Optimization
Fair Sparse Regression with Clustering: An Invex Relaxation for a Combinatorial Problem
In this paper, we study the problem of fair sparse regression on a biased dataset where bias depends upon a hidden binary attribute. The presence of a hidden attribute adds an extra layer of complexity to the problem by combining sparse regression and clustering with unknown binary labels. The corresponding optimization problem is combinatorial, but we propose a novel relaxation of it as an \emph{invex} optimization problem. To the best of our knowledge, this is the first invex relaxation for a combinatorial problem. We show that the inclusion of the debiasing/fairness constraint in our model has no adverse effect on the performance. Rather, it enables the recovery of the hidden attribute. The support of our recovered regression parameter vector matches exactly with the true parameter vector. Moreover, we simultaneously solve the clustering problem by recovering the exact value of the hidden attribute for each sample. Our method uses carefully constructed primal dual witnesses to provide theoretical guarantees for the combinatorial problem. To that end, we show that the sample complexity of our method is logarithmic in terms of the dimension of the regression parameter vector.
RETRIEVE: Coreset Selection for Efficient and Robust Semi-Supervised Learning
Killamsetty, Krishnateja, Zhao, Xujiang, Chen, Feng, Iyer, Rishabh
Semi-supervised learning (SSL) algorithms have had great success in recent years in limited labeled data regimes. However, the current state-of-the-art SSL algorithms are computationally expensive and entail significant compute time and energy requirements. This can prove to be a huge limitation for many smaller companies and academic groups. Our main insight is that training on a subset of unlabeled data instead of entire unlabeled data enables the current SSL algorithms to converge faster, thereby reducing the computational costs significantly. In this work, we propose RETRIEVE, a coreset selection framework for efficient and robust semi-supervised learning. RETRIEVE selects the coreset by solving a mixed discrete-continuous bi-level optimization problem such that the selected coreset minimizes the labeled set loss. We use a one-step gradient approximation and show that the discrete optimization problem is approximately submodular, thereby enabling simple greedy algorithms to obtain the coreset. We empirically demonstrate on several real-world datasets that existing SSL algorithms like VAT, Mean-Teacher, FixMatch, when used with RETRIEVE, achieve a) faster training times, b) better performance when unlabeled data consists of Out-of-Distribution(OOD) data and imbalance. More specifically, we show that with minimal accuracy degradation, RETRIEVE achieves a speedup of around 3X in the traditional SSL setting and achieves a speedup of 5X compared to state-of-the-art (SOTA) robust SSL algorithms in the case of imbalance and OOD data.
Examining and Combating Spurious Features under Distribution Shift
Zhou, Chunting, Ma, Xuezhe, Michel, Paul, Neubig, Graham
A central goal of machine learning is to learn robust representations that capture the causal relationship between inputs features and output labels. However, minimizing empirical risk over finite or biased datasets often results in models latching on to spurious correlations between the training input/output pairs that are not fundamental to the problem at hand. In this paper, we define and analyze robust and spurious representations using the information-theoretic concept of minimal sufficient statistics. We prove that even when there is only bias of the input distribution (i.e. covariate shift), models can still pick up spurious features from their training data. Group distributionally robust optimization (DRO) provides an effective tool to alleviate covariate shift by minimizing the worst-case training loss over a set of pre-defined groups. Inspired by our analysis, we demonstrate that group DRO can fail when groups do not directly account for various spurious correlations that occur in the data. To address this, we further propose to minimize the worst-case losses over a more flexible set of distributions that are defined on the joint distribution of groups and instances, instead of treating each group as a whole at optimization time. Through extensive experiments on one image and two language tasks, we show that our model is significantly more robust than comparable baselines under various partitions. Our code is available at https://github.com/violet-zct/group-conditional-DRO.
Certification of embedded systems based on Machine Learning: A survey
Vidot, Guillaume, Gabreau, Christophe, Ober, Ileana, Ober, Iulian
Nevertheless, the recent advances in machine learning triggered genuine interest, as machine learning offer promising preliminary results and open the way to a wide range of new functions for avionics systems, for instance in the area of autonomous flying. In this paper we investigate on how existing certification and regulation techniques, can (or cannot) handle software development that includes parts obtained by machine learning. Nowadays a large aircraft cockpit offers many avionic complex functions: flight controls, navigation, surveillance, communications, displays... Their design has required a top down iterative approach from aircraft level downward, thus the functions are performed by systems of systems, with each system decomposed into subsystems that may contain a collection of software and hardware items. Therefore, any avionic development considers 3 levels of engineering: (i) Function, (ii) System/Subsystem and (iii) Item. The development process of each engineering level relies on several decades of experience and good practices that keep on being adapted today.
