arXiv subjects

Hongyuan Zha

Publications and source records attributed to Hongyuan Zha.

At least 127 records · Page 7Linked to original sources

arXiv2019

Integrating independent and centralized multi-agent reinforcement learning for traffic signal network optimization

Traffic congestion in metropolitan areas is a world-wide problem that can be ameliorated by traffic lights that respond dynamically to real-time conditions. Recent studies applying deep reinforcement learning (RL) to optimize single traffic lights have shown significant improvement over conventional control. However, optimization of global traffic condition over a large road network fundamentally is a cooperative multi-agent control problem, for which single-agent RL is not suitable due to environment non-stationarity and infeasibility of optimizing over an exponential joint-action space. Motivated by these challenges, we propose QCOMBO, a simple yet effective multi-agent reinforcement learning (MARL) algorithm that combines the advantages of independent and centralized learning. We ensure scalability by selecting actions from individually optimized utility functions, which are shaped to maximize global performance via a novel consistency regularization loss between individual utility and a global action-value function. Experiments on diverse road topologies and traffic flow conditions in the SUMO traffic simulator show competitive performance of QCOMBO versus recent state-of-the-art MARL algorithms. We further show that policies trained on small sub-networks can effectively generalize to larger networks under different traffic flow conditions, providing empirical evidence for the suitability of MARL for intelligent traffic control.

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arXiv2019

Meta Learning with Relational Information for Short Sequences

This paper proposes a new meta-learning method -- named HARMLESS (HAwkes Relational Meta LEarning method for Short Sequences) for learning heterogeneous point process models from short event sequence data along with a relational network. Specifically, we propose a hierarchical Bayesian mixture Hawkes process model, which naturally incorporates the relational information among sequences into point process modeling. Compared with existing methods, our model can capture the underlying mixed-community patterns of the relational network, which simultaneously encourages knowledge sharing among sequences and facilitates adaptive learning for each individual sequence. We further propose an efficient stochastic variational meta expectation maximization algorithm that can scale to large problems. Numerical experiments on both synthetic and real data show that HARMLESS outperforms existing methods in terms of predicting the future events.

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arXiv2019

Reinforcement Learning with Policy Mixture Model for Temporal Point Processes Clustering

Temporal point process is an expressive tool for modeling event sequences over time. In this paper, we take a reinforcement learning view whereby the observed sequences are assumed to be generated from a mixture of latent policies. The purpose is to cluster the sequences with different temporal patterns into the underlying policies while learning each of the policy model. The flexibility of our model lies in: i) all the components are networks including the policy network for modeling the intensity function of temporal point process; ii) to handle varying-length event sequences, we resort to inverse reinforcement learning by decomposing the observed sequence into states (RNN hidden embedding of history) and actions (time interval to next event) in order to learn the reward function, thus achieving better performance or increasing efficiency compared to existing methods using rewards over the entire sequence such as log-likelihood or Wasserstein distance. We adopt an expectation-maximization framework with the E-step estimating the cluster labels for each sequence, and the M-step aiming to learn the respective policy. Extensive experiments show the efficacy of our method against state-of-the-arts.

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arXiv2019

A Fast Proximal Point Method for Computing Exact Wasserstein Distance

Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or regularized variations such as Sinkhorn distance. However, as we will demonstrate, regularized variations with large regularization parameter will degradate the performance in several important machine learning applications, and small regularization parameter will fail due to numerical stability issues with existing algorithms. We address this challenge by developing an Inexact Proximal point method for exact Optimal Transport problem (IPOT) with the proximal operator approximately evaluated at each iteration using projections to the probability simplex. The algorithm (a) converges to exact Wasserstein distance with theoretical guarantee and robust regularization parameter selection, (b) alleviates numerical stability issue, (c) has similar computational complexity to Sinkhorn, and (d) avoids the shrinking problem when apply to generative models. Furthermore, a new algorithm is proposed based on IPOT to obtain sharper Wasserstein barycenter.

stat.ML↗

arXiv2019

On Scalable and Efficient Computation of Large Scale Optimal Transport

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework called SPOT (Scalable Push-forward of Optimal Transport). Specifically, we approximate the optimal transport plan by a pushforward of a reference distribution, and cast the optimal transport problem into a minimax problem. We then can solve OT problems efficiently using primal dual stochastic gradient-type algorithms. We also show that we can recover the density of the optimal transport plan using neural ordinary differential equations. Numerical experiments on both synthetic and real datasets illustrate that SPOT is robust and has favorable convergence behavior. SPOT also allows us to efficiently sample from the optimal transport plan, which benefits downstream applications such as domain adaptation.

