Zhipeng Liang

Zongbo Han, Zhipeng Liang, Fan Yang et al.

Subpopulation shift widely exists in many real-world machine learning applications, referring to the training and test distributions containing the same subpopulation groups but varying in subpopulation frequencies. Importance reweighting is a normal way to handle the subpopulation shift issue by imposing constant or adaptive sampling weights on each sample in the training dataset. However, some recent studies have recognized that most of these approaches fail to improve the performance over empirical risk minimization especially when applied to over-parameterized neural networks. In this work, we propose a simple yet practical framework, called uncertainty-aware mixup (UMIX), to mitigate the overfitting issue in over-parameterized models by reweighting the ''mixed'' samples according to the sample uncertainty. The training-trajectories-based uncertainty estimation is equipped in the proposed UMIX for each sample to flexibly characterize the subpopulation distribution. We also provide insightful theoretical analysis to verify that UMIX achieves better generalization bounds over prior works. Further, we conduct extensive empirical studies across a wide range of tasks to validate the effectiveness of our method both qualitatively and quantitatively. Code is available at https://github.com/TencentAILabHealthcare/UMIX.

Xiaoteng Ma, Zhipeng Liang, Jose Blanchet et al. · tsinghua

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the training environment (e.g., a simulator). This paper attempts to address these issues simultaneously with distributionally robust offline RL, where we learn a distributionally robust policy using historical data obtained from the source environment by optimizing against a worst-case perturbation thereof. In particular, we move beyond tabular settings and consider linear function approximation. More specifically, we consider two settings, one where the dataset is well-explored and the other where the dataset has sufficient coverage of the optimal policy. We propose two algorithms~-- one for each of the two settings~-- that achieve error bounds $\tilde{O}(d^{1/2}/N^{1/2})$ and $\tilde{O}(d^{3/2}/N^{1/2})$ respectively, where $d$ is the dimension in the linear function approximation and $N$ is the number of trajectories in the dataset. To the best of our knowledge, they provide the first non-asymptotic results of the sample complexity in this setting. Diverse experiments are conducted to demonstrate our theoretical findings, showing the superiority of our algorithm against the non-robust one.

Zhipeng Liang, Xiaoteng Ma, Jose Blanchet et al.

To mitigate the limitation that the classical reinforcement learning (RL) framework heavily relies on identical training and test environments, Distributionally Robust RL (DRRL) has been proposed to enhance performance across a range of environments, possibly including unknown test environments. As a price for robustness gain, DRRL involves optimizing over a set of distributions, which is inherently more challenging than optimizing over a fixed distribution in the non-robust case. Existing DRRL algorithms are either model-based or fail to learn from a single sample trajectory. In this paper, we design a first fully model-free DRRL algorithm, called distributionally robust Q-learning with single trajectory (DRQ). We delicately design a multi-timescale framework to fully utilize each incrementally arriving sample and directly learn the optimal distributionally robust policy without modelling the environment, thus the algorithm can be trained along a single trajectory in a model-free fashion. Despite the algorithm's complexity, we provide asymptotic convergence guarantees by generalizing classical stochastic approximation tools. Comprehensive experimental results demonstrate the superior robustness and sample complexity of our proposed algorithm, compared to non-robust methods and other robust RL algorithms.

Zongbo Han, Zhipeng Liang, Fan Yang et al.

Subpopulation shift exists widely in many real-world applications, which refers to the training and test distributions that contain the same subpopulation groups but with different subpopulation proportions. Ignoring subpopulation shifts may lead to significant performance degradation and fairness concerns. Importance reweighting is a classical and effective way to handle the subpopulation shift. However, recent studies have recognized that most of these approaches fail to improve the performance especially when applied to over-parameterized neural networks which are capable of fitting any training samples. In this work, we propose a simple yet practical framework, called reweighted mixup (RMIX), to mitigate the overfitting issue in over-parameterized models by conducting importance weighting on the ''mixed'' samples. Benefiting from leveraging reweighting in mixup, RMIX allows the model to explore the vicinal space of minority samples more, thereby obtaining more robust model against subpopulation shift. When the subpopulation memberships are unknown, the training-trajectories-based uncertainty estimation is equipped in the proposed RMIX to flexibly characterize the subpopulation distribution. We also provide insightful theoretical analysis to verify that RMIX achieves better generalization bounds over prior works. Further, we conduct extensive empirical studies across a wide range of tasks to validate the effectiveness of the proposed method.

Yuxuan Han, Zhicong Liang, Zhipeng Liang et al.

Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streaming data sampled from a distribution and arrives sequentially. We also consider the continual release model where parameters related to private information are updated and released upon each new data, often known as the online algorithms. Despite that numerous algorithms have been developed to achieve the optimal excess risks in different $\ell_p$ norm geometries, yet none of the existing ones can be adapted to the streaming and continual release setting. To address such a challenge as the online convex optimization with privacy protection, we propose a private variant of online Frank-Wolfe algorithm with recursive gradients for variance reduction to update and reveal the parameters upon each data. Combined with the adaptive differential privacy analysis, our online algorithm achieves in linear time the optimal excess risk when $1<p\leq 2$ and the state-of-the-art excess risk meeting the non-private lower ones when $2<p\leq\infty$. Our algorithm can also be extended to the case $p=1$ to achieve nearly dimension-independent excess risk. While previous variance reduction results on recursive gradient have theoretical guarantee only in the independent and identically distributed sample setting, we establish such a guarantee in a non-stationary setting. To demonstrate the virtues of our method, we design the first DP algorithm for high-dimensional generalized linear bandits with logarithmic regret. Comparative experiments with a variety of DP-SCO and DP-Bandit algorithms exhibit the efficacy and utility of the proposed algorithms.