Statistical Learning
Gradient Editing On The Fly in Deep Neural Networks
The gradient is an essential ingredient in the world of deep learning. It powers one of the most popular algorithms -- gradient descent, which optimizes the parameters of neural networks by repeatedly changing their value based on the current gradient of the model's cost with respect to these parameters. Although being a simple approach in each update, the gradient descent family of algorithms, in particular stochastic gradient descent, has been one of the driving forces on the good generalization performance of deep learning models. However, much focus has been given to the algorithm itself instead of the gradient. Part of the reason is that the gradient is mostly automatically calculated and plugged into the optimization procedure.
Constrained Gradient Descent: A Powerful and Principled Evasion Attack Against Neural Networks
Minimal adversarial perturbations added to inputs have been shown to be effective at fooling deep neural networks. In this paper, we introduce several innovations that make white-box targeted attacks follow the intuition of the attacker's goal: to trick the model to assign a higher probability to the target class than to any other, while staying within a specified distance from the original input. First, we propose a new loss function that explicitly captures the goal of targeted attacks, in particular, by using the logits of all classes instead of just a subset, as is common. We show that Auto-PGD with this loss function finds more adversarial examples than it does with other commonly used loss functions. Second, we propose a new attack method that uses a further developed version of our loss function capturing both the misclassification objective and the $L_{\infty}$ distance limit $ฮต$. This new attack method is relatively 1.5--4.2% more successful on the CIFAR10 dataset and relatively 8.2--14.9% more successful on the ImageNet dataset, than the next best state-of-the-art attack. We confirm using statistical tests that our attack outperforms state-of-the-art attacks on different datasets and values of $ฮต$ and against different defenses.
An Efficient Epileptic Seizure Detection Technique using Discrete Wavelet Transform and Machine Learning Classifiers
Guharoy, Rabel, Jana, Nanda Dulal, Biswas, Suparna
This paper presents an epilepsy detection method based on discrete wavelet transform (DWT) with Machine learning classifiers. Here DWT has been used for feature extraction as it provides a better decomposition of the signals in different frequency bands. At first, DWT has been applied to the EEG signal to extract the detail and approximate coefficients or different sub-bands. After the extraction of the coefficients, principal component analysis (PCA) has been applied on different sub-bands and then a feature level fusion technique is used to extract the main features in low dimensional feature space. Three classifiers name: Support Vector Machine (SVM) classifier, K-Nearest-Neighbor (KNN) classifier, and Naive Bayes (NB) classifier have been used in the proposed work for classifying the EEG signals. The raised method is tested over Bonn databases and provides a maximum of 100% recognition accuracy for KNN, SVM, NB classifiers. Keyword: Electroencephalography (EEG), Discrete wavelet transform (DWT), Principal Component Analysis (PCA), Machine learning classifiers.
Confidence-Aware Multi-Teacher Knowledge Distillation
Zhang, Hailin, Chen, Defang, Wang, Can
Knowledge distillation is initially introduced to utilize additional supervision from a single teacher model for the student model training. To boost the student performance, some recent variants attempt to exploit diverse knowledge sources from multiple teachers. However, existing studies mainly integrate knowledge from diverse sources by averaging over multiple teacher predictions or combining them using other various label-free strategies, which may mislead student in the presence of low-quality teacher predictions. To tackle this problem, we propose Confidence-Aware Multi-teacher Knowledge Distillation (CA-MKD), which adaptively assigns sample-wise reliability for each teacher prediction with the help of ground-truth labels, with those teacher predictions close to one-hot labels assigned large weights. Besides, CA-MKD incorporates intermediate layers to further improve student performance. Extensive experiments show that our CA-MKD consistently outperforms all compared state-of-the-art methods across various teacher-student architectures.
When are Iterative Gaussian Processes Reliably Accurate?
Maddox, Wesley J., Kapoor, Sanyam, Wilson, Andrew Gordon
While recent work on conjugate gradient methods and Lanczos decompositions have achieved scalable Gaussian process inference with highly accurate point predictions, in several implementations these iterative methods appear to struggle with numerical instabilities in learning kernel hyperparameters, and poor test likelihoods. By investigating CG tolerance, preconditioner rank, and Lanczos decomposition rank, we provide a particularly simple prescription to correct these issues: we recommend that one should use a small CG tolerance ($\epsilon \leq 0.01$) and a large root decomposition size ($r \geq 5000$). Moreover, we show that L-BFGS-B is a compelling optimizer for Iterative GPs, achieving convergence with fewer gradient updates.
