Alexander J. Smola

Rasool Fakoor, Jonas Mueller, Zachary C. Lipton et al.

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods to address it. This paper addresses situations when data evolves gradually. We introduce a time-varying propensity score that can detect gradual shifts in the distribution of data which allows us to selectively sample past data to update the model -- not just similar data from the past like that of a standard propensity score but also data that evolved in a similar fashion in the past. The time-varying propensity score is quite general: we demonstrate different ways of implementing it and evaluate it on a variety of problems ranging from supervised learning (e.g., image classification problems) where data undergoes a sequence of gradual shifts, to reinforcement learning tasks (e.g., robotic manipulation and continuous control) where data shifts as the policy or the task changes.

Kavosh Asadi, Rasool Fakoor, Omer Gottesman et al.

Deep reinforcement learning algorithms often use two networks for value function optimization: an online network, and a target network that tracks the online network with some delay. Using two separate networks enables the agent to hedge against issues that arise when performing bootstrapping. In this paper we endow two popular deep reinforcement learning algorithms, namely DQN and Rainbow, with updates that incentivize the online network to remain in the proximity of the target network. This improves the robustness of deep reinforcement learning in presence of noisy updates. The resultant agents, called DQN Pro and Rainbow Pro, exhibit significant performance improvements over their original counterparts on the Atari benchmark demonstrating the effectiveness of this simple idea in deep reinforcement learning. The code for our paper is available here: Github.com/amazon-research/fast-rl-with-slow-updates.

Aston Zhang, Zachary C. Lipton, Mu Li et al.

This open-source book represents our attempt to make deep learning approachable, teaching readers the concepts, the context, and the code. The entire book is drafted in Jupyter notebooks, seamlessly integrating exposition figures, math, and interactive examples with self-contained code. Our goal is to offer a resource that could (i) be freely available for everyone; (ii) offer sufficient technical depth to provide a starting point on the path to actually becoming an applied machine learning scientist; (iii) include runnable code, showing readers how to solve problems in practice; (iv) allow for rapid updates, both by us and also by the community at large; (v) be complemented by a forum for interactive discussion of technical details and to answer questions.

Nick Erickson, Jonas Mueller, Alexander Shirkov et al.

We introduce AutoGluon-Tabular, an open-source AutoML framework that requires only a single line of Python to train highly accurate machine learning models on an unprocessed tabular dataset such as a CSV file. Unlike existing AutoML frameworks that primarily focus on model/hyperparameter selection, AutoGluon-Tabular succeeds by ensembling multiple models and stacking them in multiple layers. Experiments reveal that our multi-layer combination of many models offers better use of allocated training time than seeking out the best. A second contribution is an extensive evaluation of public and commercial AutoML platforms including TPOT, H2O, AutoWEKA, auto-sklearn, AutoGluon, and Google AutoML Tables. Tests on a suite of 50 classification and regression tasks from Kaggle and the OpenML AutoML Benchmark reveal that AutoGluon is faster, more robust, and much more accurate. We find that AutoGluon often even outperforms the best-in-hindsight combination of all of its competitors. In two popular Kaggle competitions, AutoGluon beat 99% of the participating data scientists after merely 4h of training on the raw data.

Rasool Fakoor, Pratik Chaudhari, Alexander J. Smola

On-policy reinforcement learning (RL) algorithms have high sample complexity while off-policy algorithms are difficult to tune. Merging the two holds the promise to develop efficient algorithms that generalize across diverse environments. It is however challenging in practice to find suitable hyper-parameters that govern this trade off. This paper develops a simple algorithm named P3O that interleaves off-policy updates with on-policy updates. P3O uses the effective sample size between the behavior policy and the target policy to control how far they can be from each other and does not introduce any additional hyper-parameters. Extensive experiments on the Atari-2600 and MuJoCo benchmark suites show that this simple technique is effective in reducing the sample complexity of state-of-the-art algorithms. Code to reproduce experiments in this paper is at https://github.com/rasoolfa/P3O.

Xingjian Shi, Jonas Mueller, Nick Erickson et al.

