United States

We consider the problem where $M$ agents interact with $M$ identical and independent environments with $S$ states and $A$ actions using reinforcement learning for $T$ rounds. The agents share their data with a central server to minimize their regret. We aim to find an algorithm that allows the agents to minimize the regret with infrequent communication rounds. We provide \NAM\ which runs at each agent and prove that the total cumulative regret of $M$ agents is upper bounded as $\Tilde{O}(DS\sqrt{MAT})$ for a Markov Decision Process with diameter $D$, number of states $S$, and number of actions $A$. The agents synchronize after their visitations to any state-action pair exceeds a certain threshold. Using this, we obtain a bound of $O\left(MSA\log(MT)\right)$ on the total number of communications rounds. Finally, we evaluate the algorithm against multiple environments and demonstrate that the proposed algorithm performs at par with an always communication version of the UCRL2 algorithm, while with significantly lower communication.

UAI 2021

Communication Efficient Parallel Reinforcement Learning

distributed reinforcement learning

parallel reinforcement learning

reinforcement learning

The Conference on Uncertainty in Artificial Intelligence (UAI) is one of the premier international conferences on research related to knowledge representation, learning, and reasoning in the presence of uncertainty. It is supported by the [Association for Uncertainty in Artificial Intelligence (AUAI).](https://www.auai.org/)

The 37th Conference on Uncertainty in Artificial Intelligence (UAI 2021) is held fully online. We have an exciting program consisting of keynote talks by [Susan Murphy](https://www.auai.org/uai2021/program?block=A), [Eric Horvitz](https://www.auai.org/uai2021/program?block=B), [Lenka Zdeborová](https://www.auai.org/uai2021/program?block=C), [Judea Pearl](https://www.auai.org/uai2021/program?block=D) and [Ankur Moitra](https://www.auai.org/uai2021/program?block=E), a town hall meeting, peer-reviewed papers, and three workshops. The main conference is single-track and each paper is show-cased with a live component (either a live discussion and Q&A, or a live lightning talk). All papers are also featured in video presentations and in poster sessions in gather.town. The three parallel workshops on Friday allow for smaller meetings on current topics.

The walkthrough video below shows how you can navigate this site and use the different possibilities for interaction: UAIsland2021 on gather.town for posters and social interactions, the mementor platform for virtual mentoring sessions, and the chat and Q&A systems for discussions about talks and posters.

Have a great UAI 2021! 
<br>
<br>Cassio de Campos and Marloes Maathuis
<br>UAI 2021 Program Chairs
<br>uai2021programchairs@gmail.com

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A ticket is required to access this conference. Please use the provided link to register for the event.

https://auai.org/uai2021/registration

The Conference on Uncertainty in Artificial Intelligence (UAI) is one of the premier international conferences on research related to knowledge representation, learning, and reasoning in the presence of uncertainty. It is supported by the [Association for Uncertainty in Artificial Intelligence (AUAI).](https://www.auai.org/)

lightning talk

Max-linear Bayesian networks have emerged as highly applicable models for causal inference via extreme value data. However, conditional independence (CI) for max-linear Bayesian networks behaves differently than for classical Gaussian Bayesian networks. We establish the parallel between the two theories via tropicalization, and establish the surprising result that the Markov equivalence classes for max-linear Bayesian networks coincide with the ones obtained by regular CI. Our paper opens up many problems at the intersection of extreme value statistics, causal inference and tropical geometry.

Markov Equivalence of Max-Linear Bayesian Networks

When data contains measurement errors, it is necessary to make modeling assumptions relating the error-prone measurements to the unobserved true values. Work on measurement error has largely focused on models that fully identify the parameter of interest. As a result, many practically useful models that result in bounds on the target parameter -- known as partial identification -- have been neglected. In this work, we present a method for partial identification in a class of measurement error models involving discrete variables. We focus on models that impose linear constraints on the target parameter, allowing us to compute partial identification bounds using off-the-shelf LP solvers. We show how several common measurement error assumptions can be composed with an extended class of instrumental variable-type models to create such linear constraint sets. We further show how this approach can be used to bound causal parameters, such as the average treatment effect, when treatment or outcome variables are measured with error. Using data from the Oregon Health Insurance Experiment, we apply this method to estimate bounds on the effect Medicaid enrollment has on depression when depression is measured with error.

Partial Identifiability in Discrete Data With Measurement Error

Continuously-indexed flows (CIFs) have recently achieved improvements over baseline normalizing flows on a variety of density estimation tasks. CIFs do not possess a closed-form marginal density, and so, unlike standard flows, cannot be plugged in directly to a variational inference (VI) scheme in order to produce a more expressive family of approximate posteriors. However, we show here how CIFs can be used as part of an auxiliary VI scheme to formulate and train expressive posterior approximations in a natural way. We exploit the conditional independence structure of multi-layer CIFs to build the required auxiliary inference models, which we show empirically yield low-variance estimators of the model evidence. We then demonstrate the advantages of CIFs over baseline flows in VI problems when the posterior distribution of interest possesses a complicated topology, obtaining improved results in both the Bayesian inference and maximum likelihood settings.

