Abstract:We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their dynamic regret, which is defined as the difference of the expected cumulative reward of an agent choosing the optimal arm in every round and the cumulative reward of the learning algorithm. One way to measure the hardness of such environments is to consider how many times the identity of the optimal arm can change. We propose a method that achieves, in $K$-armed bandit problems, a near-optimal $\widetilde O(\sqrt{K N(S+1)})$ dynamic regret, where $N$ is the number of rounds and $S$ is the number of times the identity of the optimal arm changes, without prior knowledge of $S$ and $N$. Previous works for this problem obtain regret bounds that scale with the number of changes (or the amount of change) in the reward functions, which can be much larger, or assume prior knowledge of $S$ to achieve similar bounds.
Abstract:The time average expected age of information (AoI) is studied for status updates sent over an error-prone channel from an energy-harvesting transmitter with a finite-capacity battery. Energy cost of sensing new status updates is taken into account as well as the transmission energy cost better capturing practical systems. The optimal scheduling policy is first studied under the hybrid automatic repeat request (HARQ) protocol when the channel and energy harvesting statistics are known, and the existence of a threshold-based optimal policy is shown. For the case of unknown environments, average-cost reinforcement-learning algorithms are proposed that learn the system parameters and the status update policy in real-time. The effectiveness of the proposed methods is demonstrated through numerical results.
Abstract:Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives, or constraints, in the policy optimization step. This includes ideas as far ranging as exploration bonuses, entropy regularization, and regularization toward teachers or data priors when learning from experts or in offline RL. Often, task reward and auxiliary objectives are in conflict with each other and it is therefore natural to treat these examples as instances of multi-objective (MO) optimization problems. We study the principles underlying MORL and introduce a new algorithm, Distillation of a Mixture of Experts (DiME), that is intuitive and scale-invariant under some conditions. We highlight its strengths on standard MO benchmark problems and consider case studies in which we recast offline RL and learning from experts as MO problems. This leads to a natural algorithmic formulation that sheds light on the connection between existing approaches. For offline RL, we use the MO perspective to derive a simple algorithm, that optimizes for the standard RL objective plus a behavioral cloning term. This outperforms state-of-the-art on two established offline RL benchmarks.
Abstract:Modern neural networks excel at image classification, yet they remain vulnerable to common image corruptions such as blur, speckle noise or fog. Recent methods that focus on this problem, such as AugMix and DeepAugment, introduce defenses that operate in expectation over a distribution of image corruptions. In contrast, the literature on $\ell_p$-norm bounded perturbations focuses on defenses against worst-case corruptions. In this work, we reconcile both approaches by proposing AdversarialAugment, a technique which optimizes the parameters of image-to-image models to generate adversarially corrupted augmented images. We theoretically motivate our method and give sufficient conditions for the consistency of its idealized version as well as that of DeepAugment. Our classifiers improve upon the state-of-the-art on common image corruption benchmarks conducted in expectation on CIFAR-10-C and improve worst-case performance against $\ell_p$-norm bounded perturbations on both CIFAR-10 and ImageNet.
Abstract:Scheduling the transmission of time-sensitive information from a source node to multiple users over error-prone communication channels is studied with the goal of minimizing the long-term average age of information (AoI) at the users. A long-term average resource constraint is imposed on the source, which limits the average number of transmissions. The source can transmit only to a single user at each time slot, and after each transmission, it receives an instantaneous ACK/NACK feedback from the intended receiver, and decides when and to which user to transmit the next update. Assuming the channel statistics are known, the optimal scheduling policy is studied for both the standard automatic repeat request (ARQ) and hybrid ARQ (HARQ) protocols. Then, a reinforcement learning(RL) approach is introduced to find a near-optimal policy, which does not assume any a priori information on the random processes governing the channel states. Different RL methods including average-cost SARSAwith linear function approximation (LFA), upper confidence reinforcement learning (UCRL2), and deep Q-network (DQN) are applied and compared through numerical simulations
Abstract:Motivated by previous observations that the usually applied $L_p$ norms ($p=1,2,\infty$) do not capture the perceptual quality of adversarial examples in image classification, we propose to replace these norms with the structural similarity index (SSIM) measure, which was developed originally to measure the perceptual similarity of images. Through extensive experiments with adversarially trained classifiers for MNIST and CIFAR-10, we demonstrate that our SSIM-constrained adversarial attacks can break state-of-the-art adversarially trained classifiers and achieve similar or larger success rate than the elastic net attack, while consistently providing adversarial images of better perceptual quality. Utilizing SSIM to automatically identify and disallow adversarial images of low quality, we evaluate the performance of several defense schemes in a perceptually much more meaningful way than was done previously in the literature.
