Vision Transformers (ViTs) are becoming more popular and dominating technique for various vision tasks, compare to Convolutional Neural Networks (CNNs). As a demanding technique in computer vision, ViTs have been successfully solved various vision problems while focusing on long-range relationships. In this paper, we begin by introducing the fundamental concepts and background of the self-attention mechanism. Next, we provide a comprehensive overview of recent top-performing ViT methods describing in terms of strength and weakness, computational cost as well as training and testing dataset. We thoroughly compare the performance of various ViT algorithms and most representative CNN methods on popular benchmark datasets. Finally, we explore some limitations with insightful observations and provide further research direction. The project page along with the collections of papers are available at https://github.com/khawar512/ViT-Survey

The densest subgraph of a large graph usually refers to some subgraph with the highest average degree, which has been extended to the family of $p$-means dense subgraph objectives by~\citet{veldt2021generalized}. The $p$-mean densest subgraph problem seeks a subgraph with the highest average $p$-th-power degree, whereas the standard densest subgraph problem seeks a subgraph with a simple highest average degree. It was shown that the standard peeling algorithm can perform arbitrarily poorly on generalized objective when $p>1$ but uncertain when $0

We introduce a novel strategy to train randomised predictors in federated learning, where each node of the network aims at preserving its privacy by releasing a local predictor but keeping secret its training dataset with respect to the other nodes. We then build a global randomised predictor which inherits the properties of the local private predictors in the sense of a PAC-Bayesian generalisation bound. We consider the synchronous case where all nodes share the same training objective (derived from a generalisation bound), and the asynchronous case where each node may have its own personalised training objective. We show through a series of numerical experiments that our approach achieves a comparable predictive performance to that of the batch approach where all datasets are shared across nodes. Moreover the predictors are supported by numerically nonvacuous generalisation bounds while preserving privacy for each node. We explicitly compute the increment on predictive performance and generalisation bounds between batch and federated settings, highlighting the price to pay to preserve privacy.

We establish precise structural and risk equivalences between subsampling and ridge regularization for ensemble ridge estimators. Specifically, we prove that linear and quadratic functionals of subsample ridge estimators, when fitted with different ridge regularization levels $\lambda$ and subsample aspect ratios $\psi$, are asymptotically equivalent along specific paths in the $(\lambda,\psi)$-plane (where $\psi$ is the ratio of the feature dimension to the subsample size). Our results only require bounded moment assumptions on feature and response distributions and allow for arbitrary joint distributions. Furthermore, we provide a data-dependent method to determine the equivalent paths of $(\lambda,\psi)$. An indirect implication of our equivalences is that optimally tuned ridge regression exhibits a monotonic prediction risk in the data aspect ratio. This resolves a recent open problem raised by Nakkiran et al. for general data distributions under proportional asymptotics, assuming a mild regularity condition that maintains regression hardness through linearized signal-to-noise ratios.

Data-driven approximations of ordinary differential equations offer a promising alternative to classical methods of discovering a dynamical system model, particularly in complex systems lacking explicit first principles. This paper focuses on a complex system whose dynamics is described with a system of such equations, coupled through a complex network. Numerous real-world systems, including financial, social, and neural systems, belong to this class of dynamical models. We propose essential elements for approximating these dynamical systems using neural networks, including necessary biases and an appropriate neural architecture. Emphasizing the differences from static supervised learning, we advocate for evaluating generalization beyond classical assumptions of statistical learning theory. To estimate confidence in prediction during inference time, we introduce a dedicated null model. By studying various complex network dynamics, we demonstrate that the neural approximations of dynamics generalize across complex network structures, sizes, and statistical properties of inputs. Our comprehensive framework enables accurate and reliable deep learning approximations of high-dimensional, nonlinear dynamical systems.

