pwc-archive/papers-with-abstracts huggingface dataset:
ReLOAD: Reinforcement Learning with Optimistic Ascent-Descent for Last-Iterate Convergence in Constrained MDPs
Authors: Ted Moskovitz, Brendan O'Donoghue, Vivek Veeriah, Sebastian Flennerhag, Satinder Singh, Tom Zahavy
Date: 2023-02-02 00:00:00
Tasks: continuous-control, Continuous Control, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on gradient descent-ascent, but this approach comes with a caveat. While these algorithms are guaranteed to converge on average, they do not guarantee last-iterate convergence, i.e., the current policy of the agent may never converge to the optimal solution. In practice, it is often observed that the policy alternates between satisfying the constraints and maximizing the reward, rarely accomplishing both objectives simultaneously. Here, we address this problem by introducing Reinforcement Learning with Optimistic Ascent-Descent (ReLOAD), a principled CRL method with guaranteed last-iterate convergence. We demonstrate its empirical effectiveness on a wide variety of CRL problems including discrete MDPs and continuous control. In the process we establish a benchmark of challenging CRL problems.
Geometric Deep Learning for Autonomous Driving: Unlocking the Power of Graph Neural Networks With CommonRoad-Geometric
Authors: Eivind Meyer, Maurice Brenner, BoWen Zhang, Max Schickert, Bilal Musani, Matthias Althoff
Date: 2023-02-02 00:00:00
Tasks: Autonomous Driving, Trajectory Prediction

Heterogeneous graphs offer powerful data representations for traffic, given their ability to model the complex interaction effects among a varying number of traffic participants and the underlying road infrastructure. With the recent advent of graph neural networks (GNNs) as the accompanying deep learning framework, the graph structure can be efficiently leveraged for various machine learning applications such as trajectory prediction. As a first of its kind, our proposed Python framework offers an easy-to-use and fully customizable data processing pipeline to extract standardized graph datasets from traffic scenarios. Providing a platform for GNN-based autonomous driving research, it improves comparability between approaches and allows researchers to focus on model implementation instead of dataset curation.
adSformers: Personalization from Short-Term Sequences and Diversity of Representations in Etsy Ads
Authors: Alaa Awad, Denisa Roberts, Eden Dolev, Andrea Heyman, Zahra Ebrahimzadeh, Zoe Weil, Marcin Mejran, Vaibhav Malpani, Mahir Yavuz
Date: 2023-02-02 00:00:00
Tasks: Diversity

In this article, we present a general approach to personalizing ads through encoding and learning from variable-length sequences of recent user actions and diverse representations. To this end we introduce a three-component module called the adSformer diversifiable personalization module (ADPM) that learns a dynamic user representation. We illustrate the module's effectiveness and flexibility by personalizing the Click-Through Rate (CTR) and Post-Click Conversion Rate (PCCVR) models used in sponsored search. The first component of the ADPM, the adSformer encoder, includes a novel adSformer block which learns the most salient sequence signals. ADPM's second component enriches the learned signal through visual, multimodal, and other pretrained representations. Lastly, the third ADPM "learned on the fly" component further diversifies the signal encoded in the dynamic user representation. The ADPM-personalized CTR and PCCVR models, henceforth referred to as adSformer CTR and adSformer PCCVR, outperform the CTR and PCCVR production baselines by $+2.66\%$ and $+2.42\%$, respectively, in offline Area Under the Receiver Operating Characteristic Curve (ROC-AUC). Following the robust online gains in A/B tests, Etsy Ads deployed the ADPM-personalized sponsored search system to $100\%$ of traffic as of February 2023.
Robust Markov Decision Processes without Model Estimation
Authors: Wenhao Yang, Han Wang, Tadashi Kozuno, Scott M. Jordan, Zhihua Zhang
Date: 2023-02-02 00:00:00
Tasks: Form, model

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However, there are two major barriers to applying robust MDPs in practice. First, most works study robust MDPs in a model-based regime, where the transition probability needs to be estimated and requires a large amount of memories $\mathcal{O}(|\mathcal{S}|^2|\mathcal{A}|)$. Second, prior work typically assumes a strong oracle to obtain the optimal solution as an intermediate step to solve robust MDPs. However, in practice, such an oracle does not exist usually. To remove the oracle, we transform the original robust MDPs into an alternative form, which allows us to use stochastic gradient methods to solve the robust MDPs. Moreover, we prove the alternative form still plays a similar role as the original form. With this new formulation, we devise a sample-efficient algorithm to solve the robust MDPs in a model-free regime, which does not require an oracle and trades off a lower storage requirement $\mathcal{O}(|\mathcal{S}||\mathcal{A}|)$ with being able to generate samples from a generative model or Markovian chain. Finally, we validate our theoretical findings via numerical experiments, showing the efficiency with the alternative form of robust MDPs.
Is Model Ensemble Necessary? Model-based RL via a Single Model with Lipschitz Regularized Value Function
Authors: Ruijie Zheng, Xiyao Wang, Huazhe Xu, Furong Huang
Date: 2023-02-02 00:00:00
Tasks: model, Model-based Reinforcement Learning

