In this paper, we provide a rigorous proof of convergence of the Adaptive Moment Estimate (Adam) algorithm for a wide class of optimization objectives. Despite the popularity and efficiency of the Adam algorithm in training deep neural networks, its theoretical properties are not yet fully understood, and existing convergence proofs require unrealistically strong assumptions, such as globally bounded gradients, to show the convergence to stationary points. In this paper, we show that Adam provably converges to $\epsilon$-stationary points with $\mathcal{O}(\epsilon^{-4})$ gradient complexity under far more realistic conditions. The key to our analysis is a new proof of boundedness of gradients along the optimization trajectory, under a generalized smoothness assumption according to which the local smoothness (i.e., Hessian norm when it exists) is bounded by a sub-quadratic function of the gradient norm. Moreover, we propose a variance-reduced version of Adam with an accelerated gradient complexity of $\mathcal{O}(\epsilon^{-3})$.
The mean-field Langevin dynamics (MFLD) is a nonlinear generalization of the Langevin dynamics that incorporates a distribution-dependent drift, and it naturally arises from the optimization of two-layer neural networks via (noisy) gradient descent. Recent works have shown that MFLD globally minimizes an entropy-regularized convex functional in the space of measures. However, all prior analyses assumed the infinite-particle or continuous-time limit, and cannot handle stochastic gradient updates. We provide an general framework to prove a uniform-in-time propagation of chaos for MFLD that takes into account the errors due to finite-particle approximation, time-discretization, and stochastic gradient approximation. To demonstrate the wide applicability of this framework, we establish quantitative convergence rate guarantees to the regularized global optimal solution under (i) a wide range of learning problems such as neural network in the mean-field regime and MMD minimization, and (ii) different gradient estimators including SGD and SVRG. Despite the generality of our results, we achieve an improved convergence rate in both the SGD and SVRG settings when specialized to the standard Langevin dynamics.
This paper introduces a numerical approach to solve singularly perturbed convection diffusion boundary value problems for second-order ordinary differential equations that feature a small positive parameter {\epsilon} multiplying the highest derivative. We specifically examine Dirichlet boundary conditions. To solve this differential equation, we propose an upwind finite difference method and incorporate the Shishkin mesh scheme to capture the solution near boundary layers. Our solver is both direct and of high accuracy, with computation time that scales linearly with the number of grid points. MATLAB code of the numerical recipe is made publicly available. We present numerical results to validate the theoretical results and assess the accuracy of our method. The tables and graphs included in this paper demonstrate the numerical outcomes, which indicate that our proposed method offers a highly accurate approximation of the exact solution.
An edge $e$ of a graph $G$ is called deletable for some orientation $o$ if the restriction of $o$ to $G-e$ is a strong orientation. In 2021, H\"orsch and Szigeti proposed a new parameter for $3$-edge-connected graphs, called the Frank number, which refines $k$-edge-connectivity. The Frank number is defined as the minimum number of orientations of $G$ for which every edge of $G$ is deletable in at least one of them. They showed that every $3$-edge-connected graph has Frank number at most $7$ and that in case these graphs are also $3$-edge-colourable graphs the parameter is at most $3$. Here we strengthen both results by showing that every $3$-edge-connected graph has Frank number at most $4$ and that every graph which is $3$-edge-connected and $3$-edge-colourable graph has Frank number $2$. The latter also confirms a conjecture by Bar\'at and Bl\'azsik. Furthermore, we prove two sufficient conditions for cubic graphs to have Frank number $2$ and use them in an algorithm to computationally show that the Petersen graph is the only cyclically $4$-edge-connected cubic graph up to $36$ vertices having Frank number greater than $2$.
Persistence modules stratify their underlying parameter space, a quality that make persistence modules amenable to study via invariants of stratified spaces. In this article, we extend a result previously known only for one-parameter persistence modules to grid multi-parameter persistence modules. Namely, we show the $K$-theory of grid multi-parameter persistence modules is additive over strata. This is true for both standard monotone multi-parameter persistence as well as multi-parameter notions of zig-zag persistence. We compare our calculations for the specific group $K_0$ with the recent work of Botnan, Oppermann, and Oudot, highlighting and explaining the differences between our results through an explicit projection map between computed groups.
We propose a general framework for solving forward and inverse problems constrained by partial differential equations, where we interpolate neural networks onto finite element spaces to represent the (partial) unknowns. The framework overcomes the challenges related to the imposition of boundary conditions, the choice of collocation points in physics-informed neural networks, and the integration of variational physics-informed neural networks. A numerical experiment set confirms the framework's capability of handling various forward and inverse problems. In particular, the trained neural network generalises well for smooth problems, beating finite element solutions by some orders of magnitude. We finally propose an effective one-loop solver with an initial data fitting step (to obtain a cheap initialisation) to solve inverse problems.
