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Optimal Sample Complexity of M-wise Data for Top-K Ranking
We explore the top-K rank aggregation problem in which one aims to recover a consistent ordering that focuses on top-K ranked items based on partially revealed preference information. We examine an M-wise comparison model that builds on the Plackett-Luce (PL) model where for each sample, M items are ranked according to their perceived utilities modeled as noisy observations of their underlying true utilities. As our result, we characterize the minimax optimality on the sample size for top-K ranking. The optimal sample size turns out to be inversely proportional to M. We devise an algorithm that effectively converts M-wise samples into pairwise ones and employs a spectral method using the refined data. In demonstrating its optimality, we develop a novel technique for deriving tight $\ell_\infty$ estimation error bounds, which is key to accurately analyzing the performance of top-K ranking algorithms, but has been challenging. Recent work relied on an additional maximum-likelihood estimation (MLE) stage merged with a spectral method to attain good estimates in $\ell_\infty$ error to achieve the limit for the pairwise model. In contrast, although it is valid in slightly restricted regimes, our result demonstrates a spectral method alone to be sufficient for the general M-wise model. We run numerical experiments using synthetic data and confirm that the optimal sample size decreases at the rate of 1/M. Moreover, running our algorithm on real-world data, we find that its applicability extends to settings that may not fit the PL model.
Adaptive Randomized Smoothing: Certified Adversarial Robustness for Multi-Step Defences
We propose Adaptive Randomized Smoothing (ARS) to certify the predictions of our test-time adaptive models against adversarial examples.ARS extends the analysis of randomized smoothing using $f$-Differential Privacy to certify the adaptive composition of multiple steps.For the first time, our theory covers the sound adaptive composition of general and high-dimensional functions of noisy inputs.We instantiate ARS on deep image classification to certify predictions against adversarial examples of bounded $L_{\infty}$ norm.In the $L_{\infty}$ threat model, ARS enables flexible adaptation through high-dimensional input-dependent masking.We design adaptivity benchmarks, based on CIFAR-10 and CelebA, and show that ARS improves standard test accuracy by 1 to 15\% points.On ImageNet, ARS improves certified test accuracy by up to 1.6% points over standard RS without adaptivity.
Coherence-free Entrywise Estimation of Eigenvectors in Low-rank Signal-plus-noise Matrix Models
Spectral methods are widely used to estimate eigenvectors of a low-rank signal matrix subject to noise. These methods use the leading eigenspace of an observed matrix to estimate this low-rank signal. Typically, the entrywise estimation error of these methods depends on the coherence of the low-rank signal matrix with respect to the standard basis. In this work, we present a novel method for eigenvector estimation that avoids this dependence on coherence. Assuming a rank-one signal matrix, under mild technical conditions, the entrywise estimation error of our method provably has no dependence on the coherence under Gaussian noise (i.e., in the spiked Wigner model), and achieves the optimal estimation rate up to logarithmic factors. Simulations demonstrate that our method performs well under non-Gaussian noise and that an extension of our method to the case of a rank-$r$ signal matrix has little to no dependence on the coherence. In addition, we derive new metric entropy bounds for rank-$r$ singular subspaces under $\ell_{2,\infty}$ distance, which may be of independent interest. We use these new bounds to improve the best known lower bound for rank-$r$ eigenspace estimation under $\ell_{2,\infty}$ distance.
Implicit Bias of Mirror Flow on Separable Data
We examine the continuous-time counterpart of mirror descent, namely mirror flow, on classification problems which are linearly separable. Such problems are minimised'at infinity' and have many possible solutions; we study which solution is preferred by the algorithm depending on the mirror potential. For exponential tailed losses and under mild assumptions on the potential, we show that the iterates converge in direction towards a $\phi_\infty$-maximum margin classifier. The function $\phi_\infty$ is the horizon function of the mirror potential and characterises its shape'at infinity'. When the potential is separable, a simple formula allows to compute this function. We analyse several examples of potentials and provide numerical experiments highlighting our results.
