Q-Tuning: Queue-based Prompt Tuning for Lifelong Few-shot Language Learning

This paper introduces \textbf{Q-tuning}, a novel approach for continual prompt tuning that enables the lifelong learning of a pre-trained language model. When learning a new task, Q-tuning trains a task-specific prompt by adding it to a prompt queue consisting of the prompts from older tasks. To better transfer the knowledge of old tasks, we design an adaptive knowledge aggregation technique that reweighs previous prompts in the queue with a learnable low-rank matrix. Once the prompt queue reaches its maximum capacity, we leverage a PCA-based eviction rule to reduce the queue's size, allowing the newly trained prompt to be added while preserving the primary knowledge of old tasks. In order to mitigate the accumulation of information loss caused by the eviction, we additionally propose a globally shared prefix prompt and a memory retention regularization based on information theory. Extensive experiments demonstrate that our approach outperforms the state-of-the-art methods substantially on continual prompt tuning benchmarks. Moreover, our approach enables lifelong learning on linearly growing task sequences while requiring constant complexity for training and inference.

Towards Generalized Inverse Reinforcement Learning

This paper studies generalized inverse reinforcement learning (GIRL) in Markov decision processes (MDPs), that is, the problem of learning the basic components of an MDP given observed behavior (policy) that might not be optimal. These components include not only the reward function and transition probability matrices, but also the action space and state space that are not exactly known but are known to belong to given uncertainty sets. We address two key challenges in GIRL: first, the need to quantify the discrepancy between the observed policy and the underlying optimal policy; second, the difficulty of mathematically characterizing the underlying optimal policy when the basic components of an MDP are unobservable or partially observable. Then, we propose the mathematical formulation for GIRL and develop a fast heuristic algorithm. Numerical results on both finite and infinite state problems show the merit of our formulation and algorithm.

Bandit Learning to Rank with Position-Based Click Models: Personalized and Equal Treatments

Online learning to rank (ONL2R) is a foundational problem for recommender systems and has received increasing attention in recent years. Among the existing approaches for ONL2R, a natural modeling architecture is the multi-armed bandit framework coupled with the position-based click model. However, developing efficient online learning policies for MAB-based ONL2R with position-based click models is highly challenging due to the combinatorial nature of the problem, and partial observability in the position-based click model. To date, results in MAB-based ONL2R with position-based click models remain rather limited, which motivates us to fill this gap in this work. Our main contributions in this work are threefold: i) We propose the first general MAB framework that captures all key ingredients of ONL2R with position-based click models. Our model considers personalized and equal treatments in ONL2R ranking recommendations, both of which are widely used in practice; ii) Based on the above analytical framework, we develop two unified greed- and UCB-based policies called GreedyRank and UCBRank, each of which can be applied to personalized and equal ranking treatments; and iii) We show that both GreedyRank and UCBRank enjoy $O(\sqrt{t}\ln t)$ and $O(\sqrt{t\ln t})$ anytime sublinear regret for personalized and equal treatment, respectively. For the fundamentally hard equal ranking treatment, we identify classes of collective utility functions and their associated sufficient conditions under which $O(\sqrt{t}\ln t)$ and $O(\sqrt{t\ln t})$ anytime sublinear regrets are still achievable for GreedyRank and UCBRank, respectively. Our numerical experiments also verify our theoretical results and demonstrate the efficiency of GreedyRank and UCBRank in seeking the optimal action under various problem settings.

Federated Multi-Objective Learning

In recent years, multi-objective optimization (MOO) emerges as a foundational problem underpinning many multi-agent multi-task learning applications. However, existing algorithms in MOO literature remain limited to centralized learning settings, which do not satisfy the distributed nature and data privacy needs of such multi-agent multi-task learning applications. This motivates us to propose a new federated multi-objective learning (FMOL) framework with multiple clients distributively and collaboratively solving an MOO problem while keeping their training data private. Notably, our FMOL framework allows a different set of objective functions across different clients to support a wide range of applications, which advances and generalizes the MOO formulation to the federated learning paradigm for the first time. For this FMOL framework, we propose two new federated multi-objective optimization (FMOO) algorithms called federated multi-gradient descent averaging (FMGDA) and federated stochastic multi-gradient descent averaging (FSMGDA). Both algorithms allow local updates to significantly reduce communication costs, while achieving the {\em same} convergence rates as those of the their algorithmic counterparts in the single-objective federated learning. Our extensive experiments also corroborate the efficacy of our proposed FMOO algorithms.

G-STO: Sequential Main Shopping Intention Detection via Graph-Regularized Stochastic Transformer

Sequential recommendation requires understanding the dynamic patterns of users' behaviors, contexts, and preferences from their historical interactions. Most existing works focus on modeling user-item interactions only from the item level, ignoring that they are driven by latent shopping intentions (e.g., ballpoint pens, miniatures, etc). The detection of the underlying shopping intentions of users based on their historical interactions is a crucial aspect for e-commerce platforms, such as Amazon, to enhance the convenience and efficiency of their customers' shopping experiences. Despite its significance, the area of main shopping intention detection remains under-investigated in the academic literature. To fill this gap, we propose a graph-regularized stochastic Transformer method, G-STO. By considering intentions as sets of products and user preferences as compositions of intentions, we model both of them as stochastic Gaussian embeddings in the latent representation space. Instead of training the stochastic representations from scratch, we develop a global intention relational graph as prior knowledge for regularization, allowing relevant shopping intentions to be distributionally close. Finally, we feed the newly regularized stochastic embeddings into Transformer-based models to encode sequential information from the intention transitions. We evaluate our main shopping intention identification model on three different real-world datasets, where G-STO achieves significantly superior performances to the baselines by 18.08% in Hit@1, 7.01% in Hit@10, and 6.11% in NDCG@10 on average.