Probabilistic dynamics model ensemble is widely used in existing model-based reinforcement learning methods as it outperforms a single dynamics model in both asymptotic performance and sample efficiency. In this paper, we provide both practical and theoretical insights on the empirical success of the probabilistic dynamics model ensemble through the lens of Lipschitz continuity. We find that, for a value function, the stronger the Lipschitz condition is, the smaller the gap between the true dynamics- and learned dynamics-induced Bellman operators is, thus enabling the converged value function to be closer to the optimal value function. Hence, we hypothesize that the key functionality of the probabilistic dynamics model ensemble is to regularize the Lipschitz condition of the value function using generated samples. To test this hypothesis, we devise two practical robust training mechanisms through computing the adversarial noise and regularizing the value network's spectral norm to directly regularize the Lipschitz condition of the value functions. Empirical results show that combined with our mechanisms, model-based RL algorithms with a single dynamics model outperform those with an ensemble of probabilistic dynamics models. These findings not only support the theoretical insight, but also provide a practical solution for developing computationally efficient model-based RL algorithms.
Robust Estimation under the Wasserstein Distance
Authors: Sloan Nietert, Rachel Cummings, Ziv Goldfeld
Date: 2023-02-02 00:00:00
Tasks: Generative Adversarial Network

We study the problem of robust distribution estimation under the Wasserstein distance, a popular discrepancy measure between probability distributions rooted in optimal transport (OT) theory. Given $n$ samples from an unknown distribution $\mu$, of which $\varepsilon n$ are adversarially corrupted, we seek an estimate for $\mu$ with minimal Wasserstein error. To address this task, we draw upon two frameworks from OT and robust statistics: partial OT (POT) and minimum distance estimation (MDE). We prove new structural properties for POT and use them to show that MDE under a partial Wasserstein distance achieves the minimax-optimal robust estimation risk in many settings. Along the way, we derive a novel dual form for POT that adds a sup-norm penalty to the classic Kantorovich dual for standard OT. Since the popular Wasserstein generative adversarial network (WGAN) framework implements Wasserstein MDE via Kantorovich duality, our penalized dual enables large-scale generative modeling with contaminated datasets via an elementary modification to WGAN. Numerical experiments demonstrating the efficacy of our approach in mitigating the impact of adversarial corruptions are provided.
Dual Propagation: Accelerating Contrastive Hebbian Learning with Dyadic Neurons
Authors: Rasmus Høier, D. Staudt, Christopher Zach
Date: 2023-02-02 00:00:00

Activity difference based learning algorithms-such as contrastive Hebbian learning and equilibrium propagation-have been proposed as biologically plausible alternatives to error back-propagation. However, on traditional digital chips these algorithms suffer from having to solve a costly inference problem twice, making these approaches more than two orders of magnitude slower than back-propagation. In the analog realm equilibrium propagation may be promising for fast and energy efficient learning, but states still need to be inferred and stored twice. Inspired by lifted neural networks and compartmental neuron models we propose a simple energy based compartmental neuron model, termed dual propagation, in which each neuron is a dyad with two intrinsic states. At inference time these intrinsic states encode the error/activity duality through their difference and their mean respectively. The advantage of this method is that only a single inference phase is needed and that inference can be solved in layerwise closed-form. Experimentally we show on common computer vision datasets, including Imagenet32x32, that dual propagation performs equivalently to back-propagation both in terms of accuracy and runtime.
Practical Bandits: An Industry Perspective
Authors: Bram van den Akker, Olivier Jeunen, Ying Li, Ben London, Zahra Nazari, Devesh Parekh
Date: 2023-02-02 00:00:00
Tasks: Decision Making, Decision Making Under Uncertainty

The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms have seen a large and growing interest from industrial applications, such as search, recommendation and advertising. Indeed, with the bandit lens comes the promise of direct optimisation for the metrics we care about. Nevertheless, the road to successfully applying bandits in production is not an easy one. Even when the action space and rewards are well-defined, practitioners still need to make decisions regarding multi-arm or contextual approaches, on- or off-policy setups, delayed or immediate feedback, myopic or long-term optimisation, etc. To make matters worse, industrial platforms typically give rise to large action spaces in which existing approaches tend to break down. The research literature on these topics is broad and vast, but this can overwhelm practitioners, whose primary aim is to solve practical problems, and therefore need to decide on a specific instantiation or approach for each project. This tutorial will take a step towards filling that gap between the theory and practice of bandits. Our goal is to present a unified overview of the field and its existing terminology, concepts and algorithms -- with a focus on problems relevant to industry. We hope our industrial perspective will help future practitioners who wish to leverage the bandit paradigm for their application.
High-precision regressors for particle physics
Authors: Fady Bishara, Ayan Paul, Jennifer Dy
Date: 2023-02-02 00:00:00
Tasks: Vocal Bursts Intensity Prediction

