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 Optimization


Sound and Complete Verification of Polynomial Networks

arXiv.org Artificial Intelligence

Polynomial Networks (PNs) have demonstrated promising performance on face and image recognition recently. However, robustness of PNs is unclear and thus obtaining certificates becomes imperative for enabling their adoption in real-world applications. Existing verification algorithms on ReLU neural networks (NNs) based on classical branch and bound (BaB) techniques cannot be trivially applied to PN verification. In this work, we devise a new bounding method, equipped with BaB for global convergence guarantees, called Verification of Polynomial Networks or VPN for short. One key insight is that we obtain much tighter bounds than the interval bound propagation (IBP) and DeepT-Fast [Bonaert et al., 2021] baselines. This enables sound and complete PN verification with empirical validation on MNIST, CIFAR10 and STL10 datasets. We believe our method has its own interest to NN verification.


Chaotic Regularization and Heavy-Tailed Limits for Deterministic Gradient Descent

arXiv.org Artificial Intelligence

Recent studies have shown that gradient descent (GD) can achieve improved generalization when its dynamics exhibits a chaotic behavior. However, to obtain the desired effect, the step-size should be chosen sufficiently large, a task which is problem dependent and can be difficult in practice. In this study, we incorporate a chaotic component to GD in a controlled manner, and introduce multiscale perturbed GD (MPGD), a novel optimization framework where the GD recursion is augmented with chaotic perturbations that evolve via an independent dynamical system. We analyze MPGD from three different angles: (i) By building up on recent advances in rough paths theory, we show that, under appropriate assumptions, as the step-size decreases, the MPGD recursion converges weakly to a stochastic differential equation (SDE) driven by a heavy-tailed L\'evy-stable process. (ii) By making connections to recently developed generalization bounds for heavy-tailed processes, we derive a generalization bound for the limiting SDE and relate the worst-case generalization error over the trajectories of the process to the parameters of MPGD. (iii) We analyze the implicit regularization effect brought by the dynamical regularization and show that, in the weak perturbation regime, MPGD introduces terms that penalize the Hessian of the loss function. Empirical results are provided to demonstrate the advantages of MPGD.


Multi-Edge Server-Assisted Dynamic Federated Learning with an Optimized Floating Aggregation Point

arXiv.org Artificial Intelligence

We propose cooperative edge-assisted dynamic federated learning (CE-FL). CE-FL introduces a distributed machine learning (ML) architecture, where data collection is carried out at the end devices, while the model training is conducted cooperatively at the end devices and the edge servers, enabled via data offloading from the end devices to the edge servers through base stations. CE-FL also introduces floating aggregation point, where the local models generated at the devices and the servers are aggregated at an edge server, which varies from one model training round to another to cope with the network evolution in terms of data distribution and users' mobility. CE-FL considers the heterogeneity of network elements in terms of communication/computation models and the proximity to one another. CE-FL further presumes a dynamic environment with online variation of data at the network devices which causes a drift at the ML model performance. We model the processes taken during CE-FL, and conduct analytical convergence analysis of its ML model training. We then formulate network-aware CE-FL which aims to adaptively optimize all the network elements via tuning their contribution to the learning process, which turns out to be a non-convex mixed integer problem. Motivated by the large scale of the system, we propose a distributed optimization solver to break down the computation of the solution across the network elements. We finally demonstrate the effectiveness of our framework with the data collected from a real-world testbed.


Sub-network Multi-objective Evolutionary Algorithm for Filter Pruning

arXiv.org Artificial Intelligence

Filter pruning is a common method to achieve model compression and acceleration in deep neural networks (DNNs).Some research regarded filter pruning as a combinatorial optimization problem and thus used evolutionary algorithms (EA) to prune filters of DNNs. However, it is difficult to find a satisfactory compromise solution in a reasonable time due to the complexity of solution space searching. To solve this problem, we first formulate a multi-objective optimization problem based on a sub-network of the full model and propose a Sub-network Multiobjective Evolutionary Algorithm (SMOEA) for filter pruning. By progressively pruning the convolutional layers in groups, SMOEA can obtain a lightweight pruned result with better performance.Experiments on VGG-14 model for CIFAR-10 verify the effectiveness of the proposed SMOEA. Specifically, the accuracy of the pruned model with 16.56% parameters decreases by 0.28% only, which is better than the widely used popular filter pruning criteria.


Unsupervised Learning for Combinatorial Optimization with Principled Objective Relaxation

arXiv.org Artificial Intelligence

Using machine learning to solve combinatorial optimization (CO) problems is challenging, especially when the data is unlabeled. This work proposes an unsupervised learning framework for CO problems. Our framework follows a standard relaxation-plus-rounding approach and adopts neural networks to parameterize the relaxed solutions so that simple back-propagation can train the model end-to-end. Our key contribution is the observation that if the relaxed objective satisfies entry-wise concavity, a low optimization loss guarantees the quality of the final integral solutions. This observation significantly broadens the applicability of the previous framework inspired by Erdos' probabilistic method. In particular, this observation can guide the design of objective models in applications where the objectives are not given explicitly while requiring being modeled in prior. We evaluate our framework by solving a synthetic graph optimization problem, and two real-world applications including resource allocation in circuit design and approximate computing. Our framework largely outperforms the baselines based on na\"{i}ve relaxation, reinforcement learning, and Gumbel-softmax tricks.