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arXiv2019

Gromov-Wasserstein Learning for Graph Matching and Node Embedding

A novel Gromov-Wasserstein learning framework is proposed to jointly match (align) graphs and learn embedding vectors for the associated graph nodes. Using Gromov-Wasserstein discrepancy, we measure the dissimilarity between two graphs and find their correspondence, according to the learned optimal transport. The node embeddings associated with the two graphs are learned under the guidance of the optimal transport, the distance of which not only reflects the topological structure of each graph but also yields the correspondence across the graphs. These two learning steps are mutually-beneficial, and are unified here by minimizing the Gromov-Wasserstein discrepancy with structural regularizers. This framework leads to an optimization problem that is solved by a proximal point method. We apply the proposed method to matching problems in real-world networks, and demonstrate its superior performance compared to alternative approaches.

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arXiv2018

Learning to Match via Inverse Optimal Transport

We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching contexts. We emphasize that the discrete optimal transport plays the role of a variational principle which gives rise to an optimization-based framework for modeling the observed empirical matching data. Our formulation leads to a non-convex optimization problem which can be solved efficiently by an alternating optimization method. A key novel aspect of our formulation is the incorporation of marginal relaxation via regularized Wasserstein distance, significantly improving the robustness of the method in the face of noisy or missing empirical matching data. Our model falls into the category of prescriptive models, which not only predict potential future matching, but is also able to explain what leads to empirical matching and quantifies the impact of changes in matching factors. The proposed approach has wide applicability including predicting matching in online dating, labor market, college application and crowdsourcing. We back up our claims with numerical experiments on both synthetic data and real world data sets.

stat.ML↗

arXiv2018

A Jump Stochastic Differential Equation Approach for Influence Prediction on Information Propagation Networks

We propose a novel problem formulation of continuous-time information propagation on heterogenous networks based on jump stochastic differential equations (SDE). The structure of the network and activation rates between nodes are naturally taken into account in the SDE system. This new formulation allows for efficient and stable algorithm for many challenging information propagation problems, including estimations of individual activation probability and influence level, by solving the SDE numerically. To this end, we develop an efficient numerical algorithm incorporating variance reduction; furthermore, we provide theoretical bounds for its sample complexity. Moreover, we show that the proposed jump SDE approach can be applied to a much larger class of critical information propagation problems with more complicated settings. Numerical experiments on a variety of synthetic and real-world propagation networks show that the proposed method is more accurate and efficient compared with the state-of-the-art methods.

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arXiv2018

Supervised Reinforcement Learning with Recurrent Neural Network for Dynamic Treatment Recommendation

Dynamic treatment recommendation systems based on large-scale electronic health records (EHRs) become a key to successfully improve practical clinical outcomes. Prior relevant studies recommend treatments either use supervised learning (e.g. matching the indicator signal which denotes doctor prescriptions), or reinforcement learning (e.g. maximizing evaluation signal which indicates cumulative reward from survival rates). However, none of these studies have considered to combine the benefits of supervised learning and reinforcement learning. In this paper, we propose Supervised Reinforcement Learning with Recurrent Neural Network (SRL-RNN), which fuses them into a synergistic learning framework. Specifically, SRL-RNN applies an off-policy actor-critic framework to handle complex relations among multiple medications, diseases and individual characteristics. The "actor" in the framework is adjusted by both the indicator signal and evaluation signal to ensure effective prescription and low mortality. RNN is further utilized to solve the Partially-Observed Markov Decision Process (POMDP) problem due to the lack of fully observed states in real world applications. Experiments on the publicly real-world dataset, i.e., MIMIC-3, illustrate that our model can reduce the estimated mortality, while providing promising accuracy in matching doctors' prescriptions.

