Approximate Thompson Sampling via Epistemic Neural NetworksIan Osband, Zheng Wen, Seyed Mohammad Asghari et al. · stanford
Thompson sampling (TS) is a popular heuristic for action selection, but it requires sampling from a posterior distribution. Unfortunately, this can become computationally intractable in complex environments, such as those modeled using neural networks. Approximate posterior samples can produce effective actions, but only if they reasonably approximate joint predictive distributions of outputs across inputs. Notably, accuracy of marginal predictive distributions does not suffice. Epistemic neural networks (ENNs) are designed to produce accurate joint predictive distributions. We compare a range of ENNs through computational experiments that assess their performance in approximating TS across bandit and reinforcement learning environments. The results indicate that ENNs serve this purpose well and illustrate how the quality of joint predictive distributions drives performance. Further, we demonstrate that the \textit{epinet} -- a small additive network that estimates uncertainty -- matches the performance of large ensembles at orders of magnitude lower computational cost. This enables effective application of TS with computation that scales gracefully to complex environments.
18.1LGMar 2, 2022
An Analysis of Ensemble SamplingChao Qin, Zheng Wen, Xiuyuan Lu et al. · deepmind, stanford
Ensemble sampling serves as a practical approximation to Thompson sampling when maintaining an exact posterior distribution over model parameters is computationally intractable. In this paper, we establish a regret bound that ensures desirable behavior when ensemble sampling is applied to the linear bandit problem. This represents the first rigorous regret analysis of ensemble sampling and is made possible by leveraging information-theoretic concepts and novel analytic techniques that may prove useful beyond the scope of this paper.
17.7LGJun 8, 2022
Ensembles for Uncertainty Estimation: Benefits of Prior Functions and BootstrappingVikranth Dwaracherla, Zheng Wen, Ian Osband et al. · deepmind, stanford
In machine learning, an agent needs to estimate uncertainty to efficiently explore and adapt and to make effective decisions. A common approach to uncertainty estimation maintains an ensemble of models. In recent years, several approaches have been proposed for training ensembles, and conflicting views prevail with regards to the importance of various ingredients of these approaches. In this paper, we aim to address the benefits of two ingredients -- prior functions and bootstrapping -- which have come into question. We show that prior functions can significantly improve an ensemble agent's joint predictions across inputs and that bootstrapping affords additional benefits if the signal-to-noise ratio varies across inputs. Our claims are justified by both theoretical and experimental results.
12.3LGFeb 7, 2023
Leveraging Demonstrations to Improve Online Learning: Quality MattersBotao Hao, Rahul Jain, Tor Lattimore et al. · stanford
We investigate the extent to which offline demonstration data can improve online learning. It is natural to expect some improvement, but the question is how, and by how much? We show that the degree of improvement must depend on the quality of the demonstration data. To generate portable insights, we focus on Thompson sampling (TS) applied to a multi-armed bandit as a prototypical online learning algorithm and model. The demonstration data is generated by an expert with a given competence level, a notion we introduce. We propose an informed TS algorithm that utilizes the demonstration data in a coherent way through Bayes' rule and derive a prior-dependent Bayesian regret bound. This offers insight into how pretraining can greatly improve online performance and how the degree of improvement increases with the expert's competence level. We also develop a practical, approximate informed TS algorithm through Bayesian bootstrapping and show substantial empirical regret reduction through experiments.
3.3LGJul 1, 2022
Robustness of Epinets against Distributional ShiftsXiuyuan Lu, Ian Osband, Seyed Mohammad Asghari et al. · stanford
Recent work introduced the epinet as a new approach to uncertainty modeling in deep learning. An epinet is a small neural network added to traditional neural networks, which, together, can produce predictive distributions. In particular, using an epinet can greatly improve the quality of joint predictions across multiple inputs, a measure of how well a neural network knows what it does not know. In this paper, we examine whether epinets can offer similar advantages under distributional shifts. We find that, across ImageNet-A/O/C, epinets generally improve robustness metrics. Moreover, these improvements are more significant than those afforded by even very large ensembles at orders of magnitude lower computational costs. However, these improvements are relatively small compared to the outstanding issues in distributionally-robust deep learning. Epinets may be a useful tool in the toolbox, but they are far from the complete solution.
10.4LGNov 20, 2022
Towards Generalizable Graph Contrastive Learning: An Information Theory PerspectiveYige Yuan, Bingbing Xu, Huawei Shen et al.
