Vu Nguyen

Xingchen Wan, Cong Lu, Jack Parker-Holder et al. · deepmind, oxford

Reinforcement learning (RL) offers the potential for training generally capable agents that can interact autonomously in the real world. However, one key limitation is the brittleness of RL algorithms to core hyperparameters and network architecture choice. Furthermore, non-stationarities such as evolving training data and increased agent complexity mean that different hyperparameters and architectures may be optimal at different points of training. This motivates AutoRL, a class of methods seeking to automate these design choices. One prominent class of AutoRL methods is Population-Based Training (PBT), which have led to impressive performance in several large scale settings. In this paper, we introduce two new innovations in PBT-style methods. First, we employ trust-region based Bayesian Optimization, enabling full coverage of the high-dimensional mixed hyperparameter search space. Second, we show that using a generational approach, we can also learn both architectures and hyperparameters jointly on-the-fly in a single training run. Leveraging the new highly parallelizable Brax physics engine, we show that these innovations lead to large performance gains, significantly outperforming the tuned baseline while learning entire configurations on the fly. Code is available at https://github.com/xingchenwan/bgpbt.

Jingyi Xu, Hieu Le, Vu Nguyen et al.

Class-agnostic object counting aims to count object instances of an arbitrary class at test time. It is challenging but also enables many potential applications. Current methods require human-annotated exemplars as inputs which are often unavailable for novel categories, especially for autonomous systems. Thus, we propose zero-shot object counting (ZSC), a new setting where only the class name is available during test time. Such a counting system does not require human annotators in the loop and can operate automatically. Starting from a class name, we propose a method that can accurately identify the optimal patches which can then be used as counting exemplars. Specifically, we first construct a class prototype to select the patches that are likely to contain the objects of interest, namely class-relevant patches. Furthermore, we introduce a model that can quantitatively measure how suitable an arbitrary patch is as a counting exemplar. By applying this model to all the candidate patches, we can select the most suitable patches as exemplars for counting. Experimental results on a recent class-agnostic counting dataset, FSC-147, validate the effectiveness of our method. Code is available at https://github.com/cvlab-stonybrook/zero-shot-counting

Vu Nguyen, Hisham Husain, Sachin Farfade et al.

Semi-supervised learning is a critical tool in reducing machine learning's dependence on labeled data. It has been successfully applied to structured data, such as images and natural language, by exploiting the inherent spatial and semantic structure therein with pretrained models or data augmentation. These methods are not applicable, however, when the data does not have the appropriate structure, or invariances. Due to their simplicity, pseudo-labeling (PL) methods can be widely used without any domain assumptions. However, the greedy mechanism in PL is sensitive to a threshold and can perform poorly if wrong assignments are made due to overconfidence. This paper studies theoretically the role of uncertainty to pseudo-labeling and proposes Confident Sinkhorn Allocation (CSA), which identifies the best pseudo-label allocation via optimal transport to only samples with high confidence scores. CSA outperforms the current state-of-the-art in this practically important area of semi-supervised learning. Additionally, we propose to use the Integral Probability Metrics to extend and improve the existing PACBayes bound which relies on the Kullback-Leibler (KL) divergence, for ensemble models. Our code is publicly available at https://github.com/amzn/confident-sinkhorn-allocation.

Hisham Husain, Vu Nguyen, Anton van den Hengel

The study of robustness has received much attention due to its inevitability in data-driven settings where many systems face uncertainty. One such example of concern is Bayesian Optimization (BO), where uncertainty is multi-faceted, yet there only exists a limited number of works dedicated to this direction. In particular, there is the work of Kirschner et al. (2020), which bridges the existing literature of Distributionally Robust Optimization (DRO) by casting the BO problem from the lens of DRO. While this work is pioneering, it admittedly suffers from various practical shortcomings such as finite contexts assumptions, leaving behind the main question Can one devise a computationally tractable algorithm for solving this DRO-BO problem? In this work, we tackle this question to a large degree of generality by considering robustness against data-shift in $\varphi$-divergences, which subsumes many popular choices, such as the $χ^2$-divergence, Total Variation, and the extant Kullback-Leibler (KL) divergence. We show that the DRO-BO problem in this setting is equivalent to a finite-dimensional optimization problem which, even in the continuous context setting, can be easily implemented with provable sublinear regret bounds. We then show experimentally that our method surpasses existing methods, attesting to the theoretical results.

