Active Probabilistic Inference on Matrices for Pre-Conditioning in Stochastic Optimization

Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way to efficiently construct them. For the stochastic optimization problems that dominate contemporary machine learning, however, this approach is not readily available. We propose an iterative algorithm inspired by classic iterative linear solvers that uses a probabilistic model to actively infer a pre-conditioner in situations where Hessian-projections can only be constructed with strong Gaussian noise. The algorithm is empirically demonstrated to efficiently construct effective pre-conditioners for stochastic gradient descent and its variants. Experiments on problems of comparably low dimensionality show improved convergence. In very high-dimensional problems, such as those encountered in deep learning, the pre-conditioner effectively becomes an automatic learning-rate adaptation scheme, which we also empirically show to work well.Comment: Conferenc

Deep Closest Point: Learning Representations for Point Cloud Registration

Point cloud registration is a key problem for computer vision applied to robotics, medical imaging, and other applications. This problem involves finding a rigid transformation from one point cloud into another so that they align. Iterative Closest Point (ICP) and its variants provide simple and easily-implemented iterative methods for this task, but these algorithms can converge to spurious local optima. To address local optima and other difficulties in the ICP pipeline, we propose a learning-based method, titled Deep Closest Point (DCP), inspired by recent techniques in computer vision and natural language processing. Our model consists of three parts: a point cloud embedding network, an attention-based module combined with a pointer generation layer, to approximate combinatorial matching, and a differentiable singular value decomposition (SVD) layer to extract the final rigid transformation. We train our model end-to-end on the ModelNet40 dataset and show in several settings that it performs better than ICP, its variants (e.g., Go-ICP, FGR), and the recently-proposed learning-based method PointNetLK. Beyond providing a state-of-the-art registration technique, we evaluate the suitability of our learned features transferred to unseen objects. We also provide preliminary analysis of our learned model to help understand whether domain-specific and/or global features facilitate rigid registration

A VEST of the Pseudoinverse Learning Algorithm

In this paper, we briefly review the basic scheme of the pseudoinverse learning (PIL) algorithm and present some discussions on the PIL, as well as its variants. The PIL algorithm, first presented in 1995, is a non-gradient descent and non-iterative learning algorithm for multi-layer neural networks and has several advantages compared with gradient descent based algorithms. Some new viewpoints to PIL algorithm are presented, and several common pitfalls in practical implementation of the neural network learning task are also addressed. In addition, we show that so called extreme learning machine is a Variant crEated by Simple name alTernation (VEST) of the PIL algorithm for single hidden layer feedforward neural networks.Comment: ELM is another name of the PI

Towards A Deeper Geometric, Analytic and Algorithmic Understanding of Margins

Given a matrix $A$, a linear feasibility problem (of which linear classification is a special case) aims to find a solution to a primal problem $w: A^Tw > \textbf{0}$ or a certificate for the dual problem which is a probability distribution $p: Ap = \textbf{0}$. Inspired by the continued importance of "large-margin classifiers" in machine learning, this paper studies a condition measure of $A$ called its \textit{margin} that determines the difficulty of both the above problems. To aid geometrical intuition, we first establish new characterizations of the margin in terms of relevant balls, cones and hulls. Our second contribution is analytical, where we present generalizations of Gordan's theorem, and variants of Hoffman's theorems, both using margins. We end by proving some new results on a classical iterative scheme, the Perceptron, whose convergence rates famously depends on the margin. Our results are relevant for a deeper understanding of margin-based learning and proving convergence rates of iterative schemes, apart from providing a unifying perspective on this vast topic.Comment: 18 pages, 3 figure

DropoutDAgger: A Bayesian Approach to Safe Imitation Learning

While imitation learning is becoming common practice in robotics, this approach often suffers from data mismatch and compounding errors. DAgger is an iterative algorithm that addresses these issues by continually aggregating training data from both the expert and novice policies, but does not consider the impact of safety. We present a probabilistic extension to DAgger, which uses the distribution over actions provided by the novice policy, for a given observation. Our method, which we call DropoutDAgger, uses dropout to train the novice as a Bayesian neural network that provides insight to its confidence. Using the distribution over the novice's actions, we estimate a probabilistic measure of safety with respect to the expert action, tuned to balance exploration and exploitation. The utility of this approach is evaluated on the MuJoCo HalfCheetah and in a simple driving experiment, demonstrating improved performance and safety compared to other DAgger variants and classic imitation learning

