Gradient Descent
Secure Social Recommendation based on Secret Sharing
Chen, Chaochao, Li, Liang, Wu, Bingzhe, Hong, Cheng, Wang, Li, Zhou, Jun
Nowadays, privacy preserving machine learning has been drawing much attention in both industry and academy. Meanwhile, recommender systems have been extensively adopted by many commercial platforms (e.g. Amazon) and they are mainly built based on user-item interactions. Besides, social platforms (e.g. Facebook) have rich resources of user social information. It is well known that social information, which is rich on social platforms such as Facebook, are useful to recommender systems. It is anticipated to combine the social information with the user-item ratings to improve the overall recommendation performance. Most existing recommendation models are built based on the assumptions that the social information are available. However, different platforms are usually reluctant to (or cannot) share their data due to certain concerns. In this paper, we first propose a SEcure SOcial RECommendation (SeSoRec) framework which can (1) collaboratively mine knowledge from social platform to improve the recommendation performance of the rating platform, and (2) securely keep the raw data of both platforms. We then propose a Secret Sharing based Matrix Multiplication (SSMM) protocol to optimize SeSoRec and prove its correctness and security theoretically. By applying minibatch gradient descent, SeSoRec has linear time complexities in terms of both computation and communication. The comprehensive experimental results on three real-world datasets demonstrate the effectiveness of our proposed SeSoRec and SSMM.
StochasticRank: Global Optimization of Scale-Free Discrete Functions
Ustimenko, Aleksei, Prokhorenkova, Liudmila
In this paper, we introduce a powerful and efficient framework for the direct optimization of ranking metrics. The problem is ill-posed due to the discrete structure of the loss, and to deal with that, we introduce two important techniques: a stochastic smoothing and a novel gradient estimate based on partial integration. We also address the problem of smoothing bias and present a universal solution for a proper debiasing. To guarantee the global convergence of our method, we adopt a recently proposed Stochastic Gradient Langevin Boosting algorithm. Our algorithm is implemented as a part of the CatBoost gradient boosting library and outperforms the existing approaches on several learning to rank datasets. In addition to ranking metrics, our framework applies to any scale-free discreet loss function.
Implicit Bias of Gradient Descent for Wide Two-layer Neural Networks Trained with the Logistic Loss
Neural networks trained to minimize the logistic (a.k.a. cross-entropy) loss with gradient-based methods are observed to perform well in many supervised classification tasks. Towards understanding this phenomenon, we analyze the training and generalization behavior of infinitely wide two-layer neural networks with homogeneous activations. We show that the limits of the gradient flow on exponentially tailed losses can be fully characterized as a max-margin classifier in a certain non-Hilbertian space of functions. In presence of hidden low-dimensional structures, the resulting margin is independent of the ambiant dimension, which leads to strong generalization bounds. In contrast, training only the output layer implicitly solves a kernel support vector machine, which a priori does not enjoy such an adaptivity. Our analysis of training is non-quantitative in terms of running time but we prove computational guarantees in simplified settings by showing equivalences with online mirror descent. Finally, numerical experiments suggest that our analysis describes well the practical behavior of two-layer neural networks with ReLU activation and confirm the statistical benefits of this implicit bias.
Good Subnetworks Provably Exist: Pruning via Greedy Forward Selection
Ye, Mao, Gong, Chengyue, Nie, Lizhen, Zhou, Denny, Klivans, Adam, Liu, Qiang
Recent empirical works show that large deep neural networks are often highly redundant and one can find much smaller subnetworks without a significant drop of accuracy. However, most existing methods of network pruning are empirical and heuristic, leaving it open whether good subnetworks provably exist, how to find them efficiently, and if network pruning can be provably better than direct training using gradient descent. We answer these problems positively by proposing a simple greedy selection approach for finding good subnetworks, which starts from an empty network and greedily adds important neurons from the large network. This differs from the existing methods based on backward elimination, which remove redundant neurons from the large network. Theoretically, applying our greedy selection strategy on sufficiently large pre-trained networks guarantees to find small subnetworks with lower loss than networks directly trained with gradient descent. Practically, we improve prior arts of network pruning on learning compact neural architectures on ImageNet, including ResNet, MobilenetV2/V3, and ProxylessNet. Our theory and empirical results on MobileNet suggest that we should fine-tune the pruned subnetworks to leverage the information from the large model, instead of re-training from new random initialization as suggested in \citet{liu2018rethinking}.
BASGD: Buffered Asynchronous SGD for Byzantine Learning
Distributed learning has become a hot research topic, due to its wide application in cluster-based large-scale learning, federated learning, edge computing and so on. Most distributed learning methods assume no error and attack on the workers. However, many unexpected cases, such as communication error and even malicious attack, may happen in real applications. Hence, Byzantine learning (BL), which refers to distributed learning with attack or error, has recently attracted much attention. Most existing BL methods are synchronous, which will result in slow convergence when there exist heterogeneous workers. Furthermore, in some applications like federated learning and edge computing, synchronization cannot even be performed most of the time due to the online workers (clients or edge servers). Hence, asynchronous BL (ABL) is more general and practical than synchronous BL (SBL). To the best of our knowledge, there exist only two ABL methods. One of them cannot resist malicious attack. The other needs to store some training instances on the server, which has the privacy leak problem. In this paper, we propose a novel method, called buffered asynchronous stochastic gradient descent (BASGD), for BL. BASGD is an asynchronous method. Furthermore, BASGD has no need to store any training instances on the server, and hence can preserve privacy in ABL. BASGD is theoretically proved to have the ability of resisting against error and malicious attack. Moreover, BASGD has a similar theoretical convergence rate to that of vanilla asynchronous SGD (ASGD), with an extra constant variance. Empirical results show that BASGD can significantly outperform vanilla ASGD and other ABL baselines, when there exists error or attack on workers.
