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Personalized Federated Learning (pFL) has emerged as a promising solution to tackle data heterogeneity across clients in FL. However, existing pFL methods either (1) introduce high communication and computation costs or (2) overfit to local data, which can be limited in scope, and are vulnerable to evolved test samples with natural shifts. In this paper, we propose PerAda, a parameter-efficient pFL framework that reduces communication and computational costs and exhibits superior generalization performance, especially under test-time distribution shifts. PerAda reduces the costs by leveraging the power of pretrained models and only updates and communicates a small number of additional parameters from adapters. PerAda has good generalization since it regularizes each client's personalized adapter with a global adapter, while the global adapter uses knowledge distillation to aggregate generalized information from all clients. Theoretically, we provide generalization bounds to explain why PerAda improves generalization, and we prove its convergence to stationary points under non-convex settings. Empirically, PerAda demonstrates competitive personalized performance (+4.85% on CheXpert) and enables better out-of-distribution generalization (+5.23% on CIFAR-10-C) on different datasets across natural and medical domains compared with baselines, while only updating 12.6% of parameters per model based on the adapter.

Federated learning is an emerging machine learning paradigm that enables devices to train collaboratively without exchanging their local data. The clients participating in the training process are a random subset selected from the pool of clients. The above procedure is called client selection which is an important area in federated learning as it highly impacts the convergence rate, learning efficiency, and generalization. In this work, we introduce client filtering in federated learning (FilFL), a new approach to optimize client selection and training. FilFL first filters the active clients by choosing a subset of them that maximizes a specific objective function; then, a client selection method is applied to that subset. We provide a thorough analysis of its convergence in a heterogeneous setting. Empirical results demonstrate several benefits to our approach, including improved learning efficiency, accelerated convergence, $2$-$3\times$ faster, and higher test accuracy, around $2$-$10$ percentage points higher.

A candidate explanation of the good empirical performance of deep neural networks is the implicit regularization effect of first order optimization methods. Inspired by this, we prove a convergence theorem for nonconvex composite optimization, and apply it to a general learning problem covering many machine learning applications, including supervised learning. We then present a deep multilayer perceptron model and prove that, when sufficiently wide, it $(i)$ leads to the convergence of gradient descent to a global optimum with a linear rate, $(ii)$ benefits from the implicit regularization effect of gradient descent, $(iii)$ is subject to novel bounds on the generalization error, $(iv)$ exhibits the lazy training phenomenon and $(v)$ enjoys learning rate transfer across different widths. The corresponding coefficients, such as the convergence rate, improve as width is further increased, and depend on the even order moments of the data generating distribution up to an order depending on the number of layers. The only non-mild assumption we make is the concentration of the smallest eigenvalue of the neural tangent kernel at initialization away from zero, which has been shown to hold for a number of less general models in contemporary works. We present empirical evidence supporting this assumption as well as our theoretical claims.

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their sampling process is slow due to a need for many (\eg, $2000$) iterations of sequential computations. An intuitive acceleration method is to reduce the sampling iterations which however causes severe performance degradation. We assault this problem to the ill-conditioned issues of the Langevin dynamics and reverse diffusion in the sampling process. Under this insight, we propose a model-agnostic {\bf\em preconditioned diffusion sampling} (PDS) method that leverages matrix preconditioning to alleviate the aforementioned problem. PDS alters the sampling process of a vanilla SGM at marginal extra computation cost, and without model retraining. Theoretically, we prove that PDS preserves the output distribution of the SGM, no risk of inducing systematical bias to the original sampling process. We further theoretically reveal a relation between the parameter of PDS and the sampling iterations,easing the parameter estimation under varying sampling iterations. Extensive experiments on various image datasets with a variety of resolutions and diversity validate that our PDS consistently accelerates off-the-shelf SGMs whilst maintaining the synthesis quality. In particular, PDS can accelerate by up to $29\times$ on more challenging high resolution (1024$\times$1024) image generation. Compared with the latest generative models (\eg, CLD-SGM, DDIM, and Analytic-DDIM), PDS can achieve the best sampling quality on CIFAR-10 at a FID score of 1.99. Our code is made publicly available to foster any further research //github.com/fudan-zvg/PDS.

