We introduce several new black-box reductions that significantly improve the design of adaptive and parameter-free online learning algorithms by simplifying analysis, improving regret guarantees, and sometimes even improving runtime. We reduce parameter-free online learning to online exp-concave optimization, we reduce optimization in a Banach space to one-dimensional optimization, and we reduce optimization over a constrained domain to unconstrained optimization. All of our reductions run as fast as online gradient descent. We use our new techniques to improve upon the previously best regret bounds for parameter-free learning, and do so for arbitrary norms.
Optimizing the Preconditioner: A Black-box Online-to-Nonconvex Conversion with Static Regret Minimization Oracles
Center for Computational Science and Engineering, MIT（麻省理工学院计算科学与工程中心）；Department of Civil and Environmental Engineering, MIT（麻省理工学院土木与环境工程系）；Institute for Data, Systems, and Society, MIT（麻省理工学院数据、系统与社会研究所）
University of Pennsylvania（宾夕法尼亚大学）；Cornell University（康奈尔大学）
We study an equivalence of (i) deterministic pathwise statements appearing in the online learning literature (termed \emph{regret bounds}), (ii) high-probability tail bounds for the supremum of a collection of martingales (of a specific form arising from uniform laws of large numbers for martingales), and (iii) in-expectation bounds for the supremum. By virtue of the equivalence, we prove exponential tail bounds for norms of Banach space valued martingales via deterministic regret bounds for the online mirror descent algorithm with an adaptive step size. We extend these results beyond the line…
We consider the problem of controlling an unknown linear time-invariant dynamical system from a single chain of black-box interactions, with no access to resets or offline simulation. Under the assumption that the system is controllable, we give the first efficient algorithm that is capable of attaining sublinear regret in a single trajectory under the setting of online nonstochastic control. This resolves an open problem on the stochastic LQR problem, and in a more challenging setting that allows for adversarial perturbations and adversarially chosen and changing convex loss functions. We giv…
A standard way to obtain convergence guarantees in stochastic convex optimization is to run an online learning algorithm and then output the average of its iterates: the actual iterates of the online learning algorithm do not come with individual guarantees. We close this gap by introducing a black-box modification to any online learning algorithm whose iterates converge to the optimum in stochastic scenarios. We then consider the case of smooth losses, and show that combining our approach with optimistic online learning algorithms immediately yields a fast convergence rate of $O(L/T^{3/2}+σ/\…
We study a general version of the adversarial online learning problem. We are given a decision set $\mathcal{X}$ in a reflexive Banach space $X$ and a sequence of reward vectors in the dual space of $X$. At each iteration, we choose an action from $\mathcal{X}$, based on the observed sequence of previous rewards. Our goal is to minimize regret, defined as the gap between the realized reward and the reward of the best fixed action in hindsight. Using results from infinite dimensional convex analysis, we generalize the method of Dual Averaging (or Follow the Regularized Leader) to our setting an…
We consider the problem of unconstrained online convex optimization (OCO) with sub-exponential noise, a strictly more general problem than the standard OCO. In this setting, the learner receives a subgradient of the loss functions corrupted by sub-exponential noise and strives to achieve optimal regret guarantee, without knowledge of the competitor norm, i.e., in a parameter-free way. Recently, Cutkosky and Boahen (COLT 2017) proved that, given unbounded subgradients, it is impossible to guarantee a sublinear regret due to an exponential penalty. This paper shows that it is possible to go arou…
Cornell University（康奈尔大学）；University of Pennsylvania（宾夕法尼亚大学）
We develop a novel family of algorithms for the online learning setting with regret against any data sequence bounded by the empirical Rademacher complexity of that sequence. To develop a general theory of when this type of adaptive regret bound is achievable we establish a connection to the theory of decoupling inequalities for martingales in Banach spaces. When the hypothesis class is a set of linear functions bounded in some norm, such a regret bound is achievable if and only if the norm satisfies certain decoupling inequalities for martingales. Donald Burkholder's celebrated geometric char…
We consider a system where agents enter in an online fashion and are evaluated based on their attributes or context vectors. There can be practical situations where this context is partially observed, and the unobserved part comes after some delay. We assume that an agent, once left, cannot re-enter the system. Therefore, the job of the system is to provide an estimated score for the agent based on her instantaneous score and possibly some inference of the instantaneous score over the delayed score. In this paper, we estimate the delayed context via an online convex game between the agent and …
