Theoretically-inspired sequential density ratio estimation (SDRE) algorithms are proposed for the early classification of time series. Conventional SDRE algorithms can fail to estimate DRs precisely due to the internal overnormalization problem, which prevents the DR-based sequential algorithm, Sequential Probability Ratio Test (SPRT), from reaching its asymptotic Bayes optimality. Two novel SPRT-based algorithms, B2Bsqrt-TANDEM and TANDEMformer, are designed to avoid the overnormalization problem for precise unsupervised regression of SDRs. The two algorithms statistically significantly reduce DR estimation errors and classification errors on an artificial sequential Gaussian dataset and real datasets (SiW, UCF101, and HMDB51), respectively. The code is available at: https://github.com/Akinori-F-Ebihara/LLR_saturation_problem.
We consider learning a sequence classifier without labeled data by using sequential output statistics. The problem is highly valuable since obtaining labels in training data is often costly, while the sequential output statistics (e.g., language models) could be obtained independently of input data and thus with low or no cost. To address the problem, we propose an unsupervised learning cost function and study its properties. We show that, compared to earlier works, it is less inclined to be stuck in trivial solutions and avoids the need for a strong generative model. Although it is harder to …
University of California, Berkeley（加利福尼亚大学伯克利分校）；Tsinghua-Berkeley Shenzhen Institute（清华-伯克利深圳学院）
In this paper, we consider the problem of unsupervised video object segmentation via background subtraction. Specifically, we pose the nonsemantic extraction of a video's moving objects as a nonconvex optimization problem via a sum of sparse and low-rank matrices. The resulting formulation, a nonnegative variant of robust principal component analysis, is more computationally tractable than its commonly employed convex relaxation, although not generally solvable to global optimality. In spite of this limitation, we derive intuitive and interpretable conditions on the video data under which the …
National University of Singapore（新加坡国立大学）；Rutgers University（罗格斯大学）
Content mismatch usually occurs when data from one modality is translated to another, e.g. language learners producing mispronunciations (errors in speech) when reading a sentence (target text) aloud. However, most existing alignment algorithms assume that the content involved in the two modalities is perfectly matched, thus leading to difficulty in locating such mismatch between speech and text. In this work, we develop an unsupervised learning algorithm that can infer the relationship between content-mismatched cross-modal sequential data, especially for speech-text sequences. More specifica…
Ensemble learning, the machine learning paradigm where multiple algorithms are combined, has exhibited promising perfomance in a variety of tasks. The present work focuses on unsupervised ensemble classification. The term unsupervised refers to the ensemble combiner who has no knowledge of the ground-truth labels that each classifier has been trained on. While most prior works on unsupervised ensemble classification are designed for independent and identically distributed (i.i.d.) data, the present work introduces an unsupervised scheme for learning from ensembles of classifiers in the presenc…
Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on sequential likelihood ratios with non-anticipating estimators constructed using online convex optimization algorithms such as online mirror descent, which provides a more versatile approach to tackle complex situations where recursive maximum likelihood estimators cannot be found. When the underlying distributions belong to a exponential family and the estimator…
IIT Bombay（印度理工学院孟买分校）；DeepMind（深度思维）；University of Alberta（阿尔伯塔大学）；Boston University（波士顿大学）
In this paper, we study Contextual Unsupervised Sequential Selection (USS), a new variant of the stochastic contextual bandits problem where the loss of an arm cannot be inferred from the observed feedback. In our setup, arms are associated with fixed costs and are ordered, forming a cascade. In each round, a context is presented, and the learner selects the arms sequentially till some depth. The total cost incurred by stopping at an arm is the sum of fixed costs of arms selected and the stochastic loss associated with the arm. The learner's goal is to learn a decision rule that maps contexts …
Lawrence Livermore National Laboratory（劳伦斯利弗莫尔国家实验室）；Kaiser Permanente Division of Research（凯撒永久医疗研究部）
We develop an unsupervised probabilistic model for heterogeneous Electronic Health Record (EHR) data. Utilizing a mixture model formulation, our approach directly models sequences of arbitrary length, such as medications and laboratory results. This allows for subgrouping and incorporation of the dynamics underlying heterogeneous data types. The model consists of a layered set of latent variables that encode underlying structure in the data. These variables represent subject subgroups at the top layer, and unobserved states for sequences in the second layer. We train this model on episodic dat…
