Optimization
Boosting the Performance of Decentralized Federated Learning via Catalyst Acceleration
Li, Qinglun, Zhang, Miao, Liu, Yingqi, Yin, Quanjun, Shen, Li, Cao, Xiaochun
--Decentralized Federated Learning has emerged as an alternative to centralized architectures due to its faster training, privacy preservation, and reduced communication overhead. In decentralized communication, the server aggregation phase in Centralized Federated Learning shifts to the client side, which means that clients connect with each other in a peer-to-peer manner . However, compared to the centralized mode, data heterogeneity in Decentralized Federated Learning will cause larger variances between aggregated models, which leads to slow convergence in training and poor generalization performance in tests. T o address these issues, we introduce Catalyst Acceleration and propose an acceleration Decentralized Federated Learning algorithm called DFedCata. It consists of two main components: the Moreau envelope function, which primarily addresses parameter inconsistencies among clients caused by data heterogeneity, and Nesterov's extrapolation step, which accelerates the aggregation phase. Theoretically, We prove the optimization error bound and generalization error bound of the algorithm, providing a further understanding of the nature of the algorithm and the theoretical perspectives on the hyperparameter choice. Empirically, we demonstrate the advantages of the proposed algorithm in both convergence speed and generalization performance on CIF AR10/100 with various non-iid data distributions. Furthermore, we also experimentally verify the theoretical properties of DFedCata. EDERA TED Learning (FL) is a new distributed machine learning paradigm that prioritizes privacy protection [1]- [3]. It enables multiple clients to collaborate on training models without sharing their raw data. Nowadays, much of the research [4]-[9] focus on Centralized Federated Learning (CFL), but the central server in CFL brings various challenges on communication burden, single point of failure [10], privacy breaches [11] and so on. In contrast, Decentralized Federated Learning (DFL) centralizes both the local update and aggregation steps on the client, which offers enhanced privacy protection [12], faster model training [13], and robustness to slow client devices [14]. Therefore, DFL has become a popular alternative solution [10], [13]. Qinglun Li, Miao Zhang, and Quanjun Yin are with the College of Systems Engineering, National University of Defense Technology. Yingqi Liu, Li Shen, and Xiaochun Cao are with the School of Cy-ber Science and Technology, Shenzhen Campus of Sun Y at-sen University, Shenzhen 518107, China. The optimization process diagrams for two clients under the DFedAvg and DFedCata algorithms are simulated. The primary improvements include two aspects.
Through the Looking Glass: Mirror Schr\"odinger Bridges
Da Silva, Leticia Mattos, Sellán, Silvia, Solomon, Justin
Resampling from a target measure whose density is unknown is a fundamental problem in mathematical statistics and machine learning. A setting that dominates the machine learning literature consists of learning a map from an easy-to-sample prior, such as the Gaussian distribution, to a target measure. Under this model, samples from the prior are pushed forward to generate a new sample on the target measure, which is often difficult to sample from directly. In this paper, we propose a new model for conditional resampling called mirror Schr\"odinger bridges. Our key observation is that solving the Schr\"odinger bridge problem between a distribution and itself provides a natural way to produce new samples from conditional distributions, giving in-distribution variations of an input data point. We show how to efficiently solve this largely overlooked version of the Schr\"odinger bridge problem. We prove that our proposed method leads to significant algorithmic simplifications over existing alternatives, in addition to providing control over in-distribution variation. Empirically, we demonstrate how these benefits can be leveraged to produce proximal samples in a number of application domains.
Understanding Model Ensemble in Transferable Adversarial Attack
Yao, Wei, Zhang, Zeliang, Tang, Huayi, Liu, Yong
Model ensemble adversarial attack has become a powerful method for generating transferable adversarial examples that can target even unknown models, but its theoretical foundation remains underexplored. To address this gap, we provide early theoretical insights that serve as a roadmap for advancing model ensemble adversarial attack. We first define transferability error to measure the error in adversarial transferability, alongside concepts of diversity and empirical model ensemble Rademacher complexity. We then decompose the transferability error into vulnerability, diversity, and a constant, which rigidly explains the origin of transferability error in model ensemble attack: the vulnerability of an adversarial example to ensemble components, and the diversity of ensemble components. Furthermore, we apply the latest mathematical tools in information theory to bound the transferability error using complexity and generalization terms, contributing to three practical guidelines for reducing transferability error: (1) incorporating more surrogate models, (2) increasing their diversity, and (3) reducing their complexity in cases of overfitting.
