Gradient Descent
Convergent Block Coordinate Descent for Training Tikhonov Regularized Deep Neural Networks
By lifting the ReLU function into a higher dimensional space, we develop a smooth multi-convex formulation for training feed-forward deep neural networks (DNNs). This allows us to develop a block coordinate descent (BCD) training algorithm consisting of a sequence of numerically well-behaved convex optimizations. Using ideas from proximal point methods in convex analysis, we prove that this BCD algorithm will converge globally to a stationary point with R-linear convergence rate of order one. In experiments with the MNIST database, DNNs trained with this BCD algorithm consistently yielded better test-set error rates than identical DNN architectures trained via all the stochastic gradient descent (SGD) variants in the Caffe toolbox.
Straggler Mitigation in Distributed Optimization Through Data Encoding
Can Karakus, Yifan Sun, Suhas Diggavi, Wotao Yin
Slow running or straggler tasks can significantly reduce computation speed in distributed computation. Recently, coding-theory-inspired approaches have been applied to mitigate the effect of straggling, through embedding redundancy in certain linear computational steps of the optimization algorithm, thus completing the computation without waiting for the stragglers. In this paper, we propose an alternate approach where we embed the redundancy directly in the data itself, and allow the computation to proceed completely oblivious to encoding. We propose several encoding schemes, and demonstrate that popular batch algorithms, such as gradient descent and L-BFGS, applied in a coding-oblivious manner, deterministically achieve sample path linear convergence to an approximate solution of the original problem, using an arbitrarily varying subset of the nodes at each iteration. Moreover, this approximation can be controlled by the amount of redundancy and the number of nodes used in each iteration. We provide experimental results demonstrating the advantage of the approach over uncoded and data replication strategies.
VAE Learning via Stein Variational Gradient Descent
Yuchen Pu, Zhe Gan, Ricardo Henao, Chunyuan Li, Shaobo Han, Lawrence Carin
A new method for learning variational autoencoders (VAEs) is developed, based on Stein variational gradient descent. A key advantage of this approach is that one need not make parametric assumptions about the form of the encoder distribution. Performance is further enhanced by integrating the proposed encoder with importance sampling. Excellent performance is demonstrated across multiple unsupervised and semi-supervised problems, including semi-supervised analysis of the ImageNet data, demonstrating the scalability of the model to large datasets.
On Structured Prediction Theory with Calibrated Convex Surrogate Losses
Anton Osokin, Francis Bach, Simon Lacoste-Julien
We provide novel theoretical insights on structured prediction in the context of efficient convex surrogate loss minimization with consistency guarantees. For any task loss, we construct a convex surrogate that can be optimized via stochastic gradient descent and we prove tight bounds on the so-called "calibration function" relating the excess surrogate risk to the actual risk. In contrast to prior related work, we carefully monitor the effect of the exponential number of classes in the learning guarantees as well as on the optimization complexity. As an interesting consequence, we formalize the intuition that some task losses make learning harder than others, and that the classical 0-1 loss is ill-suited for structured prediction.
Deep Mean-Shift Priors for Image Restoration
Siavash Arjomand Bigdeli, Matthias Zwicker, Paolo Favaro, Meiguang Jin
In this paper we introduce a natural image prior that directly represents a Gaussiansmoothed version of the natural image distribution. We include our prior in a formulation of image restoration as a Bayes estimator that also allows us to solve noise-blind image restoration problems. We show that the gradient of our prior corresponds to the mean-shift vector on the natural image distribution. In addition, we learn the mean-shift vector field using denoising autoencoders, and use it in a gradient descent approach to perform Bayes risk minimization. We demonstrate competitive results for noise-blind deblurring, super-resolution, and demosaicing.
Active Bias: Training More Accurate Neural Networks by Emphasizing High Variance Samples
Haw-Shiuan Chang, Erik Learned-Miller, Andrew McCallum
Self-paced learning and hard example mining re-weight training instances to improve learning accuracy. This paper presents two improved alternatives based on lightweight estimates of sample uncertainty in stochastic gradient descent (SGD): the variance in predicted probability of the correct class across iterations of minibatch SGD, and the proximity of the correct class probability to the decision threshold. Extensive experimental results on six datasets show that our methods reliably improve accuracy in various network architectures, including additional gains on top of other popular training techniques, such as residual learning, momentum, ADAM, batch normalization, dropout, and distillation.
Towards Layer-Wise Personalized Federated Learning: Adaptive Layer Disentanglement via Conflicting Gradients
Nguyen, Minh Duong, Le, Khanh, Do, Khoi, Tran, Nguyen H., Nguyen, Duc, Trinh, Chien, Yang, Zhaohui
Hanoi, Vietnam Nguyen H. Tran Khoi Do In personalized Federated Learning (pFL), high data heterogeneity can cause significant gradient divergence across devices, adversely affecting the learning process. This divergence, especially when gradients from different users form an obtuse angle during aggregation, can negate progress, leading to severe weight and gradient update degradation. To address this issue, we introduce a new approach to pFL design, namely Federated Learning with Layer-wise Aggregation via Gradient Analysis (FedLAG), utilizing the concept of gradient conflict at the layer level. Specifically, when layer-wise gradients of different clients form acute angles, those gradients align in the same direction, enabling updates across different clients toward identifying client-invariant features. Conversely, when layer-wise gradient pairs make create obtuse angles, the layers tend to focus on client-specific tasks. In hindsights, FedLAG assigns layers for personalization based on the extent of layer-wise gradient conflicts. Specifically, layers with gradient conflicts are excluded from the global aggregation process. The theoretical evaluation demonstrates that when integrated into other pFL baselines, FedLAG enhances pFL performance by a certain margin. Therefore, our proposed method achieves superior convergence behavior compared with other baselines. Extensive experiments show that our FedLAG outperforms several state-of-the-art methods and can be easily incorporated with many existing methods to further enhance performance. The challenge of non-independent and non-identically distributed (non-IID) data significantly impacts personalized Federated Learning (pFL).
Deep Dynamic Poisson Factorization Model
A new model, named as deep dynamic poisson factorization model, is proposed in this paper for analyzing sequential count vectors. The model based on the Poisson Factor Analysis method captures dependence among time steps by neural networks, representing the implicit distributions. Local complicated relationship is obtained from local implicit distribution, and deep latent structure is exploited to get the long-time dependence. Variational inference on latent variables and gradient descent based on the loss functions derived from variational distribution is performed in our inference. Synthetic datasets and real-world datasets are applied to the proposed model and our results show good predicting and fitting performance with interpretable latent structure.
Stein Variational Gradient Descent as Gradient Flow
Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on a gradient-based update that guarantees to optimally decrease the KL divergence within a function space. This paper develops the first theoretical analysis on SVGD. We establish that the empirical measures of the SVGD samples weakly converge to the target distribution, and show that the asymptotic behavior of SVGD is characterized by a nonlinear Fokker-Planck equation known as Vlasov equation in physics. We develop a geometric perspective that views SVGD as a gradient flow of the KL divergence functional under a new metric structure on the space of distributions induced by Stein operator.