High-dimensional Bayesian Optimization via Covariance Matrix Adaptation Strategy

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a promising solution is to use a local search strategy that partitions the search domain into local regions with high likelihood of containing the global optimum, and then use BO to optimize the objective function within these regions. In this paper, we propose a novel technique for defining the local regions using the Covariance Matrix Adaptation (CMA) strategy. Specifically, we use CMA to learn a search distribution that can estimate the probabilities of data points being the global optimum of the objective function. Based on this search distribution, we then define the local regions consisting of data points with high probabilities of being the global optimum. Our approach serves as a meta-algorithm as it can incorporate existing black-box BO optimizers, such as BO, TuRBO, and BAxUS, to find the global optimum of the objective function within our derived local regions. We evaluate our proposed method on various benchmark synthetic and real-world problems. The results demonstrate that our method outperforms existing state-of-the-art techniques.

Provably Efficient Bayesian Optimization with Unbiased Gaussian Process Hyperparameter Estimation

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees associated with this approach depend on having the correct GP hyperparameter values, which are usually unknown in advance and need to be estimated from the observed data. However, in practice, these estimations could be incorrect due to biased data sampling strategies commonly used in BO. This can lead to degraded performance and break the sub-linear global convergence guarantee of BO. To address this issue, we propose a new BO method that can sub-linearly converge to the global optimum of the objective function even when the true GP hyperparameters are unknown in advance and need to be estimated from the observed data. Our method uses a multi-armed bandit technique (EXP3) to add random data points to the BO process, and employs a novel training loss function for the GP hyperparameter estimation process that ensures unbiased estimation from the observed data. We further provide theoretical analysis of our proposed method. Finally, we demonstrate empirically that our method outperforms existing approaches on various synthetic and real-world problems.

Zero-shot Object Counting

Class-agnostic object counting aims to count object instances of an arbitrary class at test time. It is challenging but also enables many potential applications. Current methods require human-annotated exemplars as inputs which are often unavailable for novel categories, especially for autonomous systems. Thus, we propose zero-shot object counting (ZSC), a new setting where only the class name is available during test time. Such a counting system does not require human annotators in the loop and can operate automatically. Starting from a class name, we propose a method that can accurately identify the optimal patches which can then be used as counting exemplars. Specifically, we first construct a class prototype to select the patches that are likely to contain the objects of interest, namely class-relevant patches. Furthermore, we introduce a model that can quantitatively measure how suitable an arbitrary patch is as a counting exemplar. By applying this model to all the candidate patches, we can select the most suitable patches as exemplars for counting. Experimental results on a recent class-agnostic counting dataset, FSC-147, validate the effectiveness of our method. Code is available at https://github.com/cvlab-stonybrook/zero-shot-counting

Bayesian Generational Population-Based Training

Reinforcement learning (RL) offers the potential for training generally capable agents that can interact autonomously in the real world. However, one key limitation is the brittleness of RL algorithms to core hyperparameters and network architecture choice. Furthermore, non-stationarities such as evolving training data and increased agent complexity mean that different hyperparameters and architectures may be optimal at different points of training. This motivates AutoRL, a class of methods seeking to automate these design choices. One prominent class of AutoRL methods is Population-Based Training (PBT), which have led to impressive performance in several large scale settings. In this paper, we introduce two new innovations in PBT-style methods. First, we employ trust-region based Bayesian Optimization, enabling full coverage of the high-dimensional mixed hyperparameter search space. Second, we show that using a generational approach, we can also learn both architectures and hyperparameters jointly on-the-fly in a single training run. Leveraging the new highly parallelizable Brax physics engine, we show that these innovations lead to large performance gains, significantly outperforming the tuned baseline while learning entire configurations on the fly. Code is available at https://github.com/xingchenwan/bgpbt.

Confident Sinkhorn Allocation for Pseudo-Labeling

Semi-supervised learning is a critical tool in reducing machine learning's dependence on labeled data. It has, however, been applied primarily to image and language data, by exploiting the inherent spatial and semantic structure therein. These methods do not apply to tabular data because these domain structures are not available. Existing pseudo-labeling (PL) methods can be effective for tabular data but are vulnerable to noise samples and to greedy assignments given a predefined threshold which is unknown. This paper addresses this problem by proposing a Confident Sinkhorn Allocation (CSA), which assigns labels to only samples with high confidence scores and learns the best label allocation via optimal transport. CSA outperforms the current state-of-the-art in this practically important area.

