arXiv subjects

Yuxin Chen

Publications and source records attributed to Yuxin Chen.

At least 235 records · Page 13Linked to original sources

arXiv2022

The Efficacy of Pessimism in Asynchronous Q-Learning

This paper is concerned with the asynchronous form of Q-learning, which applies a stochastic approximation scheme to Markovian data samples. Motivated by the recent advances in offline reinforcement learning, we develop an algorithmic framework that incorporates the principle of pessimism into asynchronous Q-learning, which penalizes infrequently-visited state-action pairs based on suitable lower confidence bounds (LCBs). This framework leads to, among other things, improved sample efficiency and enhanced adaptivity in the presence of near-expert data. Our approach permits the observed data in some important scenarios to cover only partial state-action space, which is in stark contrast to prior theory that requires uniform coverage of all state-action pairs. When coupled with the idea of variance reduction, asynchronous Q-learning with LCB penalization achieves near-optimal sample complexity, provided that the target accuracy level is small enough. In comparison, prior works were suboptimal in terms of the dependency on the effective horizon even when i.i.d. sampling is permitted. Our results deliver the first theoretical support for the use of pessimism principle in the presence of Markovian non-i.i.d. data.

cs.LG↗

arXiv2022

Rethinking Explainability as a Dialogue: A Practitioner's Perspective

As practitioners increasingly deploy machine learning models in critical domains such as health care, finance, and policy, it becomes vital to ensure that domain experts function effectively alongside these models. Explainability is one way to bridge the gap between human decision-makers and machine learning models. However, most of the existing work on explainability focuses on one-off, static explanations like feature importances or rule lists. These sorts of explanations may not be sufficient for many use cases that require dynamic, continuous discovery from stakeholders. In the literature, few works ask decision-makers about the utility of existing explanations and other desiderata they would like to see in an explanation going forward. In this work, we address this gap and carry out a study where we interview doctors, healthcare professionals, and policymakers about their needs and desires for explanations. Our study indicates that decision-makers would strongly prefer interactive explanations in the form of natural language dialogues. Domain experts wish to treat machine learning models as "another colleague", i.e., one who can be held accountable by asking why they made a particular decision through expressive and accessible natural language interactions. Considering these needs, we outline a set of five principles researchers should follow when designing interactive explanations as a starting place for future work. Further, we show why natural language dialogues satisfy these principles and are a desirable way to build interactive explanations. Next, we provide a design of a dialogue system for explainability and discuss the risks, trade-offs, and research opportunities of building these systems. Overall, we hope our work serves as a starting place for researchers and engineers to design interactive explainability systems.

cs.LG↗

arXiv2022

LRSVRG-IMC: An SVRG-Based Algorithm for LowRank Inductive Matrix Completion

Low-rank inductive matrix completion (IMC) is currently widely used in IoT data completion, recommendation systems, and so on, as the side information in IMC has demonstrated great potential in reducing sample point remains a major obstacle for the convergence of the nonconvex solutions to IMC. What's more, carefully choosing the initial solution alone does not usually help remove the saddle points. To address this problem, we propose a stocastic variance reduction gradient-based algorithm called LRSVRG-IMC. LRSVRG-IMC can escape from the saddle points under various low-rank and sparse conditions with a properly chosen initial input. We also prove that LRSVVRG-IMC achieves both a linear convergence rate and a near-optimal sample complexity. The superiority and applicability of LRSVRG-IMC are verified via experiments on synthetic datasets.

cs.LG↗

arXiv2021

Teaching an Active Learner with Contrastive Examples

We study the problem of active learning with the added twist that the learner is assisted by a helpful teacher. We consider the following natural interaction protocol: At each round, the learner proposes a query asking for the label of an instance $x^q$, the teacher provides the requested label $\{x^q, y^q\}$ along with explanatory information to guide the learning process. In this paper, we view this information in the form of an additional contrastive example ($\{x^c, y^c\}$) where $x^c$ is picked from a set constrained by $x^q$ (e.g., dissimilar instances with the same label). Our focus is to design a teaching algorithm that can provide an informative sequence of contrastive examples to the learner to speed up the learning process. We show that this leads to a challenging sequence optimization problem where the algorithm's choices at a given round depend on the history of interactions. We investigate an efficient teaching algorithm that adaptively picks these contrastive examples. We derive strong performance guarantees for our algorithm based on two problem-dependent parameters and further show that for specific types of active learners (e.g., a generalized binary search learner), the proposed teaching algorithm exhibits strong approximation guarantees. Finally, we illustrate our bounds and demonstrate the effectiveness of our teaching framework via two numerical case studies.

