ترغب بنشر مسار تعليمي؟ اضغط هنا

A Primal-Dual Subgradient Approachfor Fair Meta Learning

162   0   0.0 ( 0 )
 نشر من قبل Chen Zhao
 تاريخ النشر 2020
والبحث باللغة English




اسأل ChatGPT حول البحث

The problem of learning to generalize to unseen classes during training, known as few-shot classification, has attracted considerable attention. Initialization based methods, such as the gradient-based model agnostic meta-learning (MAML), tackle the few-shot learning problem by learning to fine-tune. The goal of these approaches is to learn proper model initialization, so that the classifiers for new classes can be learned from a few labeled examples with a small number of gradient update steps. Few shot meta-learning is well-known with its fast-adapted capability and accuracy generalization onto unseen tasks. Learning fairly with unbiased outcomes is another significant hallmark of human intelligence, which is rarely touched in few-shot meta-learning. In this work, we propose a Primal-Dual Fair Meta-learning framework, namely PDFM, which learns to train fair machine learning models using only a few examples based on data from related tasks. The key idea is to learn a good initialization of a fair models primal and dual parameters so that it can adapt to a new fair learning task via a few gradient update steps. Instead of manually tuning the dual parameters as hyperparameters via a grid search, PDFM optimizes the initialization of the primal and dual parameters jointly for fair meta-learning via a subgradient primal-dual approach. We further instantiate examples of bias controlling using mean difference and decision boundary covariance as fairness constraints to each task for supervised regression and classification, respectively. We demonstrate the versatility of our proposed approach by applying our approach to various real-world datasets. Our experiments show substantial improvements over the best prior work for this setting.

قيم البحث

اقرأ أيضاً

253 - Kui Zhu , Yutao Tang 2021
This paper studies the distributed optimization problem where the objective functions might be nondifferentiable and subject to heterogeneous set constraints. Unlike existing subgradient methods, we focus on the case when the exact subgradients of th e local objective functions can not be accessed by the agents. To solve this problem, we propose a projected primal-dual dynamics using only the objective functions approximate subgradients. We first prove that the formulated optimization problem can only be solved with an approximate error depending upon the accuracy of the available subgradients. Then, we show the exact solvability of this optimization problem if the accumulated approximation error is not too large. After that, we also give a novel componentwise normalized variant to improve the transient behavior of the convergent sequence. The effectiveness of our algorithms is verified by a numerical example.
This paper considers a general convex constrained problem setting where functions are not assumed to be differentiable nor Lipschitz continuous. Our motivation is in finding a simple first-order method for solving a wide range of convex optimization problems with minimal requirements. We study the method of weighted dual averages (Nesterov, 2009) in this setting and prove that it is an optimal method.
Imitation Learning (IL) methods seek to match the behavior of an agent with that of an expert. In the present work, we propose a new IL method based on a conceptually simple algorithm: Primal Wasserstein Imitation Learning (PWIL), which ties to the p rimal form of the Wasserstein distance between the expert and the agent state-action distributions. We present a reward function which is derived offline, as opposed to recent adversarial IL algorithms that learn a reward function through interactions with the environment, and which requires little fine-tuning. We show that we can recover expert behavior on a variety of continuous control tasks of the MuJoCo domain in a sample efficient manner in terms of agent interactions and of expert interactions with the environment. Finally, we show that the behavior of the agent we train matches the behavior of the expert with the Wasserstein distance, rather than the commonly used proxy of performance.
Meta-learning algorithms aim to learn two components: a model that predicts targets for a task, and a base learner that quickly updates that model when given examples from a new task. This additional level of learning can be powerful, but it also cre ates another potential source for overfitting, since we can now overfit in either the model or the base learner. We describe both of these forms of metalearning overfitting, and demonstrate that they appear experimentally in common meta-learning benchmarks. We then use an information-theoretic framework to discuss meta-augmentation, a way to add randomness that discourages the base learner and model from learning trivial solutions that do not generalize to new tasks. We demonstrate that meta-augmentation produces large complementary benefits to recently proposed meta-regularization techniques.
In the contextual linear bandit setting, algorithms built on the optimism principle fail to exploit the structure of the problem and have been shown to be asymptotically suboptimal. In this paper, we follow recent approaches of deriving asymptoticall y optimal algorithms from problem-dependent regret lower bounds and we introduce a novel algorithm improving over the state-of-the-art along multiple dimensions. We build on a reformulation of the lower bound, where context distribution and exploration policy are decoupled, and we obtain an algorithm robust to unbalanced context distributions. Then, using an incremental primal-dual approach to solve the Lagrangian relaxation of the lower bound, we obtain a scalable and computationally efficient algorithm. Finally, we remove forced exploration and build on confidence intervals of the optimization problem to encourage a minimum level of exploration that is better adapted to the problem structure. We demonstrate the asymptotic optimality of our algorithm, while providing both problem-dependent and worst-case finite-time regret guarantees. Our bounds scale with the logarithm of the number of arms, thus avoiding the linear dependence common in all related prior works. Notably, we establish minimax optimality for any learning horizon in the special case of non-contextual linear bandits. Finally, we verify that our algorithm obtains better empirical performance than state-of-the-art baselines.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا