Statistical Learning
Online Multitask Learning with Long-Term Memory
Herbster, Mark, Pasteris, Stephen, Tse, Lisa
We introduce a novel online multitask setting. In this setting each task is partitioned into a sequence of segments that is unknown to the learner. Associated with each segment is a hypothesis from some hypothesis class. We give algorithms that are designed to exploit the scenario where there are many such segments but significantly fewer associated hypotheses. We prove regret bounds that hold for any segmentation of the tasks and any association of hypotheses to the segments. In the single-task setting this is equivalent to switching with long-term memory in the sense of [Bousquet and Warmuth; 2003]. We provide an algorithm that predicts on each trial in time linear in the number of hypotheses when the hypothesis class is finite. We also consider infinite hypothesis classes from reproducing kernel Hilbert spaces for which we give an algorithm whose per trial time complexity is cubic in the number of cumulative trials. In the single-task special case this is the first example of an efficient regret-bounded switching algorithm with long-term memory for a non-parametric hypothesis class.
Global Convergence of Policy Gradient for Linear-Quadratic Mean-Field Control/Game in Continuous Time
Wang, Weichen, Han, Jiequn, Yang, Zhuoran, Wang, Zhaoran
Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem. Therefore, it has motivated new research directions for mean-field control (MFC) and mean-field game (MFG). In this paper, we study the policy gradient method for the linear-quadratic mean-field control and game, where we assume each agent has identical linear state transitions and quadratic cost functions. While most of the recent works on policy gradient for MFC and MFG are based on discrete-time models, we focus on the continuous-time models where some analyzing techniques can be interesting to the readers. For both MFC and MFG, we provide policy gradient update and show that it converges to the optimal solution at a linear rate, which is verified by a synthetic simulation. For MFG, we also provide sufficient conditions for the existence and uniqueness of the Nash equilibrium.
Adaptive Gradient Methods for Constrained Convex Optimization
Ene, Alina, Nguyen, Huy L., Vladu, Adrian
Gradient methods are a fundamental building block of modern machine learning. Their scalability and small memory footprint makes them exceptionally well suite d to the massive volumes of data used for present-day learning tasks. While such optimization methods perform very well in practi ce, one of their major limitations consists of their inability to converge faster by taking advantage of specific features of the input data. For example, the training data used for classification tasks may exhibit a few very informative features, while all the others have only marginal relevance. Having access t o this information a priori would enable practitioners to appropriately tune first-order optimizat ion methods, thus allowing them to train much faster. Lacking this knowledge, one may attempt to reach a si milar performance by very carefully tuning hyper-parameters, which are all specific to the learning mod el and input data. This limitation has motivated the development of adaptive m ethods, which in absence of prior knowledge concerning the importance of various features in the da ta, adapt their learning rates based on the information they acquired in previous iterations. The most notable example is AdaGrad [ 13 ], which adaptively modifies the learning rate corresponding to each coordinate in the vector of weights. Following its success, a host of new adaptive methods appeared, inc luding Adam [ 17 ], AmsGrad [ 27 ], and Shampoo [ 14 ], which attained optimal rates for generic online learning tasks.
Byzantine-Resilient High-Dimensional Federated Learning
We study stochastic gradient descent (SGD) with local iterations in the presence of malicious/Byzantine clients, motivated by the federated learning. The clients, instead of communicating with the central server in every iteration, maintain their local models, which they update by taking several SGD iterations based on their own datasets and then communicate the net update with the server, thereby achieving communication-efficiency. Furthermore, only a subset of clients communicate with the server, and this subset may be different at different synchronization times. The Byzantine clients may collaborate and send arbitrary vectors to the server to disrupt the learning process. To combat the adversary, we employ an efficient high-dimensional robust mean estimation algorithm from Steinhardt et al.~\cite[ITCS 2018]{Resilience_SCV18} at the server to filter-out corrupt vectors; and to analyze the outlier-filtering procedure, we develop a novel matrix concentration result that may be of independent interest. We provide convergence analyses for strongly-convex and non-convex smooth objectives in the heterogeneous data setting, where different clients may have different local datasets, and we do not make any probabilistic assumptions on data generation. We believe that ours is the first Byzantine-resilient algorithm and analysis with local iterations. We derive our convergence results under minimal assumptions of bounded variance for SGD and bounded gradient dissimilarity (which captures heterogeneity among local datasets). We also extend our results to the case when clients compute full-batch gradients.
