arXiv subjects

Xuezhou Zhang

Publications and source records attributed to Xuezhou Zhang.

At least 37 records · Page 2Linked to original sources

arXiv2022

Provably Efficient Reinforcement Learning for Online Adaptive Influence Maximization

Online influence maximization aims to maximize the influence spread of a content in a social network with unknown network model by selecting a few seed nodes. Recent studies followed a non-adaptive setting, where the seed nodes are selected before the start of the diffusion process and network parameters are updated when the diffusion stops. We consider an adaptive version of content-dependent online influence maximization problem where the seed nodes are sequentially activated based on real-time feedback. In this paper, we formulate the problem as an infinite-horizon discounted MDP under a linear diffusion process and present a model-based reinforcement learning solution. Our algorithm maintains a network model estimate and selects seed users adaptively, exploring the social network while improving the optimal policy optimistically. We establish $\widetilde O(\sqrt{T})$ regret bound for our algorithm. Empirical evaluations on synthetic network demonstrate the efficiency of our algorithm.

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arXiv2022

Decentralized Gossip-Based Stochastic Bilevel Optimization over Communication Networks

Bilevel optimization have gained growing interests, with numerous applications found in meta learning, minimax games, reinforcement learning, and nested composition optimization. This paper studies the problem of distributed bilevel optimization over a network where agents can only communicate with neighbors, including examples from multi-task, multi-agent learning and federated learning. In this paper, we propose a gossip-based distributed bilevel learning algorithm that allows networked agents to solve both the inner and outer optimization problems in a single timescale and share information via network propagation. We show that our algorithm enjoys the $\mathcal{O}(\frac{1}{K ε^2})$ per-agent sample complexity for general nonconvex bilevel optimization and $\mathcal{O}(\frac{1}{K ε})$ for strongly convex objective, achieving a speedup that scales linearly with the network size. The sample complexities are optimal in both $ε$ and $K$. We test our algorithm on the examples of hyperparameter tuning and decentralized reinforcement learning. Simulated experiments confirmed that our algorithm achieves the state-of-the-art training efficiency and test accuracy.

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arXiv2022

Optimal Estimation of Off-Policy Policy Gradient via Double Fitted Iteration

Policy gradient (PG) estimation becomes a challenge when we are not allowed to sample with the target policy but only have access to a dataset generated by some unknown behavior policy. Conventional methods for off-policy PG estimation often suffer from either significant bias or exponentially large variance. In this paper, we propose the double Fitted PG estimation (FPG) algorithm. FPG can work with an arbitrary policy parameterization, assuming access to a Bellman-complete value function class. In the case of linear value function approximation, we provide a tight finite-sample upper bound on policy gradient estimation error, that is governed by the amount of distribution mismatch measured in feature space. We also establish the asymptotic normality of FPG estimation error with a precise covariance characterization, which is further shown to be statistically optimal with a matching Cramer-Rao lower bound. Empirically, we evaluate the performance of FPG on both policy gradient estimation and policy optimization, using either softmax tabular or ReLU policy networks. Under various metrics, our results show that FPG significantly outperforms existing off-policy PG estimation methods based on importance sampling and variance reduction techniques.

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arXiv2022

Bandit Theory and Thompson Sampling-Guided Directed Evolution for Sequence Optimization

Directed Evolution (DE), a landmark wet-lab method originated in 1960s, enables discovery of novel protein designs via evolving a population of candidate sequences. Recent advances in biotechnology has made it possible to collect high-throughput data, allowing the use of machine learning to map out a protein's sequence-to-function relation. There is a growing interest in machine learning-assisted DE for accelerating protein optimization. Yet the theoretical understanding of DE, as well as the use of machine learning in DE, remains limited. In this paper, we connect DE with the bandit learning theory and make a first attempt to study regret minimization in DE. We propose a Thompson Sampling-guided Directed Evolution (TS-DE) framework for sequence optimization, where the sequence-to-function mapping is unknown and querying a single value is subject to costly and noisy measurements. TS-DE updates a posterior of the function based on collected measurements. It uses a posterior-sampled function estimate to guide the crossover recombination and mutation steps in DE. In the case of a linear model, we show that TS-DE enjoys a Bayesian regret of order $\tilde O(d^{2}\sqrt{MT})$, where $d$ is feature dimension, $M$ is population size and $T$ is number of rounds. This regret bound is nearly optimal, confirming that bandit learning can provably accelerate DE. It may have implications for more general sequence optimization and evolutionary algorithms.

