pwc-archive/papers-with-abstracts huggingface dataset:
Let’s be Honest: An Optimal No-Regret Framework for Zero-Sum Games
Authors: Ehsan Asadi Kangarshahi, Ya-Ping Hsieh, Mehmet Fatih Sahin, Volkan Cevher
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    We revisit the problem of solving two-player zero-sum games in the decentralized setting. We propose a simple algorithmic framework that simultaneously achieves the best rates for honest regret as well as adversarial regret, and in addition resolves the open problem of removing the logarithmic terms in convergence to the value of the game. We achieve this goal in three steps. First, we provide a novel analysis of the optimistic mirror descent (OMD), showing that it can be modified to guarantee fast convergence for both honest regret and value of the game, when the players are playing collaboratively. Second, we propose a new algorithm, dubbed as robust optimistic mirror descent (ROMD), which attains optimal adversarial regret without knowing the time horizon beforehand. Finally, we propose a simple signaling scheme, which enables us to bridge OMD and ROMD to achieve the best of both worlds. Numerical examples are presented to support our theoretical claims and show that our non-adaptive ROMD algorithm can be competitive to OMD with adaptive step-size selection.
Alternating Randomized Block Coordinate Descent
Authors: Jelena Diakonikolas, Lorenzo Orecchia
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    Block-coordinate descent algorithms and alternating minimization methods are fundamental optimization algorithms and an important primitive in large-scale optimization and machine learning. While various block-coordinate-descent-type methods have been studied extensively, only alternating minimization – which applies to the setting of only two blocks – is known to have convergence time that scales independently of the least smooth block. A natural question is then: is the setting of two blocks special? We show that the answer is “no” as long as the least smooth block can be optimized exactly – an assumption that is also needed in the setting of alternating minimization. We do so by introducing a novel algorithm AR-BCD, whose convergence time scales independently of the least smooth (possibly non-smooth) block. The basic algorithm generalizes both alternating minimization and randomized block coordinate (gradient) descent, and we also provide its accelerated version – AAR-BCD.
Improved large-scale graph learning through ridge spectral sparsification
Authors: Daniele Calandriello, Alessandro Lazaric, Ioannis Koutis, Michal Valko
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7
Tasks: Graph Learning


    The representation and learning benefits of methods based on graph Laplacians, such as Laplacian smoothing or harmonic function solution for semi-supervised learning (SSL), are empirically and theoretically well supported. Nonetheless, the exact versions of these methods scale poorly with the number of nodes $n$ of the graph. In this paper, we combine a spectral sparsification routine with Laplacian learning. Given a graph $G$ as input, our algorithm computes a sparsifier in a distributed way in $O(n\log^3(n))$ time, $O(m\log^3(n))$ work and $O(n\log(n))$ memory, using only $\log(n)$ rounds of communication. Furthermore, motivated by the regularization often employed in learning algorithms, we show that constructing sparsifiers that preserve the spectrum of the Laplacian only up to the regularization level may drastically reduce the size of the final graph. By constructing a spectrally-similar graph, we are able to bound the error induced by the sparsification for a variety of downstream tasks (e.g., SSL). We empirically validate the theoretical guarantees on Amazon co-purchase graph and compare to the state-of-the-art heuristics.
Distilling the Posterior in Bayesian Neural Networks
Authors: Kuan-Chieh Wang, Paul Vicol, James Lucas, Li Gu, Roger Grosse, Richard Zemel
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7
Tasks: Active Learning, Anomaly Detection, Generative Adversarial Network


    Bayesian neural networks (BNNs) allow us to reason about uncertainty in a principled way. Stochastic Gradient Langevin Dynamics (SGLD) enables efficient BNN learning by drawing samples from the BNN posterior using mini-batches. However, SGLD and its extensions require storage of many copies of the model parameters, a potentially prohibitive cost, especially for large neural networks. We propose a framework, Adversarial Posterior Distillation, to distill the SGLD samples using a Generative Adversarial Network (GAN). At test-time, samples are generated by the GAN. We show that this distillation framework incurs no loss in performance on recent BNN applications including anomaly detection, active learning, and defense against adversarial attacks. By construction, our framework distills not only the Bayesian predictive distribution, but the posterior itself. This allows one to compute quantities such as the approximate model variance, which is useful in downstream tasks. To our knowledge, these are the first results applying MCMC-based BNNs to the aforementioned applications.
Scalable approximate Bayesian inference for particle tracking data
Authors: Ruoxi Sun, Liam Paninski
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7
Tasks: Bayesian Inference