A matrix free and a low rank approximation preconditioner are proposed to accelerate the convergence of stochastic gradient descent (SGD) by exploiting curvature information sampled from Hessian-vector products or finite differences of parameters and gradients similar to the BFGS algorithm. Both preconditioners are fitted with an online updating manner minimizing a criterion that is free of line search and robust to stochastic gradient noise, and further constrained to be on certain connected Lie groups to preserve their corresponding symmetry or invariance, e.g., orientation of coordinates by…
Brown University（布朗大学）；Facebook AI Research（脸书人工智能研究院）
High dimensional black-box optimization has broad applications but remains a challenging problem to solve. Given a set of samples $\{\vx_i, y_i\}$, building a global model (like Bayesian Optimization (BO)) suffers from the curse of dimensionality in the high-dimensional search space, while a greedy search may lead to sub-optimality. By recursively splitting the search space into regions with high/low function values, recent works like LaNAS shows good performance in Neural Architecture Search (NAS), reducing the sample complexity empirically. In this paper, we coin LA-MCTS that extends LaNAS t…
Google AI Princeton（谷歌AI普林斯顿）；Princeton University（普林斯顿大学）
The theory of deep learning focuses almost exclusively on supervised learning, non-convex optimization using stochastic gradient descent, and overparametrized neural networks. It is common belief that the optimizer dynamics, network architecture, initialization procedure, and other factors tie together and are all components of its success. This presents theoretical challenges for analyzing state-based and/or online deep learning. Motivated by applications in control, we give a general black-box reduction from deep learning to online convex optimization. This allows us to decouple optimization…
Massachusetts Institute of Technology（麻省理工学院）；Cornell University（康奈尔大学）
We consider the problem of adversarial (non-stochastic) online learning with partial information feedback, where at each round, a decision maker selects an action from a finite set of alternatives. We develop a black-box approach for such problems where the learner observes as feedback only losses of a subset of the actions that includes the selected action. When losses of actions are non-negative, under the graph-based feedback model introduced by Mannor and Shamir, we offer algorithms that attain the so called "small-loss" $o(αL^{\star})$ regret bounds with high probability, where $α$ is the…
Google Research（谷歌研究）；University of Maryland（马里兰大学）；Microsoft Research（微软研究院）；Harvard University（哈佛大学）
We consider online variations of the Pandora's box problem (Weitzman. 1979), a standard model for understanding issues related to the cost of acquiring information for decision-making. Our problem generalizes both the classic Pandora's box problem and the prophet inequality framework. Boxes are presented online, each with a random value and cost drew jointly from some known distribution. Pandora chooses online whether to open each box given its cost, and then chooses irrevocably whether to keep the revealed prize or pass on it. We aim for approximation algorithms against adversaries that can c…
Two central problems in Stochastic Optimization are Min Sum Set Cover and Pandora's Box. In Pandora's Box, we are presented with $n$ boxes, each containing an unknown value and the goal is to open the boxes in some order to minimize the sum of the search cost and the smallest value found. Given a distribution of value vectors, we are asked to identify a near-optimal search order. Min Sum Set Cover corresponds to the case where values are either 0 or infinity. In this work, we study the case where the value vectors are not drawn from a distribution but are presented to a learner in an online fa…
Online Poisoning Attack Against Reinforcement Learning under Black-box Environments
College of Control Science and Engineering, Zhejiang University（浙江大学控制科学与工程学院）；School of Data Science, The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳）数据科学学院）；School of Science and Engineering, Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳）理工学院）
Autonomous driving (AD) and advanced driver assistance systems (ADAS) increasingly utilize deep neural networks (DNNs) for improved perception or planning. Nevertheless, DNNs are quite brittle when the data distribution during inference deviates from the data distribution during training. This represents a challenge when deploying in partly unknown environments like in the case of ADAS. At the same time, the standard confidence of DNNs remains high even if the classification reliability decreases. This is problematic since following motion control algorithms consider the apparently confident p…
We introduce an efficient algorithmic framework for model selection in online learning, also known as parameter-free online learning. Departing from previous work, which has focused on highly structured function classes such as nested balls in Hilbert space, we propose a generic meta-algorithm framework that achieves online model selection oracle inequalities under minimal structural assumptions. We give the first computationally efficient parameter-free algorithms that work in arbitrary Banach spaces under mild smoothness assumptions; previous results applied only to Hilbert spaces. We furthe…
Online Regime-aware Calibration for Black-box Social Simulators via Posterior-assisted Evolutionary Dynamic Optimization
