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Demographic Parity Constrained Minimax Optimal Regression under Linear Model

Neural Information Processing Systems

We explore the minimax optimal error associated with a demographic parityconstrained regression problem within the context of a linear model. Our proposed model encompasses a broader range of discriminatory bias sources compared to the model presented by Chzhen and Schreuder [6]. Our analysis reveals that the minimax optimal error for the demographic parity-constrained regression problem under our model is characterized by ฮ˜(dM/n), where ndenotes the sample size, d represents the dimensionality, and M signifies the number of demographic groups arising from sensitive attributes. Moreover, we demonstrate that the minimax error increases in conjunction with a larger bias present in the model.


Demographic Parity Constrained Minimax Optimal Regression under Linear Model

Neural Information Processing Systems

We explore the minimax optimal error associated with a demographic parityconstrained regression problem within the context of a linear model. Our proposed model encompasses a broader range of discriminatory bias sources compared to the model presented by Chzhen and Schreuder [6]. Our analysis reveals that the minimax optimal error for the demographic parity-constrained regression problem under our model is characterized by ฮ˜(dM/n), where ndenotes the sample size, d represents the dimensionality, and M signifies the number of demographic groups arising from sensitive attributes. Moreover, we demonstrate that the minimax error increases in conjunction with a larger bias present in the model.


Experiments and Additional Results

Neural Information Processing Systems

Note that f(x,c1,c2,) is strongly concave for any (x,c,c) Rd+2.1 2 Impact of the Local Steps: In this section, we run additional experiments to investigate the impact of the local steps K on the training performance. We run FSGDA and SAGDA over the hetergenous "a9a" [40] dataset with the regression model mentioned in Section 4. We fix the local step-size at 0.01, worker number at 100, and choose the number of local update rounds K from the discrete set {2,10,20}. This is due to the fact that the algorithm needs more communication round while K is small, which matches our Corollary 2 and Corollary 3. Impact of the Local Step-size: In this experiment, we choose the value of the local step-sizes from the discrete set {0.0001,0.001,0.01}and As shown in Figure 1(a) and Fig.6(a), larger local step-sizes lead to faster convergence rates. Impact of the Global Step-size: we choose the global step-sizes value from the discrete set {2,5,10} and fix worker number at 100, local update rounds at 10.


2c29d89cc56cdb191c60db2f0bae796b-Supplemental.pdf

Neural Information Processing Systems

A.1 Does our neural regression method work? To ensure our neural regression method works, we verify its efficacy on a known benchmark: the activity of 256 cells in the V4 and IT regions of two Rhesus macaque monkeys, a core component of BrainScore [4]. BrainScore's in-house method involves a combination of principal components analysis (for dimensionality reduction) and k-fold cross-validated partial least squares regression (for the linear mapping of model to brain activity). Here, we exchange principal components analysis for sparse random projection and partial least squares regression for ridge regression with generalized cross-validation. We compute the scores for each benchmark in the same fashion as BrainScore: as the Pearson correlation coefficient between the actual and predicted (cross-validated) activity of the biological neurons in the V4 and IT samples.


Distributed Optimization for Overparameterized Problems: Achieving Optimal Dimension Independent Communication Complexity

Neural Information Processing Systems

Decentralized optimization are playing an important role in applications such as training large machine learning models, among others. Despite its superior practical performance, there has been some lack of fundamental understanding about its theoretical properties. In this work, we address the following open research question: To train an overparameterized model over a set of distributed nodes, what is the minimum communication overhead (in terms of the bits got exchanged) that the system needs to sustain, while still achieving (near) zero training loss? We show that for a class of overparameterized models where the number of parameters D is much larger than the total data samples N, the best possible communication complexity is (N), which is independent of the problem dimension D. Further, for a few specific overparameterized models (i.e., the linear regression, and certain multi-layer neural network with one wide layer), we develop a set of algorithms which uses certain linear compression followed by adaptive quantization, and show that they achieve dimension independent, near-optimal communication complexity. To our knowledge, this is the first time that dimension independent communication complexity has been shown for distributed optimization.





Robust Regression Revisited: Acceleration and Improved Estimation Rates

Neural Information Processing Systems

Parameter estimation in generalized linear models, such as linear and logistic regression problems, is among the most fundamental and well-studied statistical optimization problems. It serves as the primary workhorse in statistical studies arising from a variety of disciplines, ranging from economics [Smi12], biology [VGSM05], and the social sciences [Gor10].


Robust Regression Revisited: Acceleration and Improved Estimation Rates

Neural Information Processing Systems

We study fast algorithms for statistical regression problems under the strong contamination model, where the goal is to approximately optimize a generalized linear model (GLM) given adversarially corrupted samples. Prior works in this line of research were based on the robust gradient descent framework of [PSBR20], a firstorder method using biased gradient queries, or the Sever framework of [DKK+19], an iterative outlier-removal method calling a stationary point finder. We present nearly-linear time algorithms for robust regression problems with improved runtime or estimation guarantees compared to the state-of-the-art.