Deep Reinforcement Learning with Smooth Policy

Deep neural networks have been widely adopted in modern reinforcement learning (RL) algorithms with great empirical successes in various domains. However, the large search space of training a neural network requires a significant amount of data, which makes the current RL algorithms not sample efficient. Motivated by the fact that many environments with continuous state space have smooth transitions, we propose to learn a smooth policy that behaves smoothly with respect to states. In contrast to policies parameterized by linear/reproducing kernel functions, where simple regularization techniques suffice to control smoothness, for neural network based reinforcement learning algorithms, there is no readily available solution to learn a smooth policy. In this paper, we develop a new training framework --- $\textbf{S}$mooth $\textbf{R}$egularized $\textbf{R}$einforcement $\textbf{L}$earning ($\textbf{SR}^2\textbf{L}$), where the policy is trained with smoothness-inducing regularization. Such regularization effectively constrains the search space of the learning algorithms and enforces smoothness in the learned policy. We apply the proposed framework to both on-policy (TRPO) and off-policy algorithm (DDPG). Through extensive experiments, we demonstrate that our method achieves improved sample efficiency.

Transformer Hawkes Process

Modern data acquisition routinely produce massive amounts of event sequence data in various domains, such as social media, healthcare, and financial markets. These data often exhibit complicated short-term and long-term temporal dependencies. However, most of the existing recurrent neural network-based point process models fail to capture such dependencies, and yield unreliable prediction performance. To address this issue, we propose a Transformer Hawkes Process (THP) model, which leverages the self-attention mechanism to capture long-term dependencies and meanwhile enjoys computational efficiency. Numerical experiments on various datasets show that THP outperforms existing models in terms of both likelihood and event prediction accuracy by a notable margin. Moreover, THP is quite general and can incorporate additional structural knowledge. We provide a concrete example, where THP achieves improved prediction performance for learning multiple point processes when incorporating their relational information.

SMART: Robust and Efficient Fine-Tuning for Pre-trained Natural Language Models through Principled Regularized Optimization

Transfer learning has fundamentally changed the landscape of natural language processing (NLP) research. Many existing state-of-the-art models are first pre-trained on a large text corpus and then fine-tuned on downstream tasks. However, due to limited data resources from downstream tasks and the extremely large capacity of pre-trained models, aggressive fine-tuning often causes the adapted model to overfit the data of downstream tasks and forget the knowledge of the pre-trained model. To address the above issue in a more principled manner, we propose a new computational framework for robust and efficient fine-tuning for pre-trained language models. Specifically, our proposed framework contains two important ingredients: 1. Smoothness-inducing regularization, which effectively manages the capacity of the model; 2. Bregman proximal point optimization, which is a class of trust-region methods and can prevent knowledge forgetting. Our experiments demonstrate that our proposed method achieves the state-of-the-art performance on multiple NLP benchmarks.

Multi-Domain Neural Machine Translation with Word-Level Adaptive Layer-wise Domain Mixing

Many multi-domain neural machine translation (NMT) models achieve knowledge transfer by enforcing one encoder to learn shared embedding across domains. However, this design lacks adaptation to individual domains. To overcome this limitation, we propose a novel multi-domain NMT model using individual modules for each domain, on which we apply word-level, adaptive and layer-wise domain mixing. We first observe that words in a sentence are often related to multiple domains. Hence, we assume each word has a domain proportion, which indicates its domain preference. Then word representations are obtained by mixing their embedding in individual domains based on their domain proportions. We show this can be achieved by carefully designing multi-head dot-product attention modules for different domains, and eventually taking weighted averages of their parameters by word-level layer-wise domain proportions. Through this, we can achieve effective domain knowledge sharing, and capture fine-grained domain-specific knowledge as well. Our experiments show that our proposed model outperforms existing ones in several NMT tasks.

Contextual Text Denoising with Masked Language Models

Recently, with the help of deep learning models, significant advances have been made in different Natural Language Processing (NLP) tasks. Unfortunately, state-of-the-art models are vulnerable to noisy texts. We propose a new contextual text denoising algorithm based on the ready-to-use masked language model. The proposed algorithm does not require retraining of the model and can be integrated into any NLP system without additional training on paired cleaning training data. We evaluate our method under synthetic noise and natural noise and show that the proposed algorithm can use context information to correct noise text and improve the performance of noisy inputs in several downstream tasks.

