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Yingbin Liang

Publications and source records attributed to Yingbin Liang.

At least 91 records · Page 5Linked to original sources
arXiv2023

Theoretical Characterization of the Generalization Performance of Overfitted Meta-Learning

Meta-learning has arisen as a successful method for improving training performance by training over many similar tasks, especially with deep neural networks (DNNs). However, the theoretical understanding of when and why overparameterized models such as DNNs can generalize well in meta-learning is still limited. As an initial step towards addressing this challenge, this paper studies the generalization performance of overfitted meta-learning under a linear regression model with Gaussian features. In contrast to a few recent studies along the same line, our framework allows the number of model parameters to be arbitrarily larger than the number of features in the ground truth signal, and hence naturally captures the overparameterized regime in practical deep meta-learning. We show that the overfitted min $\ell_2$-norm solution of model-agnostic meta-learning (MAML) can be beneficial, which is similar to the recent remarkable findings on ``benign overfitting'' and ``double descent'' phenomenon in the classical (single-task) linear regression. However, due to the uniqueness of meta-learning such as task-specific gradient descent inner training and the diversity/fluctuation of the ground-truth signals among training tasks, we find new and interesting properties that do not exist in single-task linear regression. We first provide a high-probability upper bound (under reasonable tightness) on the generalization error, where certain terms decrease when the number of features increases. Our analysis suggests that benign overfitting is more significant and easier to observe when the noise and the diversity/fluctuation of the ground truth of each training task are large. Under this circumstance, we show that the overfitted min $\ell_2$-norm solution can achieve an even lower generalization error than the underparameterized solution.

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arXiv2023

Learning to Generalize Provably in Learning to Optimize

Learning to optimize (L2O) has gained increasing popularity, which automates the design of optimizers by data-driven approaches. However, current L2O methods often suffer from poor generalization performance in at least two folds: (i) applying the L2O-learned optimizer to unseen optimizees, in terms of lowering their loss function values (optimizer generalization, or ``generalizable learning of optimizers"); and (ii) the test performance of an optimizee (itself as a machine learning model), trained by the optimizer, in terms of the accuracy over unseen data (optimizee generalization, or ``learning to generalize"). While the optimizer generalization has been recently studied, the optimizee generalization (or learning to generalize) has not been rigorously studied in the L2O context, which is the aim of this paper. We first theoretically establish an implicit connection between the local entropy and the Hessian, and hence unify their roles in the handcrafted design of generalizable optimizers as equivalent metrics of the landscape flatness of loss functions. We then propose to incorporate these two metrics as flatness-aware regularizers into the L2O framework in order to meta-train optimizers to learn to generalize, and theoretically show that such generalization ability can be learned during the L2O meta-training process and then transformed to the optimizee loss function. Extensive experiments consistently validate the effectiveness of our proposals with substantially improved generalization on multiple sophisticated L2O models and diverse optimizees. Our code is available at: https://github.com/VITA-Group/Open-L2O/tree/main/Model_Free_L2O/L2O-Entropy.

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arXiv2023

Safe Exploration Incurs Nearly No Additional Sample Complexity for Reward-free RL

Reward-free reinforcement learning (RF-RL), a recently introduced RL paradigm, relies on random action-taking to explore the unknown environment without any reward feedback information. While the primary goal of the exploration phase in RF-RL is to reduce the uncertainty in the estimated model with minimum number of trajectories, in practice, the agent often needs to abide by certain safety constraint at the same time. It remains unclear how such safe exploration requirement would affect the corresponding sample complexity in order to achieve the desired optimality of the obtained policy in planning. In this work, we make a first attempt to answer this question. In particular, we consider the scenario where a safe baseline policy is known beforehand, and propose a unified Safe reWard-frEe ExploraTion (SWEET) framework. We then particularize the SWEET framework to the tabular and the low-rank MDP settings, and develop algorithms coined Tabular-SWEET and Low-rank-SWEET, respectively. Both algorithms leverage the concavity and continuity of the newly introduced truncated value functions, and are guaranteed to achieve zero constraint violation during exploration with high probability. Furthermore, both algorithms can provably find a near-optimal policy subject to any constraint in the planning phase. Remarkably, the sample complexities under both algorithms match or even outperform the state of the art in their constraint-free counterparts up to some constant factors, proving that safety constraint hardly increases the sample complexity for RF-RL.

