Gradient Descent
D2NO: Efficient Handling of Heterogeneous Input Function Spaces with Distributed Deep Neural Operators
Zhang, Zecheng, Moya, Christian, Lu, Lu, Lin, Guang, Schaeffer, Hayden
Neural operators have been applied in various scientific fields, such as solving parametric partial differential equations, dynamical systems with control, and inverse problems. However, challenges arise when dealing with input functions that exhibit heterogeneous properties, requiring multiple sensors to handle functions with minimal regularity. To address this issue, discretization-invariant neural operators have been used, allowing the sampling of diverse input functions with different sensor locations. However, existing frameworks still require an equal number of sensors for all functions. In our study, we propose a novel distributed approach to further relax the discretization requirements and solve the heterogeneous dataset challenges. Our method involves partitioning the input function space and processing individual input functions using independent and separate neural networks. A centralized neural network is used to handle shared information across all output functions. This distributed methodology reduces the number of gradient descent back-propagation steps, improving efficiency while maintaining accuracy. We demonstrate that the corresponding neural network is a universal approximator of continuous nonlinear operators and present four numerical examples to validate its performance.
Differentiable Learning of Generalized Structured Matrices for Efficient Deep Neural Networks
This paper investigates efficient deep neural networks (DNNs) to replace dense unstructured weight matrices with structured ones that possess desired properties. The challenge arises because the optimal weight matrix structure in popular neural network models is obscure in most cases and may vary from layer to layer even in the same network. Prior structured matrices proposed for efficient DNNs were mostly hand-crafted without a generalized framework to systematically learn them. To address this issue, we propose a generalized and differentiable framework to learn efficient structures of weight matrices by gradient descent. We first define a new class of structured matrices that covers a wide range of structured matrices in the literature by adjusting the structural parameters. Then, the frequency-domain differentiable parameterization scheme based on the Gaussian-Dirichlet kernel is adopted to learn the structural parameters by proximal gradient descent. Finally, we introduce an effective initialization method for the proposed scheme. Our method learns efficient DNNs with structured matrices, achieving lower complexity and/or higher performance than prior approaches that employ low-rank, block-sparse, or block-low-rank matrices.
Robust Distributed Learning: Tight Error Bounds and Breakdown Point under Data Heterogeneity
Allouah, Youssef, Guerraoui, Rachid, Gupta, Nirupam, Pinot, Rafaël, Rizk, Geovani
The theory underlying robust distributed learning algorithms, designed to resist adversarial machines, matches empirical observations when data is homogeneous. Under data heterogeneity however, which is the norm in practical scenarios, established lower bounds on the learning error are essentially vacuous and greatly mismatch empirical observations. This is because the heterogeneity model considered is too restrictive and does not cover basic learning tasks such as least-squares regression. We consider in this paper a more realistic heterogeneity model, namely (G,B)-gradient dissimilarity, and show that it covers a larger class of learning problems than existing theory. Notably, we show that the breakdown point under heterogeneity is lower than the classical fraction 1/2. We also prove a new lower bound on the learning error of any distributed learning algorithm. We derive a matching upper bound for a robust variant of distributed gradient descent, and empirically show that our analysis reduces the gap between theory and practice.
Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
Chak, Martin, Monmarché, Pierre
Contraction in Wasserstein 1-distance with explicit rates is established for generalized Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions. The algorithms considered include splitting schemes of kinetic Langevin diffusion. As consequence, quantitative Gaussian concentration bounds are provided for empirical averages. Convergence in Wasserstein 2-distance, total variation and relative entropy are also given, together with numerical bias estimates.
Uniform-in-Time Wasserstein Stability Bounds for (Noisy) Stochastic Gradient Descent
Zhu, Lingjiong, Gurbuzbalaban, Mert, Raj, Anant, Simsekli, Umut
Algorithmic stability is an important notion that has proven powerful for deriving generalization bounds for practical algorithms. The last decade has witnessed an increasing number of stability bounds for different algorithms applied on different classes of loss functions. While these bounds have illuminated various properties of optimization algorithms, the analysis of each case typically required a different proof technique with significantly different mathematical tools. In this study, we make a novel connection between learning theory and applied probability and introduce a unified guideline for proving Wasserstein stability bounds for stochastic optimization algorithms. We illustrate our approach on stochastic gradient descent (SGD) and we obtain time-uniform stability bounds (i.e., the bound does not increase with the number of iterations) for strongly convex losses and non-convex losses with additive noise, where we recover similar results to the prior art or extend them to more general cases by using a single proof technique. Our approach is flexible and can be generalizable to other popular optimizers, as it mainly requires developing Lyapunov functions, which are often readily available in the literature. It also illustrates that ergodicity is an important component for obtaining time-uniform bounds -- which might not be achieved for convex or non-convex losses unless additional noise is injected to the iterates. Finally, we slightly stretch our analysis technique and prove time-uniform bounds for SGD under convex and non-convex losses (without additional additive noise), which, to our knowledge, is novel.
