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Ievgen Redko

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14 papers

2 author rows

TMLR Journal 2025 Journal Article

Leveraging Gradients for Unsupervised Accuracy Estimation under Distribution Shift

Renchunzi Xie
Ambroise Odonnat
Vasilii Feofanov
Ievgen Redko
Jianfeng Zhang
Bo An

Estimating the test performance of a model, possibly under distribution shift, without having access to the ground-truth labels is a challenging, yet very important problem for the safe deployment of machine learning algorithms in the wild. Existing works mostly rely on information from either the outputs or the extracted features of neural networks to estimate a score that correlates with the ground-truth test accuracy. In this paper, we investigate -- both empirically and theoretically -- how the information provided by the gradients can be predictive of the ground-truth test accuracy even under distribution shifts. More specifically, we use the norm of classification-layer gradients, backpropagated from the cross-entropy loss after only one gradient step over test data. Our intuition is that these gradients should be of higher magnitude when the model generalizes poorly. We provide the theoretical insights behind our approach and the key ingredients that ensure its empirical success. Extensive experiments conducted with various architectures on diverse distribution shifts demonstrate that our method significantly outperforms current state-of-the-art approaches. The code is available at \url{https://github.com/Renchunzi-Xie/GdScore}.

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ICLR Conference 2025 Conference Paper

Zero-shot Model-based Reinforcement Learning using Large Language Models

Abdelhakim Benechehab
Youssef Attia El Hili
Ambroise Odonnat
Oussama Zekri
Albert Thomas 0001
Giuseppe Paolo
Maurizio Filippone
Ievgen Redko

The emerging zero-shot capabilities of Large Language Models (LLMs) have led to their applications in areas extending well beyond natural language processing tasks. In reinforcement learning, while LLMs have been extensively used in text-based environments, their integration with continuous state spaces remains understudied. In this paper, we investigate how pre-trained LLMs can be leveraged to predict in context the dynamics of continuous Markov decision processes. We identify handling multivariate data and incorporating the control signal as key challenges that limit the potential of LLMs' deployment in this setup and propose Disentangled In-Context Learning (DICL) to address them. We present proof-of-concept applications in two reinforcement learning settings: model-based policy evaluation and data-augmented off-policy reinforcement learning, supported by theoretical analysis of the proposed methods. Our experiments further demonstrate that our approach produces well-calibrated uncertainty estimates. We release the code at https://github.com/abenechehab/dicl.

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NeurIPS Conference 2024 Conference Paper

Analysing Multi-Task Regression via Random Matrix Theory with Application to Time Series Forecasting

Romain Ilbert
Malik Tiomoko
Cosme Louart
Ambroise Odonnat
Vasilii Feofanov
Themis Palpanas
Ievgen Redko

In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a multi-task optimization problem as a regularization technique to enable single-task models to leverage multi-task learning information. We derive a closed-form solution for multi-task optimization in the context of linear models. Our analysis provides valuable insights by linking the multi-task learning performance to various model statistics such as raw data covariances, signal-generating hyperplanes, noise levels, as well as the size and number of datasets. We finally propose a consistent estimation of training and testing errors, thereby offering a robust foundation for hyperparameter optimization in multi-task regression scenarios. Experimental validations on both synthetic and real-world datasets in regression and multivariate time series forecasting demonstrate improvements on univariate models, incorporating our method into the training loss and thus leveraging multivariate information.

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ICML Conference 2024 Conference Paper

SAMformer: Unlocking the Potential of Transformers in Time Series Forecasting with Sharpness-Aware Minimization and Channel-Wise Attention

Romain Ilbert
Ambroise Odonnat
Vasilii Feofanov
Aladin Virmaux
Giuseppe Paolo
Themis Palpanas
Ievgen Redko

Transformer-based architectures achieved breakthrough performance in natural language processing and computer vision, yet they remain inferior to simpler linear baselines in multivariate long-term forecasting. To better understand this phenomenon, we start by studying a toy linear forecasting problem for which we show that transformers are incapable of converging to their true solution despite their high expressive power. We further identify the attention of transformers as being responsible for this low generalization capacity. Building upon this insight, we propose a shallow lightweight transformer model that successfully escapes bad local minima when optimized with sharpness-aware optimization. We empirically demonstrate that this result extends to all commonly used real-world multivariate time series datasets. In particular, SAMformer surpasses current state-of-the-art methods and is on par with the biggest foundation model MOIRAI while having significantly fewer parameters. The code is available at https: //github. com/romilbert/samformer.

