nils-herrmann/clean_scirepeval huggingface dataset:
A Provably Efficient Sample Collection Strategy for Reinforcement Learning
Authors: Jean Tarbouriech, Matteo Pirotta, Michal Valko, Alessandro Lazaric

One of the challenges in online reinforcement learning (RL) is that the agent needs to trade off the exploration of the environment and the exploitation of the samples to optimize its behavior. Whether we optimize for regret, sample complexity, state-space coverage or model estimation, we need to strike a different exploration-exploitation trade-off. In this paper, we propose to tackle the exploration-exploitation problem following a decoupled approach composed of: 1) An "objective-specific" algorithm that (adaptively) prescribes how many samples to collect at which states, as if it has access to a generative model (i.e., a simulator of the environment); 2) An "objective-agnostic" sample collection exploration strategy responsible for generating the prescribed samples as fast as possible. Building on recent methods for exploration in the stochastic shortest path problem, we first provide an algorithm that, given as input the number of samples $b(s,a)$ needed in each state-action pair, requires $\widetilde{O}(B D + D^{3/2} S^2 A)$ time steps to collect the $B=\sum_{s,a} b(s,a)$ desired samples, in any unknown communicating MDP with $S$ states, $A$ actions and diameter $D$. Then we show how this general-purpose exploration algorithm can be paired with "objective-specific" strategies that prescribe the sample requirements to tackle a variety of settings — e.g., model estimation, sparse reward discovery, goal-free cost-free exploration in communicating MDPs — for which we obtain improved or novel sample complexity guarantees.
Trading Complexity for Sparsity in Random Forest Explanations
Authors: Gilles AUDEMARD, Steve Bellart, Louenas Bounia, Frederic M Koriche, Jean-Marie Lagniez, Pierre Marquis

Random forests have long been considered as powerful model ensembles in statistical machine learning.  By training multiple decision trees, whose diversity is fostered through bagging and subspace sampling, the resulting random forest can lead to more stable and reliable predictions than a single decision tree. This however comes at the cost of decreased interpretability: although decision trees are often easily interpretable, the predictions made by random forests are much more difficult to understand, as they involve a majority vote among hundreds of decision trees. In this paper, we examine different types of reasons that explain ``why'' an input instance is classified as positive or negative by a Boolean random forest. Notably, as an approximation of sufficient reasons (that take the form of prime implicants of the random forest), we introduce majority reasons which are prime implicants of a strict majority of decision trees. For these different abductive explanations, the tractability of the generation problem (finding one reason) and the minimization problem (finding one shortest reason) are investigated. Experiments conducted on various datasets reveal the existence of a trade-off between runtime complexity and sparsity. In a nutshell, sufficient reasons - for which the identification problem has been proved recently as DP-complete - are slightly shorter than majority reasons that can be generated using a simple polynomial-time greedy algorithm; minimal majority reasons - for which the identification problem is shown NP-complete - are significantly shorter than sufficient reasons and they can be computed using a partial MaxSAT algorithm that turns out to be quite efficient in practice.
EF21: A New, Simpler, Theoretically Better, and Practically Faster Error Feedback
Authors: Peter Richtárik, Igor Sokolov, Ilyas Fatkhullin

Error feedback (EF), also known as error compensation, is an immensely popular convergence stabilization mechanism in the context of distributed training of supervised machine learning models enhanced by the use of contractive communication compression mechanisms, such as Top-$k$. First proposed by Seide et al [2014] as a heuristic, EF resisted any theoretical understanding until recently [Stich et al., 2018, Alistarh et al., 2018]. While these early breakthroughs were followed by a steady stream of works offering various improvements and generalizations, the current theoretical understanding of EF is still very limited. Indeed, to the best of our knowledge, all existing analyses either i) apply to the single node setting only, ii) rely on very strong and often unreasonable assumptions, such as global boundedness of the gradients, or iterate-dependent assumptions that cannot be checked a-priori and may not hold in practice, or iii) circumvent these issues via the introduction of additional unbiased compressors, which increase the communication cost. In this work we fix all these deficiencies by proposing and analyzing a new EF mechanism, which we call EF21, which consistently and substantially outperforms EF in practice. Moreover, our theoretical analysis relies on standard assumptions only, works in the distributed heterogeneous data setting, and leads to better and more meaningful rates. In particular, we prove that EF21 enjoys a fast $\mathcal{O}(1/T)$  convergence rate for smooth nonconvex problems, beating the previous bound of $\mathcal{O}(1/T^{2/3})$, which was shown under a strong bounded gradients assumption. We further improve this to a fast linear rate for Polyak-Lojasiewicz functions, which is the first linear convergence result for an error feedback method not relying on unbiased compressors. Since EF has a large number of applications where it reigns supreme, we believe that our 2021 variant, EF21, will have a large impact on the practice of communication efficient distributed learning.
Reverse engineering recurrent neural networks with Jacobian switching linear dynamical systems
Authors: Jimmy T.H. Smith, Scott Linderman, David Sussillo