Contextual Stochastic Bilevel Optimization
Hu, Yifan, Wang, Jie, Xie, Yao, Krause, Andreas, Kuhn, Daniel
We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision variable. This framework extends classical stochastic bilevel optimization when the lower-level decision maker responds optimally not only to the decision of the upper-level decision maker but also to some side information and when there are multiple or even infinite many followers. It captures important applications such as meta-learning, personalized federated learning, end-to-end learning, and Wasserstein distributionally robust optimization with side information (WDRO-SI). Due to the presence of contextual information, existing single-loop methods for classical stochastic bilevel optimization are unable to converge. To overcome this challenge, we introduce an efficient double-loop gradient method based on the Multilevel Monte-Carlo (MLMC) technique and establish its sample and computational complexities. When specialized to stochastic nonconvex optimization, our method matches existing lower bounds. For meta-learning, the complexity of our method does not depend on the number of tasks. Numerical experiments further validate our theoretical results.
A general learning scheme for classical and quantum Ising machines
Schmid, Ludwig, Zardini, Enrico, Pastorello, Davide
An Ising machine is any hardware specifically designed for finding the ground state of the Ising model. Relevant examples are coherent Ising machines and quantum annealers. In this paper, we propose a new machine learning model that is based on the Ising structure and can be efficiently trained using gradient descent. We provide a mathematical characterization of the training process, which is based upon optimizing a loss function whose partial derivatives are not explicitly calculated but estimated by the Ising machine itself. Moreover, we present some experimental results on the training and execution of the proposed learning model. These results point out new possibilities offered by Ising machines for different learning tasks. In particular, in the quantum realm, the quantum resources are used for both the execution and the training of the model, providing a promising perspective in quantum machine learning.
Representation Learning via Consistent Assignment of Views over Random Partitions
Silva, Thalles, Rivera, Adín Ramírez
CARP learns prototypes in an end-to-end online fashion using gradient descent without additional non-differentiable modules to solve the cluster assignment problem. CARP optimizes a new pretext task based on random partitions of prototypes that regularizes the model and enforces consistency between views' assignments. Additionally, our method improves training stability and prevents collapsed solutions in joint-embedding training. Through an extensive evaluation, we demonstrate that CARP's representations are suitable for learning downstream tasks. We evaluate CARP's representations capabilities in 17 datasets across many standard protocols, including linear evaluation, few-shot classification, k-NN, k-means, image retrieval, and copy detection. We compare CARP performance to 11 existing self-supervised methods. We extensively ablate our method and demonstrate that our proposed random partition pretext task improves the quality of the learned representations by devising multiple random classification tasks. In transfer learning tasks, CARP achieves the best performance on average against many SSL methods trained for a longer time.
A Unified Framework for Discovering Discrete Symmetries
Karjol, Pavan, Kashyap, Rohan, Gopalan, Aditya, P, Prathosh A.
We consider the problem of learning a function respecting a symmetry from among a class of symmetries. We develop a unified framework that enables symmetry discovery across a broad range of subgroups including locally symmetric, dihedral and cyclic subgroups. At the core of the framework is a novel architecture composed of linear, matrix-valued and non-linear functions that expresses functions invariant to these subgroups in a principled manner. The structure of the architecture enables us to leverage multi-armed bandit algorithms and gradient descent to efficiently optimize over the linear and the non-linear functions, respectively, and to infer the symmetry that is ultimately learnt. We also discuss the necessity of the matrix-valued functions in the architecture. Experiments on image-digit sum and polynomial regression tasks demonstrate the effectiveness of our approach.
Approximate Heavy Tails in Offline (Multi-Pass) Stochastic Gradient Descent
Pavasovic, Krunoslav Lehman, Durmus, Alain, Simsekli, Umut
A recent line of empirical studies has demonstrated that SGD might exhibit a heavy-tailed behavior in practical settings, and the heaviness of the tails might correlate with the overall performance. In this paper, we investigate the emergence of such heavy tails. Previous works on this problem only considered, up to our knowledge, online (also called single-pass) SGD, in which the emergence of heavy tails in theoretical findings is contingent upon access to an infinite amount of data. Hence, the underlying mechanism generating the reported heavy-tailed behavior in practical settings, where the amount of training data is finite, is still not well-understood. Our contribution aims to fill this gap. In particular, we show that the stationary distribution of offline (also called multi-pass) SGD exhibits 'approximate' power-law tails and the approximation error is controlled by how fast the empirical distribution of the training data converges to the true underlying data distribution in the Wasserstein metric. Our main takeaway is that, as the number of data points increases, offline SGD will behave increasingly 'power-law-like'. To achieve this result, we first prove nonasymptotic Wasserstein convergence bounds for offline SGD to online SGD as the number of data points increases, which can be interesting on their own. Finally, we illustrate our theory on various experiments conducted on synthetic data and neural networks.