No Arabic abstract
Deep ResNet architectures have achieved state of the art performance on many tasks. While they solve the problem of gradient vanishing, they might suffer from gradient exploding as the depth becomes large (Yang et al. 2017). Moreover, recent results have shown that ResNet might lose expressivity as the depth goes to infinity (Yang et al. 2017, Hayou et al. 2019). To resolve these issues, we introduce a new class of ResNet architectures, called Stable ResNet, that have the property of stabilizing the gradient while ensuring expressivity in the infinite depth limit.
Residual networks (ResNets) have recently achieved state-of-the-art on challenging computer vision tasks. We introduce Resnet in Resnet (RiR): a deep dual-stream architecture that generalizes ResNets and standard CNNs and is easily implemented with no computational overhead. RiR consistently improves performance over ResNets, outperforms architectures with similar amounts of augmentation on CIFAR-10, and establishes a new state-of-the-art on CIFAR-100.
In many important machine learning applications, the training distribution used to learn a probabilistic classifier differs from the testing distribution on which the classifier will be used to make predictions. Traditional methods correct the distribution shift by reweighting the training data with the ratio of the density between test and training data. In many applications training takes place without prior knowledge of the testing distribution on which the algorithm will be applied in the future. Recently, methods have been proposed to address the shift by learning causal structure, but those methods rely on the diversity of multiple training data to a good performance, and have complexity limitations in high dimensions. In this paper, we propose a novel Deep Global Balancing Regression (DGBR) algorithm to jointly optimize a deep auto-encoder model for feature selection and a global balancing model for stable prediction across unknown environments. The global balancing model constructs balancing weights that facilitate estimating of partial effects of features (holding fixed all other features), a problem that is challenging in high dimensions, and thus helps to identify stable, causal relationships between features and outcomes. The deep auto-encoder model is designed to reduce the dimensionality of the feature space, thus making global balancing easier. We show, both theoretically and with empirical experiments, that our algorithm can make stable predictions across unknown environments. Our experiments on both synthetic and real world datasets demonstrate that our DGBR algorithm outperforms the state-of-the-art methods for stable prediction across unknown environments.
The information bottleneck principle (Shwartz-Ziv & Tishby, 2017) suggests that SGD-based training of deep neural networks results in optimally compressed hidden layers, from an information theoretic perspective. However, this claim was established on toy data. The goal of the work we present here is to test whether the information bottleneck principle is applicable to a realistic setting using a larger and deeper convolutional architecture, a ResNet model. We trained PixelCNN++ models as inverse representation decoders to measure the mutual information between hidden layers of a ResNet and input image data, when trained for (1) classification and (2) autoencoding. We find that two stages of learning happen for both training regimes, and that compression does occur, even for an autoencoder. Sampling images by conditioning on hidden layers activations offers an intuitive visualisation to understand what a ResNets learns to forget.
Thompson Sampling provides an efficient technique to introduce prior knowledge in the multi-armed bandit problem, along with providing remarkable empirical performance. In this paper, we revisit the Thompson Sampling algorithm under rewards drawn from symmetric $alpha$-stable distributions, which are a class of heavy-tailed probability distributions utilized in finance and economics, in problems such as modeling stock prices and human behavior. We present an efficient framework for posterior inference, which leads to two algorithms for Thompson Sampling in this setting. We prove finite-time regret bounds for both algorithms, and demonstrate through a series of experiments the stronger performance of Thompson Sampling in this setting. With our results, we provide an exposition of symmetric $alpha$-stable distributions in sequential decision-making, and enable sequential Bayesian inference in applications from diverse fields in finance and complex systems that operate on heavy-tailed features.
Deep clustering (DC) has become the state-of-the-art for unsupervised clustering. In principle, DC represents a variety of unsupervised methods that jointly learn the underlying clusters and the latent representation directly from unstructured datasets. However, DC methods are generally poorly applied due to high operational costs, low scalability, and unstable results. In this paper, we first evaluate several popular DC variants in the context of industrial applicability using eight empirical criteria. We then choose to focus on variational deep clustering (VDC) methods, since they mostly meet those criteria except for simplicity, scalability, and stability. To address these three unmet criteria, we introduce four generic algorithmic improvements: initial $gamma$-training, periodic $beta$-annealing, mini-batch GMM (Gaussian mixture model) initialization, and inverse min-max transform. We also propose a novel clustering algorithm S3VDC (simple, scalable, and stable VDC) that incorporates all those improvements. Our experiments show that S3VDC outperforms the state-of-the-art on both benchmark tasks and a large unstructured industrial dataset without any ground truth label. In addition, we analytically evaluate the usability and interpretability of S3VDC.