data
Authors: Zhi Zhou, Lan-Zhe Guo, Zhanzhan Cheng, Yu-Feng Li, Shiliang Pu

Existing semi-supervised learning (SSL) studies typically assume that unlabeled and test data are drawn from the same distribution as labeled data. However, in many real-world applications, it is desirable to have SSL algorithms that not only classify the samples drawn from the same distribution of labeled data but also detect out-of-distribution (OOD) samples drawn from an unknown distribution. In this paper, we study a setting called semi-supervised OOD detection. Two main challenges compared with previous OOD detection settings are i) the lack of labeled data and in-distribution data; ii) OOD samples could be unseen during training. Efforts on this direction remain limited. In this paper, we present an approach STEP significantly improving OOD detection performance by introducing a new technique: Structure-Keep Unzipping. It learns a new representation space in which OOD samples could be separated well. An efficient optimization algorithm is derived to solve the objective. Comprehensive experiments across various OOD detection benchmarks clearly show that our STEP approach outperforms other methods by a large margin and achieves remarkable detection performance on several benchmarks.
On the Role of Optimization in Double Descent: A Least Squares Study
Authors: Ilja Kuzborskij, Csaba Szepesvari, Omar Rivasplata, Amal Rannen-Triki, Razvan Pascanu

Empirically it has been observed that the performance of deep neural networks steadily improves with increased model size, contradicting the classical view on overfitting and generalization. Recently, the double descent phenomenon has been proposed to reconcile this observation with theory, suggesting that the test error has a second descent when the model becomes sufficiently overparameterized, as the model size itself acts as an implicit regularizer. In this paper we add to the growing body of work in this space, providing a careful study of learning dynamics as a function of model size for the least squares scenario. We show an excess risk bound for the gradient descent solution of the least squares objective. The bound depends on the smallest non-zero eigenvalue of the sample covariance matrix of the input features, via a functional form that has the double descent behaviour. This gives a new perspective on the double descent curves reported in the literature, as our analysis of the excess risk allows to decouple the effect of optimization and generalization error. In particular, we find that in the case of noiseless regression, double descent is explained solely by optimization-related quantities, which was missed in studies focusing on the Moore-Penrose pseudoinverse solution. We believe that our derivation provides an alternative view compared to existing works, shedding some light on a possible cause of this phenomenon, at least in the considered least squares setting. We empirically explore if our predictions hold for neural networks, in particular whether the spectrum of the sample covariance of features at intermediary hidden layers has a similar behaviour as the one predicted by our derivations in the least squares setting.
Nearly Minimax Optimal Reinforcement Learning for Discounted MDPs
Authors: Jiafan He, Dongruo Zhou, Quanquan Gu

We study the reinforcement learning problem for discounted Markov Decision Processes (MDPs) under the tabular setting. We propose a model-based algorithm named UCBVI-$\gamma$, which is based on the \emph{optimism in the face of uncertainty principle} and the Bernstein-type bonus. We show that UCBVI-$\gamma$ achieves an $\tilde{O}\big({\sqrt{SAT}}/{(1-\gamma)^{1.5}}\big)$ regret, where $S$ is the number of states, $A$ is the number of actions, $\gamma$ is the discount factor and $T$ is the number of steps. In addition,  we construct a class of hard MDPs and show that for any algorithm, the expected regret is at least $\tilde{\Omega}\big({\sqrt{SAT}}/{(1-\gamma)^{1.5}}\big)$. Our upper bound matches the minimax lower bound up to logarithmic factors, which suggests that UCBVI-$\gamma$ is nearly minimax optimal for discounted MDPs.
The Out-of-Distribution Problem in Explainability and Search Methods for Feature Importance Explanations
Authors: Peter Hase, Harry Xie, Mohit Bansal

