Neural Dueling Bandits

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy preference feedback over the selected arms for the past contexts. However, existing algorithms assume the reward function is linear, which can be complex and non-linear in many real-life applications like online recommendations or ranking web search results. To overcome this challenge, we use a neural network to estimate the reward function using preference feedback for the previously selected arms. We propose upper confidence bound- and Thompson sampling-based algorithms with sub-linear regret guarantees that efficiently select arms in each round. We then extend our theoretical results to contextual bandit problems with binary feedback, which is in itself a non-trivial contribution. Experimental results on the problem instances derived from synthetic datasets corroborate our theoretical results.

A Universal Class of Sharpness-Aware Minimization Algorithms

Recently, there has been a surge in interest in developing optimization algorithms for overparameterized models as achieving generalization is believed to require algorithms with suitable biases. This interest centers on minimizing sharpness of the original loss function; the Sharpness-Aware Minimization (SAM) algorithm has proven effective. However, most literature only considers a few sharpness measures, such as the maximum eigenvalue or trace of the training loss Hessian, which may not yield meaningful insights for non-convex optimization scenarios like neural networks. Additionally, many sharpness measures are sensitive to parameter invariances in neural networks, magnifying significantly under rescaling parameters. Motivated by these challenges, we introduce a new class of sharpness measures in this paper, leading to new sharpness-aware objective functions. We prove that these measures are \textit{universally expressive}, allowing any function of the training loss Hessian matrix to be represented by appropriate hyperparameters. Furthermore, we show that the proposed objective functions explicitly bias towards minimizing their corresponding sharpness measures, and how they allow meaningful applications to models with parameter invariances (such as scale-invariances). Finally, as instances of our proposed general framework, we present \textit{Frob-SAM} and \textit{Det-SAM}, which are specifically designed to minimize the Frobenius norm and the determinant of the Hessian of the training loss, respectively. We also demonstrate the advantages of our general framework through extensive experiments.

Prompt Optimization with Human Feedback

Large language models (LLMs) have demonstrated remarkable performances in various tasks. However, the performance of LLMs heavily depends on the input prompt, which has given rise to a number of recent works on prompt optimization. However, previous works often require the availability of a numeric score to assess the quality of every prompt. Unfortunately, when a human user interacts with a black-box LLM, attaining such a score is often infeasible and unreliable. Instead, it is usually significantly easier and more reliable to obtain preference feedback from a human user, i.e., showing the user the responses generated from a pair of prompts and asking the user which one is preferred. Therefore, in this paper, we study the problem of prompt optimization with human feedback (POHF), in which we aim to optimize the prompt for a black-box LLM using only human preference feedback. Drawing inspiration from dueling bandits, we design a theoretically principled strategy to select a pair of prompts to query for preference feedback in every iteration, and hence introduce our algorithm named automated POHF (APOHF). We apply our APOHF algorithm to various tasks, including optimizing user instructions, prompt optimization for text-to-image generative models, and response optimization with human feedback (i.e., further refining the response using a variant of our APOHF). The results demonstrate that our APOHF can efficiently find a good prompt using a small number of preference feedback instances. Our code can be found at \url{https://github.com/xqlin98/APOHF}.

Prompt Optimization with EASE? Efficient Ordering-aware Automated Selection of Exemplars

Large language models (LLMs) have shown impressive capabilities in real-world applications. The capability of in-context learning (ICL) allows us to adapt an LLM to downstream tasks by including input-label exemplars in the prompt without model fine-tuning. However, the quality of these exemplars in the prompt greatly impacts performance, highlighting the need for an effective automated exemplar selection method. Recent studies have explored retrieval-based approaches to select exemplars tailored to individual test queries, which can be undesirable due to extra test-time computation and an increased risk of data exposure. Moreover, existing methods fail to adequately account for the impact of exemplar ordering on the performance. On the other hand, the impact of the instruction, another essential component in the prompt given to the LLM, is often overlooked in existing exemplar selection methods. To address these challenges, we propose a novel method named EASE, which leverages the hidden embedding from a pre-trained language model to represent ordered sets of exemplars and uses a neural bandit algorithm to optimize the sets of exemplars while accounting for exemplar ordering. Our EASE can efficiently find an ordered set of exemplars that performs well for all test queries from a given task, thereby eliminating test-time computation. Importantly, EASE can be readily extended to jointly optimize both the exemplars and the instruction. Through extensive empirical evaluations (including novel tasks), we demonstrate the superiority of EASE over existing methods, and reveal practical insights about the impact of exemplar selection on ICL, which may be of independent interest. Our code is available at https://github.com/ZhaoxuanWu/EASE-Prompt-Optimization.

Incentives in Private Collaborative Machine Learning

Collaborative machine learning involves training models on data from multiple parties but must incentivize their participation. Existing data valuation methods fairly value and reward each party based on shared data or model parameters but neglect the privacy risks involved. To address this, we introduce differential privacy (DP) as an incentive. Each party can select its required DP guarantee and perturb its sufficient statistic (SS) accordingly. The mediator values the perturbed SS by the Bayesian surprise it elicits about the model parameters. As our valuation function enforces a privacy-valuation trade-off, parties are deterred from selecting excessive DP guarantees that reduce the utility of the grand coalition's model. Finally, the mediator rewards each party with different posterior samples of the model parameters. Such rewards still satisfy existing incentives like fairness but additionally preserve DP and a high similarity to the grand coalition's posterior. We empirically demonstrate the effectiveness and practicality of our approach on synthetic and real-world datasets.

