## Oral Session 5: Optimization and Vision Applications

Moderator: Alekh Agarwal

Fri 10 Dec 4 p.m. PST — 5 p.m. PST

Abstract:

Chat is not available.

Fri 10 Dec. 16:00 - 16:15 PST

(Oral)
##### MERLOT: Multimodal Neural Script Knowledge Models

Rowan Zellers · Ximing Lu · Jack Hessel · Youngjae Yu · Jae Sung Park · Jize Cao · Ali Farhadi · Yejin Choi

As humans, we understand events in the visual world contextually, performing multimodal reasoning across time to make inferences about the past, present, and future. We introduce MERLOT, a model that learns multimodal script knowledge by watching millions of YouTube videos with transcribed speech -- in an entirely label-free, self-supervised manner. By pretraining with a mix of both frame-level (spatial) and video-level (temporal) objectives, our model not only learns to match images to temporally corresponding words, but also to contextualize what is happening globally over time. As a result, MERLOT exhibits strong out-of-the-box representations of temporal commonsense, and achieves state-of-the-art performance on 12 different video QA datasets when finetuned. It also transfers well to the world of static images, allowing models to reason about the dynamic context behind visual scenes. On Visual Commonsense Reasoning, MERLOT~answers questions correctly with 80.6\% accuracy, outperforming state-of-the-art models of similar size by over 3\%, even those that make heavy use of auxiliary supervised data (like object bounding boxes).Ablation analyses demonstrate the complementary importance of: 1) training on videos versus static images; 2) scaling the magnitude and diversity of the pretraining video corpus; and 3) using diverse objectives that encourage full-stack multimodal reasoning, from the recognition to cognition level.

Fri 10 Dec. 16:15 - 16:20 PST

(Q&A)
##### Q&A

Fri 10 Dec. 16:20 - 16:35 PST

(Oral)
##### High-probability Bounds for Non-Convex Stochastic Optimization with Heavy Tails

Ashok Cutkosky · Harsh Mehta

We consider non-convex stochastic optimization using first-order algorithms for which the gradient estimates may have heavy tails. We show that a combination of gradient clipping, momentum, and normalized gradient descent yields convergence to critical points in high-probability with best-known rates for smooth losses when the gradients only have bounded $\mathfrak{p}$th moments for some $\mathfrak{p}\in(1,2]$. We then consider the case of second-order smooth losses, which to our knowledge have not been studied in this setting, and again obtain high-probability bounds for any $\mathfrak{p}$. Moreover, our results hold for arbitrary smooth norms, in contrast to the typical SGD analysis which requires a Hilbert space norm. Further, we show that after a suitable "burn-in" period, the objective value will monotonically decrease for every iteration until a critical point is identified, which provides intuition behind the popular practice of learning rate "warm-up'' and also yields a last-iterate guarantee.

Fri 10 Dec. 16:35 - 16:40 PST

(Q&A)
##### Q&A

Fri 10 Dec. 16:40 - 16:55 PST

(Oral)
##### Adaptive Conformal Inference Under Distribution Shift

Isaac Gibbs · Emmanuel Candes

We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general wrapper that can be combined with any black box method that produces point predictions of the unseen label or estimated quantiles of its distribution. While previous conformal inference methods rely on the assumption that the data are exchangeable, our adaptive approach provably achieves the desired coverage frequency over long-time intervals irrespective of the true data generating process. We accomplish this by modelling the distribution shift as a learning problem in a single parameter whose optimal value is varying over time and must be continuously re-estimated. We test our method, adaptive conformal inference, on two real world datasets and find that its predictions are robust to visible and significant distribution shifts.

Fri 10 Dec. 16:55 - 17:00 PST

(Q&A)