Low-dimensional embeddings, from classical spectral embeddings to modern neural-net-inspired methods, are a cornerstone in the modeling and analysis of complex networks. Recent work by Seshadhri et al. (PNAS 2020) suggests that such embeddings cannot capture local structure arising in complex networks. In particular, they show that any network generated from a natural low-dimensional model cannot be both sparse and have high triangle density (high clustering coefficient), two hallmark properties of many real-world networks. In this work we show that the results of Seshadhri et al. are intimately connected to the model they use rather than the low-dimensional structure of complex networks. Specifically, we prove that a minor relaxation of their model can generate sparse graphs with high triangle density. Surprisingly, we show that this same model leads to of many real-world networks. We give a simple algorithm based on logistic principal component analysis (LPCA) that succeeds in finding such exact embeddings. Finally, we perform a large number of experiments that verify the ability of very low-dimensional embeddings to capture local structure in real-world networks.

In adversarial machine learning, deep neural networks can fit the adversarial examples on the training dataset but have poor generalization ability on the test set. This phenomenon is called robust overfitting, and it can be observed when adversarially training neural nets on common datasets, including SVHN, CIFAR-10, CIFAR-100, and ImageNet. In this paper, we study the robust overfitting issue of adversarial training by using tools from uniform stability. One major challenge is that the outer function (as a maximization of the inner function) is nonsmooth, so the standard technique (e.g., Hardt et al., 2016) cannot be applied. Our approach is to consider $\eta$-approximate smoothness: we show that the outer function satisfies this modified smoothness assumption with $\eta$ being a constant related to the adversarial perturbation $\epsilon$. Based on this, we derive stability-based generalization bounds for stochastic gradient descent (SGD) on the general class of $\eta$-approximate smooth functions, which covers the adversarial loss. Our results suggest that robust test accuracy decreases in $\epsilon$ when $T$ is large, with a speed between $\Omega(\epsilon\sqrt{T})$ and $\mathcal{O}(\epsilon T)$. This phenomenon is also observed in practice. Additionally, we show that a few popular techniques for adversarial training (\emph{e.g.,} early stopping, cyclic learning rate, and stochastic weight averaging) are stability-promoting in theory.

Stochastic gradient algorithm is a key ingredient of many machine learning methods, particularly appropriate for large-scale learning. However, a major caveat of large data is their incompleteness. We propose an averaged stochastic gradient algorithm handling missing values in linear models. This approach has the merit to be free from the need of any data distribution modeling and to account for heterogeneous missing proportion. In both streaming and finite-sample settings, we prove that this algorithm achieves convergence rate of $\mathcal{O}(\frac{1}{n})$ at the iteration $n$, the same as without missing values. We show the convergence behavior and the relevance of the algorithm not only on synthetic data but also on real data sets, including those collected from medical register.

We study the problem of estimating at a central server the mean of a set of vectors distributed across several nodes (one vector per node). When the vectors are high-dimensional, the communication cost of sending entire vectors may be prohibitive, and it may be imperative for them to use sparsification techniques. While most existing work on sparsified mean estimation is agnostic to the characteristics of the data vectors, in many practical applications such as federated learning, there may be spatial correlations (similarities in the vectors sent by different nodes) or temporal correlations (similarities in the data sent by a single node over different iterations of the algorithm) in the data vectors. We leverage these correlations by simply modifying the decoding method used by the server to estimate the mean. We provide an analysis of the resulting estimation error as well as experiments for PCA, K-Means and Logistic Regression, which show that our estimators consistently outperform more sophisticated and expensive sparsification methods.

The convergence of stochastic gradient descent is highly dependent on the step-size, especially on non-convex problems such as neural network training. Step decay step-size schedules (constant and then cut) are widely used in practice because of their excellent convergence and generalization qualities, but their theoretical properties are not yet well understood. We provide convergence results for step decay in the non-convex regime, ensuring that the gradient norm vanishes at an $\mathcal{O}(\ln T/\sqrt{T})$ rate. We also provide near-optimal (and sometimes provably tight) convergence guarantees for general, possibly non-smooth, convex and strongly convex problems. The practical efficiency of the step decay step-size is demonstrated in several large-scale deep neural network training tasks.

The scalability of Distributed Stochastic Gradient Descent (SGD) is today limited by communication bottlenecks.

The k-Nearest Neighbors (kNN) classifier is a fundamental non-parametric machine learning algorithm. However, it is well known that it suffers from the curse of dimensionality, which is why in practice one often applies a kNN classifier on top of a (pre-trained) feature transformation. From a theoretical perspective, most, if not all theoretical results aimed at understanding the kNN classifier are derived for the raw feature space. This leads to an emerging gap between our theoretical understanding of kNN and its practical applications. In this paper, we take a first step towards bridging this gap.

In this paper, we show that under over-parametrization several standard stochastic optimization algorithms escape saddle-points and converge to local-minimizers much faster. One of the fundamental aspects of over-parametrized models is that they are capable of interpolating the training data. We show that, under interpolation-like assumptions satisfied by the stochastic gradients in an over-parametrization setting, the first-order oracle complexity of Perturbed Stochastic Gradient Descent (PSGD) algorithm to reach an $\epsilon$-local-minimizer, matches the corresponding deterministic rate of $O(1/\epsilon^{2})$. We next analyze Stochastic Cubic-Regularized Newton (SCRN) algorithm under interpolation-like conditions, and show that the oracle complexity to reach an $\epsilon$-local-minimizer under interpolation-like conditions, is $O(1/\epsilon^{2.5})$. While this obtained complexity is better than the corresponding complexity of either PSGD, or SCRN without interpolation-like assumptions, it does not match the rate of $O(1/\epsilon^{1.5})$

Along with Markov chain Monte Carlo (MCMC) methods, variational inference (VI) has emerged as a central computational approach to large-scale Bayesian inference. Rather than sampling from the true posterior $\pi$, VI aims at producing a simple but effective approximation $\hat \pi$ to $\pi$ for which summary statistics are easy to compute. However, unlike the well-studied MCMC methodology, algorithmic guarantees for VI are still relatively less well-understood. In this work, we propose principled methods for VI, in which $\hat \pi$ is taken to be a Gaussian or a mixture of Gaussians, which rest upon the theory of gradient flows on the Bures--Wasserstein space of Gaussian measures. Akin to MCMC, it comes with strong theoretical guarantees when $\pi$ is log-concave.

We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. We introduce a min-max criterion function, under which the estimation problem can be thought of as solving a zero-sum game between a modeler who is optimizing over the hypothesis space of the target model and an adversary who identifies violating moments over a test function space. We analyze the statistical estimation rate of the resulting estimator for arbitrary hypothesis spaces, with respect to an appropriate analogue of the mean squared error metric, for ill-posed inverse problems. We show that when the minimax criterion is regularized with a second moment penalty on the test function and the test function space is sufficiently rich, then the estimation rate scales with the critical radius of the hypothesis and test function spaces, a quantity which typically gives tight fast rates. Our main result follows from a novel localized Rademacher analysis of statistical learning problems defined via minimax objectives. We provide applications of our main results for several hypothesis spaces used in practice such as: reproducing kernel Hilbert spaces, high dimensional sparse linear functions, spaces defined via shape constraints, ensemble estimators such as random forests, and neural networks. For each of these applications we provide computationally efficient optimization methods for solving the corresponding minimax problem (e.g.