Graph contrastive learning (GCL) emerges as the most representative approach for graph representation learning, which leverages the principle of maximizing mutual information (InfoMax) to learn node representations applied in downstream tasks. To explore better generalization from GCL to downstream tasks, previous methods heuristically define data augmentation or pretext tasks. However, the generalization ability of GCL and its theoretical principle are still less reported. In this paper, we first propose a metric named GCL-GE for GCL generalization ability. Considering the intractability of the metric due to the agnostic downstream task, we theoretically prove a mutual information upper bound for it from an information-theoretic perspective. Guided by the bound, we design a GCL framework named InfoAdv with enhanced generalization ability, which jointly optimizes the generalization metric and InfoMax to strike the right balance between pretext task fitting and the generalization ability on downstream tasks. We empirically validate our theoretical findings on a number of representative benchmarks, and experimental results demonstrate that our model achieves state-of-the-art performance.
6.8CVFeb 3, 2023
Revisiting Long-tailed Image Classification: Survey and Benchmarks with New Evaluation MetricsChaowei Fang, Dingwen Zhang, Wen Zheng et al.
Recently, long-tailed image classification harvests lots of research attention, since the data distribution is long-tailed in many real-world situations. Piles of algorithms are devised to address the data imbalance problem by biasing the training process towards less frequent classes. However, they usually evaluate the performance on a balanced testing set or multiple independent testing sets having distinct distributions with the training data. Considering the testing data may have arbitrary distributions, existing evaluation strategies are unable to reflect the actual classification performance objectively. We set up novel evaluation benchmarks based on a series of testing sets with evolving distributions. A corpus of metrics are designed for measuring the accuracy, robustness, and bounds of algorithms for learning with long-tailed distribution. Based on our benchmarks, we re-evaluate the performance of existing methods on CIFAR10 and CIFAR100 datasets, which is valuable for guiding the selection of data rebalancing techniques. We also revisit existing methods and categorize them into four types including data balancing, feature balancing, loss balancing, and prediction balancing, according the focused procedure during the training pipeline.
6.6LGMar 20, 2023
Bridging Imitation and Online Reinforcement Learning: An Optimistic TaleBotao Hao, Rahul Jain, Dengwang Tang et al.
In this paper, we address the following problem: Given an offline demonstration dataset from an imperfect expert, what is the best way to leverage it to bootstrap online learning performance in MDPs. We first propose an Informed Posterior Sampling-based RL (iPSRL) algorithm that uses the offline dataset, and information about the expert's behavioral policy used to generate the offline dataset. Its cumulative Bayesian regret goes down to zero exponentially fast in N, the offline dataset size if the expert is competent enough. Since this algorithm is computationally impractical, we then propose the iRLSVI algorithm that can be seen as a combination of the RLSVI algorithm for online RL, and imitation learning. Our empirical results show that the proposed iRLSVI algorithm is able to achieve significant reduction in regret as compared to two baselines: no offline data, and offline dataset but used without information about the generative policy. Our algorithm bridges online RL and imitation learning for the first time.
The Neural Testbed: Evaluating Joint PredictionsIan Osband, Zheng Wen, Seyed Mohammad Asghari et al.
Predictive distributions quantify uncertainties ignored by point estimates. This paper introduces The Neural Testbed: an open-source benchmark for controlled and principled evaluation of agents that generate such predictions. Crucially, the testbed assesses agents not only on the quality of their marginal predictions per input, but also on their joint predictions across many inputs. We evaluate a range of agents using a simple neural network data generating process. Our results indicate that some popular Bayesian deep learning agents do not fare well with joint predictions, even when they can produce accurate marginal predictions. We also show that the quality of joint predictions drives performance in downstream decision tasks. We find these results are robust across choice a wide range of generative models, and highlight the practical importance of joint predictions to the community.
Evaluating High-Order Predictive Distributions in Deep LearningIan Osband, Zheng Wen, Seyed Mohammad Asghari et al.
Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive distributions with inputs sampled i.i.d. from the testing distribution. With low-dimensional inputs, these methods distinguish agents that effectively estimate uncertainty from those that do not. We establish that the predictive distribution order required for such differentiation increases greatly with input dimension, rendering these methods impractical. To accommodate high-dimensional inputs, we introduce \textit{dyadic sampling}, which focuses on predictive distributions associated with random \textit{pairs} of inputs. We demonstrate that this approach efficiently distinguishes agents in high-dimensional examples involving simple logistic regression as well as complex synthetic and empirical data.
PMP-Net++: Point Cloud Completion by Transformer-Enhanced Multi-step Point Moving PathsXin Wen, Peng Xiang, Zhizhong Han et al.