cs.LG↗

arXiv2021

An Online Learning Framework for Energy-Efficient Navigation of Electric Vehicles

Energy-efficient navigation constitutes an important challenge in electric vehicles, due to their limited battery capacity. We employ a Bayesian approach to model the energy consumption at road segments for efficient navigation. In order to learn the model parameters, we develop an online learning framework and investigate several exploration strategies such as Thompson Sampling and Upper Confidence Bound. We then extend our online learning framework to multi-agent setting, where multiple vehicles adaptively navigate and learn the parameters of the energy model. We analyze Thompson Sampling and establish rigorous regret bounds on its performance. Finally, we demonstrate the performance of our methods via several real-world experiments on Luxembourg SUMO Traffic dataset.

cs.LG↗

arXiv2021

Atos: A Task-Parallel GPU Dynamic Scheduling Framework for Dynamic Irregular Computations

We present Atos, a task-parallel GPU dynamic scheduling framework that is especially suited to dynamic irregular applications. Compared to the dominant Bulk Synchronous Parallel (BSP) frameworks, Atos exposes additional concurrency by supporting task-parallel formulations of applications with relaxed dependencies, achieving higher GPU utilization, which is particularly significant for problems with concurrency bottlenecks. Atos also offers implicit task-parallel load balancing in addition to data-parallel load balancing, providing users the flexibility to balance between them to achieve optimal performance. Finally, Atos allows users to adapt to different use cases by controlling the kernel strategy and task-parallel granularity. We demonstrate that each of these controls is important in practice. We evaluate and analyze the performance of Atos vs. BSP on three applications: breadth-first search, PageRank, and graph coloring. Atos implementations achieve geomean speedups of 3.44x, 2.1x, and 2.77x and peak speedups of 12.8x, 3.2x, and 9.08x across three case studies, compared to a state-of-the-art BSP GPU implementation. Beyond simply quantifying the speedup, we extensively analyze the reasons behind each speedup. This deeper understanding allows us to derive general guidelines for how to select the optimal Atos configuration for different applications. Finally, our analysis provides insights for future dynamic scheduling framework designs.

cs.DC↗

arXiv2021

Sample-Efficient Reinforcement Learning Is Feasible for Linearly Realizable MDPs with Limited Revisiting

Low-complexity models such as linear function representation play a pivotal role in enabling sample-efficient reinforcement learning (RL). The current paper pertains to a scenario with value-based linear representation, which postulates the linear realizability of the optimal Q-function (also called the "linear $Q^{\star}$ problem"). While linear realizability alone does not allow for sample-efficient solutions in general, the presence of a large sub-optimality gap is a potential game changer, depending on the sampling mechanism in use. Informally, sample efficiency is achievable with a large sub-optimality gap when a generative model is available but is unfortunately infeasible when we turn to standard online RL settings. In this paper, we make progress towards understanding this linear $Q^{\star}$ problem by investigating a new sampling protocol, which draws samples in an online/exploratory fashion but allows one to backtrack and revisit previous states in a controlled and infrequent manner. This protocol is more flexible than the standard online RL setting, while being practically relevant and far more restrictive than the generative model. We develop an algorithm tailored to this setting, achieving a sample complexity that scales polynomially with the feature dimension, the horizon, and the inverse sub-optimality gap, but not the size of the state/action space. Our findings underscore the fundamental interplay between sampling protocols and low-complexity structural representation in RL.

