pwc-archive/papers-with-abstracts huggingface dataset:
The Randomness of Input Data Spaces is an A Priori Predictor for Generalization
Authors: Martin Briesch, Dominik Sobania, Franz Rothlauf
Date: 2021-06-08 00:00:00
Tasks: Binary Classification, Classification, image-classification, Image Classification

Over-parameterized models can perfectly learn various types of data distributions, however, generalization error is usually lower for real data in comparison to artificial data. This suggests that the properties of data distributions have an impact on generalization capability. This work focuses on the search space defined by the input data and assumes that the correlation between labels of neighboring input values influences generalization. If correlation is low, the randomness of the input data space is high leading to high generalization error. We suggest to measure the randomness of an input data space using Maurer's universal. Results for synthetic classification tasks and common image classification benchmarks (MNIST, CIFAR10, and Microsoft's cats vs. dogs data set) find a high correlation between the randomness of input data spaces and the generalization error of deep neural networks for binary classification problems.
Scalable conditional deep inverse Rosenblatt transports using tensor-trains and gradient-based dimension reduction
Authors: Tiangang Cui, Sergey Dolgov, Olivier Zahm
Date: 2021-06-08 00:00:00
Tasks: Bayesian Inference, Dimensionality Reduction

We present a novel offline-online method to mitigate the computational burden of the characterization of posterior random variables in statistical learning. In the offline phase, the proposed method learns the joint law of the parameter random variables and the observable random variables in the tensor-train (TT) format. In the online phase, the resulting order-preserving conditional transport can characterize the posterior random variables given newly observed data in real time. Compared with the state-of-the-art normalizing flow techniques, the proposed method relies on function approximation and is equipped with a thorough performance analysis. The function approximation perspective also allows us to further extend the capability of transport maps in challenging problems with high-dimensional observations and high-dimensional parameters. On the one hand, we present novel heuristics to reorder and/or reparametrize the variables to enhance the approximation power of TT. On the other hand, we integrate the TT-based transport maps and the parameter reordering/reparametrization into layered compositions to further improve the performance of the resulting transport maps. We demonstrate the efficiency of the proposed method on various statistical learning tasks in ordinary differential equations (ODEs) and partial differential equations (PDEs).
Incorporating NODE with Pre-trained Neural Differential Operator for Learning Dynamics
Authors: Shiqi Gong, Qi Meng, Yue Wang, Lijun Wu, Wei Chen, Zhi-Ming Ma, Tie-Yan Liu
Date: 2021-06-08 00:00:00

Learning dynamics governed by differential equations is crucial for predicting and controlling the systems in science and engineering. Neural Ordinary Differential Equation (NODE), a deep learning model integrated with differential equations, is popular in learning dynamics recently due to its robustness to irregular samples and its flexibility to high-dimensional input. However, the training of NODE is sensitive to the precision of the numerical solver, which makes the convergence of NODE unstable, especially for ill-conditioned dynamical systems. In this paper, to reduce the reliance on the numerical solver, we propose to enhance the supervised signal in the training of NODE. Specifically, we pre-train a neural differential operator (NDO) to output an estimation of the derivatives to serve as an additional supervised signal. The NDO is pre-trained on a class of basis functions and learns the mapping between the trajectory samples of these functions to their derivatives. To leverage both the trajectory signal and the estimated derivatives from NDO, we propose an algorithm called NDO-NODE, in which the loss function contains two terms: the fitness on the true trajectory samples and the fitness on the estimated derivatives that are outputted by the pre-trained NDO. Experiments on various kinds of dynamics show that our proposed NDO-NODE can consistently improve the forecasting accuracy with one pre-trained NDO. Especially for the stiff ODEs, we observe that NDO-NODE can capture the transitions in the dynamics more accurately compared with other regularization methods.
Neural Hybrid Automata: Learning Dynamics with Multiple Modes and Stochastic Transitions
Authors: Michael Poli, Stefano Massaroli, Luca Scimeca, Seong Joon Oh, Sanghyuk Chun, Atsushi Yamashita, Hajime Asama, Jinkyoo Park, Animesh Garg
Date: 2021-06-08 00:00:00
Proceeding: NeurIPS 2021 12

