arXiv subjects

Ruida Zhou

Publications and source records attributed to Ruida Zhou.

At least 37 records · Page 2Linked to original sources

arXiv2024

Understanding Uncertainty-based Active Learning Under Model Mismatch

Instead of randomly acquiring training data points, Uncertainty-based Active Learning (UAL) operates by querying the label(s) of pivotal samples from an unlabeled pool selected based on the prediction uncertainty, thereby aiming at minimizing the labeling cost for model training. The efficacy of UAL critically depends on the model capacity as well as the adopted uncertainty-based acquisition function. Within the context of this study, our analytical focus is directed toward comprehending how the capacity of the machine learning model may affect UAL efficacy. Through theoretical analysis, comprehensive simulations, and empirical studies, we conclusively demonstrate that UAL can lead to worse performance in comparison with random sampling when the machine learning model class has low capacity and is unable to cover the underlying ground truth. In such situations, adopting acquisition functions that directly target estimating the prediction performance may be beneficial for improving the performance of UAL.

cs.LG↗

arXiv2024

Staggered Quantizers for Perfect Perceptual Quality: A Connection between Quantizers with Common Randomness and Without

The rate-distortion-perception (RDP) framework has attracted significant recent attention due to its application in neural compression. It is important to understand the underlying mechanism connecting procedures with common randomness and those without. Different from previous efforts, we study this problem from a quantizer design perspective. By analyzing an idealized setting, we provide an interpretation of the advantage of dithered quantization in the RDP setting, which further allows us to make a conceptual connection between randomized (dithered) quantizers and quantizers without common randomness. This new understanding leads to a new procedure for RDP coding based on staggered quantizers.

cs.IT↗

arXiv2024

Provable Policy Gradient Methods for Average-Reward Markov Potential Games

We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy gradient converge globally to a Nash equilibrium for the average reward criterion. To set the stage for gradient-based methods, we first establish that the average reward is a smooth function of policies and provide sensitivity bounds for the differential value functions, under certain conditions on ergodicity and the second largest eigenvalue of the underlying Markov decision process (MDP). We prove that three algorithms, policy gradient, proximal-Q, and natural policy gradient (NPG), converge to an $ε$-Nash equilibrium with time complexity $O(\frac{1}{ε^2})$, given a gradient/differential Q function oracle. When policy gradients have to be estimated, we propose an algorithm with $\tilde{O}(\frac{1}{\min_{s,a}π(a|s)δ})$ sample complexity to achieve $δ$ approximation error w.r.t~the $\ell_2$ norm. Equipped with the estimator, we derive the first sample complexity analysis for a policy gradient ascent algorithm, featuring a sample complexity of $\tilde{O}(1/ε^5)$. Simulation studies are presented.

cs.LG↗

arXiv2024

Correlational Lagrangian Schrödinger Bridge: Learning Dynamics with Population-Level Regularization

Accurate modeling of system dynamics holds intriguing potential in broad scientific fields including cytodynamics and fluid mechanics. This task often presents significant challenges when (i) observations are limited to cross-sectional samples (where individual trajectories are inaccessible for learning), and moreover, (ii) the behaviors of individual particles are heterogeneous (especially in biological systems due to biodiversity). To address them, we introduce a novel framework dubbed correlational Lagrangian Schrödinger bridge (CLSB), aiming to seek for the evolution "bridging" among cross-sectional observations, while regularized for the minimal population "cost". In contrast to prior methods relying on \textit{individual}-level regularizers for all particles \textit{homogeneously} (e.g. restraining individual motions), CLSB operates at the population level admitting the heterogeneity nature, resulting in a more generalizable modeling in practice. To this end, our contributions include (1) a new class of population regularizers capturing the temporal variations in multivariate relations, with the tractable formulation derived, (2) three domain-informed instantiations based on genetic co-expression stability, and (3) an integration of population regularizers into data-driven generative models as constrained optimization, and a numerical solution, with further extension to conditional generative models. Empirically, we demonstrate the superiority of CLSB in single-cell sequencing data analyses such as simulating cell development over time and predicting cellular responses to drugs of varied doses.

cs.LG↗

arXiv2024

From Function to Distribution Modeling: A PAC-Generative Approach to Offline Optimization

This paper considers the problem of offline optimization, where the objective function is unknown except for a collection of ``offline" data examples. While recent years have seen a flurry of work on applying various machine learning techniques to the offline optimization problem, the majority of these work focused on learning a surrogate of the unknown objective function and then applying existing optimization algorithms. While the idea of modeling the unknown objective function is intuitive and appealing, from the learning point of view it also makes it very difficult to tune the objective of the learner according to the objective of optimization. Instead of learning and then optimizing the unknown objective function, in this paper we take on a less intuitive but more direct view that optimization can be thought of as a process of sampling from a generative model. To learn an effective generative model from the offline data examples, we consider the standard technique of ``re-weighting", and our main technical contribution is a probably approximately correct (PAC) lower bound on the natural optimization objective, which allows us to jointly learn a weight function and a score-based generative model. The robustly competitive performance of the proposed approach is demonstrated via empirical studies using the standard offline optimization benchmarks.