We consider the use of automated supervised learning systems for data tables that not only contain numeric/categorical columns, but one or more text fields as well. Here we assemble 18 multimodal data tables that each contain some text fields and stem from a real business application. Our publicly-available benchmark enables researchers to comprehensively evaluate their own methods for supervised learning with numeric, categorical, and text features. To ensure that any single modeling strategy which performs well over all 18 datasets will serve as a practical foundation for multimodal text/tabular AutoML, the diverse datasets in our benchmark vary greatly in: sample size, problem types (a mix of classification and regression tasks), number of features (with the number of text columns ranging from 1 to 28 between datasets), as well as how the predictive signal is decomposed between text vs. numeric/categorical features (and predictive interactions thereof). Over this benchmark, we evaluate various straightforward pipelines to model such data, including standard two-stage approaches where NLP is used to featurize the text such that AutoML for tabular data can then be applied. Compared with human data science teams, the fully automated methodology that performed best on our benchmark (stack ensembling a multimodal Transformer with various tree models) also manages to rank 1st place when fit to the raw text/tabular data in two MachineHack prediction competitions and 2nd place (out of 2380 teams) in Kaggle's Mercari Price Suggestion Challenge.

Abdul Fatir Ansari, Konstantinos Benidis, Richard Kurle et al.

Many complex time series can be effectively subdivided into distinct regimes that exhibit persistent dynamics. Discovering the switching behavior and the statistical patterns in these regimes is important for understanding the underlying dynamical system. We propose the Recurrent Explicit Duration Switching Dynamical System (RED-SDS), a flexible model that is capable of identifying both state- and time-dependent switching dynamics. State-dependent switching is enabled by a recurrent state-to-switch connection and an explicit duration count variable is used to improve the time-dependent switching behavior. We demonstrate how to perform efficient inference using a hybrid algorithm that approximates the posterior of the continuous states via an inference network and performs exact inference for the discrete switches and counts. The model is trained by maximizing a Monte Carlo lower bound of the marginal log-likelihood that can be computed efficiently as a byproduct of the inference routine. Empirical results on multiple datasets demonstrate that RED-SDS achieves considerable improvement in time series segmentation and competitive forecasting performance against the state of the art.

Gaurav Gupta, Tharun Medini, Anshumali Shrivastava et al.

Neural models have transformed the fundamental information retrieval problem of mapping a query to a giant set of items. However, the need for efficient and low latency inference forces the community to reconsider efficient approximate near-neighbor search in the item space. To this end, learning to index is gaining much interest in recent times. Methods have to trade between obtaining high accuracy while maintaining load balance and scalability in distributed settings. We propose a novel approach called IRLI (pronounced `early'), which iteratively partitions the items by learning the relevant buckets directly from the query-item relevance data. Furthermore, IRLI employs a superior power-of-$k$-choices based load balancing strategy. We mathematically show that IRLI retrieves the correct item with high probability under very natural assumptions and provides superior load balancing. IRLI surpasses the best baseline's precision on multi-label classification while being $5x$ faster on inference. For near-neighbor search tasks, the same method outperforms the state-of-the-art Learned Hashing approach NeuralLSH by requiring only ~ {1/6}^th of the candidates for the same recall. IRLI is both data and model parallel, making it ideal for distributed GPU implementation. We demonstrate this advantage by indexing 100 million dense vectors and surpassing the popular FAISS library by >10% on recall.

Rasool Fakoor, Taesup Kim, Jonas Mueller et al.

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost estimates, and revenue predictions all benefit from being able to quantify the range of possible values accurately. As such, many models have been developed for this problem over many years of research in statistics, machine learning, and related fields. Rather than proposing yet another (new) algorithm for quantile regression we adopt a meta viewpoint: we investigate methods for aggregating any number of conditional quantile models, in order to improve accuracy and robustness. We consider weighted ensembles where weights may vary over not only individual models, but also over quantile levels, and feature values. All of the models we consider in this paper can be fit using modern deep learning toolkits, and hence are widely accessible (from an implementation point of view) and scalable. To improve the accuracy of the predicted quantiles (or equivalently, prediction intervals), we develop tools for ensuring that quantiles remain monotonically ordered, and apply conformal calibration methods. These can be used without any modification of the original library of base models. We also review some basic theory surrounding quantile aggregation and related scoring rules, and contribute a few new results to this literature (for example, the fact that post sorting or post isotonic regression can only improve the weighted interval score). Finally, we provide an extensive suite of empirical comparisons across 34 data sets from two different benchmark repositories.

Rasool Fakoor, Jonas Mueller, Kavosh Asadi et al.