Effective control and prediction of dynamical systems often require appropriate handling of continuous-time and discrete, event-triggered processes. Stochastic hybrid systems (SHSs), common across engineering domains, provide a formalism for dynamical systems subject to discrete, possibly stochastic, state jumps and multi-modal continuous-time flows. Despite the versatility and importance of SHSs across applications, a general procedure for the explicit learning of both discrete events and multi-mode continuous dynamics remains an open problem. This work introduces Neural Hybrid Automata (NHAs), a recipe for learning SHS dynamics without a priori knowledge on the number of modes and inter-modal transition dynamics. NHAs provide a systematic inference method based on normalizing flows, neural differential equations and self-supervision. We showcase NHAs on several tasks, including mode recovery and flow learning in systems with stochastic transitions, and end-to-end learning of hierarchical robot controllers.
Fast Federated Learning in the Presence of Arbitrary Device Unavailability
Authors: Xinran Gu, Kaixuan Huang, Jingzhao Zhang, Longbo Huang
Date: 2021-06-08 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Federated Learning

Federated Learning (FL) coordinates with numerous heterogeneous devices to collaboratively train a shared model while preserving user privacy. Despite its multiple advantages, FL faces new challenges. One challenge arises when devices drop out of the training process beyond the control of the central server. In this case, the convergence of popular FL algorithms such as FedAvg is severely influenced by the straggling devices. To tackle this challenge, we study federated learning algorithms under arbitrary device unavailability and propose an algorithm named Memory-augmented Impatient Federated Averaging (MIFA). Our algorithm efficiently avoids excessive latency induced by inactive devices, and corrects the gradient bias using the memorized latest updates from the devices. We prove that MIFA achieves minimax optimal convergence rates on non-i.i.d. data for both strongly convex and non-convex smooth functions. We also provide an explicit characterization of the improvement over baseline algorithms through a case study, and validate the results by numerical experiments on real-world datasets.
Provable Guarantees for Self-Supervised Deep Learning with Spectral Contrastive Loss
Authors: Jeff Z. HaoChen, Colin Wei, Adrien Gaidon, Tengyu Ma
Date: 2021-06-08 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Contrastive Learning, Generalization Bounds, Self-Supervised Learning

Recent works in self-supervised learning have advanced the state-of-the-art by relying on the contrastive learning paradigm, which learns representations by pushing positive pairs, or similar examples from the same class, closer together while keeping negative pairs far apart. Despite the empirical successes, theoretical foundations are limited -- prior analyses assume conditional independence of the positive pairs given the same class label, but recent empirical applications use heavily correlated positive pairs (i.e., data augmentations of the same image). Our work analyzes contrastive learning without assuming conditional independence of positive pairs using a novel concept of the augmentation graph on data. Edges in this graph connect augmentations of the same data, and ground-truth classes naturally form connected sub-graphs. We propose a loss that performs spectral decomposition on the population augmentation graph and can be succinctly written as a contrastive learning objective on neural net representations. Minimizing this objective leads to features with provable accuracy guarantees under linear probe evaluation. By standard generalization bounds, these accuracy guarantees also hold when minimizing the training contrastive loss. Empirically, the features learned by our objective can match or outperform several strong baselines on benchmark vision datasets. In all, this work provides the first provable analysis for contrastive learning where guarantees for linear probe evaluation can apply to realistic empirical settings.
PlayVirtual: Augmenting Cycle-Consistent Virtual Trajectories for Reinforcement Learning
Authors: Tao Yu, Cuiling Lan, Wenjun Zeng, Mingxiao Feng, Zhizheng Zhang, Zhibo Chen
Date: 2021-06-08 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Continuous Control (100k environment steps), Continuous Control (500k environment steps), Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL), Representation Learning