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arXiv2023

Improved Sample Complexity for Reward-free Reinforcement Learning under Low-rank MDPs

In reward-free reinforcement learning (RL), an agent explores the environment first without any reward information, in order to achieve certain learning goals afterwards for any given reward. In this paper we focus on reward-free RL under low-rank MDP models, in which both the representation and linear weight vectors are unknown. Although various algorithms have been proposed for reward-free low-rank MDPs, the corresponding sample complexity is still far from being satisfactory. In this work, we first provide the first known sample complexity lower bound that holds for any algorithm under low-rank MDPs. This lower bound implies it is strictly harder to find a near-optimal policy under low-rank MDPs than under linear MDPs. We then propose a novel model-based algorithm, coined RAFFLE, and show it can both find an $ε$-optimal policy and achieve an $ε$-accurate system identification via reward-free exploration, with a sample complexity significantly improving the previous results. Such a sample complexity matches our lower bound in the dependence on $ε$, as well as on $K$ in the large $d$ regime, where $d$ and $K$ respectively denote the representation dimension and action space cardinality. Finally, we provide a planning algorithm (without further interaction with true environment) for RAFFLE to learn a near-accurate representation, which is the first known representation learning guarantee under the same setting.

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arXiv2023

M-L2O: Towards Generalizable Learning-to-Optimize by Test-Time Fast Self-Adaptation

Learning to Optimize (L2O) has drawn increasing attention as it often remarkably accelerates the optimization procedure of complex tasks by ``overfitting" specific task type, leading to enhanced performance compared to analytical optimizers. Generally, L2O develops a parameterized optimization method (i.e., ``optimizer") by learning from solving sample problems. This data-driven procedure yields L2O that can efficiently solve problems similar to those seen in training, that is, drawn from the same ``task distribution". However, such learned optimizers often struggle when new test problems come with a substantially deviation from the training task distribution. This paper investigates a potential solution to this open challenge, by meta-training an L2O optimizer that can perform fast test-time self-adaptation to an out-of-distribution task, in only a few steps. We theoretically characterize the generalization of L2O, and further show that our proposed framework (termed as M-L2O) provably facilitates rapid task adaptation by locating well-adapted initial points for the optimizer weight. Empirical observations on several classic tasks like LASSO and Quadratic, demonstrate that M-L2O converges significantly faster than vanilla L2O with only $5$ steps of adaptation, echoing our theoretical results. Codes are available in https://github.com/VITA-Group/M-L2O.

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arXiv2023

Global Convergence of Two-timescale Actor-Critic for Solving Linear Quadratic Regulator

The actor-critic (AC) reinforcement learning algorithms have been the powerhouse behind many challenging applications. Nevertheless, its convergence is fragile in general. To study its instability, existing works mostly consider the uncommon double-loop variant or basic models with finite state and action space. We investigate the more practical single-sample two-timescale AC for solving the canonical linear quadratic regulator (LQR) problem, where the actor and the critic update only once with a single sample in each iteration on an unbounded continuous state and action space. Existing analysis cannot conclude the convergence for such a challenging case. We develop a new analysis framework that allows establishing the global convergence to an $ε$-optimal solution with at most an $\mathcal{O}(ε^{-2.5})$ sample complexity. To our knowledge, this is the first finite-time convergence analysis for the single sample two-timescale AC for solving LQR with global optimality. The sample complexity improves those of other variants by orders, which sheds light on the practical wisdom of single sample algorithms. We also further validate our theoretical findings via comprehensive simulation comparisons.

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arXiv2023

Theory on Forgetting and Generalization of Continual Learning

Continual learning (CL), which aims to learn a sequence of tasks, has attracted significant recent attention. However, most work has focused on the experimental performance of CL, and theoretical studies of CL are still limited. In particular, there is a lack of understanding on what factors are important and how they affect "catastrophic forgetting" and generalization performance. To fill this gap, our theoretical analysis, under overparameterized linear models, provides the first-known explicit form of the expected forgetting and generalization error. Further analysis of such a key result yields a number of theoretical explanations about how overparameterization, task similarity, and task ordering affect both forgetting and generalization error of CL. More interestingly, by conducting experiments on real datasets using deep neural networks (DNNs), we show that some of these insights even go beyond the linear models and can be carried over to practical setups. In particular, we use concrete examples to show that our results not only explain some interesting empirical observations in recent studies, but also motivate better practical algorithm designs of CL.

