Statistical Learning
Table
It also tolerates no prediction errors on the labeled nodes, so the trade-off parameter can be set to infinity. Local and Global Consistency (LGC) [82] relaxes the GRF method by eliminating the restriction of zero empirical risk on labeled nodes and exploits the normalized Laplacian matrix for smoothing instead. Random Walk Smoothing [83] extends LRC for directed graphs by indirectly operating LGC on a modified undirected graph with a new normalized Laplacian matrix L . Tikhonov Smoothing [4] only uses the labeled nodes in the quadratic error term. Hub & Authority Smoothing [84] proposes another random-walk-based strategy on directed graphs that is motivated by the hub and authority web model. Its smoothing matrix is more complex with two underlying Laplacian matrices LA,LH for in-links and out-links.
Optimal Block-wise Asymmetric Graph Construction for Graph-based Semi-supervised Learning
Graph-based semi-supervised learning (GSSL) serves as a powerful tool to model the underlying manifold structures of samples in high-dimensional spaces. It involves two phases: constructing an affinity graph from available data and inferring labels for unlabeled nodes on this graph. While numerous algorithms have been developed for label inference, the crucial graph construction phase has received comparatively less attention, despite its significant influence on the subsequent phase. In this paper, we present an optimal asymmetric graph structure for the label inference phase with theoretical motivations. Unlike existing graph construction methods, we differentiate the distinct roles that labeled nodes and unlabeled nodes could play.
LoRANN: Low-Rank Matrix Factorization for Approximate Nearest Neighbor Search
Approximate nearest neighbor (ANN) search is a key component in many modern machine learning pipelines; recent use cases include retrieval-augmented generation (RAG) and vector databases. Clustering-based ANN algorithms, that use score computation methods based on product quantization (PQ), are often used in industrial-scale applications due to their scalability and suitability for distributed and disk-based implementations. However, they have slower query times than the leading graph-based ANN algorithms. In this work, we propose a new supervised score computation method based on the observation that inner product approximation is a multivariate (multi-output) regression problem that can be solved efficiently by reduced-rank regression. Our experiments show that on modern high-dimensional data sets, the proposed reduced-rank regression (RRR) method is superior to PQ in both query latency and memory usage. We also introduce LoRANN1, a clustering-based ANN library that leverages the proposed score computation method. LoRANNis competitive with the leading graph-based algorithms and outperforms the state-of-the-art GPUANN methods on high-dimensional data sets.
Learning Trajectories are Generalization Indicators
This paper explores the connection between learning trajectories of Deep Neural Networks (DNNs) and their generalization capabilities when optimized using (stochastic) gradient descent algorithms. Instead of concentrating solely on the generalization error of the DNN post-training, we present a novel perspective for analyzing generalization error by investigating the contribution of each update step to the change in generalization error. This perspective enable a more direct comprehension of how the learning trajectory influences generalization error. Building upon this analysis, we propose a new generalization bound that incorporates more extensive trajectory information. Our proposed generalization bound depends on the complexity of learning trajectory and the ratio between the bias and diversity of training set. Experimental observations reveal that our method effectively captures the generalization error throughout the training process. Furthermore, our approach can also track changes in generalization error when adjustments are made to learning rates and label noise levels. These results demonstrate that learning trajectory information is a valuable indicator of a model's generalization capabilities.
Distributed Personalized Empirical Risk Minimization
This paper advocates a new paradigm Personalized Empirical Risk Minimization (PERM) to facilitate learning from heterogeneous data sources without imposing stringent constraints on computational resources shared by participating devices. In PERM, we aim to learn a distinct model for each client by learning who to learn with and personalizing the aggregation of local empirical losses by effectively estimating the statistical discrepancy among data distributions, which entails optimal statistical accuracy for all local distributions and overcomes the data heterogeneity issue. To learn personalized models at scale, we propose a distributed algorithm that replaces the standard model averaging with model shuffling to simultaneously optimize PERM objectives for all devices. This also allows us to learn distinct model architectures (e.g., neural networks with different numbers of parameters) for different clients, thus confining underlying memory and compute resources of individual clients. We rigorously analyze the convergence of the proposed algorithm and conduct experiments that corroborate the effectiveness of the proposed paradigm.
On the Identifiability and Interpretability of Gaussian Process Models
In this paper, we critically examine the prevalent practice of using additive mixtures of Matérn kernels in single-output Gaussian process (GP) models and explore the properties of multiplicative mixtures of Matérn kernels for multi-output GP models. For the single-output case, we derive a series of theoretical results showing that the smoothness of a mixture of Matérn kernels is determined by the least smooth component and that a GP with such a kernel is effectively equivalent to the least smooth kernel component. Furthermore, we demonstrate that none of the mixing weights or parameters within individual kernel components are identifiable. We then turn our attention to multi-output GP models and analyze the identifiability of the covariance matrix A in the multiplicative kernel K(x,y) = AK0(x,y), where K0 is a standard single output kernel such as Matérn. We show that A is identifiable up to a multiplicative constant, suggesting that multiplicative mixtures are well suited for multi-output tasks. Our findings are supported by extensive simulations and real applications for both single-and multi-output settings. This work provides insight into kernel selection and interpretation for GP models, emphasizing the importance of choosing appropriate kernel structures for different tasks.