Gradient Descent
BRIDGE: Byzantine-resilient Decentralized Gradient Descent
Yang, Zhixiong, Bajwa, Waheed U.
Decentralized optimization techniques are increasingly being used to learn machine learning models from data distributed over multiple locations without gathering the data at any one location. Unfortunately, methods that are designed for faultless networks typically fail in the presence of node failures. In particular, Byzantine failures---corresponding to the scenario in which faulty/compromised nodes are allowed to arbitrarily deviate from an agreed-upon protocol---are the hardest to safeguard against in decentralized settings. This paper introduces a Byzantine-resilient decentralized gradient descent (BRIDGE) method for decentralized learning that, when compared to existing works, is more efficient and scalable in higher-dimensional settings and that is deployable in networks having topologies that go beyond the star topology. The main contributions of this work include theoretical analysis of BRIDGE for strongly convex learning objectives and numerical experiments demonstrating the efficacy of BRIDGE for both convex and nonconvex learning tasks.
Automatic and Simultaneous Adjustment of Learning Rate and Momentum for Stochastic Gradient Descent
Lancewicki, Tomer, Kopru, Selcuk
Stochastic Gradient Descent (SGD) methods are prominent for training machine learning and deep learning models. The performance of these techniques depends on their hyperparameter tuning over time and varies for different models and problems. Manual adjustment of hyperparameters is very costly and time-consuming, and even if done correctly, it lacks theoretical justification which inevitably leads to "rule of thumb" settings. In this paper, we propose a generic approach that utilizes the statistics of an unbiased gradient estimator to automatically and simultaneously adjust two paramount hyperparameters: the learning rate and momentum. We deploy the proposed general technique for various SGD methods to train Convolutional Neural Networks (CNN's). The results match the performance of the best settings obtained through an exhaustive search and therefore, removes the need for a tedious manual tuning.
On Analog Gradient Descent Learning over Multiple Access Fading Channels
We consider a distributed learning problem over multiple access channel (MAC) using a large wireless network. The computation is made by the network edge and is based on received data from a large number of distributed nodes which transmit over a noisy fading MAC. The objective function is a sum of the nodes' local loss functions. This problem has attracted a growing interest in distributed sensing systems, and more recently in federated learning. We develop a novel Gradient-Based Multiple Access (GBMA) algorithm to solve the distributed learning problem over MAC. Specifically, the nodes transmit an analog function of the local gradient using common shaping waveforms and the network edge receives a superposition of the analog transmitted signals used for updating the estimate. GBMA does not require power control or beamforming to cancel the fading effect as in other algorithms, and operates directly with noisy distorted gradients. We analyze the performance of GBMA theoretically, and prove that it can approach the convergence rate of the centralized gradient descent (GD) algorithm in large networks. Specifically, we establish a finite-sample bound of the error for both convex and strongly convex loss functions with Lipschitz gradient. Furthermore, we provide energy scaling laws for approaching the centralized convergence rate as the number of nodes increases. Finally, experimental results support the theoretical findings, and demonstrate strong performance of GBMA using synthetic and real data.
Second-Order Guarantees of Stochastic Gradient Descent in Non-Convex Optimization
Recent years have seen increased interest in performance guarantees of gradient descent algorithms for non-convex optimization. A number of works have uncovered that gradient noise plays a critical role in the ability of gradient descent recursions to efficiently escape saddle-points and reach second-order stationary points. Most available works limit the gradient noise component to be bounded with probability one or sub-Gaussian and leverage concentration inequalities to arrive at high-probability results. We present an alternate approach, relying primarily on mean-square arguments and show that a more relaxed relative bound on the gradient noise variance is sufficient to ensure efficient escape from saddle-points without the need to inject additional noise, employ alternating step-sizes or rely on a global dispersive noise assumption, as long as a gradient noise component is present in a descent direction for every saddle-point.
Weight Friction: A Simple Method to Overcome Catastrophic Forgetting and Enable Continual Learning
In recent years, deep neural networks have found success in replicating human-level cognitive skills, yet they suffer from several major obstacles. One significant limitation is the inability to learn new tasks without forgetting previously learned tasks, a shortcoming known as catastrophic forgetting. In this research, we propose a simple method to overcome catastrophic forgetting and enable continual learning in neural networks. We draw inspiration from principles in neurology and physics to develop the concept of weight friction. Weight friction operates by a modification to the update rule in the gradient descent optimization method. It converges at a rate comparable to that of the stochastic gradient descent algorithm and can operate over multiple task domains. It performs comparably to current methods while offering improvements in computation and memory efficiency.
