Rui Luo

Yixin Wu, Rui Luo, Chen Zhang et al.

In this paper, we characterize the noise of stochastic gradients and analyze the noise-induced dynamics during training deep neural networks by gradient-based optimizers. Specifically, we firstly show that the stochastic gradient noise possesses finite variance, and therefore the classical Central Limit Theorem (CLT) applies; this indicates that the gradient noise is asymptotically Gaussian. Such an asymptotic result validates the wide-accepted assumption of Gaussian noise. We clarify that the recently observed phenomenon of heavy tails within gradient noise may not be intrinsic properties, but the consequence of insufficient mini-batch size; the gradient noise, which is a sum of limited i.i.d. random variables, has not reached the asymptotic regime of CLT, thus deviates from Gaussian. We quantitatively measure the goodness of Gaussian approximation of the noise, which supports our conclusion. Secondly, we analyze the noise-induced dynamics of stochastic gradient descent using the Langevin equation, granting for momentum hyperparameter in the optimizer with a physical interpretation. We then proceed to demonstrate the existence of the steady-state distribution of stochastic gradient descent and approximate the distribution at a small learning rate.

Yuxiao Chen, Jianbo Yuan, Long Zhao et al.

Cross-modal attention mechanisms have been widely applied to the image-text matching task and have achieved remarkable improvements thanks to its capability of learning fine-grained relevance across different modalities. However, the cross-modal attention models of existing methods could be sub-optimal and inaccurate because there is no direct supervision provided during the training process. In this work, we propose two novel training strategies, namely Contrastive Content Re-sourcing (CCR) and Contrastive Content Swapping (CCS) constraints, to address such limitations. These constraints supervise the training of cross-modal attention models in a contrastive learning manner without requiring explicit attention annotations. They are plug-in training strategies and can be easily integrated into existing cross-modal attention models. Additionally, we introduce three metrics including Attention Precision, Recall, and F1-Score to quantitatively measure the quality of learned attention models. We evaluate the proposed constraints by incorporating them into four state-of-the-art cross-modal attention-based image-text matching models. Experimental results on both Flickr30k and MS-COCO datasets demonstrate that integrating these constraints improves the model performance in terms of both retrieval performance and attention metrics.

Xiaonan Zhao, Huan Qi, Rui Luo et al.

We address the problem of distance metric learning in visual similarity search, defined as learning an image embedding model which projects images into Euclidean space where semantically and visually similar images are closer and dissimilar images are further from one another. We present a weakly supervised adaptive triplet loss (ATL) capable of capturing fine-grained semantic similarity that encourages the learned image embedding models to generalize well on cross-domain data. The method uses weakly labeled product description data to implicitly determine fine grained semantic classes, avoiding the need to annotate large amounts of training data. We evaluate on the Amazon fashion retrieval benchmark and DeepFashion in-shop retrieval data. The method boosts the performance of triplet loss baseline by 10.6% on cross-domain data and out-performs the state-of-art model on all evaluation metrics.

Mohammed Amin Abdullah, Hang Ren, Haitham Bou Ammar et al.

Reinforcement learning algorithms, though successful, tend to over-fit to training environments hampering their application to the real-world. This paper proposes $\text{W}\text{R}^{2}\text{L}$ -- a robust reinforcement learning algorithm with significant robust performance on low and high-dimensional control tasks. Our method formalises robust reinforcement learning as a novel min-max game with a Wasserstein constraint for a correct and convergent solver. Apart from the formulation, we also propose an efficient and scalable solver following a novel zero-order optimisation method that we believe can be useful to numerical optimisation in general. We empirically demonstrate significant gains compared to standard and robust state-of-the-art algorithms on high-dimensional MuJuCo environments.

Jianbo Yuan, Haofu Liao, Rui Luo et al.

Generating radiology reports is time-consuming and requires extensive expertise in practice. Therefore, reliable automatic radiology report generation is highly desired to alleviate the workload. Although deep learning techniques have been successfully applied to image classification and image captioning tasks, radiology report generation remains challenging in regards to understanding and linking complicated medical visual contents with accurate natural language descriptions. In addition, the data scales of open-access datasets that contain paired medical images and reports remain very limited. To cope with these practical challenges, we propose a generative encoder-decoder model and focus on chest x-ray images and reports with the following improvements. First, we pretrain the encoder with a large number of chest x-ray images to accurately recognize 14 common radiographic observations, while taking advantage of the multi-view images by enforcing the cross-view consistency. Second, we synthesize multi-view visual features based on a sentence-level attention mechanism in a late fusion fashion. In addition, in order to enrich the decoder with descriptive semantics and enforce the correctness of the deterministic medical-related contents such as mentions of organs or diagnoses, we extract medical concepts based on the radiology reports in the training data and fine-tune the encoder to extract the most frequent medical concepts from the x-ray images. Such concepts are fused with each decoding step by a word-level attention model. The experimental results conducted on the Indiana University Chest X-Ray dataset demonstrate that the proposed model achieves the state-of-the-art performance compared with other baseline approaches.

