pwc-archive/papers-with-abstracts huggingface dataset:
Multivariate Probabilistic Regression with Natural Gradient Boosting
Authors: Michael O'Malley, Adam M. Sykulski, Rick Lumpkin, Alejandro Schuler
Date: 2021-06-07 00:00:00
Tasks: regression

Many single-target regression problems require estimates of uncertainty along with the point predictions. Probabilistic regression algorithms are well-suited for these tasks. However, the options are much more limited when the prediction target is multivariate and a joint measure of uncertainty is required. For example, in predicting a 2D velocity vector a joint uncertainty would quantify the probability of any vector in the plane, which would be more expressive than two separate uncertainties on the x- and y- components. To enable joint probabilistic regression, we propose a Natural Gradient Boosting (NGBoost) approach based on nonparametrically modeling the conditional parameters of the multivariate predictive distribution. Our method is robust, works out-of-the-box without extensive tuning, is modular with respect to the assumed target distribution, and performs competitively in comparison to existing approaches. We demonstrate these claims in simulation and with a case study predicting two-dimensional oceanographic velocity data. An implementation of our method is available at https://github.com/stanfordmlgroup/ngboost.
Accurate Shapley Values for explaining tree-based models
Authors: Salim I. Amoukou, Nicolas J-B. Brunel, Tangi Salaün
Date: 2021-06-07 00:00:00

Shapley Values (SV) are widely used in explainable AI, but their estimation and interpretation can be challenging, leading to inaccurate inferences and explanations. As a starting point, we remind an invariance principle for SV and derive the correct approach for computing the SV of categorical variables that are particularly sensitive to the encoding used. In the case of tree-based models, we introduce two estimators of Shapley Values that exploit the tree structure efficiently and are more accurate than state-of-the-art methods. Simulations and comparisons are performed with state-of-the-art algorithms and show the practical gain of our approach. Finally, we discuss the limitations of Shapley Values as a local explanation. These methods are available as a Python package.
A Semi-Personalized System for User Cold Start Recommendation on Music Streaming Apps
Authors: Léa Briand, Guillaume Salha-Galvan, Walid Bendada, Mathieu Morlon, Viet-Anh Tran
Date: 2021-06-07 00:00:00
Tasks: Clustering, Navigate, Recommendation Systems

Music streaming services heavily rely on recommender systems to improve their users' experience, by helping them navigate through a large musical catalog and discover new songs, albums or artists. However, recommending relevant and personalized content to new users, with few to no interactions with the catalog, is challenging. This is commonly referred to as the user cold start problem. In this applied paper, we present the system recently deployed on the music streaming service Deezer to address this problem. The solution leverages a semi-personalized recommendation strategy, based on a deep neural network architecture and on a clustering of users from heterogeneous sources of information. We extensively show the practical impact of this system and its effectiveness at predicting the future musical preferences of cold start users on Deezer, through both offline and online large-scale experiments. Besides, we publicly release our code as well as anonymized usage data from our experiments. We hope that this release of industrial resources will benefit future research on user cold start recommendation.
Neural Monge Map estimation and its applications
Authors: Jiaojiao Fan, Shu Liu, Shaojun Ma, Haomin Zhou, Yongxin Chen
Date: 2021-06-07 00:00:00
Tasks: Image Generation, Image Inpainting, Text to Image Generation, Text-to-Image Generation

Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another. Neural network based optimal transport map solver has gained great attention in recent years. Along this line, we present a scalable algorithm for computing the neural Monge map between two probability distributions. Our algorithm is based on a weak form of the optimal transport problem, thus it only requires samples from the marginals instead of their analytic expressions, and can accommodate optimal transport between two distributions with different dimensions. Our algorithm is suitable for general cost functions, compared with other existing methods for estimating Monge maps using samples, which are usually for quadratic costs. The performance of our algorithms is demonstrated through a series of experiments with both synthetic and realistic data, including text-to-image generation and image inpainting tasks.
Learning to Efficiently Sample from Diffusion Probabilistic Models
Authors: Daniel Watson, Jonathan Ho, Mohammad Norouzi, William Chan
Date: 2021-06-07 00:00:00
Tasks: Denoising, Speech Synthesis

