Two-sample tests utilizing a similarity graph on observations are useful for high-dimensional and non-Euclidean data due to their flexibility and good performance under a wide range of alternatives. Existing works mainly focused on sparse graphs, such as graphs with the number of edges in the order of the number of observations, and their asymptotic results imposed strong conditions on the graph that can easily be violated by commonly constructed graphs they suggested. Moreover, the graph-based tests have better performance with denser graphs under many settings. In this work, we establish the theoretical ground for graph-based tests with graphs ranging from those recommended in current literature to much denser ones.
Computational efficiency is a major bottleneck in using classic graph-based approaches for semi-supervised learning on datasets with a large number of unlabeled examples. Known techniques to improve efficiency typically involve an approximation of the graph regularization objective, but suffer two major drawbacks - first the graph is assumed to be known or constructed with heuristic hyperparameter values, second they do not provide a principled approximation guarantee for learning over the full unlabeled dataset. Building on recent work on learning graphs for semi-supervised learning from multiple datasets for problems from the same domain, and leveraging techniques for fast approximations for solving linear systems in the graph Laplacian matrix, we propose algorithms that overcome both the above limitations. We show a formal separation in the learning-theoretic complexity of sparse and dense graph families. We further show how to approximately learn the best graphs from the sparse families efficiently using the conjugate gradient method. Our approach can also be used to learn the graph efficiently online with sub-linear regret, under mild smoothness assumptions. Our online learning results are stated generally, and may be useful for approximate and efficient parameter tuning in other problems. We implement our approach and demonstrate significant ($\sim$10-100x) speedups over prior work on semi-supervised learning with learned graphs on benchmark datasets.
Deep neural networks offer an alternative paradigm for modeling weather conditions. The ability of neural models to make a prediction in less than a second once the data is available and to do so with very high temporal and spatial resolution, and the ability to learn directly from atmospheric observations, are just some of these models' unique advantages. Neural models trained using atmospheric observations, the highest fidelity and lowest latency data, have to date achieved good performance only up to twelve hours of lead time when compared with state-of-the-art probabilistic Numerical Weather Prediction models and only for the sole variable of precipitation. In this paper, we present MetNet-3 that extends significantly both the lead time range and the variables that an observation based neural model can predict well. MetNet-3 learns from both dense and sparse data sensors and makes predictions up to 24 hours ahead for precipitation, wind, temperature and dew point. MetNet-3 introduces a key densification technique that implicitly captures data assimilation and produces spatially dense forecasts in spite of the network training on extremely sparse targets. MetNet-3 has a high temporal and spatial resolution of, respectively, up to 2 minutes and 1 km as well as a low operational latency. We find that MetNet-3 is able to outperform the best single- and multi-member NWPs such as HRRR and ENS over the CONUS region for up to 24 hours ahead setting a new performance milestone for observation based neural models. MetNet-3 is operational and its forecasts are served in Google Search in conjunction with other models.
We approximate the d complex zeros of a univariate polynomial p(x) of a degree d or those zeros that lie in a fixed region of interest on the complex plane such as a disc or a square. Our divide and conquer algorithm of STOC 1995 supports solution of this problem in optimal Boolean time (up to a poly-logarithmic factor), that is, runs nearly as fast as one can access the coefficients of p with the precision necessary to support required accuracy of the output. That record complexity has not been matched by any other algorithm yet, but our root-finder of 1995 is quite involved and has never been implemented. We present alternative nearly optimal root-finders based on our novel variants of the classical subdivision iterations. Unlike our predecessor of 1995, we require randomization of Las Vegas type, allowing us to detect any output error at a dominated computational cost, but our new root-finders are much simpler to implement than their predecessor of 1995. According to the results of extensive test with standard test polynomials for their preliminary version, which incorporates only a part of our novel techniques, the new root-finders compete and for a large class of inputs significantly supersedes the package of root-finding subroutines MPSolve, which for decades has been user's choice package. Unlike our predecessor of 1995 and all known fast algorithms for the cited tasks of polynomial root-finding, our new algorithms can be also applied to a polynomial given by a black box oracle for its evaluation rather than by its coefficients. This makes our root-finders particularly efficient for polynomials p(x) that can be evaluated fast such as the Mandelbrot polynomials or those given by the sum of a small number of shifted monomials. Our algorithm can be readily extended to fast approximation of the eigenvalues of a matrix or a matrix polynomial.
Over the last years, topic modeling has emerged as a powerful technique for organizing and summarizing big collections of documents or searching for particular patterns in them. However, privacy concerns may arise when cross-analyzing data from different sources. Federated topic modeling solves this issue by allowing multiple parties to jointly train a topic model without sharing their data. While several federated approximations of classical topic models do exist, no research has been conducted on their application for neural topic models. To fill this gap, we propose and analyze a federated implementation based on state-of-the-art neural topic modeling implementations, showing its benefits when there is a diversity of topics across the nodes' documents and the need to build a joint model. In practice, our approach is equivalent to a centralized model training, but preserves the privacy of the nodes. Advantages of this federated scenario are illustrated by means of experiments using both synthetic and real data scenarios.