Entropy Regularized Optimal Transport Independence Criterion
Liu, Lang, Pal, Soumik, Harchaoui, Zaid
Statistical independence measures have been widely used in machine learning and statistics, ranging from independence component analysis (Bach and Jordan, 2002; Gretton et al., 2005) to causal inference (Pfister et al., 2018; Chakraborty and Zhang, 2019), and recently in self-supervised learning (Li et al., 2021) and representation learning (Ozair et al., 2019). Classical dependence measures such as Pearson's correlation coefficient, Spearman's ฯ, and Kendall's ฯ (Hoeffding, 1948; Kruskal, 1958; Lehmann, 1966) focus on real-valued one dimensional random variables and thus are not suitable for high dimensional data; see also (Schweizer and Wolff, 1981; Nikitin, 1995). One popular choice of independence measures in high dimension is the Hilbert-Schmidt independence criterion (HSIC) (Gretton et al., 2005). This criterion was used to develop an independence test by Gretton et al. (2007b). Several extensions of HSIC are available, such as a relative dependency measure (Bounliphone et al., 2015) and a joint independence measure among multiple random elements (Pfister et al., 2018). Another choice is the distance covariance (dCov) of Szรฉkely et al. (2007).
Random cohort effects and age groups dependency structure for mortality modelling and forecasting: Mixed-effects time-series model approach
There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD) model, which incorporates cohort effects parameters in its parsimonious design, is one of the most well-known approaches for mortality modelling at higher ages and longevity risk. This article proposes a novel mixed-effects time-series approach for mortality modelling and forecasting with considerations of age groups dependence and random cohort effects parameters. The proposed model can disclose more mortality data information and provide a natural quantification of the model parameters uncertainties with no pre-specified constraint required for estimating the cohort effects parameters. The abilities of the proposed approach are demonstrated through two applications with empirical male and female mortality data. The proposed approach shows remarkable improvements in terms of forecast accuracy compared to the CBD model in the short-, mid-and long-term forecasting using mortality data of several developed countries in the numerical examples.
Benign Overfitting in Adversarially Robust Linear Classification
Chen, Jinghui, Cao, Yuan, Gu, Quanquan
"Benign overfitting", where classifiers memorize noisy training data yet still achieve a good generalization performance, has drawn great attention in the machine learning community. To explain this surprising phenomenon, a series of works have provided theoretical justification in over-parameterized linear regression, classification, and kernel methods. However, it is not clear if benign overfitting still occurs in the presence of adversarial examples, i.e., examples with tiny and intentional perturbations to fool the classifiers. In this paper, we show that benign overfitting indeed occurs in adversarial training, a principled approach to defend against adversarial examples. In detail, we prove the risk bounds of the adversarially trained linear classifier on the mixture of sub-Gaussian data under $\ell_p$ adversarial perturbations. Our result suggests that under moderate perturbations, adversarially trained linear classifiers can achieve the near-optimal standard and adversarial risks, despite overfitting the noisy training data. Numerical experiments validate our theoretical findings.
Decentralized Optimization Over the Stiefel Manifold by an Approximate Augmented Lagrangian Function
In this paper, we focus on the decentralized optimization problem over the Stiefel manifold, which is defined on a connected network of $d$ agents. The objective is an average of $d$ local functions, and each function is privately held by an agent and encodes its data. The agents can only communicate with their neighbors in a collaborative effort to solve this problem. In existing methods, multiple rounds of communications are required to guarantee the convergence, giving rise to high communication costs. In contrast, this paper proposes a decentralized algorithm, called DESTINY, which only invokes a single round of communications per iteration. DESTINY combines gradient tracking techniques with a novel approximate augmented Lagrangian function. The global convergence to stationary points is rigorously established. Comprehensive numerical experiments demonstrate that DESTINY has a strong potential to deliver a cutting-edge performance in solving a variety of testing problems.
Score-Based Generative Modeling with Critically-Damped Langevin Diffusion
Dockhorn, Tim, Vahdat, Arash, Kreis, Karsten
Score-based generative models (SGMs) have demonstrated remarkable synthesis quality. SGMs rely on a diffusion process that gradually perturbs the data towards a tractable distribution, while the generative model learns to denoise. The complexity of this denoising task is, apart from the data distribution itself, uniquely determined by the diffusion process. We argue that current SGMs employ overly simplistic diffusions, leading to unnecessarily complex denoising processes, which limit generative modeling performance. Based on connections to statistical mechanics, we propose a novel critically-damped Langevin diffusion (CLD) and show that CLD-based SGMs achieve superior performance. CLD can be interpreted as running a joint diffusion in an extended space, where the auxiliary variables can be considered "velocities" that are coupled to the data variables as in Hamiltonian dynamics. We derive a novel score matching objective for CLD and show that the model only needs to learn the score function of the conditional distribution of the velocity given data, an easier task than learning scores of the data directly. We also derive a new sampling scheme for efficient synthesis from CLD-based diffusion models. We find that CLD outperforms previous SGMs in synthesis quality for similar network architectures and sampling compute budgets. We show that our novel sampler for CLD significantly outperforms solvers such as Euler--Maruyama. Our framework provides new insights into score-based denoising diffusion models and can be readily used for high-resolution image synthesis. Project page and code: https://nv-tlabs.github.io/CLD-SGM.