Denoising Diffusion Probabilistic Models (DDPMs) have emerged as a powerful family of generative models that can yield high-fidelity samples and competitive log-likelihoods across a range of domains, including image and speech synthesis. Key advantages of DDPMs include ease of training, in contrast to generative adversarial networks, and speed of generation, in contrast to autoregressive models. However, DDPMs typically require hundreds-to-thousands of steps to generate a high fidelity sample, making them prohibitively expensive for high dimensional problems. Fortunately, DDPMs allow trading generation speed for sample quality through adjusting the number of refinement steps as a post process. Prior work has been successful in improving generation speed through handcrafting the time schedule by trial and error. We instead view the selection of the inference time schedules as an optimization problem, and introduce an exact dynamic programming algorithm that finds the optimal discrete time schedules for any pre-trained DDPM. Our method exploits the fact that ELBO can be decomposed into separate KL terms, and given any computation budget, discovers the time schedule that maximizes the training ELBO exactly. Our method is efficient, has no hyper-parameters of its own, and can be applied to any pre-trained DDPM with no retraining. We discover inference time schedules requiring as few as 32 refinement steps, while sacrificing less than 0.1 bits per dimension compared to the default 4,000 steps used on ImageNet 64x64 [Ho et al., 2020; Nichol and Dhariwal, 2021].
Enabling On-Device Self-Supervised Contrastive Learning With Selective Data Contrast
Authors: Yawen Wu, Zhepeng Wang, Dewen Zeng, Yiyu Shi, Jingtong Hu
Date: 2021-06-07 00:00:00
Tasks: Contrastive Learning

After a model is deployed on edge devices, it is desirable for these devices to learn from unlabeled data to continuously improve accuracy. Contrastive learning has demonstrated its great potential in learning from unlabeled data. However, the online input data are usually none independent and identically distributed (non-iid) and storages of edge devices are usually too limited to store enough representative data from different data classes. We propose a framework to automatically select the most representative data from the unlabeled input stream, which only requires a small data buffer for dynamic learning. Experiments show that accuracy and learning speed are greatly improved.
Heavy Tails in SGD and Compressibility of Overparametrized Neural Networks
Authors: Melih Barsbey, Milad Sefidgaran, Murat A. Erdogdu, Gaël Richard, Umut Şimşekli
Date: 2021-06-07 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Generalization Bounds, Neural Network Compression

Neural network compression techniques have become increasingly popular as they can drastically reduce the storage and computation requirements for very large networks. Recent empirical studies have illustrated that even simple pruning strategies can be surprisingly effective, and several theoretical studies have shown that compressible networks (in specific senses) should achieve a low generalization error. Yet, a theoretical characterization of the underlying cause that makes the networks amenable to such simple compression schemes is still missing. In this study, we address this fundamental question and reveal that the dynamics of the training algorithm has a key role in obtaining such compressible networks. Focusing our attention on stochastic gradient descent (SGD), our main contribution is to link compressibility to two recently established properties of SGD: (i) as the network size goes to infinity, the system can converge to a mean-field limit, where the network weights behave independently, (ii) for a large step-size/batch-size ratio, the SGD iterates can converge to a heavy-tailed stationary distribution. In the case where these two phenomena occur simultaneously, we prove that the networks are guaranteed to be '$\ell_p$-compressible', and the compression errors of different pruning techniques (magnitude, singular value, or node pruning) become arbitrarily small as the network size increases. We further prove generalization bounds adapted to our theoretical framework, which indeed confirm that the generalization error will be lower for more compressible networks. Our theory and numerical study on various neural networks show that large step-size/batch-size ratios introduce heavy-tails, which, in combination with overparametrization, result in compressibility.
Learning Gaussian Mixtures with Generalised Linear Models: Precise Asymptotics in High-dimensions
Authors: Bruno Loureiro, Gabriele Sicuro, Cédric Gerbelot, Alessandro Pacco, Florent Krzakala, Lenka Zdeborová
Date: 2021-06-07 00:00:00
Tasks: Classification, Multi-class Classification, Vocal Bursts Intensity Prediction