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL, where effective policies are learned using only a fixed offline dataset instead of online interactions with the environment. The limited data in batch RL produces inherent uncertainty in value estimates of states/actions that were insufficiently represented in the training data. This leads to particularly severe extrapolation when our candidate policies diverge from one that generated the data. We propose to mitigate this issue via two straightforward penalties: a policy-constraint to reduce this divergence and a value-constraint that discourages overly optimistic estimates. Over a comprehensive set of 32 continuous-action batch RL benchmarks, our approach compares favorably to state-of-the-art methods, regardless of how the offline data were collected.

Jiarui Jin, Kounianhua Du, Weinan Zhang et al.

Heterogeneous information network (HIN) has been widely used to characterize entities of various types and their complex relations. Recent attempts either rely on explicit path reachability to leverage path-based semantic relatedness or graph neighborhood to learn heterogeneous network representations before predictions. These weakly coupled manners overlook the rich interactions among neighbor nodes, which introduces an early summarization issue. In this paper, we propose GraphHINGE (Heterogeneous INteract and aggreGatE), which captures and aggregates the interactive patterns between each pair of nodes through their structured neighborhoods. Specifically, we first introduce Neighborhood-based Interaction (NI) module to model the interactive patterns under the same metapaths, and then extend it to Cross Neighborhood-based Interaction (CNI) module to deal with different metapaths. Next, in order to address the complexity issue on large-scale networks, we formulate the interaction modules via a convolutional framework and learn the parameters efficiently with fast Fourier transform. Furthermore, we design a novel neighborhood-based selection (NS) mechanism, a sampling strategy, to filter high-order neighborhood information based on their low-order performance. The extensive experiments on six different types of heterogeneous graphs demonstrate the performance gains by comparing with state-of-the-arts in both click-through rate prediction and top-N recommendation tasks.

Louis Abraham, Gary Becigneul, Benjamin Coleman et al.

We study the problem usually referred to as group testing in the context of COVID-19. Given n samples collected from patients, how should we select and test mixtures of samples to maximize information and minimize the number of tests? Group testing is a well-studied problem with several appealing solutions, but recent biological studies impose practical constraints for COVID-19 that are incompatible with traditional methods. Furthermore, existing methods use unnecessarily restrictive solutions, which were devised for settings with more memory and compute constraints than the problem at hand. This results in poor utility. In the new setting, we obtain strong solutions for small values of n using evolutionary strategies. We then develop a new method combining Bloom filters with belief propagation to scale to larger values of n (more than 100) with good empirical results. We also present a more accurate decoding algorithm that is tailored for specific COVID-19 settings. This work demonstrates the practical gap between dedicated algorithms and well-known generic solutions. Our efforts results in a new and practical multiplex method yielding strong empirical performance without mixing more than a chosen number of patients into the same probe. Finally, we briefly discuss adaptive methods, casting them into the framework of adaptive sub-modularity.

Jiarui Jin, Jiarui Qin, Yuchen Fang et al.

There is an influx of heterogeneous information network (HIN) based recommender systems in recent years since HIN is capable of characterizing complex graphs and contains rich semantics. Although the existing approaches have achieved performance improvement, while practical, they still face the following problems. On one hand, most existing HIN-based methods rely on explicit path reachability to leverage path-based semantic relatedness between users and items, e.g., metapath-based similarities. These methods are hard to use and integrate since path connections are sparse or noisy, and are often of different lengths. On the other hand, other graph-based methods aim to learn effective heterogeneous network representations by compressing node together with its neighborhood information into single embedding before prediction. This weakly coupled manner in modeling overlooks the rich interactions among nodes, which introduces an early summarization issue. In this paper, we propose an end-to-end Neighborhood-based Interaction Model for Recommendation (NIRec) to address the above problems. Specifically, we first analyze the significance of learning interactions in HINs and then propose a novel formulation to capture the interactive patterns between each pair of nodes through their metapath-guided neighborhoods. Then, to explore complex interactions between metapaths and deal with the learning complexity on large-scale networks, we formulate interaction in a convolutional way and learn efficiently with fast Fourier transform. The extensive experiments on four different types of heterogeneous graphs demonstrate the performance gains of NIRec comparing with state-of-the-arts. To the best of our knowledge, this is the first work providing an efficient neighborhood-based interaction model in the HIN-based recommendations.

