sparse approximation
Revisiting Kernel Attention with Correlated Gaussian Process Representation
Bui, Long Minh, Huu, Tho Tran, Dinh, Duy, Nguyen, Tan Minh, Hoang, Trong Nghia
Transformers have increasingly become the de facto method to model sequential data with state-of-the-art performance. Due to its widespread use, being able to estimate and calibrate its modeling uncertainty is important to understand and design robust transformer models. To achieve this, previous works have used Gaussian processes (GPs) to perform uncertainty calibration for the attention units of transformers and attained notable successes. However, such approaches have to confine the transformers to the space of symmetric attention to ensure the necessary symmetric requirement of their GP's kernel specification, which reduces the representation capacity of the model. To mitigate this restriction, we propose the Correlated Gaussian Process Transformer (CGPT), a new class of transformers whose self-attention units are modeled as cross-covariance between two correlated GPs (CGPs). This allows asymmetries in attention and can enhance the representation capacity of GP-based transformers. We also derive a sparse approximation for CGP to make it scale better. Our empirical studies show that both CGP-based and sparse CGP-based transformers achieve better performance than state-of-the-art GP-based transformers on a variety of benchmark tasks. The code for our experiments is available at https://github.com/MinhLong210/CGP-Transformers.
Accelerating Sinkhorn Algorithm with Sparse Newton Iterations
Tang, Xun, Shavlovsky, Michael, Rahmanian, Holakou, Tardini, Elisa, Thekumparampil, Kiran Koshy, Xiao, Tesi, Ying, Lexing
Computing the optimal transport distance between statistical distributions is a fundamental task in machine learning. One remarkable recent advancement is entropic regularization and the Sinkhorn algorithm, which utilizes only matrix scaling and guarantees an approximated solution with near-linear runtime. Despite the success of the Sinkhorn algorithm, its runtime may still be slow due to the potentially large number of iterations needed for convergence. To achieve possibly super-exponential convergence, we present Sinkhorn-Newton-Sparse (SNS), an extension to the Sinkhorn algorithm, by introducing early stopping for the matrix scaling steps and a second stage featuring a Newton-type subroutine. Adopting the variational viewpoint that the Sinkhorn algorithm maximizes a concave Lyapunov potential, we offer the insight that the Hessian matrix of the potential function is approximately sparse. Sparsification of the Hessian results in a fast $O(n^2)$ per-iteration complexity, the same as the Sinkhorn algorithm. In terms of total iteration count, we observe that the SNS algorithm converges orders of magnitude faster across a wide range of practical cases, including optimal transportation between empirical distributions and calculating the Wasserstein $W_1, W_2$ distance of discretized densities. The empirical performance is corroborated by a rigorous bound on the approximate sparsity of the Hessian matrix.
Gaussian Processes for Monitoring Air-Quality in Kampala
Stoddart, Clara, Shrack, Lauren, Sserunjogi, Richard, Abdul-Ganiy, Usman, Bainomugisha, Engineer, Okure, Deo, Misener, Ruth, Folch, Jose Pablo, Sedgwick, Ruby
Monitoring air pollution is of vital importance to the overall health of the population. Unfortunately, devices that can measure air quality can be expensive, and many cities in low and middle-income countries have to rely on a sparse allocation of them. In this paper, we investigate the use of Gaussian Processes for both nowcasting the current air-pollution in places where there are no sensors and forecasting the air-pollution in the future at the sensor locations. In particular, we focus on the city of Kampala in Uganda, using data from AirQo's network of sensors. We demonstrate the advantage of removing outliers, compare different kernel functions and additional inputs. We also compare two sparse approximations to allow for the large amounts of temporal data in the dataset.
Network Embedding Using Sparse Approximations of Random Walks
In this paper, we propose an efficient numerical implementation of Network Embedding based on commute times, using sparse approximation of a diffusion process on the network obtained by a modified version of the diffusion wavelet algorithm. The node embeddings are computed by optimizing the cross entropy loss via the stochastic gradient descent method with sampling of low-dimensional representations of green functions. We demonstrate the efficacy of this method for data clustering and multi-label classification through several examples, and compare its performance over existing methods in terms of efficiency and accuracy. Theoretical issues justifying the scheme are also discussed.