ShanghaiTech University（上海科技大学）；University of Washington（华盛顿大学）；Beihang University（北京航空航天大学）
This paper investigates the optimality conditions for characterizing the local minimizers of the constrained optimization problems involving an $\ell_p$ norm ($0<p<1$) of the variables, which may appear in either the objective or the constraint. This kind of problems have strong applicability to a wide range of areas since usually the $\ell_p$ norm can promote sparse solutions. However, the nonsmooth and non-Lipschtiz nature of the $\ell_p$ norm often cause these problems difficult to analyze and solve. We provide the calculation of the subgradients of the $\ell_p$ norm and the normal cones of…
Computer Science and Artificial Intelligence Laboratory（计算机科学与人工智能实验室）；Massachusetts Institute of Technology（麻省理工学院）
We present a factorized hierarchical variational autoencoder, which learns disentangled and interpretable representations from sequential data without supervision. Specifically, we exploit the multi-scale nature of information in sequential data by formulating it explicitly within a factorized hierarchical graphical model that imposes sequence-dependent priors and sequence-independent priors to different sets of latent variables. The model is evaluated on two speech corpora to demonstrate, qualitatively, its ability to transform speakers or linguistic content by manipulating different sets of …
Thompson Sampling has generated significant interest due to its better empirical performance than upper confidence bound based algorithms. In this paper, we study Thompson Sampling based algorithm for Unsupervised Sequential Selection (USS) problem. The USS problem is a variant of the stochastic multi-armed bandits problem, where the loss of an arm can not be inferred from the observed feedback. In the USS setup, arms are associated with fixed costs and are ordered, forming a cascade. In each round, the learner selects an arm and observes the feedback from arms up to the selected arm. The lear…
Disentangled sequential autoencoders (DSAEs) represent a class of probabilistic graphical models that describes an observed sequence with dynamic latent variables and a static latent variable. The former encode information at a frame rate identical to the observation, while the latter globally governs the entire sequence. This introduces an inductive bias and facilitates unsupervised disentanglement of the underlying local and global factors. In this paper, we show that the vanilla DSAE suffers from being sensitive to the choice of model architecture and capacity of the dynamic latent variable…
Labeling of sequential data is a prevalent meta-problem for a wide range of real world applications. While the first-order Hidden Markov Models (HMM) provides a fundamental approach for unsupervised sequential labeling, the basic model does not show satisfying performance when it is directly applied to real world problems, such as part-of-speech tagging (PoS tagging) and optical character recognition (OCR). Aiming at improving performance, important extensions of HMM have been proposed in the literatures. One of the common key features in these extensions is the incorporation of proper prior i…
Citadel LLC（Citadel有限责任公司）；Tencent（腾讯）；University at Buffalo, SUNY（纽约州立大学布法罗分校）
Many important classification problems, such as object classification, speech recognition, and machine translation, have been tackled by the supervised learning paradigm in the past, where training corpora of parallel input-output pairs are required with high cost. To remove the need for the parallel training corpora has practical significance for real-world applications, and it is one of the main goals of unsupervised learning. Recently, encouraging progress in unsupervised learning for solving such classification problems has been made and the nature of the challenges has been clarified. In …
How can a reinforcement learning (RL) agent prepare to solve downstream tasks if those tasks are not known a priori? One approach is unsupervised skill discovery, a class of algorithms that learn a set of policies without access to a reward function. Such algorithms bear a close resemblance to representation learning algorithms (e.g., contrastive learning) in supervised learning, in that both are pretraining algorithms that maximize some approximation to a mutual information objective. While prior work has shown that the set of skills learned by such methods can accelerate downstream RL tasks,…
The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research area, known as offline RL, has largely focused on offline policy optimization, aiming to find a return-maximizing policy exclusively from offline data. In this paper, we consider a slightly different approach to incorporating offline data into sequential decision-making. We aim to answer the question, what unsupervised objectives applied to offline datasets are …
