Standard federated optimization methods successfully apply to stochastic problems with single-level structure. However, many contemporary ML problems -- including adversarial robustness, hyperparameter tuning, and actor-critic -- fall under nested bilevel programming that subsumes minimax and compositional optimization. In this work, we propose \fedblo: A federated alternating stochastic gradient method to address general nested problems. We establish provable convergence rates for \fedblo in the presence of heterogeneous data and introduce variations for bilevel, minimax, and compositional optimization. \fedblo introduces multiple innovations including federated hypergradient computation and variance reduction to address inner-level heterogeneity. We complement our theory with experiments on hyperparameter \& hyper-representation learning and minimax optimization that demonstrate the benefits of our method in practice. Code is available at //github.com/ucr-optml/FedNest.
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We propose a covariance stationarity test for an otherwise dependent and possibly globally non-stationary time series. We work in the new setting of Jin, Wang and Wang (2015) who exploit Walsh (1923) functions (global square waves) in order to compare sub-sample covariances with the full sample counterpart. They impose strict stationarity under the null, only consider linear processes under either hypothesis, and exploit linearity in order to achieve a parametric estimator for an inverted high dimensional asymptotic covariance matrix. Conversely, we allow for linear or linear processes with possibly non-iid innovations. This is important in macroeconomics and finance where nonlinear feedback and random volatility occur in many settings. We completely sidestep asymptotic covariance matrix estimation and inversion by bootstrapping a max-correlation difference statistic, where the maximum is taken over the correlation lag h and Walsh function generated sub-sample counter k (the number of systematic samples). We achieve a higher feasible rate of increase for the maximum lag and counter H and K, and in the supplemental material we present a data driven method for selecting H and K. Of particular note, our test is capable of detecting breaks in variance, and distant, or very mild, deviations from stationarity.
In the last decade, global cloud wide-area networks (WANs) have grown 10$\times$ in size due to the deployment of new network sites and datacenters, making it challenging for commercial optimization engines to solve the network traffic engineering (TE) problem within the temporal budget of a few minutes. In this work, we show that carefully designed deep learning models are key to accelerating the running time of intra-WAN TE systems for large deployments since deep learning is both massively parallel and it benefits from the wealth of historical traffic allocation data from production WANs. However, off-the-shelf deep learning methods fail to perform well on the TE task since they ignore the effects of network connectivity on flow allocations. They are also faced with a tractability challenge posed by the large problem scale of TE optimization. Moreover, neural networks do not have mechanisms to readily enforce hard constraints on model outputs (e.g., link capacity constraints). We tackle these challenges by designing a deep learning-based TE system -- Teal. First, Teal leverages graph neural networks (GNN) to faithfully capture connectivity and model network flows. Second, Teal devises a multi-agent reinforcement learning (RL) algorithm to process individual demands independently in parallel to lower the problem scale. Finally, Teal reduces link capacity violations and improves solution quality using the alternating direction method of multipliers (ADMM). We evaluate Teal on traffic matrices of a global commercial cloud provider and find that Teal computes near-optimal traffic allocations with a 59$\times$ speedup over state-of-the-art TE systems on a WAN topology of over 1,500 nodes.
When hyperparameter optimization of a machine learning algorithm is repeated for multiple datasets it is possible to transfer knowledge to an optimization run on a new dataset. We develop a new hyperparameter-free ensemble model for Bayesian optimization that is a generalization of two existing transfer learning extensions to Bayesian optimization and establish a worst-case bound compared to vanilla Bayesian optimization. Using a large collection of hyperparameter optimization benchmark problems, we demonstrate that our contributions substantially reduce optimization time compared to standard Gaussian process-based Bayesian optimization and improve over the current state-of-the-art for transfer hyperparameter optimization.
In recent years, various machine learning (ML) solutions have been developed to solve resource management, interference management, autonomy, and decision-making problems in non-wireless and wireless networks. Standard ML approaches require collecting data at a central server for training, which cannot preserve the data privacy of devices. To address this issue, federated learning (FL) is an effective method to allow edge devices to collaboratively train ML models without sharing local datasets for data privacy. Typically, FL focuses on learning a global model for a given task and all devices and hence cannot adapt the model to devices with different data distributions. In such cases, meta learning can be employed to adapt learning models to different data distributions using a few data samples. In this tutorial, we conduct a comprehensive review on FL, meta learning, and federated meta learning (FedMeta). Compared to other tutorial papers, our objective is to leverage how FL/meta-learning/FedMeta can be designed, optimized, and evolved over non-wireless and wireless networks. Furthermore, we analyze not only the relationship among these learning algorithms but also their advantages and disadvantages in real-world applications.
Since out-of-distribution generalization is a generally ill-posed problem, various proxy targets (e.g., calibration, adversarial robustness, algorithmic corruptions, invariance across shifts) were studied across different research programs resulting in different recommendations. While sharing the same aspirational goal, these approaches have never been tested under the same experimental conditions on real data. In this paper, we take a unified view of previous work, highlighting message discrepancies that we address empirically, and providing recommendations on how to measure the robustness of a model and how to improve it. To this end, we collect 172 publicly available dataset pairs for training and out-of-distribution evaluation of accuracy, calibration error, adversarial attacks, environment invariance, and synthetic corruptions. We fine-tune over 31k networks, from nine different architectures in the many- and few-shot setting. Our findings confirm that in- and out-of-distribution accuracies tend to increase jointly, but show that their relation is largely dataset-dependent, and in general more nuanced and more complex than posited by previous, smaller scale studies.
