The field of Contextual Optimization (CO) integrates machine learning and optimization to solve decision making problems under uncertainty. Recently, a risk sensitive variant of CO, known as Conditional Robust Optimization (CRO), combines uncertainty quantification with robust optimization in order to promote safety and reliability in high stake applications. Exploiting modern differentiable optimization methods, we propose a novel end-to-end approach to train a CRO model in a way that accounts for both the empirical risk of the prescribed decisions and the quality of conditional coverage of the contextual uncertainty set that supports them. While guarantees of success for the latter objective are impossible to obtain from the point of view of conformal prediction theory, high quality conditional coverage is achieved empirically by ingeniously employing a logistic regression differentiable layer within the calculation of coverage quality in our training loss. We show that the proposed training algorithms produce decisions that outperform the traditional estimate then optimize approaches.
Starting with Gilmer et al. (2018), several works have demonstrated the inevitability of adversarial examples based on different assumptions about the underlying input probability space. It remains unclear, however, whether these results apply to natural image distributions. In this work, we assume the underlying data distribution is captured by some conditional generative model, and prove intrinsic robustness bounds for a general class of classifiers, which solves an open problem in Fawzi et al. (2018). Building upon the state-of-the-art conditional generative models, we study the intrinsic r…
Most adversarial attack defense methods rely on obfuscating gradients. These methods are successful in defending against gradient-based attacks; however, they are easily circumvented by attacks which either do not use the gradient or by attacks which approximate and use the corrected gradient. Defenses that do not obfuscate gradients such as adversarial training exist, but these approaches generally make assumptions about the attack such as its magnitude. We propose a classification model that does not obfuscate gradients and is robust by construction without assuming prior knowledge about the…
University of Nevada, Reno（内华达大学里诺分校）；Fudan University（复旦大学）
Automating arrhythmia detection from ECG requires a robust and trusted system that retains high accuracy under electrical disturbances. Many machine learning approaches have reached human-level performance in classifying arrhythmia from ECGs. However, these architectures are vulnerable to adversarial attacks, which can misclassify ECG signals by decreasing the model's accuracy. Adversarial attacks are small crafted perturbations injected in the original data which manifest the out-of-distribution shifts in signal to misclassify the correct class. Thus, security concerns arise for false hospita…
Conditional probabilities are a core concept in machine learning. For example, optimal prediction of a label $Y$ given an input $X$ corresponds to maximizing the conditional probability of $Y$ given $X$. A common approach to inference tasks is learning a model of conditional probabilities. However, these models are often based on strong assumptions (e.g., log-linear models), and hence their estimate of conditional probabilities is not robust and is highly dependent on the validity of their assumptions. Here we propose a framework for reasoning about conditional probabilities without assuming a…
Tsinghua-Berkeley Shenzhen Institute, Tsinghua University（清华大学深圳国际研究生院（清华-伯克利深圳学院））；School of Industrial and Systems Engineering, Georgia Institute of Technology（佐治亚理工学院工业与系统工程系）
Given multiple source domains, domain generalization aims at learning a universal model that performs well on any unseen but related target domain. In this work, we focus on the domain generalization scenario where domain shifts occur among class-conditional distributions of different domains. Existing approaches are not sufficiently robust when the variation of conditional distributions given the same class is large. In this work, we extend the concept of distributional robust optimization to solve the class-conditional domain generalization problem. Our approach optimizes the worst-case perf…
Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on trees. In this work, we generalize the additive assumption to tree-structured functions and propose an additive tree-structured covariance function, showing improved sample-efficiency, wider applicability and greater flexibility. Furthermore, by incorporating the structure information of parameter spaces and the additive assumption in the BO loop, we develop a …
GradCheck: Analyzing classifier guidance gradients for conditional diffusion sampling
Center for Artificial Intelligence, Technical University of Applied Sciences Wuerzburg-Schweinfurt（维尔茨堡-施韦因富特应用技术大学人工智能中心）；Bielefeld University（比勒费尔德大学）
University of California, Berkeley（加州大学伯克利分校）；University of California, San Francisco（加州大学旧金山分校）