Safe and High-Performance Learning of Model Predicitve Control using Kernel-Based Interpolation
Rose, Alexander, Schaub, Philipp, Findeisen, Rolf
We present a method, which allows efficient and safe approximation of model predictive controllers using kernel interpolation. Since the computational complexity of the approximating function scales linearly with the number of data points, we propose to use a scoring function which chooses the most promising data. To further reduce the complexity of the approximation, we restrict our considerations to the set of closed-loop reachable states. That is, the approximating function only has to be accurate within this set. This makes our method especially suited for systems, where the set of initial conditions is small. In order to guarantee safety and high performance of the designed approximated controller, we use reachability analysis based on Monte Carlo methods.
DAGs with NO TEARS: Continuous Optimization for Structure Learning
Estimating the structure of directed acyclic graphs (DAGs, also known as Bayesian networks) is a challenging problem since the search space of DAGs is combinatorial and scales superexponentially with the number of nodes. Existing approaches rely on various local heuristics for enforcing the acyclicity constraint. In this paper, we introduce a fundamentally different strategy: we formulate the structure learning problem as a purely continuous optimization problem over real matrices that avoids this combinatorial constraint entirely. This is achieved by a novel characterization of acyclicity that is not only smooth but also exact. The resulting problem can be efficiently solved by standard numerical algorithms, which also makes implementation effortless.
On the Convergence and Robustness of Training GANs with Regularized Optimal Transport
Generative Adversarial Networks (GANs) are one of the most practical methods for learning data distributions. A popular GAN formulation is based on the use of Wasserstein distance as a metric between probability distributions. Unfortunately, minimizing the Wasserstein distance between the data distribution and the generative model distribution is a computationally challenging problem as its objective is non-convex, non-smooth, and even hard to compute. In this work, we show that obtaining gradient information of the smoothed Wasserstein GAN formulation, which is based on regularized Optimal Transport (OT), is computationally effortless and hence one can apply first order optimization methods to minimize this objective. Consequently, we establish theoretical convergence guarantee to stationarity for a proposed class of GAN optimization algorithms.
Scalable Hyperparameter Transfer Learning
Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization, such as hyperparameter optimization. Typically, BO relies on conventional Gaussian process (GP) regression, whose algorithmic complexity is cubic in the number of evaluations. As a result, GP-based BO cannot leverage large numbers of past function evaluations, for example, to warm-start related BO runs. We propose a multi-task adaptive Bayesian linear regression model for transfer learning in BO, whose complexity is linear in the function evaluations: one Bayesian linear regression model is associated to each black-box function optimization problem (or task), while transfer learning is achieved by coupling the models through a shared deep neural net. Experiments show that the neural net learns a representation suitable for warm-starting the black-box optimization problems and that BO runs can be accelerated when the target black-box function (e.g., validation loss) is learned together with other related signals (e.g., training loss).
Provably Correct Automatic Sub-Differentiation for Qualified Programs
The \emph{Cheap Gradient Principle} \citep{Griewank:2008:EDP:1455489} --- the computational cost of computing a d -dimensional vector of partial derivatives of a scalar function is nearly the same (often within a factor of 5) as that of simply computing the scalar function itself --- is of central importance in optimization; it allows us to quickly obtain (high-dimensional) gradients of scalar loss functions which are subsequently used in black box gradient-based optimization procedures. The current state of affairs is markedly different with regards to computing sub-derivatives: widely used ML libraries, including TensorFlow and PyTorch, do \emph{not} correctly compute (generalized) sub-derivatives even on simple differentiable examples. This work considers the question: is there a \emph{Cheap Sub-gradient Principle}? Our main result shows that, under certain restrictions on our library of non-smooth functions (standard in non-linear programming), provably correct generalized sub-derivatives can be computed at a computational cost that is within a (dimension-free) factor of 6 of the cost of computing the scalar function itself.
Reviews: Parametric Simplex Method for Sparse Learning
This paper extends simplex algorithm to several sparse learning problem with regularization parameter. The proposed method can collect all the solutions (corresponding to different values of the regularization parameter) in the process of simplex algorithm. It is an efficient way to get the sparse solution path and avoid tuning the regularization parameter. The connection between path Dantzig selector formulation and sensitivity analysis looks interesting to me. Major comments: - The method used in this paper seems closely related to the sensitivity analysis of LP.
Reviews: Differentially Private Empirical Risk Minimization Revisited: Faster and More General
Summary: A large number of machine learning models are trained on potentially sensitive data, and it is often import to guarantee privacy of the training data. Chaudhuri and Monteleoni formulated the differentially private ERM problem and started a line of work on designing differentially private optimization algorithms for variants of ERM problems. Recent works have gotten nearly optimal tradeoffs between the additional error introduced by the DP algorithm (the privacy risk) and the privacy parameter, for a large class of settings. In this work, these results are improved in the additional axis of computational efficiency. For smooth and strongly convex losses, this work gets privacy risk bounds that are essentially the best known, but do so at a computational cost that is essentially (n \kappa) gradient computaitons, instead of n\kappa, where \kappa is the condition number.