cs.LG↗

arXiv2023

Natural Actor-Critic for Robust Reinforcement Learning with Function Approximation

We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms mainly focus on the tabular setting under uncertainty sets that facilitate robust policy evaluation, but are no longer tractable when the number of states scales up. To this end, we propose two novel uncertainty set formulations, one based on double sampling and the other on an integral probability metric. Both make large-scale robust RL tractable even when one only has access to a simulator. We propose a robust natural actor-critic (RNAC) approach that incorporates the new uncertainty sets and employs function approximation. We provide finite-time convergence guarantees for the proposed RNAC algorithm to the optimal robust policy within the function approximation error. Finally, we demonstrate the robust performance of the policy learned by our proposed RNAC approach in multiple MuJoCo environments and a real-world TurtleBot navigation task.

cs.LG↗

arXiv2023

Exactly Tight Information-Theoretic Generalization Error Bound for the Quadratic Gaussian Problem

We provide a new information-theoretic generalization error bound that is exactly tight (i.e., matching even the constant) for the canonical quadratic Gaussian (location) problem. Most existing bounds are order-wise loose in this setting, which has raised concerns about the fundamental capability of information-theoretic bounds in reasoning the generalization behavior for machine learning. The proposed new bound adopts the individual-sample-based approach proposed by Bu et al., but also has several key new ingredients. Firstly, instead of applying the change of measure inequality on the loss function, we apply it to the generalization error function itself; secondly, the bound is derived in a conditional manner; lastly, a reference distribution is introduced. The combination of these components produces a KL-divergence-based generalization error bound. We show that although the latter two new ingredients can help make the bound exactly tight, removing them does not significantly degrade the bound, leading to an asymptotically tight mutual-information-based bound. We further consider the vector Gaussian setting, where a direct application of the proposed bound again does not lead to tight bounds except in special cases. A refined bound is then proposed for decomposable loss functions, leading to a tight bound for the vector setting.

cs.IT↗

arXiv2023

Federated Linear Bandits with Finite Adversarial Actions

We study a federated linear bandits model, where $M$ clients communicate with a central server to solve a linear contextual bandits problem with finite adversarial action sets that may be different across clients. To address the unique challenges of adversarial finite action sets, we propose the FedSupLinUCB algorithm, which extends the principles of SupLinUCB and OFUL algorithms in linear contextual bandits. We prove that FedSupLinUCB achieves a total regret of $\tilde{O}(\sqrt{d T})$, where $T$ is the total number of arm pulls from all clients, and $d$ is the ambient dimension of the linear model. This matches the minimax lower bound and thus is order-optimal (up to polylog terms). We study both asynchronous and synchronous cases and show that the communication cost can be controlled as $O(d M^2 \log(d)\log(T))$ and $O(\sqrt{d^3 M^3} \log(d))$, respectively. The FedSupLinUCB design is further extended to two scenarios: (1) variance-adaptive, where a total regret of $\tilde{O} (\sqrt{d \sum \nolimits_{t=1}^{T} σ_t^2})$ can be achieved with $σ_t^2$ being the noise variance of round $t$; and (2) adversarial corruption, where a total regret of $\tilde{O}(\sqrt{dT} + d C_p)$ can be achieved with $C_p$ being the total corruption budget. Experiment results corroborate the theoretical analysis and demonstrate the effectiveness of FedSupLinUCB on both synthetic and real-world datasets.

cs.LG↗

arXiv2023

Provably Fast Convergence of Independent Natural Policy Gradient for Markov Potential Games

This work studies an independent natural policy gradient (NPG) algorithm for the multi-agent reinforcement learning problem in Markov potential games. It is shown that, under mild technical assumptions and the introduction of the \textit{suboptimality gap}, the independent NPG method with an oracle providing exact policy evaluation asymptotically reaches an $ε$-Nash Equilibrium (NE) within $\mathcal{O}(1/ε)$ iterations. This improves upon the previous best result of $\mathcal{O}(1/ε^2)$ iterations and is of the same order, $\mathcal{O}(1/ε)$, that is achievable for the single-agent case. Empirical results for a synthetic potential game and a congestion game are presented to verify the theoretical bounds.