On the Global Convergence of Training Deep Linear ResNets
Zou, Difan, Long, Philip M., Gu, Quanquan
We study the convergence of gradient descent (GD) and stochastic gradient descent (SGD) for training $L$-hidden-layer linear residual networks (ResNets). We prove that for training deep residual networks with certain linear transformations at input and output layers, which are fixed throughout training, both GD and SGD with zero initialization on all hidden weights can converge to the global minimum of the training loss. Moreover, when specializing to appropriate Gaussian random linear transformations, GD and SGD provably optimize wide enough deep linear ResNets. Compared with the global convergence result of GD for training standard deep linear networks (Du & Hu 2019), our condition on the neural network width is sharper by a factor of $O(\kappa L)$, where $\kappa$ denotes the condition number of the covariance matrix of the training data. We further propose a modified identity input and output transformations, and show that a $(d+k)$-wide neural network is sufficient to guarantee the global convergence of GD/SGD, where $d,k$ are the input and output dimensions respectively.
Semiparametric Nonlinear Bipartite Graph Representation Learning with Provable Guarantees
Na, Sen, Luo, Yuwei, Yang, Zhuoran, Wang, Zhaoran, Kolar, Mladen
Graph representation learning is a ubiquitous task in machine learning where the goal is to embed each vertex into a low-dimensional vector space. We consider the bipartite graph and formalize its representation learning problem as a statistical estimation problem of parameters in a semiparametric exponential family distribution. The bipartite graph is assumed to be generated by a semiparametric exponential family distribution, whose parametric component is given by the proximity of outputs of two one-layer neural networks, while nonparametric (nuisance) component is the base measure. Neural networks take high-dimensional features as inputs and output embedding vectors. In this setting, the representation learning problem is equivalent to recovering the weight matrices. The main challenges of estimation arise from the nonlinearity of activation functions and the nonparametric nuisance component of the distribution. To overcome these challenges, we propose a pseudo-likelihood objective based on the rank-order decomposition technique and focus on its local geometry. We show that the proposed objective is strongly convex in a neighborhood around the ground truth, so that a gradient descent-based method achieves linear convergence rate. Moreover, we prove that the sample complexity of the problem is linear in dimensions (up to logarithmic factors), which is consistent with parametric Gaussian models. However, our estimator is robust to any model misspecification within the exponential family, which is validated in extensive experiments.
TAdam: A Robust Stochastic Gradient Optimizer
Ilboudo, Wendyam Eric Lionel, Kobayashi, Taisuke, Sugimoto, Kenji
Machine learning algorithms aim to find patterns from observations, which may include some noise, especially in robotics domain. To perform well even with such noise, we expect them to be able to detect outliers and discard them when needed. We therefore propose a new stochastic gradient optimization method, whose robustness is directly built in the algorithm, using the robust student-t distribution as its core idea. Adam, the popular optimization method, is modified with our method and the resultant optimizer, so-called TAdam, is shown to effectively outperform Adam in terms of robustness against noise on diverse task, ranging from regression and classification to reinforcement learning problems. The implementation of our algorithm can be found at https://github.com/Mahoumaru/TAdam.git
Deep Gated Networks: A framework to understand training and generalisation in deep learning
Lakshminarayanan, Chandrashekar, Singh, Amit Vikram
Understanding the role of (stochastic) gradient descent (SGD) in the training and generalisation of deep neural networks (DNNs) with ReLU activation has been the object study in the recent past. In this paper, we make use of deep gated networks (DGNs) as a framework to obtain insights about DNNs with ReLU activation. In DGNs, a single neuronal unit has two components namely the pre-activation input (equal to the inner product the weights of the layer and the previous layer outputs), and a gating value which belongs to $[0,1]$ and the output of the neuronal unit is equal to the multiplication of pre-activation input and the gating value. The standard DNN with ReLU activation, is a special case of the DGNs, wherein the gating value is $1/0$ based on whether or not the pre-activation input is positive or negative. We theoretically analyse and experiment with several variants of DGNs, each variant suited to understand a particular aspect of either training or generalisation in DNNs with ReLU activation. Our theory throws light on two questions namely i) why increasing depth till a point helps in training and ii) why increasing depth beyond a point hurts training? We also present experimental evidence to show that gate adaptation, i.e., the change of gating value through the course of training is key for generalisation.
AMAGOLD: Amortized Metropolis Adjustment for Efficient Stochastic Gradient MCMC
Zhang, Ruqi, Cooper, A. Feder, De Sa, Christopher
Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is an efficient method for sampling from continuous distributions. It is a faster alternative to HMC: instead of using the whole dataset at each iteration, SGHMC uses only a subsample. This improves performance, but introduces bias that can cause SGHMC to converge to the wrong distribution. One can prevent this using a step size that decays to zero, but such a step size schedule can drastically slow down convergence. To address this tension, we propose a novel second-order SG-MCMC algorithm---AMAGOLD---that infrequently uses Metropolis-Hastings (M-H) corrections to remove bias. The infrequency of corrections amortizes their cost. We prove AMAGOLD converges to the target distribution with a fixed, rather than a diminishing, step size, and that its convergence rate is at most a constant factor slower than a full-batch baseline. We empirically demonstrate AMAGOLD's effectiveness on synthetic distributions, Bayesian logistic regression, and Bayesian neural networks.