arXiv subjects

Zhi-Hua Zhou

Publications and source records attributed to Zhi-Hua Zhou.

At least 91 records · Page 5Linked to original sources

arXiv2021

Dual Adaptivity: A Universal Algorithm for Minimizing the Adaptive Regret of Convex Functions

To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms have been successfully developed to minimize the adaptive regret. However, existing algorithms lack universality in the sense that they can only handle one type of convex functions and need apriori knowledge of parameters. By contrast, there exist universal algorithms, such as MetaGrad, that attain optimal static regret for multiple types of convex functions simultaneously. Along this line of research, this paper presents the first universal algorithm for minimizing the adaptive regret of convex functions. Specifically, we borrow the idea of maintaining multiple learning rates in MetaGrad to handle the uncertainty of functions, and utilize the technique of sleeping experts to capture changing environments. In this way, our algorithm automatically adapts to the property of functions (convex, exponentially concave, or strongly convex), as well as the nature of environments (stationary or changing). As a by product, it also allows the type of functions to switch between rounds.

cs.LG↗

arXiv2021

Storage Fit Learning with Feature Evolvable Streams

Feature evolvable learning has been widely studied in recent years where old features will vanish and new features will emerge when learning with streams. Conventional methods usually assume that a label will be revealed after prediction at each time step. However, in practice, this assumption may not hold whereas no label will be given at most time steps. A good solution is to leverage the technique of manifold regularization to utilize the previous similar data to assist the refinement of the online model. Nevertheless, this approach needs to store all previous data which is impossible in learning with streams that arrive sequentially in large volume. Thus we need a buffer to store part of them. Considering that different devices may have different storage budgets, the learning approaches should be flexible subject to the storage budget limit. In this paper, we propose a new setting: Storage-Fit Feature-Evolvable streaming Learning (SF$^2$EL) which incorporates the issue of rarely-provided labels into feature evolution. Our framework is able to fit its behavior to different storage budgets when learning with feature evolvable streams with unlabeled data. Besides, both theoretical and empirical results validate that our approach can preserve the merit of the original feature evolvable learning i.e., can always track the best baseline and thus perform well at any time step.

cs.LG↗

arXiv2020

AliExpress Learning-To-Rank: Maximizing Online Model Performance without Going Online

Learning-to-rank (LTR) has become a key technology in E-commerce applications. Most existing LTR approaches follow a supervised learning paradigm from offline labeled data collected from the online system. However, it has been noticed that previous LTR models can have a good validation performance over offline validation data but have a poor online performance, and vice versa, which implies a possible large inconsistency between the offline and online evaluation. We investigate and confirm in this paper that such inconsistency exists and can have a significant impact on AliExpress Search. Reasons for the inconsistency include the ignorance of item context during the learning, and the offline data set is insufficient for learning the context. Therefore, this paper proposes an evaluator-generator framework for LTR with item context. The framework consists of an evaluator that generalizes to evaluate recommendations involving the context, and a generator that maximizes the evaluator score by reinforcement learning, and a discriminator that ensures the generalization of the evaluator. Extensive experiments in simulation environments and AliExpress Search online system show that, firstly, the classic data-based metrics on the offline dataset can show significant inconsistency with online performance, and can even be misleading. Secondly, the proposed evaluator score is significantly more consistent with the online performance than common ranking metrics. Finally, as the consequence, our method achieves a significant improvement (\textgreater$2\%$) in terms of Conversion Rate (CR) over the industrial-level fine-tuned model in online A/B tests.

cs.LG↗

arXiv2020

Dynamic Regret of Convex and Smooth Functions

We investigate online convex optimization in non-stationary environments and choose the dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible comparator sequence. Let $T$ be the time horizon and $P_T$ be the path-length that essentially reflects the non-stationarity of environments, the state-of-the-art dynamic regret is $\mathcal{O}(\sqrt{T(1+P_T)})$. Although this bound is proved to be minimax optimal for convex functions, in this paper, we demonstrate that it is possible to further enhance the dynamic regret by exploiting the smoothness condition. Specifically, we propose novel online algorithms that are capable of leveraging smoothness and replace the dependence on $T$ in the dynamic regret by problem-dependent quantities: the variation in gradients of loss functions, the cumulative loss of the comparator sequence, and the minimum of the previous two terms. These quantities are at most $\mathcal{O}(T)$ while could be much smaller in benign environments. Therefore, our results are adaptive to the intrinsic difficulty of the problem, since the bounds are tighter than existing results for easy problems and meanwhile guarantee the same rate in the worst case.