NUQSGD: Improved Communication Efficiency for Data-parallel SGD via Nonuniform Quantization
Ramezani-Kebrya, Ali, Faghri, Fartash, Roy, Daniel M.
As the size and complexity of models and datasets grow, so does the need for communication-efficient variants of stochastic gradient descent that can be deployed on clusters to perform model fitting in parallel. Alistarh et al. (2017) describe two variants of data-parallel SGD that quantize and encode gradients to lessen communication costs. For the first variant, QSGD, they provide strong theoretical guarantees. For the second variant, which we call QSGDinf, they demonstrate impressive empirical gains for distributed training of large neural networks. Building on their work, we propose an alternative scheme for quantizing gradients and show that it yields stronger theoretical guarantees than exist for QSGD while matching the empirical performance of QSGDinf.
Effect of Activation Functions on the Training of Overparametrized Neural Nets
Panigrahi, Abhishek, Shetty, Abhishek, Goyal, Navin
It is well-known that overparametrized neural networks trained using gradient-based methods quickly achieve small training error with appropriate hyperparameter settings. Recent papers have proved this statement theoretically for highly overparametrized networks under reasonable assumptions. The limiting case when the network size approaches infinity has also been considered. These results either assume that the activation function is ReLU or they crucially depend on the minimum eigenvalue of a certain Gram matrix depending on the data, random initialization and the activation function. In the latter case, existing works only prove that this minimum eigenvalue is non-zero and do not provide quantitative bounds. On the empirical side, a contemporary line of investigations has proposed a number of alternative activation functions which tend to perform better than ReLU at least in some settings but no clear understanding has emerged. This state of affairs underscores the importance of theoretically understanding the impact of activation functions on training. In the present paper, we provide theoretical results about the effect of activation function on the training of highly overparametrized 2-layer neural networks. We show that for smooth activations, such as tanh and swish, the minimum eigenvalue can be exponentially small depending on the span of the dataset implying that the training can be very slow. In contrast, for activations with a "kink," such as ReLU, SELU, ELU, all eigenvalues are large under minimal assumptions on the data. Several new ideas are involved. Finally, we corroborate our results empirically.
Convergence Behaviour of Some Gradient-Based Methods on Bilinear Games
Min-max optimization has attracted much attention in the machine learning community due to the popularization of deep generative models and adversarial training. The optimization is quite different from traditional minimization analysis. For example, gradient descent does not converge in one of the simplest settings -- bilinear games. In this paper, we try to understand several gradient-based algorithms for bilinear min-max games: gradient descent, extra-gradient, optimistic gradient descent and the momentum method, for both simultaneous and alternating updates. We provide necessary and sufficient conditions for their convergence, with the Schur theorem. Furthermore, by extending these algorithms to more general parameter settings, we are able to optimize over larger parameter spaces to find the optimal convergence rates. Our results imply that alternating updates converge more easily in min-max games than simultaneous updates.
Adaptive Ensemble of Classifiers with Regularization for Imbalanced Data Classification
Wang, Chen, Yu, Qin, Luo, Ruisen, Hui, Dafeng, Zhou, Kai, Yu, Yanmei, Sun, Chao, Gong, Xiaofeng
Dynamic ensembling of classifiers is an effective approach in processing label-imbalanced classifications. However, in dynamic ensemble methods, the combination of classifiers is usually determined by the local competence and conventional regularization methods are difficult to apply, leaving the technique prone to overfitting. In this paper, focusing on the binary label-imbalanced classification field, a novel method of Adaptive Ensemble of classifiers with Regularization (AER) has been proposed. The method deals with the overfitting problem from a perspective of implicit regularization. Specifically, it leverages the properties of Stochastic Gradient Descent (SGD) to obtain the solution with the minimum norm to achieve regularization, and interpolates ensemble weights via the global geometry of data to further prevent overfitting. The method enjoys a favorable time and memory complexity, and theoretical proofs show that algorithms implemented with AER paradigm have time and memory complexities upper-bounded by their original implementations. Furthermore, the proposed AER method is tested with a specific implementation based on Gradient Boosting Machine (XGBoost) on the three datasets: UCI Bioassay, KEEL Abalone19, and a set of GMM-sampled artificial dataset. Results show that the proposed AER algorithm can outperform the major existing algorithms based on multiple metrics, and Mcnemar's tests are applied to validate performance superiorities. To summarize, this work complements regularization for dynamic ensemble methods and develops an algorithm superior in grasping both the global and local geometry of data to alleviate overfitting in imbalanced data classification.
Zen of Stochastic Gradient Descent Principle
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