Gradient Descent
Improved Overparametrization Bounds for Global Convergence of Stochastic Gradient Descent for Shallow Neural Networks
Polaczyk, Bartłomiej, Cyranka, Jacek
We study the overparametrization bounds required for the global convergence of stochastic gradient descent algorithm for a class of one hidden layer feed-forward neural networks, considering most of the activation functions used in practice, including ReLU. We improve the existing state-of-the-art results in terms of the required hidden layer width. We introduce a new proof technique combining nonlinear analysis with properties of random initializations of the network. First, we establish the global convergence of continuous solutions of the differential inclusion being a nonsmooth analogue of the gradient flow for the MSE loss. Second, we provide a technical result (working also for general approximators) relating solutions of the aforementioned differential inclusion to the (discrete) stochastic gradient descent sequences, hence establishing linear convergence towards zero loss for the stochastic gradient descent iterations.
Parameter Inference of Time Series by Delay Embeddings and Learning Differentiable Operators
Lin, Alex Tong, Wong, Adrian S., Martin, Robert, Osher, Stanley J., Eckhardt, Daniel
We provide a method to identify system parameters of dynamical systems, called ID-ODE -- Inference by Differentiation and Observing Delay Embeddings. In this setting, we are given a dataset of trajectories from a dynamical system with system parameter labels. Our goal is to identify system parameters of new trajectories. The given trajectories may or may not encompass the full state of the system, and we may only observe a one-dimensional time series. In the latter case, we reconstruct the full state by using delay embeddings, and under sufficient conditions, Taken's Embedding Theorem assures us the reconstruction is diffeomorphic to the original. This allows our method to work on time series. Our method works by first learning the velocity operator (as given or reconstructed) with a neural network having both state and system parameters as variable inputs. Then on new trajectories we backpropagate prediction errors to the system parameter inputs giving us a gradient. We then use gradient descent to infer the correct system parameter. We demonstrate the efficacy of our approach on many numerical examples: the Lorenz system, Lorenz96, Lotka-Volterra Predator-Prey, and the Compound Double Pendulum. We also apply our algorithm on a real-world dataset: propulsion of the Hall-effect Thruster (HET).
Custom models with TensorFlow (Part-1)->Multi-output model
Using the below source code we will specify the optimizer as stochastic gradient descent and will mention the learning rate as 0.001. After that, we will compile the model with loss functions for both outputs. Note: We can mention different loss functions for different outputs. In the same way, we can also mention different metrics for different outputs. Using the below syntax we will train the model for 500 epochs.
MORA: Improving Ensemble Robustness Evaluation with Model-Reweighing Attack
Yu, Yunrui, Gao, Xitong, Xu, Cheng-Zhong
Adversarial attacks can deceive neural networks by adding tiny perturbations to their input data. Ensemble defenses, which are trained to minimize attack transferability among sub-models, offer a promising research direction to improve robustness against such attacks while maintaining a high accuracy on natural inputs. We discover, however, that recent state-of-the-art (SOTA) adversarial attack strategies cannot reliably evaluate ensemble defenses, sizeably overestimating their robustness. This paper identifies the two factors that contribute to this behavior. First, these defenses form ensembles that are notably difficult for existing gradient-based method to attack, due to gradient obfuscation. Second, ensemble defenses diversify sub-model gradients, presenting a challenge to defeat all sub-models simultaneously, simply summing their contributions may counteract the overall attack objective; yet, we observe that ensemble may still be fooled despite most sub-models being correct. We therefore introduce MORA, a model-reweighing attack to steer adversarial example synthesis by reweighing the importance of sub-model gradients. MORA finds that recent ensemble defenses all exhibit varying degrees of overestimated robustness. Comparing it against recent SOTA white-box attacks, it can converge orders of magnitude faster while achieving higher attack success rates across all ensemble models examined with three different ensemble modes (i.e., ensembling by either softmax, voting or logits). In particular, most ensemble defenses exhibit near or exactly 0% robustness against MORA with $\ell^\infty$ perturbation within 0.02 on CIFAR-10, and 0.01 on CIFAR-100. We make MORA open source with reproducible results and pre-trained models; and provide a leaderboard of ensemble defenses under various attack strategies.
Graph neural network initialisation of quantum approximate optimisation
Jain, Nishant, Coyle, Brian, Kashefi, Elham, Kumar, Niraj
Approximate combinatorial optimisation has emerged as one of the most promising application areas for quantum computers, particularly those in the near term. In this work, we focus on the quantum approximate optimisation algorithm (QAOA) for solving the MaxCut problem. Specifically, we address two problems in the QAOA, how to initialise the algorithm, and how to subsequently train the parameters to find an optimal solution. For the former, we propose graph neural networks (GNNs) as a warm-starting technique for QAOA. We demonstrate that merging GNNs with QAOA can outperform both approaches individually. Furthermore, we demonstrate how graph neural networks enables warm-start generalisation across not only graph instances, but also to increasing graph sizes, a feature not straightforwardly available to other warm-starting methods. For training the QAOA, we test several optimisers for the MaxCut problem up to 16 qubits and benchmark against vanilla gradient descent. These include quantum aware/agnostic and machine learning based/neural optimisers. Examples of the latter include reinforcement and meta-learning. With the incorporation of these initialisation and optimisation toolkits, we demonstrate how the optimisation problems can be solved using QAOA in an end-to-end differentiable pipeline.