cs.LG↗

arXiv2020

An Unbiased Risk Estimator for Learning with Augmented Classes

This paper studies the problem of learning with augmented classes (LAC), where augmented classes unobserved in the training data might emerge in the testing phase. Previous studies generally attempt to discover augmented classes by exploiting geometric properties, achieving inspiring empirical performance yet lacking theoretical understandings particularly on the generalization ability. In this paper we show that, by using unlabeled training data to approximate the potential distribution of augmented classes, an unbiased risk estimator of the testing distribution can be established for the LAC problem under mild assumptions, which paves a way to develop a sound approach with theoretical guarantees. Moreover, the proposed approach can adapt to complex changing environments where augmented classes may appear and the prior of known classes may change simultaneously. Extensive experiments confirm the effectiveness of our proposed approach.

cs.LG↗

arXiv2020

Isolation Distributional Kernel: A New Tool for Point & Group Anomaly Detection

We introduce Isolation Distributional Kernel as a new way to measure the similarity between two distributions. Existing approaches based on kernel mean embedding, which convert a point kernel to a distributional kernel, have two key issues: the point kernel employed has a feature map with intractable dimensionality; and it is {\em data independent}. This paper shows that Isolation Distributional Kernel (IDK), which is based on a {\em data dependent} point kernel, addresses both key issues. We demonstrate IDK's efficacy and efficiency as a new tool for kernel based anomaly detection for both point and group anomalies. Without explicit learning, using IDK alone outperforms existing kernel based point anomaly detector OCSVM and other kernel mean embedding methods that rely on Gaussian kernel. For group anomaly detection,we introduce an IDK based detector called IDK$^2$. It reformulates the problem of group anomaly detection in input space into the problem of point anomaly detection in Hilbert space, without the need for learning. IDK$^2$ runs orders of magnitude faster than group anomaly detector OCSMM.We reveal for the first time that an effective kernel based anomaly detector based on kernel mean embedding must employ a characteristic kernel which is data dependent.

cs.LG↗

arXiv2020

Flexible Transmitter Network

Current neural networks are mostly built upon the MP model, which usually formulates the neuron as executing an activation function on the real-valued weighted aggregation of signals received from other neurons. In this paper, we propose the Flexible Transmitter (FT) model, a novel bio-plausible neuron model with flexible synaptic plasticity. The FT model employs a pair of parameters to model the transmitters between neurons and puts up a neuron-exclusive variable to record the regulated neurotrophin density, which leads to the formulation of the FT model as a two-variable two-valued function, taking the commonly-used MP neuron model as its special case. This modeling manner makes the FT model not only biologically more realistic, but also capable of handling complicated data, even time series. To exhibit its power and potential, we present the Flexible Transmitter Network (FTNet), which is built on the most common fully-connected feed-forward architecture taking the FT model as the basic building block. FTNet allows gradient calculation and can be implemented by an improved back-propagation algorithm in the complex-valued domain. Experiments on a board range of tasks show the superiority of the proposed FTNet. This study provides an alternative basic building block in neural networks and exhibits the feasibility of developing artificial neural networks with neuronal plasticity.

cs.NE↗

arXiv2020

Deep Forest

Current deep learning models are mostly build upon neural networks, i.e., multiple layers of parameterized differentiable nonlinear modules that can be trained by backpropagation. In this paper, we explore the possibility of building deep models based on non-differentiable modules. We conjecture that the mystery behind the success of deep neural networks owes much to three characteristics, i.e., layer-by-layer processing, in-model feature transformation and sufficient model complexity. We propose the gcForest approach, which generates \textit{deep forest} holding these characteristics. This is a decision tree ensemble approach, with much less hyper-parameters than deep neural networks, and its model complexity can be automatically determined in a data-dependent way. Experiments show that its performance is quite robust to hyper-parameter settings, such that in most cases, even across different data from different domains, it is able to get excellent performance by using the same default setting. This study opens the door of deep learning based on non-differentiable modules, and exhibits the possibility of constructing deep models without using backpropagation.

