Statistical Learning
$p$SVM: Soft-margin SVMs with $p$-norm Hinge Loss
Support Vector Machines (SVMs) based on hinge loss have been extensively discussed and applied to various binary classification tasks. These SVMs achieve a balance between margin maximization and the minimization of slack due to outliers. Although many efforts have been dedicated to enhancing the performance of SVMs with hinge loss, studies on $p$SVMs, soft-margin SVMs with $p$-norm hinge loss, remain relatively scarce. In this paper, we explore the properties, performance, and training algorithms of $p$SVMs. We first derive the generalization bound of $p$SVMs, then formulate the dual optimization problem, comparing it with the traditional approach. Furthermore, we discuss a generalized version of the Sequential Minimal Optimization (SMO) algorithm, $p$SMO, to train our $p$SVM model. Comparative experiments on various datasets, including binary and multi-class classification tasks, demonstrate the effectiveness and advantages of our $p$SVM model and the $p$SMO method. Code is available at https://github.com/CoderBak/pSVM.
Active Learning of Molecular Data for Task-Specific Objectives
Ghosh, Kunal, Todoroviฤ, Milica, Vehtari, Aki, Rinke, Patrick
Active learning (AL) has shown promise for being a particularly data-efficient machine learning approach. Yet, its performance depends on the application and it is not clear when AL practitioners can expect computational savings. Here, we carry out a systematic AL performance assessment for three diverse molecular datasets and two common scientific tasks: compiling compact, informative datasets and targeted molecular searches. We implemented AL with Gaussian processes (GP) and used the many-body tensor as molecular representation. For the first task, we tested different data acquisition strategies, batch sizes and GP noise settings. AL was insensitive to the acquisition batch size and we observed the best AL performance for the acquisition strategy that combines uncertainty reduction with clustering to promote diversity. However, for optimal GP noise settings, AL did not outperform randomized selection of data points. Conversely, for targeted searches, AL outperformed random sampling and achieved data savings up to 64%. Our analysis provides insight into this task-specific performance difference in terms of target distributions and data collection strategies. We established that the performance of AL depends on the relative distribution of the target molecules in comparison to the total dataset distribution, with the largest computational savings achieved when their overlap is minimal.
Inverting the Leverage Score Gradient: An Efficient Approximate Newton Method
Li, Chenyang, Song, Zhao, Xu, Zhaoxing, Yin, Junze
Leverage scores have become essential in statistics and machine learning, aiding regression analysis, randomized matrix computations, and various other tasks. This paper delves into the inverse problem, aiming to recover the intrinsic model parameters given the leverage scores gradient. This endeavor not only enriches the theoretical understanding of models trained with leverage score techniques but also has substantial implications for data privacy and adversarial security. We specifically scrutinize the inversion of the leverage score gradient, denoted as $g(x)$. An innovative iterative algorithm is introduced for the approximate resolution of the regularized least squares problem stated as $\min_{x \in \mathbb{R}^d} 0.5 \|g(x) - c\|_2^2 + 0.5\|\mathrm{diag}(w)Ax\|_2^2$. Our algorithm employs subsampled leverage score distributions to compute an approximate Hessian in each iteration, under standard assumptions, considerably mitigating the time complexity. Given that a total of $T = \log(\| x_0 - x^* \|_2/ \epsilon)$ iterations are required, the cost per iteration is optimized to the order of $O( (\mathrm{nnz}(A) + d^{\omega} ) \cdot \mathrm{poly}(\log(n/\delta))$, where $\mathrm{nnz}(A)$ denotes the number of non-zero entries of $A$.
An Information-Theoretic Approach to Generalization Theory
Rodrรญguez-Gรกlvez, Borja, Thobaben, Ragnar, Skoglund, Mikael
We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and the training data. We consider two categories of generalization guarantees: 1) Guarantees in expectation: These bounds measure performance in the average case. Here, the dependence between the algorithm and the data is often captured by information measures. While these measures offer an intuitive interpretation, they overlook the geometry of the algorithm's hypothesis class. Here, we introduce bounds using the Wasserstein distance to incorporate geometry, and a structured, systematic method to derive bounds capturing the dependence between the algorithm and an individual datum, and between the algorithm and subsets of the training data. 2) PAC-Bayesian guarantees: These bounds measure the performance level with high probability. Here, the dependence between the algorithm and the data is often measured by the relative entropy. We establish connections between the Seeger--Langford and Catoni's bounds, revealing that the former is optimized by the Gibbs posterior. We introduce novel, tighter bounds for various types of loss functions. To achieve this, we introduce a new technique to optimize parameters in probabilistic statements. To study the limitations of these approaches, we present a counter-example where most of the information-theoretic bounds fail while traditional approaches do not. Finally, we explore the relationship between privacy and generalization. We show that algorithms with a bounded maximal leakage generalize. For discrete data, we derive new bounds for differentially private algorithms that guarantee generalization even with a constant privacy parameter, which is in contrast to previous bounds in the literature.
