We consider infinite horizon Markov decision processes (MDPs) with fast-slow structure, meaning that certain parts of the state space move "fast" (and in a sense, are more influential) while other parts transition more "slowly." Such structure is common in real-world problems where sequential decisions need to be made at high frequencies, yet information that varies at a slower timescale also influences the optimal policy. Examples include: (1) service allocation for a multi-class queue with (slowly varying) stochastic costs, (2) a restless multi-armed bandit with an environmental state, and (3) energy demand response, where both day-ahead and real-time prices play a role in the firm's revenue. Models that fully capture these problems often result in MDPs with large state spaces and large effective time horizons (due to frequent decisions), rendering them computationally intractable. We propose an approximate dynamic programming algorithmic framework based on the idea of "freezing" the slow states, solving a set of simpler finite-horizon MDPs (the lower-level MDPs), and applying value iteration (VI) to an auxiliary MDP that transitions on a slower timescale (the upper-level MDP). We also extend the technique to a function approximation setting, where a feature-based linear architecture is used. On the theoretical side, we analyze the regret incurred by each variant of our frozen-state approach. Finally, we give empirical evidence that the frozen-state approach generates effective policies using just a fraction of the computational cost, while illustrating that simply omitting slow states from the decision modeling is often not a viable heuristic.
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The number of international benchmarking competitions is steadily increasing in various fields of machine learning (ML) research and practice. So far, however, little is known about the common practice as well as bottlenecks faced by the community in tackling the research questions posed. To shed light on the status quo of algorithm development in the specific field of biomedical imaging analysis, we designed an international survey that was issued to all participants of challenges conducted in conjunction with the IEEE ISBI 2021 and MICCAI 2021 conferences (80 competitions in total). The survey covered participants' expertise and working environments, their chosen strategies, as well as algorithm characteristics. A median of 72% challenge participants took part in the survey. According to our results, knowledge exchange was the primary incentive (70%) for participation, while the reception of prize money played only a minor role (16%). While a median of 80 working hours was spent on method development, a large portion of participants stated that they did not have enough time for method development (32%). 25% perceived the infrastructure to be a bottleneck. Overall, 94% of all solutions were deep learning-based. Of these, 84% were based on standard architectures. 43% of the respondents reported that the data samples (e.g., images) were too large to be processed at once. This was most commonly addressed by patch-based training (69%), downsampling (37%), and solving 3D analysis tasks as a series of 2D tasks. K-fold cross-validation on the training set was performed by only 37% of the participants and only 50% of the participants performed ensembling based on multiple identical models (61%) or heterogeneous models (39%). 48% of the respondents applied postprocessing steps.
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语言模型既展示了定量的改进,又展示了新的定性功能,随着规模的增加。尽管它们具有潜在的变革性影响,但这些新能力的特征却很差。为了为未来的研究提供信息,为破坏性的新模型能力做准备,并改善社会有害的效果,至关重要的是,我们必须了解目前和近乎未来的能力和语言模型的局限性。为了应对这一挑战,我们介绍了超越模仿游戏基准(Big Bench)。 Big Bench目前由204个任务组成,由132家机构的442位作者贡献。任务主题是多样的,从语言学,儿童发展,数学,常识性推理,生物学,物理学,社会偏见,软件开发等等。 Big-Bench专注于被认为超出当前语言模型的功能的任务。我们评估了OpenAI的GPT型号,Google内部密集变压器体系结构和大型基础上的开关稀疏变压器的行为,跨越了数百万到数十亿个参数。此外,一个人类专家评估者团队执行了所有任务,以提供强大的基准。研究结果包括:模型性能和校准都随规模改善,但绝对的术语(以及与评估者的性能相比);在模型类中的性能非常相似,尽管带有稀疏性。逐渐和预测的任务通常涉及大量知识或记忆成分,而在临界规模上表现出“突破性”行为的任务通常涉及多个步骤或组成部分或脆性指标;社交偏见通常会随着含糊不清的环境而随着规模而增加,但这可以通过提示来改善。
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Bayesian Optimization(BO)是一种优化昂贵对评估黑匣子功能的采样有效的方法。大多数BO方法忽略了评估成本如何在优化域中变化。然而,这些成本可以是高度异质的并且通常提前未知。这发生在许多实际设置中,例如机器学习算法或基于物理的仿真优化的超参数调整。此外,那些确认成本异质性的现有方法并不自然地适应总评估成本的预算限制。这种未知的成本和预算限制的组合引入了勘探开发权衡的新维度,其中关于成本的学习成本本身。现有方法没有原因地理由以原则的方式对此问题的各种权衡,经常导致性能不佳。我们通过证明,每单位成本的预期改进和预期改善,可以使这两个最广泛使用的采购职能在实践中的预期改进和预期的索赔可以是任意劣等的。为了克服现有方法的缺点,我们提出了预算的多步预期改进,是一个非近视收购函数,以概括为异质和未知评估成本的古典预期改进。最后,我们表明我们的采集功能优于各种合成和实际问题的现有方法。
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Bayesian optimization provides sample-efficient global optimization for a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. We introduce BOTORCH, a modern programming framework for Bayesian optimization that combines Monte-Carlo (MC) acquisition functions, a novel sample average approximation optimization approach, autodifferentiation, and variance reduction techniques. BOTORCH's modular design facilitates flexible specification and optimization of probabilistic models written in PyTorch, simplifying implementation of new acquisition functions. Our approach is backed by novel theoretical convergence results and made practical by a distinctive algorithmic foundation that leverages fast predictive distributions, hardware acceleration, and deterministic optimization. We also propose a novel "one-shot" formulation of the Knowledge Gradient, enabled by a combination of our theoretical and software contributions. In experiments, we demonstrate the improved sample efficiency of BOTORCH relative to other popular libraries.34th Conference on Neural Information Processing Systems (NeurIPS 2020),