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arXiv2022

Byzantine-Robust Online and Offline Distributed Reinforcement Learning

We consider a distributed reinforcement learning setting where multiple agents separately explore the environment and communicate their experiences through a central server. However, $α$-fraction of agents are adversarial and can report arbitrary fake information. Critically, these adversarial agents can collude and their fake data can be of any sizes. We desire to robustly identify a near-optimal policy for the underlying Markov decision process in the presence of these adversarial agents. Our main technical contribution is Weighted-Clique, a novel algorithm for the robust mean estimation from batches problem, that can handle arbitrary batch sizes. Building upon this new estimator, in the offline setting, we design a Byzantine-robust distributed pessimistic value iteration algorithm; in the online setting, we design a Byzantine-robust distributed optimistic value iteration algorithm. Both algorithms obtain near-optimal sample complexities and achieve superior robustness guarantee than prior works.

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arXiv2022

Off-Policy Fitted Q-Evaluation with Differentiable Function Approximators: Z-Estimation and Inference Theory

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical analysis has proved FQE to be minimax-optimal with tabular, linear and several nonparametric function families, its practical performance with more general function approximator is less theoretically understood. We focus on FQE with general differentiable function approximators, making our theory applicable to neural function approximations. We approach this problem using the Z-estimation theory and establish the following results: The FQE estimation error is asymptotically normal with explicit variance determined jointly by the tangent space of the function class at the ground truth, the reward structure, and the distribution shift due to off-policy learning; The finite-sample FQE error bound is dominated by the same variance term, and it can also be bounded by function class-dependent divergence, which measures how the off-policy distribution shift intertwines with the function approximator. In addition, we study bootstrapping FQE estimators for error distribution inference and estimating confidence intervals, accompanied by a Cramer-Rao lower bound that matches our upper bounds. The Z-estimation analysis provides a generalizable theoretical framework for studying off-policy estimation in RL and provides sharp statistical theory for FQE with differentiable function approximators.

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arXiv2022

Representation Learning for Online and Offline RL in Low-rank MDPs

This work studies the question of Representation Learning in RL: how can we learn a compact low-dimensional representation such that on top of the representation we can perform RL procedures such as exploration and exploitation, in a sample efficient manner. We focus on the low-rank Markov Decision Processes (MDPs) where the transition dynamics correspond to a low-rank transition matrix. Unlike prior works that assume the representation is known (e.g., linear MDPs), here we need to learn the representation for the low-rank MDP. We study both the online RL and offline RL settings. For the online setting, operating with the same computational oracles used in FLAMBE (Agarwal et.al), the state-of-art algorithm for learning representations in low-rank MDPs, we propose an algorithm REP-UCB Upper Confidence Bound driven Representation learning for RL), which significantly improves the sample complexity from $\widetilde{O}( A^9 d^7 / (ε^{10} (1-γ)^{22}))$ for FLAMBE to $\widetilde{O}( A^2 d^4 / (ε^2 (1-γ)^{5}) )$ with $d$ being the rank of the transition matrix (or dimension of the ground truth representation), $A$ being the number of actions, and $γ$ being the discounted factor. Notably, REP-UCB is simpler than FLAMBE, as it directly balances the interplay between representation learning, exploration, and exploitation, while FLAMBE is an explore-then-commit style approach and has to perform reward-free exploration step-by-step forward in time. For the offline RL setting, we develop an algorithm that leverages pessimism to learn under a partial coverage condition: our algorithm is able to compete against any policy as long as it is covered by the offline distribution.

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arXiv2021

Neural Additive Models: Interpretable Machine Learning with Neural Nets

Deep neural networks (DNNs) are powerful black-box predictors that have achieved impressive performance on a wide variety of tasks. However, their accuracy comes at the cost of intelligibility: it is usually unclear how they make their decisions. This hinders their applicability to high stakes decision-making domains such as healthcare. We propose Neural Additive Models (NAMs) which combine some of the expressivity of DNNs with the inherent intelligibility of generalized additive models. NAMs learn a linear combination of neural networks that each attend to a single input feature. These networks are trained jointly and can learn arbitrarily complex relationships between their input feature and the output. Our experiments on regression and classification datasets show that NAMs are more accurate than widely used intelligible models such as logistic regression and shallow decision trees. They perform similarly to existing state-of-the-art generalized additive models in accuracy, but are more flexible because they are based on neural nets instead of boosted trees. To demonstrate this, we show how NAMs can be used for multitask learning on synthetic data and on the COMPAS recidivism data due to their composability, and demonstrate that the differentiability of NAMs allows them to train more complex interpretable models for COVID-19.

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arXiv2021

Corruption-Robust Offline Reinforcement Learning

We study the adversarial robustness in offline reinforcement learning. Given a batch dataset consisting of tuples $(s, a, r, s')$, an adversary is allowed to arbitrarily modify $ε$ fraction of the tuples. From the corrupted dataset the learner aims to robustly identify a near-optimal policy. We first show that a worst-case $Ω(dε)$ optimality gap is unavoidable in linear MDP of dimension $d$, even if the adversary only corrupts the reward element in a tuple. This contrasts with dimension-free results in robust supervised learning and best-known lower-bound in the online RL setting with corruption. Next, we propose robust variants of the Least-Square Value Iteration (LSVI) algorithm utilizing robust supervised learning oracles, which achieve near-matching performances in cases both with and without full data coverage. The algorithm requires the knowledge of $ε$ to design the pessimism bonus in the no-coverage case. Surprisingly, in this case, the knowledge of $ε$ is necessary, as we show that being adaptive to unknown $ε$ is impossible.This again contrasts with recent results on corruption-robust online RL and implies that robust offline RL is a strictly harder problem.

