7,530 research outputs found
Automatic differentiation in machine learning: a survey
Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in
machine learning. Automatic differentiation (AD), also called algorithmic
differentiation or simply "autodiff", is a family of techniques similar to but
more general than backpropagation for efficiently and accurately evaluating
derivatives of numeric functions expressed as computer programs. AD is a small
but established field with applications in areas including computational fluid
dynamics, atmospheric sciences, and engineering design optimization. Until very
recently, the fields of machine learning and AD have largely been unaware of
each other and, in some cases, have independently discovered each other's
results. Despite its relevance, general-purpose AD has been missing from the
machine learning toolbox, a situation slowly changing with its ongoing adoption
under the names "dynamic computational graphs" and "differentiable
programming". We survey the intersection of AD and machine learning, cover
applications where AD has direct relevance, and address the main implementation
techniques. By precisely defining the main differentiation techniques and their
interrelationships, we aim to bring clarity to the usage of the terms
"autodiff", "automatic differentiation", and "symbolic differentiation" as
these are encountered more and more in machine learning settings.Comment: 43 pages, 5 figure
Fast Non-Parametric Learning to Accelerate Mixed-Integer Programming for Online Hybrid Model Predictive Control
Today's fast linear algebra and numerical optimization tools have pushed the
frontier of model predictive control (MPC) forward, to the efficient control of
highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated
that exact optimal control law can be computed, e.g., by mixed-integer
programming (MIP) under piecewise-affine (PWA) system models. Despite the
elegant theory, online solving hybrid MPC is still out of reach for many
applications. We aim to speed up MIP by combining geometric insights from
hybrid MPC, a simple-yet-effective learning algorithm, and MIP warm start
techniques. Following a line of work in approximate explicit MPC, the proposed
learning-control algorithm, LNMS, gains computational advantage over MIP at
little cost and is straightforward for practitioners to implement
Differentiable Game Mechanics
Deep learning is built on the foundational guarantee that gradient descent on
an objective function converges to local minima. Unfortunately, this guarantee
fails in settings, such as generative adversarial nets, that exhibit multiple
interacting losses. The behavior of gradient-based methods in games is not well
understood -- and is becoming increasingly important as adversarial and
multi-objective architectures proliferate. In this paper, we develop new tools
to understand and control the dynamics in n-player differentiable games.
The key result is to decompose the game Jacobian into two components. The
first, symmetric component, is related to potential games, which reduce to
gradient descent on an implicit function. The second, antisymmetric component,
relates to Hamiltonian games, a new class of games that obey a conservation law
akin to conservation laws in classical mechanical systems. The decomposition
motivates Symplectic Gradient Adjustment (SGA), a new algorithm for finding
stable fixed points in differentiable games. Basic experiments show SGA is
competitive with recently proposed algorithms for finding stable fixed points
in GANs -- while at the same time being applicable to, and having guarantees
in, much more general cases.Comment: JMLR 2019, journal version of arXiv:1802.0564
Quantum machine learning: a classical perspective
Recently, increased computational power and data availability, as well as
algorithmic advances, have led machine learning techniques to impressive
results in regression, classification, data-generation and reinforcement
learning tasks. Despite these successes, the proximity to the physical limits
of chip fabrication alongside the increasing size of datasets are motivating a
growing number of researchers to explore the possibility of harnessing the
power of quantum computation to speed-up classical machine learning algorithms.
Here we review the literature in quantum machine learning and discuss
perspectives for a mixed readership of classical machine learning and quantum
computation experts. Particular emphasis will be placed on clarifying the
limitations of quantum algorithms, how they compare with their best classical
counterparts and why quantum resources are expected to provide advantages for
learning problems. Learning in the presence of noise and certain
computationally hard problems in machine learning are identified as promising
directions for the field. Practical questions, like how to upload classical
data into quantum form, will also be addressed.Comment: v3 33 pages; typos corrected and references adde
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