    Many important datasets in physics, chemistry, and biology consist of noisy sequences of images of multiple moving overlapping particles. In many cases, the observed particles are indistinguishable, leading to unavoidable uncertainty about nearby particles’ identities. Exact Bayesian inference is intractable in this setting, and previous approximate Bayesian methods scale poorly. Non-Bayesian approaches that output a single “best” estimate of the particle tracks (thus discarding important uncertainty information) are therefore dominant in practice. Here we propose a flexible and scalable amortized approach for Bayesian inference on this task. We introduce a novel neural network method to approximate the (intractable) filter-backward-sample-forward algorithm for Bayesian inference in this setting. By varying the simulated training data for the network, we can perform inference on a wide variety of data types. This approach is therefore highly flexible and improves on the state of the art in terms of accuracy; provides uncertainty estimates about the particle locations and identities; and has a test run-time that scales linearly as a function of the data length and number of particles, thus enabling Bayesian inference in arbitrarily large particle tracking datasets.
Weakly Consistent Optimal Pricing Algorithms in Repeated Posted-Price Auctions with Strategic Buyer
Authors: Alexey Drutsa
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    We study revenue optimization learning algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation for a good and seeks to maximize his cumulative discounted surplus. We propose a novel algorithm that never decreases offered prices and has a tight strategic regret bound of $\Theta(\log\log T)$. This result closes the open research question on the existence of a no-regret horizon-independent weakly consistent pricing. We also show that the property of non-decreasing prices is nearly necessary for a weakly consistent algorithm to be a no-regret one.
Asynchronous Stochastic Quasi-Newton MCMC for Non-Convex Optimization
Authors: Umut Simsekli, Cagatay Yildiz, Than Huy Nguyen, Taylan Cemgil, Gael Richard
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    Recent studies have illustrated that stochastic gradient Markov Chain Monte Carlo techniques have a strong potential in non-convex optimization, where local and global convergence guarantees can be shown under certain conditions. By building up on this recent theory, in this study, we develop an asynchronous-parallel stochastic L-BFGS algorithm for non-convex optimization. The proposed algorithm is suitable for both distributed and shared-memory settings. We provide formal theoretical analysis and show that the proposed method achieves an ergodic convergence rate of ${\cal O}(1/\sqrt{N})$ ($N$ being the total number of iterations) and it can achieve a linear speedup under certain conditions. We perform several experiments on both synthetic and real datasets. The results support our theory and show that the proposed algorithm provides a significant speedup over the recently proposed synchronous distributed L-BFGS algorithm.
Fast Bellman Updates for Robust MDPs
Authors: Chin Pang Ho, Marek Petrik, Wolfram Wiesemann
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    We describe two efficient, and exact, algorithms for computing Bellman updates in robust Markov decision processes (MDPs). The first algorithm uses a homotopy continuation method to compute updates for L1-constrained s,a-rectangular ambiguity sets. It runs in quasi-linear time for plain L1-norms and also generalizes to weighted L1-norms. The second algorithm uses bisection to compute updates for robust MDPs with s-rectangular ambiguity sets. This algorithm, when combined with the homotopy method, also has a quasi-linear runtime. Unlike previous methods, our algorithms compute the primal solution in addition to the optimal objective value, which makes them useful in policy iteration methods. Our experimental results indicate that the proposed methods are over 1,000 times faster than Gurobi, a state-of-the-art commercial optimization package, for small instances, and the performance gap grows considerably with problem size.
Inductive Two-Layer Modeling with Parametric Bregman Transfer
Authors: Vignesh Ganapathiraman, Zhan Shi, Xinhua Zhang, Yao-Liang Yu
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7
Tasks: Inductive Learning, Prediction, Transductive Learning, Vocal Bursts Valence Prediction


