Statistical Learning
Turbocharging Solution Concepts: Solving NEs, CEs and CCEs with Neural Equilibrium Solvers
Marris, Luke, Gemp, Ian, Anthony, Thomas, Tacchetti, Andrea, Liu, Siqi, Tuyls, Karl
Solution concepts such as Nash Equilibria, Correlated Equilibria, and Coarse Correlated Equilibria are useful components for many multiagent machine learning algorithms. Unfortunately, solving a normal-form game could take prohibitive or non-deterministic time to converge, and could fail. We introduce the Neural Equilibrium Solver which utilizes a special equivariant neural network architecture to approximately solve the space of all games of fixed shape, buying speed and determinism. We define a flexible equilibrium selection framework, that is capable of uniquely selecting an equilibrium that minimizes relative entropy, or maximizes welfare. The network is trained without needing to generate any supervised training data. We show remarkable zero-shot generalization to larger games. We argue that such a network is a powerful component for many possible multiagent algorithms.
Efficient Convex Algorithms for Universal Kernel Learning
Talitckii, Aleksandr, Colbert, Brendon K., Peet, Matthew M.
The accuracy and complexity of machine learning algorithms based on kernel optimization are determined by the set of kernels over which they are able to optimize. An ideal set of kernels should: admit a linear parameterization (for tractability); be dense in the set of all kernels (for robustness); be universal (for accuracy). Recently, a framework was proposed for using positive matrices to parameterize a class of positive semi-separable kernels. Although this class can be shown to meet all three criteria, previous algorithms for optimization of such kernels were limited to classification and furthermore relied on computationally complex Semidefinite Programming (SDP) algorithms. In this paper, we pose the problem of learning semiseparable kernels as a minimax optimization problem and propose a SVD-QCQP primal-dual algorithm which dramatically reduces the computational complexity as compared with previous SDP-based approaches. Furthermore, we provide an efficient implementation of this algorithm for both classification and regression -- an implementation which enables us to solve problems with 100 features and up to 30,000 datums. Finally, when applied to benchmark data, the algorithm demonstrates the potential for significant improvement in accuracy over typical (but non-convex) approaches such as Neural Nets and Random Forest with similar or better computation time.
Multi-View Graph Representation Learning Beyond Homophily
Lin, Bei, Li, You, Gui, Ning, Xu, Zhuopeng, Yu, Zhiwu
Unsupervised graph representation learning(GRL) aims to distill diverse graph information into task-agnostic embeddings without label supervision. Due to a lack of support from labels, recent representation learning methods usually adopt self-supervised learning, and embeddings are learned by solving a handcrafted auxiliary task(so-called pretext task). However, partially due to the irregular non-Euclidean data in graphs, the pretext tasks are generally designed under homophily assumptions and cornered in the low-frequency signals, which results in significant loss of other signals, especially high-frequency signals widespread in graphs with heterophily. Motivated by this limitation, we propose a multi-view perspective and the usage of diverse pretext tasks to capture different signals in graphs into embeddings. A novel framework, denoted as Multi-view Graph Encoder(MVGE), is proposed, and a set of key designs are identified. More specifically, a set of new pretext tasks are designed to encode different types of signals, and a straightforward operation is propxwosed to maintain both the commodity and personalization in both the attribute and the structural levels. Extensive experiments on synthetic and real-world network datasets show that the node representations learned with MVGE achieve significant performance improvements in three different downstream tasks, especially on graphs with heterophily. Source code is available at \url{https://github.com/G-AILab/MVGE}.
Exploring and Exploiting Decision Boundary Dynamics for Adversarial Robustness
Xu, Yuancheng, Sun, Yanchao, Goldblum, Micah, Goldstein, Tom, Huang, Furong
The robustness of a deep classifier can be characterized by its margins: the decision boundary's distances to natural data points. However, it is unclear whether existing robust training methods effectively increase the margin for each vulnerable point during training. To understand this, we propose a continuous-time framework for quantifying the relative speed of the decision boundary with respect to each individual point. Through visualizing the moving speed of the decision boundary under Adversarial Training, one of the most effective robust training algorithms, a surprising moving-behavior is revealed: the decision boundary moves away from some vulnerable points but simultaneously moves closer to others, decreasing their margins. To alleviate these conflicting dynamics of the decision boundary, we propose Dynamics-aware Robust Training (DyART), which encourages the decision boundary to engage in movement that prioritizes increasing smaller margins. In contrast to prior works, DyART directly operates on the margins rather than their indirect approximations, allowing for more targeted and effective robustness improvement. Experiments on the CIFAR-10 and Tiny-ImageNet datasets verify that DyART alleviates the conflicting dynamics of the decision boundary and obtains improved robustness under various perturbation sizes compared to the state-of-the-art defenses. Our code is available at https://github.com/Yuancheng-Xu/Dynamics-Aware-Robust-Training.
