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 Statistical Learning


Review for NeurIPS paper: Spike and slab variational Bayes for high dimensional logistic regression

Neural Information Processing Systems

This paper seems a solid theoretical contribution to the area of Variational Bayes, and most of the the reviewers concerns were addressed satisfactorily in the rebuttal, provided the mentioned simulations (particularly vs Skinny Gibbs) and comparisons are included in the final version. We hope that the authors incorporate their rebuttal into the final version, and expand the related work section.


Reviews: Manifold-regression to predict from MEG/EEG brain signals without source modeling

Neural Information Processing Systems

The theoretical sections of the paper appear sound, with the Riemannian approaches and their respective invariance properties being properly established. The authors also discuss multiple possible functions that could be applied on the signal powers to obtain the target variable, and prove how using a linear regression model with the Riemannian feature vectors would be optimal for the identity, log and square roots of the signal power. However, they fail to discuss how often these types of scenarios occur in actual MEG/EEG dataset, and also how the performance would deteriorate in case where a different function of the source signals powers is used. The construction of the toy dataset is well thought out to exploit the invariances provided by the Riemannian metrics and demonstrate their performance in the ideal scenario. But as mentioned previously, some additional toy examples that examine the performance of the different models in sub-optimal conditions would also be useful. In addition, it would be interesting to see how the performance of the log-diag model on the toy dataset is affected by the use of supervised spacial filters, or how the geometric distance changes when supervised or unsupervised spacial filters are used.


Reviews: On Testing for Biases in Peer Review

Neural Information Processing Systems

Thank you to the authors for the detailed response. It addresses most of my concerns. I hope the authors do include a discussion of effect sizes as they suggest in the response, since effect sizes are perhaps the most important thing to assess for a problem like this. I now see I misunderstood the importance of the assignment mchanism's confound in experimental design, compared to simple random assignment analysis; thank you for that clarification. The paper would still be strengthened if it related the problem to how it's addressed in the causal inference and experimental design literature, but the work is still a worthwhile contribution on its own.


Reviews: Generalization Bounds of Stochastic Gradient Descent for Wide and Deep Neural Networks

Neural Information Processing Systems

Originality: To the best of my knowledge, the results are novel and provide important extensions/improvements over the previous art. Quality: I did a high level check of the proofs and it seems sound to me. Clarity: the paper is a joy to read. The problem definition, assumptions, the algorithm, and statement of results are very well presented. Significance: the results provide several extensions and improvements over the previous work, including training deeper models, training all layers, training with SGD (rather than GD), and smaller required overparameterization.


Reviews: Generalization Bounds of Stochastic Gradient Descent for Wide and Deep Neural Networks

Neural Information Processing Systems

This paper provides a generalization bound for training over-parameterized deep neural networks with ReLU activation and cross-entropy loss using SGD. Initially the paper received mixed reviews, with two positive and one negative reviews. On the one hand, the analysis is found to be intuitive, general, and potentially influential, the generalization bound is found to be more general and sharper than many existing generalization error bounds for over-parameterized neural networks, and the paper to be very well written. On the other, hand the width requirement is found to be too strict. The rebuttal addressed the issues raised by the reviewers, one rating was increased from 6 to 8, and the negative review updated the score to 6. Upon discussion, the reviewers agreed that the paper should be accepted.


Reviews: Provable Non-linear Inductive Matrix Completion

Neural Information Processing Systems

This paper considers the problem of Non-linear Inductive Matrix Completion (NIMC) in a deep learning formulation. In NIMC one is given a query set, an item set and a few query-item relevance values, and the goal is to learn the query-item relevance function. The main contribution of the paper is to provide theoretical guarantees for using a one hidden layer network to estimate that function via an L2 loss. In particular, this can be thought of as two one-layer networks, one learning the embedding of the queries and the other the embedding of the items, while the relevance function is taken to be the inner product of the outputs of the two networks. The authors prove that for sigmoid and tanh activation functions the objective function is locally strongly convex around the global optimum and that stochastic gradient descent converges linearly if initialized sufficiently well.


End-to-end Stochastic Optimization with Energy-based Model

Neural Information Processing Systems

Decision-focused learning (DFL) was recently proposed for stochastic optimization problems that involve unknown parameters. By integrating predictive modeling with an implicitly differentiable optimization layer, DFL has shown superior performance to the standard two-stage predict-then-optimize pipeline. However, most existing DFL methods are only applicable to convex problems or a subset of nonconvex problems that can be easily relaxed to convex ones. Further, they can be inefficient in training due to the requirement of solving and differentiating through the optimization problem in every training iteration. We propose SO-EBM, a general and efficient DFL method for stochastic optimization using energy-based models.


Reviews: Dynamics of stochastic gradient descent for two-layer neural networks in the teacher-student setup

Neural Information Processing Systems

This paper studies the learning dynamics of two-layer neural networks in the teacher-student scenario under the assumptions that the input is i.i.d. The dynamics is set to be the online algorithm or the stochastic gradient descent (SGD) with mini-batch of single sample, and the dataset size is also assumed to be sufficiently large so that the parameters have no correlation with forthcoming samples. Thanks to these assumptions, the dynamics is governed only by the covariances of connections of the student and teacher, and the closed-form macroscopic dynamics of those covariances can be derived from the SGD dynamics itself. Using this macroscopic dynamics, the generalization error which is also characterized by the covariances only, can be accurately calculated. Meanwhile when both layers of the student are leant, the generalization ability strongly depends on the choice of the activation function: For the sigmoid activation, the generalization error decreases'' as the overparameterization level increases'' while for the other activations the generalization error almost stays constant with respect to it.


Reviews: Dynamics of stochastic gradient descent for two-layer neural networks in the teacher-student setup

Neural Information Processing Systems

This paper derives a coupled system of ODEs modelling this teacher-student setup. The authors provide an asymptotic analysis of the dynamics when only the first layer is trained, and generalization error increases with the size of the student network, and results when both layers are trained are also obtained. All reviewers agree that it is a good contribution.


Reviews: Iterative Least Trimmed Squares for Mixed Linear Regression

Neural Information Processing Systems

The paper considers the problem of mixed linear regression: in this problem, an algorithm is given access to n data samples (x_i, y_i) with possibly corrupted labels, where each y_i is one of the m possible linear functions of x_i, i.e., y_i x_i T theta_j for j in {1,...,m} (but the algorithm does not know which one). The goal of the algorithm is to determine vectors theta_1,..., theta_m. A straightforward but computationally inefficient (the complexity is exponential in d) approach to solving this problem is by using Least Trimmed Squares (LTS), which tries to identify the best fit vector (in terms of least squares) over all possible subsets of the data points of a particular, predefined size. To address this issue, the paper proposes using an alternative, simple, algorithm called Iterative Least Trimmed Squares (ILTS), which is similar to other algorithms that have been used for related problems in the literature, as acknowledged in the paper. The algorithm is essentially alternating minimization: it alternates between (1) finding the best set of a given size tau * n, given the least squares solution from the previous iteration and (2) solving least squares over the set determined in (1).