A hypergraph as a generalization of graphs records higher-order interactions among nodes, yields a more flexible network model, and allows non-linear features for a group of nodes. In this article, we propose a hypergraph echo state network (HypergraphESN) as a generalization of graph echo state network (GraphESN) designed for efficient processing of hypergraph-structured data, derive convergence conditions for the algorithm, and discuss its versatility in comparison to GraphESN. The numerical experiments on the binary classification tasks demonstrate that HypergraphESN exhibits comparable or superior accuracy performance to GraphESN for hypergraph-structured data, and accuracy increases if more higher-order interactions in a network are identified.

Machine learning models are increasingly used in fields that require high reliability such as cybersecurity. However, these models remain vulnerable to various attacks, among which the adversarial label-flipping attack poses significant threats. In label-flipping attacks, the adversary maliciously flips a portion of training labels to compromise the machine learning model. This paper raises significant concerns as these attacks can camouflage a highly skewed dataset as an easily solvable classification problem, often misleading machine learning practitioners into lower defenses and miscalculations of potential risks. This concern amplifies in tabular data settings, where identifying true labels requires expertise, allowing malicious label-flipping attacks to easily slip under the radar. To demonstrate this risk is inherited in the adversary's objective, we propose FALFA (Fast Adversarial Label-Flipping Attack), a novel efficient attack for crafting adversarial labels. FALFA is based on transforming the adversary's objective and employs linear programming to reduce computational complexity. Using ten real-world tabular datasets, we demonstrate FALFA's superior attack potential, highlighting the need for robust defenses against such threats.

Maintaining a consistent persona is a key quality for any open domain dialogue system. Current state-of-the-art systems do this by training agents with supervised learning or online reinforcement learning (RL). However, systems trained with supervised learning often lack consistency as they are never punished for uttering contradictions. Additional training with RL can alleviate some of these issues, however the training process is expensive. Instead, we propose an offline RL framework to improve the persona consistency of dialogue systems. Our framework allows us to combine the advantages of previous methods as we can inexpensively train our model on existing data as in supervised learning, while punishing and rewarding specific utterances as in RL. We also introduce a simple importance sampling method to reduce the variance of importance weights in offline RL training which we call Variance-Reducing MLE-Initialized (VaRMI) importance sampling. Our automatic and human evaluations show that our framework improves both the persona consistency and dialogue quality of a state-of-the-art social chatbot.

Dataset distillation methods have achieved remarkable success in distilling a large dataset into a small set of representative samples. However, they are not designed to produce a distilled dataset that can be effectively used for facilitating self-supervised pre-training. To this end, we propose a novel problem of distilling an unlabeled dataset into a set of small synthetic samples for efficient self-supervised learning (SSL). We first prove that a gradient of synthetic samples with respect to a SSL objective in naive bilevel optimization is \textit{biased} due to the randomness originating from data augmentations or masking. To address this issue, we propose to minimize the mean squared error (MSE) between a model's representations of the synthetic examples and their corresponding learnable target feature representations for the inner objective, which does not introduce any randomness. Our primary motivation is that the model obtained by the proposed inner optimization can mimic the \textit{self-supervised target model}. To achieve this, we also introduce the MSE between representations of the inner model and the self-supervised target model on the original full dataset for outer optimization. Lastly, assuming that a feature extractor is fixed, we only optimize a linear head on top of the feature extractor, which allows us to reduce the computational cost and obtain a closed-form solution of the head with kernel ridge regression. We empirically validate the effectiveness of our method on various applications involving transfer learning.

The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of non-negative zero-inflated continuous edge weights. To model the international trading network, where edge weights represent trading values between countries, we propose an innovative SBM based on a restricted Tweedie distribution. Additionally, we incorporate nodal information, such as the geographical distance between countries, and account for its dynamic effect on edge weights. Notably, we show that given a sufficiently large number of nodes, estimating this covariate effect becomes independent of community labels of each node when computing the maximum likelihood estimator of parameters in our model. This result enables the development of an efficient two-step algorithm that separates the estimation of covariate effects from other parameters. We demonstrate the effectiveness of our proposed method through extensive simulation studies and an application to real-world international trading data.