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arXiv2018

Joint Active Learning with Feature Selection via CUR Matrix Decomposition

This paper presents an unsupervised learning approach for simultaneous sample and feature selection, which is in contrast to existing works which mainly tackle these two problems separately. In fact the two tasks are often interleaved with each other: noisy and high-dimensional features will bring adverse effect on sample selection, while informative or representative samples will be beneficial to feature selection. Specifically, we propose a framework to jointly conduct active learning and feature selection based on the CUR matrix decomposition. From the data reconstruction perspective, both the selected samples and features can best approximate the original dataset respectively, such that the selected samples characterized by the features are highly representative. In particular, our method runs in one-shot without the procedure of iterative sample selection for progressive labeling. Thus, our model is especially suitable when there are few labeled samples or even in the absence of supervision, which is a particular challenge for existing methods. As the joint learning problem is NP-hard, the proposed formulation involves a convex but non-smooth optimization problem. We solve it efficiently by an iterative algorithm, and prove its global convergence. Experimental results on publicly available datasets corroborate the efficacy of our method compared with the state-of-the-art.

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arXiv2018

A unified framework for manifold landmarking

The success of semi-supervised manifold learning is highly dependent on the quality of the labeled samples. Active manifold learning aims to select and label representative landmarks on a manifold from a given set of samples to improve semi-supervised manifold learning. In this paper, we propose a novel active manifold learning method based on a unified framework of manifold landmarking. In particular, our method combines geometric manifold landmarking methods with algebraic ones. We achieve this by using the Gershgorin circle theorem to construct an upper bound on the learning error that depends on the landmarks and the manifold's alignment matrix in a way that captures both the geometric and algebraic criteria. We then attempt to select landmarks so as to minimize this bound by iteratively deleting the Gershgorin circles corresponding to the selected landmarks. We also analyze the complexity, scalability, and robustness of our method through simulations, and demonstrate its superiority compared to existing methods. Experiments in regression and classification further verify that our method performs better than its competitors.

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arXiv2018

Learning Deep Hidden Nonlinear Dynamics from Aggregate Data

Learning nonlinear dynamics from diffusion data is a challenging problem since the individuals observed may be different at different time points, generally following an aggregate behaviour. Existing work cannot handle the tasks well since they model such dynamics either directly on observations or enforce the availability of complete longitudinal individual-level trajectories. However, in most of the practical applications, these requirements are unrealistic: the evolving dynamics may be too complex to be modeled directly on observations, and individual-level trajectories may not be available due to technical limitations, experimental costs and/or privacy issues. To address these challenges, we formulate a model of diffusion dynamics as the {\em hidden stochastic process} via the introduction of hidden variables for flexibility, and learn the hidden dynamics directly on {\em aggregate observations} without any requirement for individual-level trajectories. We propose a dynamic generative model with Wasserstein distance for LEarninG dEep hidden Nonlinear Dynamics (LEGEND) and prove its theoretical guarantees as well. Experiments on a range of synthetic and real-world datasets illustrate that LEGEND has very strong performance compared to state-of-the-art baselines.

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arXiv2018

LinkNBed: Multi-Graph Representation Learning with Entity Linkage

Knowledge graphs have emerged as an important model for studying complex multi-relational data. This has given rise to the construction of numerous large scale but incomplete knowledge graphs encoding information extracted from various resources. An effective and scalable approach to jointly learn over multiple graphs and eventually construct a unified graph is a crucial next step for the success of knowledge-based inference for many downstream applications. To this end, we propose LinkNBed, a deep relational learning framework that learns entity and relationship representations across multiple graphs. We identify entity linkage across graphs as a vital component to achieve our goal. We design a novel objective that leverage entity linkage and build an efficient multi-task training procedure. Experiments on link prediction and entity linkage demonstrate substantial improvements over the state-of-the-art relational learning approaches.