Rasool Fakoor, Pratik Chaudhari, Alexander J. Smola

This paper prescribes a suite of techniques for off-policy Reinforcement Learning (RL) that simplify the training process and reduce the sample complexity. First, we show that simple Deterministic Policy Gradient works remarkably well as long as the overestimation bias is controlled. This is contrast to existing literature which creates sophisticated off-policy techniques. Second, we pinpoint training instabilities, typical of off-policy algorithms, to the greedy policy update step; existing solutions such as delayed policy updates do not mitigate this issue. Third, we show that ideas in the propensity estimation literature can be used to importance-sample transitions from the replay buffer and selectively update the policy to prevent deterioration of performance. We make these claims using extensive experimentation on a set of challenging MuJoCo tasks. A short video of our results can be seen at https://tinyurl.com/scs6p5m .

Rasool Fakoor, Jonas Mueller, Nick Erickson et al.

Automated machine learning (AutoML) can produce complex model ensembles by stacking, bagging, and boosting many individual models like trees, deep networks, and nearest neighbor estimators. While highly accurate, the resulting predictors are large, slow, and opaque as compared to their constituents. To improve the deployment of AutoML on tabular data, we propose FAST-DAD to distill arbitrarily complex ensemble predictors into individual models like boosted trees, random forests, and deep networks. At the heart of our approach is a data augmentation strategy based on Gibbs sampling from a self-attention pseudolikelihood estimator. Across 30 datasets spanning regression and binary/multiclass classification tasks, FAST-DAD distillation produces significantly better individual models than one obtains through standard training on the original data. Our individual distilled models are over 10x faster and more accurate than ensemble predictors produced by AutoML tools like H2O/AutoSklearn.

Yi Zhu, Zhongyue Zhang, Chongruo Wu et al.

Deep learning usually achieves the best results with complete supervision. In the case of semantic segmentation, this means that large amounts of pixelwise annotations are required to learn accurate models. In this paper, we show that we can obtain state-of-the-art results using a semi-supervised approach, specifically a self-training paradigm. We first train a teacher model on labeled data, and then generate pseudo labels on a large set of unlabeled data. Our robust training framework can digest human-annotated and pseudo labels jointly and achieve top performances on Cityscapes, CamVid and KITTI datasets while requiring significantly less supervision. We also demonstrate the effectiveness of self-training on a challenging cross-domain generalization task, outperforming conventional finetuning method by a large margin. Lastly, to alleviate the computational burden caused by the large amount of pseudo labels, we propose a fast training schedule to accelerate the training of segmentation models by up to 2x without performance degradation.

Hang Zhang, Chongruo Wu, Zhongyue Zhang et al.

It is well known that featuremap attention and multi-path representation are important for visual recognition. In this paper, we present a modularized architecture, which applies the channel-wise attention on different network branches to leverage their success in capturing cross-feature interactions and learning diverse representations. Our design results in a simple and unified computation block, which can be parameterized using only a few variables. Our model, named ResNeSt, outperforms EfficientNet in accuracy and latency trade-off on image classification. In addition, ResNeSt has achieved superior transfer learning results on several public benchmarks serving as the backbone, and has been adopted by the winning entries of COCO-LVIS challenge. The source code for complete system and pretrained models are publicly available.

Rasool Fakoor, Pratik Chaudhari, Jonas Mueller et al.

We present TraDE, a self-attention-based architecture for auto-regressive density estimation with continuous and discrete valued data. Our model is trained using a penalized maximum likelihood objective, which ensures that samples from the density estimate resemble the training data distribution. The use of self-attention means that the model need not retain conditional sufficient statistics during the auto-regressive process beyond what is needed for each covariate. On standard tabular and image data benchmarks, TraDE produces significantly better density estimates than existing approaches such as normalizing flow estimators and recurrent auto-regressive models. However log-likelihood on held-out data only partially reflects how useful these estimates are in real-world applications. In order to systematically evaluate density estimators, we present a suite of tasks such as regression using generated samples, out-of-distribution detection, and robustness to noise in the training data and demonstrate that TraDE works well in these scenarios.

Chenguang Wang, Zihao Ye, Aston Zhang et al.

Transformer has been widely used thanks to its ability to capture sequence information in an efficient way. However, recent developments, such as BERT and GPT-2, deliver only heavy architectures with a focus on effectiveness. In this paper, we explore three carefully-designed light Transformer architectures to figure out whether the Transformer with less computations could produce competitive results. Experimental results on language model benchmark datasets hint that such trade-off is promising, and the light Transformer reduces 70% parameters at best, while obtains competitive perplexity compared to standard Transformer. The source code is publicly available.