Generalised linear models for multi-class classification problems are one of the fundamental building blocks of modern machine learning tasks. In this manuscript, we characterise the learning of a mixture of $K$ Gaussians with generic means and covariances via empirical risk minimisation (ERM) with any convex loss and regularisation. In particular, we prove exact asymptotics characterising the ERM estimator in high-dimensions, extending several previous results about Gaussian mixture classification in the literature. We exemplify our result in two tasks of interest in statistical learning: a) classification for a mixture with sparse means, where we study the efficiency of $\ell_1$ penalty with respect to $\ell_2$; b) max-margin multi-class classification, where we characterise the phase transition on the existence of the multi-class logistic maximum likelihood estimator for $K>2$. Finally, we discuss how our theory can be applied beyond the scope of synthetic data, showing that in different cases Gaussian mixtures capture closely the learning curve of classification tasks in real data sets.
Multi-armed Bandit Requiring Monotone Arm Sequences
Authors: Ningyuan Chen
Date: 2021-06-07 00:00:00
Proceeding: NeurIPS 2021 12

In many online learning or multi-armed bandit problems, the taken actions or pulled arms are ordinal and required to be monotone over time. Examples include dynamic pricing, in which the firms use markup pricing policies to please early adopters and deter strategic waiting, and clinical trials, in which the dose allocation usually follows the dose escalation principle to prevent dose limiting toxicities. We consider the continuum-armed bandit problem when the arm sequence is required to be monotone. We show that when the unknown objective function is Lipschitz continuous, the regret is $O(T)$. When in addition the objective function is unimodal or quasiconcave, the regret is $\tilde O(T^{3/4})$ under the proposed algorithm, which is also shown to be the optimal rate. This deviates from the optimal rate $\tilde O(T^{2/3})$ in the continuous-armed bandit literature and demonstrates the cost to the learning efficiency brought by the monotonicity requirement.
Concave Utility Reinforcement Learning: the Mean-Field Game Viewpoint
Authors: Matthieu Geist, Julien Pérolat, Mathieu Laurière, Romuald Elie, Sarah Perrin, Olivier Bachem, Rémi Munos, Olivier Pietquin
Date: 2021-06-07 00:00:00
Tasks: Imitation Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Concave Utility Reinforcement Learning (CURL) extends RL from linear to concave utilities in the occupancy measure induced by the agent's policy. This encompasses not only RL but also imitation learning and exploration, among others. Yet, this more general paradigm invalidates the classical Bellman equations, and calls for new algorithms. Mean-field Games (MFGs) are a continuous approximation of many-agent RL. They consider the limit case of a continuous distribution of identical agents, anonymous with symmetric interests, and reduce the problem to the study of a single representative agent in interaction with the full population. Our core contribution consists in showing that CURL is a subclass of MFGs. We think this important to bridge together both communities. It also allows to shed light on aspects of both fields: we show the equivalence between concavity in CURL and monotonicity in the associated MFG, between optimality conditions in CURL and Nash equilibrium in MFG, or that Fictitious Play (FP) for this class of MFGs is simply Frank-Wolfe, bringing the first convergence rate for discrete-time FP for MFGs. We also experimentally demonstrate that, using algorithms recently introduced for solving MFGs, we can address the CURL problem more efficiently.
Generative Adversarial Networks: A Survey Towards Private and Secure Applications
Authors: Zhipeng Cai, Zuobin Xiong, Honghui Xu, Peng Wang, Wei Li, Yi Pan
Date: 2021-06-07 00:00:00
Tasks: Survey

