RI: AF: Small: Optimizing probabilities for learning: sampling meets optimization

RI：AF：小：优化学习概率：采样满足优化

• 批准号: 1909365
• 负责人: Peter Bartlett
• 金额: $ 45万
• 依托单位: University of California-Berkeley
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 2019
• 资助国家: 美国
• 起止时间: 2019-08-01 至 2023-07-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1909365&HistoricalAwards=false
• 关键词: RI; AF; Small; Optimizing; probabilities

Methods for large-scale machine learning and artificial intelligence (AI) have had major impacts on the world over the past decade, including in both industrial and scientific contexts. These spectacular successes are driven by a combination of the availability of massive datasets, and appropriate models and algorithms for extracting useful information and insights from these datasets. This research project aims to advance the methodology and understanding of algorithms for large-scale machine learning and AI by exploiting the interplay between sampling and optimization. In particular, two grand challenges are addressed: first, the tools and insights of optimization theory can develop more effective design and analysis techniques for sampling methods; second, these techniques can be used to design and analyze optimization methods for problems such as those that arise in deep learning. Successful research outcomes of this project are likely to increase the understanding of methods used for sampling and for optimization, and to facilitate their principled design. Successful outcomes have a significant potential for practical impact in the large and growing set of applications where large-scale sampling and optimization methods are used, including computer vision, speech recognition, and self-driving cars. The research will support the development of graduate students, will be disseminated through large graduate courses at Berkeley and their web-based course materials, and has the potential to benefit the broader community through the application of the methods studied in deployed AI systems.The project has three main technical directions. First, it aims to identify the inherent difficulty of sampling problems by proving lower bounds. Second, it aims to produce analysis tools and design methodologies for sampling algorithms based on a certain family of stochastic differential equations known as a Langevin diffusion. This will enable the development of sampling algorithms with performance guarantees. Third, it will use the viewpoint of sampling techniques to analyze and design stochastic gradient methods for nonconvex optimization problems, such as the optimization of parameters in deep neural networks. An additional outcome of the project will be the organization of a workshop on the topic of the interface between sampling and optimization.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

大规模机器学习和人工智能（AI）的方法在过去十年中对世界产生了重大影响，包括在工业和科学环境中。 这些壮观的成功是由大量数据集的可用性以及从这些数据集中提取有用信息和见解的适当模型和算法的组合驱动的。 该研究项目旨在通过利用采样和优化之间的相互作用来推进大规模机器学习算法和AI算法的理解。特别是，解决了两个宏伟的挑战：首先，优化理论的工具和见解可以为抽样方法开发更有效的设计和分析技术。其次，这些技术可用于设计和分析针对深度学习中出现的问题的优化方法。 该项目的成功研究结果可能会增加对用于采样和优化方法的理解，并促进其原则性设计。成功的结果在使用大规模采样和优化方法的大型应用程序集中具有重要的实际影响，包括计算机视觉，语音识别和自动驾驶汽车。 这项研究将支持研究生的发展，将通过伯克利及其基于网络的课程材料的大型研究生课程进行传播，并有可能通过在部署的AI系统中研究的方法来使更广泛的社区受益。该项目具有三个主要的技术方向。首先，它旨在通过证明下限来确定采样问题的固有难度。 其次，它旨在生产基于某些随机微分方程家族的分析工具和设计方法，用于采样算法，称为langevin扩散。这将使使用性能保证的采样算法的开发。 第三，它将使用采样技术的观点来分析和设计非convex优化问题的随机梯度方法，例如深度神经网络中参数的优化。该项目的另一个结果将是组织有关采样和优化之间接口主题的研讨会。该奖项反映了NSF的法定任务，并使用基金会的知识分子优点和更广泛的影响审查标准，认为值得通过评估来获得支持。

项目成果

On Approximate Thompson Sampling with Langevin Algorithms

• 发表时间: 2020
• 作者: Eric V. Mazumdar;Aldo Pacchiano;Yi-An Ma;Michael I. Jordan;P. Bartlett

Stabilizing Q-learning with Linear Architectures for Provably Efficient Learning

• DOI: 10.48550/arxiv.2206.00796
• 发表时间: 2022-06
• 作者: A. Zanette;M. Wainwright

Improved bounds for discretization of Langevin diffusions: Near-optimal rates without convexity

• DOI: 10.3150/21-bej1343
• 发表时间: 2019-07
• 期刊: Bernoulli
• 影响因子: 1.5
• 作者: Wenlong Mou;Nicolas Flammarion;M. Wainwright;P. Bartlett

High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm

• 发表时间: 2019-08
• 期刊: ArXiv
• 作者: Wenlong Mou;Yian Ma;Yi-An Ma;M. Wainwright;P. Bartlett;Michael I. Jordan

Stochastic Gradient and Langevin Processes

• 发表时间: 2019-07
• 作者: Xiang Cheng;Dong Yin;P. Bartlett;Michael I. Jordan