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arXiv2023

Near-Optimal Adversarial Reinforcement Learning with Switching Costs

Switching costs, which capture the costs for changing policies, are regarded as a critical metric in reinforcement learning (RL), in addition to the standard metric of losses (or rewards). However, existing studies on switching costs (with a coefficient $β$ that is strictly positive and is independent of $T$) have mainly focused on static RL, where the loss distribution is assumed to be fixed during the learning process, and thus practical scenarios where the loss distribution could be non-stationary or even adversarial are not considered. While adversarial RL better models this type of practical scenarios, an open problem remains: how to develop a provably efficient algorithm for adversarial RL with switching costs? This paper makes the first effort towards solving this problem. First, we provide a regret lower-bound that shows that the regret of any algorithm must be larger than $\tildeΩ( ( H S A )^{1/3} T^{2/3} )$, where $T$, $S$, $A$ and $H$ are the number of episodes, states, actions and layers in each episode, respectively. Our lower bound indicates that, due to the fundamental challenge of switching costs in adversarial RL, the best achieved regret (whose dependency on $T$ is $\tilde{O}(\sqrt{T})$) in static RL with switching costs (as well as adversarial RL without switching costs) is no longer achievable. Moreover, we propose two novel switching-reduced algorithms with regrets that match our lower bound when the transition function is known, and match our lower bound within a small factor of $\tilde{O}( H^{1/3} )$ when the transition function is unknown. Our regret analysis demonstrates the near-optimal performance of them.

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arXiv2023

A Near-Optimal Algorithm for Safe Reinforcement Learning Under Instantaneous Hard Constraints

In many applications of Reinforcement Learning (RL), it is critically important that the algorithm performs safely, such that instantaneous hard constraints are satisfied at each step, and unsafe states and actions are avoided. However, existing algorithms for ''safe'' RL are often designed under constraints that either require expected cumulative costs to be bounded or assume all states are safe. Thus, such algorithms could violate instantaneous hard constraints and traverse unsafe states (and actions) in practice. Therefore, in this paper, we develop the first near-optimal safe RL algorithm for episodic Markov Decision Processes with unsafe states and actions under instantaneous hard constraints and the linear mixture model. It not only achieves a regret $\tilde{O}(\frac{d H^3 \sqrt{dK}}{Δ_c})$ that tightly matches the state-of-the-art regret in the setting with only unsafe actions and nearly matches that in the unconstrained setting, but is also safe at each step, where $d$ is the feature-mapping dimension, $K$ is the number of episodes, $H$ is the number of steps in each episode, and $Δ_c$ is a safety-related parameter. We also provide a lower bound $\tildeΩ(\max\{dH \sqrt{K}, \frac{H}{Δ_c^2}\})$, which indicates that the dependency on $Δ_c$ is necessary. Further, both our algorithm design and regret analysis involve several novel ideas, which may be of independent interest.

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arXiv2023

Pruning Before Training May Improve Generalization, Provably

It has been observed in practice that applying pruning-at-initialization methods to neural networks and training the sparsified networks can not only retain the testing performance of the original dense models, but also sometimes even slightly boost the generalization performance. Theoretical understanding for such experimental observations are yet to be developed. This work makes the first attempt to study how different pruning fractions affect the model's gradient descent dynamics and generalization. Specifically, this work considers a classification task for overparameterized two-layer neural networks, where the network is randomly pruned according to different rates at the initialization. It is shown that as long as the pruning fraction is below a certain threshold, gradient descent can drive the training loss toward zero and the network exhibits good generalization performance. More surprisingly, the generalization bound gets better as the pruning fraction gets larger. To complement this positive result, this work further shows a negative result: there exists a large pruning fraction such that while gradient descent is still able to drive the training loss toward zero (by memorizing noise), the generalization performance is no better than random guessing. This further suggests that pruning can change the feature learning process, which leads to the performance drop of the pruned neural network.