Faster Convergence of Local SGD for Over-Parameterized Models

arXiv.org Artificial Intelligence

Modern machine learning architectures are often highly expressive. They are usually over-parameterized and can interpolate the data by driving the empirical loss close to zero. We analyze the convergence of Local SGD (or FedAvg) for such over-parameterized models in the heterogeneous data setting and improve upon the existing literature by establishing the following convergence rates. We show an error bound of $\O(\exp(-T))$ for strongly-convex loss functions, where $T$ is the total number of iterations. For general convex loss functions, we establish an error bound of $\O(1/T)$ under a mild data similarity assumption and an error bound of $\O(K/T)$ otherwise, where $K$ is the number of local steps. We also extend our results for non-convex loss functions by proving an error bound of $\O(K/T)$. Before our work, the best-known convergence rate for strongly-convex loss functions was $\O(\exp(-T/K))$, and none existed for general convex or non-convex loss functions under the overparameterized setting. We complete our results by providing problem instances in which such convergence rates are tight to a constant factor under a reasonably small stepsize scheme. Finally, we validate our theoretical results using numerical experiments on real and synthetic data.


Batch Bayesian optimisation via density-ratio estimation with guarantees

arXiv.org Artificial Intelligence

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points via an acquisition function and a prior over functions, such as a Gaussian process. Recently, however, a reformulation of BO via density-ratio estimation (BORE) allowed reinterpreting the acquisition function as a probabilistic binary classifier, removing the need for an explicit prior over functions and increasing scalability. In this paper, we present a theoretical analysis of BORE's regret and an extension of the algorithm with improved uncertainty estimates. We also show that BORE can be naturally extended to a batch optimisation setting by recasting the problem as approximate Bayesian inference. The resulting algorithms come equipped with theoretical performance guarantees and are assessed against other batch and sequential BO baselines in a series of experiments.


Learning Ultrametric Trees for Optimal Transport Regression

arXiv.org Artificial Intelligence

Optimal transport provides a metric which quantifies the dissimilarity between probability measures. For measures supported in discrete metric spaces, finding optimal transport distance has cubic time complexity in the size of the space. However, measures supported on trees admit a closed-form optimal transport which can be computed in linear time. In this paper, we aim to find an optimal tree structure for a given discrete metric space, so that the tree-Wasserstein distance can best approximate the optimal transport distance in the original space. One of our key ideas is to cast the problem in ultrametric spaces. This helps define different tree structures and allows us to optimize the tree structure via projected gradient decent over space of ultrametric matrices. During optimization, we project the parameters to the ultrametric space via a hierarchical minimum spanning tree algorithm. Experimental results on real datasets show that our approach outperforms previous approaches in approximating optimal transport distances. Finally, experiments on synthetic data generated on ground truth trees show that our algorithm can accurately uncover the underlying tree metrics.


Interventions, Where and How? Experimental Design for Causal Models at Scale

arXiv.org Artificial Intelligence

Causal discovery from observational and interventional data is challenging due to limited data and non-identifiability: factors that introduce uncertainty in estimating the underlying structural causal model (SCM). Selecting experiments (interventions) based on the uncertainty arising from both factors can expedite the identification of the SCM. Existing methods in experimental design for causal discovery from limited data either rely on linear assumptions for the SCM or select only the intervention target. This work incorporates recent advances in Bayesian causal discovery into the Bayesian optimal experimental design framework, allowing for active causal discovery of large, nonlinear SCMs while selecting both the interventional target and the value. We demonstrate the performance of the proposed method on synthetic graphs (Erdos-R\`enyi, Scale Free) for both linear and nonlinear SCMs as well as on the \emph{in-silico} single-cell gene regulatory network dataset, DREAM.


Refined Convergence and Topology Learning for Decentralized SGD with Heterogeneous Data

arXiv.org Artificial Intelligence

One of the key challenges in decentralized and federated learning is to design algorithms that efficiently deal with highly heterogeneous data distributions across agents. In this paper, we revisit the analysis of the popular Decentralized Stochastic Gradient Descent algorithm (D-SGD) under data heterogeneity. We exhibit the key role played by a new quantity, called neighborhood heterogeneity, on the convergence rate of D-SGD. By coupling the communication topology and the heterogeneity, our analysis sheds light on the poorly understood interplay between these two concepts. We then argue that neighborhood heterogeneity provides a natural criterion to learn data-dependent topologies that reduce (and can even eliminate) the otherwise detrimental effect of data heterogeneity on the convergence time of D-SGD. For the important case of classification with label skew, we formulate the problem of learning such a good topology as a tractable optimization problem that we solve with a Frank-Wolfe algorithm. As illustrated over a set of simulated and real-world experiments, our approach provides a principled way to design a sparse topology that balances the convergence speed and the per-iteration communication costs of D-SGD under data heterogeneity.