Yuyang Shi

Andrew Campbell, Yuyang Shi, Tom Rainforth et al.

We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use stochastic gradients to simultaneously optimize a lower bound on the log evidence with respect to both model parameters and a variational approximation of the states' posterior distribution. However, unlike existing approaches, our method is able to operate in an entirely online manner, such that historic observations do not require revisitation after being incorporated and the cost of updates at each time step remains constant, despite the growing dimensionality of the joint posterior distribution of the states. This is achieved by utilizing backward decompositions of this joint posterior distribution and of its variational approximation, combined with Bellman-type recursions for the evidence lower bound and its gradients. We demonstrate the performance of this methodology across several examples, including high-dimensional SSMs and sequential Variational Auto-Encoders.

Haoming Jiang, Zhehui Chen, Yuyang Shi et al.

Adversarial training provides a principled approach for training robust neural networks. From an optimization perspective, adversarial training is essentially solving a bilevel optimization problem. The leader problem is trying to learn a robust classifier, while the follower problem is trying to generate adversarial samples. Unfortunately, such a bilevel problem is difficult to solve due to its highly complicated structure. This work proposes a new adversarial training method based on a generic learning-to-learn (L2L) framework. Specifically, instead of applying existing hand-designed algorithms for the inner problem, we learn an optimizer, which is parametrized as a convolutional neural network. At the same time, a robust classifier is learned to defense the adversarial attack generated by the learned optimizer. Experiments over CIFAR-10 and CIFAR-100 datasets demonstrate that L2L outperforms existing adversarial training methods in both classification accuracy and computational efficiency. Moreover, our L2L framework can be extended to generative adversarial imitation learning and stabilize the training.