Learning good feature representations is important for deep reinforcement learning (RL). However, with limited experience, RL often suffers from data inefficiency for training. For un-experienced or less-experienced trajectories (i.e., state-action sequences), the lack of data limits the use of them for better feature learning. In this work, we propose a novel method, dubbed PlayVirtual, which augments cycle-consistent virtual trajectories to enhance the data efficiency for RL feature representation learning. Specifically, PlayVirtual predicts future states in the latent space based on the current state and action by a dynamics model and then predicts the previous states by a backward dynamics model, which forms a trajectory cycle. Based on this, we augment the actions to generate a large amount of virtual state-action trajectories. Being free of groudtruth state supervision, we enforce a trajectory to meet the cycle consistency constraint, which can significantly enhance the data efficiency. We validate the effectiveness of our designs on the Atari and DeepMind Control Suite benchmarks. Our method achieves the state-of-the-art performance on both benchmarks.
To Smooth or Not? When Label Smoothing Meets Noisy Labels
Authors: Jiaheng Wei, Hangyu Liu, Tongliang Liu, Gang Niu, Masashi Sugiyama, Yang Liu
Date: 2021-06-08 00:00:00
Tasks: Image Classification, Learning with noisy labels

Label smoothing (LS) is an arising learning paradigm that uses the positively weighted average of both the hard training labels and uniformly distributed soft labels. It was shown that LS serves as a regularizer for training data with hard labels and therefore improves the generalization of the model. Later it was reported LS even helps with improving robustness when learning with noisy labels. However, we observed that the advantage of LS vanishes when we operate in a high label noise regime. Intuitively speaking, this is due to the increased entropy of $\mathbb{P}(\text{noisy label}|X)$ when the noise rate is high, in which case, further applying LS tends to "over-smooth" the estimated posterior. We proceeded to discover that several learning-with-noisy-labels solutions in the literature instead relate more closely to negative/not label smoothing (NLS), which acts counter to LS and defines as using a negative weight to combine the hard and soft labels! We provide understandings for the properties of LS and NLS when learning with noisy labels. Among other established properties, we theoretically show NLS is considered more beneficial when the label noise rates are high. We provide extensive experimental results on multiple benchmarks to support our findings too. Code is publicly available at https://github.com/UCSC-REAL/negative-label-smoothing.
Unbalanced Optimal Transport through Non-negative Penalized Linear Regression
Authors: Laetitia Chapel, Rémi Flamary, Haoran Wu, Cédric Févotte, Gilles Gasso
Date: 2021-06-08 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: regression

This paper addresses the problem of Unbalanced Optimal Transport (UOT) in which the marginal conditions are relaxed (using weighted penalties in lieu of equality) and no additional regularization is enforced on the OT plan. In this context, we show that the corresponding optimization problem can be reformulated as a non-negative penalized linear regression problem. This reformulation allows us to propose novel algorithms inspired from inverse problems and nonnegative matrix factorization. In particular, we consider majorization-minimization which leads in our setting to efficient multiplicative updates for a variety of penalties. Furthermore, we derive for the first time an efficient algorithm to compute the regularization path of UOT with quadratic penalties. The proposed algorithm provides a continuity of piece-wise linear OT plans converging to the solution of balanced OT (corresponding to infinite penalty weights). We perform several numerical experiments on simulated and real data illustrating the new algorithms, and provide a detailed discussion about more sophisticated optimization tools that can further be used to solve OT problems thanks to our reformulation.
Broadcasted Residual Learning for Efficient Keyword Spotting
Authors: Byeonggeun Kim, Simyung Chang, Jinkyu Lee, Dooyong Sung
Date: 2021-06-08 00:00:00
Tasks: Keyword Spotting

Keyword spotting is an important research field because it plays a key role in device wake-up and user interaction on smart devices. However, it is challenging to minimize errors while operating efficiently in devices with limited resources such as mobile phones. We present a broadcasted residual learning method to achieve high accuracy with small model size and computational load. Our method configures most of the residual functions as 1D temporal convolution while still allows 2D convolution together using a broadcasted-residual connection that expands temporal output to frequency-temporal dimension. This residual mapping enables the network to effectively represent useful audio features with much less computation than conventional convolutional neural networks. We also propose a novel network architecture, Broadcasting-residual network (BC-ResNet), based on broadcasted residual learning and describe how to scale up the model according to the target device's resources. BC-ResNets achieve state-of-the-art 98.0% and 98.7% top-1 accuracy on Google speech command datasets v1 and v2, respectively, and consistently outperform previous approaches, using fewer computations and parameters. Code is available at https://github.com/Qualcomm-AI-research/bcresnet.
Efficient Speech Emotion Recognition Using Multi-Scale CNN and Attention
Authors: Zixuan Peng, Yu Lu, Shengfeng Pan, Yunfeng Liu
Date: 2021-06-08 00:00:00
Tasks: Emotion Classification, Emotion Recognition, Speech Emotion Recognition

