Statistical Learning
A Huber Loss Minimization Approach to Mean Estimation under User-level Differential Privacy
Zhao, Puning, Lai, Lifeng, Shen, Li, Li, Qingming, Wu, Jiafei, Liu, Zhe
Privacy protection of users' entire contribution of samples is important in distributed systems. The most effective approach is the two-stage scheme, which finds a small interval first and then gets a refined estimate by clipping samples into the interval. However, the clipping operation induces bias, which is serious if the sample distribution is heavy-tailed. Besides, users with large local sample sizes can make the sensitivity much larger, thus the method is not suitable for imbalanced users. Motivated by these challenges, we propose a Huber loss minimization approach to mean estimation under user-level differential privacy. The connecting points of Huber loss can be adaptively adjusted to deal with imbalanced users. Moreover, it avoids the clipping operation, thus significantly reducing the bias compared with the two-stage approach. We provide a theoretical analysis of our approach, which gives the noise strength needed for privacy protection, as well as the bound of mean squared error. The result shows that the new method is much less sensitive to the imbalance of user-wise sample sizes and the tail of sample distributions. Finally, we perform numerical experiments to validate our theoretical analysis.
Thermodynamic Natural Gradient Descent
Donatella, Kaelan, Duffield, Samuel, Aifer, Maxwell, Melanson, Denis, Crooks, Gavin, Coles, Patrick J.
Second-order training methods have better convergence properties than gradient descent but are rarely used in practice for large-scale training due to their computational overhead. This can be viewed as a hardware limitation (imposed by digital computers). Here we show that natural gradient descent (NGD), a second-order method, can have a similar computational complexity per iteration to a first-order method, when employing appropriate hardware. We present a new hybrid digital-analog algorithm for training neural networks that is equivalent to NGD in a certain parameter regime but avoids prohibitively costly linear system solves. Our algorithm exploits the thermodynamic properties of an analog system at equilibrium, and hence requires an analog thermodynamic computer. The training occurs in a hybrid digital-analog loop, where the gradient and Fisher information matrix (or any other positive semi-definite curvature matrix) are calculated at given time intervals while the analog dynamics take place. We numerically demonstrate the superiority of this approach over state-of-the-art digital first- and second-order training methods on classification tasks and language model fine-tuning tasks.
Custom Gradient Estimators are Straight-Through Estimators in Disguise
Schoenbauer, Matt, Moro, Daniele, Lew, Lukasz, Howard, Andrew
Quantization-aware training comes with a fundamental challenge: the derivative of quantization functions such as rounding are zero almost everywhere and nonexistent elsewhere. Various differentiable approximations of quantization functions have been proposed to address this issue. In this paper, we prove that a large class of weight gradient estimators is approximately equivalent with the straight through estimator (STE). Specifically, after swapping in the STE and adjusting both the weight initialization and the learning rate in SGD, the model will train in almost exactly the same way as it did with the original gradient estimator. Moreover, we show that for adaptive learning rate algorithms like Adam, the same result can be seen without any modifications to the weight initialization and learning rate. These results reduce the burden of hyperparameter tuning for practitioners of QAT, as they can now confidently choose the STE for gradient estimation and ignore more complex gradient estimators. We experimentally show that these results hold for both a small convolutional model trained on the MNIST dataset and for a ResNet50 model trained on ImageNet.
Fair Mixed Effects Support Vector Machine
Pamplona, João Vitor, Burgard, Jan Pablo
To ensure unbiased and ethical automated predictions, fairness must be a core principle in machine learning applications. Fairness in machine learning aims to mitigate biases present in the training data and model imperfections that could lead to discriminatory outcomes. This is achieved by preventing the model from making decisions based on sensitive characteristics like ethnicity or sexual orientation. A fundamental assumption in machine learning is the independence of observations. However, this assumption often does not hold true for data describing social phenomena, where data points are often clustered based. Hence, if the machine learning models do not account for the cluster correlations, the results may be biased. Especially high is the bias in cases where the cluster assignment is correlated to the variable of interest. We present a fair mixed effects support vector machine algorithm that can handle both problems simultaneously. With a reproducible simulation study we demonstrate the impact of clustered data on the quality of fair machine learning predictions.
Banded Square Root Matrix Factorization for Differentially Private Model Training
Kalinin, Nikita, Lampert, Christoph
Current state-of-the-art methods for differentially private model training are based on matrix factorization techniques. However, these methods suffer from high computational overhead because they require numerically solving a demanding optimization problem to determine an approximately optimal factorization prior to the actual model training. In this work, we present a new matrix factorization approach, BSR, which overcomes this computational bottleneck. By exploiting properties of the standard matrix square root, BSR allows to efficiently handle also large-scale problems. For the key scenario of stochastic gradient descent with momentum and weight decay, we even derive analytical expressions for BSR that render the computational overhead negligible. We prove bounds on the approximation quality that hold both in the centralized and in the federated learning setting. Our numerical experiments demonstrate that models trained using BSR perform on par with the best existing methods, while completely avoiding their computational overhead.