$\textbf{Background:}$ At the onset of a pandemic, such as COVID-19, data with proper labeling/attributes corresponding to the new disease might be unavailable or sparse. Machine Learning (ML) models trained with the available data, which is limited in quantity and poor in diversity, will often be biased and inaccurate. At the same time, ML algorithms designed to fight pandemics must have good performance and be developed in a time-sensitive manner. To tackle the challenges of limited data, and label scarcity in the available data, we propose generating conditional synthetic data, to be used a…
Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on trees. In this work, we generalize the additive assumption to tree-structured functions and propose an additive tree-structured covariance function, showing improved sample-efficiency, wider applicability and greater flexibility. Furthermore, by incorporating the structure information of parameter spaces and the additive assumption in the BO loop, we develop a …
Nanjing University of Information Science & Technology（南京信息工程大学）；MBZUAI（穆罕默德·本·扎耶德人工智能大学）；JD Finance America Corporation（京东金融美国公司）；University of Pittsburgh（匹兹堡大学）
The conditional gradient algorithm (also known as the Frank-Wolfe algorithm) has recently regained popularity in the machine learning community due to its projection-free property to solve constrained problems. Although many variants of the conditional gradient algorithm have been proposed to improve performance, they depend on first-order information (gradient) to optimize. Naturally, these algorithms are unable to function properly in the field of increasingly popular zeroth-order optimization, where only zeroth-order information (function value) is available. To fill in this gap, we propose…
Conditional gradient algorithms (also often called Frank-Wolfe algorithms) are popular due to their simplicity of only requiring a linear optimization oracle and more recently they also gained significant traction for online learning. While simple in principle, in many cases the actual implementation of the linear optimization oracle is costly. We show a general method to lazify various conditional gradient algorithms, which in actual computations leads to several orders of magnitude of speedup in wall-clock time. This is achieved by using a faster separation oracle instead of a linear optimiz…
In this study, a novel topology optimization approach based on conditional Wasserstein generative adversarial networks (CWGAN) is developed to replicate the conventional topology optimization algorithms in an extremely computationally inexpensive way. CWGAN consists of a generator and a discriminator, both of which are deep convolutional neural networks (CNN). The limited samples of data, quasi-optimal planar structures, needed for training purposes are generated using the conventional topology optimization algorithms. With CWGANs, the topology optimization conditions can be set to a required …
Conditional gradient methods have attracted much attention in both machine learning and optimization communities recently. These simple methods can guarantee the generation of sparse solutions. In addition, without the computation of full gradients, they can handle huge-scale problems sometimes even with an exponentially increasing number of decision variables. This paper aims to significantly expand the application areas of these methods by presenting new conditional gradient methods for solving convex optimization problems with general affine and nonlinear constraints. More specifically, we …
Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are example of problems for which we have simple and efficient combinatorial algorithms, but whose non-linear convex counterpart is harder and admits significantly less efficient algorithms. This motivates the computational model of convex optimization, including the offline, online and stochastic settings, using a linear optimization oracle. In this computational model we give several new results that improve over the …
SC Johnson College of Business, Cornell University（康奈尔大学约翰逊管理学院）；Department of Industrial Engineering and Operations Research, UC Berkeley（加州大学伯克利分校工业工程与运筹学系）；Faculty of Engineering & Faculty of Business and Economics, University of Hong Kong（香港大学工程学院及商学院）
Nagoya Institute of Technology（名古屋工业大学）；RIKEN（理化学研究所）
In practical data analysis under noisy environment, it is common to first use robust methods to identify outliers, and then to conduct further analysis after removing the outliers. In this paper, we consider statistical inference of the model estimated after outliers are removed, which can be interpreted as a selective inference (SI) problem. To use conditional SI framework, it is necessary to characterize the events of how the robust method identifies outliers. Unfortunately, the existing methods cannot be directly used here because they are applicable to the case where the selection events c…
Many mathematical optimization algorithms fail to sufficiently explore the solution space of high-dimensional nonlinear optimization problems due to the curse of dimensionality. This paper proposes generative models as a complement to optimization algorithms to improve performance in problems with high dimensionality. To demonstrate this method, a conditional generative adversarial network (C-GAN) is used to augment the solutions produced by a genetic algorithm (GA) for a 311-dimensional nonconvex multi-objective mixed-integer nonlinear optimization. The C-GAN, composed of two networks with th…
