QR decomposition is an essential operation for solving linear equations and obtaining least-squares solutions. In high-performance computing systems, large-scale parallel QR decomposition often faces node faults. We address this issue by proposing a fault-tolerant algorithm that incorporates `coded computing' into the parallel Gram-Schmidt method, commonly used for QR decomposition. Coded computing introduces error-correcting codes into computational processes to enhance resilience against intermediate failures. While traditional coding strategies cannot preserve the orthogonality of $Q$, recent work has proven a post-orthogonalization condition that allows low-cost restoration of the degraded orthogonality. In this paper, we construct a checksum-generator matrix for multiple-node failures that satisfies the post-orthogonalization condition and prove that our code satisfies the maximum-distance separable (MDS) property with high probability. Furthermore, we consider in-node checksum storage setting where checksums are stored in original nodes. We obtain the minimal number of checksums required to be resilient to any $f$ failures under the in-node checksum storage, and also propose an in-node systematic MDS coding strategy that achieves the lower bound. Extensive experiments validate our theories and showcase the negligible overhead of our coded computing framework for fault-tolerant QR decomposition.
We consider the performance of a least-squares regression model, as judged by out-of-sample $R^2$. Shapley values give a fair attribution of the performance of a model to its input features, taking into account interdependencies between features. Evaluating the Shapley values exactly requires solving a number of regression problems that is exponential in the number of features, so a Monte Carlo-type approximation is typically used. We focus on the special case of least-squares regression models, where several tricks can be used to compute and evaluate regression models efficiently. These tricks give a substantial speed up, allowing many more Monte Carlo samples to be evaluated, achieving better accuracy. We refer to our method as least-squares Shapley performance attribution (LS-SPA), and describe our open-source implementation.
We consider the time and space required for quantum computers to solve a wide variety of problems involving matrices, many of which have only been analyzed classically in prior work. Our main results show that for a range of linear algebra problems -- including matrix-vector product, matrix inversion, matrix multiplication and powering -- existing classical time-space tradeoffs, several of which are tight for every space bound, also apply to quantum algorithms. For example, for almost all matrices $A$, including the discrete Fourier transform (DFT) matrix, we prove that quantum circuits with at most $T$ input queries and $S$ qubits of memory require $T=\Omega(n^2/S)$ to compute matrix-vector product $Ax$ for $x \in \{0,1\}^n$. We similarly prove that matrix multiplication for $n\times n$ binary matrices requires $T=\Omega(n^3 / \sqrt{S})$. Because many of our lower bounds match deterministic algorithms with the same time and space complexity, we show that quantum computers cannot provide any asymptotic advantage for these problems with any space bound. We obtain matching lower bounds for the stronger notion of quantum cumulative memory complexity -- the sum of the space per layer of a circuit. We also consider Boolean (i.e. AND-OR) matrix multiplication and matrix-vector products, improving the previous quantum time-space tradeoff lower bounds for $n\times n$ Boolean matrix multiplication to $T=\Omega(n^{2.5}/S^{1/3})$ from $T=\Omega(n^{2.5}/S^{1/2})$. Our improved lower bound for Boolean matrix multiplication is based on a new coloring argument that extracts more from the strong direct product theorem used in prior work. Our tight lower bounds for linear algebra problems require adding a new bucketing method to the recording-query technique of Zhandry that lets us apply classical arguments to upper bound the success probability of quantum circuits.
Deep equilibrium (DEQ) models have emerged as a promising class of implicit layer models, which abandon traditional depth by solving for the fixed points of a single nonlinear layer. Despite their success, the stability of the fixed points for these models remains poorly understood. By considering DEQ models as nonlinear dynamic systems, we propose a robust DEQ model named LyaDEQ with guaranteed provable stability via Lyapunov theory. The crux of our method is ensuring the Lyapunov stability of the DEQ model's fixed points, which enables the proposed model to resist minor initial perturbations. To avoid poor adversarial defense due to Lyapunov-stable fixed points being located near each other, we orthogonalize the layers after the Lyapunov stability module to separate different fixed points. We evaluate LyaDEQ models under well-known adversarial attacks, and experimental results demonstrate significant improvement in robustness. Furthermore, we show that the LyaDEQ model can be combined with other defense methods, such as adversarial training, to achieve even better adversarial robustness.
Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The theoretical formulation of information flow for stochastic dynamical systems provides a general expression and a data-driven statistic for the rate of entropy transfer between different system units. To advance understanding of information flow rate in terms of intuitive concepts and physically meaningful parameters, we investigate statistical properties of the data-driven information flow rate between coupled stochastic processes. We derive relations between the expectation of the information flow rate statistic and properties of the auto- and cross-correlation functions. Thus, we elucidate the dependence of the information flow rate on the analytical properties and characteristic times of the correlation functions. Our analysis provides insight into the influence of the sampling step, the strength of cross-correlations, and the temporal delay of correlations on information flow rate. We support the theoretical results with numerical simulations of correlated Gaussian processes.