cs.LG↗

arXiv2021

Spectral Methods for Data Science: A Statistical Perspective

Spectral methods have emerged as a simple yet surprisingly effective approach for extracting information from massive, noisy and incomplete data. In a nutshell, spectral methods refer to a collection of algorithms built upon the eigenvalues (resp. singular values) and eigenvectors (resp. singular vectors) of some properly designed matrices constructed from data. A diverse array of applications have been found in machine learning, data science, and signal processing. Due to their simplicity and effectiveness, spectral methods are not only used as a stand-alone estimator, but also frequently employed to initialize other more sophisticated algorithms to improve performance. While the studies of spectral methods can be traced back to classical matrix perturbation theory and methods of moments, the past decade has witnessed tremendous theoretical advances in demystifying their efficacy through the lens of statistical modeling, with the aid of non-asymptotic random matrix theory. This monograph aims to present a systematic, comprehensive, yet accessible introduction to spectral methods from a modern statistical perspective, highlighting their algorithmic implications in diverse large-scale applications. In particular, our exposition gravitates around several central questions that span various applications: how to characterize the sample efficiency of spectral methods in reaching a target level of statistical accuracy, and how to assess their stability in the face of random noise, missing data, and adversarial corruptions? In addition to conventional $\ell_2$ perturbation analysis, we present a systematic $\ell_{\infty}$ and $\ell_{2,\infty}$ perturbation theory for eigenspace and singular subspaces, which has only recently become available owing to a powerful "leave-one-out" analysis framework.

stat.ML↗

arXiv2021

Tackling small eigen-gaps: Fine-grained eigenvector estimation and inference under heteroscedastic noise

This paper aims to address two fundamental challenges arising in eigenvector estimation and inference for a low-rank matrix from noisy observations: (1) how to estimate an unknown eigenvector when the eigen-gap (i.e. the spacing between the associated eigenvalue and the rest of the spectrum) is particularly small; (2) how to perform estimation and inference on linear functionals of an eigenvector -- a sort of "fine-grained" statistical reasoning that goes far beyond the usual $\ell_2$ analysis. We investigate how to address these challenges in a setting where the unknown $n\times n$ matrix is symmetric and the additive noise matrix contains independent (and non-symmetric) entries. Based on eigen-decomposition of the asymmetric data matrix, we propose estimation and uncertainty quantification procedures for an unknown eigenvector, which further allow us to reason about linear functionals of an unknown eigenvector. The proposed procedures and the accompanying theory enjoy several important features: (1) distribution-free (i.e. prior knowledge about the noise distributions is not needed); (2) adaptive to heteroscedastic noise; (3) minimax optimal under Gaussian noise. Along the way, we establish optimal procedures to construct confidence intervals for the unknown eigenvalues. All this is guaranteed even in the presence of a small eigen-gap (up to $O(\sqrt{n/\mathrm{poly}\log (n)})$ times smaller than the requirement in prior theory), which goes significantly beyond what generic matrix perturbation theory has to offer.

math.ST↗

arXiv2021

Channel-wise Topology Refinement Graph Convolution for Skeleton-Based Action Recognition

Graph convolutional networks (GCNs) have been widely used and achieved remarkable results in skeleton-based action recognition. In GCNs, graph topology dominates feature aggregation and therefore is the key to extracting representative features. In this work, we propose a novel Channel-wise Topology Refinement Graph Convolution (CTR-GC) to dynamically learn different topologies and effectively aggregate joint features in different channels for skeleton-based action recognition. The proposed CTR-GC models channel-wise topologies through learning a shared topology as a generic prior for all channels and refining it with channel-specific correlations for each channel. Our refinement method introduces few extra parameters and significantly reduces the difficulty of modeling channel-wise topologies. Furthermore, via reformulating graph convolutions into a unified form, we find that CTR-GC relaxes strict constraints of graph convolutions, leading to stronger representation capability. Combining CTR-GC with temporal modeling modules, we develop a powerful graph convolutional network named CTR-GCN which notably outperforms state-of-the-art methods on the NTU RGB+D, NTU RGB+D 120, and NW-UCLA datasets.

