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 Statistical Learning


Provable Generalization of Overparameterized Meta-learning Trained with SGD

Neural Information Processing Systems

Despite the empirical success of deep meta-learning, theoretical understanding of overparameterized meta-learning is still limited. This paper studies the generalization of a widely used meta-learning approach, Model-Agnostic Meta-Learning (MAML), which aims to find a good initialization for fast adaptation to new tasks. Under a mixed linear regression model, we analyze the generalization properties of MAML trained with SGD in the overparameterized regime. We provide both upper and lower bounds for the excess risk of MAML, which captures how SGD dynamics affect these generalization bounds. With such sharp characterizations, we further explore how various learning parameters impact the generalization capability of overparameterized MAML, including explicitly identifying typical data and task distributions that can achieve diminishing generalization error with overparameterization, and characterizing the impact of adaptation learning rate on both excess risk and the early stopping time.


Robust Testing in High-Dimensional Sparse Models

Neural Information Processing Systems

We consider the problem of robustly testing the norm of a high-dimensional sparse signal vector under two different observation models. In the first model, we are given n i.i.d. We show that any algorithm for this task requires n \Omega\left(s\log\frac{ed}{s}\right) samples, which is tight up to logarithmic factors. We also extend our results to other common notions of sparsity, namely, \ \theta\ _q\le s for any 0 q 2 . In the second observation model that we consider, the data is generated according to a sparse linear regression model, where the covariates are i.i.d.


Have it your way: Individualized Privacy Assignment for DP-SGD

Neural Information Processing Systems

This uniform budget represents an overall maximal privacy violation that any user is willing to face by contributing their data to the training set. We argue that this approach is limited because different users may have different privacy expectations. Thus, setting a uniform privacy budget across all points may be overly conservative for some users or, conversely, not sufficiently protective for others. In this paper, we capture these preferences through individualized privacy budgets. To demonstrate their practicality, we introduce a variant of Differentially Private Stochastic Gradient Descent (DP-SGD) which supports such individualized budgets.


Spherization Layer: Representation Using Only Angles

Neural Information Processing Systems

In neural network literature, angular similarity between feature vectors is frequently used for interpreting or re-using learned representations. However, the inner product in neural networks partially disperses information over the scales and angles of the involved input vectors and weight vectors. Therefore, when using only angular similarity on representations trained with the inner product, information loss occurs in downstream methods, which limits their performance. In this paper, we proposed the \textit{spherization layer} to represent all information on angular similarity. The layer 1) maps the pre-activations of input vectors into the specific range of angles, 2) converts the angular coordinates of the vectors to Cartesian coordinates with an additional dimension, and 3) trains decision boundaries from hyperplanes, without bias parameters, passing through the origin.


On global convergence of ResNets: From finite to infinite width using linear parameterization

Neural Information Processing Systems

Overparameterization is a key factor in the absence of convexity to explain global convergence of gradient descent (GD) for neural networks. Beside the well studied lazy regime, infinite width (mean field) analysis has been developed for shallow networks, using on convex optimization technics. To bridge the gap between the lazy and mean field regimes, we study Residual Networks (ResNets) in which the residual block has linear parameterization while still being nonlinear. Such ResNets admit both infinite depth and width limits, encoding residual blocks in a Reproducing Kernel Hilbert Space (RKHS). In this limit, we prove a local Polyak-Lojasiewicz inequality.


Exploiting Chain Rule and Bayes' Theorem to Compare Probability Distributions

Neural Information Processing Systems

To measure the difference between two probability distributions, referred to as the source and target, respectively, we exploit both the chain rule and Bayes' theorem to construct conditional transport (CT), which is constituted by both a forward component and a backward one. The forward CT is the expected cost of moving a source data point to a target one, with their joint distribution defined by the product of the source probability density function (PDF) and a source-dependent conditional distribution, which is related to the target PDF via Bayes' theorem. The backward CT is defined by reversing the direction. The CT cost can be approximated by replacing the source and target PDFs with their discrete empirical distributions supported on mini-batches, making it amenable to implicit distributions and stochastic gradient descent-based optimization. When applied to train a generative model, CT is shown to strike a good balance between mode-covering and mode-seeking behaviors and strongly resist mode collapse.


Revisiting Non-Parametric Matching Cost Volumes for Robust and Generalizable Stereo Matching

Neural Information Processing Systems

Stereo matching is a classic challenging problem in computer vision, which has recently witnessed remarkable progress by Deep Neural Networks (DNNs). This paradigm shift leads to two interesting and entangled questions that have not been addressed well. First, it is unclear whether stereo matching DNNs that are trained from scratch really learn to perform matching well. It presents a method of learning stereo-constrained photometrically-consistent attacks, which by design are weaker adversarial attacks, and yet can cause catastrophic performance drop for those DNNs. This observation suggests that they may not actually learn to perform matching well in the sense that they should otherwise achieve potentially even better after stereo-constrained perturbations are introduced.


Leveraging Locality and Robustness to Achieve Massively Scalable Gaussian Process Regression

Neural Information Processing Systems

The accurate predictions and principled uncertainty measures provided by GP regression incur O(n 3) cost which is prohibitive for modern-day large-scale applications. This has motivated extensive work on computationally efficient approximations. We introduce a new perspective by exploring robustness properties and limiting behaviour of GP nearest-neighbour (GPnn) prediction. We demonstrate through theory and simulation that as the data-size n increases, accuracy of estimated parameters and GP model assumptions become increasingly irrelevant to GPnn predictive accuracy. Consequently, it is sufficient to spend small amounts of work on parameter estimation in order to achieve high MSE accuracy, even in the presence of gross misspecification.


Stochastic Stein Discrepancies

Neural Information Processing Systems

Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable. However, the computation of a Stein discrepancy can be prohibitive if the Stein operator -- often a sum over likelihood terms or potentials -- is expensive to evaluate. To address this deficiency, we show that stochastic Stein discrepancies (SSDs) based on subsampled approximations of the Stein operator inherit the convergence control properties of standard SDs with probability 1. Along the way, we establish the convergence of Stein variational gradient descent (SVGD) on unbounded domains, resolving an open question of Liu (2017). In our experiments with biased Markov chain Monte Carlo (MCMC) hyperparameter tuning, approximate MCMC sampler selection, and stochastic SVGD, SSDs deliver comparable inferences to standard SDs with orders of magnitude fewer likelihood evaluations.


Maximum Likelihood Learning With Arbitrary Treewidth via Fast-Mixing Parameter Sets

Neural Information Processing Systems

Inference is typically intractable in high-treewidth undirected graphical models, making maximum likelihood learning a challenge. One way to overcome this is to restrict parameters to a tractable set, most typically the set of tree-structured parameters. This paper explores an alternative notion of a tractable set, namely a set of "fast-mixing parameters" where Markov chain Monte Carlo (MCMC) inference can be guaranteed to quickly converge to the stationary distribution. While it is common in practice to approximate the likelihood gradient using samples obtained from MCMC, such procedures lack theoretical guarantees. This paper proves that for any exponential family with bounded sufficient statistics, (not just graphical models) when parameters are constrained to a fast-mixing set, gradient descent with gradients approximated by sampling will approximate the maximum likelihood solution inside the set with high-probability.