Neuroevolution-Enhanced Multi-Objective Optimization for Mixed-Precision Quantization
Miret, Santiago, Chua, Vui Seng, Marder, Mattias, Phielipp, Mariano, Jain, Nilesh, Majumdar, Somdeb
Mixed-precision quantization is a powerful tool to enable memory and compute savings of neural network workloads by deploying different sets of bit-width precisions on separate compute operations. Recent research has shown significant progress in applying mixed-precision quantization techniques to reduce the memory footprint of various workloads, while also preserving task performance. Prior work, however, has often ignored additional objectives, such as bit-operations, that are important for deployment of workloads on hardware. Here we present a flexible and scalable framework for automated mixed-precision quantization that optimizes multiple objectives. Our framework relies on Neuroevolution-Enhanced Multi-Objective Optimization (NEMO), a novel search method, to find Pareto optimal mixed-precision configurations for memory and bit-operations objectives. Within NEMO, a population is divided into structurally distinct sub-populations (species) which jointly form the Pareto frontier of solutions for the multi-objective problem. At each generation, species are re-sized in proportion to the goodness of their contribution to the Pareto frontier. This allows NEMO to leverage established search techniques and neuroevolution methods to continually improve the goodness of the Pareto frontier. In our experiments we apply a graph-based representation to describe the underlying workload, enabling us to deploy graph neural networks trained by NEMO to find Pareto optimal configurations for various workloads trained on ImageNet. Compared to the state-of-the-art, we achieve competitive results on memory compression and superior results for compute compression for MobileNet-V2, ResNet50 and ResNeXt-101-32x8d. A deeper analysis of the results obtained by NEMO also shows that both the graph representation and the species-based approach are critical in finding effective configurations for all workloads.
Improved Regret Bounds for Online Submodular Maximization
Sadeghi, Omid, Raut, Prasanna, Fazel, Maryam
In this paper, we consider an online optimization problem over $T$ rounds where at each step $t\in[T]$, the algorithm chooses an action $x_t$ from the fixed convex and compact domain set $\mathcal{K}$. A utility function $f_t(\cdot)$ is then revealed and the algorithm receives the payoff $f_t(x_t)$. This problem has been previously studied under the assumption that the utilities are adversarially chosen monotone DR-submodular functions and $\mathcal{O}(\sqrt{T})$ regret bounds have been derived. We first characterize the class of strongly DR-submodular functions and then, we derive regret bounds for the following new online settings: $(1)$ $\{f_t\}_{t=1}^T$ are monotone strongly DR-submodular and chosen adversarially, $(2)$ $\{f_t\}_{t=1}^T$ are monotone submodular (while the average $\frac{1}{T}\sum_{t=1}^T f_t$ is strongly DR-submodular) and chosen by an adversary but they arrive in a uniformly random order, $(3)$ $\{f_t\}_{t=1}^T$ are drawn i.i.d. from some unknown distribution $f_t\sim \mathcal{D}$ where the expected function $f(\cdot)=\mathbb{E}_{f_t\sim\mathcal{D}}[f_t(\cdot)]$ is monotone DR-submodular. For $(1)$, we obtain the first logarithmic regret bounds. In terms of the second framework, we show that it is possible to obtain similar logarithmic bounds with high probability. Finally, for the i.i.d. model, we provide algorithms with $\tilde{\mathcal{O}}(\sqrt{T})$ stochastic regret bound, both in expectation and with high probability. Experimental results demonstrate that our algorithms outperform the previous techniques in the aforementioned three settings.