Fast Rates in Stochastic Online Convex Optimization by Exploiting the Curvature of Feasible Sets
In this work, we explore online convex optimization (OCO) and introduce a new condition and analysis that provides fast rates by exploiting the curvature of feasible sets. In online linear optimization, it is known that if the average gradient of loss functions exceeds a certain threshold, the curvature of feasible sets can be exploited by the follow-the-leader (FTL) algorithm to achieve a logarithmic regret. This study reveals that algorithms adaptive to the curvature of loss functions can also leverage the curvature of feasible sets. In particular, we first prove that if an optimal decision is on the boundary of a feasible set and the gradient of an underlying loss function is non-zero, then the algorithm achieves a regret bound of $O(\rho \log T)$ in stochastic environments. Here, $\rho > 0$ is the radius of the smallest sphere that includes the optimal decision and encloses the feasible set. Our approach, unlike existing ones, can work directly with convex loss functions, exploiting the curvature of loss functions simultaneously, and can achieve the logarithmic regret only with a local property of feasible sets. Additionally, the algorithm achieves an $O(\sqrt{T})$ regret even in adversarial environments, in which FTL suffers an $\Omega(T)$ regret, and achieves an $O(\rho \log T + \sqrt{C \rho \log T})$ regret in corrupted stochastic environments with corruption level $C$.
MagR: Weight Magnitude Reduction for Enhancing Post-Training Quantization
In this paper, we present a simple optimization-based preprocessing technique called Weight Magnitude Reduction (MagR) to improve the performance of post-training quantization. For each linear layer, we adjust the pre-trained floating-point weights by solving an $\ell_\infty$-regularized optimization problem. This process greatly diminishes the maximum magnitude of the weights and smooths out outliers, while preserving the layer's output. The preprocessed weights are centered more towards zero, which facilitates the subsequent quantization process. To implement MagR, we address the $\ell_\infty$-regularization by employing an efficient proximal gradient descent algorithm. Unlike existing preprocessing methods that involve linear transformations and subsequent post-processing steps, which can introduce significant overhead at inference time, MagR functions as a non-linear transformation, eliminating the need for any additional post-processing. This ensures that MagR introduces no overhead whatsoever during inference. Our experiments demonstrate that MagR achieves state-of-the-art performance on the Llama family of models. For example, we achieve a Wikitext2 perplexity of 6.7 on the LLaMA2-70B model for per-channel INT2 weight quantization without incurring any inference overhead.
Replicability in Learning: Geometric Partitions and KKM-Sperner Lemma
Recent works have revealed the role of geometric partitions and Sperner's lemma (and its variations) in designing replicable learning algorithms and in establishing impossibility results. A partition $\mathcal{P}$ of $\mathbb{R}^d$ is called a $(k,\epsilon)$-secluded partition if for every $\vec{p}\in\mathbb{R}^d$, an $\varepsilon$-radius ball (with respect to the $\ell_{\infty}$ norm) centered at $\vec{p}$ intersects at most $k$ members of $\mathcal{P}$. In relation to replicable learning, the parameter $k$ is closely related to the $\textit{list complexity}$, and the parameter $\varepsilon$ is related to the sample complexity of the replicable learner. Construction of secluded partitions with better parameters (small $k$ and large $\varepsilon$) will lead to replicable learning algorithms with small list and sample complexities. Motivated by this connection, we undertake a comprehensive study of secluded partitions and establish near-optimal relationships between $k$ and $\varepsilon$. 1. We show that for any $(k,\epsilon)$-secluded partition where each member has at most unit measure, it must be that $k \geq(1+2\varepsilon)^d$, and consequently, for the interesting regime $k\in[2^d]$ it must be that $\epsilon\leq\frac{\log_4(k)}{d}$. 2. To complement this upper bound on $\epsilon$, we show that for each $d\in\mathbb{N}$ and each viable $k\in[2^d]$, a construction of a $(k,\epsilon)$-secluded (unit cube) partition with $\epsilon\geq\frac{\log_4(k)}{d}\cdot\frac{1}{8\log_4(d+1)}$. This establishes the optimality of $\epsilon$ within a logarithmic factor.3. Finally, we adapt our proof techniques to obtain a new ``neighborhood'' variant of the cubical KKM lemma (or cubical Sperner's lemma): For any coloring of $[0,1]^d$ in which no color is used on opposing faces, it holds for each $\epsilon\in(0,\frac12]$ that there is a point where the open $\epsilon$-radius $\ell_\infty$-ball intersects at least $(1+\frac23\epsilon)^d$ colors. While the classical Sperner/KKM lemma guarantees the existence of a point that is adjacent to points with $(d+1)$ distinct colors, the neighborhood version guarantees the existence of a small neighborhood with exponentially many points with distinct colors.