Rui Luo, Qiang Zhang, Yaodong Yang et al.

In this paper, we present a new practical method for Bayesian learning that can rapidly draw representative samples from complex posterior distributions with multiple isolated modes in the presence of mini-batch noise. This is achieved by simulating a collection of replicas in parallel with different temperatures and periodically swapping them. When evolving the replicas' states, the Nosé-Hoover dynamics is applied, which adaptively neutralizes the mini-batch noise. To perform proper exchanges, a new protocol is developed with a noise-aware test of acceptance, by which the detailed balance is reserved in an asymptotic way. While its efficacy on complex multimodal posteriors has been illustrated by testing over synthetic distributions, experiments with deep Bayesian neural networks on large-scale datasets have shown its significant improvements over strong baselines.

Ying Wen, Yaodong Yang, Rui Luo et al.

Though limited in real-world decision making, most multi-agent reinforcement learning (MARL) models assume perfectly rational agents -- a property hardly met due to individual's cognitive limitation and/or the tractability of the decision problem. In this paper, we introduce generalized recursive reasoning (GR2) as a novel framework to model agents with different \emph{hierarchical} levels of rationality; our framework enables agents to exhibit varying levels of "thinking" ability thereby allowing higher-level agents to best respond to various less sophisticated learners. We contribute both theoretically and empirically. On the theory side, we devise the hierarchical framework of GR2 through probabilistic graphical models and prove the existence of a perfect Bayesian equilibrium. Within the GR2, we propose a practical actor-critic solver, and demonstrate its convergent property to a stationary point in two-player games through Lyapunov analysis. On the empirical side, we validate our findings on a variety of MARL benchmarks. Precisely, we first illustrate the hierarchical thinking process on the Keynes Beauty Contest, and then demonstrate significant improvements compared to state-of-the-art opponent modeling baselines on the normal-form games and the cooperative navigation benchmark.

Ying Wen, Yaodong Yang, Rui Luo et al.

Humans are capable of attributing latent mental contents such as beliefs or intentions to others. The social skill is critical in daily life for reasoning about the potential consequences of others' behaviors so as to plan ahead. It is known that humans use such reasoning ability recursively by considering what others believe about their own beliefs. In this paper, we start from level-$1$ recursion and introduce a probabilistic recursive reasoning (PR2) framework for multi-agent reinforcement learning. Our hypothesis is that it is beneficial for each agent to account for how the opponents would react to its future behaviors. Under the PR2 framework, we adopt variational Bayes methods to approximate the opponents' conditional policies, to which each agent finds the best response and then improve their own policies. We develop decentralized-training-decentralized-execution algorithms, namely PR2-Q and PR2-Actor-Critic, that are proved to converge in the self-play scenarios when there exists one Nash equilibrium. Our methods are tested on both the matrix game and the differential game, which have a non-trivial equilibrium where common gradient-based methods fail to converge. Our experiments show that it is critical to reason about how the opponents believe about what the agent believes. We expect our work to contribute a new idea of modeling the opponents to the multi-agent reinforcement learning community.

Rui Luo, Qiang Zhang, Yuanyuan Liu

We propose a new sampler that integrates the protocol of parallel tempering with the Nosé-Hoover (NH) dynamics. The proposed method can efficiently draw representative samples from complex posterior distributions with multiple isolated modes in the presence of noise arising from stochastic gradient. It potentially facilitates deep Bayesian learning on large datasets where complex multimodal posteriors and mini-batch gradient are encountered.

Qiang Zhang, Rui Luo, Yaodong Yang et al.

Volatility is a quantity of measurement for the price movements of stocks or options which indicates the uncertainty within financial markets. As an indicator of the level of risk or the degree of variation, volatility is important to analyse the financial market, and it is taken into consideration in various decision-making processes in financial activities. On the other hand, recent advancement in deep learning techniques has shown strong capabilities in modelling sequential data, such as speech and natural language. In this paper, we empirically study the applicability of the latest deep structures with respect to the volatility modelling problem, through which we aim to provide an empirical guidance for the theoretical analysis of the marriage between deep learning techniques and financial applications in the future. We examine both the traditional approaches and the deep sequential models on the task of volatility prediction, including the most recent variants of convolutional and recurrent networks, such as the dilated architecture. Accordingly, experiments with real-world stock price datasets are performed on a set of 1314 daily stock series for 2018 days of transaction. The evaluation and comparison are based on the negative log likelihood (NLL) of real-world stock price time series. The result shows that the dilated neural models, including dilated CNN and Dilated RNN, produce most accurate estimation and prediction, outperforming various widely-used deterministic models in the GARCH family and several recently proposed stochastic models. In addition, the high flexibility and rich expressive power are validated in this study.

