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 iterative method





Entrywise convergence of iterative methods for eigenproblems

Neural Information Processing Systems

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or Krylov methods. While there is classical and comprehensive analysis for subspace convergence guarantees with respect to the spectral norm, in many modern applications other notions of subspace distance are more appropriate. Recent theoretical work has focused on perturbations of subspaces measured in the ℓ2 norm, but does not consider the actual computation of eigenvectors. Here we address the convergence of subspace iteration when distances are measured in the ℓ2 norm and provide deterministic bounds. We complement our analysis with a practical stopping criterion and demonstrate its applicability via numerical experiments. Our results show that one can get comparable performance on downstream tasks while requiring fewer iterations, thereby saving substantial computational time.


Iterative Methods for Private Synthetic Data: Unifying Framework and New Methods

Neural Information Processing Systems

We study private synthetic data generation for query release, where the goal is to construct a sanitized version of a sensitive dataset, subject to differential privacy, that approximately preserves the answers to a large collection of statistical queries. We first present an algorithmic framework that unifies a long line of iterative algorithms in the literature. Under this framework, we propose two new methods. The first method, private entropy projection (PEP), can be viewed as an advanced variant of MWEM that adaptively reuses past query measurements to boost accuracy. Our second method, generative networks with the exponential mechanism (GEM), circumvents computational bottlenecks in algorithms such as MWEM and PEP by optimizing over generative models parameterized by neural networks, which capture a rich family of distributions while enabling fast gradient-based optimization. We demonstrate that PEP and GEM empirically outperform existing algorithms. Furthermore, we show that GEM nicely incorporates prior information from public data while overcoming limitations of PMW^Pub, the existing state-of-the-art method that also leverages public data.


Targeted Manipulation: Slope-Based Attacks on Financial Time-Series Data

Luszczynski, Dominik

arXiv.org Artificial Intelligence

A common method of attacking deep learning models is through adversarial attacks, which occur when an attacker specifically modifies the input of a model to produce an incorrect result. Adversarial attacks have been deeply investigated in the image domain; however, there is less research in the time-series domain and very little for forecasting financial data. To address these concerns, this study aims to build upon previous research on adversarial attacks for time-series data by introducing two new slope-based methods aimed to alter the trends of the predicted stock forecast generated by an N-HiTS model. Compared to the normal N-HiTS predictions, the two new slope-based methods, the General Slope Attack and Least-Squares Slope Attack, can manipulate N-HiTS predictions by doubling the slope. These new slope attacks can bypass standard security mechanisms, such as a discriminator that filters real and perturbed inputs, reducing a 4-layered CNN's specificity to 28% and accuracy to 57%. Furthermore, the slope based methods were incorporated into a GAN architecture as a means of generating realistic synthetic data, while simultaneously fooling the model. Finally, this paper also proposes a sample malware designed to inject an adversarial attack in the model inference library, proving that ML-security research should not only focus on making the model safe, but also securing the entire pipeline.



Appendix Outline

Neural Information Processing Systems

CoLA and discuss modifications to improve lower precision performance. In Appendix D we expand on the details of the experiments in the main text. We now present the linear algebra identities that we use to exploit structure in CoLA. I null Finally, for sum we have the Woodbury identity and its variants. Besides the compositional operators, we have some rules for some special operators.



Relative-Absolute Fusion: Rethinking Feature Extraction in Image-Based Iterative Method Selection for Solving Sparse Linear Systems

Zhang, Kaiqi, Yang, Mingguan, Chang, Dali, Chen, Chun, Zhang, Yuxiang, He, Kexun, Zhao, Jing

arXiv.org Artificial Intelligence

Iterative method selection is crucial for solving sparse linear systems because these methods inherently lack robustness. Though image-based selection approaches have shown promise, their feature extraction techniques might encode distinct matrices into identical image representations, leading to the same selection and suboptimal method. In this paper, we introduce RAF (Relative-Absolute Fusion), an efficient feature extraction technique to enhance image-based selection approaches. By simultaneously extracting and fusing image representations as relative features with corresponding numerical values as absolute features, RAF achieves comprehensive matrix representations that prevent feature ambiguity across distinct matrices, thus improving selection accuracy and unlocking the potential of image-based selection approaches. We conducted comprehensive evaluations of RAF on SuiteSparse and our developed BMCMat (Balanced Multi-Classification Matrix dataset), demonstrating solution time reductions of 0.08s-0.29s for sparse linear systems, which is 5.86%-11.50% faster than conventional image-based selection approaches and achieves state-of-the-art (SOTA) performance. BMCMat is available at https://github.com/zkqq/BMCMat.