Generative Adversarial Networks (GAN) have promoted a variety of applications in computer vision, natural language processing, etc. due to its generative model's compelling ability to generate realistic examples plausibly drawn from an existing distribution of samples. GAN not only provides impressive performance on data generation-based tasks but also stimulates fertilization for privacy and security oriented research because of its game theoretic optimization strategy. Unfortunately, there are no comprehensive surveys on GAN in privacy and security, which motivates this survey paper to summarize those state-of-the-art works systematically. The existing works are classified into proper categories based on privacy and security functions, and this survey paper conducts a comprehensive analysis of their advantages and drawbacks. Considering that GAN in privacy and security is still at a very initial stage and has imposed unique challenges that are yet to be well addressed, this paper also sheds light on some potential privacy and security applications with GAN and elaborates on some future research directions.
An Information-theoretic Approach to Distribution Shifts
Authors: Marco Federici, Ryota Tomioka, Patrick Forré
Date: 2021-06-07 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Domain Generalization, Model Selection, Selection bias

Safely deploying machine learning models to the real world is often a challenging process. Models trained with data obtained from a specific geographic location tend to fail when queried with data obtained elsewhere, agents trained in a simulation can struggle to adapt when deployed in the real world or novel environments, and neural networks that are fit to a subset of the population might carry some selection bias into their decision process. In this work, we describe the problem of data shift from a novel information-theoretic perspective by (i) identifying and describing the different sources of error, (ii) comparing some of the most promising objectives explored in the recent domain generalization, and fair classification literature. From our theoretical analysis and empirical evaluation, we conclude that the model selection procedure needs to be guided by careful considerations regarding the observed data, the factors used for correction, and the structure of the data-generating process.
On Inductive Biases for Heterogeneous Treatment Effect Estimation
Authors: Alicia Curth, Mihaela van der Schaar
Date: 2021-06-07 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: All, Heterogeneous Treatment Effect Estimation, Inductive Bias, POS

We investigate how to exploit structural similarities of an individual's potential outcomes (POs) under different treatments to obtain better estimates of conditional average treatment effects in finite samples. Especially when it is unknown whether a treatment has an effect at all, it is natural to hypothesize that the POs are similar - yet, some existing strategies for treatment effect estimation employ regularization schemes that implicitly encourage heterogeneity even when it does not exist and fail to fully make use of shared structure. In this paper, we investigate and compare three end-to-end learning strategies to overcome this problem - based on regularization, reparametrization and a flexible multi-task architecture - each encoding inductive bias favoring shared behavior across POs. To build understanding of their relative strengths, we implement all strategies using neural networks and conduct a wide range of semi-synthetic experiments. We observe that all three approaches can lead to substantial improvements upon numerous baselines and gain insight into performance differences across various experimental settings.
On the Expressive Power of Self-Attention Matrices
Authors: Valerii Likhosherstov, Krzysztof Choromanski, Adrian Weller
Date: 2021-06-07 00:00:00
Tasks: LEMMA

Transformer networks are able to capture patterns in data coming from many domains (text, images, videos, proteins, etc.) with little or no change to architecture components. We perform a theoretical analysis of the core component responsible for signal propagation between elements, i.e. the self-attention matrix. In practice, this matrix typically exhibits two properties: (1) it is sparse, meaning that each token only attends to a small subset of other tokens; and (2) it changes dynamically depending on the input to the module. With these considerations in mind, we ask the following question: Can a fixed self-attention module approximate arbitrary sparse patterns depending on the input? How small is the hidden size $d$ required for such approximation? We make progress in answering this question and show that the self-attention matrix can provably approximate sparse matrices, where sparsity is in terms of a bounded number of nonzero elements in each row and column. While the parameters of self-attention are fixed, various sparse matrices can be approximated by only modifying the inputs. Our proof is based on the random projection technique and uses the seminal Johnson-Lindenstrauss lemma. Our proof is constructive, enabling us to propose an algorithm for finding adaptive inputs and fixed self-attention parameters in order to approximate a given matrix. In particular, we show that, in order to approximate any sparse matrix up to a given precision defined in terms of preserving matrix element ratios, $d$ grows only logarithmically with the sequence length $L$ (i.e. $d = O(\log L)$).
Vanishing Curvature and the Power of Adaptive Methods in Randomly Initialized Deep Networks
Authors: Antonio Orvieto, Jonas Kohler, Dario Pavllo, Thomas Hofmann, Aurelien Lucchi
Date: 2021-06-07 00:00:00

