Due to the rising awareness of privacy protection and the voluminous scale of speech data, it is becoming infeasible for Automatic Speech Recognition (ASR) system developers to train the acoustic model with complete data as before. For example, the data may be owned by different curators, and it is not allowed to share with others. In this paper, we propose a novel paradigm to solve salient problems plaguing the ASR field. In the first stage, multiple acoustic models are trained based upon different subsets of the complete speech data, while in the second phase, two novel algorithms are utilized to generate a high-quality acoustic model based upon those trained on data subsets. We first propose the Genetic Merge Algorithm (GMA), which is a highly specialized algorithm for optimizing acoustic models but suffers from low efficiency. We further propose the SGD-Based Optimizational Merge Algorithm (SOMA), which effectively alleviates the efficiency bottleneck of GMA and maintains superior model accuracy. Extensive experiments on public data show that the proposed methods can significantly outperform the state-of-the-art. Furthermore, we introduce Shapley Value to estimate the contribution score of the trained models, which is useful for evaluating the effectiveness of the data and providing fair incentives to their curators.

Nonnegative matrix factorization (NMF) has been successfully applied in several data mining tasks. Recently, there is an increasing interest in the acceleration of NMF, due to its high cost on large matrices. On the other hand, the privacy issue of NMF over federated data is worthy of attention, since NMF is prevalently applied in image and text analysis which may involve leveraging privacy data (e.g, medical image and record) across several parties (e.g., hospitals). In this paper, we study the acceleration and security problems of distributed NMF. Firstly, we propose a distributed sketched alternating nonnegative least squares (DSANLS) framework for NMF, which utilizes a matrix sketching technique to reduce the size of nonnegative least squares subproblems with a convergence guarantee. For the second problem, we show that DSANLS with modification can be adapted to the security setting, but only for one or limited iterations. Consequently, we propose four efficient distributed NMF methods in both synchronous and asynchronous settings with a security guarantee. We conduct extensive experiments on several real datasets to show the superiority of our proposed methods. The implementation of our methods is available at https://github.com/qianyuqiu79/DSANLS.

State-of-the-art federated learning adopts the centralized network architecture where a centralized node collects the gradients sent from child agents to update the global model. Despite its simplicity, the centralized method suffers from communication and computational bottlenecks in the central node, especially for federated learning, where a large number of clients are usually involved. Moreover, to prevent reverse engineering of the user's identity, a certain amount of noise must be added to the gradient to protect user privacy, which partially sacrifices the efficiency and the accuracy (Shokri and Shmatikov, 2015). To further protect the data privacy and avoid the communication bottleneck, the decentralized architecture has been recently proposed (Vanhaesebrouck et al., 2017; Bellet et al., 2018), where the centralized node has been removed, and each node only communicates with its neighbors (with mutual trust) by exchanging their local models. Exchanging local models is usually favored with respect to the data privacy protection over sending private gradients because the local model is the aggregation or mixture of quite a large amount of data while the local gradient directly reflects only one or a batch of private data samples. Although advantages of decentralized architecture have been well recognized over the state-of-the-art method (its centralized counterpart), it usually can only be run on the network with mutual trusts . That is, two nodes (or users) can exchange their local models only if they trust each other reciprocally (e.g.

Regularized empirical risk minimization problem with linear predictor appears frequently in machine learning. In this paper, we propose a new stochastic primal-dual method to solve this class of problems. Different from existing methods, our proposed methods only require O(1) operations in each iteration. We also develop a variance-reduction variant of the algorithm that converges linearly. Numerical experiments suggest that our methods are faster than existing ones such as proximal SGD, SVRG and SAGA on high-dimensional problems.

Regularized empirical risk minimization problem with linear predictor appears frequently in machine learning. In this paper, we propose a new stochastic primal-dual method to solve this class of problems. Different from existing methods, our proposed methods only require O(1) operations in each iteration. We also develop a variance-reduction variant of the algorithm that converges linearly. Numerical experiments suggest that our methods are faster than existing ones such as proximal SGD, SVRG and SAGA on high-dimensional problems.

One of the major issues in stochastic gradient descent (SGD) methods is how to choose an appropriate step size while running the algorithm. Since the traditional line search technique does not apply for stochastic optimization methods, the common practice in SGD is either to use a diminishing step size, or to tune a step size by hand, which can be time consuming in practice. In this paper, we propose to use the Barzilai-Borwein (BB) method to automatically compute step sizes for SGD and its variant: stochastic variance reduced gradient (SVRG) method, which leads to two algorithms: SGD-BB and SVRG-BB. We prove that SVRG-BB converges linearly for strongly convex objective functions. As a by-product, we prove the linear convergence result of SVRG with Option I proposed in [10], whose convergence result has been missing in the literature. Numerical experiments on standard data sets show that the performance of SGD-BB and SVRG-BB is comparable to and sometimes even better than SGD and SVRG with best-tuned step sizes, and is superior to some advanced SGD variants.

One of the major issues in stochastic gradient descent (SGD) methods is how to choose an appropriate step size while running the algorithm. Since the traditional line search technique does not apply for stochastic optimization algorithms, the common practice in SGD is either to use a diminishing step size, or to tune a fixed step size by hand, which can be time consuming in practice. In this paper, we propose to use the Barzilai-Borwein (BB) method to automatically compute step sizes for SGD and its variant: stochastic variance reduced gradient (SVRG) method, which leads to two algorithms: SGD-BB and SVRG-BB. We prove that SVRG-BB converges linearly for strongly convex objective functions. As a by-product, we prove the linear convergence result of SVRG with Option I proposed in [10], whose convergence result is missing in the literature. Numerical experiments on standard data sets show that the performance of SGD-BB and SVRG-BB is comparable to and sometimes even better than SGD and SVRG with best-tuned step sizes, and is superior to some advanced SGD variants.