cs.LG↗

arXiv2023

Learning Policies with Zero or Bounded Constraint Violation for Constrained MDPs

We address the issue of safety in reinforcement learning. We pose the problem in an episodic framework of a constrained Markov decision process. Existing results have shown that it is possible to achieve a reward regret of $\tilde{\mathcal{O}}(\sqrt{K})$ while allowing an $\tilde{\mathcal{O}}(\sqrt{K})$ constraint violation in $K$ episodes. A critical question that arises is whether it is possible to keep the constraint violation even smaller. We show that when a strictly safe policy is known, then one can confine the system to zero constraint violation with arbitrarily high probability while keeping the reward regret of order $\tilde{\mathcal{O}}(\sqrt{K})$. The algorithm which does so employs the principle of optimistic pessimism in the face of uncertainty to achieve safe exploration. When no strictly safe policy is known, though one is known to exist, then it is possible to restrict the system to bounded constraint violation with arbitrarily high probability. This is shown to be realized by a primal-dual algorithm with an optimistic primal estimate and a pessimistic dual update.

cs.LG↗

arXiv2022

Online Learning with Diverse User Preferences

In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for certain users, the O(log T) regret incurred by exploring the sub-optimal arms under the standard stochastic MAB setting can be reduced to a constant. Our intuition is that to achieve sub-linear regret, the number of times an optimal arm being pulled should scale linearly in time; when all arms are optimal for certain users and pulled frequently, the estimated arm statistics can quickly converge to their true values, thus reducing the need of exploration dramatically. We cast the problem into a stochastic linear bandits model, where both the users preferences and the state of arms are modeled as {independent and identical distributed (i.i.d)} d-dimensional random vectors. After receiving the user preference vector at the beginning of each time slot, the learner pulls an arm and receives a reward as the linear product of the preference vector and the arm state vector. We also assume that the state of the pulled arm is revealed to the learner once its pulled. We propose a Weighted Upper Confidence Bound (W-UCB) algorithm and show that it can achieve a constant regret when the user preferences are sufficiently diverse. The performance of W-UCB under general setups is also completely characterized and validated with synthetic data.

cs.LG↗

arXiv2022

Learning from Few Samples: Transformation-Invariant SVMs with Composition and Locality at Multiple Scales

Motivated by the problem of learning with small sample sizes, this paper shows how to incorporate into support-vector machines (SVMs) those properties that have made convolutional neural networks (CNNs) successful. Particularly important is the ability to incorporate domain knowledge of invariances, e.g., translational invariance of images. Kernels based on the \textit{maximum} similarity over a group of transformations are not generally positive definite. Perhaps it is for this reason that they have not been studied theoretically. We address this lacuna and show that positive definiteness indeed holds \textit{with high probability} for kernels based on the maximum similarity in the small training sample set regime of interest, and that they do yield the best results in that regime. We also show how additional properties such as their ability to incorporate local features at multiple spatial scales, e.g., as done in CNNs through max pooling, and to provide the benefits of composition through the architecture of multiple layers, can also be embedded into SVMs. We verify through experiments on widely available image sets that the resulting SVMs do provide superior accuracy in comparison to well-established deep neural network benchmarks for small sample sizes.

cs.LG↗

arXiv2022

Anchor-Changing Regularized Natural Policy Gradient for Multi-Objective Reinforcement Learning

We study policy optimization for Markov decision processes (MDPs) with multiple reward value functions, which are to be jointly optimized according to given criteria such as proportional fairness (smooth concave scalarization), hard constraints (constrained MDP), and max-min trade-off. We propose an Anchor-changing Regularized Natural Policy Gradient (ARNPG) framework, which can systematically incorporate ideas from well-performing first-order methods into the design of policy optimization algorithms for multi-objective MDP problems. Theoretically, the designed algorithms based on the ARNPG framework achieve $\tilde{O}(1/T)$ global convergence with exact gradients. Empirically, the ARNPG-guided algorithms also demonstrate superior performance compared to some existing policy gradient-based approaches in both exact gradients and sample-based scenarios.

cs.LG↗

arXiv2022

Improved Weakly Private Information Retrieval Codes

We study the problem of weakly private information retrieval (W-PIR), where a user wishes to retrieve a desired message from $N$ non-colluding servers in a way that the privacy leakage regarding the desired message's identity is less than or equal to a threshold. We propose a new code construction which significantly improves upon the best known result in the literature, based on the following critical observation. In previous constructions, for the extreme case of minimum download, the retrieval pattern is to download the message directly from $N-1$ servers; however this causes leakage to all these $N-1$ servers, and a better retrieval pattern for this extreme case is to download the message directly from a single server. The proposed code construction allows a natural transition to such a pattern, and for both the maximal leakage metric and the mutual information leakage metric, significant improvements can be obtained. We provide explicit solutions, in contrast to a previous work by Lin et al., where only numerical solutions were obtained.

