Statistical Learning
Adversarial Robustness of Partitioned Quantum Classifiers
Kananian, Pouya, Jacobsen, Hans-Arno
Adversarial robustness in quantum classifiers is a critical area of study, providing insights into their performance compared to classical models and uncovering potential advantages inherent to quantum machine learning. In the NISQ era of quantum computing, circuit cutting is a notable technique for simulating circuits that exceed the qubit limitations of current devices, enabling the distribution of a quantum circuit's execution across multiple quantum processing units through classical communication. We examine how partitioning quantum classifiers through circuit cutting increase their susceptibility to adversarial attacks, establishing a link between attacking the state preparation channels in wire cutting and implementing adversarial gates within intermediate layers of a quantum classifier. We then proceed to study the latter problem from both a theoretical and experimental perspective.
Review for NeurIPS paper: A Contour Stochastic Gradient Langevin Dynamics Algorithm for Simulations of Multi-modal Distributions
My main concern is that using a flattened surrogate energy in this fashion is suitable for most sampling situations. The main reason is, by construction our iterates are not following the true distribution particularly closely; for example a plot of the samples obtained in the synthetic experiments (figs 2c--d) would look quite different from the original. While this does allow the algorithm to bounce out of local optima, the deviance from the true energy would make samples obtained after convergence to not be super useful. For point estimation situations, we might be able to get away with these samples for cases where the multiple modes of the real energy are sort of symmetric (as in the synthetic Gaussian experiments); it seems that even if we use a'flattened' energy (can be thought of as lower peaks with higher elevation between them), the original distribution's symmetry would be essentially preserved and the mean / other point estimates would be close enough. But flattening energies with skewed distribution of modes might not be as accurate, as the flattened version might have a mean closer to the'center' of the space, but the original would be closer to one of the modes near the periphery (am visualizing a simple 2-d space).
Review for NeurIPS paper: Adaptive Importance Sampling for Finite-Sum Optimization and Sampling with Decreasing Step-Sizes
Weaknesses: (W1) - The contributions of the paper are very close from the one of [12]. Indeed, it takes ideas from [12] to restrict the analysis on a simplex that we can control. Moreover, it doesn't clearly put forward the novelty of the bound on dynamic regret compared to the one of [18]. For instance, the following sentence serves to define a key quantity in the authors development: ''For each i [N ], denote by hti the last observed gradient of fi at time t, with h1i initialized arbitrarily'' Unfortunately, it is quite unclear as two readers might understand something different. In the same line of comments, the proof of Lemma 3 is very confusing.
Review for NeurIPS paper: Robust Sub-Gaussian Principal Component Analysis and Width-Independent Schatten Packing
Summary and Contributions: This paper studies the problem of Robust PCA of a subgaussian distribution. Specifically, one is given samples X_1,X_2,...,X_n from a subgaussian distribution, such that an eps-fraction of the samples have been arbitrarily corruption (modified by an adversary), the goal is to approximately recover the top singular vector of the covariance matrix Sigma. Here, approximately recover means to find a vector u such that u T Sigma u (1 - gamma) Sigma _op, where Sigma _op is the operator norm of Sigma. The main result of this paper are runtime and sample complexity efficient algorithms for this task. Specifically, they show 1) An algorithm that achieves error gamma O(eps log(1/eps)) in polynomial time, specifically in tilde{O}(n d 2/eps) time, using n Omega(d /*(eps log(1/eps)) 2) samples.
Review for NeurIPS paper: Robust Sub-Gaussian Principal Component Analysis and Width-Independent Schatten Packing
Two new methods for this problem are proposed, one of which uses width-independent Schatten packing SDPs. Reviewers agree that this is an interesting, non-trivial and solid theoretical work and should be accepted for NeurIPS. The rebuttal addressed the reviewers concerns adequately. The recommendation is to accept this paper for presentation at NeurIPS. We urge the authors to make the connection of the Schatten packing to the main approach more clearer in a final version of the paper.
Reviews: On the number of variables to use in principal component regression
In the paper, the authors discussed PCR, a well-know variant of regression models, and showed the existence of a "double descent" phenomenon. The paper is technically sound and relatively well-written. I check most of the math and they are correct and reasonable to follow. I do have some concern that too much of the space is taken by the algebra which could make it difficult for readers to grasp the high-level intuition, specifically if they do not have enough time to plough through the equations. Considering the space limit for a NeurIPS submission, I think it's better to reorganize some of the proofs to the appendix, and add a discussion/conclusion session to highlight more about the intuitions.
Reviews: Sampled Softmax with Random Fourier Features
As a result, I will retain my scores and recommend this paper for acceptance. I kindly ask the authors to incorporate all the promised changes to the camera ready version. In such problems, it becomes expensive to evaluate the log-partition function for each instance from training sample. The main idea is to approximate the log-partition function by sampling a small number of scores corresponding to negative labels (different from the label assigned to a training sample). The model is given in Eq. (1), where the score for the i-th class is given by the inner product between a representation of an instance h and a parameter vector c_i representing the class.
Review for NeurIPS paper: Markovian Score Climbing: Variational Inference with KL(p
This work proposes a novel variation for VI, based on a combination of MCMC/SMC and stochastic gradients. The key idea is using a conditional Markov transition kernel to obtain increasingly refined estimates of the KL gradients. The empirical results are provided on smaller datasets and it has been pointed out that the paper would improve, if scalability of the method could have been illustrated via experiments on larger datasets.