AdaSelection: Accelerating Deep Learning Training through Data Subsampling

In this paper, we introduce AdaSelection, an adaptive sub-sampling method to identify the most informative sub-samples within each minibatch to speed up the training of large-scale deep learning models without sacrificing model performance. Our method is able to flexibly combines an arbitrary number of baseline sub-sampling methods incorporating the method-level importance and intra-method sample-level importance at each iteration. The standard practice of ad-hoc sampling often leads to continuous training with vast amounts of data from production environments. To improve the selection of data instances during forward and backward passes, we propose recording a constant amount of information per instance from these passes. We demonstrate the effectiveness of our method by testing it across various types of inputs and tasks, including the classification tasks on both image and language datasets, as well as regression tasks. Compared with industry-standard baselines, AdaSelection consistently displays superior performance.

Multi-Label Learning to Rank through Multi-Objective Optimization

Learning to Rank (LTR) technique is ubiquitous in the Information Retrieval system nowadays, especially in the Search Ranking application. The query-item relevance labels typically used to train the ranking model are often noisy measurements of human behavior, e.g., product rating for product search. The coarse measurements make the ground truth ranking non-unique with respect to a single relevance criterion. To resolve ambiguity, it is desirable to train a model using many relevance criteria, giving rise to Multi-Label LTR (MLLTR). Moreover, it formulates multiple goals that may be conflicting yet important to optimize for simultaneously, e.g., in product search, a ranking model can be trained based on product quality and purchase likelihood to increase revenue. In this research, we leverage the Multi-Objective Optimization (MOO) aspect of the MLLTR problem and employ recently developed MOO algorithms to solve it. Specifically, we propose a general framework where the information from labels can be combined in a variety of ways to meaningfully characterize the trade-off among the goals. Our framework allows for any gradient based MOO algorithm to be used for solving the MLLTR problem. We test the proposed framework on two publicly available LTR datasets and one e-commerce dataset to show its efficacy.

Incentivized Bandit Learning with Self-Reinforcing User Preferences

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users to incentivize arm-pulling indirectly; and (ii) if users with specific arm preferences are well rewarded, they induce a "self-reinforcing" effect in the sense that they will attract more users of similar arm preferences. Besides addressing the tradeoff of exploration and exploitation, another key feature of this new MAB model is to balance reward and incentivizing payment. The goal of the agent is to maximize the total reward over a fixed time horizon $T$ with a low total payment. Our contributions in this paper are two-fold: (i) We propose a new MAB model with random arm selection that considers the relationship of users' self-reinforcing preferences and incentives; and (ii) We leverage the properties of a multi-color Polya urn with nonlinear feedback model to propose two MAB policies termed "At-Least-$n$ Explore-Then-Commit" and "UCB-List". We prove that both policies achieve $O(log T)$ expected regret with $O(log T)$ expected payment over a time horizon $T$. We conduct numerical simulations to demonstrate and verify the performances of these two policies and study their robustness under various settings.

One Backward from Ten Forward, Subsampling for Large-Scale Deep Learning

Deep learning models in large-scale machine learning systems are often continuously trained with enormous data from production environments. The sheer volume of streaming training data poses a significant challenge to real-time training subsystems and ad-hoc sampling is the standard practice. Our key insight is that these deployed ML systems continuously perform forward passes on data instances during inference, but ad-hoc sampling does not take advantage of this substantial computational effort. Therefore, we propose to record a constant amount of information per instance from these forward passes. The extra information measurably improves the selection of which data instances should participate in forward and backward passes. A novel optimization framework is proposed to analyze this problem and we provide an efficient approximation algorithm under the framework of Mini-batch gradient descent as a practical solution. We also demonstrate the effectiveness of our framework and algorithm on several large-scale classification and regression tasks, when compared with competitive baselines widely used in industry.

Learning Time Varying Risk Preferences from Investment Portfolios using Inverse Optimization with Applications on Mutual Funds

The fundamental principle in Modern Portfolio Theory (MPT) is based on the quantification of the portfolio's risk related to performance. Although MPT has made huge impacts on the investment world and prompted the success and prevalence of passive investing, it still has shortcomings in real-world applications. One of the main challenges is that the level of risk an investor can endure, known as \emph{risk-preference}, is a subjective choice that is tightly related to psychology and behavioral science in decision making. This paper presents a novel approach of measuring risk preference from existing portfolios using inverse optimization on the mean-variance portfolio allocation framework. Our approach allows the learner to continuously estimate real-time risk preferences using concurrent observed portfolios and market price data. We demonstrate our methods on real market data that consists of 20 years of asset pricing and 10 years of mutual fund portfolio holdings. Moreover, the quantified risk preference parameters are validated with two well-known risk measurements currently applied in the field. The proposed methods could lead to practical and fruitful innovations in automated/personalized portfolio management, such as Robo-advising, to augment financial advisors' decision intelligence in a long-term investment horizon.