Masaki Adachi, Satoshi Hayakawa, Martin Jørgensen et al. · oxford

Active learning parallelization is widely used, but typically relies on fixing the batch size throughout experimentation. This fixed approach is inefficient because of a dynamic trade-off between cost and speed -- larger batches are more costly, smaller batches lead to slower wall-clock run-times -- and the trade-off may change over the run (larger batches are often preferable earlier). To address this trade-off, we propose a novel Probabilistic Numerics framework that adaptively changes batch sizes. By framing batch selection as a quadrature task, our integration-error-aware algorithm facilitates the automatic tuning of batch sizes to meet predefined quadrature precision objectives, akin to how typical optimizers terminate based on convergence thresholds. This approach obviates the necessity for exhaustive searches across all potential batch sizes. We also extend this to scenarios with constrained active learning and constrained optimization, interpreting constraint violations as reductions in the precision requirement, to subsequently adapt batch construction. Through extensive experiments, we demonstrate that our approach significantly enhances learning efficiency and flexibility in diverse Bayesian batch active learning and Bayesian optimization applications.

Huong Ha, Vu Nguyen, Hung Tran-The et al.

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter values, which are usually unknown in advance and need to be estimated from the observed data. However, in practice, these estimations could be incorrect due to biased data sampling strategies used in BO. This can lead to degraded performance and break the sub-linear global convergence guarantee of BO. To address this issue, we propose a new BO method that can sub-linearly converge to the objective function's global optimum even when the true GP hyperparameters are unknown in advance and need to be estimated from the observed data. Our method uses a multi-armed bandit technique (EXP3) to add random data points to the BO process, and employs a novel training loss function for the GP hyperparameter estimation process that ensures consistent estimation. We further provide theoretical analysis of our proposed method. Finally, we demonstrate empirically that our method outperforms existing approaches on various synthetic and real-world problems.

Yixin Liu, Thalaiyasingam Ajanthan, Hisham Husain et al.

The ubiquity of missing data has sparked considerable attention and focus on tabular data imputation methods. Diffusion models, recognized as the cutting-edge technique for data generation, demonstrate significant potential in tabular data imputation tasks. However, in pursuit of diversity, vanilla diffusion models often exhibit sensitivity to initialized noises, which hinders the models from generating stable and accurate imputation results. Additionally, the sparsity inherent in tabular data poses challenges for diffusion models in accurately modeling the data manifold, impacting the robustness of these models for data imputation. To tackle these challenges, this paper introduces an advanced diffusion model named Self-supervised imputation Diffusion Model (SimpDM for brevity), specifically tailored for tabular data imputation tasks. To mitigate sensitivity to noise, we introduce a self-supervised alignment mechanism that aims to regularize the model, ensuring consistent and stable imputation predictions. Furthermore, we introduce a carefully devised state-dependent data augmentation strategy within SimpDM, enhancing the robustness of the diffusion model when dealing with limited data. Extensive experiments demonstrate that SimpDM matches or outperforms state-of-the-art imputation methods across various scenarios.

Tung-Long Vuong, Julien Monteil, Hien Dang et al.

Variational Autoencoders (VAEs) are a powerful alternative to matrix factorization for recommendation. A common technique in VAE-based collaborative filtering (CF) consists in applying binary input masking to user interaction vectors, which improves performance but remains underexplored theoretically. In this work, we analyze how collaboration arises in VAE-based CF and show it is governed by latent proximity: we derive a latent sharing radius that informs when an SGD update on one user strictly reduces the loss on another user, with influence decaying as the latent Wasserstein distance increases. We further study the induced geometry: with clean inputs, VAE-based CF primarily exploits \emph{local} collaboration between input-similar users and under-utilizes global collaboration between far-but-related users. We compare two mechanisms that encourage \emph{global} mixing and characterize their trade-offs: (1) $β$-KL regularization directly tightens the information bottleneck, promoting posterior overlap but risking representational collapse if too large; (2) input masking induces stochastic geometric contractions and expansions, which can bring distant users onto the same latent neighborhood but also introduce neighborhood drift. To preserve user identity while enabling global consistency, we propose an anchor regularizer that aligns user posteriors with item embeddings, stabilizing users under masking and facilitating signal sharing across related items. Our analyses are validated on the Netflix, MovieLens-20M, and Million Song datasets. We also successfully deployed our proposed algorithm on an Amazon streaming platform following a successful online experiment.

Dao Sy Duy Minh, Tran Chi Nguyen, Trung Kiet Huynh et al.