Abstract:Online recommender systems often face long delays in receiving feedback, especially when optimizing for some long-term metrics. While mitigating the effects of delays in learning is well-understood in stationary environments, the problem becomes much more challenging when the environment changes. In fact, if the timescale of the change is comparable to the delay, it is impossible to learn about the environment, since the available observations are already obsolete. However, the arising issues can be addressed if intermediate signals are available without delay, such that given those signals, the long-term behavior of the system is stationary. To model this situation, we introduce the problem of stochastic, non-stationary, delayed bandits with intermediate observations. We develop a computationally efficient algorithm based on UCRL, and prove sublinear regret guarantees for its performance. Experimental results demonstrate that our method is able to learn in non-stationary delayed environments where existing methods fail.
Abstract:We consider a communication scenario, in which an intruder, employing a deep neural network (DNN), tries to determine the modulation scheme of the intercepted signal. Our aim is to minimize the accuracy of the intruder, while guaranteeing that the intended receiver can still recover the underlying message with the highest reliability. This is achieved by constellation perturbation at the encoder, similarly to adversarial attacks against DNN-based classifiers. In the latter perturbation is limited to be imperceptible to a human observer, while in our case perturbation is constrained so that the message can still be reliably decoded by the legitimate receiver which is oblivious to the perturbation. Simulation results demonstrate the viability of our approach to make wireless communication secure against DNN-based intruders with minimal sacrifice in the communication performance.
Abstract:Optimizing for long term value is desirable in many practical applications, e.g. recommender systems. The most common approach for long term value optimization is supervised learning using long term value as the target. Unfortunately, long term metrics take a long time to measure (e.g., will customers finish reading an ebook?), and vanilla forecasters cannot learn from examples until the outcome is observed. In practical systems where new items arrive frequently, such delay can increase the training-serving skew, thereby negatively affecting the model's predictions for new products. We argue that intermediate observations (e.g., if customers read a third of the book in 24 hours) can improve a model's predictions. We formalize the problem as a semi-stochastic model, where instances are selected by an adversary but, given an instance, the intermediate observation and the outcome are sampled from a factored joint distribution. We propose an algorithm that exploits intermediate observations and theoretically quantify how much it can outperform any prediction method that ignores the intermediate observations. Motivated by the theoretical analysis, we propose two neural network architectures: Factored Forecaster (FF) which is ideal if our assumptions are satisfied, and Residual Factored Forecaster (RFF) that is more robust to model mis-specification. Experiments on two real world datasets, a dataset derived from GitHub repositories and another dataset from a popular marketplace, show that RFF outperforms both FF as well as an algorithm that ignores intermediate observations.
Abstract:Machine learning has become an important component for many systems and applications including computer vision, spam filtering, malware and network intrusion detection, among others. Despite the capabilities of machine learning algorithms to extract valuable information from data and produce accurate predictions, it has been shown that these algorithms are vulnerable to attacks. Data poisoning is one of the most relevant security threats against machine learning systems, where attackers can subvert the learning process by injecting malicious samples in the training data. Recent work in adversarial machine learning has shown that the so-called optimal attack strategies can successfully poison linear classifiers, degrading the performance of the system dramatically after compromising a small fraction of the training dataset. In this paper we propose a defence mechanism to mitigate the effect of these optimal poisoning attacks based on outlier detection. We show empirically that the adversarial examples generated by these attack strategies are quite different from genuine points, as no detectability constrains are considered to craft the attack. Hence, they can be detected with an appropriate pre-filtering of the training dataset.