cs.IT↗

arXiv2022

Approximate Top-$m$ Arm Identification with Heterogeneous Reward Variances

We study the effect of reward variance heterogeneity in the approximate top-$m$ arm identification setting. In this setting, the reward for the $i$-th arm follows a $σ^2_i$-sub-Gaussian distribution, and the agent needs to incorporate this knowledge to minimize the expected number of arm pulls to identify $m$ arms with the largest means within error $ε$ out of the $n$ arms, with probability at least $1-δ$. We show that the worst-case sample complexity of this problem is $$Θ\left( \sum_{i =1}^n \frac{σ_i^2}{ε^2} \ln\frac{1}δ + \sum_{i \in G^{m}} \frac{σ_i^2}{ε^2} \ln(m) + \sum_{j \in G^{l}} \frac{σ_j^2}{ε^2} \text{Ent}(σ^2_{G^{r}}) \right),$$ where $G^{m}, G^{l}, G^{r}$ are certain specific subsets of the overall arm set $\{1, 2, \ldots, n\}$, and $\text{Ent}(\cdot)$ is an entropy-like function which measures the heterogeneity of the variance proxies. The upper bound of the complexity is obtained using a divide-and-conquer style algorithm, while the matching lower bound relies on the study of a dual formulation.

cs.LG↗

arXiv2022

On Top-$k$ Selection from $m$-wise Partial Rankings via Borda Counting

We analyze the performance of the Borda counting algorithm in a non-parametric model. The algorithm needs to utilize probabilistic rankings of the items within $m$-sized subsets to accurately determine which items are the overall top-$k$ items in a total of $n$ items. The Borda counting algorithm simply counts the cumulative scores for each item from these partial ranking observations. This generalizes a previous work of a similar nature by Shah et al. using probabilistic pairwise comparison data. The performance of the Borda counting algorithm critically depends on the associated score separation $Δ_k$ between the $k$-th item and the $(k+1)$-th item. Specifically, we show that if $Δ_k$ is greater than certain value, then the top-$k$ items selected by the algorithm is asymptotically accurate almost surely; if $Δ_k$ is below certain value, then the result will be inaccurate with a constant probability. In the special case of $m=2$, i.e., pairwise comparison, the resultant bound is tighter than that given by Shah et al., leading to a reduced gap between the error probability upper and lower bounds. These results are further extended to the approximate top-$k$ selection setting. Numerical experiments demonstrate the effectiveness and accuracy of the Borda counting algorithm, compared with the spectral MLE-based algorithm, particularly when the data does not necessarily follow an assumed parametric model.

cs.DS↗

arXiv2022

Policy Optimization for Constrained MDPs with Provable Fast Global Convergence

We address the problem of finding the optimal policy of a constrained Markov decision process (CMDP) using a gradient descent-based algorithm. Previous results have shown that a primal-dual approach can achieve an $\mathcal{O}(1/\sqrt{T})$ global convergence rate for both the optimality gap and the constraint violation. We propose a new algorithm called policy mirror descent-primal dual (PMD-PD) algorithm that can provably achieve a faster $\mathcal{O}(\log(T)/T)$ convergence rate for both the optimality gap and the constraint violation. For the primal (policy) update, the PMD-PD algorithm utilizes a modified value function and performs natural policy gradient steps, which is equivalent to a mirror descent step with appropriate regularization. For the dual update, the PMD-PD algorithm uses modified Lagrange multipliers to ensure a faster convergence rate. We also present two extensions of this approach to the settings with zero constraint violation and sample-based estimation. Experimental results demonstrate the faster convergence rate and the better performance of the PMD-PD algorithm compared with existing policy gradient-based algorithms.

cs.LG↗

arXiv2022

Stochastic Chaining and Strengthened Information-Theoretic Generalization Bounds

We propose a new approach to apply the chaining technique in conjunction with information-theoretic measures to bound the generalization error of machine learning algorithms. Different from the deterministic chaining approach based on hierarchical partitions of a metric space, previously proposed by Asadi et al., we propose a stochastic chaining approach, which replaces the hierarchical partitions with an abstracted Markovian model borrowed from successive refinement source coding. This approach has three benefits over deterministic chaining: 1) the metric space is not necessarily bounded, 2) facilitation of subsequent analysis to yield more explicit bound, and 3) further opportunity to optimize the bound by removing the geometric rigidity of the partitions. The proposed approach includes the traditional chaining as a special case, and can therefore also utilize any deterministic chaining construction. We illustrate these benefits using the problem of estimating Gaussian mean and that of phase retrieval. For the former, we derive a bound that provides an order-wise improvement over previous results, and for the latter we provide a stochastic chain that allows optimization over the chaining parameter.

cs.IT↗