Feature importance (FI) estimates are a popular form of explanation, and they are commonly created and evaluated by computing the change in model confidence caused by removing certain input features at test time. For example, in the standard Sufficiency metric, only the top-k most important tokens are kept. In this paper, we study several under-explored dimensions of FI explanations, providing conceptual and empirical improvements for this form of explanation. First, we advance a new argument for why it can be problematic to remove features from an input when creating or evaluating explanations: the fact that these counterfactual inputs are out-of-distribution (OOD) to models implies that the resulting explanations are socially misaligned. The crux of the problem is that the model prior and random weight initialization influence the explanations (and explanation metrics) in unintended ways. To resolve this issue, we propose a simple alteration to the model training process, which results in more socially aligned explanations and metrics. Second, we compare among five approaches for removing features from model inputs. We find that some methods produce more OOD counterfactuals than others, and we make recommendations for selecting a feature-replacement function. Finally, we introduce four search-based methods for identifying FI explanations and compare them to strong baselines, including LIME, Anchors, and Integrated Gradients. Through experiments with six diverse text classification datasets, we find that the only method that consistently outperforms random search is a Parallel Local Search (PLS) that we introduce. Improvements over the second best method are as large as 5.4 points for Sufficiency and 17 points for Comprehensiveness.
Iterative Causal Discovery in the Possible Presence of Latent Confounders and Selection Bias
Authors: Raanan Yehezkel Rohekar, Shami Nisimov, Yaniv Gurwicz, Gal Novik

We present a sound and complete algorithm, called iterative causal discovery (ICD), for recovering causal graphs in the presence of latent confounders and selection bias. ICD relies on the causal Markov and faithfulness assumptions and recovers the equivalence class of the underlying causal graph. It starts with a complete graph, and consists of a single iterative stage that gradually refines this graph by identifying conditional independence (CI) between connected nodes. Independence and causal relations entailed after any iteration are correct, rendering ICD anytime. Essentially, we tie the size of the CI conditioning set to its distance on the graph from the tested nodes, and increase this value in the successive iteration. Thus, each iteration refines a graph that was recovered by previous iterations having smaller conditioning sets---a higher statistical power---which contributes to stability. We demonstrate empirically that ICD requires significantly fewer CI tests and learns more accurate causal graphs compared to FCI, FCI+, and RFCI algorithms.
The Effect of the Intrinsic Dimension on the Generalization of Quadratic Classifiers
Authors: Fabian Latorre, Leello Tadesse Dadi, Paul Rolland, Volkan Cevher

It has been recently observed that neural networks, unlike kernel methods, enjoy a reduced sample complexity when the distribution is isotropic (i.e., when the covariance matrix is the identity). We find that this sensitivity to the data distribution is not exclusive to neural networks, and the same phenomenon can be observed on the class of quadratic classifiers (i.e., the sign of a quadratic polynomial) with a nuclear-norm constraint. We demonstrate this by deriving an upper bound on the Rademacher Complexity that depends on two key quantities: (i) the intrinsic dimension, which is a measure of isotropy, and (ii) the largest eigenvalue of the second moment (covariance) matrix of the distribution. Our result improves the dependence on the dimension over the best previously known bound and precisely quantifies the relation between the sample complexity and the level of isotropy of the distribution.
Collaborative Uncertainty in Multi-Agent Trajectory Forecasting
Authors: Bohan Tang, Yiqi Zhong, Ulrich Neumann, Gang Wang, Siheng Chen, Ya Zhang

Uncertainty modeling is critical in trajectory-forecasting systems for both interpretation and safety reasons. To better predict the future trajectories of multiple agents, recent works have introduced interaction modules to capture interactions among agents. This approach leads to correlations among the predicted trajectories. However, the uncertainty brought by such correlations is neglected. To fill this gap, we propose a novel concept, collaborative uncertainty (CU), which models the uncertainty resulting from the interaction module. We build a general CU-based framework to make a prediction model learn the future trajectory and the corresponding uncertainty. The CU-based framework is integrated as a plugin module to current state-of-the-art (SOTA) systems and deployed in two special cases based on multivariate Gaussian and Laplace distributions. In each case, we conduct extensive experiments on two synthetic datasets and two public, large-scale benchmarks of trajectory forecasting. The results are promising: 1) The results of synthetic datasets show that CU-based framework allows the model to nicely rebuild the ground-truth distribution. 2) The results of trajectory forecasting benchmarks demonstrate that the CU-based framework steadily helps SOTA systems improve their performances. Specially, the proposed CU-based framework helps VectorNet improve by 57 cm regarding Final Displacement Error on nuScenes dataset. 3) The visualization results of CU illustrate that the value of CU is highly related to the amount of the interactive information among agents.
Offline Constrained Multi-Objective Reinforcement Learning via Pessimistic Dual Value Iteration
Authors: Runzhe Wu, Yufeng Zhang, Zhuoran Yang, Zhaoran Wang