    Latent prediction models, exemplified by multi-layer networks, employ hidden variables that automate abstract feature discovery. They typically pose nonconvex optimization problems and effective semi-definite programming (SDP) relaxations have been developed to enable global solutions (Aslan et al., 2014).However, these models rely on nonparametric training of layer-wise kernel representations, and are therefore restricted to transductive learning which slows down test prediction. In this paper, we develop a new inductive learning framework for parametric transfer functions using matching losses. The result for ReLU utilizes completely positive matrices, and the inductive learner not only delivers superior accuracy but also offers an order of magnitude speedup over SDP with constant approximation guarantees.
Greed is Still Good: Maximizing Monotone Submodular+Supermodular (BP) Functions
Authors: Wenruo Bai, Jeff Bilmes
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    We analyze the performance of the greedy algorithm, and also a discrete semi-gradient based algorithm, for maximizing the sum of a suBmodular and suPermodular (BP) function (both of which are non-negative monotone non-decreasing) under two types of constraints, either a cardinality constraint or $p\geq 1$ matroid independence constraints. These problems occur naturally in several real-world applications in data science, machine learning, and artificial intelligence. The problems are ordinarily inapproximable to any factor. Using the curvature $\curv_f$ of the submodular term, and introducing $\curv^g$ for the supermodular term (a natural dual curvature for supermodular functions), however, both of which are computable in linear time, we show that BP maximization can be efficiently approximated by both the greedy and the semi-gradient based algorithm. The algorithms yield multiplicative guarantees of $\frac{1}{\curv_f}\left[1-e^{-(1-\curv^g)\curv_f}\right]$ and $\frac{1-\curv^g}{(1-\curv^g)\curv_f + p}$ for the two types of constraints respectively. For pure monotone supermodular constrained maximization, these yield $1-\curvg$ and $(1-\curvg)/p$ for the two types of constraints respectively. We also analyze the hardness of BP maximization and show that our guarantees match hardness by a constant factor and by $O(\ln(p))$ respectively. Computational experiments are also provided supporting our analysis.
Approximation Guarantees for Adaptive Sampling
Authors: Eric Balkanski, Yaron Singer
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    In this paper we analyze an adaptive sampling approach for submodular maximization. Adaptive sampling is a technique that has recently been shown to achieve a constant factor approximation guarantee for submodular maximization under a cardinality constraint with exponentially fewer adaptive rounds than any previously studied constant factor approximation algorithm for this problem. Adaptivity quantifies the number of sequential rounds that an algorithm makes when function evaluations can be executed in parallel and is the parallel running time of an algorithm, up to low order terms. Adaptive sampling achieves its exponential speedup at the expense of approximation. In theory, it is guaranteed to produce a solution that is a 1/3 approximation to the optimum. Nevertheless, experiments show that adaptive sampling techniques achieve far better values in practice. In this paper we provide theoretical justification for this phenomenon. In particular, we show that under very mild conditions of curvature of a function, adaptive sampling techniques achieve an approximation arbitrarily close to 1/2 while maintaining their low adaptivity. Furthermore, we show that the approximation ratio approaches 1 in direct relationship to a homogeneity property of the submodular function. In addition, we conduct experiments on real data sets in which the curvature and homogeneity properties can be easily manipulated and demonstrate the relationship between approximation and curvature, as well as the effectiveness of adaptive sampling in practice.
Constrained Interacting Submodular Groupings
Authors: Andrew Cotter, Mahdi Milani Fard, Seungil You, Maya Gupta, Jeff Bilmes
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7
Tasks: Diversity


    We introduce the problem of grouping a finite ground set into blocks where each block is a subset of the ground set and where: (i) the blocks are individually highly valued by a submodular function (both robustly and in the average case) while satisfying block-specific matroid constraints; and (ii) block scores interact where blocks are jointly scored highly, thus making the blocks mutually non-redundant. Submodular functions are good models of information and diversity; thus, the above can be seen as grouping the ground set into matroid constrained blocks that are both intra- and inter-diverse. Potential applications include forming ensembles of classification/regression models, partitioning data for parallel processing, and summarization. In the non-robust case, we reduce the problem to non-monotone submodular maximization subject to multiple matroid constraints. In the mixed robust/average case, we offer a bi-criterion guarantee for a polynomial time deterministic algorithm and a probabilistic guarantee for randomized algorithm, as long as the involved submodular functions (including the inter-block interaction terms) are monotone. We close with a case study in which we use these algorithms to find high quality diverse ensembles of classifiers, showing good results.
Improving Sign Random Projections With Additional Information
Authors: Keegan Kang, Weipin Wong
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    Sign random projections (SRP) is a technique which allows the user to quickly estimate the angular similarity and inner products between data. We propose using additional information to improve these estimates which is easy to implement and cost efficient. We prove that the variance of our estimator is lower than the variance of SRP. Our proposed method can also be used together with other modifications of SRP, such as Super-Bit LSH (SBLSH). We demonstrate the effectiveness of our method on the MNIST test dataset and the Gisette dataset. We discuss how our proposed method can be extended to random projections or even other hashing algorithms.
Learning to Coordinate with Coordination Graphs in Repeated Single-Stage Multi-Agent Decision Problems
Authors: Eugenio Bargiacchi, Timothy Verstraeten, Diederik Roijers, Ann Nowé, Hado Hasselt
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7
Tasks: Multi-Armed Bandits, Q-Learning, Reinforcement Learning


