Tao Liu

Tao Liu, Kai Yu

DER is the primary metric to evaluate diarization performance while facing a dilemma: the errors in short utterances or segments tend to be overwhelmed by longer ones. Short segments, e.g., `yes' or `no,' still have semantic information. Besides, DER overlooks errors in less-talked speakers. Although JER balances speaker errors, it still suffers from the same dilemma. Considering all those aspects, duration error, segment error, and speaker-weighted error constituting a complete diarization evaluation, we propose a Balanced Error Rate (BER) to evaluate speaker diarization. First, we propose a segment-level error rate (SER) via connected sub-graphs and adaptive IoU threshold to get accurate segment matching. Second, to evaluate diarization in a unified way, we adopt a speaker-specific harmonic mean between duration and segment, followed by a speaker-weighted average. Third, we analyze our metric via the modularized system, EEND, and the multi-modal method on real datasets. SER and BER are publicly available at https://github.com/X-LANCE/BER.

Jinyin Chen, Mingjun Li, Tao Liu et al.

Federated learning (FL) is a distributed machine learning approach where multiple clients collaboratively train a joint model without exchanging their data. Despite FL's unprecedented success in data privacy-preserving, its vulnerability to free-rider attacks has attracted increasing attention. Existing defenses may be ineffective against highly camouflaged or high percentages of free riders. To address these challenges, we reconsider the defense from a novel perspective, i.e., model weight evolving frequency.Empirically, we gain a novel insight that during the FL's training, the model weight evolving frequency of free-riders and that of benign clients are significantly different. Inspired by this insight, we propose a novel defense method based on the model Weight Evolving Frequency, referred to as WEF-Defense.Specifically, we first collect the weight evolving frequency (defined as WEF-Matrix) during local training. For each client, it uploads the local model's WEF-Matrix to the server together with its model weight for each iteration. The server then separates free-riders from benign clients based on the difference in the WEF-Matrix. Finally, the server uses a personalized approach to provide different global models for corresponding clients. Comprehensive experiments conducted on five datasets and five models demonstrate that WEF-Defense achieves better defense effectiveness than the state-of-the-art baselines.

Ruida Zhou, Tao Liu, Dileep Kalathil et al.

We study policy optimization for Markov decision processes (MDPs) with multiple reward value functions, which are to be jointly optimized according to given criteria such as proportional fairness (smooth concave scalarization), hard constraints (constrained MDP), and max-min trade-off. We propose an Anchor-changing Regularized Natural Policy Gradient (ARNPG) framework, which can systematically incorporate ideas from well-performing first-order methods into the design of policy optimization algorithms for multi-objective MDP problems. Theoretically, the designed algorithms based on the ARNPG framework achieve $\tilde{O}(1/T)$ global convergence with exact gradients. Empirically, the ARNPG-guided algorithms also demonstrate superior performance compared to some existing policy gradient-based approaches in both exact gradients and sample-based scenarios.

Youbang Sun, Tao Liu, Ruida Zhou et al.

This work studies an independent natural policy gradient (NPG) algorithm for the multi-agent reinforcement learning problem in Markov potential games. It is shown that, under mild technical assumptions and the introduction of the \textit{suboptimality gap}, the independent NPG method with an oracle providing exact policy evaluation asymptotically reaches an $ε$-Nash Equilibrium (NE) within $\mathcal{O}(1/ε)$ iterations. This improves upon the previous best result of $\mathcal{O}(1/ε^2)$ iterations and is of the same order, $\mathcal{O}(1/ε)$, that is achievable for the single-agent case. Empirical results for a synthetic potential game and a congestion game are presented to verify the theoretical bounds.

Tao Liu, Zhi Wang, Hui He et al.

