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Code for: "Generalization Bounds for Meta-Learning via PAC-Bayes and Uniform Stability"

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The following instructions are for running the examples seen in "Generalization Bounds for Meta-Learning via PAC-Bayes and Uniform Stability".

PAC-BUS:

This code uses the following:

If you are using Anaconda, you can run the following commands to install all of the necessary packages.

conda create -n pacbus
conda activate pacbus
conda install pytorch=1.4.0 -c pytorch
pip install learn2learn cvxpy Mosek sklearn h5py

Circle Classification Example:

Run the following to produce the results from Example 1 in the paper. Note that --num_val denotes the number of times we run the resulting policy on test data. We require a large number of evaluations to produce a tight upper bound (see Appendix A.4 for more information). For testing purposes, you may want to reduce --num_val so the program takes less time to finish.

python circleclass_main.py --method maml    --prior train --trials full --verbose True 
python circleclass_main.py --method mlap    --prior train --trials full --verbose True
python circleclass_main.py --method mr_maml --prior train --trials full --num_val 20000 --verbose True
python circleclass_main.py --method pac_bus --prior train --trials full --num_val 20000 --verbose True

Mini-Wiki Example:

Download

Run the following to generate the dataset:

python data_generators/miniwiki_data.py

Run the following to produce the results from Example 2 in the paper.

python miniwiki_main.py --method maml      --prior train --trials full --verbose True
python miniwiki_main.py --method fli_batch --prior train --trials full --verbose True
python miniwiki_main.py --method mr_maml   --prior train --trials full --num_val 20000 --verbose True
python miniwiki_main.py --method pac_bus   --prior train --trials full --num_val 20000 --verbose True

NME Omniglot Example:

Run the following to produce the results from Example 3 in the paper for --seed 1 through 5. This will automatically download the omniglot dataset if you do not have it. A gpu is recommended, but you may specify option --gpu -1 to use the cpu for all computations.

python omniglot_main.py --method maml       --k_spt 1 --k_qry 4 --batch 16 --nme True --epochsm 100000 --lrm 0.005 --lrb 0.1 --seed 1
python omniglot_main.py --method maml       --k_spt 5 --k_qry 5 --batch 16 --nme True --epochsm 100000 --lrm 0.005 --lrb 0.1 --seed 1

python omniglot_main.py --method fli_online --k_spt 1 --k_qry 4 --batch 16 --nme True --epochsm 100000 --lrm 0.001 --seed 1  
python omniglot_main.py --method fli_online --k_spt 5 --k_qry 5 --batch 16 --nme True --epochsm 100000 --lrm 0.001 --seed 1

python omniglot_main.py --method mr_maml_w  --k_spt 1 --k_qry 4 --batch 16 --nme True --epochsm 100000 --lrm 0.001 --lrb 0.5 --regscale 2e-7 --seed 1
python omniglot_main.py --method mr_maml_w  --k_spt 5 --k_qry 5 --batch 16 --nme True --epochsm 100000 --lrm 0.001 --lrb 0.5 --regscale 2e-7 --seed 1

python omniglot_main.py --method pac_bus_h  --k_spt 1 --k_qry 4 --batch 16 --nme True --epochsm 100000 --lrm 0.001 --lrb 0.5 --regscale 1e-3 --regscale2 10.0 --seed 1
python omniglot_main.py --method pac_bus_h  --k_spt 5 --k_qry 5 --batch 16 --nme True --epochsm 100000 --lrm 0.001 --lrb 0.5 --regscale 1e-4 --regscale2 10.0 --seed 1

References

Akshay Agrawal, Robin Verschueren, Steven Diamond,and Stephen Boyd. A rewriting system for convex optimization problems. Journal of Control and Decision 5 pp42--60, 2018.

Sebastien Arnold, Praateek Mahajan, Debajyoti Datta, Ian Bunner, and Konstantinos Saitas Zarkias. learn2learn: A Library for Meta-Learning Research. arXiv preprint arXiv:2008.12284, 2020.

Steven Diamond and Stephen Boyd. CVXPY: A Python-embedded modeling language for convex optimization. Journal of Machine Learning Research 17 pp1--5, 2016.

Mikhail Khodak, Maria-Florina Balcan, and Ameet Tal-walkar. Provable Guarantees for Gradient-Based Meta-Learning. Proceedings of the 36th International Confer-ence on Machine Learning, 2019.

Liangqu Long 2018. MAML-Pytorch Implementation. Github|https://github.com/dragen1860/MAML-Pytorch

Liangqu Long 2018. Reptile-Pytorch Implementation. Github|https://github.com/dragen1860/Reptile-Pytorch

MOSEK ApS. Mosek fusion api for python 9.0.105, 2019. URL|https://docs.mosek.com/9.0/pythonfusion/index.html

Andrew Collette. Python and HDF5. O’Reilly, 2013

Adam Paszke, Sam Gross, Francisco Massa, Adam Lerer, James Bradbury, Gregory Chanan, Trevor Killeen, Zeming Lin, Natalia Gimelshein, Luca Antiga, Alban Desmaison, Andreas Kopf, Edward Yang, Zachary DeVito, Martin Raison, Alykhan Tejani, Sasank Chilamkurthy, Benoit Steiner, Lu Fang, Junjie Bai, and Soumith Chintala. PyTorch: An Imperative Style, High-Performance Deep Learning Library. Advances in Neural Information Processing Systems 32, 2019.

F. Pedregosa, G. Varoquaux, A. Gramfort, V. Michel, B. Thirion, O. Grisel, M. Blondel, P. Prettenhofer, R. Weiss, V. Dubourg, J. Vanderplas, A. Passos, D. Cournapeau, M. Brucher, M. Perrot, and E. Duchesnay. Scikit-learn: Machine Learning in Python. Journal of Machine Learning Research 12, pp2825--2830 2011.

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