Genre
On the Computational Efficiency of Training Neural Networks
Livni, Roi, Shalev-Shwartz, Shai, Shamir, Ohad
It is well-known that neural networks are computationally hard to train. On the other hand, in practice, modern day neural networks are trained efficiently using SGD and a variety of tricks that include different activation functions (e.g. ReLU), over-specification (i.e., train networks which are larger than needed), and regularization. In this paper we revisit the computational complexity of training neural networks from a modern perspective. We provide both positive and negative results, some of them yield new provably efficient and practical algorithms for training certain types of neural networks.
Fundamental Limits of Online and Distributed Algorithms for Statistical Learning and Estimation
Information constraints play a key role in machine learning. Of course, the main constraint is the availability of only a finite data set, from which the learner is expected to generalize. However, many problems currently researched in machine learning can be characterized as learning with additional information constraints, arising from the manner in which the learner may interact with the data. Some examples include: - Communication constraints in distributed learning: There has been much work in recent years on learning when the training data is distributed among several machines (with [14, 2, 28, 47, 25, 31, 9, 17, 38] being just a few examples). Since the machines may work in parallel, this potentially allows significant computational speedups and the ability to cope with large datasets. On the flip side, communication rates between machines is typically much slower than their processing speeds, and a major challenge is to perform these learning tasks with minimal communication.
The Falling Factorial Basis and Its Statistical Applications
Wang, Yu-Xiang, Smola, Alex, Tibshirani, Ryan J.
We study a novel spline-like basis, which we name the "falling factorial basis", bearing many similarities to the classic truncated power basis. The advantage of the falling factorial basis is that it enables rapid, linear-time computations in basis matrix multiplication and basis matrix inversion. The falling factorial functions are not actually splines, but are close enough to splines that they provably retain some of the favorable properties of the latter functions. We examine their application in two problems: trend filtering over arbitrary input points, and a higher-order variant of the two-sample Kolmogorov-Smirnov test.
A General Statistic Framework for Genome-based Disease Risk Prediction
Ma, L., Lin, N., Amos, C. I., Xiong, M. M.
Advances of modern sensing and sequencing technologies generate a deluge of high dimensional space-temporal physiological and next-generation sequencing (NGS) data. Physiological traits are observed either as continuous random functions, or on a dense grid and referred to as function-valued traits. Both physiological and NGS data are highly correlated data with their inherent order, spacing, and functional nature which are ignored by traditional summary-based univariate and multivariate regression methods designed for quantitative genetic analysis of scalar trait and common variants. To capture morphological and dynamic features of the data and utilize their dependent structure, we propose a functional linear model (FLM) in which a trait curve is modeled as a response function, the genetic variation in a genomic region or gene is modeled as a functional predictor, and the genetic effects are modeled as a function of both time and genomic position (FLMF) for genetic analysis of function-valued trait with both GWAS and NGS data. By extensive simulations, we demonstrate that the FLMF has the correct type 1 error rates and much higher power to detect association than the existing methods. The FLMF is applied to sleep data from Starr County health studies where oxygen saturation were measured in 22,670 seconds on average for 833 individuals. We found 65 genes that were significantly associated with oxygen saturation functional trait with P-values ranging from 2.40E-06 to 2.53E-21. The results clearly demonstrate that the FLMF substantially outperforms the traditional genetic models with scalar trait.
Topology Adaptive Graph Estimation in High Dimensions
Lederer, Johannes, Müller, Christian
We introduce Graphical TREX (GTREX), a novel method for graph estimation in high-dimensional Gaussian graphical models. By conducting neighborhood selection with TREX, GTREX avoids tuning parameters and is adaptive to the graph topology. We compare GTREX with standard methods on a new simulation set-up that is designed to assess accurately the strengths and shortcomings of different methods. These simulations show that a neighborhood selection scheme based on Lasso and an optimal (in practice unknown) tuning parameter outperforms other standard methods over a large spectrum of scenarios. Moreover, we show that GTREX can rival this scheme and, therefore, can provide competitive graph estimation without the need for tuning parameter calibration.
