Jun Zhu

Shuai Xiao, Le Guo, Zaifan Jiang et al.

Sequential incentive marketing is an important approach for online businesses to acquire customers, increase loyalty and boost sales. How to effectively allocate the incentives so as to maximize the return (e.g., business objectives) under the budget constraint, however, is less studied in the literature. This problem is technically challenging due to the facts that 1) the allocation strategy has to be learned using historically logged data, which is counterfactual in nature, and 2) both the optimality and feasibility (i.e., that cost cannot exceed budget) needs to be assessed before being deployed to online systems. In this paper, we formulate the problem as a constrained Markov decision process (CMDP). To solve the CMDP problem with logged counterfactual data, we propose an efficient learning algorithm which combines bisection search and model-based planning. First, the CMDP is converted into its dual using Lagrangian relaxation, which is proved to be monotonic with respect to the dual variable. Furthermore, we show that the dual problem can be solved by policy learning, with the optimal dual variable being found efficiently via bisection search (i.e., by taking advantage of the monotonicity). Lastly, we show that model-based planing can be used to effectively accelerate the joint optimization process without retraining the policy for every dual variable. Empirical results on synthetic and real marketing datasets confirm the effectiveness of our methods.

Haocheng Xi, Yuxiang Chen, Kang Zhao et al.

Pretraining transformers are generally time-consuming. Fully quantized training (FQT) is a promising approach to speed up pretraining. However, most FQT methods adopt a quantize-compute-dequantize procedure, which often leads to suboptimal speedup and significant performance degradation when used in transformers due to the high memory access overheads and low-precision computations. In this work, we propose Jetfire, an efficient and accurate INT8 training method specific to transformers. Our method features an INT8 data flow to optimize memory access and a per-block quantization method to maintain the accuracy of pretrained transformers. Extensive experiments demonstrate that our INT8 FQT method achieves comparable accuracy to the FP16 training baseline and outperforms the existing INT8 training works for transformers. Moreover, for a standard transformer block, our method offers an end-to-end training speedup of 1.42x and a 1.49x memory reduction compared to the FP16 baseline. Our code is open sourced at https://github.com/thu-ml/Jetfire-INT8Training.

Shiyu Huang, Bin Wang, Dong Li et al.

Circuit routing has been a historically challenging problem in designing electronic systems such as very large-scale integration (VLSI) and printed circuit boards (PCBs). The main challenge is that connecting a large number of electronic components under specific design rules involves a very large search space. Early solutions are typically designed with hard-coded heuristics, which suffer from problems of non-optimal solutions and lack of flexibility for new design needs. Although a few learning-based methods have been proposed recently, they are typically cumbersome and hard to extend to large-scale applications. In this work, we propose a new algorithm for circuit routing, named Ranking Cost, which innovatively combines search-based methods (i.e., A* algorithm) and learning-based methods (i.e., Evolution Strategies) to form an efficient and trainable router. In our method, we introduce a new set of variables called cost maps, which can help the A* router to find out proper paths to achieve the global objective. We also train a ranking parameter, which can produce the ranking order and further improve the performance of our method. Our algorithm is trained in an end-to-end manner and does not use any artificial data or human demonstration. In the experiments, we compare with the sequential A* algorithm and a canonical reinforcement learning approach, and results show that our method outperforms these baselines with higher connectivity rates and better scalability.

Tianyu Pang, Kun Xu, Chongxuan Li et al.

Several machine learning applications involve the optimization of higher-order derivatives (e.g., gradients of gradients) during training, which can be expensive in respect to memory and computation even with automatic differentiation. As a typical example in generative modeling, score matching (SM) involves the optimization of the trace of a Hessian. To improve computing efficiency, we rewrite the SM objective and its variants in terms of directional derivatives, and present a generic strategy to efficiently approximate any-order directional derivative with finite difference (FD). Our approximation only involves function evaluations, which can be executed in parallel, and no gradient computations. Thus, it reduces the total computational cost while also improving numerical stability. We provide two instantiations by reformulating variants of SM objectives into the FD forms. Empirically, we demonstrate that our methods produce results comparable to the gradient-based counterparts while being much more computationally efficient.

Yichi Zhou, Tongzheng Ren, Jialian Li et al.

Counterfactual regret minimization (CFR) is the most popular algorithm on solving two-player zero-sum extensive games with imperfect information and achieves state-of-the-art performance in practice. However, the performance of CFR is not fully understood, since empirical results on the regret are much better than the upper bound proved in \cite{zinkevich2008regret}. Another issue is that CFR has to traverse the whole game tree in each round, which is time-consuming in large scale games. In this paper, we present a novel technique, lazy update, which can avoid traversing the whole game tree in CFR, as well as a novel analysis on the regret of CFR with lazy update. Our analysis can also be applied to the vanilla CFR, resulting in a much tighter regret bound than that in \cite{zinkevich2008regret}. Inspired by lazy update, we further present a novel CFR variant, named Lazy-CFR. Compared to traversing $O(|\mathcal{I}|)$ information sets in vanilla CFR, Lazy-CFR needs only to traverse $O(\sqrt{|\mathcal{I}|})$ information sets per round while keeping the regret bound almost the same, where $\mathcal{I}$ is the class of all information sets. As a result, Lazy-CFR shows better convergence result compared with vanilla CFR. Experimental results consistently show that Lazy-CFR outperforms the vanilla CFR significantly.

Yujie Wu, Lei Deng, Guoqi Li et al.

Spiking neural networks (SNNs) that enables energy efficient implementation on emerging neuromorphic hardware are gaining more attention. Yet now, SNNs have not shown competitive performance compared with artificial neural networks (ANNs), due to the lack of effective learning algorithms and efficient programming frameworks. We address this issue from two aspects: (1) We propose a neuron normalization technique to adjust the neural selectivity and develop a direct learning algorithm for deep SNNs. (2) Via narrowing the rate coding window and converting the leaky integrate-and-fire (LIF) model into an explicitly iterative version, we present a Pytorch-based implementation method towards the training of large-scale SNNs. In this way, we are able to train deep SNNs with tens of times speedup. As a result, we achieve significantly better accuracy than the reported works on neuromorphic datasets (N-MNIST and DVS-CIFAR10), and comparable accuracy as existing ANNs and pre-trained SNNs on non-spiking datasets (CIFAR10). {To our best knowledge, this is the first work that demonstrates direct training of deep SNNs with high performance on CIFAR10, and the efficient implementation provides a new way to explore the potential of SNNs.

Yang Song, Jun Zhu

Bayesian matrix completion has been studied based on a low-rank matrix factorization formulation with promising results. However, little work has been done on Bayesian matrix completion based on the more direct spectral regularization formulation. We fill this gap by presenting a novel Bayesian matrix completion method based on spectral regularization. In order to circumvent the difficulties of dealing with the orthonormality constraints of singular vectors, we derive a new equivalent form with relaxed constraints, which then leads us to design an adaptive version of spectral regularization feasible for Bayesian inference. Our Bayesian method requires no parameter tuning and can infer the number of latent factors automatically. Experiments on synthetic and real datasets demonstrate encouraging results on rank recovery and collaborative filtering, with notably good results for very sparse matrices.