cs.CV↗

arXiv2021

A Contract Theory based Incentive Mechanism for Federated Learning

Federated learning (FL) serves as a data privacy-preserved machine learning paradigm, and realizes the collaborative model trained by distributed clients. To accomplish an FL task, the task publisher needs to pay financial incentives to the FL server and FL server offloads the task to the contributing FL clients. It is challenging to design proper incentives for the FL clients due to the fact that the task is privately trained by the clients. This paper aims to propose a contract theory based FL task training model towards minimizing incentive budget subject to clients being individually rational (IR) and incentive compatible (IC) in each FL training round. We design a two-dimensional contract model by formally defining two private types of clients, namely data quality and computation effort. To effectively aggregate the trained models, a contract-based aggregator is proposed. We analyze the feasible and optimal contract solutions to the proposed contract model. %Experimental results demonstrate that the proposed framework and contract model can effective improve the generation accuracy of FL tasks. Experimental results show that the generalization accuracy of the FL tasks can be improved by the proposed incentive mechanism where contract-based aggregation is applied.

cs.DC↗

arXiv2021

Sample Complexity of Asynchronous Q-Learning: Sharper Analysis and Variance Reduction

Asynchronous Q-learning aims to learn the optimal action-value function (or Q-function) of a Markov decision process (MDP), based on a single trajectory of Markovian samples induced by a behavior policy. Focusing on a $γ$-discounted MDP with state space $\mathcal{S}$ and action space $\mathcal{A}$, we demonstrate that the $\ell_{\infty}$-based sample complexity of classical asynchronous Q-learning --- namely, the number of samples needed to yield an entrywise $\varepsilon$-accurate estimate of the Q-function --- is at most on the order of $\frac{1}{μ_{\min}(1-γ)^5\varepsilon^2}+ \frac{t_{mix}}{μ_{\min}(1-γ)}$ up to some logarithmic factor, provided that a proper constant learning rate is adopted. Here, $t_{mix}$ and $μ_{\min}$ denote respectively the mixing time and the minimum state-action occupancy probability of the sample trajectory. The first term of this bound matches the sample complexity in the synchronous case with independent samples drawn from the stationary distribution of the trajectory. The second term reflects the cost taken for the empirical distribution of the Markovian trajectory to reach a steady state, which is incurred at the very beginning and becomes amortized as the algorithm runs. Encouragingly, the above bound improves upon the state-of-the-art result \cite{qu2020finite} by a factor of at least $|\mathcal{S}||\mathcal{A}|$ for all scenarios, and by a factor of at least $t_{mix}|\mathcal{S}||\mathcal{A}|$ for any sufficiently small accuracy level $\varepsilon$. Further, we demonstrate that the scaling on the effective horizon $\frac{1}{1-γ}$ can be improved by means of variance reduction.

cs.LG↗

arXiv2021

Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution under Random Designs

We investigate the effectiveness of convex relaxation and nonconvex optimization in solving bilinear systems of equations under two different designs (i.e.$~$a sort of random Fourier design and Gaussian design). Despite the wide applicability, the theoretical understanding about these two paradigms remains largely inadequate in the presence of random noise. The current paper makes two contributions by demonstrating that: (1) a two-stage nonconvex algorithm attains minimax-optimal accuracy within a logarithmic number of iterations. (2) convex relaxation also achieves minimax-optimal statistical accuracy vis-à-vis random noise. Both results significantly improve upon the state-of-the-art theoretical guarantees.

stat.ML↗

arXiv2021

Nonconvex Low-Rank Tensor Completion from Noisy Data

We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been dedicated to this problem, prior algorithms either are computationally too expensive for large-scale applications, or come with sub-optimal statistical guarantees. Focusing on "incoherent" and well-conditioned tensors of a constant CP rank, we propose a two-stage nonconvex algorithm -- (vanilla) gradient descent following a rough initialization -- that achieves the best of both worlds. Specifically, the proposed nonconvex algorithm faithfully completes the tensor and retrieves all individual tensor factors within nearly linear time, while at the same time enjoying near-optimal statistical guarantees (i.e. minimal sample complexity and optimal estimation accuracy). The estimation errors are evenly spread out across all entries, thus achieving optimal $\ell_{\infty}$ statistical accuracy. We have also discussed how to extend our approach to accommodate asymmetric tensors. The insight conveyed through our analysis of nonconvex optimization might have implications for other tensor estimation problems.