Rasool Fakoor, Pratik Chaudhari, Stefano Soatto et al.

This paper introduces Meta-Q-Learning (MQL), a new off-policy algorithm for meta-Reinforcement Learning (meta-RL). MQL builds upon three simple ideas. First, we show that Q-learning is competitive with state-of-the-art meta-RL algorithms if given access to a context variable that is a representation of the past trajectory. Second, a multi-task objective to maximize the average reward across the training tasks is an effective method to meta-train RL policies. Third, past data from the meta-training replay buffer can be recycled to adapt the policy on a new task using off-policy updates. MQL draws upon ideas in propensity estimation to do so and thereby amplifies the amount of available data for adaptation. Experiments on standard continuous-control benchmarks suggest that MQL compares favorably with the state of the art in meta-RL.

Chenguang Wang, Mu Li, Alexander J. Smola

The Transformer architecture is superior to RNN-based models in computational efficiency. Recently, GPT and BERT demonstrate the efficacy of Transformer models on various NLP tasks using pre-trained language models on large-scale corpora. Surprisingly, these Transformer architectures are suboptimal for language model itself. Neither self-attention nor the positional encoding in the Transformer is able to efficiently incorporate the word-level sequential context crucial to language modeling. In this paper, we explore effective Transformer architectures for language model, including adding additional LSTM layers to better capture the sequential context while still keeping the computation efficient. We propose Coordinate Architecture Search (CAS) to find an effective architecture through iterative refinement of the model. Experimental results on the PTB, WikiText-2, and WikiText-103 show that CAS achieves perplexities between 20.42 and 34.11 on all problems, i.e. on average an improvement of 12.0 perplexity units compared to state-of-the-art LSTMs. The source code is publicly available.

Chao-Yuan Wu, Manzil Zaheer, Hexiang Hu et al.

Training robust deep video representations has proven to be much more challenging than learning deep image representations. This is in part due to the enormous size of raw video streams and the high temporal redundancy; the true and interesting signal is often drowned in too much irrelevant data. Motivated by that the superfluous information can be reduced by up to two orders of magnitude by video compression (using H.264, HEVC, etc.), we propose to train a deep network directly on the compressed video. This representation has a higher information density, and we found the training to be easier. In addition, the signals in a compressed video provide free, albeit noisy, motion information. We propose novel techniques to use them effectively. Our approach is about 4.6 times faster than Res3D and 2.7 times faster than ResNet-152. On the task of action recognition, our approach outperforms all the other methods on the UCF-101, HMDB-51, and Charades dataset.

Xun Zheng, Manzil Zaheer, Amr Ahmed et al.

Long Short-Term Memory (LSTM) is one of the most powerful sequence models. Despite the strong performance, however, it lacks the nice interpretability as in state space models. In this paper, we present a way to combine the best of both worlds by introducing State Space LSTM (SSL) models that generalizes the earlier work \cite{zaheer2017latent} of combining topic models with LSTM. However, unlike \cite{zaheer2017latent}, we do not make any factorization assumptions in our inference algorithm. We present an efficient sampler based on sequential Monte Carlo (SMC) method that draws from the joint posterior directly. Experimental results confirms the superiority and stability of this SMC inference algorithm on a variety of domains.

Yuyu Zhang, Hanjun Dai, Zornitsa Kozareva et al.

Knowledge graph (KG) is known to be helpful for the task of question answering (QA), since it provides well-structured relational information between entities, and allows one to further infer indirect facts. However, it is challenging to build QA systems which can learn to reason over knowledge graphs based on question-answer pairs alone. First, when people ask questions, their expressions are noisy (for example, typos in texts, or variations in pronunciations), which is non-trivial for the QA system to match those mentioned entities to the knowledge graph. Second, many questions require multi-hop logic reasoning over the knowledge graph to retrieve the answers. To address these challenges, we propose a novel and unified deep learning architecture, and an end-to-end variational learning algorithm which can handle noise in questions, and learn multi-hop reasoning simultaneously. Our method achieves state-of-the-art performance on a recent benchmark dataset in the literature. We also derive a series of new benchmark datasets, including questions for multi-hop reasoning, questions paraphrased by neural translation model, and questions in human voice. Our method yields very promising results on all these challenging datasets.