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Pennylane是用于量子计算机可区分编程的Python 3软件框架。该库为近期量子计算设备提供了统一的体系结构,支持量子和连续变化的范例。 Pennylane的核心特征是能够以与经典技术(例如反向传播)兼容的方式来计算变异量子电路的梯度。因此,Pennylane扩展了在优化和机器学习中常见的自动分化算法,以包括量子和混合计算。插件系统使该框架与任何基于门的量子模拟器或硬件兼容。我们为硬件提供商提供插件,包括Xanadu Cloud,Amazon Braket和IBM Quantum,允许Pennylane优化在公开访问的量子设备上运行。在古典方面,Pennylane与加速的机器学习库(例如Tensorflow,Pytorch,Jax和Autograd)接口。 Pennylane可用于优化变分的量子本素体,量子近似优化,量子机学习模型和许多其他应用。
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While the capabilities of autonomous systems have been steadily improving in recent years, these systems still struggle to rapidly explore previously unknown environments without the aid of GPS-assisted navigation. The DARPA Subterranean (SubT) Challenge aimed to fast track the development of autonomous exploration systems by evaluating their performance in real-world underground search-and-rescue scenarios. Subterranean environments present a plethora of challenges for robotic systems, such as limited communications, complex topology, visually-degraded sensing, and harsh terrain. The presented solution enables long-term autonomy with minimal human supervision by combining a powerful and independent single-agent autonomy stack, with higher level mission management operating over a flexible mesh network. The autonomy suite deployed on quadruped and wheeled robots was fully independent, freeing the human supervision to loosely supervise the mission and make high-impact strategic decisions. We also discuss lessons learned from fielding our system at the SubT Final Event, relating to vehicle versatility, system adaptability, and re-configurable communications.
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Remote state estimation of large-scale distributed dynamic processes plays an important role in Industry 4.0 applications. In this paper, we focus on the transmission scheduling problem of a remote estimation system. First, we derive some structural properties of the optimal sensor scheduling policy over fading channels. Then, building on these theoretical guidelines, we develop a structure-enhanced deep reinforcement learning (DRL) framework for optimal scheduling of the system to achieve the minimum overall estimation mean-square error (MSE). In particular, we propose a structure-enhanced action selection method, which tends to select actions that obey the policy structure. This explores the action space more effectively and enhances the learning efficiency of DRL agents. Furthermore, we introduce a structure-enhanced loss function to add penalties to actions that do not follow the policy structure. The new loss function guides the DRL to converge to the optimal policy structure quickly. Our numerical experiments illustrate that the proposed structure-enhanced DRL algorithms can save the training time by 50% and reduce the remote estimation MSE by 10% to 25% when compared to benchmark DRL algorithms. In addition, we show that the derived structural properties exist in a wide range of dynamic scheduling problems that go beyond remote state estimation.
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Deep neural networks (DNNs) are often used for text classification tasks as they usually achieve high levels of accuracy. However, DNNs can be computationally intensive with billions of parameters and large amounts of labeled data, which can make them expensive to use, to optimize and to transfer to out-of-distribution (OOD) cases in practice. In this paper, we propose a non-parametric alternative to DNNs that's easy, light-weight and universal in text classification: a combination of a simple compressor like gzip with a $k$-nearest-neighbor classifier. Without any training, pre-training or fine-tuning, our method achieves results that are competitive with non-pretrained deep learning methods on six in-distributed datasets. It even outperforms BERT on all five OOD datasets, including four low-resource languages. Our method also performs particularly well in few-shot settings where labeled data are too scarce for DNNs to achieve a satisfying accuracy.
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Hyperparameter tuning is critical to the success of federated learning applications. Unfortunately, appropriately selecting hyperparameters is challenging in federated networks. Issues of scale, privacy, and heterogeneity introduce noise in the tuning process and make it difficult to evaluate the performance of various hyperparameters. In this work, we perform the first systematic study on the effect of noisy evaluation in federated hyperparameter tuning. We first identify and rigorously explore key sources of noise, including client subsampling, data and systems heterogeneity, and data privacy. Surprisingly, our results indicate that even small amounts of noise can significantly impact tuning methods-reducing the performance of state-of-the-art approaches to that of naive baselines. To address noisy evaluation in such scenarios, we propose a simple and effective approach that leverages public proxy data to boost the evaluation signal. Our work establishes general challenges, baselines, and best practices for future work in federated hyperparameter tuning.
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