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arXiv2021

Robust Policy Gradient against Strong Data Corruption

We study the problem of robust reinforcement learning under adversarial corruption on both rewards and transitions. Our attack model assumes an \textit{adaptive} adversary who can arbitrarily corrupt the reward and transition at every step within an episode, for at most $ε$-fraction of the learning episodes. Our attack model is strictly stronger than those considered in prior works. Our first result shows that no algorithm can find a better than $O(ε)$-optimal policy under our attack model. Next, we show that surprisingly the natural policy gradient (NPG) method retains a natural robustness property if the reward corruption is bounded, and can find an $O(\sqrtε)$-optimal policy. Consequently, we develop a Filtered Policy Gradient (FPG) algorithm that can tolerate even unbounded reward corruption and can find an $O(ε^{1/4})$-optimal policy. We emphasize that FPG is the first that can achieve a meaningful learning guarantee when a constant fraction of episodes are corrupted. Complimentary to the theoretical results, we show that a neural implementation of FPG achieves strong robust learning performance on the MuJoCo continuous control benchmarks.

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arXiv2021

The Sample Complexity of Teaching-by-Reinforcement on Q-Learning

We study the sample complexity of teaching, termed as "teaching dimension" (TDim) in the literature, for the teaching-by-reinforcement paradigm, where the teacher guides the student through rewards. This is distinct from the teaching-by-demonstration paradigm motivated by robotics applications, where the teacher teaches by providing demonstrations of state/action trajectories. The teaching-by-reinforcement paradigm applies to a wider range of real-world settings where a demonstration is inconvenient, but has not been studied systematically. In this paper, we focus on a specific family of reinforcement learning algorithms, Q-learning, and characterize the TDim under different teachers with varying control power over the environment, and present matching optimal teaching algorithms. Our TDim results provide the minimum number of samples needed for reinforcement learning, and we discuss their connections to standard PAC-style RL sample complexity and teaching-by-demonstration sample complexity results. Our teaching algorithms have the potential to speed up RL agent learning in applications where a helpful teacher is available.

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arXiv2021

Controllable and Diverse Text Generation in E-commerce

In E-commerce, a key challenge in text generation is to find a good trade-off between word diversity and accuracy (relevance) in order to make generated text appear more natural and human-like. In order to improve the relevance of generated results, conditional text generators were developed that use input keywords or attributes to produce the corresponding text. Prior work, however, do not finely control the diversity of automatically generated sentences. For example, it does not control the order of keywords to put more relevant ones first. Moreover, it does not explicitly control the balance between diversity and accuracy. To remedy these problems, we propose a fine-grained controllable generative model, called~\textit{Apex}, that uses an algorithm borrowed from automatic control (namely, a variant of the \textit{proportional, integral, and derivative (PID) controller}) to precisely manipulate the diversity/accuracy trade-off of generated text. The algorithm is injected into a Conditional Variational Autoencoder (CVAE), allowing \textit{Apex} to control both (i) the order of keywords in the generated sentences (conditioned on the input keywords and their order), and (ii) the trade-off between diversity and accuracy. Evaluation results on real-world datasets show that the proposed method outperforms existing generative models in terms of diversity and relevance. Apex is currently deployed to generate production descriptions and item recommendation reasons in Taobao owned by Alibaba, the largest E-commerce platform in China. The A/B production test results show that our method improves click-through rate (CTR) by 13.17\% compared to the existing method for production descriptions. For item recommendation reason, it is able to increase CTR by 6.89\% and 1.42\% compared to user reviews and top-K item recommendation without reviews, respectively.

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arXiv2021

Reward Poisoning in Reinforcement Learning: Attacks Against Unknown Learners in Unknown Environments

We study black-box reward poisoning attacks against reinforcement learning (RL), in which an adversary aims to manipulate the rewards to mislead a sequence of RL agents with unknown algorithms to learn a nefarious policy in an environment unknown to the adversary a priori. That is, our attack makes minimum assumptions on the prior knowledge of the adversary: it has no initial knowledge of the environment or the learner, and neither does it observe the learner's internal mechanism except for its performed actions. We design a novel black-box attack, U2, that can provably achieve a near-matching performance to the state-of-the-art white-box attack, demonstrating the feasibility of reward poisoning even in the most challenging black-box setting.