How to Exploit Hyperspherical Embeddings for Out-of-Distribution Detection?
Ming, Yifei, Sun, Yiyou, Dia, Ousmane, Li, Yixuan
Out-of-distribution (OOD) detection is a critical task for reliable machine learning. Recent advances in representation learning give rise to distance-based OOD detection, where testing samples are detected as OOD if they are relatively far away from the centroids or prototypes of in-distribution (ID) classes. However, prior methods directly take off-the-shelf contrastive losses that suffice for classifying ID samples, but are not optimally designed when test inputs contain OOD samples. In this work, we propose CIDER, a novel representation learning framework that exploits hyperspherical embeddings for OOD detection. CIDER jointly optimizes two losses to promote strong ID-OOD separability: a dispersion loss that promotes large angular distances among different class prototypes, and a compactness loss that encourages samples to be close to their class prototypes. We analyze and establish the unexplored relationship between OOD detection performance and the embedding properties in the hyperspherical space, and demonstrate the importance of dispersion and compactness. CIDER establishes superior performance, outperforming the latest rival by 13.33% in FPR95. When deploying machine learning models in the open world, it is important to ensure the reliability of the model in the presence of out-of-distribution (OOD) inputs--samples from an unknown distribution that the network has not been exposed to during training, and therefore should not be predicted with high confidence at test time. We desire models that are not only accurate when the input is drawn from the known distribution, but are also aware of the unknowns outside the training categories. This gives rise to the task of OOD detection, where the goal is to determine whether an input is in-distribution (ID) or not. A plethora of OOD detection algorithms have been developed recently, among which distance-based methods demonstrated promise (Lee et al., 2018; Xing et al., 2020). These approaches circumvent the shortcoming of using the model's confidence score for OOD detection, which can be abnormally high on OOD samples (Nguyen et al., 2015) and hence not distinguishable from ID data.
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization
Celentano, Michael, Fan, Zhou, Mei, Song
We study mean-field variational Bayesian inference using the TAP approach, for Z2-synchronization as a prototypical example of a high-dimensional Bayesian model. We show that for any signal strength $\lambda > 1$ (the weak-recovery threshold), there exists a unique local minimizer of the TAP free energy functional near the mean of the Bayes posterior law. Furthermore, the TAP free energy in a local neighborhood of this minimizer is strongly convex. Consequently, a natural-gradient/mirror-descent algorithm achieves linear convergence to this minimizer from a local initialization, which may be obtained by a constant number of iterates of Approximate Message Passing (AMP). This provides a rigorous foundation for variational inference in high dimensions via minimization of the TAP free energy. We also analyze the finite-sample convergence of AMP, showing that AMP is asymptotically stable at the TAP minimizer for any $\lambda > 1$, and is linearly convergent to this minimizer from a spectral initialization for sufficiently large $\lambda$. Such a guarantee is stronger than results obtainable by state evolution analyses, which only describe a fixed number of AMP iterations in the infinite-sample limit. Our proofs combine the Kac-Rice formula and Sudakov-Fernique Gaussian comparison inequality to analyze the complexity of critical points that satisfy strong convexity and stability conditions within their local neighborhoods.
