Mathematical & Statistical Methods
Theoretical Analysis of Privacy Leakage in Trustworthy Federated Learning: A Perspective from Linear Algebra and Optimization Theory
Federated learning has emerged as a promising paradigm for collaborative model training while preserving data privacy. However, recent studies have shown that it is vulnerable to various privacy attacks, such as data reconstruction attacks. In this paper, we provide a theoretical analysis of privacy leakage in federated learning from two perspectives: linear algebra and optimization theory. From the linear algebra perspective, we prove that when the Jacobian matrix of the batch data is not full rank, there exist different batches of data that produce the same model update, thereby ensuring a level of privacy. We derive a sufficient condition on the batch size to prevent data reconstruction attacks. From the optimization theory perspective, we establish an upper bound on the privacy leakage in terms of the batch size, the distortion extent, and several other factors. Our analysis provides insights into the relationship between privacy leakage and various aspects of federated learning, offering a theoretical foundation for designing privacy-preserving federated learning algorithms.
TTT: A Temporal Refinement Heuristic for Tenuously Tractable Discrete Time Reachability Problems
Sidrane, Chelsea, Tumova, Jana
Reachable set computation is an important tool for analyzing control systems. Simulating a control system can show that the system is generally functioning as desired, but a formal tool like reachability analysis can provide a guarantee of correctness. For linear systems, reachability analysis is straightforward and fast, but as more complex components are added to the control system such as nonlinear dynamics or a neural network controller, reachability analysis may slow down or become overly conservative. To address these challenges, much literature has focused on spatial refinement, e.g., tuning the discretization of the input sets and intermediate reachable sets. However, this paper addresses a different dimension: temporal refinement. The basic idea of temporal refinement is to automatically choose when along the horizon of the reachability problem to execute slow symbolic queries which incur less approximation error versus fast concrete queries which incur more approximation error. Temporal refinement can be combined with other refinement approaches and offers an additional ``tuning knob'' with which to trade off tractability and tightness in approximate reachable set computation. Here, we introduce an automatic framework for performing temporal refinement and we demonstrate the effectiveness of this technique on computing approximate reachable sets for nonlinear systems with neural network control policies. We demonstrate the calculation of reachable sets of varying approximation error under varying computational budget and show that our algorithm is able to generate approximate reachable sets with a similar amount of error to the baseline approach in 20-70% less time.
Correcting the Mythos of KL-Regularization: Direct Alignment without Overparameterization via Chi-squared Preference Optimization
Huang, Audrey, Zhan, Wenhao, Xie, Tengyang, Lee, Jason D., Sun, Wen, Krishnamurthy, Akshay, Foster, Dylan J.
Language model alignment methods, such as reinforcement learning from human feedback (RLHF), have led to impressive advances in language model capabilities, but existing techniques are limited by a widely observed phenomenon known as overoptimization, where the quality of the language model plateaus or degrades over the course of the alignment process. Overoptimization is often attributed to overfitting to an inaccurate reward model, and while it can be mitigated through online data collection, this is infeasible in many settings. This raises a fundamental question: Do existing offline alignment algorithms make the most of the data they have, or can their sample-efficiency be improved further? We address this question with a new algorithm for offline alignment, $\chi^2$-Preference Optimization ($\chi$PO). $\chi$PO is a one-line change to Direct Preference Optimization (DPO; Rafailov et al., 2023), which only involves modifying the logarithmic link function in the DPO objective. Despite this minimal change, $\chi$PO implicitly implements the principle of pessimism in the face of uncertainty via regularization with the $\chi^2$-divergence -- which quantifies uncertainty more effectively than KL-regularization -- and provably alleviates overoptimization, achieving sample-complexity guarantees based on single-policy concentrability -- the gold standard in offline reinforcement learning. $\chi$PO's simplicity and strong guarantees make it the first practical and general-purpose offline alignment algorithm that is provably robust to overoptimization.
Social learning with complex contagion
Chiba-Okabe, Hiroaki, Plotkin, Joshua B.
We introduce a mathematical model that combines the concepts of complex contagion with payoff-biased imitation, to describe how social behaviors spread through a population. Traditional models of social learning by imitation are based on simple contagion -- where an individual may imitate a more successful neighbor following a single interaction. Our framework generalizes this process to incorporate complex contagion, which requires multiple exposures before an individual considers adopting a different behavior. We formulate this as a discrete time and state stochastic process in a finite population, and we derive its continuum limit as an ordinary differential equation that generalizes the replicator equation, the most widely used dynamical model in evolutionary game theory. When applied to linear frequency-dependent games, our social learning with complex contagion produces qualitatively different outcomes than traditional imitation dynamics: it can shift the Prisoner's Dilemma from a unique all-defector equilibrium to either a stable mixture of cooperators and defectors in the population, or a bistable system; it changes the Snowdrift game from a single to a bistable equilibrium; and it can alter the Coordination game from bistability at the boundaries to two internal equilibria. The long-term outcome depends on the balance between the complexity of the contagion process and the strength of selection that biases imitation towards more successful types. Our analysis intercalates the fields of evolutionary game theory with complex contagions, and it provides a synthetic framework that describes more realistic forms of behavioral change in social systems.