cs.LG↗

arXiv2020

Soft Gradient Boosting Machine

Gradient Boosting Machine has proven to be one successful function approximator and has been widely used in a variety of areas. However, since the training procedure of each base learner has to take the sequential order, it is infeasible to parallelize the training process among base learners for speed-up. In addition, under online or incremental learning settings, GBMs achieved sub-optimal performance due to the fact that the previously trained base learners can not adapt with the environment once trained. In this work, we propose the soft Gradient Boosting Machine (sGBM) by wiring multiple differentiable base learners together, by injecting both local and global objectives inspired from gradient boosting, all base learners can then be jointly optimized with linear speed-up. When using differentiable soft decision trees as base learner, such device can be regarded as an alternative version of the (hard) gradient boosting decision trees with extra benefits. Experimental results showed that, sGBM enjoys much higher time efficiency with better accuracy, given the same base learner in both on-line and off-line settings.

cs.LG↗

arXiv2020

Distributed Deep Forest and its Application to Automatic Detection of Cash-out Fraud

Internet companies are facing the need for handling large-scale machine learning applications on a daily basis and distributed implementation of machine learning algorithms which can handle extra-large scale tasks with great performance is widely needed. Deep forest is a recently proposed deep learning framework which uses tree ensembles as its building blocks and it has achieved highly competitive results on various domains of tasks. However, it has not been tested on extremely large scale tasks. In this work, based on our parameter server system, we developed the distributed version of deep forest. To meet the need for real-world tasks, many improvements are introduced to the original deep forest model, including MART (Multiple Additive Regression Tree) as base learners for efficiency and effectiveness consideration, the cost-based method for handling prevalent class-imbalanced data, MART based feature selection for high dimension data and different evaluation metrics for automatically determining of the cascade level. We tested the deep forest model on an extra-large scale task, i.e., automatic detection of cash-out fraud, with more than 100 millions of training samples. Experimental results showed that the deep forest model has the best performance according to the evaluation metrics from different perspectives even with very little effort for parameter tuning. This model can block fraud transactions in a large amount of money each day. Even compared with the best-deployed model, the deep forest model can additionally bring into a significant decrease in economic loss each day.

cs.LG↗

arXiv2020

Bandit Convex Optimization in Non-stationary Environments

Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we investigate BCO in non-stationary environments and choose the \emph{dynamic regret} as the performance measure, which is defined as the difference between the cumulative loss incurred by the algorithm and that of any feasible comparator sequence. Let $T$ be the time horizon and $P_T$ be the path-length of the comparator sequence that reflects the non-stationarity of environments. We propose a novel algorithm that achieves $O(T^{3/4}(1+P_T)^{1/2})$ and $O(T^{1/2}(1+P_T)^{1/2})$ dynamic regret respectively for the one-point and two-point feedback models. The latter result is optimal, matching the $Ω(T^{1/2}(1+P_T)^{1/2})$ lower bound established in this paper. Notably, our algorithm is more adaptive to non-stationary environments since it does not require prior knowledge of the path-length $P_T$ ahead of time, which is generally unknown.

cs.LG↗

arXiv2020

Model Reuse with Reduced Kernel Mean Embedding Specification

Given a publicly available pool of machine learning models constructed for various tasks, when a user plans to build a model for her own machine learning application, is it possible to build upon models in the pool such that the previous efforts on these existing models can be reused rather than starting from scratch? Here, a grand challenge is how to find models that are helpful for the current application, without accessing the raw training data for the models in the pool. In this paper, we present a two-phase framework. In the upload phase, when a model is uploading into the pool, we construct a reduced kernel mean embedding (RKME) as a specification for the model. Then in the deployment phase, the relatedness of the current task and pre-trained models will be measured based on the value of the RKME specification. Theoretical results and extensive experiments validate the effectiveness of our approach.

cs.LG↗

arXiv2020

Learning with Interpretable Structure from Gated RNN

The interpretability of deep learning models has raised extended attention these years. It will be beneficial if we can learn an interpretable structure from deep learning models. In this paper, we focus on Recurrent Neural Networks~(RNNs) especially gated RNNs whose inner mechanism is still not clearly understood. We find that Finite State Automaton~(FSA) that processes sequential data has more interpretable inner mechanism according to the definition of interpretability and can be learned from RNNs as the interpretable structure. We propose two methods to learn FSA from RNN based on two different clustering methods. With the learned FSA and via experiments on artificial and real datasets, we find that FSA is more trustable than the RNN from which it learned, which gives FSA a chance to substitute RNNs in applications involving humans' lives or dangerous facilities. Besides, we analyze how the number of gates affects the performance of RNN. Our result suggests that gate in RNN is important but the less the better, which could be a guidance to design other RNNs. Finally, we observe that the FSA learned from RNN gives semantic aggregated states and its transition graph shows us a very interesting vision of how RNNs intrinsically handle text classification tasks.