In constrained multi-objective RL, the goal is to learn a policy that achieves the best performance specified by a multi-objective preference function under a constraint. We focus on the offline setting where the RL agent aims to learn the optimal policy from a given dataset. This scenario is common in real-world applications where interactions with the environment are expensive and the constraint violation is dangerous. For such a setting, we transform the original constrained problem into a  primal-dual formulation, which is solved via dual gradient ascent. Moreover, we propose to combine such an approach with pessimism to overcome the uncertainty in offline data, which leads to our Pessimistic Dual Iteration (PEDI). We establish upper bounds on both the suboptimality and constraint violation for the policy learned by PEDI based on an arbitrary dataset, which proves that PEDI is provably sample efficient. We also specialize PEDI to the setting with linear function approximation. To the best of our knowledge, we propose the first provably efficient constrained multi-objective RL algorithm with offline data without any assumption on the coverage of the dataset.
Rethinking and Reweighting the Univariate Losses for Multi-Label Ranking: Consistency and Generalization
Authors: Guoqiang Wu, Chongxuan Li, Kun Xu, Jun Zhu

The (partial) ranking loss is a commonly used evaluation measure for multi-label classification, which is usually optimized with convex surrogates for computational efficiency. Prior theoretical efforts on multi-label ranking mainly focus on (Fisher) consistency analyses. However, there is a gap between existing theory and practice --- some inconsistent pairwise losses can lead to promising performance, while some consistent univariate losses usually have no clear superiority in practice. To take a step towards filling up this gap, this paper presents a systematic study from two complementary perspectives of consistency and generalization error bounds of learning algorithms. We theoretically find two key factors of the distribution (or dataset) that affect the learning guarantees of algorithms: the instance-wise class imbalance and the label size $c$. Specifically, in an extremely imbalanced case, the algorithm with the consistent univariate loss has an error bound of $O(c)$, while the one with the inconsistent pairwise loss depends on $O(\sqrt{c})$ as shown in prior work. This may shed light on the superior performance of pairwise methods in practice, where real datasets are usually highly imbalanced. Moreover, we present an inconsistent reweighted univariate loss-based algorithm that enjoys an error bound of $O(\sqrt{c})$ for promising performance as well as the computational efficiency of univariate losses. Finally, experimental results confirm our theoretical findings.
Causal Bandits with Unknown Graph Structure
Authors: Yangyi Lu, Amirhossein Meisami, Ambuj Tewari

In causal bandit problems the action set consists of interventions on variables of a causal graph. Several researchers have recently studied such bandit problems and pointed out their practical applications. However, all existing works rely on a restrictive and impractical assumption that the learner is given full knowledge of the causal graph structure upfront. In this paper, we develop novel causal bandit algorithms without knowing the causal graph. Our algorithms work well for causal trees, causal forests and a general class of causal graphs. The regret guarantees of our algorithms greatly improve upon those of  standard multi-armed bandit (MAB) algorithms under mild conditions. Lastly, we prove our mild conditions are necessary: without them one cannot do better than standard MAB algorithms.
Prototypical Cross-Attention Networks for Multiple Object Tracking and Segmentation
Authors: Lei Ke, Xia Li, Martin Danelljan, Yu-Wing Tai, Chi-Keung Tang, Fisher Yu

Multiple object tracking and segmentation requires detecting, tracking, and segmenting objects belonging to a set of given classes. Most approaches only exploit the temporal dimension to address the association problem, while relying on single frame predictions for the segmentation mask itself. We propose Prototypical Cross-Attention Network (PCAN), capable of leveraging rich spatio-temporal information for online multiple object tracking and segmentation. PCAN first distills a space-time memory into a set of prototypes and then employs cross-attention to retrieve rich information from the past frames. To segment each object, PCAN adopts a prototypical appearance module to learn a set of contrastive foreground and background prototypes, which are then propagated over time. Extensive experiments demonstrate that PCAN outperforms current video instance tracking and segmentation competition winners on both Youtube-VIS and BDD100K datasets, and shows efficacy to both one-stage and two-stage segmentation frameworks. Code and video resources are available at http://vis.xyz/pub/pcan.
Variational Bayesian Reinforcement Learning with Regret Bounds
Authors: Brendan O'Donoghue

