arXiv subjects

Krzysztof Choromanski

Publications and source records attributed to Krzysztof Choromanski.

At least 91 records · Page 5Linked to original sources

arXiv2020

Stochastic Flows and Geometric Optimization on the Orthogonal Group

We present a new class of stochastic, geometrically-driven optimization algorithms on the orthogonal group $O(d)$ and naturally reductive homogeneous manifolds obtained from the action of the rotation group $SO(d)$. We theoretically and experimentally demonstrate that our methods can be applied in various fields of machine learning including deep, convolutional and recurrent neural networks, reinforcement learning, normalizing flows and metric learning. We show an intriguing connection between efficient stochastic optimization on the orthogonal group and graph theory (e.g. matching problem, partition functions over graphs, graph-coloring). We leverage the theory of Lie groups and provide theoretical results for the designed class of algorithms. We demonstrate broad applicability of our methods by showing strong performance on the seemingly unrelated tasks of learning world models to obtain stable policies for the most difficult $\mathrm{Humanoid}$ agent from $\mathrm{OpenAI}$ $\mathrm{Gym}$ and improving convolutional neural networks.

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arXiv2020

Variance Reduction for Evolution Strategies via Structured Control Variates

Evolution Strategies (ES) are a powerful class of blackbox optimization techniques that recently became a competitive alternative to state-of-the-art policy gradient (PG) algorithms for reinforcement learning (RL). We propose a new method for improving accuracy of the ES algorithms, that as opposed to recent approaches utilizing only Monte Carlo structure of the gradient estimator, takes advantage of the underlying MDP structure to reduce the variance. We observe that the gradient estimator of the ES objective can be alternatively computed using reparametrization and PG estimators, which leads to new control variate techniques for gradient estimation in ES optimization. We provide theoretical insights and show through extensive experiments that this RL-specific variance reduction approach outperforms general purpose variance reduction methods.

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arXiv2020

Learning to Score Behaviors for Guided Policy Optimization

We introduce a new approach for comparing reinforcement learning policies, using Wasserstein distances (WDs) in a newly defined latent behavioral space. We show that by utilizing the dual formulation of the WD, we can learn score functions over policy behaviors that can in turn be used to lead policy optimization towards (or away from) (un)desired behaviors. Combined with smoothed WDs, the dual formulation allows us to devise efficient algorithms that take stochastic gradient descent steps through WD regularizers. We incorporate these regularizers into two novel on-policy algorithms, Behavior-Guided Policy Gradient and Behavior-Guided Evolution Strategies, which we demonstrate can outperform existing methods in a variety of challenging environments. We also provide an open source demo.

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arXiv2020

Ready Policy One: World Building Through Active Learning

Model-Based Reinforcement Learning (MBRL) offers a promising direction for sample efficient learning, often achieving state of the art results for continuous control tasks. However, many existing MBRL methods rely on combining greedy policies with exploration heuristics, and even those which utilize principled exploration bonuses construct dual objectives in an ad hoc fashion. In this paper we introduce Ready Policy One (RP1), a framework that views MBRL as an active learning problem, where we aim to improve the world model in the fewest samples possible. RP1 achieves this by utilizing a hybrid objective function, which crucially adapts during optimization, allowing the algorithm to trade off reward v.s. exploration at different stages of learning. In addition, we introduce a principled mechanism to terminate sample collection once we have a rich enough trajectory batch to improve the model. We rigorously evaluate our method on a variety of continuous control tasks, and demonstrate statistically significant gains over existing approaches.

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arXiv2019

Provably Robust Blackbox Optimization for Reinforcement Learning

Interest in derivative-free optimization (DFO) and "evolutionary strategies" (ES) has recently surged in the Reinforcement Learning (RL) community, with growing evidence that they can match state of the art methods for policy optimization problems in Robotics. However, it is well known that DFO methods suffer from prohibitively high sampling complexity. They can also be very sensitive to noisy rewards and stochastic dynamics. In this paper, we propose a new class of algorithms, called Robust Blackbox Optimization (RBO). Remarkably, even if up to $23\%$ of all the measurements are arbitrarily corrupted, RBO can provably recover gradients to high accuracy. RBO relies on learning gradient flows using robust regression methods to enable off-policy updates. On several MuJoCo robot control tasks, when all other RL approaches collapse in the presence of adversarial noise, RBO is able to train policies effectively. We also show that RBO can be applied to legged locomotion tasks including path tracking for quadruped robots.

