No Arabic abstract
Rectified linear units, or ReLUs, have become the preferred activation function for artificial neural networks. In this paper we consider two basic learning problems assuming that the underlying data follow a generative model based on a ReLU-network -- a neural network with ReLU activations. As a primarily theoretical study, we limit ourselves to a single-layer network. The first problem we study corresponds to dictionary-learning in the presence of nonlinearity (modeled by the ReLU functions). Given a set of observation vectors $mathbf{y}^i in mathbb{R}^d, i =1, 2, dots , n$, we aim to recover $dtimes k$ matrix $A$ and the latent vectors ${mathbf{c}^i} subset mathbb{R}^k$ under the model $mathbf{y}^i = mathrm{ReLU}(Amathbf{c}^i +mathbf{b})$, where $mathbf{b}in mathbb{R}^d$ is a random bias. We show that it is possible to recover the column space of $A$ within an error of $O(d)$ (in Frobenius norm) under certain conditions on the probability distribution of $mathbf{b}$. The second problem we consider is that of robust recovery of the signal in the presence of outliers, i.e., large but sparse noise. In this setting we are interested in recovering the latent vector $mathbf{c}$ from its noisy nonlinear sketches of the form $mathbf{v} = mathrm{ReLU}(Amathbf{c}) + mathbf{e}+mathbf{w}$, where $mathbf{e} in mathbb{R}^d$ denotes the outliers with sparsity $s$ and $mathbf{w} in mathbb{R}^d$ denote the dense but small noise. This line of work has recently been studied (Soltanolkotabi, 2017) without the presence of outliers. For this problem, we show that a generalized LASSO algorithm is able to recover the signal $mathbf{c} in mathbb{R}^k$ within an $ell_2$ error of $O(sqrt{frac{(k+s)log d}{d}})$ when $A$ is a random Gaussian matrix.
We address the problem of model selection for the finite horizon episodic Reinforcement Learning (RL) problem where the transition kernel $P^*$ belongs to a family of models $mathcal{P}^*$ with finite metric entropy. In the model selection framework, instead of $mathcal{P}^*$, we are given $M$ nested families of transition kernels $cP_1 subset cP_2 subset ldots subset cP_M$. We propose and analyze a novel algorithm, namely emph{Adaptive Reinforcement Learning (General)} (texttt{ARL-GEN}) that adapts to the smallest such family where the true transition kernel $P^*$ lies. texttt{ARL-GEN} uses the Upper Confidence Reinforcement Learning (texttt{UCRL}) algorithm with value targeted regression as a blackbox and puts a model selection module at the beginning of each epoch. Under a mild separability assumption on the model classes, we show that texttt{ARL-GEN} obtains a regret of $Tilde{mathcal{O}}(d_{mathcal{E}}^*H^2+sqrt{d_{mathcal{E}}^* mathbb{M}^* H^2 T})$, with high probability, where $H$ is the horizon length, $T$ is the total number of steps, $d_{mathcal{E}}^*$ is the Eluder dimension and $mathbb{M}^*$ is the metric entropy corresponding to $mathcal{P}^*$. Note that this regret scaling matches that of an oracle that knows $mathcal{P}^*$ in advance. We show that the cost of model selection for texttt{ARL-GEN} is an additive term in the regret having a weak dependence on $T$. Subsequently, we remove the separability assumption and consider the setup of linear mixture MDPs, where the transition kernel $P^*$ has a linear function approximation. With this low rank structure, we propose novel adaptive algorithms for model selection, and obtain (order-wise) regret identical to that of an oracle with knowledge of the true model class.
Tensors play a central role in many modern machine learning and signal processing applications. In such applications, the target tensor is usually of low rank, i.e., can be expressed as a sum of a small number of rank one tensors. This motivates us to consider the problem of low rank tensor recovery from a class of linear measurements called separable measurements. As specific examples, we focus on two distinct types of separable measurement mechanisms (a) Random projections, where each measurement corresponds to an inner product of the tensor with a suitable random tensor, and (b) the completion problem where measurements constitute revelation of a random set of entries. We present a computationally efficient algorithm, with rigorous and order-optimal sample complexity results (upto logarithmic factors) for tensor recovery. Our method is based on reduction to matrix completion sub-problems and adaptation of Leurgans method for tensor decomposition. We extend the methodology and sample complexity results to higher order tensors, and experimentally validate our theoretical results.
In this paper, we propose a new global analysis framework for a class of low-rank matrix recovery problems on the Riemannian manifold. We analyze the global behavior for the Riemannian optimization with random initialization. We use the Riemannian gradient descent algorithm to minimize a least squares loss function, and study the asymptotic behavior as well as the exact convergence rate. We reveal a previously unknown geometric property of the low-rank matrix manifold, which is the existence of spurious critical points for the simple least squares function on the manifold. We show that under some assumptions, the Riemannian gradient descent starting from a random initialization with high probability avoids these spurious critical points and only converges to the ground truth in nearly linear convergence rate, i.e. $mathcal{O}(text{log}(frac{1}{epsilon})+ text{log}(n))$ iterations to reach an $epsilon$-accurate solution. We use two applications as examples for our global analysis. The first one is a rank-1 matrix recovery problem. The second one is a generalization of the Gaussian phase retrieval problem. It only satisfies the weak isometry property, but has behavior similar to that of the first one except for an extra saddle set. Our convergence guarantee is nearly optimal and almost dimension-free, which fully explains the numerical observations. The global analysis can be potentially extended to other data problems with random measurement structures and empirical least squares loss functions.
An associative memory is a framework of content-addressable memory that stores a collection of message vectors (or a dataset) over a neural network while enabling a neurally feasible mechanism to recover any message in the dataset from its noisy version. Designing an associative memory requires addressing two main tasks: 1) learning phase: given a dataset, learn a concise representation of the dataset in the form of a graphical model (or a neural network), 2) recall phase: given a noisy version of a message vector from the dataset, output the correct message vector via a neurally feasible algorithm over the network learnt during the learning phase. This paper studies the problem of designing a class of neural associative memories which learns a network representation for a large dataset that ensures correction against a large number of adversarial errors during the recall phase. Specifically, the associative memories designed in this paper can store dataset containing $exp(n)$ $n$-length message vectors over a network with $O(n)$ nodes and can tolerate $Omega(frac{n}{{rm polylog} n})$ adversarial errors. This paper carries out this memory design by mapping the learning phase and recall phase to the tasks of dictionary learning with a square dictionary and iterative error correction in an expander code, respectively.
As artificial intelligence is increasingly affecting all parts of society and life, there is growing recognition that human interpretability of machine learning models is important. It is often argued that accuracy or other similar generalization performance metrics must be sacrificed in order to gain interpretability. Such arguments, however, fail to acknowledge that the overall decision-making system is composed of two entities: the learned model and a human who fuses together model outputs with his or her own information. As such, the relevant performance criteria should be for the entire system, not just for the machine learning component. In this work, we characterize the performance of such two-node tandem data fusion systems using the theory of distributed detection. In doing so, we work in the population setting and model interpretable learned models as multi-level quantizers. We prove that under our abstraction, the overall system of a human with an interpretable classifier outperforms one with a black box classifier.