Adversarial attacks attempt to disrupt the training, retraining and utilizing of artificial intelligence and machine learning models in large-scale distributed machine learning systems. This causes security risks on its prediction outcome. For example, attackers attempt to poison the model by either presenting inaccurate misrepresentative data or altering the models' parameters. In addition, Byzantine faults including software, hardware, network issues occur in distributed systems which also lead to a negative impact on the prediction outcome. In this paper, we propose a novel distributed training algorithm, partial synchronous stochastic gradient descent (ParSGD), which defends adversarial attacks and/or tolerates Byzantine faults. We demonstrate the effectiveness of our algorithm under three common adversarial attacks again the ML models and a Byzantine fault during the training phase. Our results show that using ParSGD, ML models can still produce accurate predictions as if it is not being attacked nor having failures at all when almost half of the nodes are being compromised or failed. We will report the experimental evaluations of ParSGD in comparison with other algorithms.

The projected gradient descent (PGD) method has shown to be effective in recovering compressed signals described in a data-driven way by a generative model, i.e., a generator which has learned the data distribution. Further reconstruction improvements for such inverse problems can be achieved by conditioning the generator on the measurement. The boundary equilibrium generative adversarial network (BEGAN) implements an equilibrium based loss function and an auto-encoding discriminator to better balance the performance of the generator and the discriminator. In this work we investigate a network-based projected gradient descent (NPGD) algorithm for measurement-conditional generative models to solve the inverse problem much faster than regular PGD. We combine the NPGD with conditional GAN/BEGAN to evaluate their effectiveness in solving compressed sensing type problems. Our experiments on the MNIST and CelebA datasets show that the combination of measurement conditional model with NPGD works well in recovering the compressed signal while achieving similar or in some cases even better performance along with a much faster reconstruction. The achieved reconstruction speed-up in our experiments is up to 140-175.

Deep kernel processes (DKPs) generalise Bayesian neural networks, but do not require us to represent either features or weights. Instead, at each hidden layer they represent and optimize a flexible kernel. Here, we develop a Newton-like method for DKPs that converges in around 10 steps, exploiting matrix solvers initially developed in the control theory literature. These are many times faster the usual gradient descent approach. While these methods currently are not Bayesian as they give point estimates and scale poorly as they are cubic in the number of datapoints, we hope they will form the basis of a new class of much more efficient approaches to optimizing deep nonlinear function approximators. NNs have recently shown excellent performance on a wide range of previously intractable tasks (e.g. While neural network training is now commonplace, stepping back we can see two problems.

Modern methods for learning from data depend on many tuning parameters, such as the stepsize for optimization methods, and the regularization strength for regularized learning methods. Since performance can depend strongly on these parameters, it is important to develop comparisons between \emph{classes of methods}, not just for particularly tuned ones. Here, we take aim to compare classes of estimators via the relative performance of the \emph{best method in the class}. This allows us to rigorously quantify the tuning sensitivity of learning algorithms. As an illustration, we investigate the statistical estimation performance of ridge regression with a uniform grid of regularization parameters, and of gradient descent iterates with a fixed stepsize, in the standard linear model with a random isotropic ground truth parameter. (1) For orthogonal designs, we find the \emph{exact minimax optimal classes of estimators}, showing they are equal to gradient descent with a polynomially decaying learning rate. We find the exact suboptimalities of ridge regression and gradient descent with a fixed stepsize, showing that they decay as either $1/k$ or $1/k^2$ for specific ranges of $k$ estimators. (2) For general designs with a large number of non-zero eigenvalues, we find that gradient descent outperforms ridge regression when the eigenvalues decay slowly, as a power law with exponent less than unity. If instead the eigenvalues decay quickly, as a power law with exponent greater than unity or exponentially, we find that ridge regression outperforms gradient descent. Our results highlight the importance of tuning parameters. In particular, while optimally tuned ridge regression is the best estimator in our case, it can be outperformed by gradient descent when both are restricted to being tuned over a finite regularization grid.