In recent years, there has been a surge of interest in the development of probabilistic approaches to problems that might appear to be purely deterministic. One example of this is the solving of partial differential equations. Since numerical solvers require some approximation of the infinite-dimensional solution space, there is an inherent uncertainty to the solution that is obtained. In this work, the uncertainty associated with the finite element discretization error is modeled following the Bayesian paradigm. First, a continuous formulation is derived, where a Gaussian process prior over the solution space is updated based on observations from a finite element discretization. Due to intractable integrals, a second, finer, discretization is introduced that is assumed sufficiently dense to represent the true solution field. The prior distribution assumed over the fine discretization is then updated based on observations from the coarse discretization. This yields a posterior distribution with a mean close to the deterministic fine-scale solution that is endowed with an uncertainty measure. The prior distribution over the solution space is defined implicitly by assigning a white noise distribution to the right-hand side. This allows for a sparse representation of the prior distribution, and guarantees that the prior samples have the appropriate level of smoothness for the problem at hand. Special attention is paid to inhomogeneous Dirichlet and Neumann boundary conditions, and how these can be used to enhance this white noise prior distribution. For various problems, we demonstrate how regions of large discretization error are captured in the structure of the posterior standard deviation. The effects of the hyperparameters and observation noise on the quality of the posterior mean and standard deviation are investigated in detail.
In spite of the large literature on reinforcement learning (RL) algorithms for partially observable Markov decision processes (POMDPs), a complete theoretical understanding is still lacking. In a partially observable setting, the history of data available to the agent increases over time so most practical algorithms either truncate the history to a finite window or compress it using a recurrent neural network leading to an agent state that is non-Markovian. In this paper, it is shown that in spite of the lack of the Markov property, recurrent Q-learning (RQL) converges in the tabular setting. Moreover, it is shown that the quality of the converged limit depends on the quality of the representation which is quantified in terms of what is known as an approximate information state (AIS). Based on this characterization of the approximation error, a variant of RQL with AIS losses is presented. This variant performs better than a strong baseline for RQL that does not use AIS losses. It is demonstrated that there is a strong correlation between the performance of RQL over time and the loss associated with the AIS representation.
We consider the problem of solving linear least squares problems in a framework where only evaluations of the linear map are possible. We derive randomized methods that do not need any other matrix operations than forward evaluations, especially no evaluation of the adjoint map is needed. Our method is motivated by the simple observation that one can get an unbiased estimate of the application of the adjoint. We show convergence of the method and then derive a more efficient method that uses an exact linesearch. This method, called random descent, resembles known methods in other context and has the randomized coordinate descent method as special case. We provide convergence analysis of the random descent method emphasizing the dependence on the underlying distribution of the random vectors. Furthermore we investigate the applicability of the method in the context of ill-posed inverse problems and show that the method can have beneficial properties when the unknown solution is rough. We illustrate the theoretical findings in numerical examples. One particular result is that the random descent method actually outperforms established transposed-free methods (TFQMR and CGS) in examples.
Federated learning (FL) is a distributed paradigm that coordinates massive local clients to collaboratively train a global model via stage-wise local training processes on the heterogeneous dataset. Previous works have implicitly studied that FL suffers from the ``client-drift'' problem, which is caused by the inconsistent optimum across local clients. However, till now it still lacks solid theoretical analysis to explain the impact of this local inconsistency. To alleviate the negative impact of the ``client drift'' and explore its substance in FL, in this paper, we first design an efficient FL algorithm \textit{FedInit}, which allows employing the personalized relaxed initialization state at the beginning of each local training stage. Specifically, \textit{FedInit} initializes the local state by moving away from the current global state towards the reverse direction of the latest local state. This relaxed initialization helps to revise the local divergence and enhance the local consistency level. Moreover, to further understand how inconsistency disrupts performance in FL, we introduce the excess risk analysis and study the divergence term to investigate the test error of the proposed \textit{FedInit} method. Our studies show that optimization error is not sensitive to this local inconsistency, while it mainly affects the generalization error bound in \textit{FedInit}. Extensive experiments are conducted to validate this conclusion. Our proposed \textit{FedInit} could achieve state-of-the-art~(SOTA) results compared to several advanced benchmarks without any additional costs. Meanwhile, stage-wise relaxed initialization could also be incorporated into the current advanced algorithms to achieve higher performance in the FL paradigm.
With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.