Text classification is usually studied by labeling natural language texts with relevant categories from a predefined set. In the real world, new classes might keep challenging the existing system with limited labeled data. The system should be intell
igent enough to recognize upcoming new classes with a few examples. In this work, we define a new task in the NLP domain, incremental few-shot text classification, where the system incrementally handles multiple rounds of new classes. For each round, there is a batch of new classes with a few labeled examples per class. Two major challenges exist in this new task: (i) For the learning process, the system should incrementally learn new classes round by round without re-training on the examples of preceding classes; (ii) For the performance, the system should perform well on new classes without much loss on preceding classes. In addition to formulating the new task, we also release two benchmark datasets in the incremental few-shot setting: intent classification and relation classification. Moreover, we propose two entailment approaches, ENTAILMENT and HYBRID, which show promise for solving this novel problem.
Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world domains suc
h as medical treatment, where interactive data collection is expensive or even unsafe. As the observed data tends to be noisy and limited, it is essential to provide rigorous uncertainty quantification, not just a point estimation, when applying OPE to make high stakes decisions. This work considers the problem of constructing non-asymptotic confidence intervals in infinite-horizon off-policy evaluation, which remains a challenging open question. We develop a practical algorithm through a primal-dual optimization-based approach, which leverages the kernel Bellman loss (KBL) of Feng et al.(2019) and a new martingale concentration inequality of KBL applicable to time-dependent data with unknown mixing conditions. Our algorithm makes minimum assumptions on the data and the function class of the Q-function, and works for the behavior-agnostic settings where the data is collected under a mix of arbitrary unknown behavior policies. We present empirical results that clearly demonstrate the advantages of our approach over existing methods.
Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is crucial to p
rovide provably correct upper and lower bounds of the expected reward, not just a classical single point estimate, to the end-users, as executing a poor policy can be very costly. In this work, we propose a provably correct method for obtaining interval bounds for off-policy evaluation in a general continuous setting. The idea is to search for the maximum and minimum values of the expected reward among all the Lipschitz Q-functions that are consistent with the observations, which amounts to solving a constrained optimization problem on a Lipschitz function space. We go on to introduce a Lipschitz value iteration method to monotonically tighten the interval, which is simple yet efficient and provably convergent. We demonstrate the practical efficiency of our method on a range of benchmarks.
We consider off-policy evaluation (OPE), which evaluates the performance of a new policy from observed data collected from previous experiments, without requiring the execution of the new policy. This finds important applications in areas with high e
xecution cost or safety concerns, such as medical diagnosis, recommendation systems and robotics. In practice, due to the limited information from off-policy data, it is highly desirable to construct rigorous confidence intervals, not just point estimation, for the policy performance. In this work, we propose a new variational framework which reduces the problem of calculating tight confidence bounds in OPE into an optimization problem on a feasible set that catches the true state-action value function with high probability. The feasible set is constructed by leveraging statistical properties of a recently proposed kernel Bellman loss (Feng et al., 2019). We design an efficient computational approach for calculating our bounds, and extend it to perform post-hoc diagnosis and correction for existing estimators. Empirical results show that our method yields tight confidence intervals in different settings.
Infinite horizon off-policy policy evaluation is a highly challenging task due to the excessively large variance of typical importance sampling (IS) estimators. Recently, Liu et al. (2018a) proposed an approach that significantly reduces the variance
of infinite-horizon off-policy evaluation by estimating the stationary density ratio, but at the cost of introducing potentially high biases due to the error in density ratio estimation. In this paper, we develop a bias-reduced augmentation of their method, which can take advantage of a learned value function to obtain higher accuracy. Our method is doubly robust in that the bias vanishes when either the density ratio or the value function estimation is perfect. In general, when either of them is accurate, the bias can also be reduced. Both theoretical and empirical results show that our method yields significant advantages over previous methods.
Policy gradient methods have achieved remarkable successes in solving challenging reinforcement learning problems. However, it still often suffers from the large variance issue on policy gradient estimation, which leads to poor sample efficiency duri
ng training. In this work, we propose a control variate method to effectively reduce variance for policy gradient methods. Motivated by the Steins identity, our method extends the previous control variate methods used in REINFORCE and advantage actor-critic by introducing more general action-dependent baseline functions. Empirical studies show that our method significantly improves the sample efficiency of the state-of-the-art policy gradient approaches.
We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output changes along
a Stein variational gradient direction (Liu & Wang, 2016) that maximally decreases the KL divergence with the target distribution. Our method works for any target distribution specified by their unnormalized density function, and can train any black-box architectures that are differentiable in terms of the parameters we want to adapt. We demonstrate our method with a number of applications, including variational autoencoder (VAE) with expressive encoders to model complex latent space structures, and hyper-parameter learning of MCMC samplers that allows Bayesian inference to adaptively improve itself when seeing more data.
Variational inference provides a powerful tool for approximate probabilistic in- ference on complex, structured models. Typical variational inference methods, however, require to use inference networks with computationally tractable proba- bility den
sity functions. This largely limits the design and implementation of vari- ational inference methods. We consider wild variational inference methods that do not require tractable density functions on the inference networks, and hence can be applied in more challenging cases. As an example of application, we treat stochastic gradient Langevin dynamics (SGLD) as an inference network, and use our methods to automatically adjust the step sizes of SGLD, yielding significant improvement over the hand-designed step size schemes