We consider the task of heavy-tailed statistical estimation given streaming $p$-dimensional samples. This could also be viewed as stochastic optimization under heavy-tailed distributions, with an additional $O(p)$ space complexity constraint. We design a clipped stochastic gradient descent algorithm and provide an improved analysis, under a more nuanced condition on the noise of the stochastic gradients, which we show is critical when analyzing stochastic optimization problems arising from general statistical estimation problems. Our results guarantee convergence not just in expectation but with exponential concentration, and moreover does so using $O(1)$ batch size. We provide consequences of our results for mean estimation and linear regression. Finally, we provide empirical corroboration of our results and algorithms via synthetic experiments for mean estimation and linear regression.

Today we are talking about gradient descent. Firstly what is gradient descent? Gradient descent is an iterative optimization algorithm used in machine learning to minimize a loss function. The loss function describes how well the model will perform given the current set of parameters (weights and biases), and gradient descent is used to find the best set of parameters. We use gradient descent to update the parameters of our model.

Multiclass multilabel classification refers to the task of attributing multiple labels to examples via predictions. Current models formulate a reduction of that multilabel setting into either multiple binary classifications or multiclass classification, allowing for the use of existing loss functions (sigmoid, cross-entropy, logistic, etc.). Empirically, these methods have been reported to achieve good performance on different metrics (F1 score, Recall, Precision, etc.). Theoretically though, the multilabel classification reductions does not accommodate for the prediction of varying numbers of labels per example and the underlying losses are distant estimates of the performance metrics. We propose a loss function, sigmoidF1. It is an approximation of the F1 score that (I) is smooth and tractable for stochastic gradient descent, (II) naturally approximates a multilabel metric, (III) estimates label propensities and label counts. More generally, we show that any confusion matrix metric can be formulated with a smooth surrogate. We evaluate the proposed loss function on different text and image datasets, and with a variety of metrics, to account for the complexity of multilabel classification evaluation. In our experiments, we embed the sigmoidF1 loss in a classification head that is attached to state-of-the-art efficient pretrained neural networks MobileNetV2 and DistilBERT. Our experiments show that sigmoidF1 outperforms other loss functions on four datasets and several metrics. These results show the effectiveness of using inference-time metrics as loss function at training time in general and their potential on non-trivial classification problems like multilabel classification.

Gradient descent is an optimization algorithm that is used to train machine learning models and is now used in a neural network. Training data helps the model learn over time as gradient descent act as an automatic system that tunes parameters to achieve better results. These parameters are updated after each iteration until the function achieves the smallest possible error. The red arrow in the figure below is a gradient and by updating our parameters after each iteration we can reduce loss which is our primary goal. According to Arthur Samuel, gradient descent is the automatic processing of altering weights to maximize performance Fast AI.

We explore the ability of overparameterized shallow neural networks to learn Lipschitz regression functions with and without label noise when trained by Gradient Descent (GD). To avoid the problem that in the presence of noisy labels, neural networks trained to nearly zero training error are inconsistent on this class, we propose an early stopping rule that allows us to show optimal rates. This provides an alternative to the result of Hu et al. (2021) who studied the performance of $\ell 2$ -regularized GD for training shallow networks in nonparametric regression which fully relied on the infinite-width network (Neural Tangent Kernel (NTK)) approximation. Here we present a simpler analysis which is based on a partitioning argument of the input space (as in the case of 1-nearest-neighbor rule) coupled with the fact that trained neural networks are smooth with respect to their inputs when trained by GD. In the noise-free case the proof does not rely on any kernelization and can be regarded as a finite-width result. In the case of label noise, by slightly modifying the proof, the noise is controlled using a technique of Yao, Rosasco, and Caponnetto (2007).

This article is in the context of gradient compression. Gradient compression is a popular technique for mitigating the communication bottleneck observed when training large machine learning models in a distributed manner using gradient-based methods such as stochastic gradient descent. In this article, assuming a Gaussian distribution for the components in gradient, we find the rate distortion trade-off of gradient quantization schemes such as Scaled-sign and Top-K, and compare with the Shannon rate distortion limit. A similar comparison with vector quantizers also is presented.