Statistical Learning
Estimating Normalizing Constants for Log-Concave Distributions: Algorithms and Lower Bounds
Ge, Rong, Lee, Holden, Lu, Jianfeng
Estimating the normalizing constant of an unnormalized probability distribution has important applications in computer science, statistical physics, machine learning, and statistics. In this work, we consider the problem of estimating the normalizing constant $Z=\int_{\mathbb{R}^d} e^{-f(x)}\,\mathrm{d}x$ to within a multiplication factor of $1 \pm \varepsilon$ for a $\mu$-strongly convex and $L$-smooth function $f$, given query access to $f(x)$ and $\nabla f(x)$. We give both algorithms and lowerbounds for this problem. Using an annealing algorithm combined with a multilevel Monte Carlo method based on underdamped Langevin dynamics, we show that $\widetilde{\mathcal{O}}\Bigl(\frac{d^{4/3}\kappa + d^{7/6}\kappa^{7/6}}{\varepsilon^2}\Bigr)$ queries to $\nabla f$ are sufficient, where $\kappa= L / \mu$ is the condition number. Moreover, we provide an information theoretic lowerbound, showing that at least $\frac{d^{1-o(1)}}{\varepsilon^{2-o(1)}}$ queries are necessary. This provides a first nontrivial lowerbound for the problem.
Interaction Hard Thresholding: Consistent Sparse Quadratic Regression in Sub-quadratic Time and Space
Yang, Shuo, Shen, Yanyao, Sanghavi, Sujay
Quadratic regression involves modeling the response as a (generalized) linear function of not only the features $x^{j_1}$ but also of quadratic terms $x^{j_1}x^{j_2}$. The inclusion of such higher-order "interaction terms" in regression often provides an easy way to increase accuracy in already-high-dimensional problems. However, this explodes the problem dimension from linear $O(p)$ to quadratic $O(p^2)$, and it is common to look for sparse interactions (typically via heuristics). In this paper, we provide a new algorithm - Interaction Hard Thresholding (IntHT) which is the first one to provably accurately solve this problem in sub-quadratic time and space. It is a variant of Iterative Hard Thresholding; one that uses the special quadratic structure to devise a new way to (approx.) extract the top elements of a $p^2$ size gradient in sub-$p^2$ time and space. Our main result is to theoretically prove that, in spite of the many speedup-related approximations, IntHT linearly converges to a consistent estimate under standard high-dimensional sparse recovery assumptions. We also demonstrate its value via synthetic experiments. Moreover, we numerically show that IntHT can be extended to higher-order regression problems, and also theoretically analyze an SVRG variant of IntHT.
Adaptive Kernel Value Caching for SVM Training
Li, Qinbin, Wen, Zeyi, He, Bingsheng
Support Vector Machines (SVMs) can solve structured multi-output learning problems such as multi-label classification, multiclass classification and vector regression. SVM training is expensive especially for large and high dimensional datasets. The bottleneck of the SVM training often lies in the kernel value computation. In many real-world problems, the same kernel values are used in many iterations during the training, which makes the caching of kernel values potentially useful. The majority of the existing studies simply adopt the LRU (least recently used) replacement strategy for caching kernel values. However, as we analyze in this paper, the LRU strategy generally achieves high hit ratio near the final stage of the training, but does not work well in the whole training process. Therefore, we propose a new caching strategy called EFU (less frequently used) which replaces the less frequently used kernel values that enhances LFU (least frequently used). Our experimental results show that EFU often has 20\% higher hit ratio than LRU in the training with the Gaussian kernel. To further optimize the strategy, we propose a caching strategy called HCST (hybrid caching for the SVM training), which has a novel mechanism to automatically adapt the better caching strategy in the different stages of the training. We have integrated the caching strategy into ThunderSVM, a recent SVM library on many-core processors. Our experiments show that HCST adaptively achieves high hit ratios with little runtime overhead among different problems including multi-label classification, multiclass classification and regression problems. Compared with other existing caching strategies, HCST achieves 20\% more reduction in training time on average.