We present MEMRES, an agentic system for Python dependency resolution that introduces a multi-level confidence cascade where the LLM serves as the last resort. Our system combines: (1) a Self-Evolving Memory that accumulates reusable resolution patterns via tips and shortcuts; (2) an Error Pattern Knowledge Base with 200+ curated import-to-package mappings; (3) a Semantic Import Analyzer; and (4) a Python 2 heuristic detector resolving the largest failure category. On HG2.9K using Gemma-2 9B (10 GB VRAM). MEMRES resolves 2503 of 2890 (86.6%, 10-run average) snippets, combining intra-session memory with our confidence cascade for the remainder. This already exceeds PLLM's 54.7% overall success rate by a wide margin.

Lam Pham, Khoi Vu, Dat Tran et al.

In this paper, we propose a deep-learning framework for environmental sound deepfake detection (ESDD) -- the task of identifying whether the sound scene and sound event in an input audio recording is fake or not. To this end, we conducted extensive experiments to explore how individual spectrograms, a wide range of network architectures and pre-trained models, ensemble of spectrograms or network architectures affect the ESDD task performance. The experimental results on the benchmark datasets of EnvSDD and ESDD-Challenge-TestSet indicate that detecting deepfake audio of sound scene and detecting deepfake audio of sound event should be considered as individual tasks. We also indicate that the approach of finetuning a pre-trained model is more effective compared with training a model from scratch for the ESDD task. Eventually, our best model, which was finetuned from the pre-trained WavLM model with the proposed three-stage training strategy, achieve the Accuracy of 0.98, F1 Score of 0.95, AuC of 0.99 on EnvSDD Test subset and the Accuracy of 0.88, F1 Score of 0.77, and AuC of 0.92 on ESDD-Challenge-TestSet dataset.

Lam Ngo, Huong Ha, Jeffrey Chan et al.

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a promising solution is to use a local search strategy that partitions the search domain into local regions with high likelihood of containing the global optimum, and then use BO to optimize the objective function within these regions. In this paper, we propose a novel technique for defining the local regions using the Covariance Matrix Adaptation (CMA) strategy. Specifically, we use CMA to learn a search distribution that can estimate the probabilities of data points being the global optimum of the objective function. Based on this search distribution, we then define the local regions consisting of data points with high probabilities of being the global optimum. Our approach serves as a meta-algorithm as it can incorporate existing black-box BO optimizers, such as BO, TuRBO, and BAxUS, to find the global optimum of the objective function within our derived local regions. We evaluate our proposed method on various benchmark synthetic and real-world problems. The results demonstrate that our method outperforms existing state-of-the-art techniques.

Vu Viet Hoang, Hung The Tran, Sunil Gupta et al.

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale to high-dimensional problems. Existing work has adopted a variable selection strategy to select and optimize only a subset of variables iteratively. Although this approach can mitigate the high-dimensional challenge in BO, it still leads to sample inefficiency. To address this issue, we introduce a novel method that identifies important variables by estimating the length scales of Gaussian process kernels. Next, we construct an effective search region consisting of multiple subspaces and optimize the acquisition function within this region, focusing on only the important variables. We demonstrate that our proposed method achieves cumulative regret with a sublinear growth rate in the worst case while maintaining computational efficiency. Experiments on high-dimensional synthetic functions and real-world problems show that our method achieves state-of-the-art performance.

Vu Nguyen, Andrey Kan

The problem of relevant and diverse subset selection has a wide range of applications, including recommender systems and retrieval-augmented generation (RAG). For example, in recommender systems, one is interested in selecting relevant items, while providing a diversified recommendation. Constrained subset selection problem is NP-hard, and popular approaches such as Maximum Marginal Relevance (MMR) are based on greedy selection. Many real-world applications involve large data, but the original MMR work did not consider distributed selection. This limitation was later addressed by a method called DGDS which allows for a distributed setting using random data partitioning. Here, we exploit structure in the data to further improve both scalability and performance on the target application. We propose MUSS, a novel method that uses a multilevel approach to relevant and diverse selection. In a recommender system application, our method can not only improve the performance up to $4$ percent points in precision, but is also $20$ to $80$ times faster. Our method is also capable of outperforming baselines on RAG-based question answering accuracy. We present a novel theoretical approach for analyzing this type of problems, and show that our method achieves a constant factor approximation of the optimal objective. Moreover, our analysis also resulted in a $\times 2$ tighter bound for DGDS compared to previously known bound.

