Under appropriate cooperation protocols and parameter choices, fully decentralized solutions for stochastic optimization have been shown to match the performance of centralized solutions and result in linear speedup (in the number of agents) relative to non-cooperative approaches in the strongly-convex setting. More recently, these results have been extended to the pursuit of first-order stationary points in non-convex environments. In this work, we examine in detail the dependence of second-order convergence guarantees on the spectral properties of the combination policy for non-convex multi agent optimization. We establish linear speedup in saddle-point escape time in the number of agents for symmetric combination policies and study the potential for further improvement by employing asymmetric combination weights. The results imply that a linear speedup can be expected in the pursuit of second-order stationary points, which exclude local maxima as well as strict saddle-points and correspond to local or even global minima in many important learning settings.

While many solutions for privacy-preserving convex empirical risk minimization (ERM) have been developed, privacy-preserving nonconvex ERM remains under challenging. In this paper, we study nonconvex ERM, which takes the form of minimizing a finite-sum of nonconvex loss functions over a training set. To achieve both efficiency and strong privacy guarantees with efficiency, we propose a differentially-private stochastic gradient descent algorithm for nonconvex ERM, and provide a tight analysis of its privacy and utility guarantees, as well as its gradient complexity. We show that our proposed algorithm can substantially reduce gradient complexity while matching the best-known utility guarantee obtained by Wang et al. (2017). We extend our algorithm to the distributed setting using secure multi-party computation, and show that it is possible for a distributed algorithm to match the privacy and utility guarantees of a centralized algorithm in this setting. Our experiments on benchmark nonconvex ERM problems and real datasets demonstrate superior performance in terms of both training time and utility gains compared with previous differentially-private methods using the same privacy budgets.

In Interactive Machine Learning (IML), we iteratively make decisions and obtain noisy observations of an unknown function. While IML methods, e.g., Bayesian optimization and active learning, have been successful in applications, on real-world systems they must provably avoid unsafe decisions. To this end, safe IML algorithms must carefully learn about a priori unknown constraints without making unsafe decisions. Existing algorithms for this problem learn about the safety of all decisions to ensure convergence. This is sample-inefficient, as it explores decisions that are not relevant for the original IML objective. In this paper, we introduce a novel framework that renders any existing unsafe IML algorithm safe. Our method works as an add-on that takes suggested decisions as input and exploits regularity assumptions in terms of a Gaussian process prior in order to efficiently learn about their safety. As a result, we only explore the safe set when necessary for the IML problem. We apply our framework to safe Bayesian optimization and to safe exploration in deterministic Markov Decision Processes (MDP), which have been analyzed separately before. Our method outperforms other algorithms empirically.

In this SAS How To Tutorial, Cat Truxillo shows you how to train forest models in SAS. There are multiple ways to train forest models. Cat will show you how to train a forest using two different point-and-click methods. The first method uses SAS Visual Analytics while in the second example, Cat trains a forest in Model Studio, using SAS Viya. Before diving into the examples of how to create a forest model, Cat explains random forest and answers the question "what are random forests?".

Now that we now better understand what Artificial Intelligence means we can take a closer look at Machine Learning and Deep Learning and make a clearer distinguishment between these two. Machine Learning incorporates " classical" algorithms for various kinds of tasks such as clustering, regression or classification. Machine Learning algorithms must be trained on data. The more data you provide to your algorithm, the better it gets. The "training" part of a Machine Learning model means that this model tries to optimize along a certain dimension.

Although it is known that the muscle activation patterns used to produce even simple movements can vary between individuals, these differences have not been considered to prove the existence of individual muscle activation strategies (or signatures). We used a machine learning approach (support vector machine) to test the hypothesis that each individual has unique muscle activation signatures. Eighty participants performed a series of pedaling and gait tasks, and 53 of these participants performed a second experimental session on a subsequent day. Myoelectrical activity was measured from eight muscles: vastus lateralis and medialis, rectus femoris, gastrocnemius lateralis and medialis, soleus, tibialis anterior, and biceps femoris-long head. The classification task involved separating data into training and testing sets.

They are also relied upon heavily to make up the basis for some machine learning techniques as well. One example in particular is support vector machines. A support vector machine analyzes vectors across an n-dimensional space to find the optimal hyperplane for a given data set. In essence, a support vector machine will attempt to find a line that have the maximum distance between data sets of both classes. This allows for future data points to be classified with ore confidence, due to increased reinforcement.

A recent line of work has shown that an overparametrized neural network can perfectly fit the training data, an otherwise often intractable nonconvex optimization problem. For (fully-connected) shallow networks, in the best case scenario, the existing theory requires quadratic over-parametrization as a function of the number of training samples. This paper establishes that linear overparametrization is sufficient to fit the training data, using a simple variant of the (stochastic) gradient descent. Crucially, unlike several related works, the training considered in this paper is not limited to the lazy regime in the sense cautioned against in [1, 2]. Beyond shallow networks, the framework developed in this work for over-parametrization is applicable to a variety of learning problems.

We examine Generative Adversarial Networks (GANs) through the lens of deep Energy Based Models (EBMs), with the goal of exploiting the density model that follows from this formulation. In contrast to a traditional view where the discriminator learns a constant function when reaching convergence, here we show that it can provide useful information for downstream tasks, e.g., feature extraction for classification. To be concrete, in the EBM formulation, the discriminator learns an unnormalized density function (i.e., the negative energy term) that characterizes the data manifold. We propose to evaluate both the generator and the discriminator by deriving corresponding Fisher Score and Fisher Information from the EBM. We show that by assuming that the generated examples form an estimate of the learned density, both the Fisher Information and the normalized Fisher Vectors are easy to compute. We also show that we are able to derive a distance metric between examples and between sets of examples. We conduct experiments showing that the GAN-induced Fisher Vectors demonstrate competitive performance as unsupervised feature extractors for classification and perceptual similarity tasks. Code is available at \url{https://github.com/apple/ml-afv}.

Recent work by Brock et al. (2018) suggests that Generative Adversarial Networks (GANs) benefit disproportionately from large mini-batch sizes. Unfortunately, using large batches is slow and expensive on conventional hardware. Thus, it would be nice if we could generate batches that were effectively large though actually small. In this work, we propose a method to do this, inspired by the use of Coreset-selection in active learning. When training a GAN, we draw a large batch of samples from the prior and then compress that batch using Coreset-selection. To create effectively large batches of 'real' images, we create a cached dataset of Inception activations of each training image, randomly project them down to a smaller dimension, and then use Coreset-selection on those projected activations at training time. We conduct experiments showing that this technique substantially reduces training time and memory usage for modern GAN variants, that it reduces the fraction of dropped modes in a synthetic dataset, and that it allows GANs to reach a new state of the art in anomaly detection.