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arXiv2019

From Complexity to Simplicity: Adaptive ES-Active Subspaces for Blackbox Optimization

We present a new algorithm ASEBO for optimizing high-dimensional blackbox functions. ASEBO adapts to the geometry of the function and learns optimal sets of sensing directions, which are used to probe it, on-the-fly. It addresses the exploration-exploitation trade-off of blackbox optimization with expensive blackbox queries by continuously learning the bias of the lower-dimensional model used to approximate gradients of smoothings of the function via compressed sensing and contextual bandits methods. To obtain this model, it leverages techniques from the emerging theory of active subspaces in the novel ES blackbox optimization context. As a result, ASEBO learns the dynamically changing intrinsic dimensionality of the gradient space and adapts to the hardness of different stages of the optimization without external supervision. Consequently, it leads to more sample-efficient blackbox optimization than state-of-the-art algorithms. We provide theoretical results and test ASEBO advantages over other methods empirically by evaluating it on the set of reinforcement learning policy optimization tasks as well as functions from the recently open-sourced Nevergrad library.

math.OC↗

arXiv2019

Linear interpolation gives better gradients than Gaussian smoothing in derivative-free optimization

In this paper, we consider derivative free optimization problems, where the objective function is smooth but is computed with some amount of noise, the function evaluations are expensive and no derivative information is available. We are motivated by policy optimization problems in reinforcement learning that have recently become popular [Choromaski et al. 2018; Fazel et al. 2018; Salimans et al. 2016], and that can be formulated as derivative free optimization problems with the aforementioned characteristics. In each of these works some approximation of the gradient is constructed and a (stochastic) gradient method is applied. In [Salimans et al. 2016] the gradient information is aggregated along Gaussian directions, while in [Choromaski et al. 2018] it is computed along orthogonal direction. We provide a convergence rate analysis for a first-order line search method, similar to the ones used in the literature, and derive the conditions on the gradient approximations that ensure this convergence. We then demonstrate via rigorous analysis of the variance and by numerical comparisons on reinforcement learning tasks that the Gaussian sampling method used in [Salimans et al. 2016] is significantly inferior to the orthogonal sampling used in [Choromaski et al. 2018] as well as more general interpolation methods.

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arXiv2019

Structured Monte Carlo Sampling for Nonisotropic Distributions via Determinantal Point Processes

We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point processes. We successfully apply DPPMCs to problems involving nonisotropic distributions arising in guided evolution strategy (GES) methods for RL, CMA-ES techniques and trust region algorithms for blackbox optimization, improving state-of-the-art in all these settings. In particular, we show that DPPMCs drastically improve exploration profiles of the existing evolution strategy algorithms. We further confirm our results, analyzing random feature map estimators for Gaussian mixture kernels. We provide theoretical justification of our empirical results, showing a connection between DPPMCs and structured orthogonal MC methods for isotropic distributions.

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arXiv2019

Orthogonal Estimation of Wasserstein Distances

Wasserstein distances are increasingly used in a wide variety of applications in machine learning. Sliced Wasserstein distances form an important subclass which may be estimated efficiently through one-dimensional sorting operations. In this paper, we propose a new variant of sliced Wasserstein distance, study the use of orthogonal coupling in Monte Carlo estimation of Wasserstein distances and draw connections with stratified sampling, and evaluate our approaches experimentally in a range of large-scale experiments in generative modelling and reinforcement learning.

stat.ML↗

arXiv2018

The Unreasonable Effectiveness of Structured Random Orthogonal Embeddings

We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the Johnson-Lindenstrauss transform and the angular kernel, we show that we can select matrices yielding guaranteed improved performance in accuracy and/or speed compared to earlier methods. We introduce matrices with complex entries which give significant further accuracy improvement. We provide geometric and Markov chain-based perspectives to help understand the benefits, and empirical results which suggest that the approach is helpful in a wider range of applications.