Sashank J Reddi, Manzil Zaheer, Suvrit Sra et al.

A central challenge to using first-order methods for optimizing nonconvex problems is the presence of saddle points. First-order methods often get stuck at saddle points, greatly deteriorating their performance. Typically, to escape from saddles one has to use second-order methods. However, most works on second-order methods rely extensively on expensive Hessian-based computations, making them impractical in large-scale settings. To tackle this challenge, we introduce a generic framework that minimizes Hessian based computations while at the same time provably converging to second-order critical points. Our framework carefully alternates between a first-order and a second-order subroutine, using the latter only close to saddle points, and yields convergence results competitive to the state-of-the-art. Empirical results suggest that our strategy also enjoys a good practical performance.

Chao-Yuan Wu, R. Manmatha, Alexander J. Smola et al.

Deep embeddings answer one simple question: How similar are two images? Learning these embeddings is the bedrock of verification, zero-shot learning, and visual search. The most prominent approaches optimize a deep convolutional network with a suitable loss function, such as contrastive loss or triplet loss. While a rich line of work focuses solely on the loss functions, we show in this paper that selecting training examples plays an equally important role. We propose distance weighted sampling, which selects more informative and stable examples than traditional approaches. In addition, we show that a simple margin based loss is sufficient to outperform all other loss functions. We evaluate our approach on the Stanford Online Products, CAR196, and the CUB200-2011 datasets for image retrieval and clustering, and on the LFW dataset for face verification. Our method achieves state-of-the-art performance on all of them.

Hsiao-Yu Fish Tung, Chao-Yuan Wu, Manzil Zaheer et al.

Nonparametric models are versatile, albeit computationally expensive, tool for modeling mixture models. In this paper, we introduce spectral methods for the two most popular nonparametric models: the Indian Buffet Process (IBP) and the Hierarchical Dirichlet Process (HDP). We show that using spectral methods for the inference of nonparametric models are computationally and statistically efficient. In particular, we derive the lower-order moments of the IBP and the HDP, propose spectral algorithms for both models, and provide reconstruction guarantees for the algorithms. For the HDP, we further show that applying hierarchical models on dataset with hierarchical structure, which can be solved with the generalized spectral HDP, produces better solutions to that of flat models regarding likelihood performance.

Manzil Zaheer, Satwik Kottur, Siamak Ravanbakhsh et al.

We study the problem of designing models for machine learning tasks defined on \emph{sets}. In contrast to traditional approach of operating on fixed dimensional vectors, we consider objective functions defined on sets that are invariant to permutations. Such problems are widespread, ranging from estimation of population statistics \cite{poczos13aistats}, to anomaly detection in piezometer data of embankment dams \cite{Jung15Exploration}, to cosmology \cite{Ntampaka16Dynamical,Ravanbakhsh16ICML1}. Our main theorem characterizes the permutation invariant functions and provides a family of functions to which any permutation invariant objective function must belong. This family of functions has a special structure which enables us to design a deep network architecture that can operate on sets and which can be deployed on a variety of scenarios including both unsupervised and supervised learning tasks. We also derive the necessary and sufficient conditions for permutation equivariance in deep models. We demonstrate the applicability of our method on population statistic estimation, point cloud classification, set expansion, and outlier detection.

Ziqi Liu, Alexander J. Smola, Kyle Soska et al.

In this paper we describe an algorithm for estimating the provenance of hacks on websites. That is, given properties of sites and the temporal occurrence of attacks, we are able to attribute individual attacks to joint causes and vulnerabilities, as well as estimating the evolution of these vulnerabilities over time. Specifically, we use hazard regression with a time-varying additive hazard function parameterized in a generalized linear form. The activation coefficients on each feature are continuous-time functions over time. We formulate the problem of learning these functions as a constrained variational maximum likelihood estimation problem with total variation penalty and show that the optimal solution is a 0th order spline (a piecewise constant function) with a finite number of known knots. This allows the inference problem to be solved efficiently and at scale by solving a finite dimensional optimization problem. Extensive experiments on real data sets show that our method significantly outperforms Cox's proportional hazard model. We also conduct a case study and verify that the fitted functions are indeed recovering vulnerable features and real-life events such as the release of code to exploit these features in hacker blogs.

Sashank J. Reddi, Jakub Konečný, Peter Richtárik et al.

In this paper, we present two new communication-efficient methods for distributed minimization of an average of functions. The first algorithm is an inexact variant of the DANE algorithm that allows any local algorithm to return an approximate solution to a local subproblem. We show that such a strategy does not affect the theoretical guarantees of DANE significantly. In fact, our approach can be viewed as a robustification strategy since the method is substantially better behaved than DANE on data partition arising in practice. It is well known that DANE algorithm does not match the communication complexity lower bounds. To bridge this gap, we propose an accelerated variant of the first method, called AIDE, that not only matches the communication lower bounds but can also be implemented using a purely first-order oracle. Our empirical results show that AIDE is superior to other communication efficient algorithms in settings that naturally arise in machine learning applications.

Sashank J. Reddi, Suvrit Sra, Barnabas Poczos et al.

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem is very limited. For example, it is not known whether the proximal stochastic gradient method with constant minibatch converges to a stationary point. To tackle this issue, we develop fast stochastic algorithms that provably converge to a stationary point for constant minibatches. Furthermore, using a variant of these algorithms, we show provably faster convergence than batch proximal gradient descent. Finally, we prove global linear convergence rate for an interesting subclass of nonsmooth nonconvex functions, that subsumes several recent works. This paper builds upon our recent series of papers on fast stochastic methods for smooth nonconvex optimization [22, 23], with a novel analysis for nonconvex and nonsmooth functions.

Sashank J. Reddi, Suvrit Sra, Barnabas Poczos et al.

We analyze a fast incremental aggregated gradient method for optimizing nonconvex problems of the form $\min_x \sum_i f_i(x)$. Specifically, we analyze the SAGA algorithm within an Incremental First-order Oracle framework, and show that it converges to a stationary point provably faster than both gradient descent and stochastic gradient descent. We also discuss a Polyak's special class of nonconvex problems for which SAGA converges at a linear rate to the global optimum. Finally, we analyze the practically valuable regularized and minibatch variants of SAGA. To our knowledge, this paper presents the first analysis of fast convergence for an incremental aggregated gradient method for nonconvex problems.

Chao-Yuan Wu, Alex Beutel, Amr Ahmed et al.

Understanding a user's motivations provides valuable information beyond the ability to recommend items. Quite often this can be accomplished by perusing both ratings and review texts, since it is the latter where the reasoning for specific preferences is explicitly expressed. Unfortunately matrix factorization approaches to recommendation result in large, complex models that are difficult to interpret and give recommendations that are hard to clearly explain to users. In contrast, in this paper, we attack this problem through succinct additive co-clustering. We devise a novel Bayesian technique for summing co-clusterings of Poisson distributions. With this novel technique we propose a new Bayesian model for joint collaborative filtering of ratings and text reviews through a sum of simple co-clusterings. The simple structure of our model yields easily interpretable recommendations. Even with a simple, succinct structure, our model outperforms competitors in terms of predicting ratings with reviews.

Suvrit Sra, Adams Wei Yu, Mu Li et al.

We study distributed stochastic convex optimization under the delayed gradient model where the server nodes perform parameter updates, while the worker nodes compute stochastic gradients. We discuss, analyze, and experiment with a setup motivated by the behavior of real-world distributed computation networks, where the machines are differently slow at different time. Therefore, we allow the parameter updates to be sensitive to the actual delays experienced, rather than to worst-case bounds on the maximum delay. This sensitivity leads to larger stepsizes, that can help gain rapid initial convergence without having to wait too long for slower machines, while maintaining the same asymptotic complexity. We obtain encouraging improvements to overall convergence for distributed experiments on real datasets with up to billions of examples and features.

Mu Li, Dave G. Andersen, Alexander J. Smola

Distributed computing excels at processing large scale data, but the communication cost for synchronizing the shared parameters may slow down the overall performance. Fortunately, the interactions between parameter and data in many problems are sparse, which admits efficient partition in order to reduce the communication overhead. In this paper, we formulate data placement as a graph partitioning problem. We propose a distributed partitioning algorithm. We give both theoretical guarantees and a highly efficient implementation. We also provide a highly efficient implementation of the algorithm and demonstrate its promising results on both text datasets and social networks. We show that the proposed algorithm leads to 1.6x speedup of a state-of-the-start distributed machine learning system by eliminating 90\% of the network communication.