Samuel Kessler, Tam Le, Vu Nguyen

Selecting data for training machine learning models is crucial since large, web-scraped, real datasets contain noisy artifacts that affect the quality and relevance of individual data points. These noisy artifacts will impact model performance. We formulate this problem as a data valuation task, assigning a value to data points in the training set according to how similar or dissimilar they are to a clean and curated validation set. Recently, LAVA demonstrated the use of optimal transport (OT) between a large noisy training dataset and a clean validation set, to value training data efficiently, without the dependency on model performance. However, the LAVA algorithm requires the entire dataset as an input, this limits its application to larger datasets. Inspired by the scalability of stochastic (gradient) approaches which carry out computations on batches of data points instead of the entire dataset, we analogously propose SAVA, a scalable variant of LAVA with its computation on batches of data points. Intuitively, SAVA follows the same scheme as LAVA which leverages the hierarchically defined OT for data valuation. However, while LAVA processes the whole dataset, SAVA divides the dataset into batches of data points, and carries out the OT problem computation on those batches. Moreover, our theoretical derivations on the trade-off of using entropic regularization for OT problems include refinements of prior work. We perform extensive experiments, to demonstrate that SAVA can scale to large datasets with millions of data points and does not trade off data valuation performance.

Alexander Long, Wei Yin, Thalaiyasingam Ajanthan et al.

We introduce Retrieval Augmented Classification (RAC), a generic approach to augmenting standard image classification pipelines with an explicit retrieval module. RAC consists of a standard base image encoder fused with a parallel retrieval branch that queries a non-parametric external memory of pre-encoded images and associated text snippets. We apply RAC to the problem of long-tail classification and demonstrate a significant improvement over previous state-of-the-art on Places365-LT and iNaturalist-2018 (14.5% and 6.7% respectively), despite using only the training datasets themselves as the external information source. We demonstrate that RAC's retrieval module, without prompting, learns a high level of accuracy on tail classes. This, in turn, frees the base encoder to focus on common classes, and improve its performance thereon. RAC represents an alternative approach to utilizing large, pretrained models without requiring fine-tuning, as well as a first step towards more effectively making use of external memory within common computer vision architectures.

Jack Parker-Holder, Raghu Rajan, Xingyou Song et al.

The combination of Reinforcement Learning (RL) with deep learning has led to a series of impressive feats, with many believing (deep) RL provides a path towards generally capable agents. However, the success of RL agents is often highly sensitive to design choices in the training process, which may require tedious and error-prone manual tuning. This makes it challenging to use RL for new problems, while also limits its full potential. In many other areas of machine learning, AutoML has shown it is possible to automate such design choices and has also yielded promising initial results when applied to RL. However, Automated Reinforcement Learning (AutoRL) involves not only standard applications of AutoML but also includes additional challenges unique to RL, that naturally produce a different set of methods. As such, AutoRL has been emerging as an important area of research in RL, providing promise in a variety of applications from RNA design to playing games such as Go. Given the diversity of methods and environments considered in RL, much of the research has been conducted in distinct subfields, ranging from meta-learning to evolution. In this survey we seek to unify the field of AutoRL, we provide a common taxonomy, discuss each area in detail and pose open problems which would be of interest to researchers going forward.

Vu Nguyen, Marc Peter Deisenroth, Michael A. Osborne

Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More specifically, we propose the first use of such bounds to improve Gaussian process (GP) posterior sampling and Bayesian optimization (BO). That is, we transform a GP model satisfying the given bounds, and then sample and weight functions from its posterior. To further exploit these bounds in BO settings, we present bounded entropy search (BES) to select the point gaining the most information about the underlying function, estimated by the GP samples, while satisfying the output constraints. We characterize the sample variance bounds and show that the decision made by BES is explainable. Our proposed approach is conceptually straightforward and can be used as a plug in extension to existing methods for GP posterior sampling and Bayesian optimization.

Maximilian Ahrens, Julian Ashwin, Jan-Peter Calliess et al.

Causal inference using observational text data is becoming increasingly popular in many research areas. This paper presents the Bayesian Topic Regression (BTR) model that uses both text and numerical information to model an outcome variable. It allows estimation of both discrete and continuous treatment effects. Furthermore, it allows for the inclusion of additional numerical confounding factors next to text data. To this end, we combine a supervised Bayesian topic model with a Bayesian regression framework and perform supervised representation learning for the text features jointly with the regression parameter training, respecting the Frisch-Waugh-Lovell theorem. Our paper makes two main contributions. First, we provide a regression framework that allows causal inference in settings when both text and numerical confounders are of relevance. We show with synthetic and semi-synthetic datasets that our joint approach recovers ground truth with lower bias than any benchmark model, when text and numerical features are correlated. Second, experiments on two real-world datasets demonstrate that a joint and supervised learning strategy also yields superior prediction results compared to strategies that estimate regression weights for text and non-text features separately, being even competitive with more complex deep neural networks.

