ellipsoid
Sample-Adaptivity Tradeoff in On-Demand Sampling
We study the tradeoff between sample complexity and round complexity in ondemand sampling, where the learning algorithm adaptively samples from k distributions over a limited number of rounds. In the realizable setting of MultiDistribution Learning (MDL), we show that the optimal sample complexity of an r-round algorithm scales approximately as dkฮ(1/r)/ฮต. For the general agnostic case, we present an algorithm that achieves near-optimal sample complexity of eO((d + k)/ฮต2) within eO( k) rounds. Of independent interest, we introduce a new framework, Optimization via On-Demand Sampling (OODS), which abstracts the sample-adaptivity tradeoff and captures most existing MDL algorithms. We establish nearly tight bounds on the round complexity in the OODS setting. The upper bounds directly yield the eO( k)-round algorithm for agnostic MDL, while the lower bounds imply that achieving sub-polynomial round complexity would require fundamentally new techniques that bypass the inherent hardness of OODS.
Searching for Optimal Per-Coordinate Step-sizes with Multidimensional Backtracking
The backtracking line-search is an effective technique to automatically tune the step-size in smooth optimization. It guarantees similar performance to using the theoretically optimal step-size. Many approaches have been developed to instead tune per-coordinate step-sizes, also known as diagonal preconditioners, but none of the existing methods are provably competitive with the optimal per-coordinate stepsizes. We propose multidimensional backtracking, an extension of the backtracking line-search to find good diagonal preconditioners for smooth convex problems. Our key insight is that the gradient with respect to the step-sizes, also known as hypergradients, yields separating hyperplanes that let us search for good preconditioners using cutting-plane methods. As black-box cutting-plane approaches like the ellipsoid method are computationally prohibitive, we develop an efficient algorithm tailored to our setting. Multidimensional backtracking is provably competitive with the best diagonal preconditioner and requires no manual tuning.
How Sparse Can We Prune A Deep Network: A Fundamental Limit Perspective
Network pruning is a commonly used measure to alleviate the storage and computational burden of deep neural networks. However, the fundamental limit of network pruning is still lacking. To close the gap, in this work we'll take a first-principles approach, i.e. we'll directly impose the sparsity constraint on the loss function and leverage the framework of statistical dimension in convex geometry, thus enabling us to characterize the sharp phase transition point, which can be regarded as the fundamental limit of the pruning ratio. Through this limit, we're able to identify two key factors that determine the pruning ratio limit, namely, weight magnitude and network sharpness .