Gradient Descent
Differentially-private Federated Neural Architecture Search
Singh, Ishika, Zhou, Haoyi, Yang, Kunlin, Ding, Meng, Lin, Bill, Xie, Pengtao
Neural architecture search, which aims to automatically search for architectures (e.g., convolution, max pooling) of neural networks that maximize validation performance, has achieved remarkable progress recently. In many application scenarios, several parties would like to collaboratively search for a shared neural architecture by leveraging data from all parties. However, due to privacy concerns, no party wants its data to be seen by other parties. To address this problem, we propose federated neural architecture search (FNAS), where different parties collectively search for a differentiable architecture by exchanging gradients of architecture variables without exposing their data to other parties. To further preserve privacy, we study differentially-private FNAS (DP-FNAS), which adds random noise to the gradients of architecture variables. We provide theoretical guarantees of DP-FNAS in achieving differential privacy. Experiments show that DP-FNAS can search highly-performant neural architectures while protecting the privacy of individual parties.
Gradient-EM Bayesian Meta-learning
Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to include a variety of existing methods, before proposing our variant based on gradient-EM algorithm. Our method improves computational efficiency by avoiding back-propagation computation in the meta-update step, which is exhausting for deep neural networks. Furthermore, it provides flexibility to the inner-update optimization procedure by decoupling it from meta-update. Experiments on sinusoidal regression, few-shot image classification, and policy-based reinforcement learning show that our method not only achieves better accuracy with less computation cost, but is also more robust to uncertainty.
A Primer on Zeroth-Order Optimization in Signal Processing and Machine Learning
Liu, Sijia, Chen, Pin-Yu, Kailkhura, Bhavya, Zhang, Gaoyuan, Hero, Alfred, Varshney, Pramod K.
Zeroth-order (ZO) optimization is a subset of gradient-free optimization that emerges in many signal processing and machine learning applications. It is used for solving optimization problems similarly to gradient-based methods. However, it does not require the gradient, using only function evaluations. Specifically, ZO optimization iteratively performs three major steps: gradient estimation, descent direction computation, and solution update. In this paper, we provide a comprehensive review of ZO optimization, with an emphasis on showing the underlying intuition, optimization principles and recent advances in convergence analysis. Moreover, we demonstrate promising applications of ZO optimization, such as evaluating robustness and generating explanations from black-box deep learning models, and efficient online sensor management.
Unified Analysis of Stochastic Gradient Methods for Composite Convex and Smooth Optimization
Khaled, Ahmed, Sebbouh, Othmane, Loizou, Nicolas, Gower, Robert M., Richtárik, Peter
We present a unified theorem for the convergence analysis of stochastic gradient algorithms for minimizing a smooth and convex loss plus a convex regularizer. We do this by extending the unified analysis of Gorbunov, Hanzely \& Richt\'arik (2020) and dropping the requirement that the loss function be strongly convex. Instead, we only rely on convexity of the loss function. Our unified analysis applies to a host of existing algorithms such as proximal SGD, variance reduced methods, quantization and some coordinate descent type methods. For the variance reduced methods, we recover the best known convergence rates as special cases. For proximal SGD, the quantization and coordinate type methods, we uncover new state-of-the-art convergence rates. Our analysis also includes any form of sampling and minibatching. As such, we are able to determine the minibatch size that optimizes the total complexity of variance reduced methods. We showcase this by obtaining a simple formula for the optimal minibatch size of two variance reduced methods (\textit{L-SVRG} and \textit{SAGA}). This optimal minibatch size not only improves the theoretical total complexity of the methods but also improves their convergence in practice, as we show in several experiments.
A Better Alternative to Error Feedback for Communication-Efficient Distributed Learning
Horváth, Samuel, Richtárik, Peter
Modern large-scale machine learning applications require stochastic optimization algorithms to be implemented on distributed compute systems. A key bottleneck of such systems is the communication overhead for exchanging information across the workers, such as stochastic gradients. Among the many techniques proposed to remedy this issue, one of the most successful is the framework of compressed communication with error feedback (EF). EF remains the only known technique that can deal with the error induced by contractive compressors which are not unbiased, such as Top-$K$. In this paper, we propose a new and theoretically and practically better alternative to EF for dealing with contractive compressors. In particular, we propose a construction which can transform any contractive compressor into an induced unbiased compressor. Following this transformation, existing methods able to work with unbiased compressors can be applied. We show that our approach leads to vast improvements over EF, including reduced memory requirements, better communication complexity guarantees and fewer assumptions. We further extend our results to federated learning with partial participation following an arbitrary distribution over the nodes, and demonstrate the benefits thereof. We perform several numerical experiments which validate our theoretical findings.