Guangdong Provincial Key Laboratory of Brain-Inspired Intelligent Computation, Southern University of Science and Technology, Shenzhen 518055, China（脑启发智能计算广东省重点实验室，南方科技大学，深圳518055，中国）；Department of Computer Science and Engineering（计算机科学与工程系）；Department of Statistics and Data Science（统计与数据科学系）；Zhongguancun Academy, Beijing 100094, China（中关村学院，北京100094，中国）；School of Data Science, Lingnan University, Hong Kong SAR, China（数据科学学院，岭南大学，香港特别行政区，中国）
We show how to take any two parameter-free online learning algorithms with different regret guarantees and obtain a single algorithm whose regret is the minimum of the two base algorithms. Our method is embarrassingly simple: just add the iterates. This trick can generate efficient algorithms that adapt to many norms simultaneously, as well as providing diagonal-style algorithms that still maintain dimension-free guarantees. We then proceed to show how a variant on this idea yields a black-box procedure for generating optimistic online learning algorithms. This yields the first optimistic regr…
We study the relationship between the notions of differentially private learning and online learning in games. Several recent works have shown that differentially private learning implies online learning, but an open problem of Neel, Roth, and Wu \cite{NeelAaronRoth2018} asks whether this implication is {\it efficient}. Specifically, does an efficient differentially private learner imply an efficient online learner? In this paper we resolve this open question in the context of pure differential privacy. We derive an efficient black-box reduction from differentially private learning to online l…
Fast Direct: Query-Efficient Online Black-box Guidance for Diffusion-model Target Generation
College of Computing and Data Science, Nanyang Technological University（南洋理工大学计算与数据科学学院）；Centre for Frontier AI Research, Agency for Science, Technology and Research（新加坡科技研究局前沿人工智能研究中心）；Institute of High Performance Computing, Agency for Science, Technology and Research（新加坡科技研究局高性能计算研究所）
Simplex Clustering via sBeta with Applications to Online Adjustment of Black-Box Predictions
ETS Montreal（蒙特利尔工程学院）；INRS（魁北克国家科学研究院）；Thales Research and Technology (TRT) Canada（泰雷兹研究与技术加拿大公司）；Thales Digital Solutions (TDS)（泰雷兹数字解决方案公司）；CortAIx（CortAIx公司）
New York University（纽约大学）；Cornell University（康奈尔大学）
Gaussian processes (GPs) provide a gold standard for performance in online settings, such as sample-efficient control and black box optimization, where we need to update a posterior distribution as we acquire data in a sequential fashion. However, updating a GP posterior to accommodate even a single new observation after having observed $n$ points incurs at least $O(n)$ computations in the exact setting. We show how to use structured kernel interpolation to efficiently recycle computations for constant-time $O(1)$ online updates with respect to the number of points $n$, while retaining exact i…
Bosch Center for Artificial Intelligence（博世人工智能中心）；University of Tübingen（图宾根大学）
Adversarial attacks based on randomized search schemes have obtained state-of-the-art results in black-box robustness evaluation recently. However, as we demonstrate in this work, their efficiency in different query budget regimes depends on manual design and heuristic tuning of the underlying proposal distributions. We study how this issue can be addressed by adapting the proposal distribution online based on the information obtained during the attack. We consider Square Attack, which is a state-of-the-art score-based black-box attack, and demonstrate how its performance can be improved by a …
As online systems based on machine learning are offered to public or paid subscribers via application programming interfaces (APIs), they become vulnerable to frequent exploits and attacks. This paper studies adversarial machine learning in the practical case when there are rate limitations on API calls. The adversary launches an exploratory (inference) attack by querying the API of an online machine learning system (in particular, a classifier) with input data samples, collecting returned labels to build up the training data, and training an adversarial classifier that is functionally equival…
In this paper, we present a cost-based approach for the automatic selection and allocation of a disjoint ensemble of black-box predictors to answer predictive spatio-temporal queries. Our approach is divided into two parts -- offline and online. During the offline part, we preprocess the predictive domain data -- transforming it into a regular grid -- and the black-box models -- computing their spatio-temporal learning function. In the online part, we compute a DJEnsemble plan which minimizes a multivariate cost function based on estimates for the prediction error and the execution cost -- pro…
Real-world optimization problems often have expensive objective functions in terms of cost and time. It is desirable to find near-optimal solutions with very few function evaluations. Surrogate-assisted optimizers tend to reduce the required number of function evaluations by replacing the real function with an efficient mathematical model built on few evaluated points. Problems with a high condition number are a challenge for many surrogate-assisted optimizers including SACOBRA. To address such problems we propose a new online whitening operating in the black-box optimization paradigm. We show…
Tsinghua Berkeley Shenzhen Institute, Tsinghua University（清华大学清华伯克利深圳学院）；PCL Research Center of Networks and Communications, Peng Cheng Laboratory（鹏城实验室网络通信与安全研究中心（PCL））；Tsinghua Shenzhen International Graduate School, Tsinghua University（清华大学深圳国际研究生院）；Shanghai Jiao Tong University（上海交通大学）；vivo AI Lab（vivo人工智能实验室）
