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An Online Method for AClass of Distributionally Robust Optimization with Non-Convex Objectives

Neural Information Processing Systems

In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural networks. In the literature, most methods for solving DRO are based on stochastic primal-dual methods. However, primal-dual methods for DRO suffer from several drawbacks: (1) manipulating a high-dimensional dual variable corresponding to the size of data is time expensive; (2) they are not friendly to online learning where data is coming sequentially. To address these issues, we consider a class of DRO with an KL divergence regularization on the dual variables, transform the minmax problem into a compositional minimization problem, and propose practical duality-free online stochastic methods without requiring a large mini-batch size. We establish the state-of-the-art complexities of the proposed methods with and without a Polyak-Łojasiewicz (PL) condition of the objective. Empirical studies on large-scale deep learning tasks (i) demonstrate that our method can speed up the training by more than 2 times than baseline methods and save days of training time on a large-scale dataset with 265K images, and (ii) verify the supreme performance of DRO over Empirical Risk Minimization (ERM) on imbalanced datasets. Of independent interest, the proposed method can be also used for solving a family of stochastic compositional problems with state-of-the-art complexities.


240225294cdd2c9b692c2519d3278a08-Supplemental-Conference.pdf

Neural Information Processing Systems

By minimising off-target activation, Bayesian target optimisation could enable (e.g.)421 more precise synaptic connectivity mapping, improving our understanding of neural circuitry. This422 advancement has potential implications for understanding brain disorders like epilepsy, where423 abnormal synaptic connections are central to seizure generation and propagation. Deepening our424 understanding of these diseases can lead to enhanced targeted interventions and more effective425 therapeutic strategies, benefiting individuals with neurological disorders.426 First, we develop431 the approach for single optogenetic targets, as this is most closely related to existing GP-based432 receptive field inference techniques. We use a GP-Bernoulli approach to model the response ynt of436 neuron n on trial t to a single-target stimulus xt,437 ynt Bernoulli( (gn(xt))), (9) where the stimulus xt =( c1t,c2t,It) 2 R3 represents the two-dimensional coordinates and laser438 power of the t-th hologram.



Sparsity-Preserving Differentially Private Training of Large Embedding Models

Neural Information Processing Systems

As the use of large embedding models in recommendation systems and language applications increases, concerns over user data privacy have also risen. DP-SGD, a training algorithm that combines differential privacy with stochastic gradient descent, has been the workhorse in protecting user privacy without compromising model accuracy by much. However, applying DP-SGDnaively to embedding models can destroy gradient sparsity, leading to reduced training efficiency. To address this issue, we present two new algorithms, DP-FEST and DP-AdaFEST, that preserve gradient sparsity during private training of large embedding models. Our algorithms achieve substantial reductions (106) in gradient size, while maintaining comparable levels of accuracy, on benchmark real-world datasets.



The Many Faces of Adversarial Risk

Neural Information Processing Systems

Adversarial risk quantifies the performance of classifiers on adversarially perturbed data. Numerous definitions of adversarial risk--not all mathematically rigorous and differing subtly in the details--have appeared in the literature. In this paper, we revisit these definitions, make them rigorous, and critically examine their similarities and differences. Our technical tools derive from optimal transport, robust statistics, functional analysis, and game theory. Our contributions include the following: generalizing Strassen's theorem to the unbalanced optimal transport setting with applications to adversarial classification with unequal priors; showing an equivalence between adversarial robustness and robust hypothesis testing with -Wasserstein uncertainty sets; proving the existence of a pure Nash equilibrium in the two-player game between the adversary and the algorithm; and characterizing adversarial risk by the minimum Bayes error between a pair of distributions belonging to the -Wasserstein uncertainty sets. Our results generalize and deepen recently discovered connections between optimal transport and adversarial robustness and reveal new connections to Choquet capacities and game theory.


The Many Faces of Adversarial Risk

Neural Information Processing Systems

Adversarial risk quantifies the performance of classifiers on adversarially perturbed data. Numerous definitions of adversarial risk--not all mathematically rigorous and differing subtly in the details--have appeared in the literature. In this paper, we revisit these definitions, make them rigorous, and critically examine their similarities and differences. Our technical tools derive from optimal transport, robust statistics, functional analysis, and game theory. Our contributions include the following: generalizing Strassen's theorem to the unbalanced optimal transport setting with applications to adversarial classification with unequal priors; showing an equivalence between adversarial robustness and robust hypothesis testing with -Wasserstein uncertainty sets; proving the existence of a pure Nash equilibrium in the two-player game between the adversary and the algorithm; and characterizing adversarial risk by the minimum Bayes error between a pair of distributions belonging to the -Wasserstein uncertainty sets. Our results generalize and deepen recently discovered connections between optimal transport and adversarial robustness and reveal new connections to Choquet capacities and game theory.


Fast Projection onto the Capped Simplex with Applications to Sparse Regression in Bioinformatics

Neural Information Processing Systems

We consider the problem of projecting a vector onto the so-called k-capped simplex, which is a hyper-cube cut by a hyperplane. For an n-dimensional input vector with bounded elements, we found that a simple algorithm based on Newton's method is able to solve the projection problem to high precision with a complexity roughly about O(n), which has a much lower computational cost compared with the existing sorting-based methods proposed in the literature. We provide a theory for partial explanation and justification of the method. We demonstrate that the proposed algorithm can produce a solution of the projection problem with high precision on large scale datasets, and the algorithm is able to significantly outperform the state-of-the-art methods in terms of runtime (about 6-8 times faster than a commercial software with respect to CPU time for input vector with 1 million variables or more). We further illustrate the effectiveness of the proposed algorithm on solving sparse regression in a bioinformatics problem. Empirical results on the GWAS dataset (with 1,500,000 single-nucleotide polymorphisms) show that, when using the proposed method to accelerate the Projected Quasi-Newton (PQN) method, the accelerated PQN algorithm is able to handle huge-scale regression problem and it is more efficient (about 3-6 times faster) than the current state-of-the-art methods.


Into the Single Cell Multiverse: an End-to-End Dataset for Procedural Knowledge Extraction in Biomedical Texts

Neural Information Processing Systems

Here we describe the additional details of FlaMBé's curation including structured guidelines for each annotation task, corpus curation, and file assembly. All manual curation in FlaMBé was conducted by three annotators who have doctorate level expertise in computational biology. For named entity tagging annotations a set of structured guidelines were followed to ensure consistency. The guidelines given to reviewers are in the annotator guidelines section below. B.1 Tissue and cell type entities Generally, all terms, related synonyms, and text entities that can be mapped to an entry from the tissue, organ, body part, fluid, and cell type branches of the NCI thesaurus were labeled. Instead of a rigid vocabulary fixed on exact matches of NCIThesaurus (NCIT) terms and synonyms, annotators were encouraged to tag any word with the same meaning as an ontology term. For example, "Pancreatic ductal adenocarcinoma" describes cancer of the pancreas, which can be related back to the NCI Thesaurus, and thus was tagged as a "TISSUE". An initial set of rules was provided to each annotator. When one annotator encountered a corner case (e.g., "is neuron a tissue or cell type?") all annotators discussed, reached a consensus, then added the corner case to the set of annotation rules.