Recurrent neural networks (RNNs) are powerful models for processing time-series data, but it remains challenging to understand how they function. Improving this understanding is of substantial interest to both the machine learning and neuroscience communities. The framework of reverse engineering a trained RNN by linearizing around its fixed points has provided insight, but the approach has significant challenges. These include difficulty choosing which fixed point to expand around when studying RNN dynamics and error accumulation when reconstructing the nonlinear dynamics with the linearized dynamics. We present a new model that overcomes these limitations by co-training an RNN with a novel switching linear dynamical system (SLDS) formulation. A first-order Taylor series expansion of the co-trained RNN and an auxiliary function trained to pick out the RNN's fixed points govern the SLDS dynamics. The results are a trained SLDS variant that closely approximates the RNN, an auxiliary function that can produce a fixed point for each point in state-space, and a trained nonlinear RNN whose dynamics have been regularized such that its first-order terms perform the computation, if possible. This model removes the post-training fixed point optimization and allows us to unambiguously study the learned dynamics of the SLDS at any point in state-space.  It also generalizes SLDS models to continuous manifolds of switching points while sharing parameters across switches. We validate the utility of the model on two synthetic tasks relevant to previous work reverse engineering RNNs. We then show that our model can be used as a drop-in in more complex architectures, such as LFADS, and apply this LFADS hybrid to analyze single-trial spiking activity from the motor system of a non-human primate.
Rank Overspecified Robust Matrix Recovery: Subgradient Method and Exact Recovery
Authors: Lijun Ding, Liwei Jiang, Yudong Chen, Qing Qu, Zhihui Zhu

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$ loss function and deal with the challenge of the unknown rank by using an overspecified factored representation of the matrix variable. We then solve the associated nonconvex nonsmooth problem using a subgradient method with diminishing stepsizes. We show that under a regularity condition on the sensing matrices and corruption, which we call restricted direction preserving property (RDPP), even with rank overspecified, the subgradient method converges to the exact low-rank solution at a sublinear rate. Moreover, our result is more general in the sense that it automatically speeds up to a linear rate once the factor rank matches the unknown rank. On the other hand, we show that the RDPP condition holds under generic settings, such as Gaussian measurements under independent or adversarial sparse corruptions, where the result could be of independent interest. Both the exact recovery and the convergence rate of the proposed subgradient method are numerically verified in the overspecified regime. Moreover, our experiment further shows that our particular design of diminishing stepsize effectively prevents overfitting for robust recovery under overparameterized models, such as robust matrix sensing and learning robust deep image prior. This regularization effect is worth further investigation.
Landmark-RxR: Solving Vision-and-Language Navigation with Fine-Grained Alignment Supervision
Authors: Keji He, Yan Huang, Qi Wu, Jianhua Yang, Dong An, Shuanglin Sima, Liang Wang

In Vision-and-Language Navigation (VLN) task, an agent is asked to navigate inside 3D indoor environments following given instructions. Cross-modal alignment is one of the most critical challenges in VLN because the predicted trajectory needs to match the given instruction accurately. In this paper, we address the cross-modal alignment challenge from the perspective of fine-grain. Firstly, to alleviate weak cross-modal alignment supervision from coarse-grained data, we introduce a human-annotated fine-grained VLN dataset, namely Landmark-RxR. Secondly, to further enhance local cross-modal alignment under fine-grained supervision, we investigate the focal-oriented rewards with soft and hard forms, by focusing on the critical points sampled from fine-grained Landmark-RxR. Moreover, to fully evaluate the navigation process, we also propose a re-initialization mechanism that makes metrics insensitive to difficult points, which can cause the agent to deviate from the correct trajectories. Experimental results show that our agent has superior navigation performance on Landmark-RxR, en-RxR and R2R. Our dataset and code are available at https://github.com/hekj/Landmark-RxR.
Leveraging Distribution Alignment via Stein Path for Cross-Domain Cold-Start Recommendation
Authors: Weiming Liu, Jiajie Su, Chaochao Chen, Xiaolin Zheng

