We analyze the convergence rates of stochastic gradient algorithms for smooth finite-sum minimax optimization and show that, for many such algorithms, sampling the data points without replacement leads to faster convergence compared to sampling with replacement. For the smooth and strongly convex-strongly concave setting, we consider gradient descent ascent and the proximal point method, and present a unified analysis of two popular without-replacement sampling strategies, namely Random Reshuffling (RR), which shuffles the data every epoch, and Single Shuffling or Shuffle Once (SO), which shuffles only at the beginning. We obtain tight convergence rates for RR and SO and demonstrate that these strategies lead to faster convergence than uniform sampling. Moving beyond convexity, we obtain similar results for smooth nonconvex-nonconcave objectives satisfying a two-sided Polyak-{\L}ojasiewicz inequality. Finally, we demonstrate that our techniques are general enough to analyze the effect of data-ordering attacks, where an adversary manipulates the order in which data points are supplied to the optimizer. Our analysis also recovers tight rates for the incremental gradient method, where the data points are not shuffled at all.

Gradient Descent is a popular optimization technique where the general idea is to tweak(adjusting till we get optimal result) parameters iteratively in order to minimize the cost function. It measures the local gradient of the error function with respect to the parameter vector θ, and it goes in the direction of the descending gradient. Once the gradient is zero, you have reached a minimum. Gradient Descent is useful when you have a very large dataset. So the process is, you will start by filling θ with random values, this is called random initialization, and then you improve it gradually, taking one tiny step at a time, at each step you are attempting to decrease the cost function until the algorithm converges to a minimum.

Adaptive methods are a crucial component widely used for training generative adversarial networks (GANs). While there has been some work to pinpoint the "marginal value of adaptive methods" in standard tasks, it remains unclear why they are still critical for GAN training. In this paper, we formally study how adaptive methods help train GANs; inspired by the grafting method proposed in arXiv:2002.11803 [cs.LG], we separate the magnitude and direction components of the Adam updates, and graft them to the direction and magnitude of SGDA updates respectively. By considering an update rule with the magnitude of the Adam update and the normalized direction of SGD, we empirically show that the adaptive magnitude of Adam is key for GAN training. This motivates us to have a closer look at the class of normalized stochastic gradient descent ascent (nSGDA) methods in the context of GAN training. We propose a synthetic theoretical framework to compare the performance of nSGDA and SGDA for GAN training with neural networks. We prove that in that setting, GANs trained with nSGDA recover all the modes of the true distribution, whereas the same networks trained with SGDA (and any learning rate configuration) suffer from mode collapse. The critical insight in our analysis is that normalizing the gradients forces the discriminator and generator to be updated at the same pace. We also experimentally show that for several datasets, Adam's performance can be recovered with nSGDA methods.

An optimizer is a function or an algorithm that modifies the attributes of the neural network, such as weights and learning rate, it also reduces the loss (loss can be calculated between the predicted value and actual value) and improves the accuracy. It takes an entire dataset for each iteration which consumes more time and there might be a chance of skipping the optimal value. SGD updates the weights after seeing each data point instead of the dataset. Momentum: it helps to move faster towards the loss function. Adding a fraction of the previous update to the current update will make the process a bit faster.

Training large neural networks with meaningful/usable differential privacy security guarantees is a demanding challenge. In this paper, we tackle this problem by revisiting the two key operations in Differentially Private Stochastic Gradient Descent (DP-SGD): 1) iterative perturbation and 2) gradient clipping. We propose a generic optimization framework, called {\em ModelMix}, which performs random aggregation of intermediate model states. It strengthens the composite privacy analysis utilizing the entropy of the training trajectory and improves the $(\epsilon, \delta)$ DP security parameters by an order of magnitude. We provide rigorous analyses for both the utility guarantees and privacy amplification of ModelMix. In particular, we present a formal study on the effect of gradient clipping in DP-SGD, which provides theoretical instruction on how hyper-parameters should be selected. We also introduce a refined gradient clipping method, which can further sharpen the privacy loss in private learning when combined with ModelMix. Thorough experiments with significant privacy/utility improvement are presented to support our theory. We train a Resnet-20 network on CIFAR10 with $70.4\%$ accuracy via ModelMix given $(\epsilon=8, \delta=10^{-5})$ DP-budget, compared to the same performance but with $(\epsilon=145.8,\delta=10^{-5})$ using regular DP-SGD; assisted with additional public low-dimensional gradient embedding, one can further improve the accuracy to $79.1\%$ with $(\epsilon=6.1, \delta=10^{-5})$ DP-budget, compared to the same performance but with $(\epsilon=111.2, \delta=10^{-5})$ without ModelMix.