Jack Parker-Holder, Vu Nguyen, Shaan Desai et al.

Despite a series of recent successes in reinforcement learning (RL), many RL algorithms remain sensitive to hyperparameters. As such, there has recently been interest in the field of AutoRL, which seeks to automate design decisions to create more general algorithms. Recent work suggests that population based approaches may be effective AutoRL algorithms, by learning hyperparameter schedules on the fly. In particular, the PB2 algorithm is able to achieve strong performance in RL tasks by formulating online hyperparameter optimization as time varying GP-bandit problem, while also providing theoretical guarantees. However, PB2 is only designed to work for continuous hyperparameters, which severely limits its utility in practice. In this paper we introduce a new (provably) efficient hierarchical approach for optimizing both continuous and categorical variables, using a new time-varying bandit algorithm specifically designed for the population based training regime. We evaluate our approach on the challenging Procgen benchmark, where we show that explicitly modelling dependence between data augmentation and other hyperparameters improves generalization.

Xingchen Wan, Vu Nguyen, Huong Ha et al.

High-dimensional black-box optimisation remains an important yet notoriously challenging problem. Despite the success of Bayesian optimisation methods on continuous domains, domains that are categorical, or that mix continuous and categorical variables, remain challenging. We propose a novel solution -- we combine local optimisation with a tailored kernel design, effectively handling high-dimensional categorical and mixed search spaces, whilst retaining sample efficiency. We further derive convergence guarantee for the proposed approach. Finally, we demonstrate empirically that our method outperforms the current baselines on a variety of synthetic and real-world tasks in terms of performance, computational costs, or both.

Vu Nguyen, Vaden Masrani, Rob Brekelmans et al.

Achieving the full promise of the Thermodynamic Variational Objective (TVO), a recently proposed variational lower bound on the log evidence involving a one-dimensional Riemann integral approximation, requires choosing a "schedule" of sorted discretization points. This paper introduces a bespoke Gaussian process bandit optimization method for automatically choosing these points. Our approach not only automates their one-time selection, but also dynamically adapts their positions over the course of optimization, leading to improved model learning and inference. We provide theoretical guarantees that our bandit optimization converges to the regret-minimizing choice of integration points. Empirical validation of our algorithm is provided in terms of improved learning and inference in Variational Autoencoders and Sigmoid Belief Networks.

Vu Nguyen, Tam Le, Makoto Yamada et al.

Neural architecture search (NAS) automates the design of deep neural networks. One of the main challenges in searching complex and non-continuous architectures is to compare the similarity of networks that the conventional Euclidean metric may fail to capture. Optimal transport (OT) is resilient to such complex structure by considering the minimal cost for transporting a network into another. However, the OT is generally not negative definite which may limit its ability to build the positive-definite kernels required in many kernel-dependent frameworks. Building upon tree-Wasserstein (TW), which is a negative definite variant of OT, we develop a novel discrepancy for neural architectures, and demonstrate it within a Gaussian process surrogate model for the sequential NAS settings. Furthermore, we derive a novel parallel NAS, using quality k-determinantal point process on the GP posterior, to select diverse and high-performing architectures from a discrete set of candidates. Empirically, we demonstrate that our TW-based approaches outperform other baselines in both sequential and parallel NAS.

Cheng Li, Sunil Gupta, Santu Rana et al.

Scientific experiments are usually expensive due to complex experimental preparation and processing. Experimental design is therefore involved with the task of finding the optimal experimental input that results in the desirable output by using as few experiments as possible. Experimenters can often acquire the knowledge about the location of the global optimum. However, they do not know how to exploit this knowledge to accelerate experimental design. In this paper, we adopt the technique of Bayesian optimization for experimental design since Bayesian optimization has established itself as an efficient tool for optimizing expensive black-box functions. Again, it is unknown how to incorporate the expert prior knowledge about the global optimum into Bayesian optimization process. To address it, we represent the expert knowledge about the global optimum via placing a prior distribution on it and we then derive its posterior distribution. An efficient Bayesian optimization approach has been proposed via posterior sampling on the posterior distribution of the global optimum. We theoretically analyze the convergence of the proposed algorithm and discuss the robustness of incorporating expert prior. We evaluate the efficiency of our algorithm by optimizing synthetic functions and tuning hyperparameters of classifiers along with a real-world experiment on the synthesis of short polymer fiber. The results clearly demonstrate the advantages of our proposed method.