Embedding Dimension of Contrastive Learning and k -Nearest Neighbors
We study the embedding dimension of distance comparison data in two settings: contrastive learning and $k$-nearest neighbors ($k$-NN). In both cases, the goal is to find the smallest dimension $d$ of an $\ell_p$-space in which a given dataset can be represented. We show that the arboricity of the associated graphs plays a key role in designing embeddings. Using this approach, for the most frequently used $\ell_2$-distance, we get matching upper and lower bounds in both settings. In contrastive learning, we are given $m$ labeled samples of the form $(x_i, y_i^+, z_i^-)$ representing the fact that the positive example $y_i$ is closer to the anchor $x_i$ than the negative example $z_i$. We show that for representing such dataset in:- $\ell_2$: $d = \Theta(\sqrt{m})$ is necessary and sufficient.-
Sequential Probability Assignment with Contexts: Minimax Regret, Contextual Shtarkov Sums, and Contextual Normalized Maximum Likelihood
We study the fundamental problem of sequential probability assignment, also known as online learning with logarithmic loss, with respect to an arbitrary, possibly nonparametric hypothesis class. Our goal is to obtain a complexity measure for the hypothesis class that characterizes the minimax regret and to determine a general, minimax optimal algorithm. Notably, the sequential $\ell_{\infty}$ entropy, extensively studied in the literature (Rakhlin and Sridharan, 2015, Bilodeau et al., 2020, Wu et al., 2023), was shown to not characterize minimax regret in general. Inspired by the seminal work of Shtarkov (1987) and Rakhlin, Sridharan, and Tewari (2010), we introduce a novel complexity measure, the \emph{contextual Shtarkov sum}, corresponding to the Shtarkov sum after projection onto a multiary context tree, and show that the worst case log contextual Shtarkov sum equals the minimax regret. Using the contextual Shtarkov sum, we derive the minimax optimal strategy, dubbed \emph{contextual Normalized Maximum Likelihood} (cNML). Our results hold for sequential experts, beyond binary labels, which are settings rarely considered in prior work. To illustrate the utility of this characterization, we provide a short proof of a new regret upper bound in terms of sequential $\ell_{\infty}$ entropy, unifying and sharpening state-of-the-art bounds by Bilodeau et al. (2020) and Wu et al. (2023).
Fully Understanding The Hashing Trick
Feature hashing, also known as {\em the hashing trick}, introduced by Weinberger et al. (2009), is one of the key techniques used in scaling-up machine learning algorithms. Loosely speaking, feature hashing uses a random sparse projection matrix $A: \mathbb{R}^n \to \mathbb{R}^m$ (where $m \ll n$) in order to reduce the dimension of the data from $n$ to $m$ while approximately preserving the Euclidean norm. Every column of $A$ contains exactly one non-zero entry, equals to either $-1$ or $1$. Weinberger et al. showed tail bounds on $\|Ax\|_2^2$.