Gradient Descent
Review for NeurIPS paper: Federated Accelerated Stochastic Gradient Descent
Summary and Contributions: The paper proposes a new version of Local-SGD/Federated Averaging algorithm -- Federated Accelerated SGD (FedAc). In particular, the algorithm solves a smooth convex expectation minimization problem in a distributed/federated fashion: M workers in parallel can access the stochastic gradients of the objective function and periodically communicate with a parameter-server. FedAc is a combination of AC-SA method from (Ghadimi and Lan, 2012) and Federated Averaging. Authors propose a first analysis of this method for generally strongly convex functions (in the convex case this method was analyzed in (Woodworth et al., 2020), but only for quadratic objectives) under the assumption that the variance of the stochastic gradients is uniformly bounded. The derived bounds outperform the state-of-the-art result for federated methods in this setting, and these rates are close to the accelerated ones. Moreover, authors show how their bounds improve under the additional assumption that the Hessian is Lipschitz continuous, and the 4-th central moment of the stochastic gradient is bounded and also extended known results for Local-SGD (FedAvg) to this case.
Reviews: Limitations of the empirical Fisher approximation for natural gradient descent
Originality: the paper lacks a sound and novel contribution. Theoretically, there is only one minor result as stated above. Technically, there is not a systematical experimental study on real deep networks. The main contribution is on discussing two different formulations of the Fisher matrix. The main trick on making these two formulations different (despite that the authors took a sophisticated approach going though GGN) is that the so called empirical Fisher relies on y_n (target of neural network output), and if one consider y_n to be randomly distributed with fixed variance based on the neural network output, the two formulations are equivalent, otherwise there is a scale parameter in eq.(3) which is shrinking making the two formulations different because of the shrinking and damping.
Reviews: Limitations of the empirical Fisher approximation for natural gradient descent
All reviewers were positive about the paper. The paper corrects several common incorrect assertions and misleading derivations in the natural gradient algorithms literature. The exposition is remarkably clear, with a potential to serve as a reference paper on the topic. The paper is clearly of broad interest to the machine learning community. We recommend to take the reviewers' comments and suggestions into account while preparing the camera ready final version of the paper.
Review for NeurIPS paper: Stochastic Optimization for Performative Prediction
Additional Feedback: This paper presents that different time intervals at which they deploy models trained with stochastic gradient descent in performative prediction leads to qualitatively different algorithms. Moreover, a series of experimental results confirm the result of theoretical analysis of greedy and lazy deploy. Although the paper is theoretically sound, there are still some questions need to be discussed in this paper: 1. This paper uses stochastic gradient methods to solve performative prediction, which is similar to the previous work [R1]. In addition, the proof in this paper seems an extension of the prior work [R1] on performative prediction. The authors should give the key contribution of this paper and discuss the difference between them.
Review for NeurIPS paper: A Non-Asymptotic Analysis for Stein Variational Gradient Descent
Additional Feedback: Post rebuttal: Thank you for you response. I keep my score as it is (which is accept) -- but like R2, I really would like to see the finite-N results in the extra page that would be provided if this paper is accepted. The analysis looks sound and nicely done. Some elaboration on what satisfies this inequality is provided before Sec. Therefore, these results are still not precisely about the SVGD, but on its infinite-particle limit.
Review for NeurIPS paper: Stability of Stochastic Gradient Descent on Nonsmooth Convex Losses
Weaknesses: - Below eq (3), for the upper bound of \delta_t the right-hand side should be 2\sum_s\eta_sa_s instead of 2\sum_s\eta_sa_s\delta_s . It would be interesting to add some discussions or comparison with these references mentioned below: 1. "Fine-Grained Analysis of Stability and Generalization for Stochastic Gradient Descent". In this paper, their work relaxes the smoothness to \alpha -Holder continuity of (sub)gradients, which include the non-smooth loss functions in this paper as \alpha 0 . Their stability analysis also improves the optimal generalization bounds O(1/\sqrt{n}) for multi-pass SGD with T O(n 2) . It seems to me that the main technical novelty appeared in the proof of Lemma 3 which studied \delta_t 2 (as opposed to the study of \delta_t in Hardt et al's paper) using the approximate contraction for the gradient mapping for the non-smooth loss which has already explored in the above paper. Similar ideas have already explored in the above reference in a more general setting.
Review for NeurIPS paper: Stability of Stochastic Gradient Descent on Nonsmooth Convex Losses
This paper got high scores: 9,7,6,8, all with high confidence. The major concerns are from Reviewer #3, who asked about the relationship with "Fine-Grained Analysis of Stability and Generalization for Stochastic Gradient Descent" ([*]) and whether the technique of using Poisson sampling in [1] can be used in the current work which uses uniform sampling. While the authors clarified in the rebuttal that their work is stronger than [*] and some of the results in [*] may not be generalized to the case in the current paper, and the technique in [1] can be applied straightforwardly, Reviewer #3 further refuted on the first claim and doubted on the second claim during discussion. The AC confirmed that this paper is concurrent with [*] and deemed that Reviewer #3 may have missed the sketched proof in the "Privacy Analysis" section of the rebuttal. During further discussion, Reviewer #3 acknowledged that the sketched proof made sense and supported acceptance.
Fast and Provable Tensor-Train Format Tensor Completion via Precondtioned Riemannian Gradient Descent
Bian, Fengmiao, Cai, Jian-Feng, Zhang, Xiaoqun, Zhang, Yuanwei
Low-rank tensor completion aims to recover a tensor from partially observed entries, and it is widely applicable in fields such as quantum computing and image processing. Due to the significant advantages of the tensor train (TT) format in handling structured high-order tensors, this paper investigates the low-rank tensor completion problem based on the TT-format. We proposed a preconditioned Riemannian gradient descent algorithm (PRGD) to solve low TT-rank tensor completion and establish its linear convergence. Experimental results on both simulated and real datasets demonstrate the effectiveness of the PRGD algorithm. On the simulated dataset, the PRGD algorithm reduced the computation time by two orders of magnitude compared to existing classical algorithms. In practical applications such as hyperspectral image completion and quantum state tomography, the PRGD algorithm significantly reduced the number of iterations, thereby substantially reducing the computational time.