Graph Convolutional Networks Meet with High Dimensionality Reduction
Recently, Graph Convolutional Networks (GCNs) and their variants have been receiving many research interests for learning graph-related tasks. While the GCNs have been successfully applied to this problem, some caveats inherited from classical deep learning still remain as open research topics in the context of the node classification problem. One such inherited caveat is that GCNs only consider the nodes that are a few propagations away from the labeled nodes to classify them. However, taking only a few propagation steps away nodes into account defeats the purpose of using the graph topological information in the GCNs. To remedy this problem, the-state-of-the-art methods leverage the network diffusion approaches, namely personalized page rank and its variants, to fully account for the graph topology, {\em after} they use the Neural Networks in the GCNs. However, these approaches overlook the fact that the network diffusion methods favour high degree nodes in the graph, resulting in the propagation of labels to unlabeled centralized, hub, nodes. To address this biasing hub nodes problem, in this paper, we propose to utilize a dimensionality reduction technique conjugate with personalized page rank so that we can both take advantage from graph topology and resolve the hub node favouring problem for GCNs. Here, our approach opens a new holistic road for message passing phase of GCNs by suggesting the usage of other proximity matrices instead of well-known Laplacian. Testing on two real-world networks that are commonly used in benchmarking GCNs' performance for the node classification context, we systematically evaluate the performance of the proposed methodology and show that our approach outperforms existing methods for wide ranges of parameter values with very limited deep learning training {\em epochs}.
How implicit regularization of Neural Networks affects the learned function -- Part I
Heiss, Jakob, Teichmann, Josef, Wutte, Hanna
Today, various forms of neural networks are trained to perform approximation tasks in many fields. However, the solutions obtained are not wholly understood. Empirical results suggest that the training favors regularized solutions. These observations motivate us to analyze properties of the solutions found by the gradient descent algorithm frequently employed to perform the training task. As a starting point, we consider one dimensional (shallow) neural networks in which weights are chosen randomly and only the terminal layer is trained. We show, that the resulting solution converges to the smooth spline interpolation of the training data as the number of hidden nodes tends to infinity. This might give valuable insight on the properties of the solutions obtained using gradient descent methods in general settings.
Graph Domain Adaptation with Localized Graph Signal Representations
Pilavci, Yusuf Yigit, Guneyi, Eylem Tugce, Cengiz, Cemil, Vural, Elif
Graph Domain Adaptation with Localized Graph Signal Representations Yusuf Yi git Pilavcฤฑ, Eylem Tu g ce G uneyi, Cemil Cengiz and Elif Vural Abstract In this paper we propose a domain adaptation algorithm designed for graph domains. Given a source graph with many labeled nodes and a target graph with few or no labeled nodes, we aim to estimate the target labels by making use of the similarity between the characteristics of the variation of the label functions on the two graphs. Our assumption about the source and the target domains is that the local behaviour of the label function, such as its spread and speed of variation on the graph, bears resemblance between the two graphs. We estimate the unknown target labels by solving an optimization problem where the label information is transferred from the source graph to the target graph based on the prior that the projections of the label functions onto localized graph bases be similar between the source and the target graphs. In order to efficiently capture the local variation of the label functions on the graphs, spectral graph wavelets are used as the graph bases. Experimentation on various data sets shows that the proposed method yields quite satisfactory classification accuracy compared to reference domain adaptation methods. Keywords: Domain adaptation, spectral graph theory, graph signal processing, spectral graph wavelets, graph Laplacian 1 Introduction A common assumption in machine learning is that the training and the test data are sampled from the same distribution. Domain adaptation methods aim to provide solutions to machine learning problems by dealing with this distribution discrepancy. In domain adaptation, a source domain and a target domain are considered where the label information is mostly available for the data samples in the source domain, and few or none of the class labels are known in the target domain. The purpose is then to improve the learning performance in the target domain by making use Y. Y. Pilavcฤฑ is with the GIPSA Lab at Universit e Grenoble Alpes, Grenoble. C. Cengiz is with the Dept. of Computer Science and Engineering at Ko c University, Istanbul. Most part of this work was performed while the authors were at METU. 1 arXiv:1911.02883v1 A variety of approaches have been proposed so far for the domain adaptation problem. Some methods are based on reweighing the samples for removing the sample selection bias [1, 2]. Another common solution is to align the source and the target domains through feature space mappings.
Information-Theoretic Generalization Bounds for SGLD via Data-Dependent Estimates
Negrea, Jeffrey, Haghifam, Mahdi, Dziugaite, Gintare Karolina, Khisti, Ashish, Roy, Daniel M.