A Greedy Homotopy Method for Regression with Nonconvex Constraints
Wauthier, Fabian L., Donnelly, Peter
Constrained least squares regression is an essential tool for high-dimensional data analysis. Given a partition $\mathcal{G}$ of input variables, this paper considers a particular class of nonconvex constraint functions that encourage the linear model to select a small number of variables from a small number of groups in $\mathcal{G}$. Such constraints are relevant in many practical applications, such as Genome-Wide Association Studies (GWAS). Motivated by the efficiency of the Lasso homotopy method, we present RepLasso, a greedy homotopy algorithm that tries to solve the induced sequence of nonconvex problems by solving a sequence of suitably adapted convex surrogate problems. We prove that in some situations RepLasso recovers the global minima of the nonconvex problem. Moreover, even if it does not recover global minima, we prove that in relevant cases it will still do no worse than the Lasso in terms of support and signed support recovery, while in practice outperforming it. We show empirically that the strategy can also be used to improve over other Lasso-style algorithms. Finally, a GWAS of ankylosing spondylitis highlights our method's practical utility.
Predicting Parameters in Deep Learning
Denil, Misha, Shakibi, Babak, Dinh, Laurent, Ranzato, Marc'Aurelio, de Freitas, Nando
We demonstrate that there is significant redundancy in the parameterization of several deep learning models. Given only a few weight values for each feature it is possible to accurately predict the remaining values. Moreover, we show that not only can the parameter values be predicted, but many of them need not be learned at all. We train several different architectures by learning only a small number of weights and predicting the rest. In the best case we are able to predict more than 95% of the weights of a network without any drop in accuracy.
Fast Function to Function Regression
Oliva, Junier, Neiswanger, Willie, Poczos, Barnabas, Xing, Eric, Schneider, Jeff
We analyze the problem of regression when both input covariates and output responses are functions from a nonparametric function class. Function to function regression (FFR) covers a large range of interesting applications including time-series prediction problems, and also more general tasks like studying a mapping between two separate types of distributions. However, previous nonparametric estimators for FFR type problems scale badly computationally with the number of input/output pairs in a data-set. Given the complexity of a mapping between general functions it may be necessary to consider large data-sets in order to achieve a low estimation risk. To address this issue, we develop a novel scalable nonparametric estimator, the Triple-Basis Estimator (3BE), which is capable of operating over datasets with many instances. To the best of our knowledge, the 3BE is the first nonparametric FFR estimator that can scale to massive datasets. We analyze the 3BE's risk and derive an upperbound rate. Furthermore, we show an improvement of several orders of magnitude in terms of prediction speed and a reduction in error over previous estimators in various real-world data-sets.
Ordered {AND, OR}-Decomposition and Binary-Decision Diagram
In the context of knowledge compilation (KC), we study the effect of augmenting Ordered Binary Decision Diagrams (OBDD) with two kinds of decomposition nodes, i.e., AND-vertices and OR-vertices which denote conjunctive and disjunctive decomposition of propositional knowledge bases, respectively. The resulting knowledge compilation language is called Ordered {AND, OR}-decomposition and binary-Decision Diagram (OAODD). Roughly speaking, several previous languages can be seen as special types of OAODD, including OBDD, AND/OR Binary Decision Diagram (AOBDD), OBDD with implied Literals (OBDD-L), Multi-Level Decomposition Diagrams (MLDD). On the one hand, we propose some families of algorithms which can convert some fragments of OAODD into others; on the other hand, we present a rich set of polynomial-time algorithms that perform logical operations. According to these algorithms, as well as theoretical analysis, we characterize the space efficiency and tractability of OAODD and its some fragments with respect to the evaluating criteria in the KC map. Finally, we present a compilation algorithm which can convert formulas in negative normal form into OAODD.
Learning-Assisted Automated Reasoning with Flyspeck
Kaliszyk, Cezary, Urban, Josef
The considerable mathematical knowledge encoded by the Flyspeck project is combined with external automated theorem provers (ATPs) and machine-learning premise selection methods trained on the proofs, producing an AI system capable of answering a wide range of mathematical queries automatically. The performance of this architecture is evaluated in a bootstrapping scenario emulating the development of Flyspeck from axioms to the last theorem, each time using only the previous theorems and proofs. It is shown that 39% of the 14185 theorems could be proved in a push-button mode (without any high-level advice and user interaction) in 30 seconds of real time on a fourteen-CPU workstation. The necessary work involves: (i) an implementation of sound translations of the HOL Light logic to ATP formalisms: untyped first-order, polymorphic typed first-order, and typed higher-order, (ii) export of the dependency information from HOL Light and ATP proofs for the machine learners, and (iii) choice of suitable representations and methods for learning from previous proofs, and their integration as advisors with HOL Light. This work is described and discussed here, and an initial analysis of the body of proofs that were found fully automatically is provided.