Variational Inference with Continuously-Indexed Normalizing Flows

A core challenge in policy optimization in competitive Markov decision processes is the design of efficient optimization methods with desirable convergence and stability properties. To tackle this, we propose competitive policy optimization (CoPO), a novel policy gradient approach that exploits the game-theoretic nature of competitive games to derive policy updates. Motivated by the competitive gradient optimization method, we derive a bilinear approximation of the game objective. In contrast, off-the-shelf policy gradient methods utilize only linear approximations, and hence do not capture interactions among the players. We instantiate CoPO in two ways: (i) competitive policy gradient, and (ii) trust-region competitive policy optimization. We theoretically study these methods, and empirically investigate their behavior on a set of comprehensive, yet challenging, competitive games. We observe that they provide stable optimization, convergence to sophisticated strategies, and higher scores when played against baseline policy gradient methods.

Competitive Policy Optimization

Deep Neural Networks (DNNs), despite their tremendous success in recent years, could still cast doubts on their predictions due to the intrinsic uncertainty associated with their learning process. Ensemble techniques and post-hoc calibrations are two types of approaches that have individually shown promise in improving the uncertainty calibration of DNNs. However, the synergistic effect of the two types of methods has not been well explored. In this paper, we propose a truth discovery framework to integrate ensemble-based and post-hoc calibration methods. Using the geometric variance of the ensemble candidates as a good indicator for sample uncertainty, we design an accuracy-preserving truth estimator with provably no accuracy drop. Furthermore, we show that post-hoc calibration can also be enhanced by truth discovery-regularized optimization. On large-scale datasets including CIFAR and ImageNet, our method shows consistent improvement against state-of-the-art calibration approaches on both histogram-based and kernel density-based evaluation metrics. Our codes are available at https://github.com/horsepurve/truly-uncertain.

Improving Uncertainty Calibration of Deep Neural Networks via Truth Discovery and Geometric Optimization

Adversarial training has shown its ability in producing models that are robust to perturbations on the input data, but usually at the expense of a decrease in the standard accuracy. To mitigate this issue, it is commonly believed that more training data will eventually help such adversarially robust models generalize better on the benign/unperturbed test data. In this paper, however, we challenge this conventional belief and show that more training data can hurt the generalization of adversarially robust models in classification problems. We first investigate the Gaussian mixture classification with a linear loss and identify three regimes based on the strength of the adversary. In the weak adversary regime, more data improves the generalization of adversarially robust models. In the medium adversary regime, with more training data, the generalization loss exhibits a double descent curve, which implies the existence of an intermediate stage where more training data hurts the generalization. In the strong adversary regime, more data almost immediately causes the generalization error to increase. Then we analyze a two-dimensional classification problem with a 0-1 loss. We prove that more data always hurts generalization of adversarially trained models with large perturbations. Empirical studies confirm our theoretical results.

The Curious Case of Adversarially Robust Models: More Data Can Help, Double Descend, or Hurt Generalization

Many decision-making problems under uncertainty can be formulated as convex stochastic optimization, which minimizes a convex objective in expectation across exponentially many probabilistic scenarios. Despite its convexity, evaluating the objective function is #P-hard. Previous approaches use samples from MCMC and its variants to approximate the objective function but have a slow mixing rate. We present XOR-SGD, a stochastic gradient descent (SGD) approach guaranteed to converge to solutions that are at most a constant away from the true optimum in linear number of iterations. XOR-SGD harnesses XOR-sampling, which reduces the sample approximation of the expectation into queries of NP oracles via hashing and projection. We evaluate XOR-SGD on two real-world applications. The first stochastic inventory management problem searches for a robust inventory management plan in preparation for the virus pandemics, natural disasters, etc. The second network design problem decides an optimal land conservation plan which promotes the free movement of wild-life animals. We show that our approach finds better solutions with drastically fewer samples needed compared to a couple of state-of-the-art solvers.

Provable Convex Stochastic Optimization for Decision-making under Uncertainty

Causal analyses of longitudinal data generally assume that the qualitative causal structure relating variables remains invariant over time. In structured systems that transition between qualitatively different states in discrete time steps, such an approach is deficient on two fronts. First, time-varying variables may have state-specific causal relationships that need to be captured. Second, an intervention can result in state transitions downstream of the intervention different from those actually observed in the data. In other words, interventions may counterfactually alter the subsequent temporal evolution of the system. We introduce a generalization of

Path Dependent Structural Equation Models

We present a general framework for kernel hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of images of a given phenomenon. This observation pattern, however, differs from the common assumptions required for hypothesis testing: each set differs in size, may have differing levels of noise, and also may incorporate nuisance variability, irrelevant for the analysis of the phenomenon of interest; all features that bias test decisions if not accounted for. In this paper, we propose to interpret sets as independent samples from a collection of latent probability distributions, and introduce kernel two-sample and independence tests in this latent space of distributions. We prove the consistency of these tests and observe them to outperform in a wide range of synthetic and real data experiments, where previously heuristics were needed for feature extraction and testing.

Application of Kernel Hypothesis Testing on Set-valued Data

Curation of large fully supervised datasets has become one of the major roadblocks for machine learning. Weak supervision provides an alternative to supervised learning by training with cheap, noisy, and possibly correlated labeling functions from varying sources. The key challenge in weakly supervised learning is combining the different weak supervision signals while navigating misleading correlations in their errors. In this paper, we propose a simple data-free approach for combining weak supervision signals by defining a constrained space for the possible labels of the weak signals and training with a random labeling within this constrained space. Our method is efficient and stable, converging after a few iterations of gradient descent. We prove theoretical conditions under which the worst-case error of the randomized label decreases with the rank of the linear constraints.

Communication Efficient Parallel Reinforcement Learning

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Markov Equivalence of Max-Linear Bayesian Networks

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