StatAssist & GradBoost: A Study on Optimal INT8 Quantization-aware Training from Scratch
Kim, Taehoon, Yoo, Youngjoon, Yang, Jihoon
This paper studies the scratch training of quantization-aware training (QAT), which has been applied to the lossless conversion of lower-bit, especially for INT8 quantization. Due to its training instability, QAT have required a full-precision (FP) pre-trained weight for fine-tuning and the performance is bound to the original FP model with floating-point computations. Here, we propose critical but straightforward optimization methods which enable the scratch training: floating-point statistic assisting (StatAssist) and stochastic-gradient boosting (GradBoost). We discovered that, first, the scratch QAT get comparable and often surpasses the performance of the floating-point counterpart without any help of the pre-trained model, especially when the model becomes complicated.We also show that our method can even train the minimax generation loss, which is very unstable and hence difficult to apply QAT fine-tuning. From extent experiments, we show that our method successfully enables QAT to train various deep models from scratch: classification, object detection, semantic segmentation, and style transfer, with comparable or often better performance than their FP baselines.
Characteristic Functions on Graphs: Birds of a Feather, from Statistical Descriptors to Parametric Models
Rozemberczki, Benedek, Sarkar, Rik
In this paper, we propose a flexible notion of characteristic functions defined on graph vertices to describe the distribution of vertex features at multiple scales. We introduce FEATHER, a computationally efficient algorithm to calculate a specific variant of these characteristic functions where the probability weights of the characteristic function are defined as the transition probabilities of random walks. We argue that features extracted by this procedure are useful for node level machine learning tasks. We discuss the pooling of these node representations, resulting in compact descriptors of graphs that can serve as features for graph classification algorithms. We analytically prove that FEATHER describes isomorphic graphs with the same representation and exhibits robustness to data corruption. Using the node feature characteristic functions we define parametric models where evaluation points of the functions are learned parameters of supervised classifiers. Experiments on real world large datasets show that our proposed algorithm creates high quality representations, performs transfer learning efficiently, exhibits robustness to hyperparameter changes, and scales linearly with the input size.
Towards Faithful and Meaningful Interpretable Representations
Interpretable representations are the backbone of many black-box explainers. They translate the low-level data representation necessary for good predictive performance into high-level human-intelligible concepts used to convey the explanation. Notably, the explanation type and its cognitive complexity are directly controlled by the interpretable representation, allowing to target a particular audience and use case. However, many explainers that rely on interpretable representations overlook their merit and fall back on default solutions, which may introduce implicit assumptions, thereby degrading the explanatory power of such techniques. To address this problem, we study properties of interpretable representations that encode presence and absence of human-comprehensible concepts. We show how they are operationalised for tabular, image and text data, discussing their strengths and weaknesses. Finally, we analyse their explanatory properties in the context of tabular data, where a linear model is used to quantify the importance of interpretable concepts.
New Ways for Optimizing Gradient Descent
The new era of machine learning and artificial intelligence is the Deep learning era. It not only has immeasurable accuracy but also a huge hunger for data. Employing neural nets, functions with more exceeding complexity can be mapped on given data points. But there are a few very precise things which make the experience with neural networks more incredible and perceiving. Let us assume that we have trained a huge neural network.
Machine Learning, Data Science and Deep Learning with Python
Build artificial neural networks with Tensorflow and Keras Classify images, data, and sentiments using deep learning Make predictions using linear regression, polynomial regression, and multivariate regression Data Visualization with MatPlotLib and Seaborn Implement machine learning at massive scale with Apache Spark's MLLib Understand reinforcement learning - and how to build a Pac-Man bot Classify data using K-Means clustering, Support Vector Machines (SVM), KNN, Decision Trees, Naive Bayes, and PCA Use train/test and K-Fold cross validation to choose and tune your models Build a movie recommender system using item-based and user-based collaborative filtering Clean your input data to remove outliers Design and evaluate A/B tests using T-Tests and P-Values You'll need a desktop computer (Windows, Mac, or Linux) capable of running Anaconda 3 or newer. The course will walk you through installing the necessary free software. Some prior coding or scripting experience is required. At least high school level math skills will be required. You'll need a desktop computer (Windows, Mac, or Linux) capable of running Anaconda 3 or newer.
Model Patching: Closing the Subgroup Performance Gap with Data Augmentation
Goel, Karan, Gu, Albert, Li, Yixuan, Ré, Christopher
Classifiers in machine learning are often brittle when deployed. Particularly concerning are models with inconsistent performance on specific subgroups of a class, e.g., exhibiting disparities in skin cancer classification in the presence or absence of a spurious bandage. To mitigate these performance differences, we introduce model patching, a two-stage framework for improving robustness that encourages the model to be invariant to subgroup differences, and focus on class information shared by subgroups. Model patching first models subgroup features within a class and learns semantic transformations between them, and then trains a classifier with data augmentations that deliberately manipulate subgroup features. We instantiate model patching with CAMEL, which (1) uses a CycleGAN to learn the intra-class, inter-subgroup augmentations, and (2) balances subgroup performance using a theoretically-motivated subgroup consistency regularizer, accompanied by a new robust objective. We demonstrate CAMEL's effectiveness on 3 benchmark datasets, with reductions in robust error of up to 33% relative to the best baseline. Lastly, CAMEL successfully patches a model that fails due to spurious features on a real-world skin cancer dataset.