Deep neural networks (DNNs) have demonstrated excellent performance on various tasks, however they are under the risk of adversarial examples that can be easily generated when the target model is accessible to an attacker (white-box setting). As plenty of machine learning models have been deployed via online services that only provide query outputs from inaccessible models (e.g. Google Cloud Vision API2), black-box adversarial attacks (inaccessible target model) are of critical security concerns in practice rather than white-box ones. However, existing query-based black-box adversarial attacks…
Columbia University（哥伦比亚大学）；Google Brain Robotics（谷歌大脑机器人部门）
Off-policy learning algorithms have been known to be sensitive to the choice of hyper-parameters. However, unlike near on-policy algorithms for which hyper-parameters could be optimized via e.g. meta-gradients, similar techniques could not be straightforwardly applied to off-policy learning. In this work, we propose a framework which entails the application of Evolutionary Strategies to online hyper-parameter tuning in off-policy learning. Our formulation draws close connections to meta-gradients and leverages the strengths of black-box optimization with relatively low-dimensional search space…
We consider the problem of convex function chasing with black-box advice, where an online decision-maker aims to minimize the total cost of making and switching between decisions in a normed vector space, aided by black-box advice such as the decisions of a machine-learned algorithm. The decision-maker seeks cost comparable to the advice when it performs well, known as $\textit{consistency}$, while also ensuring worst-case $\textit{robustness}$ even when the advice is adversarial. We first consider the common paradigm of algorithms that switch between the decisions of the advice and a competit…
California Institute of Technology（加州理工学院）；Tsinghua University（清华大学）；Carnegie Mellon University（卡内基梅隆大学）
Machine-learned black-box policies are ubiquitous for nonlinear control problems. Meanwhile, crude model information is often available for these problems from, e.g., linear approximations of nonlinear dynamics. We study the problem of equipping a black-box control policy with model-based advice for nonlinear control on a single trajectory. We first show a general negative result that a naive convex combination of a black-box policy and a linear model-based policy can lead to instability, even if the two policies are both stabilizing. We then propose an adaptive $λ$-confident policy, with a co…
Department of Research and Intelligence Cylance, Inc.（Cylance公司研究与情报部）
We present PROPS, a lightweight transfer learning mechanism for sequential data. PROPS learns probabilistic perturbations around the predictions of one or more arbitrarily complex, pre-trained black box models (such as recurrent neural networks). The technique pins the black-box prediction functions to "source nodes" of a hidden Markov model (HMM), and uses the remaining nodes as "perturbation nodes" for learning customized perturbations around those predictions. In this paper, we describe the PROPS model, provide an algorithm for online learning of its parameters, and demonstrate the consiste…
Illinois Institute of Technology（伊利诺伊理工学院）；Beijing Institute of Technology（北京理工大学）；Huazhong University of Science and Technology（华中科技大学）
Graph neural networks (GNNs) have achieved state-of-the-art performance in many graph-based tasks such as node classification and graph classification. However, many recent works have demonstrated that an attacker can mislead GNN models by slightly perturbing the graph structure. Existing attacks to GNNs are either under the less practical threat model where the attacker is assumed to access the GNN model parameters, or under the practical black-box threat model but consider perturbing node features that are shown to be not enough effective. In this paper, we aim to bridge this gap and conside…
InvEvolve: Evolving White-Box Inventory Policies via Large Language Models with Performance Guarantees
Shanghai University of Finance and Economics（上海财经大学）；Shanghai Jiao Tong University（上海交通大学）；The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；Tsinghua University（清华大学）；Boston College（波士顿大学）
Google Research（谷歌研究院）；University of Cambridge（剑桥大学）
The use of black-box optimization for the design of new biological sequences is an emerging research area with potentially revolutionary impact. The cost and latency of wet-lab experiments requires methods that find good sequences in few experimental rounds of large batches of sequences--a setting that off-the-shelf black-box optimization methods are ill-equipped to handle. We find that the performance of existing methods varies drastically across optimization tasks, posing a significant obstacle to real-world applications. To improve robustness, we propose Population-Based Black-Box Optimizat…
Recent works have revealed the vulnerability of automatic speech recognition (ASR) models to adversarial examples (AEs), i.e., small perturbations that cause an error in the transcription of the audio signal. Studying audio adversarial attacks is therefore the first step towards robust ASR. Despite the significant progress made in attacking audio examples, the black-box attack remains challenging because only the hard-label information of transcriptions is provided. Due to this limited information, existing black-box methods often require an excessive number of queries to attack a single audio…