Metropolis Monte Carlo sampling: convergence, localization transition and optimality
Chepelianskii, Alexei D., Majumdar, Satya N., Schawe, Hendrik, Trizac, Emmanuel
Although Buffon's needle problem [1] may be considered as the earliest documented use of Monte Carlo sampling (18th century), the method was developed at the end of the second world war and dates from the early days of computer use [2, 3]. With the increase in computational power, it has become a pervasive and versatile technique in basic sciences and engineering. It uses random sampling for solving both deterministic and stochastic problems, as found in physics, biology, chemistry, or artificial intelligence [4-10]. Monte Carlo techniques also allow to assess risk in quantitative analysis and decision making [11, 12], and their methodological developments provide tools for economy, epidemiology or archaeology [13]. It is then crucial to understand the type of errors which can be introduced as a consequence of the incomplete convergence of such algorithms. Our interest goes to Markov Chain Monte Carlo techniques [14, 15], that create correlated random samples from a target distribution; a special emphasis is put on the relaxation rate of these methods. From the target probability distribution, a sequence of samples is obtained by a random walk, with appropriate transition probabilities. The walker's density evolves at long times towards the target distribution, and quantities of interest follow from the law of large numbers and other methods of statistical inference [11-19]. The Monte-Carlo method and its modern developments [20-30] have now been adopted in many topics in and outside physics.
Practical Differentially Private and Byzantine-resilient Federated Learning
Xiang, Zihang, Wang, Tianhao, Lin, Wanyu, Wang, Di
Privacy and Byzantine resilience are two indispensable requirements for a federated learning (FL) system. Although there have been extensive studies on privacy and Byzantine security in their own track, solutions that consider both remain sparse. This is due to difficulties in reconciling privacy-preserving and Byzantine-resilient algorithms. In this work, we propose a solution to such a two-fold issue. We use our version of differentially private stochastic gradient descent (DP-SGD) algorithm to preserve privacy and then apply our Byzantine-resilient algorithms. We note that while existing works follow this general approach, an in-depth analysis on the interplay between DP and Byzantine resilience has been ignored, leading to unsatisfactory performance. Specifically, for the random noise introduced by DP, previous works strive to reduce its impact on the Byzantine aggregation. In contrast, we leverage the random noise to construct an aggregation that effectively rejects many existing Byzantine attacks. We provide both theoretical proof and empirical experiments to show our protocol is effective: retaining high accuracy while preserving the DP guarantee and Byzantine resilience. Compared with the previous work, our protocol 1) achieves significantly higher accuracy even in a high privacy regime; 2) works well even when up to 90% of distributive workers are Byzantine.
Using Geographic Location-based Public Health Features in Survival Analysis
Seidi, Navid, Tripathy, Ardhendu, Das, Sajal K.
Time elapsed till an event of interest is often modeled using the survival analysis methodology, which estimates a survival score based on the input features. There is a resurgence of interest in developing more accurate prediction models for time-to-event prediction in personalized healthcare using modern tools such as neural networks. Higher quality features and more frequent observations improve the predictions for a patient, however, the impact of including a patient's geographic location-based public health statistics on individual predictions has not been studied. This paper proposes a complementary improvement to survival analysis models by incorporating public health statistics in the input features. We show that including geographic location-based public health information results in a statistically significant improvement in the concordance index evaluated on the Surveillance, Epidemiology, and End Results (SEER) dataset containing nationwide cancer incidence data. The improvement holds for both the standard Cox proportional hazards model and the state-of-the-art Deep Survival Machines model. Our results indicate the utility of geographic location-based public health features in survival analysis.
Neural Approaches to Entity-Centric Information Extraction
Artificial Intelligence (AI) has huge impact on our daily lives with applications such as voice assistants, facial recognition, chatbots, autonomously driving cars, etc. Natural Language Processing (NLP) is a cross-discipline of AI and Linguistics, dedicated to study the understanding of the text. This is a very challenging area due to unstructured nature of the language, with many ambiguous and corner cases. In this thesis we address a very specific area of NLP that involves the understanding of entities (e.g., names of people, organizations, locations) in text. First, we introduce a radically different, entity-centric view of the information in text. We argue that instead of using individual mentions in text to understand their meaning, we should build applications that would work in terms of entity concepts. Next, we present a more detailed model on how the entity-centric approach can be used for the entity linking task. In our work, we show that this task can be improved by considering performing entity linking at the coreference cluster level rather than each of the mentions individually. In our next work, we further study how information from Knowledge Base entities can be integrated into text. Finally, we analyze the evolution of the entities from the evolving temporal perspective.