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arXiv2020

Adaptive Reward-Poisoning Attacks against Reinforcement Learning

In reward-poisoning attacks against reinforcement learning (RL), an attacker can perturb the environment reward $r_t$ into $r_t+δ_t$ at each step, with the goal of forcing the RL agent to learn a nefarious policy. We categorize such attacks by the infinity-norm constraint on $δ_t$: We provide a lower threshold below which reward-poisoning attack is infeasible and RL is certified to be safe; we provide a corresponding upper threshold above which the attack is feasible. Feasible attacks can be further categorized as non-adaptive where $δ_t$ depends only on $(s_t,a_t, s_{t+1})$, or adaptive where $δ_t$ depends further on the RL agent's learning process at time $t$. Non-adaptive attacks have been the focus of prior works. However, we show that under mild conditions, adaptive attacks can achieve the nefarious policy in steps polynomial in state-space size $|S|$, whereas non-adaptive attacks require exponential steps. We provide a constructive proof that a Fast Adaptive Attack strategy achieves the polynomial rate. Finally, we show that empirically an attacker can find effective reward-poisoning attacks using state-of-the-art deep RL techniques.

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arXiv2020

Task-agnostic Exploration in Reinforcement Learning

Efficient exploration is one of the main challenges in reinforcement learning (RL). Most existing sample-efficient algorithms assume the existence of a single reward function during exploration. In many practical scenarios, however, there is not a single underlying reward function to guide the exploration, for instance, when an agent needs to learn many skills simultaneously, or multiple conflicting objectives need to be balanced. To address these challenges, we propose the \textit{task-agnostic RL} framework: In the exploration phase, the agent first collects trajectories by exploring the MDP without the guidance of a reward function. After exploration, it aims at finding near-optimal policies for $N$ tasks, given the collected trajectories augmented with \textit{sampled rewards} for each task. We present an efficient task-agnostic RL algorithm, \textsc{UCBZero}, that finds $ε$-optimal policies for $N$ arbitrary tasks after at most $\tilde O(\log(N)H^5SA/ε^2)$ exploration episodes. We also provide an $Ω(\log (N)H^2SA/ε^2)$ lower bound, showing that the $\log$ dependency on $N$ is unavoidable. Furthermore, we provide an $N$-independent sample complexity bound of \textsc{UCBZero} in the statistically easier setting when the ground truth reward functions are known.

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arXiv2019

Policy Poisoning in Batch Reinforcement Learning and Control

We study a security threat to batch reinforcement learning and control where the attacker aims to poison the learned policy. The victim is a reinforcement learner / controller which first estimates the dynamics and the rewards from a batch data set, and then solves for the optimal policy with respect to the estimates. The attacker can modify the data set slightly before learning happens, and wants to force the learner into learning a target policy chosen by the attacker. We present a unified framework for solving batch policy poisoning attacks, and instantiate the attack on two standard victims: tabular certainty equivalence learner in reinforcement learning and linear quadratic regulator in control. We show that both instantiation result in a convex optimization problem on which global optimality is guaranteed, and provide analysis on attack feasibility and attack cost. Experiments show the effectiveness of policy poisoning attacks.

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arXiv2019

Axiomatic Interpretability for Multiclass Additive Models

Generalized additive models (GAMs) are favored in many regression and binary classification problems because they are able to fit complex, nonlinear functions while still remaining interpretable. In the first part of this paper, we generalize a state-of-the-art GAM learning algorithm based on boosted trees to the multiclass setting, and show that this multiclass algorithm outperforms existing GAM learning algorithms and sometimes matches the performance of full complexity models such as gradient boosted trees. In the second part, we turn our attention to the interpretability of GAMs in the multiclass setting. Surprisingly, the natural interpretability of GAMs breaks down when there are more than two classes. Naive interpretation of multiclass GAMs can lead to false conclusions. Inspired by binary GAMs, we identify two axioms that any additive model must satisfy in order to not be visually misleading. We then develop a technique called Additive Post-Processing for Interpretability (API), that provably transforms a pre-trained additive model to satisfy the interpretability axioms without sacrificing accuracy. The technique works not just on models trained with our learning algorithm, but on any multiclass additive model, including multiclass linear and logistic regression. We demonstrate the effectiveness of API on a 12-class infant mortality dataset.

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arXiv2019

Online Data Poisoning Attack

We study data poisoning attacks in the online setting where training items arrive sequentially, and the attacker may perturb the current item to manipulate online learning. Importantly, the attacker has no knowledge of future training items nor the data generating distribution. We formulate online data poisoning attack as a stochastic optimal control problem, and solve it with model predictive control and deep reinforcement learning. We also upper bound the suboptimality suffered by the attacker for not knowing the data generating distribution. Experiments validate our control approach in generating near-optimal attacks on both supervised and unsupervised learning tasks.

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