Gradient descent follows the regularization path for general losses
Ji, Ziwei, Dudík, Miroslav, Schapire, Robert E., Telgarsky, Matus
Recent work across many machine learning disciplines has highlighted that standard descent methods, even without explicit regularization, do not merely minimize the training error, but also exhibit an implicit bias. This bias is typically towards a certain regularized solution, and relies upon the details of the learning process, for instance the use of the cross-entropy loss. In this work, we show that for empirical risk minimization over linear predictors with arbitrary convex, strictly decreasing losses, if the risk does not attain its infimum, then the gradient-descent path and the algorithm-independent regularization path converge to the same direction (whenever either converges to a direction). Using this result, we provide a justification for the widely-used exponentially-tailed losses (such as the exponential loss or the logistic loss): while this convergence to a direction for exponentially-tailed losses is necessarily to the maximum-margin direction, other losses such as polynomially-tailed losses may induce convergence to a direction with a poor margin.
Differentially Private Variational Autoencoders with Term-wise Gradient Aggregation
Takahashi, Tsubasa, Takagi, Shun, Ono, Hajime, Komatsu, Tatsuya
This paper studies how to learn variational autoencoders with a variety of divergences under differential privacy constraints. We often build a VAE with an appropriate prior distribution to describe the desired properties of the learned representations and introduce a divergence as a regularization term to close the representations to the prior. Using differentially private SGD (DP-SGD), which randomizes a stochastic gradient by injecting a dedicated noise designed according to the gradient's sensitivity, we can easily build a differentially private model. However, we reveal that attaching several divergences increase the sensitivity from O(1) to O(B) in terms of batch size B. That results in injecting a vast amount of noise that makes it hard to learn. To solve the above issue, we propose term-wise DP-SGD that crafts randomized gradients in two different ways tailored to the compositions of the loss terms. The term-wise DP-SGD keeps the sensitivity at O(1) even when attaching the divergence. We can therefore reduce the amount of noise. In our experiments, we demonstrate that our method works well with two pairs of the prior distribution and the divergence.
On the Almost Sure Convergence of Stochastic Gradient Descent in Non-Convex Problems
Mertikopoulos, Panayotis, Hallak, Nadav, Kavis, Ali, Cevher, Volkan
This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm's convergence properties in non-convex problems. We first show that the sequence of iterates generated by SGD remains bounded and converges with probability $1$ under a very broad range of step-size schedules. Subsequently, going beyond existing positive probability guarantees, we show that SGD avoids strict saddle points/manifolds with probability $1$ for the entire spectrum of step-size policies considered. Finally, we prove that the algorithm's rate of convergence to Hurwicz minimizers is $\mathcal{O}(1/n^{p})$ if the method is employed with a $\Theta(1/n^p)$ step-size schedule. This provides an important guideline for tuning the algorithm's step-size as it suggests that a cool-down phase with a vanishing step-size could lead to faster convergence; we demonstrate this heuristic using ResNet architectures on CIFAR.
The cyclic job-shop scheduling problem: The new subclass of the job-shop problem and applying the Simulated annealing to solve it
Matrenin, Pavel, Manusov, Vadim
In the paper, the new approach to the scheduling problem are described. The approach deals with the problem of planning the cyclic production and proposes to consider such scheduling problem as the cyclic job-shop problem of the order k, where k is the number of reiterations. It was found out that planning of only one iteration of the loop is less effective than planning of the entire cycle. To the experimental research, a number of test instances of the job-shop scheduling problem by Operation Research Library were used. The Simulated Annealing was applied to solve the instances. The experiments proved that the approach proposed allows increasing the efficiency of cyclic scheduling significantly.
Gradient Descent in RKHS with Importance Labeling
Labeling cost is often expensive and is a fundamental limitation of supervised learning. In this paper, we study importance labeling problem, in which we are given many unlabeled data and select a limited number of data to be labeled from the unlabeled data, and then a learning algorithm is executed on the selected one. We propose a new importance labeling scheme and analyse the generalization error of gradient descent combined with our labeling scheme in least squares regression in Reproducing Kernel Hilbert Spaces (RKHS). We show that the proposed importance labeling leads to much better generalization ability than uniform one under near interpolation settings. Numerical experiments verify our theoretical findings.