We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as the DGS gradient). The method was first proposed in [42], in which multiple numerical experiments showed that replacing the traditional local gradient with the DGS gradient can help the optimizers escape local minima more easily and significantly improve their performance. However, a rigorous theory for the efficiency of the method on nonconvex landscape is lacking. In this work, we investigate the scenario where the objective function is composed of a convex function, perturbed by a oscillating noise. We provide a convergence theory under which the iterates exponentially converge to a tightened neighborhood of the solution, whose size is characterized by the noise wavelength. We also establish a correlation between the optimal values of the Gaussian smoothing radius and the noise wavelength, thus justify the advantage of using moderate or large smoothing radius with the method. Furthermore, if the noise level decays to zero when approaching global minimum, we prove that DGS-based optimization converges to the exact global minimum with linear rates, similarly to standard gradient-based method in optimizing convex functions. Several numerical experiments are provided to confirm our theory and illustrate the superiority of the approach over those based on the local gradient.

Contrastive learning has been proven beneficial for self-supervised skeleton-based action recognition. Most contrastive learning methods utilize carefully designed augmentations to generate different movement patterns of skeletons for the same semantics. However, it is still a pending issue to apply strong augmentations, which distort the images/skeletons' structures and cause semantic loss, due to their resulting unstable training. In this paper, we investigate the potential of adopting strong augmentations and propose a general hierarchical consistent contrastive learning framework (HiCLR) for skeleton-based action recognition. Specifically, we first design a gradual growing augmentation policy to generate multiple ordered positive pairs, which guide to achieve the consistency of the learned representation from different views. Then, an asymmetric loss is proposed to enforce the hierarchical consistency via a directional clustering operation in the feature space, pulling the representations from strongly augmented views closer to those from weakly augmented views for better generalizability. Meanwhile, we propose and evaluate three kinds of strong augmentations for 3D skeletons to demonstrate the effectiveness of our method. Extensive experiments show that HiCLR outperforms the state-of-the-art methods notably on three large-scale datasets, i.e., NTU60, NTU120, and PKUMMD.

The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.

We hypothesize that due to the greedy nature of learning in multi-modal deep neural networks, these models tend to rely on just one modality while under-fitting the other modalities. Such behavior is counter-intuitive and hurts the models' generalization, as we observe empirically. To estimate the model's dependence on each modality, we compute the gain on the accuracy when the model has access to it in addition to another modality. We refer to this gain as the conditional utilization rate. In the experiments, we consistently observe an imbalance in conditional utilization rates between modalities, across multiple tasks and architectures. Since conditional utilization rate cannot be computed efficiently during training, we introduce a proxy for it based on the pace at which the model learns from each modality, which we refer to as the conditional learning speed. We propose an algorithm to balance the conditional learning speeds between modalities during training and demonstrate that it indeed addresses the issue of greedy learning. The proposed algorithm improves the model's generalization on three datasets: Colored MNIST, Princeton ModelNet40, and NVIDIA Dynamic Hand Gesture.

For deploying a deep learning model into production, it needs to be both accurate and compact to meet the latency and memory constraints. This usually results in a network that is deep (to ensure performance) and yet thin (to improve computational efficiency). In this paper, we propose an efficient method to train a deep thin network with a theoretic guarantee. Our method is motivated by model compression. It consists of three stages. In the first stage, we sufficiently widen the deep thin network and train it until convergence. In the second stage, we use this well-trained deep wide network to warm up (or initialize) the original deep thin network. This is achieved by letting the thin network imitate the immediate outputs of the wide network from layer to layer. In the last stage, we further fine tune this well initialized deep thin network. The theoretical guarantee is established by using mean field analysis, which shows the advantage of layerwise imitation over traditional training deep thin networks from scratch by backpropagation. We also conduct large-scale empirical experiments to validate our approach. By training with our method, ResNet50 can outperform ResNet101, and BERT_BASE can be comparable with BERT_LARGE, where both the latter models are trained via the standard training procedures as in the literature.

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.