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arXiv2018

Deep Extreme Multi-label Learning

Extreme multi-label learning (XML) or classification has been a practical and important problem since the boom of big data. The main challenge lies in the exponential label space which involves $2^L$ possible label sets especially when the label dimension $L$ is huge, e.g., in millions for Wikipedia labels. This paper is motivated to better explore the label space by originally establishing an explicit label graph. In the meanwhile, deep learning has been widely studied and used in various classification problems including multi-label classification, however it has not been properly introduced to XML, where the label space can be as large as in millions. In this paper, we propose a practical deep embedding method for extreme multi-label classification, which harvests the ideas of non-linear embedding and graph priors-based label space modeling simultaneously. Extensive experiments on public datasets for XML show that our method performs competitive against state-of-the-art result.

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arXiv2018

Learning to Optimize via Wasserstein Deep Inverse Optimal Control

We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to fit the behavioral data, we propose a novel variational principle and treat user as a reinforcement learning algorithm, which acts by optimizing his cost function. We first propose a unified KL framework that generalizes existing maximum entropy inverse optimal control methods. We further propose a two-step Wasserstein inverse optimal control framework. In the first step, we compute the optimal measure with a novel mass transport equation. In the second step, we formulate the learning problem as a generative adversarial network. In two real world experiments - recommender systems and social networks, we show that our framework obtains significant performance gains over both existing inverse optimal control methods and point process based generative models.

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arXiv2018

Learning Deep Mean Field Games for Modeling Large Population Behavior

We consider the problem of representing collective behavior of large populations and predicting the evolution of a population distribution over a discrete state space. A discrete time mean field game (MFG) is motivated as an interpretable model founded on game theory for understanding the aggregate effect of individual actions and predicting the temporal evolution of population distributions. We achieve a synthesis of MFG and Markov decision processes (MDP) by showing that a special MFG is reducible to an MDP. This enables us to broaden the scope of mean field game theory and infer MFG models of large real-world systems via deep inverse reinforcement learning. Our method learns both the reward function and forward dynamics of an MFG from real data, and we report the first empirical test of a mean field game model of a real-world social media population.

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arXiv2018

Iterative Learning with Open-set Noisy Labels

Large-scale datasets possessing clean label annotations are crucial for training Convolutional Neural Networks (CNNs). However, labeling large-scale data can be very costly and error-prone, and even high-quality datasets are likely to contain noisy (incorrect) labels. Existing works usually employ a closed-set assumption, whereby the samples associated with noisy labels possess a true class contained within the set of known classes in the training data. However, such an assumption is too restrictive for many applications, since samples associated with noisy labels might in fact possess a true class that is not present in the training data. We refer to this more complex scenario as the \textbf{open-set noisy label} problem and show that it is nontrivial in order to make accurate predictions. To address this problem, we propose a novel iterative learning framework for training CNNs on datasets with open-set noisy labels. Our approach detects noisy labels and learns deep discriminative features in an iterative fashion. To benefit from the noisy label detection, we design a Siamese network to encourage clean labels and noisy labels to be dissimilar. A reweighting module is also applied to simultaneously emphasize the learning from clean labels and reduce the effect caused by noisy labels. Experiments on CIFAR-10, ImageNet and real-world noisy (web-search) datasets demonstrate that our proposed model can robustly train CNNs in the presence of a high proportion of open-set as well as closed-set noisy labels.

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arXiv2018

Representation Learning over Dynamic Graphs

How can we effectively encode evolving information over dynamic graphs into low-dimensional representations? In this paper, we propose DyRep, an inductive deep representation learning framework that learns a set of functions to efficiently produce low-dimensional node embeddings that evolves over time. The learned embeddings drive the dynamics of two key processes namely, communication and association between nodes in dynamic graphs. These processes exhibit complex nonlinear dynamics that evolve at different time scales and subsequently contribute to the update of node embeddings. We employ a time-scale dependent multivariate point process model to capture these dynamics. We devise an efficient unsupervised learning procedure and demonstrate that our approach significantly outperforms representative baselines on two real-world datasets for the problem of dynamic link prediction and event time prediction.

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