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TreeVI: ReparameterizableTree-structured VariationalInferenceforInstance-level CorrelationCapturing

Neural Information Processing Systems

Mean-field variational inference (VI) iscomputationally scalable, but its highlydemanding independence requirement hinders it from being applied to wider scenarios. Although many VI methods that take correlation into account have been proposed, these methods generally are not scalable enough to capture the correlation among data instances, which often arises in applications involving graphs or explicit constraints among instances.



5631e6ee59a4175cd06c305840562ff3-Paper.pdf

Neural Information Processing Systems

Ateachtimestepoftheepisode,thelearnerobserves the current state of the environment, chooses one of theK available actions, and earns a reward. Consequently, the state of the environment changes according to the transition function of the underlying MDP, as a function of the previous state and the action taken by the learner.





Escaping Saddle Points with Compressed SGD

Neural Information Processing Systems

Stochastic Gradient Descent (SGD) and its variants are the main workhorses of modern machine learning. Distributed implementations of SGD on a cluster of machines with a central server and a large number of workers are frequently used in practice due to the massive size of the data. In distributed SGD each machine holds a copy of the model and the computation proceeds in rounds. In every round, each worker finds a stochastic gradient based on its batch of examples, the server averages these stochastic gradients to obtain the gradient of the entire batch, makes an SGD step, and broadcasts the updated model parameters to the workers. With a large number of workers, computation parallelizes efficiently while communication becomes the main bottleneck [Chilimbi et al., 2014, Strom, 2015], since each worker needsto send its gradients to the server and receive the updatedmodel parameters. Commonsolutions for this probleminclude: local SGDand its variants, when each machine performs multiple local steps before communication [Stich, 2018]; decentralized architectureswhich allow pairwisecommunicationbetween the workers [McMahanet al., 2017] and gradient compression, when a compressed version of the gradient is communicated instead of the full gradient [Bernstein et al., 2018, Stich et al., 2018, Karimireddy et al., 2019]. In this work, we consider the latter approach, which we refer to as compressed SGD. Most machine learning models can be described by a d-dimensional vector of parameters x and themodel quality canbe estimatedas a function f(x).