Emotion recognition from speech is a challenging task. Re-cent advances in deep learning have led bi-directional recur-rent neural network (Bi-RNN) and attention mechanism as astandard method for speech emotion recognition, extractingand attending multi-modal features - audio and text, and thenfusing them for downstream emotion classification tasks. Inthis paper, we propose a simple yet efficient neural networkarchitecture to exploit both acoustic and lexical informationfrom speech. The proposed framework using multi-scale con-volutional layers (MSCNN) to obtain both audio and text hid-den representations. Then, a statistical pooling unit (SPU)is used to further extract the features in each modality. Be-sides, an attention module can be built on top of the MSCNN-SPU (audio) and MSCNN (text) to further improve the perfor-mance. Extensive experiments show that the proposed modeloutperforms previous state-of-the-art methods on IEMOCAPdataset with four emotion categories (i.e., angry, happy, sadand neutral) in both weighted accuracy (WA) and unweightedaccuracy (UA), with an improvement of 5.0% and 5.2% respectively under the ASR setting.
The best of both worlds: stochastic and adversarial episodic MDPs with unknown transition
Authors: Tiancheng Jin, Longbo Huang, Haipeng Luo
Date: 2021-06-08 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Open-Ended Question Answering

We consider the best-of-both-worlds problem for learning an episodic Markov Decision Process through $T$ episodes, with the goal of achieving $\widetilde{\mathcal{O}}(\sqrt{T})$ regret when the losses are adversarial and simultaneously $\mathcal{O}(\text{polylog}(T))$ regret when the losses are (almost) stochastic. Recent work by [Jin and Luo, 2020] achieves this goal when the fixed transition is known, and leaves the case of unknown transition as a major open question. In this work, we resolve this open problem by using the same Follow-the-Regularized-Leader ($\text{FTRL}$) framework together with a set of new techniques. Specifically, we first propose a loss-shifting trick in the $\text{FTRL}$ analysis, which greatly simplifies the approach of [Jin and Luo, 2020] and already improves their results for the known transition case. Then, we extend this idea to the unknown transition case and develop a novel analysis which upper bounds the transition estimation error by (a fraction of) the regret itself in the stochastic setting, a key property to ensure $\mathcal{O}(\text{polylog}(T))$ regret.
Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction
Authors: Liu Ziyin, Kentaro Minami, Kentaro Imajo
Date: 2021-06-08 00:00:00
Tasks: Data Augmentation, Deep Learning

The task we consider is portfolio construction in a speculative market, a fundamental problem in modern finance. While various empirical works now exist to explore deep learning in finance, the theory side is almost non-existent. In this work, we focus on developing a theoretical framework for understanding the use of data augmentation for deep-learning-based approaches to quantitative finance. The proposed theory clarifies the role and necessity of data augmentation for finance; moreover, our theory implies that a simple algorithm of injecting a random noise of strength $\sqrt{|r_{t-1}|}$ to the observed return $r_{t}$ is better than not injecting any noise and a few other financially irrelevant data augmentation techniques.
A self consistent theory of Gaussian Processes captures feature learning effects in finite CNNs
Authors: Gadi Naveh, Zohar Ringel
Date: 2021-06-08 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Gaussian Processes