Quantizing a Deep Neural Network (DNN) model to be used on a custom accelerator with efficient fixed-point hardware implementations, requires satisfying many stringent hardware-friendly quantization constraints to train the model. We evaluate the two main classes of hardware-friendly quantization methods in the context of weight quantization: the traditional Mean Squared Quantization Error (MSQE)-based methods and the more recent gradient-based methods. We study the two methods on MobileNetV1 and MobileNetV2 using multiple empirical metrics to identify the sources of performance differences between the two classes, namely, sensitivity to outliers and convergence instability of the quantizer scaling factor. Using those insights, we propose various techniques to improve the performance of both quantization methods - they fix the optimization instability issues present in the MSQE-based methods during quantization of MobileNet models and allow us to improve validation performance of the gradient-based methods by 4.0% and 3.3% for MobileNetV1 and MobileNetV2 on ImageNet respectively.

Next, we are going to cover several stages in one step, all are related to each other and it will make more sense. Previously we have seen the methods for signaling the beginning of a run and of an epoch. In every epoch, we have to iterate over the entire dataset, for various reasons related to both computational and convergence optimizations we do so in batches (mini-batch stochastic gradient descent). As such we have to log some information related to this step to our RunManager, which will help us to compute the overall loss and the accuracy for the entire epoch. Once the epoch finishes we have to compute the aforementioned metrics, save them to the local collection and log them to Tensorboard.

The success of neural networks over the past decade has established them as effective models for many relevant data generating processes. Statistical theory on neural networks indicates graceful scaling of sample complexity. For example, Joen & Van Roy (arXiv:2203.00246) demonstrate that, when data is generated by a ReLU teacher network with $W$ parameters, an optimal learner needs only $\tilde{O}(W/\epsilon)$ samples to attain expected error $\epsilon$. However, existing computational theory suggests that, even for single-hidden-layer teacher networks, to attain small error for all such teacher networks, the computation required to achieve this sample complexity is intractable. In this work, we fit single-hidden-layer neural networks to data generated by single-hidden-layer ReLU teacher networks with parameters drawn from a natural distribution. We demonstrate that stochastic gradient descent (SGD) with automated width selection attains small expected error with a number of samples and total number of queries both nearly linear in the input dimension and width. This suggests that SGD nearly achieves the information-theoretic sample complexity bounds of Joen & Van Roy (arXiv:2203.00246) in a computationally efficient manner. An important difference between our positive empirical results and the negative theoretical results is that the latter address worst-case error of deterministic algorithms, while our analysis centers on expected error of a stochastic algorithm.

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions and large datasets. We address the bottleneck problem arising when using both shared and distributed memory. Typically, the former is bounded by limited computation resources and bandwidth whereas the latter suffers from communication overheads. We propose a unified distributed and parallel implementation of SGD (named DPSGD) that relies on both asynchronous distribution and lock-free parallelism. By combining two strategies into a unified framework, DPSGD is able to strike a better trade-off between local computation and communication. The convergence properties of DPSGD are studied for non-convex problems such as those arising in statistical modelling and machine learning. Our theoretical analysis shows that DPSGD leads to speed-up with respect to the number of cores and number of workers while guaranteeing an asymptotic convergence rate of $O(1/\sqrt{T})$ given that the number of cores is bounded by $T^{1/4}$ and the number of workers is bounded by $T^{1/2}$ where $T$ is the number of iterations. The potential gains that can be achieved by DPSGD are demonstrated empirically on a stochastic variational inference problem (Latent Dirichlet Allocation) and on a deep reinforcement learning (DRL) problem (advantage actor critic - A2C) resulting in two algorithms: DPSVI and HSA2C. Empirical results validate our theoretical findings. Comparative studies are conducted to show the performance of the proposed DPSGD against the state-of-the-art DRL algorithms.

The rapid expansion of data worldwide invites the need for more distributed solutions in order to apply machine learning on a much wider scale. The resultant distributed learning systems can have various degrees of centralization. In this work, we demonstrate our solution FLoBC for building a generic decentralized federated learning system using blockchain technology, accommodating any machine learning model that is compatible with gradient descent optimization. We present our system design comprising the two decentralized actors: trainer and validator, alongside our methodology for ensuring reliable and efficient operation of said system. Finally, we utilize FLoBC as an experimental sandbox to compare and contrast the effects of trainer-to-validator ratio, reward-penalty policy, and model synchronization schemes on the overall system performance, ultimately showing by example that a decentralized federated learning system is indeed a feasible alternative to more centralized architectures.