Statistical Learning
Private Node Selection in Personalized Decentralized Learning
Zec, Edvin Listo, Östman, Johan, Mogren, Olof, Gillblad, Daniel
In this paper, we propose a novel approach for privacy-preserving node selection in personalized decentralized learning, which we refer to as Private Personalized Decentralized Learning (PPDL). Our method mitigates the risk of inference attacks through the use of secure aggregation while simultaneously enabling efficient identification of collaborators. This is achieved by leveraging adversarial multi-armed bandit optimization that exploits dependencies between the different arms. Through comprehensive experimentation on various benchmarks under label and covariate shift, we demonstrate that our privacy-preserving approach outperforms previous non-private methods in terms of model performance.
Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods
Li, Gen, Chen, Yanxi, Chi, Yuejie, Poor, H. Vincent, Chen, Yuxin
Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes optimal transport to within $\varepsilon$ additive accuracy with runtime $\widetilde{O}( n^2/\varepsilon)$, where $n$ denotes the dimension of the probability distributions of interest. Our algorithm achieves the state-of-the-art computational guarantees among all first-order methods, while exhibiting favorable numerical performance compared to classical algorithms like Sinkhorn and Greenkhorn. Underlying our algorithm designs are two key elements: (a) converting the original problem into a bilinear minimax problem over probability distributions; (b) exploiting the extragradient idea -- in conjunction with entropy regularization and adaptive learning rates -- to accelerate convergence.
ContCommRTD: A Distributed Content-based Misinformation-aware Community Detection System for Real-Time Disaster Reporting
Apostol, Elena-Simona, Truică, Ciprian-Octavian, Paschke, Adrian
Real-time social media data can provide useful information on evolving hazards. Alongside traditional methods of disaster detection, the integration of social media data can considerably enhance disaster management. In this paper, we investigate the problem of detecting geolocation-content communities on Twitter and propose a novel distributed system that provides in near real-time information on hazard-related events and their evolution. We show that content-based community analysis leads to better and faster dissemination of reports on hazards. Our distributed disaster reporting system analyzes the social relationship among worldwide geolocated tweets, and applies topic modeling to group tweets by topics. Considering for each tweet the following information: user, timestamp, geolocation, retweets, and replies, we create a publisher-subscriber distribution model for topics. We use content similarity and the proximity of nodes to create a new model for geolocation-content based communities. Users can subscribe to different topics in specific geographical areas or worldwide and receive real-time reports regarding these topics. As misinformation can lead to increase damage if propagated in hazards related tweets, we propose a new deep learning model to detect fake news. The misinformed tweets are then removed from display. We also show empirically the scalability capabilities of the proposed system.
Contextual Pandora's Box
Atsidakou, Alexia, Caramanis, Constantine, Gergatsouli, Evangelia, Papadigenopoulos, Orestis, Tzamos, Christos
Pandora's Box is a fundamental stochastic optimization problem, where the decision-maker must find a good alternative while minimizing the search cost of exploring the value of each alternative. In the original formulation, it is assumed that accurate distributions are given for the values of all the alternatives, while recent work studies the online variant of Pandora's Box where the distributions are originally unknown. In this work, we study Pandora's Box in the online setting, while incorporating context. At every round, we are presented with a number of alternatives each having a context, an exploration cost and an unknown value drawn from an unknown distribution that may change at every round. Our main result is a no-regret algorithm that performs comparably well to the optimal algorithm which knows all prior distributions exactly. Our algorithm works even in the bandit setting where the algorithm never learns the values of the alternatives that were not explored. The key technique that enables our result is a novel modification of the realizability condition in contextual bandits that connects a context to a sufficient statistic of each alternative's distribution (its "reservation value") rather than its mean.
Near Optimal Private and Robust Linear Regression
Liu, Xiyang, Jain, Prateek, Kong, Weihao, Oh, Sewoong, Suggala, Arun Sai
We study the canonical statistical estimation problem of linear regression from $n$ i.i.d.~examples under $(\varepsilon,\delta)$-differential privacy when some response variables are adversarially corrupted. We propose a variant of the popular differentially private stochastic gradient descent (DP-SGD) algorithm with two innovations: a full-batch gradient descent to improve sample complexity and a novel adaptive clipping to guarantee robustness. When there is no adversarial corruption, this algorithm improves upon the existing state-of-the-art approach and achieves a near optimal sample complexity. Under label-corruption, this is the first efficient linear regression algorithm to guarantee both $(\varepsilon,\delta)$-DP and robustness. Synthetic experiments confirm the superiority of our approach.