Distributionally Robust Bayesian Optimization with $φ$-divergences

The study of robustness has received much attention due to its inevitability in data-driven settings where many systems face uncertainty. One such example of concern is Bayesian Optimization (BO), where uncertainty is multi-faceted, yet there only exists a limited number of works dedicated to this direction. In particular, there is the work of Kirschner et al. (2020), which bridges the existing literature of Distributionally Robust Optimization (DRO) by casting the BO problem from the lens of DRO. While this work is pioneering, it admittedly suffers from various practical shortcomings such as finite contexts assumptions, leaving behind the main question Can one devise a computationally tractable algorithm for solving this DRO-BO problem? In this work, we tackle this question to a large degree of generality by considering robustness against data-shift in $\phi$-divergences, which subsumes many popular choices, such as the $\chi^2$-divergence, Total Variation, and the extant Kullback-Leibler (KL) divergence. We show that the DRO-BO problem in this setting is equivalent to a finite-dimensional optimization problem which, even in the continuous context setting, can be easily implemented with provable sublinear regret bounds. We then show experimentally that our method surpasses existing methods, attesting to the theoretical results

Retrieval Augmented Classification for Long-Tail Visual Recognition

We introduce Retrieval Augmented Classification (RAC), a generic approach to augmenting standard image classification pipelines with an explicit retrieval module. RAC consists of a standard base image encoder fused with a parallel retrieval branch that queries a non-parametric external memory of pre-encoded images and associated text snippets. We apply RAC to the problem of long-tail classification and demonstrate a significant improvement over previous state-of-the-art on Places365-LT and iNaturalist-2018 (14.5% and 6.7% respectively), despite using only the training datasets themselves as the external information source. We demonstrate that RAC's retrieval module, without prompting, learns a high level of accuracy on tail classes. This, in turn, frees the base encoder to focus on common classes, and improve its performance thereon. RAC represents an alternative approach to utilizing large, pretrained models without requiring fine-tuning, as well as a first step towards more effectively making use of external memory within common computer vision architectures.

Automated Reinforcement Learning (AutoRL): A Survey and Open Problems

The combination of Reinforcement Learning (RL) with deep learning has led to a series of impressive feats, with many believing (deep) RL provides a path towards generally capable agents. However, the success of RL agents is often highly sensitive to design choices in the training process, which may require tedious and error-prone manual tuning. This makes it challenging to use RL for new problems, while also limits its full potential. In many other areas of machine learning, AutoML has shown it is possible to automate such design choices and has also yielded promising initial results when applied to RL. However, Automated Reinforcement Learning (AutoRL) involves not only standard applications of AutoML but also includes additional challenges unique to RL, that naturally produce a different set of methods. As such, AutoRL has been emerging as an important area of research in RL, providing promise in a variety of applications from RNA design to playing games such as Go. Given the diversity of methods and environments considered in RL, much of the research has been conducted in distinct subfields, ranging from meta-learning to evolution. In this survey we seek to unify the field of AutoRL, we provide a common taxonomy, discuss each area in detail and pose open problems which would be of interest to researchers going forward.

Gaussian Process Sampling and Optimization with Approximate Upper and Lower Bounds

Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More specifically, we propose the first use of such bounds to improve Gaussian process (GP) posterior sampling and Bayesian optimization (BO). That is, we transform a GP model satisfying the given bounds, and then sample and weight functions from its posterior. To further exploit these bounds in BO settings, we present bounded entropy search (BES) to select the point gaining the most information about the underlying function, estimated by the GP samples, while satisfying the output constraints. We characterize the sample variance bounds and show that the decision made by BES is explainable. Our proposed approach is conceptually straightforward and can be used as a plug in extension to existing methods for GP posterior sampling and Bayesian optimization.

Bayesian Topic Regression for Causal Inference

Causal inference using observational text data is becoming increasingly popular in many research areas. This paper presents the Bayesian Topic Regression (BTR) model that uses both text and numerical information to model an outcome variable. It allows estimation of both discrete and continuous treatment effects. Furthermore, it allows for the inclusion of additional numerical confounding factors next to text data. To this end, we combine a supervised Bayesian topic model with a Bayesian regression framework and perform supervised representation learning for the text features jointly with the regression parameter training, respecting the Frisch-Waugh-Lovell theorem. Our paper makes two main contributions. First, we provide a regression framework that allows causal inference in settings when both text and numerical confounders are of relevance. We show with synthetic and semi-synthetic datasets that our joint approach recovers ground truth with lower bias than any benchmark model, when text and numerical features are correlated. Second, experiments on two real-world datasets demonstrate that a joint and supervised learning strategy also yields superior prediction results compared to strategies that estimate regression weights for text and non-text features separately, being even competitive with more complex deep neural networks.