Monte Carlo simulations of physics processes at particle colliders like the Large Hadron Collider at CERN take up a major fraction of the computational budget. For some simulations, a single data point takes seconds, minutes, or even hours to compute from first principles. Since the necessary number of data points per simulation is on the order of $10^9$ - $10^{12}$, machine learning regressors can be used in place of physics simulators to significantly reduce this computational burden. However, this task requires high-precision regressors that can deliver data with relative errors of less than $1\%$ or even $0.1\%$ over the entire domain of the function. In this paper, we develop optimal training strategies and tune various machine learning regressors to satisfy the high-precision requirement. We leverage symmetry arguments from particle physics to optimize the performance of the regressors. Inspired by ResNets, we design a Deep Neural Network with skip connections that outperform fully connected Deep Neural Networks. We find that at lower dimensions, boosted decision trees far outperform neural networks while at higher dimensions neural networks perform significantly better. We show that these regressors can speed up simulations by a factor of $10^3$ - $10^6$ over the first-principles computations currently used in Monte Carlo simulations. Additionally, using symmetry arguments derived from particle physics, we reduce the number of regressors necessary for each simulation by an order of magnitude. Our work can significantly reduce the training and storage burden of Monte Carlo simulations at current and future collider experiments.
Laplacian Change Point Detection for Single and Multi-view Dynamic Graphs
Authors: Shenyang Huang, Samy Coulombe, Yasmeen Hitti, Reihaneh Rabbany, Guillaume Rabusseau
Date: 2023-02-02 00:00:00
Tasks: Anomaly Detection, Change Point Detection

Dynamic graphs are rich data structures that are used to model complex relationships between entities over time. In particular, anomaly detection in temporal graphs is crucial for many real world applications such as intrusion identification in network systems, detection of ecosystem disturbances and detection of epidemic outbreaks. In this paper, we focus on change point detection in dynamic graphs and address three main challenges associated with this problem: i). how to compare graph snapshots across time, ii). how to capture temporal dependencies, and iii). how to combine different views of a temporal graph. To solve the above challenges, we first propose Laplacian Anomaly Detection (LAD) which uses the spectrum of graph Laplacian as the low dimensional embedding of the graph structure at each snapshot. LAD explicitly models short term and long term dependencies by applying two sliding windows. Next, we propose MultiLAD, a simple and effective generalization of LAD to multi-view graphs. MultiLAD provides the first change point detection method for multi-view dynamic graphs. It aggregates the singular values of the normalized graph Laplacian from different views through the scalar power mean operation. Through extensive synthetic experiments, we show that i). LAD and MultiLAD are accurate and outperforms state-of-the-art baselines and their multi-view extensions by a large margin, ii). MultiLAD's advantage over contenders significantly increases when additional views are available, and iii). MultiLAD is highly robust to noise from individual views. In five real world dynamic graphs, we demonstrate that LAD and MultiLAD identify significant events as top anomalies such as the implementation of government COVID-19 interventions which impacted the population mobility in multi-view traffic networks.
Online Learning under Budget and ROI Constraints via Weak Adaptivity
Authors: Matteo Castiglioni, Andrea Celli, Christian Kroer
Date: 2023-02-02 00:00:00

We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget and return-on-investment (ROI) constraints. Existing primal-dual algorithms designed for constrained online learning problems under adversarial inputs rely on two fundamental assumptions. First, the decision maker must know beforehand the value of parameters related to the degree of strict feasibility of the problem (i.e. Slater parameters). Second, a strictly feasible solution to the offline optimization problem must exist at each round. Both requirements are unrealistic for practical applications such as bidding in online ad auctions. In this paper, we show how such assumptions can be circumvented by endowing standard primal-dual templates with weakly adaptive regret minimizers. This results in a ``dual-balancing'' framework which ensures that dual variables stay sufficiently small, even in the absence of knowledge about Slater's parameter. We prove the first best-of-both-worlds no-regret guarantees which hold in absence of the two aforementioned assumptions, under stochastic and adversarial inputs. Finally, we show how to instantiate the framework to optimally bid in various mechanisms of practical relevance, such as first- and second-price auctions.
Imitating careful experts to avoid catastrophic events
Authors: Jack R. P. Hanslope, Laurence Aitchison
Date: 2023-02-02 00:00:00