National University of Singapore（新加坡国立大学）；University of California, Los Angeles（加州大学洛杉矶分校）
We study the multi-armed bandit problem with subgaussian rewards. The explore-then-commit (ETC) strategy, which consists of an exploration phase followed by an exploitation phase, is one of the most widely used algorithms in a variety of online decision applications. Nevertheless, it has been shown in Garivier et al. (2016) that ETC is suboptimal in the asymptotic sense as the horizon grows, and thus, is worse than fully sequential strategies such as Upper Confidence Bound (UCB). In this paper, we show that a variant of ETC algorithm can actually achieve the asymptotic optimality for multi-arm…
Preferred Networks, Inc.（Preferred Networks公司）；University of Tübingen（图宾根大学）；The Institute of Statistical Mathematics（统计数学研究所）
In this study, we present meta-sequential prediction (MSP), an unsupervised framework to learn the symmetry from the time sequence of length at least three. Our method leverages the stationary property (e.g. constant velocity, constant acceleration) of the time sequence to learn the underlying equivariant structure of the dataset by simply training the encoder-decoder model to be able to predict the future observations. We will demonstrate that, with our framework, the hidden disentangled structure of the dataset naturally emerges as a by-product by applying simultaneous block-diagonalization …
Regret Optimality of Sample Average Approximation for Data-Driven Newsvendor Problems: A General Optimization Perspective
Fudan University（复旦大学）；Huazhong University of Science and Technology（华中科技大学）；Tsinghua University（清华大学）；Beijing Institute of Mathematical Sciences and Applications（北京数学科学与应用研究院）
Georgia Institute of Technology（佐治亚理工学院）；Facebook AI Research（脸书人工智能研究院）
We propose a novel framework to identify sub-goals useful for exploration in sequential decision making tasks under partial observability. We utilize the variational intrinsic control framework (Gregor et.al., 2016) which maximizes empowerment -- the ability to reliably reach a diverse set of states and show how to identify sub-goals as states with high necessary option information through an information theoretic regularizer. Despite being discovered without explicit goal supervision, our sub-goals provide better exploration and sample complexity on challenging grid-world navigation tasks com…
National University of Singapore（新加坡国立大学）；Institute of Operations Research and Analytics, National University of Singapore（新加坡国立大学运筹与分析研究所）
We consider a best arm identification (BAI) problem for stochastic bandits with adversarial corruptions in the fixed-budget setting of T steps. We design a novel randomized algorithm, Probabilistic Sequential Shrinking($u$) (PSS($u$)), which is agnostic to the amount of corruptions. When the amount of corruptions per step (CPS) is below a threshold, PSS($u$) identifies the best arm or item with probability tending to $1$ as $T\rightarrow \infty$. Otherwise, the optimality gap of the identified item degrades gracefully with the CPS.We argue that such a bifurcation is necessary. In PSS($u$), the…
In this paper we study test time decoding; an ubiquitous step in almost all sequential text generation task spanning across a wide array of natural language processing (NLP) problems. Our main contribution is to develop a continuous relaxation framework for the combinatorial NP-hard decoding problem and propose Disco - an efficient algorithm based on standard first order gradient based. We provide tight analysis and show that our proposed algorithm linearly converges to within $ε$ neighborhood of the optima. Finally, we perform preliminary experiments on the task of adversarial text generation…
The Ohio State University（俄亥俄州立大学）；AT&T Labs Research（AT&T实验室研究部）
In this work, we address the open problem of finding low-complexity near-optimal multi-armed bandit algorithms for sequential decision making problems. Existing bandit algorithms are either sub-optimal and computationally simple (e.g., UCB1) or optimal and computationally complex (e.g., kl-UCB). We propose a boosting approach to Upper Confidence Bound based algorithms for stochastic bandits, that we call UCBoost. Specifically, we propose two types of UCBoost algorithms. We show that UCBoost($D$) enjoys $O(1)$ complexity for each arm per round as well as regret guarantee that is $1/e$-close to …
University Paris-Est Créteil (UPEC)（巴黎东克雷泰伊大学）；University Sud Toulon-Var（南土伦瓦尔大学）；University Paris-Est（巴黎东大学）；IFSTTAR（法国交通发展与网络科学研究院）
Using supervised machine learning approaches to recognize human activities from on-body wearable accelerometers generally requires a large amount of labelled data. When ground truth information is not available, too expensive, time consuming or difficult to collect, one has to rely on unsupervised approaches. This paper presents a new unsupervised approach for human activity recognition from raw acceleration data measured using inertial wearable sensors. The proposed method is based upon joint segmentation of multidimensional time series using a Hidden Markov Model (HMM) in a multiple regressi…