Yaodong Yang, Rui Luo, Minne Li et al.

Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential growth of agent interactions. In this paper, we present \emph{Mean Field Reinforcement Learning} where the interactions within the population of agents are approximated by those between a single agent and the average effect from the overall population or neighboring agents; the interplay between the two entities is mutually reinforced: the learning of the individual agent's optimal policy depends on the dynamics of the population, while the dynamics of the population change according to the collective patterns of the individual policies. We develop practical mean field Q-learning and mean field Actor-Critic algorithms and analyze the convergence of the solution to Nash equilibrium. Experiments on Gaussian squeeze, Ising model, and battle games justify the learning effectiveness of our mean field approaches. In addition, we report the first result to solve the Ising model via model-free reinforcement learning methods.

Rui Luo, Jianhong Wang, Yaodong Yang et al.

We propose a new sampling method, the thermostat-assisted continuously-tempered Hamiltonian Monte Carlo, for Bayesian learning on large datasets and multimodal distributions. It simulates the Nosé-Hoover dynamics of a continuously-tempered Hamiltonian system built on the distribution of interest. A significant advantage of this method is that it is not only able to efficiently draw representative i.i.d. samples when the distribution contains multiple isolated modes, but capable of adaptively neutralising the noise arising from mini-batches and maintaining accurate sampling. While the properties of this method have been studied using synthetic distributions, experiments on three real datasets also demonstrated the gain of performance over several strong baselines with various types of neural networks plunged in.

Rui Luo, Weinan Zhang, Xiaojun Xu et al.

In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation of time series) models that have been widely used in time series analysis and prediction in finance. The model comprises a pair of complementary stochastic recurrent neural networks: the generative network models the joint distribution of the stochastic volatility process; the inference network approximates the conditional distribution of the latent variables given the observables. Our focus here is on the formulation of temporal dynamics of volatility over time under a stochastic recurrent neural network framework. Experiments on real-world stock price datasets demonstrate that the proposed model generates a better volatility estimation and prediction that outperforms mainstream methods, e.g., deterministic models such as GARCH and its variants, and stochastic models namely the MCMC-based model \emph{stochvol} as well as the Gaussian process volatility model \emph{GPVol}, on average negative log-likelihood.

Yaodong Yang, Rui Luo, Yuanyuan Liu

The Tweedie Compound Poisson-Gamma model is routinely used for modeling non-negative continuous data with a discrete probability mass at zero. Mixed models with random effects account for the covariance structure related to the grouping hierarchy in the data. An important application of Tweedie mixed models is pricing the insurance policies, e.g. car insurance. However, the intractable likelihood function, the unknown variance function, and the hierarchical structure of mixed effects have presented considerable challenges for drawing inferences on Tweedie. In this study, we tackle the Bayesian Tweedie mixed-effects models via variational inference approaches. In particular, we empower the posterior approximation by implicit models trained in an adversarial setting. To reduce the variance of gradients, we reparameterize random effects, and integrate out one local latent variable of Tweedie. We also employ a flexible hyper prior to ensure the richness of the approximation. Our method is evaluated on both simulated and real-world data. Results show that the proposed method has smaller estimation bias on the random effects compared to traditional inference methods including MCMC; it also achieves a state-of-the-art predictive performance, meanwhile offering a richer estimation of the variance function.

Ying Wen, Weinan Zhang, Rui Luo et al.

Recently, the rapid development of word embedding and neural networks has brought new inspiration to various NLP and IR tasks. In this paper, we describe a staged hybrid model combining Recurrent Convolutional Neural Networks (RCNN) with highway layers. The highway network module is incorporated in the middle takes the output of the bi-directional Recurrent Neural Network (Bi-RNN) module in the first stage and provides the Convolutional Neural Network (CNN) module in the last stage with the input. The experiment shows that our model outperforms common neural network models (CNN, RNN, Bi-RNN) on a sentiment analysis task. Besides, the analysis of how sequence length influences the RCNN with highway layers shows that our model could learn good representation for the long text.