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Register a new userRegularizing Towards Permutation Invariance in Recurrent Models
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In many machine learning problems the output should not depend on the order of the input. Such permutation invariant functions have been studied extensively recently. Here we argue that temporal architectures such as RNNs are highly relevant for such problems, despite the inherent dependence of RNNs on order. We show that RNNs can be regularized towards permutation invariance, and that this can result in compact models, as compared to non-recurrent architectures. We implement this idea via a novel form of stochastic regularization. Existing solutions mostly suggest restricting the learning problem to hypothesis classes which are permutation invariant by design. Our approach of enforcing permutation invariance via regularization gives rise to models which are textit{semi permutation invariant} (e.g. invariant to some permutations and not to others). We show that our method outperforms other permutation invariant approaches on synthetic and real world datasets.
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We propose a method for learning linear models whose predictive performance is robust to causal interventions on unobserved variables, when noisy proxies of those variables are available. Our approach takes the form of a regularization term that trades off between in-distribution performance and robustness to interventions. Under the assumption of a linear structural causal model, we show that a single proxy can be used to create estimators that are prediction optimal under interventions of bounded strength. This strength depends on the magnitude of the measurement noise in the proxy, which is, in general, not identifiable. In the case of two proxy variables, we propose a modified estimator that is prediction optimal under interventions up to a known strength. We further show how to extend these estimators to scenarios where additional information about the test time intervention is available during training. We evaluate our theoretical findings in synthetic experiments and using real data of hourly pollution levels across several cities in China.
Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process modeling with normalizing flows. The proposed method defines a conditional distribution for each variable in a sequential process by conditioning the parameters of a normalizing flow with recurrent neural connections. Complex conditional relationships are learned through the recurrent network parameters. In this work, we present an initial design for a recurrent flow cell and a method to train the model to match observed empirical distributions. We demonstrate the effectiveness of this class of models through a series of experiments in which models are trained on three complex stochastic processes. We highlight the shortcomings of our current formulation and suggest some potential solutions.
A generative recurrent neural network is quickly trained in an unsupervised manner to model popular reinforcement learning environments through compressed spatio-temporal representations. The world models extracted features are fed into compact and simple policies trained by evolution, achieving state of the art results in various environments. We also train our agent entirely inside of an environment generated by its own internal world model, and transfer this policy back into the actual environment. Interactive version of paper at https://worldmodels.github.io
Studies on generalization performance of machine learning algorithms under the scope of information theory suggest that compressed representations can guarantee good generalization, inspiring many compression-based regularization methods. In this paper, we introduce REVE, a new regularization scheme. Noting that compressing the representation can be sub-optimal, our first contribution is to identify a variable that is directly responsible for the final prediction. Our method aims at compressing the class conditioned entropy of this latter variable. Second, we introduce a variational upper bound on this conditional entropy term. Finally, we propose a scheme to instantiate a tractable loss that is integrated within the training procedure of the neural network and demonstrate its efficiency on different neural networks and datasets.
Normalization techniques play an important role in supporting efficient and often more effective training of deep neural networks. While conventional methods explicitly normalize the activations, we suggest to add a loss term instead. This new loss term encourages the variance of the activations to be stable and not vary from one random mini-batch to the next. As we prove, this encourages the activations to be distributed around a few distinct modes. We also show that if the inputs are from a mixture of two Gaussians, the new loss would either join the two together, or separate between them optimally in the LDA sense, depending on the prior probabilities. Finally, we are able to link the new regularization term to the batchnorm method, which provides it with a regularization perspective. Our experiments demonstrate an improvement in accuracy over the batchnorm technique for both CNNs and fully connected networks.
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