An Experimental Comparison Between Temporal Difference and Residual Gradient with Neural Network Approximation
Yin, Shuyu, Luo, Tao, Liu, Peilin, Xu, Zhi-Qin John
Gradient descent or its variants are popular in training neural networks. However, in deep Q-learning with neural network approximation, a type of reinforcement learning, gradient descent (also known as Residual Gradient (RG)) is barely used to solve Bellman residual minimization problem. On the contrary, Temporal Difference (TD), an incomplete gradient descent method prevails. In this work, we perform extensive experiments to show that TD outperforms RG, that is, when the training leads to a small Bellman residual error, the solution found by TD has a better policy and is more robust against the perturbation of neural network parameters. We further use experiments to reveal a key difference between reinforcement learning and supervised learning, that is, a small Bellman residual error can correspond to a bad policy in reinforcement learning while the test loss function in supervised learning is a standard index to indicate the performance. We also empirically examine that the missing term in TD is a key reason why RG performs badly. Our work shows that the performance of a deep Q-learning solution is closely related to the training dynamics and how an incomplete gradient descent method can find a good policy is interesting for future study.
Application of Explainable Machine Learning in Detecting and Classifying Ransomware Families Based on API Call Analysis
Mowri, Rawshan Ara, Siddula, Madhuri, Roy, Kaushik
Ransomware has appeared as one of the major global threats in recent days. The alarming increasing rate of ransomware attacks and new ransomware variants intrigue the researchers to constantly examine the distinguishing traits of ransomware and refine their detection strategies. Application Programming Interface (API) is a way for one program to collaborate with another; API calls are the medium by which they communicate. Ransomware uses this strategy to interact with the OS and makes a significantly higher number of calls in different sequences to ask for taking action. This research work utilizes the frequencies of different API calls to detect and classify ransomware families. First, a Web-Crawler is developed to automate collecting the Windows Portable Executable (PE) files of 15 different ransomware families. By extracting different frequencies of 68 API calls, we develop our dataset in the first phase of the two-phase feature engineering process. After selecting the most significant features in the second phase of the feature engineering process, we deploy six Supervised Machine Learning models: Na"ive Bayes, Logistic Regression, Random Forest, Stochastic Gradient Descent, K-Nearest Neighbor, and Support Vector Machine. Then, the performances of all the classifiers are compared to select the best model. The results reveal that Logistic Regression can efficiently classify ransomware into their corresponding families securing 99.15% overall accuracy. Finally, instead of relying on the 'Black box' characteristic of the Machine Learning models, we present the post-hoc analysis of our best-performing model using 'SHapley Additive exPlanations' or SHAP values to ascertain the transparency and trustworthiness of the model's prediction.
Stochastic Saddle Point Problems with Decision-Dependent Distributions
Wood, Killian, Dall'Anese, Emiliano
This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to decision variables--a phenomenon represented by a distributional map. A common approach to accommodating distributional shift is to retrain optimal decisions once a new distribution is revealed, or repeated retraining. We introduce the notion of equilibrium points, which are the fixed points of this repeated retraining procedure, and provide sufficient conditions for their existence and uniqueness. To find equilibrium points, we develop deterministic and stochastic primal-dual algorithms and demonstrate their convergence with constant step-size in the former and polynomial decay step-size schedule in the latter. By modeling errors emerging from a stochastic gradient estimator as sub-Weibull random variables, we provide error bounds in expectation and in high probability that hold for each iteration. Without additional knowledge of the distributional map, computing saddle points is intractable. Thus we propose a condition on the distributional map--which we call opposing mixture dominance--that ensures that the objective is strongly-convex-strongly-concave. Finally, we demonstrate that derivative-free algorithms with a single function evaluation are capable of approximating saddle points
Screening for Sparse Online Learning
Sparsity promoting regularizers are widely used to impose low-complexity structure (e.g. l1-norm for sparsity) to the regression coefficients of supervised learning. In the realm of deterministic optimization, the sequence generated by iterative algorithms (such as proximal gradient descent) exhibit "finite activity identification", namely, they can identify the low-complexity structure in a finite number of iterations. However, most online algorithms (such as proximal stochastic gradient descent) do not have the property owing to the vanishing step-size and non-vanishing variance. In this paper, by combining with a screening rule, we show how to eliminate useless features of the iterates generated by online algorithms, and thereby enforce finite activity identification. One consequence is that when combined with any convergent online algorithm, sparsity properties imposed by the regularizer can be exploited for computational gains. Numerically, significant acceleration can be obtained.
Sketched Gaussian Model Linear Discriminant Analysis via the Randomized Kaczmarz Method
Chi, Jocelyn T., Needell, Deanna
We harness a least squares formulation and mobilize the stochastic gradient descent framework. Therefore, we obtain a randomized classifier with performance that is very comparable to that of full data LDA while requiring access to only one row of the training data at a time. We present convergence guarantees for the sketched predictions on new data within a fixed number of iterations. These guarantees account for both the Gaussian modeling assumptions on the data and algorithmic randomness from the sketching procedure. Finally, we demonstrate performance with varying step-sizes and numbers of iterations. Our numerical experiments demonstrate that sketched LDA can offer a very viable alternative to full data LDA when the data may be too large for full data analysis.