Learning to Represent Surroundings, Anticipate Motion and Take Informed Actions in Unstructured Environments
Contemporary robots have become exceptionally skilled at achieving specific tasks in structured environments. However, they often fail when faced with the limitless permutations of real-world unstructured environments. This motivates robotics methods which learn from experience, rather than follow a pre-defined set of rules. In this thesis, we present a range of learning-based methods aimed at enabling robots, operating in dynamic and unstructured environments, to better understand their surroundings, anticipate the actions of others, and take informed actions accordingly. In the first part of the thesis, we investigate methods which leverage learning to represent the structure and motion in a robot's operating environment, in a continuous manner.
Statistical ranking with dynamic covariates
Dong, Pinjun, Han, Ruijian, Jiang, Binyan, Xu, Yiming
We consider a covariate-assisted ranking model grounded in the Plackett--Luce framework. Unlike existing works focusing on pure covariates or individual effects with fixed covariates, our approach integrates individual effects with dynamic covariates. This added flexibility enhances realistic ranking yet poses significant challenges for analyzing the associated estimation procedures. This paper makes an initial attempt to address these challenges. We begin by discussing the sufficient and necessary condition for the model's identifiability. We then introduce an efficient alternating maximization algorithm to compute the maximum likelihood estimator (MLE). Under suitable assumptions on the topology of comparison graphs and dynamic covariates, we establish a quantitative uniform consistency result for the MLE with convergence rates characterized by the asymptotic graph connectivity. The proposed graph topology assumption holds for several popular random graph models under optimal leading-order sparsity conditions. A comprehensive numerical study is conducted to corroborate our theoretical findings and demonstrate the application of the proposed model to real-world datasets, including horse racing and tennis competitions.
Discounted Pseudocosts in MILP
In this article, we introduce the concept of discounted pseudocosts, inspired by discounted total reward in reinforcement learning, and explore their application in mixed-integer linear programming (MILP). Traditional pseudocosts estimate changes in the objective function due to variable bound changes during the branch-and-bound process. By integrating reinforcement learning concepts, we propose a novel approach incorporating a forward-looking perspective into pseudocost estimation. We present the motivation behind discounted pseudocosts and discuss how they represent the anticipated reward for branching after one level of exploration in the MILP problem space. Initial experiments on MIPLIB 2017 benchmark instances demonstrate the potential of discounted pseudocosts to enhance branching strategies and accelerate the solution process for challenging MILP problems.
Can Machines Learn the True Probabilities?
When there exists uncertainty, AI machines are The outline of the proof is as follows. After defining some designed to make decisions so as to reach the main concepts, we identify the Success Criterion and the best expected outcomes. Expectations are based necessary condition for any machine to learn the true objective on true facts about the objective environment the probabilities. From these conditions, we derive machines interact with, and those facts can be the theorem that learning implies the true guarantee of encoded into AI models in the form of true objective well-calibration. Roughly speaking, "truly guaranteed wellcalibration" probability functions.
An Adaptive Stochastic Gradient Method with Non-negative Gauss-Newton Stepsizes
We consider the problem of minimizing the average of a large number of smooth but possibly non-convex functions. In the context of most machine learning applications, each loss function is non-negative and thus can be expressed as the composition of a square and its real-valued square root. This reformulation allows us to apply the Gauss-Newton method, or the Levenberg-Marquardt method when adding a quadratic regularization. The resulting algorithm, while being computationally as efficient as the vanilla stochastic gradient method, is highly adaptive and can automatically warmup and decay the effective stepsize while tracking the non-negative loss landscape. We provide a tight convergence analysis, leveraging new techniques, in the stochastic convex and non-convex settings. In particular, in the convex case, the method does not require access to the gradient Lipshitz constant for convergence, and is guaranteed to never diverge. The convergence rates and empirical evaluations compare favorably to the classical (stochastic) gradient method as well as to several other adaptive methods.
On Differentially Private U Statistics
Chaudhuri, Kamalika, Loh, Po-Ling, Pandey, Shourya, Sarkar, Purnamrita
We consider the problem of privately estimating a parameter $\mathbb{E}[h(X_1,\dots,X_k)]$, where $X_1$, $X_2$, $\dots$, $X_k$ are i.i.d. data from some distribution and $h$ is a permutation-invariant function. Without privacy constraints, standard estimators are U-statistics, which commonly arise in a wide range of problems, including nonparametric signed rank tests, symmetry testing, uniformity testing, and subgraph counts in random networks, and can be shown to be minimum variance unbiased estimators under mild conditions. Despite the recent outpouring of interest in private mean estimation, privatizing U-statistics has received little attention. While existing private mean estimation algorithms can be applied to obtain confidence intervals, we show that they can lead to suboptimal private error, e.g., constant-factor inflation in the leading term, or even $\Theta(1/n)$ rather than $O(1/n^2)$ in degenerate settings. To remedy this, we propose a new thresholding-based approach using \emph{local H\'ajek projections} to reweight different subsets of the data. This leads to nearly optimal private error for non-degenerate U-statistics and a strong indication of near-optimality for degenerate U-statistics.