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A Fast and Accurate Estimator for Large Scale Linear Model via Data Averaging

Neural Information Processing Systems

The asymptotic behavior of the proposed estimation procedure is studied. Our theoretical results show that the proposed method can achieve a faster convergence rate than the optimal convergence rate for sampling methods.


Towards Sharper Generalization Bounds for Structured Prediction

Neural Information Processing Systems

In this paper, we investigate the generalization performance of structured prediction learning and obtain state-of-the-art generalization bounds. Our analysis is based on factor graph decomposition of structured prediction algorithms, and we present novel margin guarantees from three different perspectives: Lipschitz continuity, smoothness, and space capacity condition. In the Lipschitz continuity scenario, we improve the square-root dependency on the label set cardinality of existing bounds to a logarithmic dependence. In the smoothness scenario, we provide generalization bounds that are not only a logarithmic dependency on the label set cardinality but a faster convergence rate of order $\mathcal{O}(\frac{1}{n})$ on the sample size $n$. In the space capacity scenario, we obtain bounds that do not depend on the label set cardinality and have faster convergence rates than $\mathcal{O}(\frac{1}{\sqrt{n}})$. In each scenario, applications are provided to suggest that these conditions are easy to be satisfied.




Towards Sharper Generalization Bounds for Structured Prediction

Neural Information Processing Systems

In this paper, we investigate the generalization performance of structured prediction learning and obtain state-of-the-art generalization bounds. Our analysis is based on factor graph decomposition of structured prediction algorithms, and we present novel margin guarantees from three different perspectives: Lipschitz continuity, smoothness, and space capacity condition. In the Lipschitz continuity scenario, we improve the square-root dependency on the label set cardinality of existing bounds to a logarithmic dependence. In the smoothness scenario, we provide generalization bounds that are not only a logarithmic dependency on the label set cardinality but a faster convergence rate of order \mathcal{O}(\frac{1}{n}) on the sample size n . In the space capacity scenario, we obtain bounds that do not depend on the label set cardinality and have faster convergence rates than \mathcal{O}(\frac{1}{\sqrt{n}}) .


Reviews: A Stein variational Newton method

Neural Information Processing Systems

Summary: SVGD iteratively moves a set of particles toward the target by choosing a perturbative direction to maximumly decrease the KL divergence with the target distribution in RKHS. The paper proposes to add second-order information into SVGD updates, preliminary empirical results show that their method converges faster in few cases. The paper is well written, and the proofs seem correct. An important reason in using second-order information is the hope to achieve a faster convergence rate. My major concern is a lack of theoretical analysis of convergence rate in this paper: 1) An appealing property of SVGD is that the optimal decreasing rate equals to Stein discrepancy D_F(q p), where F is a function set that includes all possible velocity fields.


Reviews: Deep Hyperspherical Learning

Neural Information Processing Systems

This paper presents a novel architecture, SphereNet, which replaces the traditional dot product with geodesic distance as the convolution operators and fully-connected layers. SphereNet also regularizes the weights for softmax to be norm 1 for angular softmax. The results show that SphereNet can achieve superior performance in terms of accuracy and convergence rate as well as mitigating the vanishing/exploding gradients in deep networks. Novelty: Replacing dot product similarity with angular similarity has widely existed in the deep learning literature. With that being said, most works focus on using angular similarity for Softmax or loss functions. This paper introduces spherical operation for convolution, which is novel in the literature as far as I know.


D-SPIDER-SFO: A Decentralized Optimization Algorithm with Faster Convergence Rate for Nonconvex Problems

#artificialintelligence

Decentralized optimization algorithms have attracted intensive interests recently, as it has a balanced communication pattern, especially when solving large-scale machine learning problems. Stochastic Path Integrated Differential Estimator Stochastic First-Order method (SPIDER-SFO) nearly achieves the algorithmic lower bound in certain regimes for nonconvex problems. However, whether we can find a decentralized algorithm which achieves a similar convergence rate to SPIDER-SFO is still unclear. To tackle this problem, we propose a decentralized variant of SPIDER-SFO, called decentralized SPIDER-SFO (D-SPIDER-SFO). We show that D-SPIDER-SFO achieves a similar gradient computation cost--that is, O(ϵ -3) for finding an ϵ-approximate first-order stationary point--to its centralized counterpart. To the best of our knowledge, D-SPIDER-SFO achieves the state-of-the-art performance for solving nonconvex optimization problems on decentralized networks in terms of the computational cost.


Minimizing Finite Sums with the Stochastic Average Gradient

Schmidt, Mark, Roux, Nicolas Le, Bach, Francis

arXiv.org Machine Learning

We propose the stochastic average gradient (SAG) method for optimizing the sum of a finite number of smooth convex functions. Like stochastic gradient (SG) methods, the SAG method's iteration cost is independent of the number of terms in the sum. However, by incorporating a memory of previous gradient values the SAG method achieves a faster convergence rate than black-box SG methods. The convergence rate is improved from O(1/k^{1/2}) to O(1/k) in general, and when the sum is strongly-convex the convergence rate is improved from the sub-linear O(1/k) to a linear convergence rate of the form O(p^k) for p \textless{} 1. Further, in many cases the convergence rate of the new method is also faster than black-box deterministic gradient methods, in terms of the number of gradient evaluations. Numerical experiments indicate that the new algorithm often dramatically outperforms existing SG and deterministic gradient methods, and that the performance may be further improved through the use of non-uniform sampling strategies.