This paper revisits the so-called vanishing gradient phenomenon, which commonly occurs in deep randomly initialized neural networks. Leveraging an in-depth analysis of neural chains, we first show that vanishing gradients cannot be circumvented when the network width scales with less than O(depth), even when initialized with the popular Xavier and He initializations. Second, we extend the analysis to second-order derivatives and show that random i.i.d. initialization also gives rise to Hessian matrices with eigenspectra that vanish as networks grow in depth. Whenever this happens, optimizers are initialized in a very flat, saddle point-like plateau, which is particularly hard to escape with stochastic gradient descent (SGD) as its escaping time is inversely related to curvature. We believe that this observation is crucial for fully understanding (a) historical difficulties of training deep nets with vanilla SGD, (b) the success of adaptive gradient methods (which naturally adapt to curvature and thus quickly escape flat plateaus) and (c) the effectiveness of modern architectural components like residual connections and normalization layers.
Frustratingly Easy Uncertainty Estimation for Distribution Shift
Authors: Tiago Salvador, Vikram Voleti, Alexander Iannantuono, Adam Oberman
Date: 2021-06-07 00:00:00
Tasks: Domain Adaptation, image-classification, Image Classification, Unsupervised Domain Adaptation

Distribution shift is an important concern in deep image classification, produced either by corruption of the source images, or a complete change, with the solution involving domain adaptation. While the primary goal is to improve accuracy under distribution shift, an important secondary goal is uncertainty estimation: evaluating the probability that the prediction of a model is correct. While improving accuracy is hard, uncertainty estimation turns out to be frustratingly easy. Prior works have appended uncertainty estimation into the model and training paradigm in various ways. Instead, we show that we can estimate uncertainty by simply exposing the original model to corrupted images, and performing simple statistical calibration on the image outputs. Our frustratingly easy methods demonstrate superior performance on a wide range of distribution shifts as well as on unsupervised domain adaptation tasks, measured through extensive experimentation.
DSelect-k: Differentiable Selection in the Mixture of Experts with Applications to Multi-Task Learning
Authors: Hussein Hazimeh, Zhe Zhao, Aakanksha Chowdhery, Maheswaran Sathiamoorthy, Yihua Chen, Rahul Mazumder, Lichan Hong, Ed H. Chi
Date: 2021-06-07 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Mixture-of-Experts, Multi-Task Learning, Recommendation Systems

The Mixture-of-Experts (MoE) architecture is showing promising results in improving parameter sharing in multi-task learning (MTL) and in scaling high-capacity neural networks. State-of-the-art MoE models use a trainable sparse gate to select a subset of the experts for each input example. While conceptually appealing, existing sparse gates, such as Top-k, are not smooth. The lack of smoothness can lead to convergence and statistical performance issues when training with gradient-based methods. In this paper, we develop DSelect-k: a continuously differentiable and sparse gate for MoE, based on a novel binary encoding formulation. The gate can be trained using first-order methods, such as stochastic gradient descent, and offers explicit control over the number of experts to select. We demonstrate the effectiveness of DSelect-k on both synthetic and real MTL datasets with up to $128$ tasks. Our experiments indicate that DSelect-k can achieve statistically significant improvements in prediction and expert selection over popular MoE gates. Notably, on a real-world, large-scale recommender system, DSelect-k achieves over $22\%$ improvement in predictive performance compared to Top-k. We provide an open-source implementation of DSelect-k.