As the interest to Graph Neural Networks (GNNs) is growing, the importance of benchmarking and performance characterization studies of GNNs is increasing. So far, we have seen many studies that investigate and present the performance and computational efficiency of GNNs. However, the work done so far has been carried out using a few high-level GNN frameworks. Although these frameworks provide ease of use, they contain too many dependencies to other existing libraries. The layers of implementation details and the dependencies complicate the performance analysis of GNN models that are built on top of these frameworks, especially while using architectural simulators. Furthermore, different approaches on GNN computation are generally overlooked in prior characterization studies, and merely one of the common computational models is evaluated. Based on these shortcomings and needs that we observed, we developed a benchmark suite that is framework independent, supporting versatile computational models, easily configurable and can be used with architectural simulators without additional effort. Our benchmark suite, which we call gSuite, makes use of only hardware vendor's libraries and therefore it is independent of any other frameworks. gSuite enables performing detailed performance characterization studies on GNN Inference using both contemporary GPU profilers and architectural GPU simulators. To illustrate the benefits of our new benchmark suite, we perform a detailed characterization study with a set of well-known GNN models with various datasets; running gSuite both on a real GPU card and a timing-detailed GPU simulator. We also implicate the effect of computational models on performance. We use several evaluation metrics to rigorously measure the performance of GNN computation.
In this paper, we address the dichotomy between heterogeneous models and simultaneous training in Federated Learning (FL) via a clustering framework. We define a new clustering model for FL based on the (optimal) local models of the users: two users belong to the same cluster if their local models are close; otherwise they belong to different clusters. A standard algorithm for clustered FL is proposed in \cite{ghosh_efficient_2021}, called \texttt{IFCA}, which requires \emph{suitable} initialization and the knowledge of hyper-parameters like the number of clusters (which is often quite difficult to obtain in practical applications) to converge. We propose an improved algorithm, \emph{Successive Refine Federated Clustering Algorithm} (\texttt{SR-FCA}), which removes such restrictive assumptions. \texttt{SR-FCA} treats each user as a singleton cluster as an initialization, and then successively refine the cluster estimation via exploiting similar users belonging to the same cluster. In any intermediate step, \texttt{SR-FCA} uses a robust federated learning algorithm within each cluster to exploit simultaneous training and to correct clustering errors. Furthermore, \texttt{SR-FCA} does not require any \emph{good} initialization (warm start), both in theory and practice. We show that with proper choice of learning rate, \texttt{SR-FCA} incurs arbitrarily small clustering error. Additionally, we validate the performance of our algorithm on standard FL datasets in non-convex problems like neural nets, and we show the benefits of \texttt{SR-FCA} over baselines.
Analyzing observational data from multiple sources can be useful for increasing statistical power to detect a treatment effect; however, practical constraints such as privacy considerations may restrict individual-level information sharing across data sets. This paper develops federated methods that only utilize summary-level information from heterogeneous data sets. Our federated methods provide doubly-robust point estimates of treatment effects as well as variance estimates. We derive the asymptotic distributions of our federated estimators, which are shown to be asymptotically equivalent to the corresponding estimators from the combined, individual-level data. We show that to achieve these properties, federated methods should be adjusted based on conditions such as whether models are correctly specified and stable across heterogeneous data sets.
Since real-world objects and their interactions are often multi-modal and multi-typed, heterogeneous networks have been widely used as a more powerful, realistic, and generic superclass of traditional homogeneous networks (graphs). Meanwhile, representation learning (\aka~embedding) has recently been intensively studied and shown effective for various network mining and analytical tasks. In this work, we aim to provide a unified framework to deeply summarize and evaluate existing research on heterogeneous network embedding (HNE), which includes but goes beyond a normal survey. Since there has already been a broad body of HNE algorithms, as the first contribution of this work, we provide a generic paradigm for the systematic categorization and analysis over the merits of various existing HNE algorithms. Moreover, existing HNE algorithms, though mostly claimed generic, are often evaluated on different datasets. Understandable due to the application favor of HNE, such indirect comparisons largely hinder the proper attribution of improved task performance towards effective data preprocessing and novel technical design, especially considering the various ways possible to construct a heterogeneous network from real-world application data. Therefore, as the second contribution, we create four benchmark datasets with various properties regarding scale, structure, attribute/label availability, and \etc.~from different sources, towards handy and fair evaluations of HNE algorithms. As the third contribution, we carefully refactor and amend the implementations and create friendly interfaces for 13 popular HNE algorithms, and provide all-around comparisons among them over multiple tasks and experimental settings.
Existing few-shot learning (FSL) methods assume that there exist sufficient training samples from source classes for knowledge transfer to target classes with few training samples. However, this assumption is often invalid, especially when it comes to fine-grained recognition. In this work, we define a new FSL setting termed few-shot fewshot learning (FSFSL), under which both the source and target classes have limited training samples. To overcome the source class data scarcity problem, a natural option is to crawl images from the web with class names as search keywords. However, the crawled images are inevitably corrupted by large amount of noise (irrelevant images) and thus may harm the performance. To address this problem, we propose a graph convolutional network (GCN)-based label denoising (LDN) method to remove the irrelevant images. Further, with the cleaned web images as well as the original clean training images, we propose a GCN-based FSL method. For both the LDN and FSL tasks, a novel adaptive aggregation GCN (AdarGCN) model is proposed, which differs from existing GCN models in that adaptive aggregation is performed based on a multi-head multi-level aggregation module. With AdarGCN, how much and how far information carried by each graph node is propagated in the graph structure can be determined automatically, therefore alleviating the effects of both noisy and outlying training samples. Extensive experiments show the superior performance of our AdarGCN under both the new FSFSL and the conventional FSL settings.
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