Information-Theoretic Generalization Bounds for SGLD via Data-Dependent EstimatesJeffrey Negrea University of Toronto, V ector Institute Mahdi Haghifam University of Toronto, Element AI Gintare Karolina Dziugaite Element AI Ashish Khisti University of Toronto Daniel M. Roy University of Toronto, V ector Institute Abstract In this work, we improve upon the stepwise analysis of noisy iterative learning algorithms initiated by Pensia, Jog, and Loh (2018) and recently extended by Bu, Zou, and V eeravalli (2019). Our main contributions are significantly improved mutual information bounds for Stochastic Gradient Langevin Dynamics via data-dependent estimates. Our approach is based on the variational characterization of mutual information and the use of data-dependent priors that forecast the mini-batch gradient based on a subset of the training samples. Our approach is broadly applicable within the information-theoretic framework of Russo and Zou (2015) and Xu and Raginsky (2017). Our bound can be tied to a measure of flatness of the empirical risk surface. As compared with other bounds that depend on the squared norms of gradients, empirical investigations show that the terms in our bounds are orders of magnitude smaller. 1 Introduction Stochastic subgradient methods, especially stochastic gradient descent (SGD), are at the core of recent advances in deep-learning practice. Despite some progress, developing a precise understanding of generalization error for that class of algorithms remains wide open. Concurrently, there has been steady progress for noisy variants of SGD, such as stochastic gradient Langevin dynamics (SGLD) [13, 25, 33] and its full-batch counterpart, the Langevin algorithm [13]. The introduction of Gaussian noise to the iterates of SGD expands the set of theoretical frameworks that can be brought to bear on the study of generalization. In pioneering work, Raginsky, Rakhlin, and Telgarsky [25] exploit the fact that SGLD approximates Langevin diffusion, a continuous time Markov process, in the small step size limit. One drawback of this and related analyses involving Markov processes is the reliance on mixing. We hypothesize that SGLD is not mixing in practice, so results based upon mixing may not be representative of empirical performance. In recent work, Pensia, Jog, and Loh [23] perform a stepwise analysis of a family of noisy iterative algorithms that includes SGLD and the Langevin algorithm. At the foundation of this work is the framework of Russo and Zou [28] and Xu and Raginsky [34], where mean generalization error is controlled in terms of the mutual information between the dataset and the learned parameters.
White-Box Target Attack for EEG-Based BCI Regression Problems
Meng, Lubin, Lin, Chin-Teng, Jung, Tzyy-Ring, Wu, Dongrui
Machine learning has achieved great success in many applications, including electroencephalogram (EEG) based brain-computer interfaces (BCIs). Unfortunately, many machine learning models are vulnerable to adversarial examples, which are crafted by adding deliberately designed perturbations to the original inputs. Many adversarial attack approaches for classification problems have been proposed, but few have considered target adversarial attacks for regression problems. This paper proposes two such approaches. More specifically, we consider white-box target attacks for regression problems, where we know all information about the regression model to be attacked, and want to design small perturbations to change the regression output by a pre-determined amount. Experiments on two BCI regression problems verified that both approaches are effective. Moreover, adversarial examples generated from both approaches are also transferable, which means that we can use adversarial examples generated from one known regression model to attack an unknown regression model, i.e., to perform black-box attacks. To our knowledge, this is the first study on adversarial attacks for EEG-based BCI regression problems, which calls for more attention on the security of BCI systems.
An Algorithm for Routing Capsules in All Domains
Building on recent work on capsule networks, we propose a new, general-purpose form of "routing by agreement" that activates output capsules in a layer as a function of their net benefit to use and net cost to ignore input capsules from earlier layers. To illustrate the usefulness of our routing algorithm, we present two capsule networks that apply it in different domains: vision and language. The first network achieves new state-of-the-art accuracy of 99.1% on the smallNORB visual recognition task with fewer parameters and an order of magnitude less training than previous capsule models, and we find evidence that it learns to perform a form of "reverse graphics." The second network achieves new state-of-the-art accuracies on the root sentences of the Stanford Sentiment Treebank: 58.5% on fine-grained and 95.6% on binary labels with a single-task model that routes frozen embeddings from a pretrained transformer as capsules. In both domains, we train with the same regime. Code is available at https://github.com/glassroom/heinsen_routing along with replication instructions.
Machine Learning: What it is and Why it Matters
Machine Learning has begun to reshape how we live, so we need to understand what Machine Learning is and know why it matters. A good start at a Machine Learning definition is that it is a core sub-area of Artificial Intelligence (AI). ML applications learn from experience (well data) like humans without direct programming. When exposed to new data, these applications learn, grow, change, and develop by themselves. In other words, with Machine Learning, computers find insightful information without being told where to look.