DAGs with No Curl: An Efficient DAG Structure Learning Approach
Yu, Yue, Gao, Tian, Yin, Naiyu, Ji, Qiang
Recently directed acyclic graph (DAG) structure learning is formulated as a constrained continuous optimization problem with continuous acyclicity constraints and was solved iteratively through subproblem optimization. To further improve efficiency, we propose a novel learning framework to model and learn the weighted adjacency matrices in the DAG space directly. Specifically, we first show that the set of weighted adjacency matrices of DAGs are equivalent to the set of weighted gradients of graph potential functions, and one may perform structure learning by searching in this equivalent set of DAGs. To instantiate this idea, we propose a new algorithm, DAG-NoCurl, which solves the optimization problem efficiently with a two-step procedure: 1) first we find an initial cyclic solution to the optimization problem, and 2) then we employ the Hodge decomposition of graphs and learn an acyclic graph by projecting the cyclic graph to the gradient of a potential function. Experimental studies on benchmark datasets demonstrate that our method provides comparable accuracy but better efficiency than baseline DAG structure learning methods on both linear and generalized structural equation models, often by more than one order of magnitude.
Convex Sparse Blind Deconvolution
In the blind deconvolution problem, we observe the convolution of an unknown filter and unknown signal and attempt to reconstruct the filter and signal. The problem seems impossible in general, since there are seemingly many more unknowns than knowns . Nevertheless, this problem arises in many application fields; and empirically, some of these fields have had success using heuristic methods -- even economically very important ones, in wireless communications and oil exploration. Today's fashionable heuristic formulations pose non-convex optimization problems which are then attacked heuristically as well. The fact that blind deconvolution can be solved under some repeatable and naturally-occurring circumstances poses a theoretical puzzle. To bridge the gulf between reported successes and theory's limited understanding, we exhibit a convex optimization problem that -- assuming signal sparsity -- can convert a crude approximation to the true filter into a high-accuracy recovery of the true filter. Our proposed formulation is based on L1 minimization of inverse filter outputs. We give sharp guarantees on performance of the minimizer assuming sparsity of signal, showing that our proposal precisely recovers the true inverse filter, up to shift and rescaling. There is a sparsity/initial accuracy tradeoff: the less accurate the initial approximation, the greater we rely on sparsity to enable exact recovery. To our knowledge this is the first reported tradeoff of this kind. We consider it surprising that this tradeoff is independent of dimension. We also develop finite-$N$ guarantees, for highly accurate reconstruction under $N\geq O(k \log(k) )$ with high probability. We further show stable approximation when the true inverse filter is infinitely long and extend our guarantees to the case where the observations are contaminated by stochastic or adversarial noise.
Stochastic Alternating Direction Method of Multipliers for Byzantine-Robust Distributed Learning
Lin, Feng, Li, Weiyu, Ling, Qing
This paper aims to solve a distributed learning problem under Byzantine attacks. In the underlying distributed system, a number of unknown but malicious workers (termed as Byzantine workers) can send arbitrary messages to the master and bias the learning process, due to data corruptions, computation errors or malicious attacks. Prior work has considered a total variation (TV) norm-penalized approximation formulation to handle the Byzantine attacks, where the TV norm penalty forces the regular workers' local variables to be close, and meanwhile, tolerates the outliers sent by the Byzantine workers. To solve the TV norm-penalized approximation formulation, we propose a Byzantine-robust stochastic alternating direction method of multipliers (ADMM) that fully utilizes the separable problem structure. Theoretically, we prove that the proposed method converges to a bounded neighborhood of the optimal solution at a rate of O(1/k) under mild assumptions, where k is the number of iterations and the size of neighborhood is determined by the number of Byzantine workers. Numerical experiments on the MNIST and COVERTYPE datasets demonstrate the effectiveness of the proposed method to various Byzantine attacks.
Distributionally Robust Optimization with Markovian Data
Li, Mengmeng, Sutter, Tobias, Kuhn, Daniel
We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We propose a data-driven distributionally robust optimization model to estimate the problem's objective function and optimal solution. By leveraging results from large deviations theory, we derive statistical guarantees on the quality of these estimators. The underlying worst-case expectation problem is nonconvex and involves $\mathcal O(d^2)$ decision variables. Thus, it cannot be solved efficiently for large $d$. By exploiting the structure of this problem, we devise a customized Frank-Wolfe algorithm with convex direction-finding subproblems of size $\mathcal O(d)$. We prove that this algorithm finds a stationary point efficiently under mild conditions. The efficiency of the method is predicated on a dimensionality reduction enabled by a dual reformulation. Numerical experiments indicate that our approach has better computational and statistical properties than the state-of-the-art methods.