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TMLR Journal 2023 Journal Article

Learning representations that are closed-form Monge mapping optimal with application to domain adaptation

Oliver Struckmeier
Ievgen Redko
Anton Mallasto
Karol Arndt
Markus Heinonen
Ville Kyrki

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden, while at the same time suffering from the curse of dimensionality for measures supported on general high-dimensional spaces. In this paper, we propose to tackle these challenges using representation learning. In particular, we seek to learn an embedding space such that the samples of the two input measures become alignable in it with a simple affine mapping that can be calculated efficiently in closed-form. We then show that such approach leads to results that are comparable to solving the original OT problem when applied to the transfer learning task on which many OT baselines where previously evaluated in both homogeneous and heterogeneous DA settings.

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ICML Conference 2023 Conference Paper

Meta Optimal Transport

Brandon Amos
Giulia Luise
Samuel Cohen
Ievgen Redko

We study the use of amortized optimization to predict optimal transport (OT) maps from the input measures, which we call Meta OT. This helps repeatedly solve similar OT problems between different measures by leveraging the knowledge and information present from past problems to rapidly predict and solve new problems. Otherwise, standard methods ignore the knowledge of the past solutions and suboptimally re-solve each problem from scratch. We instantiate Meta OT models in discrete and continuous settings between grayscale images, spherical data, classification labels, and color palettes and use them to improve the computational time of standard OT solvers. Our source code is available at http: //github. com/facebookresearch/meta-ot

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AAAI Conference 2023 Conference Paper

Unbalanced CO-optimal Transport

Quang Huy Tran
Hicham Janati
Nicolas Courty
Rémi Flamary
Ievgen Redko
Pinar Demetci
Ritambhara Singh

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this approach leads to better alignments and generalizes both OT and Gromov-Wasserstein distances, we provide a theoretical result showing that it is sensitive to outliers that are omnipresent in real-world data. This prompts us to propose unbalanced COOT for which we provably show its robustness to noise in the compared datasets. To the best of our knowledge, this is the first such result for OT methods in incomparable spaces. With this result in hand, we provide empirical evidence of this robustness for the challenging tasks of heterogeneous domain adaptation with and without varying proportions of classes and simultaneous alignment of samples and features across two single-cell measurements.

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JMLR Journal 2021 Journal Article

POT: Python Optimal Transport

Rémi Flamary
Nicolas Courty
Alexandre Gramfort
Mokhtar Z. Alaya
Aurélie Boisbunon
Stanislas Chambon
Laetitia Chapel
Adrien Corenflos

Optimal transport has recently been reintroduced to the machine learning community thanks in part to novel efficient optimization procedures allowing for medium to large scale applications. We propose a Python toolbox that implements several key optimal transport ideas for the machine learning community. The toolbox contains implementations of a number of founding works of OT for machine learning such as Sinkhorn algorithm and Wasserstein barycenters, but also provides generic solvers that can be used for conducting novel fundamental research. This toolbox, named POT for Python Optimal Transport, is open source with an MIT license. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2021. ( edit, beta )

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ICML Conference 2020 Conference Paper

A Swiss Army Knife for Minimax Optimal Transport

Sofien Dhouib
Ievgen Redko
Tanguy Kerdoncuff
Rémi Emonet
Marc Sebban

The Optimal transport (OT) problem and its associated Wasserstein distance have recently become a topic of great interest in the machine learning community. However, the underlying optimization problem is known to have two major restrictions: (i) it largely depends on the choice of the cost function and (ii) its sample complexity scales exponentially with the dimension. In this paper, we propose a general formulation of a minimax OT problem that can tackle these restrictions by jointly optimizing the cost matrix and the transport plan, allowing us to define a robust distance between distributions. We propose to use a cutting-set method to solve this general problem and show its links and advantages compared to other existing minimax OT approaches. Additionally, we use this method to define a notion of stability allowing us to select the most robust cost matrix. Finally, we provide an experimental study highlighting the efficiency of our approach.