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arXiv2018

Structured Evolution with Compact Architectures for Scalable Policy Optimization

We present a new method of blackbox optimization via gradient approximation with the use of structured random orthogonal matrices, providing more accurate estimators than baselines and with provable theoretical guarantees. We show that this algorithm can be successfully applied to learn better quality compact policies than those using standard gradient estimation techniques. The compact policies we learn have several advantages over unstructured ones, including faster training algorithms and faster inference. These benefits are important when the policy is deployed on real hardware with limited resources. Further, compact policies provide more scalable architectures for derivative-free optimization (DFO) in high-dimensional spaces. We show that most robotics tasks from the OpenAI Gym can be solved using neural networks with less than 300 parameters, with almost linear time complexity of the inference phase, with up to 13x fewer parameters relative to the Evolution Strategies (ES) algorithm introduced by Salimans et al. (2017). We do not need heuristics such as fitness shaping to learn good quality policies, resulting in a simple and theoretically motivated training mechanism.

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arXiv2018

Graph sketching-based Space-efficient Data Clustering

In this paper, we address the problem of recovering arbitrary-shaped data clusters from datasets while facing \emph{high space constraints}, as this is for instance the case in many real-world applications when analysis algorithms are directly deployed on resources-limited mobile devices collecting the data. We present DBMSTClu a new space-efficient density-based \emph{non-parametric} method working on a Minimum Spanning Tree (MST) recovered from a limited number of linear measurements i.e. a \emph{sketched} version of the dissimilarity graph $\mathcal{G}$ between the $N$ objects to cluster. Unlike $k$-means, $k$-medians or $k$-medoids algorithms, it does not fail at distinguishing clusters with particular forms thanks to the property of the MST for expressing the underlying structure of a graph. No input parameter is needed contrarily to DBSCAN or the Spectral Clustering method. An approximate MST is retrieved by following the dynamic \emph{semi-streaming} model in handling the dissimilarity graph $\mathcal{G}$ as a stream of edge weight updates which is sketched in one pass over the data into a compact structure requiring $O(N \operatorname{polylog}(N))$ space, far better than the theoretical memory cost $O(N^2)$ of $\mathcal{G}$. The recovered approximate MST $\mathcal{T}$ as input, DBMSTClu then successfully detects the right number of nonconvex clusters by performing relevant cuts on $\mathcal{T}$ in a time linear in $N$. We provide theoretical guarantees on the quality of the clustering partition and also demonstrate its advantage over the existing state-of-the-art on several datasets.

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arXiv2018

Optimizing Simulations with Noise-Tolerant Structured Exploration

We propose a simple drop-in noise-tolerant replacement for the standard finite difference procedure used ubiquitously in blackbox optimization. In our approach, parameter perturbation directions are defined by a family of structured orthogonal matrices. We show that at the small cost of computing a Fast Walsh-Hadamard/Fourier Transform (FWHT/FFT), such structured finite differences consistently give higher quality approximation of gradients and Jacobians in comparison to vanilla approaches that use coordinate directions or random Gaussian perturbations. We find that trajectory optimizers like Iterative LQR and Differential Dynamic Programming require fewer iterations to solve several classic continuous control tasks when our methods are used to linearize noisy, blackbox dynamics instead of standard finite differences. By embedding structured exploration in a quasi-Newton optimizer (LBFGS), we are able to learn agile walking and turning policies for quadruped locomotion, that successfully transfer from simulation to actual hardware.We theoretically justify our methods via bounds on the quality of gradient reconstruction and provide a basis for applying them also to nonsmooth problems.

cs.RO↗

arXiv2018

On the Needs for Rotations in Hypercubic Quantization Hashing

The aim of this paper is to endow the well-known family of hypercubic quantization hashing methods with theoretical guarantees. In hypercubic quantization, applying a suitable (random or learned) rotation after dimensionality reduction has been experimentally shown to improve the results accuracy in the nearest neighbors search problem. We prove in this paper that the use of these rotations is optimal under some mild assumptions: getting optimal binary sketches is equivalent to applying a rotation uniformizing the diagonal of the covariance matrix between data points. Moreover, for two closed points, the probability to have dissimilar binary sketches is upper bounded by a factor of the initial distance between the data points. Relaxing these assumptions, we obtain a general concentration result for random matrices. We also provide some experiments illustrating these theoretical points and compare a set of algorithms in both the batch and online settings.