Distribution-Dependent Rates for Multi-Distribution Learning

To address the needs of modeling uncertainty in sensitive machine learning applications, the setup of distributionally robust optimization (DRO) seeks good performance uniformly across a variety of tasks. The recent multi-distribution learning (MDL) framework tackles this objective in a dynamic interaction with the environment, where the learner has sampling access to each target distribution. Drawing inspiration from the field of pure-exploration multi-armed bandits, we provide distribution-dependent guarantees in the MDL regime, that scale with suboptimality gaps and result in superior dependence on the sample size when compared to the existing distribution-independent analyses. We investigate two non-adaptive strategies, uniform and non-uniform exploration, and present non-asymptotic regret bounds using novel tools from empirical process theory. Furthermore, we devise an adaptive optimistic algorithm, LCB-DR, that showcases enhanced dependence on the gaps, mirroring the contrast between uniform and optimistic allocation in the multi-armed bandit literature.

Doubly Robust Structure Identification from Temporal Data

Learning the causes of time-series data is a fundamental task in many applications, spanning from finance to earth sciences or bio-medical applications. Common approaches for this task are based on vector auto-regression, and they do not take into account unknown confounding between potential causes. However, in settings with many potential causes and noisy data, these approaches may be substantially biased. Furthermore, potential causes may be correlated in practical applications. Moreover, existing algorithms often do not work with cyclic data. To address these challenges, we propose a new doubly robust method for Structure Identification from Temporal Data ( SITD ). We provide theoretical guarantees, showing that our method asymptotically recovers the true underlying causal structure. Our analysis extends to cases where the potential causes have cycles and they may be confounded. We further perform extensive experiments to showcase the superior performance of our method.

Batch Bayesian Optimization for Replicable Experimental Design

Many real-world experimental design problems (a) evaluate multiple experimental conditions in parallel and (b) replicate each condition multiple times due to large and heteroscedastic observation noise. Given a fixed total budget, this naturally induces a trade-off between evaluating more unique conditions while replicating each of them fewer times vs. evaluating fewer unique conditions and replicating each more times. Moreover, in these problems, practitioners may be risk-averse and hence prefer an input with both good average performance and small variability. To tackle both challenges, we propose the Batch Thompson Sampling for Replicable Experimental Design (BTS-RED) framework, which encompasses three algorithms. Our BTS-RED-Known and BTS-RED-Unknown algorithms, for, respectively, known and unknown noise variance, choose the number of replications adaptively rather than deterministically such that an input with a larger noise variance is replicated more times. As a result, despite the noise heteroscedasticity, both algorithms enjoy a theoretical guarantee and are asymptotically no-regret. Our Mean-Var-BTS-RED algorithm aims at risk-averse optimization and is also asymptotically no-regret. We also show the effectiveness of our algorithms in two practical real-world applications: precision agriculture and AutoML.

Quantum Bayesian Optimization

Kernelized bandits, also known as Bayesian optimization (BO), has been a prevalent method for optimizing complicated black-box reward functions. Various BO algorithms have been theoretically shown to enjoy upper bounds on their cumulative regret which are sub-linear in the number T of iterations, and a regret lower bound of Omega(sqrt(T)) has been derived which represents the unavoidable regrets for any classical BO algorithm. Recent works on quantum bandits have shown that with the aid of quantum computing, it is possible to achieve tighter regret upper bounds better than their corresponding classical lower bounds. However, these works are restricted to either multi-armed or linear bandits, and are hence not able to solve sophisticated real-world problems with non-linear reward functions. To this end, we introduce the quantum-Gaussian process-upper confidence bound (Q-GP-UCB) algorithm. To the best of our knowledge, our Q-GP-UCB is the first BO algorithm able to achieve a regret upper bound of O(polylog T), which is significantly smaller than its regret lower bound of Omega(sqrt(T)) in the classical setting. Moreover, thanks to our novel analysis of the confidence ellipsoid, our Q-GP-UCB with the linear kernel achieves a smaller regret than the quantum linear UCB algorithm from the previous work. We use simulations, as well as an experiment using a real quantum computer, to verify that the theoretical quantum speedup achieved by our Q-GP-UCB is also potentially relevant in practice.

Use Your INSTINCT: INSTruction optimization usIng Neural bandits Coupled with Transformers

Large language models (LLMs) have shown remarkable instruction-following capabilities and achieved impressive performances in various applications. However, the performances of LLMs depend heavily on the instructions given to them, which are typically manually tuned with substantial human efforts. Recent work has used the query-efficient Bayesian optimization (BO) algorithm to automatically optimize the instructions given to black-box LLMs. However, BO usually falls short when optimizing highly sophisticated (e.g., high-dimensional) objective functions, such as the functions mapping an instruction to the performance of an LLM. This is mainly due to the limited expressive power of the Gaussian process (GP) model which is used by BO as a surrogate to model the objective function. Meanwhile, it has been repeatedly shown that neural networks (NNs), especially pre-trained transformers, possess strong expressive power and can model highly complex functions. So, we adopt a neural bandit algorithm which replaces the GP in BO by an NN surrogate to optimize instructions for black-box LLMs. More importantly, the neural bandit algorithm allows us to naturally couple the NN surrogate with the hidden representation learned by a pre-trained transformer (i.e., an open-source LLM), which significantly boosts its performance. These motivate us to propose our INSTruction optimization usIng Neural bandits Coupled with Transformers} (INSTINCT) algorithm. We perform instruction optimization for ChatGPT and use extensive experiments to show that our INSTINCT consistently outperforms the existing methods in different tasks, such as in various instruction induction tasks and the task of improving the zero-shot chain-of-thought instruction.