Jack Parker-Holder, Vu Nguyen, Stephen Roberts

Many of the recent triumphs in machine learning are dependent on well-tuned hyperparameters. This is particularly prominent in reinforcement learning (RL) where a small change in the configuration can lead to failure. Despite the importance of tuning hyperparameters, it remains expensive and is often done in a naive and laborious way. A recent solution to this problem is Population Based Training (PBT) which updates both weights and hyperparameters in a single training run of a population of agents. PBT has been shown to be particularly effective in RL, leading to widespread use in the field. However, PBT lacks theoretical guarantees since it relies on random heuristics to explore the hyperparameter space. This inefficiency means it typically requires vast computational resources, which is prohibitive for many small and medium sized labs. In this work, we introduce the first provably efficient PBT-style algorithm, Population-Based Bandits (PB2). PB2 uses a probabilistic model to guide the search in an efficient way, making it possible to discover high performing hyperparameter configurations with far fewer agents than typically required by PBT. We show in a series of RL experiments that PB2 is able to achieve high performance with a modest computational budget.

Samuel Kessler, Vu Nguyen, Stefan Zohren et al.

We place an Indian Buffet process (IBP) prior over the structure of a Bayesian Neural Network (BNN), thus allowing the complexity of the BNN to increase and decrease automatically. We further extend this model such that the prior on the structure of each hidden layer is shared globally across all layers, using a Hierarchical-IBP (H-IBP). We apply this model to the problem of resource allocation in Continual Learning (CL) where new tasks occur and the network requires extra resources. Our model uses online variational inference with reparameterisation of the Bernoulli and Beta distributions, which constitute the IBP and H-IBP priors. As we automatically learn the number of weights in each layer of the BNN, overfitting and underfitting problems are largely overcome. We show empirically that our approach offers a competitive edge over existing methods in CL.

Vu Nguyen, Sebastian Schulze, Michael A Osborne

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence. Traditional tuning algorithms only consider the final performance of hyperparameters acquired after many expensive iterations and ignore intermediate information from earlier training steps. In this paper, we present a Bayesian optimization (BO) approach which exploits the iterative structure of learning algorithms for efficient hyperparameter tuning. We propose to learn an evaluation function compressing learning progress at any stage of the training process into a single numeric score according to both training success and stability. Our BO framework is then balancing the benefit of assessing a hyperparameter setting over additional training steps against their computation cost. We further increase model efficiency by selectively including scores from different training steps for any evaluated hyperparameter set. We demonstrate the efficiency of our algorithm by tuning hyperparameters for the training of deep reinforcement learning agents and convolutional neural networks. Our algorithm outperforms all existing baselines in identifying optimal hyperparameters in minimal time.

Cheng Li, Santu Rana, Sunil Gupta et al.

Experimental design is a process of obtaining a product with target property via experimentation. Bayesian optimization offers a sample-efficient tool for experimental design when experiments are expensive. Often, expert experimenters have 'hunches' about the behavior of the experimental system, offering potentials to further improve the efficiency. In this paper, we consider per-variable monotonic trend in the underlying property that results in a unimodal trend in those variables for a target value optimization. For example, sweetness of a candy is monotonic to the sugar content. However, to obtain a target sweetness, the utility of the sugar content becomes a unimodal function, which peaks at the value giving the target sweetness and falls off both ways. In this paper, we propose a novel method to solve such problems that achieves two main objectives: a) the monotonicity information is used to the fullest extent possible, whilst ensuring that b) the convergence guarantee remains intact. This is achieved by a two-stage Gaussian process modeling, where the first stage uses the monotonicity trend to model the underlying property, and the second stage uses `virtual' samples, sampled from the first, to model the target value optimization function. The process is made theoretically consistent by adding appropriate adjustment factor in the posterior computation, necessitated because of using the `virtual' samples. The proposed method is evaluated through both simulations and real world experimental design problems of a) new short polymer fiber with the target length, and b) designing of a new three dimensional porous scaffolding with a target porosity. In all scenarios our method demonstrates faster convergence than the basic Bayesian optimization approach not using such `hunches'.

Binxin Ru, Ahsan S. Alvi, Vu Nguyen et al.

Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which combines the strengths of multi-armed bandits and Bayesian optimisation to select values for both categorical and continuous inputs. We model this mixed-type space using a Gaussian Process kernel, designed to allow sharing of information across multiple categorical variables, each with multiple possible values; this allows CoCaBO to leverage all available data efficiently. We extend our method to the batch setting and propose an efficient selection procedure that dynamically balances exploration and exploitation whilst encouraging batch diversity. We demonstrate empirically that our method outperforms existing approaches on both synthetic and real-world optimisation tasks with continuous and categorical inputs.