cs.LG↗

arXiv2021

Understanding the Effect of Bias in Deep Anomaly Detection

Anomaly detection presents a unique challenge in machine learning, due to the scarcity of labeled anomaly data. Recent work attempts to mitigate such problems by augmenting training of deep anomaly detection models with additional labeled anomaly samples. However, the labeled data often does not align with the target distribution and introduces harmful bias to the trained model. In this paper, we aim to understand the effect of a biased anomaly set on anomaly detection. Concretely, we view anomaly detection as a supervised learning task where the objective is to optimize the recall at a given false positive rate. We formally study the relative scoring bias of an anomaly detector, defined as the difference in performance with respect to a baseline anomaly detector. We establish the first finite sample rates for estimating the relative scoring bias for deep anomaly detection, and empirically validate our theoretical results on both synthetic and real-world datasets. We also provide an extensive empirical study on how a biased training anomaly set affects the anomaly score function and therefore the detection performance on different anomaly classes. Our study demonstrates scenarios in which the biased anomaly set can be useful or problematic, and provides a solid benchmark for future research.

cs.LG↗

arXiv2021

Generating Continuous Motion and Force Plans in Real-Time for Legged Mobile Manipulation

Manipulators can be added to legged robots, allowing them to interact with and change their environment. Legged mobile manipulation planners must consider how contact forces generated by these manipulators affect the system. Current planning strategies either treat these forces as immutable during planning or are unable to optimize over these contact forces while operating in real-time. This paper presents the Stability and Task Oriented Receding-Horizon Motion and Manipulation Autonomous Planner (STORMMAP) that is able to generate continuous plans for the robot's motion and manipulation force trajectories that ensure dynamic feasibility and stability of the platform, and incentivizes accomplishing manipulation and motion tasks specified by a user. STORMMAP uses a nonlinear optimization problem to compute these plans and is able to run in real-time by assuming contact locations are given a-priori, either by a user or an external algorithm. A variety of simulated experiments on a quadruped with a manipulator mounted to its torso demonstrate the versatility of STORMMAP. In contrast to existing state of the art methods, the approach described in this paper generates continuous plans in under ten milliseconds, an order of magnitude faster than previous strategies.

cs.RO↗

arXiv2021

Towards an Interpretable Data-driven Trigger System for High-throughput Physics Facilities

Data-intensive science is increasingly reliant on real-time processing capabilities and machine learning workflows, in order to filter and analyze the extreme volumes of data being collected. This is especially true at the energy and intensity frontiers of particle physics where bandwidths of raw data can exceed 100 Tb/s of heterogeneous, high-dimensional data sourced from hundreds of millions of individual sensors. In this paper, we introduce a new data-driven approach for designing and optimizing high-throughput data filtering and trigger systems such as those in use at physics facilities like the Large Hadron Collider (LHC). Concretely, our goal is to design a data-driven filtering system with a minimal run-time cost for determining which data event to keep, while preserving (and potentially improving upon) the distribution of the output as generated by the hand-designed trigger system. We introduce key insights from interpretable predictive modeling and cost-sensitive learning in order to account for non-local inefficiencies in the current paradigm and construct a cost-effective data filtering and trigger model that does not compromise physics coverage.

cs.AI↗

arXiv2021

Fast Global Convergence of Natural Policy Gradient Methods with Entropy Regularization

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic scheme that encourages exploration -- and is closely related to soft policy iteration and trust region policy optimization. Despite the empirical success, the theoretical underpinnings for NPG methods remain limited even for the tabular setting. This paper develops $\textit{non-asymptotic}$ convergence guarantees for entropy-regularized NPG methods under softmax parameterization, focusing on discounted Markov decision processes (MDPs). Assuming access to exact policy evaluation, we demonstrate that the algorithm converges linearly -- or even quadratically once it enters a local region around the optimal policy -- when computing optimal value functions of the regularized MDP. Moreover, the algorithm is provably stable vis-à-vis inexactness of policy evaluation. Our convergence results accommodate a wide range of learning rates, and shed light upon the role of entropy regularization in enabling fast convergence.

stat.ML↗