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arXiv2022

PER-ETD: A Polynomially Efficient Emphatic Temporal Difference Learning Method

Emphatic temporal difference (ETD) learning (Sutton et al., 2016) is a successful method to conduct the off-policy value function evaluation with function approximation. Although ETD has been shown to converge asymptotically to a desirable value function, it is well-known that ETD often encounters a large variance so that its sample complexity can increase exponentially fast with the number of iterations. In this work, we propose a new ETD method, called PER-ETD (i.e., PEriodically Restarted-ETD), which restarts and updates the follow-on trace only for a finite period for each iteration of the evaluation parameter. Further, PER-ETD features a design of the logarithmical increase of the restart period with the number of iterations, which guarantees the best trade-off between the variance and bias and keeps both vanishing sublinearly. We show that PER-ETD converges to the same desirable fixed point as ETD, but improves the exponential sample complexity of ETD to be polynomials. Our experiments validate the superior performance of PER-ETD and its advantage over ETD.

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arXiv2022

Model-Based Offline Meta-Reinforcement Learning with Regularization

Existing offline reinforcement learning (RL) methods face a few major challenges, particularly the distributional shift between the learned policy and the behavior policy. Offline Meta-RL is emerging as a promising approach to address these challenges, aiming to learn an informative meta-policy from a collection of tasks. Nevertheless, as shown in our empirical studies, offline Meta-RL could be outperformed by offline single-task RL methods on tasks with good quality of datasets, indicating that a right balance has to be delicately calibrated between "exploring" the out-of-distribution state-actions by following the meta-policy and "exploiting" the offline dataset by staying close to the behavior policy. Motivated by such empirical analysis, we explore model-based offline Meta-RL with regularized Policy Optimization (MerPO), which learns a meta-model for efficient task structure inference and an informative meta-policy for safe exploration of out-of-distribution state-actions. In particular, we devise a new meta-Regularized model-based Actor-Critic (RAC) method for within-task policy optimization, as a key building block of MerPO, using conservative policy evaluation and regularized policy improvement; and the intrinsic tradeoff therein is achieved via striking the right balance between two regularizers, one based on the behavior policy and the other on the meta-policy. We theoretically show that the learnt policy offers guaranteed improvement over both the behavior policy and the meta-policy, thus ensuring the performance improvement on new tasks via offline Meta-RL. Experiments corroborate the superior performance of MerPO over existing offline Meta-RL methods.

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arXiv2022

Provable Generalization of Overparameterized Meta-learning Trained with SGD

Despite the superior empirical success of deep meta-learning, theoretical understanding of overparameterized meta-learning is still limited. This paper studies the generalization of a widely used meta-learning approach, Model-Agnostic Meta-Learning (MAML), which aims to find a good initialization for fast adaptation to new tasks. Under a mixed linear regression model, we analyze the generalization properties of MAML trained with SGD in the overparameterized regime. We provide both upper and lower bounds for the excess risk of MAML, which captures how SGD dynamics affect these generalization bounds. With such sharp characterizations, we further explore how various learning parameters impact the generalization capability of overparameterized MAML, including explicitly identifying typical data and task distributions that can achieve diminishing generalization error with overparameterization, and characterizing the impact of adaptation learning rate on both excess risk and the early stopping time. Our theoretical findings are further validated by experiments.

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arXiv2022

Provable Benefit of Multitask Representation Learning in Reinforcement Learning

As representation learning becomes a powerful technique to reduce sample complexity in reinforcement learning (RL) in practice, theoretical understanding of its advantage is still limited. In this paper, we theoretically characterize the benefit of representation learning under the low-rank Markov decision process (MDP) model. We first study multitask low-rank RL (as upstream training), where all tasks share a common representation, and propose a new multitask reward-free algorithm called REFUEL. REFUEL learns both the transition kernel and the near-optimal policy for each task, and outputs a well-learned representation for downstream tasks. Our result demonstrates that multitask representation learning is provably more sample-efficient than learning each task individually, as long as the total number of tasks is above a certain threshold. We then study the downstream RL in both online and offline settings, where the agent is assigned with a new task sharing the same representation as the upstream tasks. For both online and offline settings, we develop a sample-efficient algorithm, and show that it finds a near-optimal policy with the suboptimality gap bounded by the sum of the estimation error of the learned representation in upstream and a vanishing term as the number of downstream samples becomes large. Our downstream results of online and offline RL further capture the benefit of employing the learned representation from upstream as opposed to learning the representation of the low-rank model directly. To the best of our knowledge, this is the first theoretical study that characterizes the benefit of representation learning in exploration-based reward-free multitask RL for both upstream and downstream tasks.