cs.NE↗

arXiv2019

Multi-Label Learning with Deep Forest

In multi-label learning, each instance is associated with multiple labels and the crucial task is how to leverage label correlations in building models. Deep neural network methods usually jointly embed the feature and label information into a latent space to exploit label correlations. However, the success of these methods highly depends on the precise choice of model depth. Deep forest is a recent deep learning framework based on tree model ensembles, which does not rely on backpropagation. We consider the advantages of deep forest models are very appropriate for solving multi-label problems. Therefore we design the Multi-Label Deep Forest (MLDF) method with two mechanisms: measure-aware feature reuse and measure-aware layer growth. The measure-aware feature reuse mechanism reuses the good representation in the previous layer guided by confidence. The measure-aware layer growth mechanism ensures MLDF gradually increase the model complexity by performance measure. MLDF handles two challenging problems at the same time: one is restricting the model complexity to ease the overfitting issue; another is optimizing the performance measure on user's demand since there are many different measures in the multi-label evaluation. Experiments show that our proposal not only beats the compared methods over six measures on benchmark datasets but also enjoys label correlation discovery and other desired properties in multi-label learning.

cs.LG↗

arXiv2019

Adaptive Regret of Convex and Smooth Functions

We investigate online convex optimization in changing environments, and choose the adaptive regret as the performance measure. The goal is to achieve a small regret over every interval so that the comparator is allowed to change over time. Different from previous works that only utilize the convexity condition, this paper further exploits smoothness to improve the adaptive regret. To this end, we develop novel adaptive algorithms for convex and smooth functions, and establish problem-dependent regret bounds over any interval. Our regret bounds are comparable to existing results in the worst case, and become much tighter when the comparator has a small loss.

cs.LG↗

arXiv2019

Evaluating the Robustness of Nearest Neighbor Classifiers: A Primal-Dual Perspective

We study the problem of computing the minimum adversarial perturbation of the Nearest Neighbor (NN) classifiers. Previous attempts either conduct attacks on continuous approximations of NN models or search for the perturbation by some heuristic methods. In this paper, we propose the first algorithm that is able to compute the minimum adversarial perturbation. The main idea is to formulate the problem as a list of convex quadratic programming (QP) problems that can be efficiently solved by the proposed algorithms for 1-NN models. Furthermore, we show that dual solutions for these QP problems could give us a valid lower bound of the adversarial perturbation that can be used for formal robustness verification, giving us a nice view of attack/verification for NN models. For $K$-NN models with larger $K$, we show that the same formulation can help us efficiently compute the upper and lower bounds of the minimum adversarial perturbation, which can be used for attack and verification.

cs.LG↗

arXiv2019

Joint Semantic Domain Alignment and Target Classifier Learning for Unsupervised Domain Adaptation

Unsupervised domain adaptation aims to transfer the classifier learned from the source domain to the target domain in an unsupervised manner. With the help of target pseudo-labels, aligning class-level distributions and learning the classifier in the target domain are two widely used objectives. Existing methods often separately optimize these two individual objectives, which makes them suffer from the neglect of the other. However, optimizing these two aspects together is not trivial. To alleviate the above issues, we propose a novel method that jointly optimizes semantic domain alignment and target classifier learning in a holistic way. The joint optimization mechanism can not only eliminate their weaknesses but also complement their strengths. The theoretical analysis also verifies the favor of the joint optimization mechanism. Extensive experiments on benchmark datasets show that the proposed method yields the best performance in comparison with the state-of-the-art unsupervised domain adaptation methods.

cs.LG↗

arXiv2019

Reinforcement Learning Experience Reuse with Policy Residual Representation

Experience reuse is key to sample-efficient reinforcement learning. One of the critical issues is how the experience is represented and stored. Previously, the experience can be stored in the forms of features, individual models, and the average model, each lying at a different granularity. However, new tasks may require experience across multiple granularities. In this paper, we propose the policy residual representation (PRR) network, which can extract and store multiple levels of experience. PRR network is trained on a set of tasks with a multi-level architecture, where a module in each level corresponds to a subset of the tasks. Therefore, the PRR network represents the experience in a spectrum-like way. When training on a new task, PRR can provide different levels of experience for accelerating the learning. We experiment with the PRR network on a set of grid world navigation tasks, locomotion tasks, and fighting tasks in a video game. The results show that the PRR network leads to better reuse of experience and thus outperforms some state-of-the-art approaches.

cs.LG↗