Vu Nguyen, Michael A. Osborne

Bayesian optimization has demonstrated impressive success in finding the optimum input x* and output f* = f(x*) = max f(x) of a black-box function f. In some applications, however, the optimum output f* is known in advance and the goal is to find the corresponding optimum input x*. In this paper, we consider a new setting in BO in which the knowledge of the optimum output f* is available. Our goal is to exploit the knowledge about f* to search for the input x* efficiently. To achieve this goal, we first transform the Gaussian process surrogate using the information about the optimum output. Then, we propose two acquisition functions, called confidence bound minimization and expected regret minimization. We show that our approaches work intuitively and give quantitatively better performance against standard BO methods. We demonstrate real applications in tuning a deep reinforcement learning algorithm on the CartPole problem and XGBoost on Skin Segmentation dataset in which the optimum values are publicly available.

Vu Nguyen, Sunil Gupta, Santu Rana et al.

Bayesian optimization (BO) and its batch extensions are successful for optimizing expensive black-box functions. However, these traditional BO approaches are not yet ideal for optimizing less expensive functions when the computational cost of BO can dominate the cost of evaluating the blackbox function. Examples of these less expensive functions are cheap machine learning models, inexpensive physical experiment through simulators, and acquisition function optimization in Bayesian optimization. In this paper, we consider a batch BO setting for situations where function evaluations are less expensive. Our model is based on a new exploration strategy using geometric distance that provides an alternative way for exploration, selecting a point far from the observed locations. Using that intuition, we propose to use Sobol sequence to guide exploration that will get rid of running multiple global optimization steps as used in previous works. Based on the proposed distance exploration, we present an efficient batch BO approach. We demonstrate that our approach outperforms other baselines and global optimization methods when the function evaluations are less expensive.

Cheng Li, Sunil Gupta, Santu Rana et al.

Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited active variables or the additive form of the objective function. We propose a new method for high-dimensional Bayesian optimization, that uses a dropout strategy to optimize only a subset of variables at each iteration. We derive theoretical bounds for the regret and show how it can inform the derivation of our algorithm. We demonstrate the efficacy of our algorithms for optimization on two benchmark functions and two real-world applications- training cascade classifiers and optimizing alloy composition.

Hieu Le, Tomas F. Yago Vicente, Vu Nguyen et al.

We propose a novel GAN-based framework for detecting shadows in images, in which a shadow detection network (D-Net) is trained together with a shadow attenuation network (A-Net) that generates adversarial training examples. The A-Net modifies the original training images constrained by a simplified physical shadow model and is focused on fooling the D-Net's shadow predictions. Hence, it is effectively augmenting the training data for D-Net with hard-to-predict cases. The D-Net is trained to predict shadows in both original images and generated images from the A-Net. Our experimental results show that the additional training data from A-Net significantly improves the shadow detection accuracy of D-Net. Our method outperforms the state-of-the-art methods on the most challenging shadow detection benchmark (SBU) and also obtains state-of-the-art results on a cross-dataset task, testing on UCF. Furthermore, the proposed method achieves accurate real-time shadow detection at 45 frames per second.

Le Hou, Vu Nguyen, Dimitris Samaras et al.

Histopathology images are crucial to the study of complex diseases such as cancer. The histologic characteristics of nuclei play a key role in disease diagnosis, prognosis and analysis. In this work, we propose a sparse Convolutional Autoencoder (CAE) for fully unsupervised, simultaneous nucleus detection and feature extraction in histopathology tissue images. Our CAE detects and encodes nuclei in image patches in tissue images into sparse feature maps that encode both the location and appearance of nuclei. Our CAE is the first unsupervised detection network for computer vision applications. The pretrained nucleus detection and feature extraction modules in our CAE can be fine-tuned for supervised learning in an end-to-end fashion. We evaluate our method on four datasets and reduce the errors of state-of-the-art methods up to 42%. We are able to achieve comparable performance with only 5% of the fully-supervised annotation cost.

Hieu Le, Vu Nguyen, Chen-Ping Yu et al.

This paper proposes a geodesic-distance-based feature that encodes global information for improved video segmentation algorithms. The feature is a joint histogram of intensity and geodesic distances, where the geodesic distances are computed as the shortest paths between superpixels via their boundaries. We also incorporate adaptive voting weights and spatial pyramid configurations to include spatial information into the geodesic histogram feature and show that this further improves results. The feature is generic and can be used as part of various algorithms. In experiments, we test the geodesic histogram feature by incorporating it into two existing video segmentation frameworks. This leads to significantly better performance in 3D video segmentation benchmarks on two datasets.