Learning Multimodal Confidence for Intention Recognition in Human-Robot Interaction
Zhao, Xiyuan, Li, Huijun, Miao, Tianyuan, Zhu, Xianyi, Wei, Zhikai, Song, Aiguo
The rapid development of collaborative robotics has provided a new possibility of helping the elderly who has difficulties in daily life, allowing robots to operate according to specific intentions. However, efficient human-robot cooperation requires natural, accurate and reliable intention recognition in shared environments. The current paramount challenge for this is reducing the uncertainty of multimodal fused intention to be recognized and reasoning adaptively a more reliable result despite current interactive condition. In this work we propose a novel learning-based multimodal fusion framework Batch Multimodal Confidence Learning for Opinion Pool (BMCLOP). Our approach combines Bayesian multimodal fusion method and batch confidence learning algorithm to improve accuracy, uncertainty reduction and success rate given the interactive condition. In particular, the generic and practical multimodal intention recognition framework can be easily extended further. Our desired assistive scenarios consider three modalities gestures, speech and gaze, all of which produce categorical distributions over all the finite intentions. The proposed method is validated with a six-DoF robot through extensive experiments and exhibits high performance compared to baselines.
Nearly Tight Black-Box Auditing of Differentially Private Machine Learning
Annamalai, Meenatchi Sundaram Muthu Selva, De Cristofaro, Emiliano
This paper presents a nearly tight audit of the Differentially Private Stochastic Gradient Descent (DP-SGD) algorithm in the black-box model. Our auditing procedure empirically estimates the privacy leakage from DP-SGD using membership inference attacks; unlike prior work, the estimates are appreciably close to the theoretical DP bounds. The main intuition is to craft worst-case initial model parameters, as DP-SGD's privacy analysis is agnostic to the choice of the initial model parameters. For models trained with theoretical $\varepsilon=10.0$ on MNIST and CIFAR-10, our auditing procedure yields empirical estimates of $7.21$ and $6.95$, respectively, on 1,000-record samples and $6.48$ and $4.96$ on the full datasets. By contrast, previous work achieved tight audits only in stronger (i.e., less realistic) white-box models that allow the adversary to access the model's inner parameters and insert arbitrary gradients. Our auditing procedure can be used to detect bugs and DP violations more easily and offers valuable insight into how the privacy analysis of DP-SGD can be further improved.
Emulating Full Client Participation: A Long-Term Client Selection Strategy for Federated Learning
Li, Qingming, Miao, Juzheng, Zhao, Puning, Zhou, Li, Ji, Shouling, Zhou, Bowen, Liu, Furui
Client selection significantly affects the system convergence efficiency and is a crucial problem in federated learning. Existing methods often select clients by evaluating each round individually and overlook the necessity for long-term optimization, resulting in suboptimal performance and potential fairness issues. In this study, we propose a novel client selection strategy designed to emulate the performance achieved with full client participation. In a single round, we select clients by minimizing the gradient-space estimation error between the client subset and the full client set. In multi-round selection, we introduce a novel individual fairness constraint, which ensures that clients with similar data distributions have similar frequencies of being selected. This constraint guides the client selection process from a long-term perspective. We employ Lyapunov optimization and submodular functions to efficiently identify the optimal subset of clients, and provide a theoretical analysis of the convergence ability. Experiments demonstrate that the proposed strategy significantly improves both accuracy and fairness compared to previous methods while also exhibiting efficiency by incurring minimal time overhead.
Uncertainty-aware Evaluation of Auxiliary Anomalies with the Expected Anomaly Posterior
Perini, Lorenzo, Rudolph, Maja, Schmedding, Sabrina, Qiu, Chen
Anomaly detection is the task of identifying examples that do not behave as expected. Because anomalies are rare and unexpected events, collecting real anomalous examples is often challenging in several applications. In addition, learning an anomaly detector with limited (or no) anomalies often yields poor prediction performance. One option is to employ auxiliary synthetic anomalies to improve the model training. However, synthetic anomalies may be of poor quality: anomalies that are unrealistic or indistinguishable from normal samples may deteriorate the detector's performance. Unfortunately, no existing methods quantify the quality of auxiliary anomalies. We fill in this gap and propose the expected anomaly posterior (EAP), an uncertainty-based score function that measures the quality of auxiliary anomalies by quantifying the total uncertainty of an anomaly detector. Experimentally on 40 benchmark datasets of images and tabular data, we show that EAP outperforms 12 adapted data quality estimators in the majority of cases.
Reinforcement Learning for Adaptive MCMC
Wang, Congye, Chen, Wilson, Kanagawa, Heishiro, Oates, Chris. J.
A vast literature on algorithms, tips, and tricks is testament to the success of Markov chain Monte Carlo (MCMC), which remains the most popular approach to numerical approximation of probability distributions characterised up to an intractable normalisation constant. Yet the breadth of methodology also presents a difficulty in selecting an appropriate algorithm for a specific task. The goal of adaptive MCMC is to automate, as much as possible, the design of a fast-mixing Markov transition kernel. To achieve this, one alternates between observing the performance of the current transition kernel, and updating the transition kernel in a manner that is expected to improve its future performance (Andrieu and Thoms, 2008). Though the online adaptation of a Markov transition kernel in principle sacrifices the ergodicy of MCMC, there are several ways to prove that ergodicity is in fact retained if the transition kernel converges fast enough (in an appropriate sense) to a sensible limit.