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NeurIPS Conference 2020 Conference Paper

CO-Optimal Transport

Vayer Titouan
Ievgen Redko
Rémi Flamary
Nicolas Courty

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the samples of the two distributions, which makes it impractical when they are supported on different spaces. To circumvent this limitation, we propose a novel OT problem, named COOT for CO-Optimal Transport, that simultaneously optimizes two transport maps between both samples and features, contrary to other approaches that either discard the individual features by focusing on pairwise distances between samples or need to model explicitly the relations between them. We provide a thorough theoretical analysis of our problem, establish its rich connections with other OT-based distances and demonstrate its versatility with two machine learning applications in heterogeneous domain adaptation and co-clustering/data summarization, where COOT leads to performance improvements over the state-of-the-art methods.

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ICML Conference 2020 Conference Paper

Margin-aware Adversarial Domain Adaptation with Optimal Transport

Sofien Dhouib
Ievgen Redko
Carole Lartizien

In this paper, we propose a new theoretical analysis of unsupervised domain adaptation that relates notions of large margin separation, adversarial learning and optimal transport. This analysis generalizes previous work on the subject by providing a bound on the target margin violation rate, thus reflecting a better control of the quality of separation between classes in the target domain than bounding the misclassification rate. The bound also highlights the benefit of a large margin separation on the source domain for adaptation and introduces an optimal transport (OT) based distance between domains that has the virtue of being task-dependent, contrary to other approaches. From the obtained theoretical results, we derive a novel algorithmic solution for domain adaptation that introduces a novel shallow OT-based adversarial approach and outperforms other OT-based DA baselines on several simulated and real-world classification tasks.

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AAAI Conference 2019 Conference Paper

On Fair Cost Sharing Games in Machine Learning

Ievgen Redko
Charlotte Laclau

Machine learning and game theory are known to exhibit a very strong link as they mutually provide each other with solutions and models allowing to study and analyze the optimal behaviour of a set of agents. In this paper, we take a closer look at a special class of games, known as fair cost sharing games, from a machine learning perspective. We show that this particular kind of games, where agents can choose between selfish behaviour and cooperation with shared costs, has a natural link to several machine learning scenarios including collaborative learning with homogeneous and heterogeneous sources of data. We further demonstrate how the game-theoretical results bounding the ratio between the best Nash equilibrium (or its approximate counterpart) and the optimal solution of a given game can be used to provide the upper bound of the gain achievable by the collaborative learning expressed as the expected risk and the sample complexity for homogeneous and heterogeneous cases, respectively. We believe that the established link can spur many possible future implications for other learning scenarios as well, with privacy-aware learning being among the most noticeable examples.

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NeurIPS Conference 2018 Conference Paper

Revisiting $(\epsilon, \gamma, \tau)$-similarity learning for domain adaptation

Sofiane Dhouib
Ievgen Redko

Similarity learning is an active research area in machine learning that tackles the problem of finding a similarity function tailored to an observable data sample in order to achieve efficient classification. This learning scenario has been generally formalized by the means of a $(\epsilon, \gamma, \tau)-$good similarity learning framework in the context of supervised classification and has been shown to have strong theoretical guarantees. In this paper, we propose to extend the theoretical analysis of similarity learning to the domain adaptation setting, a particular situation occurring when the similarity is learned and then deployed on samples following different probability distributions. We give a new definition of an $(\epsilon, \gamma)-$good similarity for domain adaptation and prove several results quantifying the performance of a similarity function on a target domain after it has been trained on a source domain. We particularly show that if the source distribution dominates the target one, then principally new domain adaptation learning bounds can be proved.

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ICML Conference 2017 Conference Paper

Co-clustering through Optimal Transport

Charlotte Laclau
Ievgen Redko
Basarab Matei
Younès Bennani
Vincent Brault

In this paper, we present a novel method for co-clustering, an unsupervised learning approach that aims at discovering homogeneous groups of data instances and features by grouping them simultaneously. The proposed method uses the entropy regularized optimal transport between empirical measures defined on data instances and features in order to obtain an estimated joint probability density function represented by the optimal coupling matrix. This matrix is further factorized to obtain the induced row and columns partitions using multiscale representations approach. To justify our method theoretically, we show how the solution of the regularized optimal transport can be seen from the variational inference perspective thus motivating its use for co-clustering. The algorithm derived for the proposed method and its kernelized version based on the notion of Gromov-Wasserstein distance are fast, accurate and can determine automatically the number of both row and column clusters. These features are vividly demonstrated through extensive experimental evaluations.

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