Multi-level Monte-Carlo Gradient Methods for Stochastic Optimization with Biased Oracles
Hu, Yifan, Wang, Jie, Chen, Xin, He, Niao
We consider stochastic optimization when one only has access to biased stochastic oracles of the objective and the gradient, and obtaining stochastic gradients with low biases comes at high costs. This setting captures various optimization paradigms, such as conditional stochastic optimization, distributionally robust optimization, shortfall risk optimization, and machine learning paradigms, such as contrastive learning. We examine a family of multi-level Monte Carlo (MLMC) gradient methods that exploit a delicate tradeoff among bias, variance, and oracle cost. We systematically study their total sample and computational complexities for strongly convex, convex, and nonconvex objectives and demonstrate their superiority over the widely used biased stochastic gradient method. When combined with the variance reduction techniques like SPIDER, these MLMC gradient methods can further reduce the complexity in the nonconvex regime. Our results imply that a series of stochastic optimization problems with biased oracles, previously considered to be more challenging, is fundamentally no harder than the classical stochastic optimization with unbiased oracles. We also delineate the boundary conditions under which these problems become more difficult. Moreover, MLMC gradient methods significantly improve the best-known complexities in the literature for conditional stochastic optimization and shortfall risk optimization. Our extensive numerical experiments on distributionally robust optimization, pricing and staffing scheduling problems, and contrastive learning demonstrate the superior performance of MLMC gradient methods.
KAN4TSF: Are KAN and KAN-based models Effective for Time Series Forecasting?
Han, Xiao, Zhang, Xinfeng, Wu, Yiling, Zhang, Zhenduo, Wu, Zhe
Time series forecasting is a crucial task that predicts the future values of variables based on historical data. Time series forecasting techniques have been developing in parallel with the machine learning community, from early statistical learning methods to current deep learning methods. Although existing methods have made significant progress, they still suffer from two challenges. The mathematical theory of mainstream deep learning-based methods does not establish a clear relation between network sizes and fitting capabilities, and these methods often lack interpretability. To this end, we introduce the Kolmogorov-Arnold Network (KAN) into time series forecasting research, which has better mathematical properties and interpretability. First, we propose the Reversible Mixture of KAN experts (RMoK) model, which is a KAN-based model for time series forecasting. RMoK uses a mixture-of-experts structure to assign variables to KAN experts. Then, we compare performance, integration, and speed between RMoK and various baselines on real-world datasets, and the experimental results show that RMoK achieves the best performance in most cases. And we find the relationship between temporal feature weights and data periodicity through visualization, which roughly explains RMoK's mechanism. Thus, we conclude that KAN and KAN-based models (RMoK) are effective in time series forecasting. Code is available at KAN4TSF: https://github.com/2448845600/KAN4TSF.
NeCo: Improving DINOv2's spatial representations in 19 GPU hours with Patch Neighbor Consistency
Pariza, Valentinos, Salehi, Mohammadreza, Burghouts, Gertjan, Locatello, Francesco, Asano, Yuki M.
We propose sorting patch representations across views as a novel self-supervised learning signal to improve pretrained representations. To this end, we introduce NeCo: Patch Neighbor Consistency, a novel training loss that enforces patch-level nearest neighbor consistency across a student and teacher model, relative to reference batches. Our method leverages a differentiable sorting method applied on top of pretrained representations, such as DINOv2-registers to bootstrap the learning signal and further improve upon them. This dense post-pretraining leads to superior performance across various models and datasets, despite requiring only 19 hours on a single GPU. We demonstrate that this method generates high-quality dense feature encoders and establish several new state-of-the-art results: +5.5% and + 6% for non-parametric in-context semantic segmentation on ADE20k and Pascal VOC, and +7.2% and +5.7% for linear segmentation evaluations on COCO-Things and -Stuff.
A Little Confidence Goes a Long Way
Scoville, John, Gao, Shang, Agrawal, Devanshu, Qadrud-Din, Javed
We introduce a group of related methods for binary classification tasks using probes of the hidden state activations in large language models (LLMs). Performance is on par with the largest and most advanced LLMs currently available, but requiring orders of magnitude fewer computational resources and not requiring labeled data. This approach involves translating class labels into a semantically rich description, spontaneous symmetry breaking of multilayer perceptron probes for unsupervised learning and inference, training probes to generate confidence scores (prior probabilities) from hidden state activations subject to known constraints via entropy maximization, and selecting the most confident probe model from an ensemble for prediction. These techniques are evaluated on four datasets using five base LLMs.
Audio Match Cutting: Finding and Creating Matching Audio Transitions in Movies and Videos
Fedorishin, Dennis, Lu, Lie, Setlur, Srirangaraj, Govindaraju, Venu
A "match cut" is a common video editing technique where a pair of shots that have a similar composition transition fluidly from one to another. Although match cuts are often visual, certain match cuts involve the fluid transition of audio, where sounds from different sources merge into one indistinguishable transition between two shots. In this paper, we explore the ability to automatically find and create "audio match cuts" within videos and movies. We create a self-supervised audio representation for audio match cutting and develop a coarse-to-fine audio match pipeline that recommends matching shots and creates the blended audio. We further annotate a dataset for the proposed audio match cut task and compare the ability of multiple audio representations to find audio match cut candidates. Finally, we evaluate multiple methods to blend two matching audio candidates with the goal of creating a smooth transition. Project page and examples are available at: https://denfed.github.io/audiomatchcut/
Robust Regression with Ensembles Communicating over Noisy Channels
Ben-Hur, Yuval, Cassuto, Yuval
As machine-learning models grow in size, their implementation requirements cannot be met by a single computer system. This observation motivates distributed settings, in which intermediate computations are performed across a network of processing units, while the central node only aggregates their outputs. However, distributing inference tasks across low-precision or faulty edge devices, operating over a network of noisy communication channels, gives rise to serious reliability challenges. We study the problem of an ensemble of devices, implementing regression algorithms, that communicate through additive noisy channels in order to collaboratively perform a joint regression task. We define the problem formally, and develop methods for optimizing the aggregation coefficients for the parameters of the noise in the channels, which can potentially be correlated. Our results apply to the leading state-of-the-art ensemble regression methods: bagging and gradient boosting. We demonstrate the effectiveness of our algorithms on both synthetic and real-world datasets.