Performance Analysis
Appendix
We provide concrete rules below for the two competition tracks that comprise DATACOMP: filtering and BYOD . Additionally, we provide a checklist, which encourages participants to specify design decisions, which allows for more granular comparison between submissions. A.1 Filtering track rules Participants can enter submissions for one or many different scales: small, medium, large or xlarge, which represent the raw number of image-text pairs in CommonPool that should be filtered. After choosing a scale, participants generate a list of uids, where each uid refers to a COMMONPOOL sample. The list of uids is used to recover image-text pairs from the pool, which is used for downstream CLIP training.
Can we globally optimize cross validation loss in ridge regression
Models like LASSO and ridge regression are extensively used in practice due to their interpretability, ease of use, and strong theoretical guarantees. Crossvalidation (CV) is widely used for hyperparameter tuning in these models, but do practical optimization methods minimize the true out-of-sample loss? A recent line of research promises to show that the optimum of the CV loss matches the optimum of the out-of-sample loss (possibly after simple corrections). It remains to show how tractable it is to minimize the CV loss. In the present paper, we show that, in the case of ridge regression, the CV loss may fail to be quasiconvex and thus may have multiple local optima. We can guarantee that the CV loss is quasiconvex in at least one case: when the spectrum of the covariate matrix is nearly flat and the noise in the observed responses is not too high. More generally, we show that quasiconvexity status is independent of many properties of the observed data (response norm, covariate-matrix right singular vectors, and singular-value scaling) and has a complex dependence on the few that remain. We empirically confirm our theory using simulated experiments.
Cycle Self-Training for Domain Adaptation
Mainstream approaches for unsupervised domain adaptation (UDA) learn domaininvariant representations to narrow the domain shift, which are empirically effective but theoretically challenged by the hardness or impossibility theorems. Recently, self-training has been gaining momentum in UDA, which exploits unlabeled target data by training with target pseudo-labels. However, as corroborated in this work, under distributional shift, the pseudo-labels can be unreliable in terms of their large discrepancy from target ground truth. In this paper, we propose Cycle Self-Training (CST), a principled self-training algorithm that explicitly enforces pseudo-labels to generalize across domains.
6739d8df16b5bce3587ca5f18662a6aa-Supplemental-Conference.pdf
Here we provide proofs of the statements made in the main text as well as further figures of numerical experiments and a more detailed discussion of heteroskedasticity effects regarding causal discovery. Let (Xi,Yi)i=1,...,n be an independent sample with Pearson correlation coefficient ฯ, and we assume the linear model Yi = Xiฮฒ +h(Zi)ฯตi, where Zi and ฯตi are independent and standard normal, and his the noise scaling function. Z. Testing whether the Pearson correlation between X and Y is zero is equivalent to testing whether the slope parameter ฮฒ is equal to zero. Therefore, this is a homoskedastic problem. A.1.2 Discussion of Effect 2: We start by discussing the homoskedastic case to see where non-constant variance of noise leads to problems within the t-test.
Supplementary material to Generalization Error Rates in Kernel Ridge Regression The Crossover from the Noiseless to Noisy Regime of the decays
A.1 Equations for Gaussian design In this Appendix we discuss the derivation of eqs. Exact asymptotic formulas for the excess prediction error of least-squares and ridge regression are a classic result in high-dimensional statistics, and have been derived in many different works [23, 32, 52, 53]. In this manuscript, we follow the presentation given in [25], which is particularly adapted to our derivation and has the advantage to hold rigorously at large but finite number of samples nand features p. We start by reviewing the formulas in [25]. Note that the risk considered in eq.
Fast Projection onto the Capped Simplex with Applications to Sparse Regression in Bioinformatics
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.
Practical Near Neighbor Search via Group Testing: Supplementary Materials
In this section, we provide proofs for all of the theorems introduced in the main text. We begin with a simple extension of the results of [3] for the Bloom filter false positive and negative rates. Then, we prove our main claim, which is that the query time of our data structure is sublinear, given some relatively weak assumptions on the stability of the query. Theorem 1. Assuming the existence of an LSH family with collision probability s(x,y) = sim(x,y), the distance-sensitive Bloom filter solves the approximate membership query problem with p 1 exp 2m t/m+ SLH We begin with a brief explanation of the results from [3]. Recall that a distance-sensitive Bloom filter is a collection of mbit arrays. Array iis indexed using an independent LSH function li(x). To insert a point xinto the ith array, we set the bit at location li(x) to '1.' To query the filter, we calculate the mhash values of the query and return "true" when at least tof the corresponding bits are '1.' To bound p (the true positive rate) and q (the false positive rate), we bound the probability that a single array returns "true."