Ziqi Liu, Yu-Xiang Wang, Alexander J. Smola

Differentially private collaborative filtering is a challenging task, both in terms of accuracy and speed. We present a simple algorithm that is provably differentially private, while offering good performance, using a novel connection of differential privacy to Bayesian posterior sampling via Stochastic Gradient Langevin Dynamics. Due to its simplicity the algorithm lends itself to efficient implementation. By careful systems design and by exploiting the power law behavior of the data to maximize CPU cache bandwidth we are able to generate 1024 dimensional models at a rate of 8.5 million recommendations per second on a single PC.

Alex Beutel, Amr Ahmed, Alexander J. Smola

Matrix completion and approximation are popular tools to capture a user's preferences for recommendation and to approximate missing data. Instead of using low-rank factorization we take a drastically different approach, based on the simple insight that an additive model of co-clusterings allows one to approximate matrices efficiently. This allows us to build a concise model that, per bit of model learned, significantly beats all factorization approaches to matrix approximation. Even more surprisingly, we find that summing over small co-clusterings is more effective in modeling matrices than classic co-clustering, which uses just one large partitioning of the matrix. Following Occam's razor principle suggests that the simple structure induced by our model better captures the latent preferences and decision making processes present in the real world than classic co-clustering or matrix factorization. We provide an iterative minimization algorithm, a collapsed Gibbs sampler, theoretical guarantees for matrix approximation, and excellent empirical evidence for the efficacy of our approach. We achieve state-of-the-art results on the Netflix problem with a fraction of the model complexity.

Zichao Yang, Alexander J. Smola, Le Song et al.

Kernel methods have great promise for learning rich statistical representations of large modern datasets. However, compared to neural networks, kernel methods have been perceived as lacking in scalability and flexibility. We introduce a family of fast, flexible, lightly parametrized and general purpose kernel learning methods, derived from Fastfood basis function expansions. We provide mechanisms to learn the properties of groups of spectral frequencies in these expansions, which require only O(mlogd) time and O(m) memory, for m basis functions and d input dimensions. We show that the proposed methods can learn a wide class of kernels, outperforming the alternatives in accuracy, speed, and memory consumption.

Quoc Viet Le, Tamas Sarlos, Alexander Johannes Smola

Despite their successes, what makes kernel methods difficult to use in many large scale problems is the fact that storing and computing the decision function is typically expensive, especially at prediction time. In this paper, we overcome this difficulty by proposing Fastfood, an approximation that accelerates such computation significantly. Key to Fastfood is the observation that Hadamard matrices, when combined with diagonal Gaussian matrices, exhibit properties similar to dense Gaussian random matrices. Yet unlike the latter, Hadamard and diagonal matrices are inexpensive to multiply and store. These two matrices can be used in lieu of Gaussian matrices in Random Kitchen Sinks proposed by Rahimi and Recht (2009) and thereby speeding up the computation for a large range of kernel functions. Specifically, Fastfood requires O(n log d) time and O(n) storage to compute n non-linear basis functions in d dimensions, a significant improvement from O(nd) computation and storage, without sacrificing accuracy. Our method applies to any translation invariant and any dot-product kernel, such as the popular RBF kernels and polynomial kernels. We prove that the approximation is unbiased and has low variance. Experiments show that we achieve similar accuracy to full kernel expansions and Random Kitchen Sinks while being 100x faster and using 1000x less memory. These improvements, especially in terms of memory usage, make kernel methods more practical for applications that have large training sets and/or require real-time prediction.

Nando de Freitas, Alex Smola, Masrour Zoghi

This paper analyses the problem of Gaussian process (GP) bandits with deterministic observations. The analysis uses a branch and bound algorithm that is related to the UCB algorithm of (Srinivas et al., 2010). For GPs with Gaussian observation noise, with variance strictly greater than zero, (Srinivas et al., 2010) proved that the regret vanishes at the approximate rate of $O(\frac{1}{\sqrt{t}})$, where t is the number of observations. To complement their result, we attack the deterministic case and attain a much faster exponential convergence rate. Under some regularity assumptions, we show that the regret decreases asymptotically according to $O(e^{-\frac{τt}{(\ln t)^{d/4}}})$ with high probability. Here, d is the dimension of the search space and $τ$ is a constant that depends on the behaviour of the objective function near its global maximum.