Deep neural networks (DNNs) in the infinite width/channel limit have received much attention recently, as they provide a clear analytical window to deep learning via mappings to Gaussian Processes (GPs). Despite its theoretical appeal, this viewpoint lacks a crucial ingredient of deep learning in finite DNNs, laying at the heart of their success -- feature learning. Here we consider DNNs trained with noisy gradient descent on a large training set and derive a self consistent Gaussian Process theory accounting for strong finite-DNN and feature learning effects. Applying this to a toy model of a two-layer linear convolutional neural network (CNN) shows good agreement with experiments. We further identify, both analytical and numerically, a sharp transition between a feature learning regime and a lazy learning regime in this model. Strong finite-DNN effects are also derived for a non-linear two-layer fully connected network. Our self consistent theory provides a rich and versatile analytical framework for studying feature learning and other non-lazy effects in finite DNNs.
Linear Convergence of Entropy-Regularized Natural Policy Gradient with Linear Function Approximation
Authors: Semih Cayci, Niao He, R. Srikant
Date: 2021-06-08 00:00:00

Natural policy gradient (NPG) methods with entropy regularization achieve impressive empirical success in reinforcement learning problems with large state-action spaces. However, their convergence properties and the impact of entropy regularization remain elusive in the function approximation regime. In this paper, we establish finite-time convergence analyses of entropy-regularized NPG with linear function approximation under softmax parameterization. In particular, we prove that entropy-regularized NPG with averaging satisfies the \emph{persistence of excitation} condition, and achieves a fast convergence rate of $\tilde{O}(1/T)$ up to a function approximation error in regularized Markov decision processes. This convergence result does not require any a priori assumptions on the policies. Furthermore, under mild regularity conditions on the concentrability coefficient and basis vectors, we prove that entropy-regularized NPG exhibits \emph{linear convergence} up to a function approximation error.
A Lightweight and Gradient-Stable Neural Layer
Authors: Yueyao Yu, Yin Zhang
Date: 2021-06-08 00:00:00
Tasks: Vocal Bursts Intensity Prediction

To enhance resource efficiency and model deployability of neural networks, we propose a neural-layer architecture based on Householder weighting and absolute-value activating, called Householder-absolute neural layer or simply Han-layer. Compared to a fully connected layer with $d$-neurons and $d$ outputs, a Han-layer reduces the number of parameters and the corresponding computational complexity from $O(d^2)$ to $O(d)$. {The Han-layer structure guarantees that the Jacobian of the layer function is always orthogonal, thus ensuring gradient stability (i.e., free of gradient vanishing or exploding issues) for any Han-layer sub-networks.} Extensive numerical experiments show that one can strategically use Han-layers to replace fully connected (FC) layers, reducing the number of model parameters while maintaining or even improving the generalization performance. We will also showcase the capabilities of the Han-layer architecture on a few small stylized models, and discuss its current limitations.
GSGP-CUDA -- a CUDA framework for Geometric Semantic Genetic Programming
Authors: Leonardo Trujillo, Jose Manuel Muñoz Contreras, Daniel E Hernandez, Mauro Castelli, Juan J Tapia
Date: 2021-06-08 00:00:00
Tasks: BIG-bench Machine Learning

Geometric Semantic Genetic Programming (GSGP) is a state-of-the-art machine learning method based on evolutionary computation. GSGP performs search operations directly at the level of program semantics, which can be done more efficiently then operating at the syntax level like most GP systems. Efficient implementations of GSGP in C++ exploit this fact, but not to its full potential. This paper presents GSGP-CUDA, the first CUDA implementation of GSGP and the most efficient, which exploits the intrinsic parallelism of GSGP using GPUs. Results show speedups greater than 1,000X relative to the state-of-the-art sequential implementation.
Deep Learning Statistical Arbitrage
Authors: Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti
Date: 2021-06-08 00:00:00
Tasks: Deep Learning, Time Series, Time Series Analysis

Statistical arbitrage exploits temporal price differences between similar assets. We develop a unifying conceptual framework for statistical arbitrage and a novel data driven solution. First, we construct arbitrage portfolios of similar assets as residual portfolios from conditional latent asset pricing factors. Second, we extract their time series signals with a powerful machine-learning time-series solution, a convolutional transformer. Lastly, we use these signals to form an optimal trading policy, that maximizes risk-adjusted returns under constraints. Our comprehensive empirical study on daily US equities shows a high compensation for arbitrageurs to enforce the law of one price. Our arbitrage strategies obtain consistently high out-of-sample mean returns and Sharpe ratios, and substantially outperform all benchmark approaches.