Multi-objective Bayesian optimization has been widely adopted in scientific experiment design, including drug discovery and hyperparameter optimization. In practice, regulatory or safety concerns often impose additional thresholds on certain attributes of the experimental outcomes. Previous work has primarily focused on constrained single-objective optimization tasks or active search under constraints. The existing constrained multi-objective algorithms address the issue with heuristics and approximations, posing challenges to the analysis of the sample efficiency. We propose a novel constrained multi-objective Bayesian optimization algorithm \textbf{COMBOO} that balances active learning of the level-set defined on multiple unknowns with multi-objective optimization within the feasible region. We provide both theoretical analysis and empirical evidence, demonstrating the efficacy of our approach on various synthetic benchmarks and real-world applications.

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each client and always remains decentralized, federated optimization preserves data privacy and allows for large-scale computing, which makes it a promising decentralized machine learning paradigm. Though it is often deployed for tasks that are online in nature, e.g., next-word prediction on keyboard apps, most works formulate it as an offline problem. The few exceptions that consider federated bandit optimization are limited to very simplistic function classes, e.g., linear, generalized linear, or non-parametric function class with bounded RKHS norm, which severely hinders its practical usage. In this paper, we propose a new algorithm, named Fed-GO-UCB, for federated bandit optimization with generic non-linear objective function. Under some mild conditions, we rigorously prove that Fed-GO-UCB is able to achieve sub-linear rate for both cumulative regret and communication cost. At the heart of our theoretical analysis are distributed regression oracle and individual confidence set construction, which can be of independent interests. Empirical evaluations also demonstrate the effectiveness of the proposed algorithm.

We consider the problem of global optimization with noisy zeroth order oracles — a well-motivated problem useful for various applications ranging from hyper-parameter tuning for deep learning to new material design. Existing work relies on Gaussian processes or other non-parametric family, which suffers from the curse of dimensionality. In this paper, we propose a new algorithm GO-UCB that leverages a parametric family of functions (e.g., neural networks) instead. Under a realizable assumption and a few other mild geometric conditions, we show that GO-UCB achieves a cumulative regret of $\tilde{O}(\sqrt{T})$ where $T$ is the time horizon. At the core of GO-UCB is a carefully designed uncertainty set over parameters based on gradients that allows optimistic exploration. Synthetic and real-world experiments illustrate GO-UCB works better than popular Bayesian optimization approaches, even if the model is misspecified.

We study linear bandits when the underlying reward function is not linear. Existing work relies on a uniform misspecification parameter $\epsilon$ that measures the sup-norm error of the best linear approximation. This results in an unavoidable linear regret whenever $\epsilon > 0$. We describe a more natural model of misspecification which only requires the approximation error at each input $x$ to be proportional to the suboptimality gap at $x$. It captures the intuition that, for optimization problems, near-optimal regions should matter more and we can tolerate larger approximation errors in suboptimal regions. Quite surprisingly, we show that the classical LinUCB algorithm — designed for the realizable case — is automatically robust against such gap-adjusted misspecification. It achieves a near-optimal $\sqrt{T}$ regret for problems that the best-known regret is almost linear in time horizon $T$. Technically, our proof relies on a novel self-bounding argument that bounds the part of the regret due to misspecification by the regret itself.

Accurate per-pixel semantic class annotations of the entire video are crucial for designing and evaluating video semantic segmentation algorithms. However, the annotations are usually limited to a small subset of the video frames due to the high annotation cost and limited budget in practice. In this paper, we propose a novel human-in-the-loop framework called HVSA to generate semantic segmentation annotations for the entire video using only a small annotation budget. Our method alternates between active sample selection and test-time fine-tuning algorithms until annotation quality is satisfied. In particular, the active sample selection algorithm picks the most important samples to get manual annotations, where the sample can be a video frame, a rectangle, or even a super-pixel. Further, the test-time fine-tuning algorithm propagates the manual annotations of selected samples to the entire video. Real-world experiments show that our method generates highly accurate and consistent semantic segmentation annotations while simultaneously enjoys significantly small annotation cost.

Large-scale labeled dataset is the indispensable fuel that ignites the AI revolution as we see today. Most such datasets are constructed using crowdsourcing services such as Amazon Mechanical Turk which provides noisy labels from non-experts at a fair price. The sheer size of such datasets mandates that it is only feasible to collect a few labels per data point. We formulate the problem of test-time label aggregation as a statistical estimation problem of inferring the expected voting score. By imitating workers with supervised learners and using them in a doubly robust estimation framework, we prove that the variance of estimation can be substantially reduced, even if the learner is a poor approximation. Synthetic and real-world experiments show that by combining the doubly robust approach with adaptive worker/item selection rules, we often need much lower label cost to achieve nearly the same accuracy as in the ideal world where all workers label all data points.

The Private Aggregation of Teacher Ensembles (PATE) framework is one of the most promising recent approaches in differentially private learning. Existing theoretical analysis shows that PATE consistently learns any VC-classes in the realizable setting, but falls short in explaining its success in more general cases where the error rate of the optimal classifier is bounded away from zero. We fill in this gap by introducing the Tsybakov Noise Condition (TNC) and establish stronger and more interpretable learning bounds. These bounds provide new insights into when PATE works and improve over existing results even in the narrower realizable setting. We also investigate the compelling idea of using active learning for saving privacy budget. The novel components in the proofs include a more refined analysis of the majority voting classifier — which could be of independent interest — and an observation that the synthetic “student” learning problem is nearly realizable by construction under the Tsybakov noise condition.

The Private Aggregation of Teacher Ensembles (PATE) framework is one of the most promising recent approaches in differentially private learning. Existing theoretical analysis shows that PATE consistently learns any VC-classes in the realizable setting, but falls short in explaining its success in more general cases where the error rate of the optimal classifier is bounded away from zero. We fill in this gap by introducing the Tsybakov Noise Condition (TNC) and establish stronger and more interpretable learning bounds. These bounds provide new insights into when PATE works and improve over existing results even in the narrower realizable setting. We also investigate the compelling idea of using active learning for saving privacy budget, and empirical studies show the effectiveness of this new idea. The novel components in the proofs include a more refined analysis of the majority voting classifier --- which could be of independent interest --- and an observation that the synthetic "student" learning problem is nearly realizable by construction under the Tsybakov noise condition.

In this paper, we propose a new learning framework named dual set multi-label learning, where there are two sets of labels, and an object has one and only one positive label in each set. Compared to general multi-label learning, the exclusive relationship among labels within the same set, and the pairwise inter-set label relationship are much more explicit and more likely to be fully exploited. To handle such kind of problems, a novel boosting style algorithm with model-reuse and distribution adjusting mechanisms is proposed to make the two label sets help each other. In addition, theoretical analyses are presented to show the superiority of learning from dual label sets to learning directly from all labels. To empirically evaluate the performance of our approach, we conduct experiments on two manually collected real-world datasets along with an adapted dataset. Experimental results validate the effectiveness of our approach for dual set multi-label learning.