Training Binary Neural Networks using the Bayesian Learning Rule

Neural networks with binary weights are computation-efficient and hardware-friendly, but their training is challenging because it involves a discrete optimization problem. Surprisingly, ignoring the discrete nature of the problem and using gradient-based methods, such as Straight-Through Estimator, still works well in practice. This raises the question: are there principled approaches which justify such methods? In this paper, we propose such an approach using the Bayesian learning rule. The rule, when applied to estimate a Bernoulli distribution over the binary weights, results in an algorithm which justifies some of the algorithmic choices made by the previous approaches. The algorithm not only obtains state-of-the-art performance, but also enables uncertainty estimation for continual learning to avoid catastrophic forgetting. Our work provides a principled approach for training binary neural networks which justifies and extends existing approaches.

Handling the Positive-Definite Constraint in the Bayesian Learning Rule

Bayesian learning rule is a recently proposed variational inference method, which not only contains many existing learning algorithms as special cases but also enables the design of new algorithms. Unfortunately, when posterior parameters lie in an open constraint set, the rule may not satisfy the constraints and requires line-searches which could slow down the algorithm. In this paper, we fix this issue for the positive-definite constraint by proposing an improved rule that naturally handles the constraint. Our modification is obtained using Riemannian gradient methods, and is valid when the approximation attains a \emph{block-coordinate natural parameterization} (e.g., Gaussian distributions and their mixtures). Our method outperforms existing methods without any significant increase in computation. Our work makes it easier to apply the learning rule in the presence of positive-definite constraints in parameter spaces.

Stein's Lemma for the Reparameterization Trick with Exponential Family Mixtures

Stein's method (Stein, 1973; 1981) is a powerful tool for statistical applications, and has had a significant impact in machine learning. Stein's lemma plays an essential role in Stein's method. Previous applications of Stein's lemma either required strong technical assumptions or were limited to Gaussian distributions with restricted covariance structures. In this work, we extend Stein's lemma to exponential-family mixture distributions including Gaussian distributions with full covariance structures. Our generalization enables us to establish a connection between Stein's lemma and the reparamterization trick to derive gradients of expectations of a large class of functions under weak assumptions. Using this connection, we can derive many new reparameterizable gradient-identities that goes beyond the reach of existing works. For example, we give gradient identities when expectation is taken with respect to Student's t-distribution, skew Gaussian, exponentially modified Gaussian, and normal inverse Gaussian.

VILD: Variational Imitation Learning with Diverse-quality Demonstrations

The goal of imitation learning (IL) is to learn a good policy from high-quality demonstrations. However, the quality of demonstrations in reality can be diverse, since it is easier and cheaper to collect demonstrations from a mix of experts and amateurs. IL in such situations can be challenging, especially when the level of demonstrators' expertise is unknown. We propose a new IL method called \underline{v}ariational \underline{i}mitation \underline{l}earning with \underline{d}iverse-quality demonstrations (VILD), where we explicitly model the level of demonstrators' expertise with a probabilistic graphical model and estimate it along with a reward function. We show that a naive approach to estimation is not suitable to large state and action spaces, and fix its issues by using a variational approach which can be easily implemented using existing reinforcement learning methods. Experiments on continuous-control benchmarks demonstrate that VILD outperforms state-of-the-art methods. Our work enables scalable and data-efficient IL under more realistic settings than before.

Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations

Natural-gradient methods enable fast and simple algorithms for variational inference, but due to computational difficulties, their use is mostly limited to \emph{minimal} exponential-family (EF) approximations. In this paper, we extend their application to estimate \emph{structured} approximations such as mixtures of EF distributions. Such approximations can fit complex, multimodal posterior distributions and are generally more accurate than unimodal EF approximations. By using a \emph{minimal conditional-EF} representation of such approximations, we derive simple natural-gradient updates. Our empirical results demonstrate a faster convergence of our natural-gradient method compared to black-box gradient-based methods. Our work expands the scope of natural gradients for Bayesian inference and makes them more widely applicable than before.

Practical Deep Learning with Bayesian Principles

Bayesian methods promise to fix many shortcomings of deep learning, but they are impractical and rarely match the performance of standard methods, let alone improve them. In this paper, we demonstrate practical training of deep networks with natural-gradient variational inference. By applying techniques such as batch normalisation, data augmentation, and distributed training, we achieve similar performance in about the same number of epochs as the Adam optimiser, even on large datasets such as ImageNet. Importantly, the benefits of Bayesian principles are preserved: predictive probabilities are well-calibrated and uncertainties on out-of-distribution data are improved. This work enables practical deep learning while preserving benefits of Bayesian principles. A PyTorch implementation will be available as a plug-and-play optimiser.

Approximate Inference Turns Deep Networks into Gaussian Processes

Deep neural networks (DNN) and Gaussian processes (GP) are two powerful models with several theoretical connections relating them, but the relationship between their training methods is not well understood. In this paper, we show that certain Gaussian posterior approximations for Bayesian DNNs are equivalent to GP posteriors. As a result, we can obtain a GP kernel and a nonlinear feature map simply by training the DNN. Surprisingly, the resulting kernel is the neural tangent kernel which has desirable theoretical properties for infinitely-wide DNNs. We show feature maps obtained on real datasets and demonstrate the use of the GP marginal likelihood to tune hyperparameters of DNNs. Our work aims to facilitate further research on combining DNNs and GPs in practical settings.

Scalable Training of Inference Networks for Gaussian-Process Models

Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference networks for a flexible inference. Unfortunately, for such networks, minibatch training is difficult to be able to learn meaningful correlations over function outputs for a large dataset. We propose an algorithm that enables such training by tracking a stochastic, functional mirror-descent algorithm. At each iteration, this only requires considering a finite number of input locations, resulting in a scalable and easy-to-implement algorithm. Empirical results show comparable and, sometimes, superior performance to existing sparse variational GP methods.

A Generalization Bound for Online Variational Inference

Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even under model mismatch and with adversaries. Unfortunately, exact Bayesian inference is rarely feasible in practice and approximation methods are usually employed, but do such methods preserve the generalization properties of Bayesian inference? In this paper, we show that this is indeed the case for some variational inference (VI) algorithms. We propose new online, tempered VI algorithms and derive their generalization bounds. Our theoretical result relies on the convexity of the variational objective, but we argue that our result should hold more generally and present empirical evidence in support of this. Our work in this paper presents theoretical justifications in favor of online algorithms that rely on approximate Bayesian methods.

TD-Regularized Actor-Critic Methods

Actor-critic methods can achieve incredible performance on difficult reinforcement learning problems, but they are also prone to instability. This is partly due to the interaction between the actor and critic during learning, e.g., an inaccurate step taken by one of them might adversely affect the other and destabilize the learning. To avoid such issues, we propose to regularize the learning objective of the actor by penalizing the temporal difference (TD) error of the critic. This improves stability by avoiding large steps in the actor update whenever the critic is highly inaccurate. The resulting method, which we call the TD-regularized actor-critic method, is a simple plug-and-play approach to improve stability and overall performance of the actor-critic methods. Evaluations on standard benchmarks confirm this.