RL is increasingly being used to control robotic systems that interact closely with humans. This interaction raises the problem of safe RL: how to ensure that a RL-controlled robotic system never, for instance, injures a human. This problem is especially challenging in rich, realistic settings where it is not even possible to clearly write down a reward function which incorporates these outcomes. In these circumstances, perhaps the only viable approach is based on IRL, which infers rewards from human demonstrations. However, IRL is massively underdetermined as many different rewards can lead to the same optimal policies; we show that this makes it difficult to distinguish catastrophic outcomes (such as injuring a human) from merely undesirable outcomes. Our key insight is that humans do display different behaviour when catastrophic outcomes are possible: they become much more careful. We incorporate carefulness signals into IRL, and find that they do indeed allow IRL to disambiguate undesirable from catastrophic outcomes, which is critical to ensuring safety in future real-world human-robot interactions.
On the Efficacy of Differentially Private Few-shot Image Classification
Authors: Marlon Tobaben, Aliaksandra Shysheya, John Bronskill, Andrew Paverd, Shruti Tople, Santiago Zanella-Beguelin, Richard E Turner, Antti Honkela
Date: 2023-02-02 00:00:00
Tasks: Federated Learning, Few-Shot Image Classification, image-classification, Image Classification

There has been significant recent progress in training differentially private (DP) models which achieve accuracy that approaches the best non-private models. These DP models are typically pretrained on large public datasets and then fine-tuned on private downstream datasets that are relatively large and similar in distribution to the pretraining data. However, in many applications including personalization and federated learning, it is crucial to perform well (i) in the few-shot setting, as obtaining large amounts of labeled data may be problematic; and (ii) on datasets from a wide variety of domains for use in various specialist settings. To understand under which conditions few-shot DP can be effective, we perform an exhaustive set of experiments that reveals how the accuracy and vulnerability to attack of few-shot DP image classification models are affected as the number of shots per class, privacy level, model architecture, downstream dataset, and subset of learnable parameters in the model vary. We show that to achieve DP accuracy on par with non-private models, the shots per class must be increased as the privacy level increases. We also show that learning parameter-efficient FiLM adapters under DP is competitive with learning just the final classifier layer or learning all of the network parameters. Finally, we evaluate DP federated learning systems and establish state-of-the-art performance on the challenging FLAIR benchmark.
Best Possible Q-Learning
Authors: Jiechuan Jiang, Zongqing Lu
Date: 2023-02-02 00:00:00
Tasks: Multi-agent Reinforcement Learning, Q-Learning

Fully decentralized learning, where the global information, i.e., the actions of other agents, is inaccessible, is a fundamental challenge in cooperative multi-agent reinforcement learning. However, the convergence and optimality of most decentralized algorithms are not theoretically guaranteed, since the transition probabilities are non-stationary as all agents are updating policies simultaneously. To tackle this challenge, we propose best possible operator, a novel decentralized operator, and prove that the policies of agents will converge to the optimal joint policy if each agent independently updates its individual state-action value by the operator. Further, to make the update more efficient and practical, we simplify the operator and prove that the convergence and optimality still hold with the simplified one. By instantiating the simplified operator, the derived fully decentralized algorithm, best possible Q-learning (BQL), does not suffer from non-stationarity. Empirically, we show that BQL achieves remarkable improvement over baselines in a variety of cooperative multi-agent tasks.
The Power of Preconditioning in Overparameterized Low-Rank Matrix Sensing
Authors: Xingyu Xu, Yandi Shen, Yuejie Chi, Cong Ma
Date: 2023-02-02 00:00:00

We propose $\textsf{ScaledGD($\lambda$)}$, a preconditioned gradient descent method to tackle the low-rank matrix sensing problem when the true rank is unknown, and when the matrix is possibly ill-conditioned. Using overparametrized factor representations, $\textsf{ScaledGD($\lambda$)}$ starts from a small random initialization, and proceeds by gradient descent with a specific form of damped preconditioning to combat bad curvatures induced by overparameterization and ill-conditioning. At the expense of light computational overhead incurred by preconditioners, $\textsf{ScaledGD($\lambda$)}$ is remarkably robust to ill-conditioning compared to vanilla gradient descent ($\textsf{GD}$) even with overprameterization. Specifically, we show that, under the Gaussian design, $\textsf{ScaledGD($\lambda$)}$ converges to the true low-rank matrix at a constant linear rate after a small number of iterations that scales only logarithmically with respect to the condition number and the problem dimension. This significantly improves over the convergence rate of vanilla $\textsf{GD}$ which suffers from a polynomial dependency on the condition number. Our work provides evidence on the power of preconditioning in accelerating the convergence without hurting generalization in overparameterized learning.