The optimistic gradient method has seen increasing popularity for solving convex-concave saddle point problems. To analyze its iteration complexity, a recent work [arXiv:1906.01115] proposed an interesting perspective that interprets this method as an approximation to the proximal point method. In this paper, we follow this approach and distill the underlying idea of optimism to propose a generalized optimistic method, which includes the optimistic gradient method as a special case. Our general framework can handle constrained saddle point problems with composite objective functions and can work with arbitrary norms using Bregman distances. Moreover, we develop a backtracking line search scheme to select the step sizes without knowledge of the smoothness coefficients. We instantiate our method with first-, second- and higher-order oracles and give best-known global iteration complexity bounds. For our first-order method, we show that the averaged iterates converge at a rate of $O(1/N)$ when the objective function is convex-concave, and it achieves linear convergence when the objective is strongly-convex-strongly-concave. For our second- and higher-order methods, under the additional assumption that the distance-generating function has Lipschitz gradient, we prove a complexity bound of $O(1/\epsilon^\frac{2}{p+1})$ in the convex-concave setting and a complexity bound of $O((L_pD^\frac{p-1}{2}/\mu)^\frac{2}{p+1}+\log\log\frac{1}{\epsilon})$ in the strongly-convex-strongly-concave setting, where $L_p$ ($p\geq 2$) is the Lipschitz constant of the $p$-th-order derivative, $\mu$ is the strong convexity parameter, and $D$ is the initial Bregman distance to the saddle point. Moreover, our line search scheme provably only requires a constant number of calls to a subproblem solver per iteration on average, making our first- and second-order methods particularly amenable to implementation.
Feature bagging is a well-established ensembling method which aims to reduce prediction variance by combining predictions of many estimators trained on subsets or projections of features. Here, we develop a theory of feature-bagging in noisy least-squares ridge ensembles and simplify the resulting learning curves in the special case of equicorrelated data. Using analytical learning curves, we demonstrate that subsampling shifts the double-descent peak of a linear predictor. This leads us to introduce heterogeneous feature ensembling, with estimators built on varying numbers of feature dimensions, as a computationally efficient method to mitigate double-descent. Then, we compare the performance of a feature-subsampling ensemble to a single linear predictor, describing a trade-off between noise amplification due to subsampling and noise reduction due to ensembling. Our qualitative insights carry over to linear classifiers applied to image classification tasks with realistic datasets constructed using a state-of-the-art deep learning feature map.
Existing structural analysis methods may fail to find all hidden constraints for a system of differential-algebraic equations with parameters if the system is structurally unamenable for certain values of the parameters. In this paper, for polynomial systems of differential-algebraic equations, numerical methods are given to solve such cases using numerical real algebraic geometry. First, we propose an embedding method that for a given real analytic system constructs an equivalent system with a full-rank Jacobian matrix. Secondly, we introduce a witness point method, which can help to detect degeneration on all components of constraints of such systems. Thirdly, the two methods above lead to a numerical global structural analysis method for structurally unamenable differential-algebraic equations on all components of constraints.
Federated Learning (FL) is a decentralized machine-learning paradigm, in which a global server iteratively averages the model parameters of local users without accessing their data. User heterogeneity has imposed significant challenges to FL, which can incur drifted global models that are slow to converge. Knowledge Distillation has recently emerged to tackle this issue, by refining the server model using aggregated knowledge from heterogeneous users, other than directly averaging their model parameters. This approach, however, depends on a proxy dataset, making it impractical unless such a prerequisite is satisfied. Moreover, the ensemble knowledge is not fully utilized to guide local model learning, which may in turn affect the quality of the aggregated model. Inspired by the prior art, we propose a data-free knowledge distillation} approach to address heterogeneous FL, where the server learns a lightweight generator to ensemble user information in a data-free manner, which is then broadcasted to users, regulating local training using the learned knowledge as an inductive bias. Empirical studies powered by theoretical implications show that, our approach facilitates FL with better generalization performance using fewer communication rounds, compared with the state-of-the-art.
Cold-start problems are long-standing challenges for practical recommendations. Most existing recommendation algorithms rely on extensive observed data and are brittle to recommendation scenarios with few interactions. This paper addresses such problems using few-shot learning and meta learning. Our approach is based on the insight that having a good generalization from a few examples relies on both a generic model initialization and an effective strategy for adapting this model to newly arising tasks. To accomplish this, we combine the scenario-specific learning with a model-agnostic sequential meta-learning and unify them into an integrated end-to-end framework, namely Scenario-specific Sequential Meta learner (or s^2 meta). By doing so, our meta-learner produces a generic initial model through aggregating contextual information from a variety of prediction tasks while effectively adapting to specific tasks by leveraging learning-to-learn knowledge. Extensive experiments on various real-world datasets demonstrate that our proposed model can achieve significant gains over the state-of-the-arts for cold-start problems in online recommendation. Deployment is at the Guess You Like session, the front page of the Mobile Taobao.
Multi-relation Question Answering is a challenging task, due to the requirement of elaborated analysis on questions and reasoning over multiple fact triples in knowledge base. In this paper, we present a novel model called Interpretable Reasoning Network that employs an interpretable, hop-by-hop reasoning process for question answering. The model dynamically decides which part of an input question should be analyzed at each hop; predicts a relation that corresponds to the current parsed results; utilizes the predicted relation to update the question representation and the state of the reasoning process; and then drives the next-hop reasoning. Experiments show that our model yields state-of-the-art results on two datasets. More interestingly, the model can offer traceable and observable intermediate predictions for reasoning analysis and failure diagnosis.