Originated from distributed learning, federated learning enables privacy-preserved collaboration on a new abstracted level by sharing the model parameters only. While the current research mainly focuses on optimizing learning algorithms and minimizing communication overhead left by distributed learning, there is still a considerable gap when it comes to the real implementation on mobile devices. In this paper, we start with an empirical experiment to demonstrate computation heterogeneity is a more pronounced bottleneck than communication on the current generation of battery-powered mobile devices, and the existing methods are haunted by mobile stragglers. Further, non-identically distributed data across the mobile users makes the selection of participants critical to the accuracy and convergence. To tackle the computational and statistical heterogeneity, we utilize data as a tuning knob and propose two efficient polynomial-time algorithms to schedule different workloads on various mobile devices, when data is identically or non-identically distributed. For identically distributed data, we combine partitioning and linear bottleneck assignment to achieve near-optimal training time without accuracy loss. For non-identically distributed data, we convert it into an average cost minimization problem and propose a greedy algorithm to find a reasonable balance between computation time and accuracy. We also establish an offline profiler to quantify the runtime behavior of different devices, which serves as the input to the scheduling algorithms. We conduct extensive experiments on a mobile testbed with two datasets and up to 20 devices. Compared with the common benchmarks, the proposed algorithms achieve 2-100x speedup epoch-wise, 2-7% accuracy gain and boost the convergence rate by more than 100% on CIFAR10.

Gradient Boosting Machine (GBM) introduced by Friedman is a powerful supervised learning algorithm that is very widely used in practice---it routinely features as a leading algorithm in machine learning competitions such as Kaggle and the KDDCup. In spite of the usefulness of GBM in practice, our current theoretical understanding of this method is rather limited. In this work, we propose Randomized Gradient Boosting Machine (RGBM) which leads to substantial computational gains compared to GBM, by using a randomization scheme to reduce search in the space of weak-learners. We derive novel computational guarantees for RGBM. We also provide a principled guideline towards better step-size selection in RGBM that does not require a line search. Our proposed framework is inspired by a special variant of coordinate descent that combines the benefits of randomized coordinate descent and greedy coordinate descent; and may be of independent interest as an optimization algorithm. As a special case, our results for RGBM lead to superior computational guarantees for GBM. Our computational guarantees depend upon a curious geometric quantity that we call Minimal Cosine Angle, which relates to the density of weak-learners in the prediction space. On a series of numerical experiments on real datasets, we demonstrate the effectiveness of RGBM over GBM in terms of obtaining a model with good training and/or testing data fidelity with a fraction of the computational cost.

Hyperparameter optimization refers to performing a search in order to discover the set of specific model configuration arguments that result in the best performance of the model on a specific dataset. There are many ways to perform hyperparameter optimization, although modern methods, such as Bayesian Optimization, are fast and effective. The Scikit-Optimize library is an open-source Python library that provides an implementation of Bayesian Optimization that can be used to tune the hyperparameters of machine learning models from the scikit-Learn Python library. You can easily use the Scikit-Optimize library to tune the models on your next machine learning project. In this tutorial, you will discover how to use the Scikit-Optimize library to use Bayesian Optimization for hyperparameter tuning.

This thesis focuses on the research and development of the Hemodynamic Tissue Signature (HTS) method: an unsupervised machine learning approach to describe the vascular heterogeneity of glioblastomas by means of perfusion MRI analysis. The HTS builds on the concept of habitats. An habitat is defined as a sub-region of the lesion with a particular MRI profile describing a specific physiological behavior. The HTS method delineates four habitats within the glioblastoma: the High Angiogenic Tumor (HAT) habitat, as the most perfused region of the enhancing tumor; the Low Angiogenic Tumor (LAT) habitat, as the region of the enhancing tumor with a lower angiogenic profile; the potentially Infiltrated Peripheral Edema (IPE) habitat, as the non-enhancing region adjacent to the tumor with elevated perfusion indexes; and the Vasogenic Peripheral Edema (VPE) habitat, as the remaining edema of the lesion with the lowest perfusion profile. The results of this thesis have been published in ten scientific contributions, including top-ranked journals and conferences in the areas of Medical Informatics, Statistics and Probability, Radiology & Nuclear Medicine, Machine Learning and Data Mining and Biomedical Engineering. An industrial patent registered in Spain (ES201431289A), Europe (EP3190542A1) and EEUU (US20170287133A1) was also issued, summarizing the efforts of the thesis to generate tangible assets besides the academic revenue obtained from research publications. Finally, the methods, technologies and original ideas conceived in this thesis led to the foundation of ONCOANALYTICS CDX, a company framed into the business model of companion diagnostics for pharmaceutical compounds, thought as a vehicle to facilitate the industrialization of the ONCOhabitats technology.