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arXiv2022

A Primal-Dual Approach to Bilevel Optimization with Multiple Inner Minima

Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g., where the inner function is strongly convex) are well understood, such a problem with multiple inner minimal points remains to be challenging and open. Existing algorithms designed for such a problem were applicable to restricted situations and do not come with a full guarantee of convergence. In this paper, we adopt a reformulation of bilevel optimization to constrained optimization, and solve the problem via a primal-dual bilevel optimization (PDBO) algorithm. PDBO not only addresses the multiple inner minima challenge, but also features fully first-order efficiency without involving second-order Hessian and Jacobian computations, as opposed to most existing gradient-based bilevel algorithms. We further characterize the convergence rate of PDBO, which serves as the first known non-asymptotic convergence guarantee for bilevel optimization with multiple inner minima. Our experiments demonstrate desired performance of the proposed approach.

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arXiv2022

On the Convergence Theory for Hessian-Free Bilevel Algorithms

Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and Hessian-vector computations, which can be costly and unscalable in practice. Recently, Hessian-free bilevel schemes have been proposed to resolve this issue, where the general idea is to use zeroth- or first-order methods to approximate the full hypergradient of the bilevel problem. However, we empirically observe that such approximation can lead to large variance and unstable training, but estimating only the response Jacobian matrix as a partial component of the hypergradient turns out to be extremely effective. To this end, we propose a new Hessian-free method, which adopts the zeroth-order-like method to approximate the response Jacobian matrix via taking difference between two optimization paths. Theoretically, we provide the convergence rate analysis for the proposed algorithms, where our key challenge is to characterize the approximation and smoothness properties of the trajectory-dependent estimator, which can be of independent interest. This is the first known convergence rate result for this type of Hessian-free bilevel algorithms. Experimentally, we demonstrate that the proposed algorithms outperform baseline bilevel optimizers on various bilevel problems. Particularly, in our experiment on few-shot meta-learning with ResNet-12 network over the miniImageNet dataset, we show that our algorithm outperforms baseline meta-learning algorithms, while other baseline bilevel optimizers do not solve such meta-learning problems within a comparable time frame.

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arXiv2022

Will Bilevel Optimizers Benefit from Loops

Bilevel optimization has arisen as a powerful tool for solving a variety of machine learning problems. Two current popular bilevel optimizers AID-BiO and ITD-BiO naturally involve solving one or two sub-problems, and consequently, whether we solve these problems with loops (that take many iterations) or without loops (that take only a few iterations) can significantly affect the overall computational efficiency. Existing studies in the literature cover only some of those implementation choices, and the complexity bounds available are not refined enough to enable rigorous comparison among different implementations. In this paper, we first establish unified convergence analysis for both AID-BiO and ITD-BiO that are applicable to all implementation choices of loops. We then specialize our results to characterize the computational complexity for all implementations, which enable an explicit comparison among them. Our result indicates that for AID-BiO, the loop for estimating the optimal point of the inner function is beneficial for overall efficiency, although it causes higher complexity for each update step, and the loop for approximating the outer-level Hessian-inverse-vector product reduces the gradient complexity. For ITD-BiO, the two loops always coexist, and our convergence upper and lower bounds show that such loops are necessary to guarantee a vanishing convergence error, whereas the no-loop scheme suffers from an unavoidable non-vanishing convergence error. Our numerical experiments further corroborate our theoretical results.

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arXiv2022

Data Sampling Affects the Complexity of Online SGD over Dependent Data

Conventional machine learning applications typically assume that data samples are independently and identically distributed (i.i.d.). However, practical scenarios often involve a data-generating process that produces highly dependent data samples, which are known to heavily bias the stochastic optimization process and slow down the convergence of learning. In this paper, we conduct a fundamental study on how different stochastic data sampling schemes affect the sample complexity of online stochastic gradient descent (SGD) over highly dependent data. Specifically, with a $ϕ$-mixing model of data dependence, we show that online SGD with proper periodic data-subsampling achieves an improved sample complexity over the standard online SGD in the full spectrum of the data dependence level. Interestingly, even subsampling a subset of data samples can accelerate the convergence of online SGD over highly dependent data. Moreover, we show that online SGD with mini-batch sampling can further substantially improve the sample complexity over online SGD with periodic data-subsampling over highly dependent data. Numerical experiments validate our theoretical results.

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