EnsembleDAgger: A Bayesian Approach to Safe Imitation Learning

While imitation learning is often used in robotics, the approach frequently suffers from data mismatch and compounding errors. DAgger is an iterative algorithm that addresses these issues by aggregating training data from both the expert and novice policies, but does not consider the impact of safety. We present a probabilistic extension to DAgger, which attempts to quantify the confidence of the novice policy as a proxy for safety. Our method, EnsembleDAgger, approximates a Gaussian Process using an ensemble of neural networks. Using the variance as a measure of confidence, we compute a decision rule that captures how much we doubt the novice, thus determining when it is safe to allow the novice to act. With this approach, we aim to maximize the novice's share of actions, while constraining the probability of failure. We demonstrate improved safety and learning performance compared to other DAgger variants and classic imitation learning on an inverted pendulum and in the MuJoCo HalfCheetah environment.Comment: Accepted to the 2019 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2019

Convolutional Neural Networks for Non-iterative Reconstruction of Compressively Sensed Images

Traditional algorithms for compressive sensing recovery are computationally expensive and are ineffective at low measurement rates. In this work, we propose a data driven non-iterative algorithm to overcome the shortcomings of earlier iterative algorithms. Our solution, ReconNet, is a deep neural network, whose parameters are learned end-to-end to map block-wise compressive measurements of the scene to the desired image blocks. Reconstruction of an image becomes a simple forward pass through the network and can be done in real-time. We show empirically that our algorithm yields reconstructions with higher PSNRs compared to iterative algorithms at low measurement rates and in presence of measurement noise. We also propose a variant of ReconNet which uses adversarial loss in order to further improve reconstruction quality. We discuss how adding a fully connected layer to the existing ReconNet architecture allows for jointly learning the measurement matrix and the reconstruction algorithm in a single network. Experiments on real data obtained from a block compressive imager show that our networks are robust to unseen sensor noise. Finally, through an experiment in object tracking, we show that even at very low measurement rates, reconstructions using our algorithm possess rich semantic content that can be used for high level inference

IHT dies hard: Provable accelerated Iterative Hard Thresholding

We study --both in theory and practice-- the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with non-convex constraints, under standard assumptions. In diverse scenaria, we observe that acceleration in IHT leads to significant improvements, compared to state of the art projected gradient descent and Frank-Wolfe variants. As a byproduct of our inspection, we study the impact of selecting the momentum parameter: similar to convex settings, two modes of behavior are observed --"rippling" and linear-- depending on the level of momentum.Comment: accepted to AISTATS 201

Exploring the Space of Black-box Attacks on Deep Neural Networks

Existing black-box attacks on deep neural networks (DNNs) so far have largely focused on transferability, where an adversarial instance generated for a locally trained model can "transfer" to attack other learning models. In this paper, we propose novel Gradient Estimation black-box attacks for adversaries with query access to the target model's class probabilities, which do not rely on transferability. We also propose strategies to decouple the number of queries required to generate each adversarial sample from the dimensionality of the input. An iterative variant of our attack achieves close to 100% adversarial success rates for both targeted and untargeted attacks on DNNs. We carry out extensive experiments for a thorough comparative evaluation of black-box attacks and show that the proposed Gradient Estimation attacks outperform all transferability based black-box attacks we tested on both MNIST and CIFAR-10 datasets, achieving adversarial success rates similar to well known, state-of-the-art white-box attacks. We also apply the Gradient Estimation attacks successfully against a real-world Content Moderation classifier hosted by Clarifai. Furthermore, we evaluate black-box attacks against state-of-the-art defenses. We show that the Gradient Estimation attacks are very effective even against these defenses.Comment: 25 pages, 7 figures, 10 table

Direct Synthesis of Iterative Algorithms With Bounds on Achievable Worst-Case Convergence Rate

Iterative first-order methods such as gradient descent and its variants are widely used for solving optimization and machine learning problems. There has been recent interest in analytic or numerically efficient methods for computing worst-case performance bounds for such algorithms, for example over the class of strongly convex loss functions. A popular approach is to assume the algorithm has a fixed size (fixed dimension, or memory) and that its structure is parameterized by one or two hyperparameters, for example a learning rate and a momentum parameter. Then, a Lyapunov function is sought to certify robust stability and subsequent optimization can be performed to find optimal hyperparameter tunings. In the present work, we instead fix the constraints that characterize the loss function and apply techniques from robust control synthesis to directly search over algorithms. This approach yields stronger results than those previously available, since the bounds produced hold over algorithms with an arbitrary, but finite, amount of memory rather than just holding for algorithms with a prescribed structure.Comment: American Control Conference, 202