Point cloud completion concerns to predict missing part for incomplete 3D shapes. A common strategy is to generate complete shape according to incomplete input. However, unordered nature of point clouds will degrade generation of high-quality 3D shapes, as detailed topology and structure of unordered points are hard to be captured during the generative process using an extracted latent code. We address this problem by formulating completion as point cloud deformation process. Specifically, we design a novel neural network, named PMP-Net++, to mimic behavior of an earth mover. It moves each point of incomplete input to obtain a complete point cloud, where total distance of point moving paths (PMPs) should be the shortest. Therefore, PMP-Net++ predicts unique PMP for each point according to constraint of point moving distances. The network learns a strict and unique correspondence on point-level, and thus improves quality of predicted complete shape. Moreover, since moving points heavily relies on per-point features learned by network, we further introduce a transformer-enhanced representation learning network, which significantly improves completion performance of PMP-Net++. We conduct comprehensive experiments in shape completion, and further explore application on point cloud up-sampling, which demonstrate non-trivial improvement of PMP-Net++ over state-of-the-art point cloud completion/up-sampling methods.
Snowflake Point Deconvolution for Point Cloud Completion and Generation with Skip-TransformerPeng Xiang, Xin Wen, Yu-Shen Liu et al.
Most existing point cloud completion methods suffer from the discrete nature of point clouds and the unstructured prediction of points in local regions, which makes it difficult to reveal fine local geometric details. To resolve this issue, we propose SnowflakeNet with snowflake point deconvolution (SPD) to generate complete point clouds. SPD models the generation of point clouds as the snowflake-like growth of points, where child points are generated progressively by splitting their parent points after each SPD. Our insight into the detailed geometry is to introduce a skip-transformer in the SPD to learn the point splitting patterns that can best fit the local regions. The skip-transformer leverages attention mechanism to summarize the splitting patterns used in the previous SPD layer to produce the splitting in the current layer. The locally compact and structured point clouds generated by SPD precisely reveal the structural characteristics of the 3D shape in local patches, which enables us to predict highly detailed geometries. Moreover, since SPD is a general operation that is not limited to completion, we explore its applications in other generative tasks, including point cloud auto-encoding, generation, single image reconstruction, and upsampling. Our experimental results outperform state-of-the-art methods under widely used benchmarks.
17.9LGJul 20, 2021
From Predictions to Decisions: The Importance of Joint Predictive DistributionsZheng Wen, Ian Osband, Chao Qin et al.
A fundamental challenge for any intelligent system is prediction: given some inputs, can you predict corresponding outcomes? Most work on supervised learning has focused on producing accurate marginal predictions for each input. However, we show that for a broad class of decision problems, accurate joint predictions are required to deliver good performance. In particular, we establish several results pertaining to combinatorial decision problems, sequential predictions, and multi-armed bandits to elucidate the essential role of joint predictive distributions. Our treatment of multi-armed bandits introduces an approximate Thompson sampling algorithm and analytic techniques that lead to a new kind of regret bound.
2.6CVMay 8, 2021
Improving Robustness for Pose Estimation via Stable Heatmap RegressionYumeng Zhang, Li Chen, Yufeng Liu et al.
Deep learning methods have achieved excellent performance in pose estimation, but the lack of robustness causes the keypoints to change drastically between similar images. In view of this problem, a stable heatmap regression method is proposed to alleviate network vulnerability to small perturbations. We utilize the correlation between different rows and columns in a heatmap to alleviate the multi-peaks problem, and design a highly differentiated heatmap regression to make a keypoint discriminative from surrounding points. A maximum stability training loss is used to simplify the optimization difficulty when minimizing the prediction gap of two similar images. The proposed method achieves a significant advance in robustness over state-of-the-art approaches on two benchmark datasets and maintains high performance.
0.7LGSep 21, 2017
SpectralLeader: Online Spectral Learning for Single Topic ModelsTong Yu, Branislav Kveton, Zheng Wen et al.
We study the problem of learning a latent variable model from a stream of data. Latent variable models are popular in practice because they can explain observed data in terms of unobserved concepts. These models have been traditionally studied in the offline setting. In the online setting, on the other hand, the online EM is arguably the most popular algorithm for learning latent variable models. Although the online EM is computationally efficient, it typically converges to a local optimum. In this work, we develop a new online learning algorithm for latent variable models, which we call SpectralLeader. SpectralLeader always converges to the global optimum, and we derive a sublinear upper bound on its $n$-step regret in the bag-of-words model. In both synthetic and real-world experiments, we show that SpectralLeader performs similarly to or better than the online EM with tuned hyper-parameters.