The goal of fairness in classification is to learn a classifier that does not discriminate against groups of individuals based on sensitive attributes, such as race and gender. One approach to designing fair algorithms is to use relaxations of fairness notions as regularization terms or in a constrained optimization problem. We observe that the hyperbolic tangent function can approximate the indicator function. We leverage this property to define a differentiable relaxation that approximates fairness notions provably better than existing relaxations. In addition, we propose a model-agnostic multi-objective architecture that can simultaneously optimize for multiple fairness notions and multiple sensitive attributes and supports all statistical parity-based notions of fairness. We use our relaxation with the multi-objective architecture to learn fair classifiers. Experiments on public datasets show that our method suffers a significantly lower loss of accuracy than current debiasing algorithms relative to the unconstrained model.

This work addresses distributed optimization, where a network of agents wants to minimize a global strongly convex objective function. The global function can be written as a sum of local convex functions, each of which is associated with an agent. We propose a continuous-time distributed mirror descent algorithm that uses purely local information to converge to the global optimum. Unlike previous work on distributed mirror descent, we incorporate an integral feedback in the update, allowing the algorithm to converge with a constant step-size when discretized. We establish the asymptotic convergence of the algorithm using Lyapunov stability analysis. We further illustrate numerical experiments that verify the advantage of adopting integral feedback for improving the convergence rate of distributed mirror descent.

In this paper, we propose a communication-efficiently decentralized machine learning framework that solves a consensus optimization problem defined over a network of inter-connected workers. The proposed algorithm, Censored-and-Quantized Generalized GADMM (CQ-GGADMM), leverages the novel worker grouping and decentralized learning ideas of Group Alternating Direction Method of Multipliers (GADMM), and pushes the frontier in communication efficiency by extending its applicability to generalized network topologies, while incorporating link censoring for negligible updates after quantization. We theoretically prove that CQ-GGADMM achieves the linear convergence rate when the local objective functions are strongly convex under some mild assumptions. Numerical simulations corroborate that CQ-GGADMM exhibits higher communication efficiency in terms of the number of communication rounds and transmit energy consumption without compromising the accuracy and convergence speed, compared to the benchmark schemes based on decentralized ADMM without censoring, quantization, and/or the worker grouping method of GADMM.

Real-time ridesharing systems such as UberPool, Lyft Line, GrabShare have become hugely popular as they reduce the costs for customers, improve per trip revenue for drivers and reduce traffic on the roads by grouping customers with similar itineraries. The key challenge in these systems is to group the "right" requests to travel together in the "right" available vehicles in real-time, so that the objective (e.g., requests served, revenue or delay) is optimized. This challenge has been addressed in existing work by: (i) generating as many relevant feasible (with respect to the available delay for customers) combinations of requests as possible in real-time; and then (ii) optimizing assignment of the feasible request combinations to vehicles. Since the number of request combinations increases exponentially with the increase in vehicle capacity and number of requests, unfortunately, such approaches have to employ ad hoc heuristics to identify a subset of request combinations for assignment. Our key contribution is in developing approaches that employ zone (abstraction of individual locations) paths instead of request combinations. Zone paths allow for generation of significantly more "relevant" combinations (in comparison to ad hoc heuristics) in real-time than competing approaches due to two reasons: (i) Each zone path can typically represent multiple request combinations; (ii) Zone paths are generated using a combination of offline and online methods. Specifically, we contribute both myopic (ridesharing assignment focussed on current requests only) and non-myopic (ridesharing assignment considers impact on expected future requests) approaches that employ zone paths. In our experimental results, we demonstrate that our myopic approach outperforms (with respect to both objective and runtime) the current best myopic approach for ridesharing on both real-world and synthetic datasets.

CSG trees are an intuitive, yet powerful technique for the representation of geometry using a combination of Boolean set-operations and geometric primitives. In general, there exists an infinite number of trees all describing the same 3D solid. However, some trees are optimal regarding the number of used operations, their shape or other attributes, like their suitability for intuitive, human-controlled editing. In this paper, we present a systematic comparison of newly developed and existing tree optimization methods and propose a flexible processing pipeline with a focus on tree editability. The pipeline uses a redundancy removal and decomposition stage for complexity reduction and different (meta-)heuristics for remaining tree optimization. We also introduce a new quantitative measure for CSG tree editability and show how it can be used as a constraint in the optimization process.

Decentralized optimization to minimize a finite sum of functions over a network of nodes has been a significant focus within control and signal processing research due to its natural relevance to optimal control and signal estimation problems. More recently, the emergence of sophisticated computing and large-scale data science needs have led to a resurgence of activity in this area. In this article, we discuss decentralized first-order gradient methods, which have found tremendous success in control, signal processing, and machine learning problems, where such methods, due to their simplicity, serve as the first method of choice for many complex inference and training tasks. In particular, we provide a general framework of decentralized first-order methods that is applicable to undirected and directed communication networks alike, and show that much of the existing work on optimization and consensus can be related explicitly to this framework. We further extend the discussion to decentralized stochastic first-order methods that rely on stochastic gradients at each node and describe how local variance reduction schemes, previously shown to have promise in the centralized settings, are able to improve the performance of decentralized methods when combined with what is known as gradient tracking. We motivate and demonstrate the effectiveness of the corresponding methods in the context of machine learning and signal processing problems that arise in decentralized environments.