Temporal Label Smoothing for Early Event Prediction
Yèche, Hugo, Pace, Alizée, Rätsch, Gunnar, Kuznetsova, Rita
Models that can predict the occurrence of events ahead of time with low false-alarm rates are critical to the acceptance of decision support systems in the medical community. This challenging task is typically treated as a simple binary classification, ignoring temporal dependencies between samples, whereas we propose to exploit this structure. We first introduce a common theoretical framework unifying dynamic survival analysis and early event prediction. Following an analysis of objectives from both fields, we propose Temporal Label Smoothing (TLS), a simpler, yet best-performing method that preserves prediction monotonicity over time. By focusing the objective on areas with a stronger predictive signal, TLS improves performance over all baselines on two large-scale benchmark tasks. Gains are particularly notable along clinically relevant measures, such as event recall at low false-alarm rates. TLS reduces the number of missed events by up to a factor of two over previously used approaches in early event prediction.
Spherical Sliced-Wasserstein
Bonet, Clément, Berg, Paul, Courty, Nicolas, Septier, François, Drumetz, Lucas, Pham, Minh-Tan
Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of the Wasserstein distance is available, has received a lot of interest. Yet, it is restricted to data living in Euclidean spaces, while the Wasserstein distance has been studied and used recently on manifolds. We focus more specifically on the sphere, for which we define a novel SW discrepancy, which we call spherical Sliced-Wasserstein, making a first step towards defining SW discrepancies on manifolds. Our construction is notably based on closed-form solutions of the Wasserstein distance on the circle, together with a new spherical Radon transform. Along with efficient algorithms and the corresponding implementations, we illustrate its properties in several machine learning use cases where spherical representations of data are at stake: sampling on the sphere, density estimation on real earth data or hyperspherical auto-encoders.
Better Uncertainty Calibration via Proper Scores for Classification and Beyond
Gruber, Sebastian G., Buettner, Florian
With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the reliability of probabilistic predictions but their estimators are usually biased and inconsistent. In this work, we introduce the framework of proper calibration errors, which relates every calibration error to a proper score and provides a respective upper bound with optimal estimation properties. This relationship can be used to reliably quantify the model calibration improvement. We theoretically and empirically demonstrate the shortcomings of commonly used estimators compared to our approach. Due to the wide applicability of proper scores, this gives a natural extension of recalibration beyond classification.
Towards the Linear Algebra Based Taxonomy of XAI Explanations
This paper proposes an alternative approach to the basic taxonomy of explanations produced by explainable artificial intelligence techniques. Methods of Explainable Artificial Intelligence (XAI) were developed to answer the question why a certain prediction or estimation was made, preferably in terms easy to understand by the human agent. XAI taxonomies proposed in the literature mainly concentrate their attention on distinguishing explanations with respect to involving the human agent, which makes it complicated to provide a more mathematical approach to distinguish and compare different explanations. This paper narrows its attention to the cases where the data set of interest belongs to $\mathbb{R} ^n$ and proposes a simple linear algebra-based taxonomy for local explanations.
Algorithmic Stability of Heavy-Tailed SGD with General Loss Functions
Raj, Anant, Zhu, Lingjiong, Gürbüzbalaban, Mert, Şimşekli, Umut
Heavy-tail phenomena in stochastic gradient descent (SGD) have been reported in several empirical studies. Experimental evidence in previous works suggests a strong interplay between the heaviness of the tails and generalization behavior of SGD. To address this empirical phenomena theoretically, several works have made strong topological and statistical assumptions to link the generalization error to heavy tails. Very recently, new generalization bounds have been proven, indicating a non-monotonic relationship between the generalization error and heavy tails, which is more pertinent to the reported empirical observations. While these bounds do not require additional topological assumptions given that SGD can be modeled using a heavy-tailed stochastic differential equation (SDE), they can only apply to simple quadratic problems. In this paper, we build on this line of research and develop generalization bounds for a more general class of objective functions, which includes non-convex functions as well. Our approach is based on developing Wasserstein stability bounds for heavy-tailed SDEs and their discretizations, which we then convert to generalization bounds. Our results do not require any nontrivial assumptions; yet, they shed more light to the empirical observations, thanks to the generality of the loss functions.