    Learning to coordinate between multiple agents is an important problem in many reinforcement learning problems. Key to learning to coordinate is exploiting loose couplings, i.e., conditional independences between agents. In this paper we study learning in repeated fully cooperative games, multi-agent multi-armed bandits (MAMABs), in which the expected rewards can be expressed as a coordination graph. We propose multi-agent upper confidence exploration (MAUCE), a new algorithm for MAMABs that exploits loose couplings, which enables us to prove a regret bound that is logarithmic in the number of arm pulls and only linear in the number of agents. We empirically compare MAUCE to sparse cooperative Q-learning, and a state-of-the-art combinatorial bandit approach, and show that it performs much better on a variety of settings, including learning control policies for wind farms.
Compressing Neural Networks using the Variational Information Bottelneck
Authors: Bin Dai, Chen Zhu, Baining Guo, David Wipf
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    Neural networks can be compressed to reduce memory and computational requirements, or to increase accuracy by facilitating the use of a larger base architecture. In this paper we focus on pruning individual neurons, which can simultaneously trim model size, FLOPs, and run-time memory. To improve upon the performance of existing compression algorithms we utilize the information bottleneck principle instantiated via a tractable variational bound. Minimization of this information theoretic bound reduces the redundancy between adjacent layers by aggregating useful information into a subset of neurons that can be preserved. In contrast, the activations of disposable neurons are shut off via an attractive form of sparse regularization that emerges naturally from this framework, providing tangible advantages over traditional sparsity penalties without contributing additional tuning parameters to the energy landscape. We demonstrate state-of-the-art compression rates across an array of datasets and network architectures.
Scalable Bilinear Pi Learning Using State and Action Features
Authors: Yi-Chen Chen, Lihong Li, Mengdi Wang
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7
Tasks: Reinforcement Learning


    Approximate linear programming (ALP) represents one of the major algorithmic families to solve large-scale Markov decision processes (MDP). In this work, we study a primal-dual formulation of the ALP, and develop a scalable, model-free algorithm called bilinear $\pi$ learning for reinforcement learning when a sampling oracle is provided. This algorithm enjoys a number of advantages. First, it adopts linear and bilinear models to represent the high-dimensional value function and state-action distributions, respectively, using given state and action features. Its run-time complexity depends on the number of features, not the size of the underlying MDPs. Second, it operates in a fully online fashion without having to store any sample, thus having minimal memory footprint. Third, we prove that it is sample-efficient, solving for the optimal policy to high precision with a sample complexity linear in the dimension of the parameter space.
Semi-Supervised Learning on Data Streams via Temporal Label Propagation
Authors: Tal Wagner, Sudipto Guha, Shiva Kasiviswanathan, Nina Mishra
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7


    We consider the problem of labeling points on a fast-moving data stream when only a small number of labeled examples are available. In our setting, incoming points must be processed efficiently and the stream is too large to store in its entirety. We present a semi-supervised learning algorithm for this task. The algorithm maintains a small synopsis of the stream which can be quickly updated as new points arrive, and labels every incoming point by provably learning from the full history of the stream. Experiments on real datasets validate that the algorithm can quickly and accurately classify points on a stream with a small quantity of labeled examples.
Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval and Matrix Completion
Authors: Cong Ma, Kaizheng Wang, Yuejie Chi, Yuxin Chen
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7
Tasks: Low-Rank Matrix Completion, Matrix Completion, Retrieval


    Recent years have seen a flurry of activities in designing provably efficient nonconvex optimization procedures for solving statistical estimation problems. For various problems like phase retrieval or low-rank matrix completion, state-of-the-art nonconvex procedures require proper regularization (e.g. trimming, regularized cost, projection) in order to guarantee fast convergence. When it comes to vanilla procedures such as gradient descent, however, prior theory either recommends highly conservative learning rates to avoid overshooting, or completely lacks performance guarantees. This paper uncovers a striking phenomenon in several nonconvex problems: even in the absence of explicit regularization, gradient descent follows a trajectory staying within a basin that enjoys nice geometry, consisting of points incoherent with the sampling mechanism. This “implicit regularization” feature allows gradient descent to proceed in a far more aggressive fashion without overshooting, which in turn results in substantial computational savings. Focusing on two statistical estimation problems, i.e. solving random quadratic systems of equations and low-rank matrix completion, we establish that gradient descent achieves near-optimal statistical and computational guarantees without explicit regularization. As a byproduct, for noisy matrix completion, we demonstrate that gradient descent enables optimal control of both entrywise and spectral-norm errors.
Nonparametric variable importance using an augmented neural network with multi-task learning
Authors: Jean Feng, Brian Williamson, Noah Simon, Marco Carone
Date: 2018-07-01 00:00:00
Proceeding: ICML 2018 7
Tasks: Multi-Task Learning


    In predictive modeling applications, it is often of interest to determine the relative contribution of subsets of features in explaining the variability of an outcome. It is useful to consider this variable importance as a function of the unknown, underlying data-generating mechanism rather than the specific predictive algorithm used to fit the data. In this paper, we connect these ideas in nonparametric variable importance to machine learning, and provide a method for efficient estimation of variable importance when building a predictive model using a neural network. We show how a single augmented neural network with multi-task learning simultaneously estimates the importance of many feature subsets, improving on previous procedures for estimating importance. We demonstrate on simulated data that our method is both accurate and computationally efficient, and apply our method to both a study of heart disease and for predicting mortality in ICU patients.