Vu Nguyen, Santu Rana, Sunil Gupta et al.

Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian optimization (BO) offers an elegant alternative for global optimization of black box functions. In situations where the black box function can be evaluated at multiple points simultaneously, batch Bayesian optimization is used. Current batch BO approaches are restrictive in that they fix the number of evaluations per batch, and this can be wasteful when the number of specified evaluations is larger than the number of real maxima in the underlying acquisition function. We present the Budgeted Batch Bayesian Optimization (B3O) for hyper-parameter tuning and experimental design - we identify the appropriate batch size for each iteration in an elegant way. To set the batch size flexible, we use the infinite Gaussian mixture model (IGMM) for automatically identifying the number of peaks in the underlying acquisition functions. We solve the intractability of estimating the IGMM directly from the acquisition function by formulating the batch generalized slice sampling to efficiently draw samples from the acquisition function. We perform extensive experiments for both synthetic functions and two real world applications - machine learning hyper-parameter tuning and experimental design for alloy hardening. We show empirically that the proposed B3O outperforms the existing fixed batch BO approaches in finding the optimum whilst requiring a fewer number of evaluations, thus saving cost and time.

Trung Le, Khanh Nguyen, Van Nguyen et al.

Acquiring labels are often costly, whereas unlabeled data are usually easy to obtain in modern machine learning applications. Semi-supervised learning provides a principled machine learning framework to address such situations, and has been applied successfully in many real-word applications and industries. Nonetheless, most of existing semi-supervised learning methods encounter two serious limitations when applied to modern and large-scale datasets: computational burden and memory usage demand. To this end, we present in this paper the Graph-based semi-supervised Kernel Machine (GKM), a method that leverages the generalization ability of kernel-based method with the geometrical and distributive information formulated through a spectral graph induced from data for semi-supervised learning purpose. Our proposed GKM can be solved directly in the primal form using the Stochastic Gradient Descent method with the ideal convergence rate $O(\frac{1}{T})$. Besides, our formulation is suitable for a wide spectrum of important loss functions in the literature of machine learning (e.g., Hinge, smooth Hinge, Logistic, L1, and ε-insensitive) and smoothness functions (i.e., $l_p(t) = |t|^p$ with $p\ge1$). We further show that the well-known Laplacian Support Vector Machine is a special case of our formulation. We validate our proposed method on several benchmark datasets to demonstrate that GKM is appropriate for the large-scale datasets since it is optimal in memory usage and yields superior classification accuracy whilst simultaneously achieving a significant computation speed-up in comparison with the state-of-the-art baselines.

Trung Le, Tu Dinh Nguyen, Vu Nguyen et al.

One of the most challenging problems in kernel online learning is to bound the model size and to promote the model sparsity. Sparse models not only improve computation and memory usage, but also enhance the generalization capacity, a principle that concurs with the law of parsimony. However, inappropriate sparsity modeling may also significantly degrade the performance. In this paper, we propose Approximation Vector Machine (AVM), a model that can simultaneously encourage the sparsity and safeguard its risk in compromising the performance. When an incoming instance arrives, we approximate this instance by one of its neighbors whose distance to it is less than a predefined threshold. Our key intuition is that since the newly seen instance is expressed by its nearby neighbor the optimal performance can be analytically formulated and maintained. We develop theoretical foundations to support this intuition and further establish an analysis to characterize the gap between the approximation and optimal solutions. This gap crucially depends on the frequency of approximation and the predefined threshold. We perform the convergence analysis for a wide spectrum of loss functions including Hinge, smooth Hinge, and Logistic for classification task, and $l_1$, $l_2$, and $ε$-insensitive for regression task. We conducted extensive experiments for classification task in batch and online modes, and regression task in online mode over several benchmark datasets. The results show that our proposed AVM achieved a comparable predictive performance with current state-of-the-art methods while simultaneously achieving significant computational speed-up due to the ability of the proposed AVM in maintaining the model size.

Vu Nguyen, Dinh Phung, XuanLong Nguyen et al.

We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using the Dirichlet process as the building block, our model constructs a product base-measure with a nested structure to accommodate content and context observations at multiple levels. The proposed model possesses properties that link the nested Dirichlet processes (nDP) and the Dirichlet process mixture models (DPM) in an interesting way: integrating out all contents results in the DPM over contexts, whereas integrating out group-specific contexts results in the nDP mixture over content variables. We provide a Polya-urn view of the model and an efficient collapsed Gibbs inference procedure. Extensive experiments on real-world datasets demonstrate the advantage of utilizing context information via our model in both text and image domains.