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arXiv2017

Manifold Regularization for Kernelized LSTD

Policy evaluation or value function or Q-function approximation is a key procedure in reinforcement learning (RL). It is a necessary component of policy iteration and can be used for variance reduction in policy gradient methods. Therefore its quality has a significant impact on most RL algorithms. Motivated by manifold regularized learning, we propose a novel kernelized policy evaluation method that takes advantage of the intrinsic geometry of the state space learned from data, in order to achieve better sample efficiency and higher accuracy in Q-function approximation. Applying the proposed method in the Least-Squares Policy Iteration (LSPI) framework, we observe superior performance compared to widely used parametric basis functions on two standard benchmarks in terms of policy quality.

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arXiv2017

VisualBackProp: efficient visualization of CNNs

This paper proposes a new method, that we call VisualBackProp, for visualizing which sets of pixels of the input image contribute most to the predictions made by the convolutional neural network (CNN). The method heavily hinges on exploring the intuition that the feature maps contain less and less irrelevant information to the prediction decision when moving deeper into the network. The technique we propose was developed as a debugging tool for CNN-based systems for steering self-driving cars and is therefore required to run in real-time, i.e. it was designed to require less computations than a forward propagation. This makes the presented visualization method a valuable debugging tool which can be easily used during both training and inference. We furthermore justify our approach with theoretical arguments and theoretically confirm that the proposed method identifies sets of input pixels, rather than individual pixels, that collaboratively contribute to the prediction. Our theoretical findings stand in agreement with the experimental results. The empirical evaluation shows the plausibility of the proposed approach on the road video data as well as in other applications and reveals that it compares favorably to the layer-wise relevance propagation approach, i.e. it obtains similar visualization results and simultaneously achieves order of magnitude speed-ups.

cs.CV↗

arXiv2017

Explaining How a Deep Neural Network Trained with End-to-End Learning Steers a Car

As part of a complete software stack for autonomous driving, NVIDIA has created a neural-network-based system, known as PilotNet, which outputs steering angles given images of the road ahead. PilotNet is trained using road images paired with the steering angles generated by a human driving a data-collection car. It derives the necessary domain knowledge by observing human drivers. This eliminates the need for human engineers to anticipate what is important in an image and foresee all the necessary rules for safe driving. Road tests demonstrated that PilotNet can successfully perform lane keeping in a wide variety of driving conditions, regardless of whether lane markings are present or not. The goal of the work described here is to explain what PilotNet learns and how it makes its decisions. To this end we developed a method for determining which elements in the road image most influence PilotNet's steering decision. Results show that PilotNet indeed learns to recognize relevant objects on the road. In addition to learning the obvious features such as lane markings, edges of roads, and other cars, PilotNet learns more subtle features that would be hard to anticipate and program by engineers, for example, bushes lining the edge of the road and atypical vehicle classes.

cs.CV↗

arXiv2016

Structured adaptive and random spinners for fast machine learning computations

We consider an efficient computational framework for speeding up several machine learning algorithms with almost no loss of accuracy. The proposed framework relies on projections via structured matrices that we call Structured Spinners, which are formed as products of three structured matrix-blocks that incorporate rotations. The approach is highly generic, i.e. i) structured matrices under consideration can either be fully-randomized or learned, ii) our structured family contains as special cases all previously considered structured schemes, iii) the setting extends to the non-linear case where the projections are followed by non-linear functions, and iv) the method finds numerous applications including kernel approximations via random feature maps, dimensionality reduction algorithms, new fast cross-polytope LSH techniques, deep learning, convex optimization algorithms via Newton sketches, quantization with random projection trees, and more. The proposed framework comes with theoretical guarantees characterizing the capacity of the structured model in reference to its unstructured counterpart and is based on a general theoretical principle that we describe in the paper. As a consequence of our theoretical analysis, we provide the first theoretical guarantees for one of the most efficient existing LSH algorithms based on the HD3HD2HD1 structured matrix [Andoni et al., 2015]. The exhaustive experimental evaluation confirms the accuracy and efficiency of structured spinners for a variety of different applications.

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