Statistical Learning
FOOGD: Federated Collaboration for Both Out-of-distribution Generalization and Detection
Liao, Xinting, Liu, Weiming, Zhou, Pengyang, Yu, Fengyuan, Xu, Jiahe, Wang, Jun, Wang, Wenjie, Chen, Chaochao, Zheng, Xiaolin
Federated learning (FL) is a promising machine learning paradigm that collaborates with client models to capture global knowledge. However, deploying FL models in real-world scenarios remains unreliable due to the coexistence of in-distribution data and unexpected out-of-distribution (OOD) data, such as covariate-shift and semantic-shift data. Current FL researches typically address either covariate-shift data through OOD generalization or semantic-shift data via OOD detection, overlooking the simultaneous occurrence of various OOD shifts. In this work, we propose FOOGD, a method that estimates the probability density of each client and obtains reliable global distribution as guidance for the subsequent FL process. Firstly, SM3D in FOOGD estimates score model for arbitrary distributions without prior constraints, and detects semantic-shift data powerfully. Then SAG in FOOGD provides invariant yet diverse knowledge for both local covariate-shift generalization and client performance generalization. In empirical validations, FOOGD significantly enjoys three main advantages: (1) reliably estimating non-normalized decentralized distributions, (2) detecting semantic shift data via score values, and (3) generalizing to covariate-shift data by regularizing feature extractor. The prejoct is open in https://github.com/XeniaLLL/FOOGD-main.git.
Predicting Company Growth by Econophysics informed Machine Learning
Tao, Ruyi, Liu, Kaiwei, Jing, Xu, Zhang, Jiang
Predicting company growth is crucial for strategic adjustment, operational decision-making, risk assessment, and loan eligibility reviews. Traditional models for company growth often focus too much on theory, overlooking practical forecasting, or they rely solely on time series forecasting techniques, ignoring interpretability and the inherent mechanisms of company growth. In this paper, we propose a machine learning-based prediction framework that incorporates an econophysics model for company growth. Our model captures both the intrinsic growth mechanisms of companies led by scaling laws and the fluctuations influenced by random factors and individual decisions, demonstrating superior predictive performance compared with methods that use time series techniques alone. Its advantages are more pronounced in long-range prediction tasks. By explicitly modeling the baseline growth and volatility components, our model is more interpretable.
P1-KAN an effective Kolmogorov Arnold Network for function approximation
A new Kolmogorov-Arnold network (KAN) is proposed to approximate potentially irregular functions in high dimension. We show that it outperforms multilayer perceptrons in terms of accuracy and converges faster. We also compare it with several proposed KAN networks: the original spline-based KAN network appears to be more effective for smooth functions, while the P1-KAN network is more effective for irregular functions.
Reducing Variance in Meta-Learning via Laplace Approximation for Regression Tasks
Reichlin, Alfredo, Tegnรฉr, Gustaf, Vasco, Miguel, Yin, Hang, Bjรถrkman, Mรฅrten, Kragic, Danica
Given a finite set of sample points, meta-learning algorithms aim to learn an optimal adaptation strategy for new, unseen tasks. Often, this data can be ambiguous as it might belong to different tasks concurrently. This is particularly the case in meta-regression tasks. In such cases, the estimated adaptation strategy is subject to high variance due to the limited amount of support data for each task, which often leads to sub-optimal generalization performance. In this work, we address the problem of variance reduction in gradient-based meta-learning and formalize the class of problems prone to this, a condition we refer to as \emph{task overlap}. Specifically, we propose a novel approach that reduces the variance of the gradient estimate by weighing each support point individually by the variance of its posterior over the parameters. To estimate the posterior, we utilize the Laplace approximation, which allows us to express the variance in terms of the curvature of the loss landscape of our meta-learner. Experimental results demonstrate the effectiveness of the proposed method and highlight the importance of variance reduction in meta-learning.
Low-Rank Tensor Learning by Generalized Nonconvex Regularization
Xia, Sijia, Ng, Michael K., Zhang, Xiongjun
In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding matrices of a tensor, which may be suboptimal. In order to explore the low-rankness of the underlying tensor effectively, we propose a nonconvex model based on transformed tensor nuclear norm for low-rank tensor learning. Specifically, a family of nonconvex functions are employed onto the singular values of all frontal slices of a tensor in the transformed domain to characterize the low-rankness of the underlying tensor. An error bound between the stationary point of the nonconvex model and the underlying tensor is established under restricted strong convexity on the loss function (such as least squares loss and logistic regression) and suitable regularity conditions on the nonconvex penalty function. By reformulating the nonconvex function into the difference of two convex functions, a proximal majorization-minimization (PMM) algorithm is designed to solve the resulting model. Then the global convergence and convergence rate of PMM are established under very mild conditions. Numerical experiments are conducted on tensor completion and binary classification to demonstrate the effectiveness of the proposed method over other state-of-the-art methods.
Scalable Random Feature Latent Variable Models
Li, Ying, Lin, Zhidi, Liu, Yuhao, Zhang, Michael Minyi, Olmos, Pablo M., Djuriฤ, Petar M.
Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy reliance on Monte Carlo sampling results in scalability issues which makes it difficult to use these models for datasets with a massive number of observations. To scale up RFLVMs, we turn to the optimization-based variational Bayesian inference (VBI) algorithm which is known for its scalability compared to sampling-based methods. However, implementing VBI for RFLVMs poses challenges, such as the lack of explicit probability distribution functions (PDFs) for the Dirichlet process (DP) in the kernel learning component, and the incompatibility of existing VBI algorithms with RFLVMs. To address these issues, we introduce a stick-breaking construction for DP to obtain an explicit PDF and a novel VBI algorithm called ``block coordinate descent variational inference" (BCD-VI). This enables the development of a scalable version of RFLVMs, or in short, SRFLVM. Our proposed method shows scalability, computational efficiency, superior performance in generating informative latent representations and the ability of imputing missing data across various real-world datasets, outperforming state-of-the-art competitors.
A class of modular and flexible covariate-based covariance functions for nonstationary spatial modeling
Blasi, Federico, Furrer, Reinhard
The assumptions of stationarity and isotropy often stated over spatial processes have not aged well during the last two decades, partly explained by the combination of computational developments and the increasing availability of high-resolution spatial data. While a plethora of approaches have been developed to relax these assumptions, it is often a costly tradeoff between flexibility and a diversity of computational challenges. In this paper, we present a class of covariance functions that relies on fixed, observable spatial information that provides a convenient tradeoff while offering an extra layer of numerical and visual representation of the flexible spatial dependencies. This model allows for separate parametric structures for different sources of nonstationarity, such as marginal standard deviation, geometric anisotropy, and smoothness. It simplifies to a Mat\'ern covariance function in its basic form and is adaptable for large datasets, enhancing flexibility and computational efficiency. We analyze the capabilities of the presented model through simulation studies and an application to Swiss precipitation data.
Evaluating the Effectiveness of Attack-Agnostic Features for Morphing Attack Detection
Colbois, Laurent, Marcel, Sรฉbastien
Morphing attacks have diversified significantly over the past years, with new methods based on generative adversarial networks (GANs) and diffusion models posing substantial threats to face recognition systems. Recent research has demonstrated the effectiveness of features extracted from large vision models pretrained on bonafide data only (attack-agnostic features) for detecting deep generative images. Building on this, we investigate the potential of these image representations for morphing attack detection (MAD). We develop supervised detectors by training a simple binary linear SVM on the extracted features and one-class detectors by modeling the distribution of bonafide features with a Gaussian Mixture Model (GMM). Our method is evaluated across a comprehensive set of attacks and various scenarios, including generalization to unseen attacks, different source datasets, and print-scan data. Our results indicate that attack-agnostic features can effectively detect morphing attacks, outperforming traditional supervised and one-class detectors from the literature in most scenarios. Additionally, we provide insights into the strengths and limitations of each considered representation and discuss potential future research directions to further enhance the robustness and generalizability of our approach.
Guarantees of a Preconditioned Subgradient Algorithm for Overparameterized Asymmetric Low-rank Matrix Recovery
Giampouras, Paris, Cai, HanQin, Vidal, Rene
In this paper, we focus on a matrix factorization-based approach for robust low-rank and asymmetric matrix recovery from corrupted measurements. We address the challenging scenario where the rank of the sought matrix is unknown and employ an overparameterized approach using the variational form of the nuclear norm as a regularizer. We propose a subgradient algorithm that inherits the merits of preconditioned algorithms, whose rate of convergence does not depend on the condition number of the sought matrix, and addresses their current limitation, i.e., the lack of convergence guarantees in the case of asymmetric matrices with unknown rank. In this setting, we provide, for the first time in the literature, linear convergence guarantees for the derived overparameterized preconditioned subgradient algorithm in the presence of gross corruptions. Additionally, by applying our approach to matrix sensing, we highlight its merits when the measurement operator satisfies the mixed-norm restricted isometry properties. Lastly, we present numerical experiments that validate our theoretical results and demonstrate the effectiveness of our approach.
Methods of improving LLM training stability
Rybakov, Oleg, Chrzanowski, Mike, Dykas, Peter, Xue, Jinze, Lanir, Ben
Training stability of large language models(LLMs) is an important research topic. Reproducing training instabilities can be costly, so we use a small language model with 830M parameters and experiment with higher learning rates to force models to diverge. One of the sources of training instability is the growth of logits in attention layers. We extend the focus of the previous work and look not only at the magnitude of the logits but at all outputs of linear layers in the Transformer block. We observe that with a high learning rate the L2 norm of all linear layer outputs can grow with each training step and the model diverges. Specifically we observe that QKV, Proj and FC2 layers have the largest growth of the output magnitude. This prompts us to explore several options: 1) apply layer normalization not only after QK layers but also after Proj and FC2 layers too; 2) apply layer normalization after the QKV layer (and remove pre normalization). 3) apply QK layer normalization together with softmax capping. We show that with the last two methods we can increase learning rate by 1.5x (without model divergence) in comparison to an approach based on QK layer normalization only. Also we observe significant perplexity improvements for all three methods in comparison to the baseline model.