Optimization
Privacy of the last iterate in cyclically-sampled DP-SGD on nonconvex composite losses
Differentially private stochastic gradient descent (DP-SGD) refers to a family of optimization algorithms that provide a guaranteed level of differential privacy (DP) through DP accounting techniques. However, current accounting techniques make assumptions that diverge significantly from practical DP-SGD implementations. For example, they may assume the loss function is Lipschitz continuous and convex, sample the batches randomly with replacement, or omit the gradient clipping step. In this work, we analyze the most commonly used variant of DP-SGD, in which we sample batches cyclically with replacement, perform gradient clipping, and only release the last DP-SGD iterate. More specifically - without assuming convexity, smoothness, or Lipschitz continuity of the loss function - we establish new R\'enyi differential privacy (RDP) bounds for the last DP-SGD iterate under the mild assumption that (i) the DP-SGD stepsize is small relative to the topological constants in the loss function, and (ii) the loss function is weakly-convex. Moreover, we show that our bounds converge to previously established convex bounds when the weak-convexity parameter of the objective function approaches zero. In the case of non-Lipschitz smooth loss functions, we provide a weaker bound that scales well in terms of the number of DP-SGD iterations.
Graph Reinforcement Learning in Power Grids: A Survey
Hassouna, Mohamed, Holzhüter, Clara, Lytaev, Pawel, Thomas, Josephine, Sick, Bernhard, Scholz, Christoph
The challenges posed by renewable energy and distributed electricity generation motivate the development of deep learning approaches to overcome the lack of flexibility of traditional methods in power grids use cases. The application of GNNs is particularly promising due to their ability to learn from graph-structured data present in power grids. Combined with RL, they can serve as control approaches to determine remedial grid actions. This review analyses the ability of GRL to capture the inherent graph structure of power grids to improve representation learning and decision making in different power grid use cases. It distinguishes between common problems in transmission and distribution grids and explores the synergy between RL and GNNs. In transmission grids, GRL typically addresses automated grid management and topology control, whereas on the distribution side, GRL concentrates more on voltage regulation. We analyzed the selected papers based on their graph structure and GNN model, the applied RL algorithm, and their overall contributions. Although GRL demonstrate adaptability in the face of unpredictable events and noisy or incomplete data, it primarily serves as a proof of concept at this stage. There are multiple open challenges and limitations that need to be addressed when considering the application of RL to real power grid operation.
Data Poisoning Attacks in Intelligent Transportation Systems: A Survey
Wang, Feilong, Wang, Xin, Ban, Xuegang
Emerging technologies drive the ongoing transformation of Intelligent Transportation Systems (ITS). This transformation has given rise to cybersecurity concerns, among which data poisoning attack emerges as a new threat as ITS increasingly relies on data. In data poisoning attacks, attackers inject malicious perturbations into datasets, potentially leading to inaccurate results in offline learning and real-time decision-making processes. This paper concentrates on data poisoning attack models against ITS. We identify the main ITS data sources vulnerable to poisoning attacks and application scenarios that enable staging such attacks. A general framework is developed following rigorous study process from cybersecurity but also considering specific ITS application needs. Data poisoning attacks against ITS are reviewed and categorized following the framework. We then discuss the current limitations of these attack models and the future research directions. Our work can serve as a guideline to better understand the threat of data poisoning attacks against ITS applications, while also giving a perspective on the future development of trustworthy ITS.
Accelerated Parameter-Free Stochastic Optimization
Kreisler, Itai, Ivgi, Maor, Hinder, Oliver, Carmon, Yair
We propose a method that achieves near-optimal rates for smooth stochastic convex optimization and requires essentially no prior knowledge of problem parameters. This improves on prior work which requires knowing at least the initial distance to optimality d0. Our method, U-DoG, combines UniXGrad (Kavis et al., 2019) and DoG (Ivgi et al., 2023) with novel iterate stabilization techniques. It requires only loose bounds on d0 and the noise magnitude, provides high probability guarantees under sub-Gaussian noise, and is also near-optimal in the non-smooth case. Our experiments show consistent, strong performance on convex problems and mixed results on neural network training.