We consider the exploration-exploitation trade-off in reinforcement learning and show that an agent endowed with an exponential epistemic-risk-seeking utility function explores efficiently, as measured by regret. The state-action values induced by the exponential utility satisfy a Bellman recursion, so we can use dynamic programming to compute them.  We call the resulting algorithm K-learning (for knowledge) and the risk-seeking utility ensures that the associated state-action values (K-values) are optimistic for the expected optimal Q-values under the posterior.  The exponential utility function induces a Boltzmann exploration policy for which the 'temperature' parameter is equal to the risk-seeking parameter and is carefully controlled to yield a Bayes regret bound of $\tilde O(L^{3/2} \sqrt{S A T})$, where $L$ is the time horizon, $S$ is the number of states, $A$ is the number of actions, and $T$ is the total number of elapsed timesteps. We conclude with a numerical example demonstrating that K-learning is competitive with other state-of-the-art algorithms in practice.
Settling the Variance of Multi-Agent Policy Gradients
Authors: Jakub Grudzien Kuba, Muning Wen, Linghui Meng, Shangding Gu, Haifeng Zhang, David Henry Mguni, Jun Wang, Yaodong Yang

Policy gradient (PG) methods are popular reinforcement learning (RL) methods where a baseline is often applied to reduce the variance of gradient estimates. In multi-agent RL (MARL), although the PG theorem can be naturally extended, the effectiveness of multi-agent PG (MAPG)  methods degrades as the variance of gradient estimates increases rapidly with the number of agents.  In this paper, we offer a rigorous analysis of MAPG methods by, firstly, quantifying the contributions of the number of agents and agents' explorations to the variance of MAPG estimators. Based on this analysis, we derive the optimal baseline (OB) that achieves the minimal variance. In comparison to the OB, we measure the excess variance of existing MARL algorithms such as vanilla MAPG and COMA. Considering using deep neural networks,  we also propose a surrogate version of OB, which can be seamlessly plugged into any existing PG methods in MARL.   On benchmarks of Multi-Agent MuJoCo and StarCraft challenges, our OB technique effectively stabilises training and improves the performance of multi-agent PPO  and COMA algorithms by a significant margin.  Code is released at  \url{https://github.com/morning9393/Optimal-Baseline-for-Multi-agent-Policy-Gradients}.
Quantifying and Improving Transferability in Domain Generalization
Authors: Guojun Zhang, Han Zhao, Yaoliang Yu, Pascal Poupart

Out-of-distribution generalization is one of the key challenges when transferring a model from the lab to the real world.  Existing efforts mostly focus on building invariant features among source and target domains. Based on invariant features, a high-performing classifier on source domains could hopefully behave equally well on a target domain. In other words, we hope the invariant features to be \emph{transferable}. However, in practice, there are no perfectly transferable features, and some algorithms seem to learn ``more transferable'' features than others. How can we understand and quantify such \emph{transferability}? In this paper, we formally define transferability that one can quantify and compute in domain generalization. We point out the difference and connection with common discrepancy measures between domains, such as total variation and Wasserstein distance. We then prove that our transferability can be estimated with enough samples and give a new upper bound for the target error based on our transferability. Empirically, we evaluate the transferability of the feature embeddings learned by existing algorithms for domain generalization. Surprisingly, we find that many algorithms are not quite learning transferable features, although few could still survive. In light of this, we propose a new algorithm for learning transferable features and test it over various benchmark datasets, including RotatedMNIST, PACS, Office-Home and WILDS-FMoW. Experimental results show that the proposed algorithm achieves consistent improvement over many state-of-the-art algorithms, corroborating our theoretical findings.
Conservative Offline Distributional Reinforcement Learning
Authors: Yecheng Jason Ma, Dinesh Jayaraman, Osbert Bastani

Many reinforcement learning (RL) problems in practice are offline, learning purely from observational data. A key challenge is how to ensure the learned policy is safe, which requires quantifying the risk associated with different actions. In the online setting, distributional RL algorithms do so by learning the distribution over returns (i.e., cumulative rewards) instead of the expected return; beyond quantifying risk, they have also been shown to learn better representations for planning. We propose
Conservative Offline Distributional Actor Critic (CODAC), an offline RL algorithm suitable for both risk-neutral and risk-averse domains. CODAC adapts distributional RL to the offline setting by penalizing the predicted quantiles of the return for out-of-distribution actions. We prove that CODAC learns a conservative return distribution---in particular, for finite MDPs, CODAC converges to an uniform lower bound on the quantiles of the return distribution; our proof relies on a novel analysis of the distributional Bellman operator. In our experiments, on two challenging robot navigation tasks, CODAC successfully learns risk-averse policies using offline data collected purely from risk-neutral agents. Furthermore, CODAC is state-of-the-art on the D4RL MuJoCo benchmark in terms of both expected and risk-sensitive performance.