The conventional machine learning (ML) and deep learning approaches need to share customers' sensitive information with an external credit bureau to generate a prediction model that opens the door to privacy leakage. This leakage risk makes financial companies face an enormous challenge in their cooperation. Federated learning is a machine learning setting that can protect data privacy, but the high communication cost is often the bottleneck of the federated systems, especially for large neural networks. Limiting the number and size of communications is necessary for the practical training of large neural structures. Gradient sparsification has received increasing attention as a method to reduce communication cost, which only updates significant gradients and accumulates insignificant gradients locally. However, the secure aggregation framework cannot directly use gradient sparsification. This article proposes two sparsification methods to reduce communication cost in federated learning. One is a time-varying hierarchical sparsification method for model parameter update, which solves the problem of maintaining model accuracy after high ratio sparsity. It can significantly reduce the cost of a single communication. The other is to apply the sparsification method to the secure aggregation framework. We sparse the encryption mask matrix to reduce the cost of communication while protecting privacy. Experiments show that under different Non-IID experiment settings, our method can reduce the upload communication cost to about 2.9% to 18.9% of the conventional federated learning algorithm when the sparse rate is 0.01.

Luxuan Yang, Ting Gao, Yubin Lu et al.

In this article, we employ a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic time series which has big jump properties. Our contributions are, first, we propose a model called Lévy induced stochastic differential equation network, which explores compounded stochastic differential equations with $α$-stable Lévy motion to model complex time series data and solve the problem through neural network approximation. Second, we theoretically prove that the numerical solution through our algorithm converges in probability to the solution of corresponding stochastic differential equation, without curse of dimensionality. Finally, we illustrate our method by applying it to real financial time series data and find the accuracy increases through the use of non-Gaussian Lévy processes. We also present detailed comparisons in terms of data patterns, various models, different shapes of Lévy motion and the prediction lengths.

Tao Liu, Ruida Zhou, Dileep Kalathil et al.

We address the problem of finding the optimal policy of a constrained Markov decision process (CMDP) using a gradient descent-based algorithm. Previous results have shown that a primal-dual approach can achieve an $\mathcal{O}(1/\sqrt{T})$ global convergence rate for both the optimality gap and the constraint violation. We propose a new algorithm called policy mirror descent-primal dual (PMD-PD) algorithm that can provably achieve a faster $\mathcal{O}(\log(T)/T)$ convergence rate for both the optimality gap and the constraint violation. For the primal (policy) update, the PMD-PD algorithm utilizes a modified value function and performs natural policy gradient steps, which is equivalent to a mirror descent step with appropriate regularization. For the dual update, the PMD-PD algorithm uses modified Lagrange multipliers to ensure a faster convergence rate. We also present two extensions of this approach to the settings with zero constraint violation and sample-based estimation. Experimental results demonstrate the faster convergence rate and the better performance of the PMD-PD algorithm compared with existing policy gradient-based algorithms.

Tao Liu, Ruida Zhou, Dileep Kalathil et al.

We address the issue of safety in reinforcement learning. We pose the problem in an episodic framework of a constrained Markov decision process. Existing results have shown that it is possible to achieve a reward regret of $\tilde{\mathcal{O}}(\sqrt{K})$ while allowing an $\tilde{\mathcal{O}}(\sqrt{K})$ constraint violation in $K$ episodes. A critical question that arises is whether it is possible to keep the constraint violation even smaller. We show that when a strictly safe policy is known, then one can confine the system to zero constraint violation with arbitrarily high probability while keeping the reward regret of order $\tilde{\mathcal{O}}(\sqrt{K})$. The algorithm which does so employs the principle of optimistic pessimism in the face of uncertainty to achieve safe exploration. When no strictly safe policy is known, though one is known to exist, then it is possible to restrict the system to bounded constraint violation with arbitrarily high probability. This is shown to be realized by a primal-dual algorithm with an optimistic primal estimate and a pessimistic dual update.

Raphaël Mourad, Christine Sinoquet, Nevin L. Zhang et al.

In data analysis, latent variables play a central role because they help provide powerful insights into a wide variety of phenomena, ranging from biological to human sciences. The latent tree model, a particular type of probabilistic graphical models, deserves attention. Its simple structure - a tree - allows simple and efficient inference, while its latent variables capture complex relationships. In the past decade, the latent tree model has been subject to significant theoretical and methodological developments. In this review, we propose a comprehensive study of this model. First we summarize key ideas underlying the model. Second we explain how it can be efficiently learned from data. Third we illustrate its use within three types of applications: latent structure discovery, multidimensional clustering, and probabilistic inference. Finally, we conclude and give promising directions for future researches in this field.