PROUD: PaRetO-gUided Diffusion Model for Multi-objective Generation
Yao, Yinghua, Pan, Yuangang, Li, Jing, Tsang, Ivor, Yao, Xin
Recent advancements in the realm of deep generative models focus on generating samples that satisfy multiple desired properties. However, prevalent approaches optimize these property functions independently, thus omitting the trade-offs among them. In addition, the property optimization is often improperly integrated into the generative models, resulting in an unnecessary compromise on generation quality (i.e., the quality of generated samples). To address these issues, we formulate a constrained optimization problem. It seeks to optimize generation quality while ensuring that generated samples reside at the Pareto front of multiple property objectives. Such a formulation enables the generation of samples that cannot be further improved simultaneously on the conflicting property functions and preserves good quality of generated samples. Building upon this formulation, we introduce the PaRetO-gUided Diffusion model (PROUD), wherein the gradients in the denoising process are dynamically adjusted to enhance generation quality while the generated samples adhere to Pareto optimality. Experimental evaluations on image generation and protein generation tasks demonstrate that our PROUD consistently maintains superior generation quality while approaching Pareto optimality across multiple property functions compared to various baselines.
Beyond the Federation: Topology-aware Federated Learning for Generalization to Unseen Clients
Ma, Mengmeng, Li, Tang, Peng, Xi
Federated Learning is widely employed to tackle distributed sensitive data. Existing methods primarily focus on addressing in-federation data heterogeneity. However, we observed that they suffer from significant performance degradation when applied to unseen clients for out-of-federation (OOF) generalization. The recent attempts to address generalization to unseen clients generally struggle to scale up to large-scale distributed settings due to high communication or computation costs. Moreover, methods that scale well often demonstrate poor generalization capability. To achieve OOF-resiliency in a scalable manner, we propose Topology-aware Federated Learning (TFL) that leverages client topology - a graph representing client relationships - to effectively train robust models against OOF data. We formulate a novel optimization problem for TFL, consisting of two key modules: Client Topology Learning, which infers the client relationships in a privacy-preserving manner, and Learning on Client Topology, which leverages the learned topology to identify influential clients and harness this information into the FL optimization process to efficiently build robust models. Empirical evaluation on a variety of real-world datasets verifies TFL's superior OOF robustness and scalability.
On Quantum Channel Learning
Belov, Mikhail Gennadievich, Dubov, Victor Victorovich, Filimonov, Alexey Vladimirovich, Malyshkin, Vladislav Gennadievich
The problem of an optimal mapping between Hilbert spaces $IN$ and $OUT$, based on a series of density matrix mapping measurements $\rho^{(l)} \to \varrho^{(l)}$, $l=1\dots M$, is formulated as an optimization problem maximizing the total fidelity $\mathcal{F}=\sum_{l=1}^{M} \omega^{(l)} F\left(\varrho^{(l)},\sum_s B_s \rho^{(l)} B^{\dagger}_s\right)$ subject to probability preservation constraints on Kraus operators $B_s$. For $F(\varrho,\sigma)$ in the form that total fidelity can be represented as a quadratic form with superoperator $\mathcal{F}=\sum_s\left\langle B_s\middle|S\middle| B_s \right\rangle$ (either exactly or as an approximation) an iterative algorithm is developed to find the global maximum. The result comprises in $N_s$ operators $B_s$ that collectively form an $IN$ to $OUT$ quantum channel $A^{OUT}=\sum_s B_s A^{IN} B_s^{\dagger}$. The work introduces two important generalizations of unitary learning: 1. $IN$/$OUT$ states are represented as density matrices. 2. The mapping itself is formulated as a general quantum channel. This marks a crucial advancement from the commonly studied unitary mapping of pure states $\phi_l=\mathcal{U} \psi_l$ to a general quantum channel, what allows us to distinguish probabilistic mixture of states and their superposition. An application of the approach is demonstrated on unitary learning of density matrix mapping $\varrho^{(l)}=\mathcal{U} \rho^{(l)} \mathcal{U}^{\dagger}$, in this case a quadratic on $\mathcal{U}$ fidelity can be constructed by considering $\sqrt{\rho^{(l)}} \to \sqrt{\varrho^{(l)}}$ mapping, and on a general quantum channel of Kraus rank $N_s$, where quadratic on $B_s$ fidelity is an approximation -- a quantum channel is then built as a hierarchy of unitary mappings. The approach can be applied to study decoherence effects, spontaneous coherence, synchronizing, etc.