Cross-Domain Recommendation (CDR) has been popularly studied to utilize different domain knowledge to solve the cold-start problem in recommender systems. In this paper, we focus on the Cross-Domain Cold-Start Recommendation ( That is, how to leverage the information from a source domain, where items are 'warm', to improve the recommendation performance of a target domain, where items are 'cold'. Unfortunately, previous approaches on cold-start and CDR cannot reduce the latent embedding discrepancy across domains efficiently and lead to model degradation. To address this issue, we propose DisAlign, a cross-domain recommendation framework for the CDCSR problem, which utilizes both rating and auxiliary representations from the source domain to improve the recommendation performance of the target domain. Specifically, we first propose Stein path alignment for aligning the latent embedding distributions across domains, and then further propose its improved version, i.e., proxy Stein path, which can reduce the operation consumption and improve efficiency. Our empirical study on Douban and Amazon datasets demonstrate that DisAlign significantly outperforms the state-of-the-art models under the CDCSR setting.
Learning Markov State Abstractions for Deep Reinforcement Learning
Authors: Cameron Allen, Neev Parikh, Omer Gottesman, George Konidaris

A fundamental assumption of reinforcement learning in Markov decision processes (MDPs) is that the relevant decision process is, in fact, Markov. However, when MDPs have rich observations, agents typically learn by way of an abstract state representation, and such representations are not guaranteed to preserve the Markov property. We introduce a novel set of conditions and prove that they are sufficient for learning a Markov abstract state representation. We then describe a practical training procedure that combines inverse model estimation and temporal contrastive learning to learn an abstraction that approximately satisfies these conditions. Our novel training objective is compatible with both online and offline training: it does not require a reward signal, but agents can capitalize on reward information when available. We empirically evaluate our approach on a visual gridworld domain and a set of continuous control benchmarks. Our approach learns representations that capture the underlying structure of the domain and lead to improved sample efficiency over state-of-the-art deep reinforcement learning with visual features---often matching or exceeding the performance achieved with hand-designed compact state information.
Exploiting a Zoo of Checkpoints for Unseen Tasks
Authors: Jiaji Huang, Qiang Qiu, Kenneth Church

There are so many models in the literature that it is difficult for practitioners to decide which combinations are likely to be effective for a new task. This paper attempts to address this question by capturing relationships among checkpoints published on the web. We model the space of tasks as a Gaussian process. The covariance can be estimated from checkpoints and unlabeled probing data. With the Gaussian process, we can identify representative checkpoints by a maximum mutual information criterion. This objective is submodular. A greedy method identifies representatives that are likely to "cover'' the task space. These representatives generalize to new tasks with superior performance. Empirical evidence is provided for applications from both computational linguistics as well as computer vision.
Support Recovery of Sparse Signals from a Mixture of Linear Measurements
Authors: Soumyabrata Pal, Arya Mazumdar, Venkata Gandikota

Recovery of support of a sparse vector from simple measurements is a widely studied problem, considered under the frameworks of compressed sensing, 1-bit compressed sensing, and more general single index models. We consider generalizations of this problem: mixtures of linear regressions, and mixtures of linear classifiers, where the goal is to recover supports of multiple sparse vectors using only a small number of possibly noisy linear, and 1-bit measurements respectively. The key challenge is that the measurements from different vectors are randomly mixed. Both of these problems have also received attention recently. In mixtures of linear classifiers, an observation corresponds to the side of the queried hyperplane a random unknown vector lies in; whereas in mixtures of linear regressions we observe the projection of a random unknown vector on the queried hyperplane. The primary step in recovering the unknown vectors from the mixture is to first identify the support of all the individual component vectors. In this work, we study the number of measurements sufficient for recovering the supports of all the component vectors in a mixture in both these models. We provide algorithms that use a number of measurements polynomial in $k, \log n$ and quasi-polynomial in $\ell$, to recover the support of all the $\ell$ unknown vectors in the mixture with high probability when each individual component is a $k$-sparse $n$-dimensional vector.
A Biased Graph Neural Network Sampler with Near-Optimal Regret
Authors: Qingru Zhang, David Wipf, Quan Gan, Le Song

Graph neural networks (GNN) have recently emerged as a vehicle for applying deep network architectures to graph and relational data.  However, given the increasing size of industrial datasets, in many practical situations, the message passing computations required for sharing information across GNN layers are no longer scalable. Although various sampling methods have been introduced to approximate full-graph training within a tractable budget, there remain unresolved complications such as high variances and limited theoretical guarantees.  To address these issues, we build upon existing work and treat GNN neighbor sampling as a multi-armed bandit problem but with a newly-designed reward function that introduces some degree of bias designed to reduce variance and avoid unstable, possibly-unbounded pay outs.  And unlike prior bandit-GNN use cases, the resulting policy leads to near-optimal regret while accounting for the GNN training dynamics introduced by SGD. From a practical standpoint, this translates into lower variance estimates and competitive or superior test accuracy across several benchmarks.
Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance
Authors: Hongjian Wang, Mert Gurbuzbalaban, Lingjiong Zhu, Umut Simsekli, Murat A Erdogdu

Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy tails potentially result in iterates with diverging variance, which hinders the use of conventional convergence analysis techniques that rely on the existence of the second-order moments. In this paper, we provide convergence guarantees for SGD under a state-dependent and heavy-tailed noise with a potentially infinite variance, for a class of strongly convex objectives. In the case where the $p$-th moment of the noise exists for some $p\in [1,2)$, we first identify a condition on the Hessian, coined `$p$-positive (semi-)definiteness', that leads to an interesting interpolation between the positive semi-definite cone ($p=2$) and the cone of diagonally dominant matrices with non-negative diagonal entries ($p=1$). Under this condition, we provide a convergence rate for the distance to the global optimum in $L^p$. Furthermore, we provide a generalized central limit theorem, which shows that the properly scaled Polyak-Ruppert averaging converges weakly to a multivariate $\alpha$-stable random vector.
Our results indicate that even under heavy-tailed noise with infinite variance, SGD can converge to the global optimum without necessitating any modification neither to the loss function nor to the algorithm itself, as typically required in robust statistics.
We demonstrate the implications of our results
over misspecified models, in the presence of heavy-tailed data.
Sparse is Enough in Scaling Transformers
Authors: Sebastian Jaszczur, Aakanksha Chowdhery, Afroz Mohiuddin, Lukasz Kaiser, Wojciech Gajewski, Henryk Michalewski, Jonni Kanerva

Large Transformer models yield impressive results on many tasks, but are expensive to train, or even fine-tune, and so slow at decoding that their use and study becomes out of reach. We address this problem by leveraging sparsity. We study sparse variants for all layers in the Transformer and propose Scaling Transformers, a family of next generation Transformer models that use sparse layers to scale efficiently and perform unbatched decoding much faster than the standard Transformer as we scale up the model size. Surprisingly, the sparse layers are enough to obtain the same perplexity as the standard Transformer with the same number of parameters. We also integrate with prior sparsity approaches to attention and enable fast inference on long sequences even with limited memory. This results in performance competitive to the state-of-the-art on long text summarization.
Optimality and Stability in Federated Learning: A Game-theoretic Approach
Authors: Kate Donahue, Jon Kleinberg

Federated learning is a distributed learning paradigm where multiple agents, each only with access to local data, jointly learn a global model. There has recently been an explosion of research aiming not only to improve the accuracy rates of federated learning, but also provide certain guarantees around social good properties such as total error. One branch of this research has taken a game-theoretic approach, and in particular, prior work has viewed federated learning as a hedonic game, where error-minimizing players arrange themselves into federating coalitions. This past work proves the existence of stable coalition partitions, but leaves open a wide range of questions, including how far from optimal these stable solutions are. In this work, we motivate and define a notion of optimality given by the average error rates among federating agents (players). First, we provide and prove the correctness of an efficient algorithm to calculate an optimal (error minimizing) arrangement of players. Next, we analyze the relationship between the stability and optimality of an arrangement. First, we show that for some regions of parameter space, all stable arrangements are optimal (Price of Anarchy equal to 1). However, we show this is not true for all settings: there exist examples of stable arrangements with higher cost than optimal (Price of Anarchy greater than 1). Finally, we give the first constant-factor bound on the performance gap between stability and optimality, proving that the total error of the worst stable solution can be no higher than 9 times the total error of an optimal solution (Price of Anarchy bound of 9).
Gradient Clipping Helps in Non-Smooth Stochastic Optimization with Heavy-Tailed Noise
Authors: Eduard Gorbunov, Marina Danilova, Innokentiy Andreevich Shibaev, Pavel Dvurechensky, Alexander Gasnikov

Thanks to their practical efficiency and random nature of the data, stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly suboptimal objective value, whereas theoretical guarantees are usually proved for the expectation of the objective value. Thus, it is essential to theoretically guarantee that algorithms provide small objective residual with high probability. Existing methods for non-smooth stochastic convex optimization have complexity bounds with the dependence on the confidence level that is either negative-power or logarithmic but under an additional assumption of sub-Gaussian (light-tailed) noise distribution that may not hold in practice, e.g., in several NLP tasks. In our paper, we resolve this issue and derive the first high-probability convergence results with logarithmical dependence on the confidence level for non-smooth convex stochastic optimization problems with non-sub-Gaussian (heavy-tailed) noise. To derive our results, we propose novel stepsize rules for two stochastic methods with gradient clipping. Moreover, our analysis works for generalized smooth objectives with Holder-continuous gradients, and for both methods, we provide an extension for strongly convex problems. Finally, our results imply that the first (accelerated) method we consider also has optimal iteration and oracle complexity in all the regimes, and the second one is optimal in the non-smooth setting.