Test of independence is of fundamental importance in modern data analysis, with broad applications in variable selection, graphical models, and causal inference. When the data is high dimensional and the potential dependence signal is sparse, independence testing becomes very challenging without distributional or structural assumptions. In this paper, we propose a general framework for independence testing by first fitting a classifier that distinguishes the joint and product distributions, and then testing the significance of the fitted classifier. This framework allows us to borrow the strength of the most advanced classification algorithms developed from the modern machine learning community, making it applicable to high dimensional, complex data. By combining a sample split and a fixed permutation, our test statistic has a universal, fixed Gaussian null distribution that is independent of the underlying data distribution. Extensive simulations demonstrate the advantages of the newly proposed test compared with existing methods. We further apply the new test to a single-cell data set to test the independence between two types of single-cell sequencing measurements, whose high dimensionality and sparsity make existing methods hard to apply.
Data heterogeneity across clients is a key challenge in federated learning. Prior works address this by either aligning client and server models or using control variates to correct client model drift. Although these methods achieve fast convergence in convex or simple non-convex problems, the performance in over-parameterized models such as deep neural networks is lacking. In this paper, we first revisit the widely used FedAvg algorithm in a deep neural network to understand how data heterogeneity influences the gradient updates across the neural network layers. We observe that while the feature extraction layers are learned efficiently by FedAvg, the substantial diversity of the final classification layers across clients impedes the performance. Motivated by this, we propose to correct model drift by variance reduction only on the final layers. We demonstrate that this significantly outperforms existing benchmarks at a similar or lower communication cost. We furthermore provide proof for the convergence rate of our algorithm.
Learning on big data brings success for artificial intelligence (AI), but the annotation and training costs are expensive. In future, learning on small data is one of the ultimate purposes of AI, which requires machines to recognize objectives and scenarios relying on small data as humans. A series of machine learning models is going on this way such as active learning, few-shot learning, deep clustering. However, there are few theoretical guarantees for their generalization performance. Moreover, most of their settings are passive, that is, the label distribution is explicitly controlled by one specified sampling scenario. This survey follows the agnostic active sampling under a PAC (Probably Approximately Correct) framework to analyze the generalization error and label complexity of learning on small data using a supervised and unsupervised fashion. With these theoretical analyses, we categorize the small data learning models from two geometric perspectives: the Euclidean and non-Euclidean (hyperbolic) mean representation, where their optimization solutions are also presented and discussed. Later, some potential learning scenarios that may benefit from small data learning are then summarized, and their potential learning scenarios are also analyzed. Finally, some challenging applications such as computer vision, natural language processing that may benefit from learning on small data are also surveyed.
Deep neural networks have revolutionized many machine learning tasks in power systems, ranging from pattern recognition to signal processing. The data in these tasks is typically represented in Euclidean domains. Nevertheless, there is an increasing number of applications in power systems, where data are collected from non-Euclidean domains and represented as the graph-structured data with high dimensional features and interdependency among nodes. The complexity of graph-structured data has brought significant challenges to the existing deep neural networks defined in Euclidean domains. Recently, many studies on extending deep neural networks for graph-structured data in power systems have emerged. In this paper, a comprehensive overview of graph neural networks (GNNs) in power systems is proposed. Specifically, several classical paradigms of GNNs structures (e.g., graph convolutional networks, graph recurrent neural networks, graph attention networks, graph generative networks, spatial-temporal graph convolutional networks, and hybrid forms of GNNs) are summarized, and key applications in power systems such as fault diagnosis, power prediction, power flow calculation, and data generation are reviewed in detail. Furthermore, main issues and some research trends about the applications of GNNs in power systems are discussed.
The aim of this work is to develop a fully-distributed algorithmic framework for training graph convolutional networks (GCNs). The proposed method is able to exploit the meaningful relational structure of the input data, which are collected by a set of agents that communicate over a sparse network topology. After formulating the centralized GCN training problem, we first show how to make inference in a distributed scenario where the underlying data graph is split among different agents. Then, we propose a distributed gradient descent procedure to solve the GCN training problem. The resulting model distributes computation along three lines: during inference, during back-propagation, and during optimization. Convergence to stationary solutions of the GCN training problem is also established under mild conditions. Finally, we propose an optimization criterion to design the communication topology between agents in order to match with the graph describing data relationships. A wide set of numerical results validate our proposal. To the best of our knowledge, this is the first work combining graph convolutional neural networks with distributed optimization.
Recent years have witnessed the enormous success of low-dimensional vector space representations of knowledge graphs to predict missing facts or find erroneous ones. Currently, however, it is not yet well-understood how ontological knowledge, e.g. given as a set of (existential) rules, can be embedded in a principled way. To address this shortcoming, in this paper we introduce a framework based on convex regions, which can faithfully incorporate ontological knowledge into the vector space embedding. Our technical contribution is two-fold. First, we show that some of the most popular existing embedding approaches are not capable of modelling even very simple types of rules. Second, we show that our framework can represent ontologies that are expressed using so-called quasi-chained existential rules in an exact way, such that any set of facts which is induced using that vector space embedding is logically consistent and deductively closed with respect to the input ontology.