LoSparse: Structured Compression of Large Language Models based on Low-Rank and Sparse Approximation
Li, Yixiao, Yu, Yifan, Zhang, Qingru, Liang, Chen, He, Pengcheng, Chen, Weizhu, Zhao, Tuo
Transformer models have achieved remarkable results in various natural language tasks, but they are often prohibitively large, requiring massive memories and computational resources. To reduce the size and complexity of these models, we propose LoSparse (Low-Rank and Sparse approximation), a novel model compression technique that approximates a weight matrix by the sum of a low-rank matrix and a sparse matrix. Our method combines the advantages of both low-rank approximations and pruning, while avoiding their limitations. Low-rank approximation compresses the coherent and expressive parts in neurons, while pruning removes the incoherent and non-expressive parts in neurons. Pruning enhances the diversity of low-rank approximations, and low-rank approximation prevents pruning from losing too many expressive neurons. We evaluate our method on natural language understanding, question answering, and natural language generation tasks. We show that it significantly outperforms existing compression methods.
Cloud K-SVD for Image Denoising
Lillelund, Christian Marius, Jensen, Henrik Bagger, Pedersen, Christian Fischer
Cloud K-SVD is a dictionary learning algorithm that can train at multiple nodes and hereby produce a mutual dictionary to represent low-dimensional geometric structures in image data. We present a novel application of the algorithm as we use it to recover both noiseless and noisy images from overlapping patches. We implement a node network in Kubernetes using Docker containers to facilitate Cloud K-SVD. Results show that Cloud K-SVD can recover images approximately and remove quantifiable amounts of noise from benchmark gray-scaled images without sacrificing accuracy in recovery; we achieve an SSIM index of 0.88, 0.91 and 0.95 between clean and recovered images for noise levels ($\mu$ = 0, $\sigma^{2}$ = 0.01, 0.005, 0.001), respectively, which is similar to SOTA in the field. Cloud K-SVD is evidently able to learn a mutual dictionary across multiple nodes and remove AWGN from images. The mutual dictionary can be used to recover a specific image at any of the nodes in the network.
Sparse approximation in learning via neural ODEs
Yagรผe, Carlos Esteve, Geshkovski, Borjan
We consider the continuous-time, neural ordinary differential equation (neural ODE) perspective of deep supervised learning, and study the impact of the final time horizon $T$ in training. We focus on a cost consisting of an integral of the empirical risk over the time interval, and $L^1$--parameter regularization. Under homogeneity assumptions on the dynamics (typical for ReLU activations), we prove that any global minimizer is sparse, in the sense that there exists a positive stopping time $T^*$ beyond which the optimal parameters vanish. Moreover, under appropriate interpolation assumptions on the neural ODE, we provide quantitative estimates of the stopping time $T^\ast$, and of the training error of the trajectories at the stopping time. The latter stipulates a quantitative approximation property of neural ODE flows with sparse parameters. In practical terms, a shorter time-horizon in the training problem can be interpreted as considering a shallower residual neural network (ResNet), and since the optimal parameters are concentrated over a shorter time horizon, such a consideration may lower the computational cost of training without discarding relevant information.
DeepMP for Non-Negative Sparse Decomposition
Voulgaris, Konstantinos A., Davies, Mike E., Yaghoobi, Mehrdad
Non-negative signals form an important class of sparse signals. Many algorithms have already beenproposed to recover such non-negative representations, where greedy and convex relaxed algorithms are among the most popular methods. The greedy techniques are low computational cost algorithms, which have also been modified to incorporate the non-negativity of the representations. One such modification has been proposed for Matching Pursuit (MP) based algorithms, which first chooses positive coefficients and uses a non-negative optimisation technique that guarantees the non-negativity of the coefficients. The performance of greedy algorithms, like all non-exhaustive search methods, suffer from high coherence with the linear generative model, called the dictionary. We here first reformulate the non-negative matching pursuit algorithm in the form of a deep neural network. We then show that the proposed model after training yields a significant improvement in terms of exact recovery performance, compared to other non-trained greedy algorithms, while keeping the complexity low.
One-Bit Compressed Sensing via One-Shot Hard Thresholding
This paper concerns the problem of 1-bit compressed sensing, where the goal is to estimate a sparse signal from a few of its binary measurements. We study a non-convex sparsity-constrained program and present a novel and concise analysis that moves away from the widely used notion of Gaussian width. We show that with high probability a simple algorithm is guaranteed to produce an accurate approximation to the normalized signal of interest under the $\ell_2$-metric. On top of that, we establish an ensemble of new results that address norm estimation, support recovery, and model misspecification. On the computational side, it is shown that the non-convex program can be solved via one-step hard thresholding which is dramatically efficient in terms of time complexity and memory footprint. On the statistical side, it is shown that our estimator enjoys a near-optimal error rate under standard conditions. The theoretical results are substantiated by numerical experiments.