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Re-Analyze Gauss: Bounds for Private Matrix Approximation via Dyson Brownian Motion Oren Mangoubi Worcester Polytechnic Institute Nisheeth K. Vishnoi Yale University

Neural Information Processing Systems

Given a symmetric matrix M and a vector, we present new bounds on the Frobenius-distance utility of the Gaussian mechanism for approximating M by a matrix whose spectrum is,u n d e r ( ร, ") -di erential privacy. Our bounds depend on both and the gaps in the eigenvalues of M, and hold whenever the top k +1 eigenvalues of M have su ciently large gaps. When applied to the problems of private rank-k covariance matrix approximation and subspace recovery, our bounds yield improvements over previous bounds. Our bounds are obtained by viewing the addition of Gaussian noise as a continuous-time matrix Brownian motion. This viewpoint allows us to track the evolution of eigenvalues and eigenvectors of the matrix, which are governed by stochastic di erential equations discovered by Dyson. These equations allow us to bound the utility as the square-root of a sum-of-squares of perturbations to the eigenvectors, as opposed to a sum of perturbation bounds obtained via Davis-Kahan-type theorems.



Regularized Projection Matrix Approximation with Applications to Community Detection

arXiv.org Artificial Intelligence

A. Subsequently, a clustering algorithm such as k-means or the In practical scenarios for community detection, the cluster EM algorithm is applied to identify the clusters. The success of information is typically not accessible beforehand. The affinity this method depends on the quality of the data representation matrix A is often computed using a kernel function or a cosine and the accuracy of the computational methods used for A. similarity function, which may deviate from the ideal assignment A popular approach for cluster identification is to utilize matrix. Persisting in applying the spectral projection the top K eigenvectors of matrix A, as employed in spectral approximation to derive the optimal rank-K projection matrix clustering [1], [2]. Identifying these eigenvectors is equivalent, approximation can result in a matrix X with negative elements.


Automatic nonlinear MPC approximation with closed-loop guarantees

arXiv.org Artificial Intelligence

In this paper, we address the problem of automatically approximating nonlinear model predictive control (MPC) schemes with closed-loop guarantees. First, we discuss how this problem can be reduced to a function approximation problem, which we then tackle by proposing ALKIA-X, the Adaptive and Localized Kernel Interpolation Algorithm with eXtrapolated reproducing kernel Hilbert space norm. ALKIA-X is a non-iterative algorithm that ensures numerically well-conditioned computations, a fast-to-evaluate approximating function, and the guaranteed satisfaction of any desired bound on the approximation error. Hence, ALKIA-X automatically computes an explicit function that approximates the MPC, yielding a controller suitable for safety-critical systems and high sampling rates. In a numerical experiment, we apply ALKIA-X to a nonlinear MPC scheme, demonstrating reduced offline computation and online evaluation time compared to a state-of-the-art method.


On the Omnipresence of Spurious Local Minima in Certain Neural Network Training Problems

arXiv.org Artificial Intelligence

We study the loss landscape of training problems for deep artificial neural networks with a one-dimensional real output whose activation functions contain an affine segment and whose hidden layers have width at least two. It is shown that such problems possess a continuum of spurious (i.e., not globally optimal) local minima for all target functions that are not affine. In contrast to previous works, our analysis covers all sampling and parameterization regimes, general differentiable loss functions, arbitrary continuous nonpolynomial activation functions, and both the finite- and infinite-dimensional setting. It is further shown that the appearance of the spurious local minima in the considered training problems is a direct consequence of the universal approximation theorem and that the underlying mechanisms also cause, e.g., $L^p$-best approximation problems to be ill-posed in the sense of Hadamard for all networks that do not have a dense image. The latter result also holds without the assumption of local affine linearity and without any conditions on the hidden layers.


Private Matrix Approximation and Geometry of Unitary Orbits

arXiv.org Machine Learning

Consider the following optimization problem: Given $n \times n$ matrices $A$ and $\Lambda$, maximize $\langle A, U\Lambda U^*\rangle$ where $U$ varies over the unitary group $\mathrm{U}(n)$. This problem seeks to approximate $A$ by a matrix whose spectrum is the same as $\Lambda$ and, by setting $\Lambda$ to be appropriate diagonal matrices, one can recover matrix approximation problems such as PCA and rank-$k$ approximation. We study the problem of designing differentially private algorithms for this optimization problem in settings where the matrix $A$ is constructed using users' private data. We give efficient and private algorithms that come with upper and lower bounds on the approximation error. Our results unify and improve upon several prior works on private matrix approximation problems. They rely on extensions of packing/covering number bounds for Grassmannians to unitary orbits which should be of independent interest.