Rutgers University（罗格斯大学）；The University of Texas at Austin（得克萨斯大学奥斯汀分校）；Tencent YouTu Lab（腾讯优图实验室）；JD Finance America Corporation（京东金融美国公司）
Conditional generative adversarial networks have shown exceptional generation performance over the past few years. However, they require large numbers of annotations. To address this problem, we propose a novel generative adversarial network utilizing weak supervision in the form of pairwise comparisons (PC-GAN) for image attribute editing. In the light of Bayesian uncertainty estimation and noise-tolerant adversarial training, PC-GAN can estimate attribute rating efficiently and demonstrate robust performance in noise resistance. Through extensive experiments, we show both qualitatively and q…
We study a hybrid conditional gradient - smoothing algorithm (HCGS) for solving composite convex optimization problems which contain several terms over a bounded set. Examples of these include regularization problems with several norms as penalties and a norm constraint. HCGS extends conditional gradient methods to cases with multiple nonsmooth terms, in which standard conditional gradient methods may be difficult to apply. The HCGS algorithm borrows techniques from smoothing proximal methods and requires first-order computations (subgradients and proximity operations). Unlike proximal methods…
Chongqing University（重庆大学）；Bank of China（中国银行）；University of Mississippi（密西西比大学）
Well-known for its simplicity and effectiveness in classification, AdaBoost, however, suffers from overfitting when class-conditional distributions have significant overlap. Moreover, it is very sensitive to noise that appears in the labels. This article tackles the above limitations simultaneously via optimizing a modified loss function (i.e., the conditional risk). The proposed approach has the following two advantages. (1) It is able to directly take into account label uncertainty with an associated label confidence. (2) It introduces a "trustworthiness" measure on training samples via the …
Brown University（布朗大学）；National ICT Australia and ANU（澳大利亚国家信息通信技术中心与澳大利亚国立大学）
In this paper we de ne conditional random elds in reproducing kernel Hilbert spaces and show connections to Gaussian Process classi cation. More speci cally, we prove decomposition results for undirected graphical models and we give constructions for kernels. Finally we present e cient means of solving the optimization problem using reduced rank decompositions and we show how stationarity can be exploited e ciently in the optimization process.
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；eBay Inc（eBay公司）；Facebook Inc（脸书公司）
The top search results matching a user query that are displayed on the first page are critical to the effectiveness and perception of a search system. A search ranking system typically orders the results by independent query-document scores to produce a slate of search results. However, such unilateral scoring methods may fail to capture inter-document dependencies that users are sensitive to, thus producing a sub-optimal slate. Further, in practice, many real-world applications such as e-commerce search require enforcing certain distributional criteria at the slate-level, due to business obje…
Distributionally Time-Varying Online Stochastic Optimization under Polyak-Łojasiewicz Condition with Application in Conditional Value-at-Risk Statistical Learning
The Australian National University（澳大利亚国立大学）；The University of Melbourne（墨尔本大学）
Technion - Israel Institute of Technology（以色列理工学院）
Motivated by robust matrix recovery problems such as Robust Principal Component Analysis, we consider a general optimization problem of minimizing a smooth and strongly convex loss function applied to the sum of two blocks of variables, where each block of variables is constrained or regularized individually. We study a Conditional Gradient-Type method which is able to leverage the special structure of the problem to obtain faster convergence rates than those attainable via standard methods, under a variety of assumptions. In particular, our method is appealing for matrix problems in which one…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；University of Washington, Seattle（西雅图华盛顿大学）；Amazon（亚马逊）
Matching the performance of conditional Generative Adversarial Networks with little supervision is an important task, especially in venturing into new domains. We design a new training algorithm, which is robust to missing or ambiguous labels. The main idea is to intentionally corrupt the labels of generated examples to match the statistics of the real data, and have a discriminator process the real and generated examples with corrupted labels. We showcase the robustness of this proposed approach both theoretically and empirically. We show that minimizing the proposed loss is equivalent to min…
University of Tartu（塔尔图大学）；University of Naples Federico II（那不勒斯费德里科二世大学）
Autonomous driving has a natural bi-level structure. The goal of the upper behavioural layer is to provide appropriate lane change, speeding up, and braking decisions to optimize a given driving task. However, this layer can only indirectly influence the driving efficiency through the lower-level trajectory planner, which takes in the behavioural inputs to produce motion commands. Existing sampling-based approaches do not fully exploit the strong coupling between the behavioural and planning layer. On the other hand, end-to-end Reinforcement Learning (RL) can learn a behavioural layer while in…
Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications in engineering, social and natural sciences. Existing data-driven non-parametric estimators mostly focus on structured homogeneous data (e.g., weakly independent and stationary data), thus they are sensitive to adversarial noise and may perform poorly under a low sample size. To alleviate these issues, we propose a new distributionally robust estimator that generates non-parametric local estimates by minimizing the worst-case conditional …
Many machine learning methods have been recently developed to circumvent the high computational cost of the gradient-based topology optimization. These methods typically require extensive and costly datasets for training, have a difficult time generalizing to unseen boundary and loading conditions and to new domains, and do not take into consideration topological constraints of the predictions, which produces predictions with inconsistent topologies. We present a deep learning method based on generative adversarial networks for generative design exploration. The proposed method combines the ge…
Generative adversarial networks (GANs) with clustered latent spaces can perform conditional generation in a completely unsupervised manner. In the real world, the salient attributes of unlabeled data can be imbalanced. However, most of existing unsupervised conditional GANs cannot cluster attributes of these data in their latent spaces properly because they assume uniform distributions of the attributes. To address this problem, we theoretically derive Stein latent optimization that provides reparameterizable gradient estimations of the latent distribution parameters assuming a Gaussian mixtur…
Vector Institute（向量研究所）；University of Toronto（多伦多大学）
Class-conditional generative models hold promise to overcome the shortcomings of their discriminative counterparts. They are a natural choice to solve discriminative tasks in a robust manner as they jointly optimize for predictive performance and accurate modeling of the input distribution. In this work, we investigate robust classification with likelihood-based generative models from a theoretical and practical perspective to investigate if they can deliver on their promises. Our analysis focuses on a spectrum of robustness properties: (1) Detection of worst-case outliers in the form of adver…
Generative quantum combinatorial optimization by means of a novel conditional generative quantum eigensolver
National Institute of Advanced Industrial Science and Technology（日本先进工业科学技术研究所）；NVIDIA Corporation（英伟达公司）；University of Toronto（多伦多大学）；Vector Institute for Artificial Intelligence（向量人工智能研究所）；DENSO CORPORATION（电装公司）
Conditional generative adversarial networks (cGAN) have led to large improvements in the task of conditional image generation, which lies at the heart of computer vision. The major focus so far has been on performance improvement, while there has been little effort in making cGAN more robust to noise. The regression (of the generator) might lead to arbitrarily large errors in the output, which makes cGAN unreliable for real-world applications. In this work, we introduce a novel conditional GAN model, called RoCGAN, which leverages structure in the target space of the model to address the issue…
We address imbalanced classification, the problem in which a label may have low marginal probability relative to other labels, by weighting losses according to the correct class. First, we examine the convergence rates of the expected excess weighted risk of plug-in classifiers where the weighting for the plug-in classifier and the risk may be different. This leads to irreducible errors that do not converge to the weighted Bayes risk, which motivates our consideration of robust risks. We define a robust risk that minimizes risk over a set of weightings and show excess risk bounds for this prob…
Structured statistical estimation problems are often solved by Conditional Gradient (CG) type methods to avoid the computationally expensive projection operation. However, the existing CG type methods are not robust to data corruption. To address this, we propose to robustify CG type methods against Huber's corruption model and heavy-tailed data. First, we show that the two Pairwise CG methods are stable, i.e., do not accumulate error. Combined with robust mean gradient estimation techniques, we can therefore guarantee robustness to a wide class of problems, but now in a projection-free algori…
We revisit the long-standing problem of learning from a small sample, to which end we propose a novel method called GLICO (Generative Latent Implicit Conditional Optimization). GLICO learns a mapping from the training examples to a latent space and a generator that generates images from vectors in the latent space. Unlike most recent works, which rely on access to large amounts of unlabeled data, GLICO does not require access to any additional data other than the small set of labeled points. In fact, GLICO learns to synthesize completely new samples for every class using as little as 5 or 10 e…