Meta Learning with Relational Information for Short Sequences

This paper proposes a new meta-learning method -- named HARMLESS (HAwkes Relational Meta LEarning method for Short Sequences) for learning heterogeneous point process models from short event sequence data along with a relational network. Specifically, we propose a hierarchical Bayesian mixture Hawkes process model, which naturally incorporates the relational information among sequences into point process modeling. Compared with existing methods, our model can capture the underlying mixed-community patterns of the relational network, which simultaneously encourages knowledge sharing among sequences and facilitates adaptive learning for each individual sequence. We further propose an efficient stochastic variational meta expectation maximization algorithm that can scale to large problems. Numerical experiments on both synthetic and real data show that HARMLESS outperforms existing methods in terms of predicting the future events.

On the Variance of the Adaptive Learning Rate and Beyond

The learning rate warmup heuristic achieves remarkable success in stabilizing training, accelerating convergence and improving generalization for adaptive stochastic optimization algorithms like RMSprop and Adam. Here, we study its mechanism in details. Pursuing the theory behind warmup, we identify a problem of the adaptive learning rate (i.e., it has problematically large variance in the early stage), suggest warmup works as a variance reduction technique, and provide both empirical and theoretical evidence to verify our hypothesis. We further propose RAdam, a new variant of Adam, by introducing a term to rectify the variance of the adaptive learning rate. Extensive experimental results on image classification, language modeling, and neural machine translation verify our intuition and demonstrate the effectiveness and robustness of our proposed method. All implementations are available at: https://github.com/LiyuanLucasLiu/RAdam.

Efficient Approximation of Deep ReLU Networks for Functions on Low Dimensional Manifolds

Deep neural networks have revolutionized many real world applications, due to their flexibility in data fitting and accurate predictions for unseen data. A line of research reveals that neural networks can approximate certain classes of functions with an arbitrary accuracy, while the size of the network scales exponentially with respect to the data dimension. Empirical results, however, suggest that networks of moderate size already yield appealing performance. To explain such a gap, a common belief is that many data sets exhibit low dimensional structures, and can be modeled as samples near a low dimensional manifold. In this paper, we prove that neural networks can efficiently approximate functions supported on low dimensional manifolds. The network size scales exponentially in the approximation error, with an exponent depending on the intrinsic dimension of the data and the smoothness of the function. Our result shows that exploiting low dimensional data structures can greatly enhance the efficiency in function approximation by neural networks. We also implement a sub-network that assigns input data to their corresponding local neighborhoods, which may be of independent interest.

On Scalable and Efficient Computation of Large Scale Optimal Transport

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework called SPOT (Scalable Push-forward of Optimal Transport). Specifically, we approximate the optimal transport plan by a pushforward of a reference distribution, and cast the optimal transport problem into a minimax problem. We then can solve OT problems efficiently using primal dual stochastic gradient-type algorithms. We also show that we can recover the density of the optimal transport plan using neural ordinary differential equations. Numerical experiments on both synthetic and real datasets illustrate that SPOT is robust and has favorable convergence behavior. SPOT also allows us to efficiently sample from the optimal transport plan, which benefits downstream applications such as domain adaptation.

On Computation and Generalization of GANs with Spectrum Control

Generative Adversarial Networks (GANs), though powerful, is hard to train. Several recent works (brock2016neural,miyato2018spectral) suggest that controlling the spectra of weight matrices in the discriminator can significantly improve the training of GANs. Motivated by their discovery, we propose a new framework for training GANs, which allows more flexible spectrum control (e.g., making the weight matrices of the discriminator have slow singular value decays). Specifically, we propose a new reparameterization approach for the weight matrices of the discriminator in GANs, which allows us to directly manipulate the spectra of the weight matrices through various regularizers and constraints, without intensively computing singular value decompositions. Theoretically, we further show that the spectrum control improves the generalization ability of GANs. Our experiments on CIFAR-10, STL-10, and ImageNet datasets confirm that compared to other methods, our proposed method is capable of generating images with competitive quality by utilizing spectral normalization and encouraging the slow singular value decay.