Function Smoothing Regularization for Precision Factorization Machine Annealing in Continuous Variable Optimization Problems
Endo, Katsuhiro, Takahashi, Kazuaki Z.
Solving continuous variable optimization problems by factorization machine quantum annealing (FMQA) demonstrates the potential of Ising machines to be extended as a solver for integer and real optimization problems. However, the details of the Hamiltonian function surface obtained by factorization machine (FM) have been overlooked. This study shows that in the widely common case where real numbers are represented by a combination of binary variables, the function surface of the Hamiltonian obtained by FM can be very noisy. This noise interferes with the inherent capabilities of quantum annealing and is likely to be a substantial cause of problems previously considered unsolvable due to the limitations of FMQA performance. The origin of the noise is identified and a simple, general method is proposed to prevent its occurrence. The generalization performance of the proposed method and its ability to solve practical problems is demonstrated.
Augmented Bayesian Policy Search
Kallel, Mahdi, Basu, Debabrota, Akrour, Riad, D'Eramo, Carlo
Deterministic policies are often preferred over stochastic ones when implemented on physical systems. They can prevent erratic and harmful behaviors while being easier to implement and interpret. However, in practice, exploration is largely performed by stochastic policies. First-order Bayesian Optimization (BO) methods offer a principled way of performing exploration using deterministic policies. This is done through a learned probabilistic model of the objective function and its gradient. Nonetheless, such approaches treat policy search as a black-box problem, and thus, neglect the reinforcement learning nature of the problem. In this work, we leverage the performance difference lemma to introduce a novel mean function for the probabilistic model. This results in augmenting BO methods with the action-value function. Hence, we call our method Augmented Bayesian Search~(ABS). Interestingly, this new mean function enhances the posterior gradient with the deterministic policy gradient, effectively bridging the gap between BO and policy gradient methods. The resulting algorithm combines the convenience of the direct policy search with the scalability of reinforcement learning. We validate ABS on high-dimensional locomotion problems and demonstrate competitive performance compared to existing direct policy search schemes.
Smart Sampling: Helping from Friendly Neighbors for Decentralized Federated Learning
Wang, Lin, Chen, Yang, Guo, Yongxin, Tang, Xiaoying
Federated Learning (FL) is gaining widespread interest for its ability to share knowledge while preserving privacy and reducing communication costs. Unlike Centralized FL, Decentralized FL (DFL) employs a network architecture that eliminates the need for a central server, allowing direct communication among clients and leading to significant communication resource savings. However, due to data heterogeneity, not all neighboring nodes contribute to enhancing the local client's model performance. In this work, we introduce \textbf{\emph{AFIND+}}, a simple yet efficient algorithm for sampling and aggregating neighbors in DFL, with the aim of leveraging collaboration to improve clients' model performance. AFIND+ identifies helpful neighbors, adaptively adjusts the number of selected neighbors, and strategically aggregates the sampled neighbors' models based on their contributions. Numerical results on real-world datasets with diverse data partitions demonstrate that AFIND+ outperforms other sampling algorithms in DFL and is compatible with most existing DFL optimization algorithms.