This paper focuses on learning rate analysis of distributed kernel ridge regression for strong mixing sequences. Using a recently developed integral operator approach and a classical covariance inequality for Banach-valued strong mixing sequences, we succeed in deriving optimal learning rate for distributed kernel ridge regression. As a byproduct, we also deduce a sufficient condition for the mixing property to guarantee the optimal learning rates for kernel ridge regression. Our results extend the applicable range of distributed learning from i.i.d. samples to non-i.i.d. sequences.
In this paper, we consider the distributed optimization problem where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we propose a distributed random reshuffling (D-RR) algorithm that combines the classical distributed gradient descent (DGD) method and Random Reshuffling (RR). We show that D-RR inherits the superiority of RR for both smooth strongly convex and smooth nonconvex objective functions. In particular, for smooth strongly convex objective functions, D-RR achieves $\mathcal{O}(1/T^2)$ rate of convergence (here, $T$ counts the total number of iterations) in terms of the squared distance between the iterate and the unique minimizer. When the objective function is assumed to be smooth nonconvex and has Lipschitz continuous component functions, we show that D-RR drives the squared norm of gradient to $0$ at a rate of $\mathcal{O}(1/T^{2/3})$. These convergence results match those of centralized RR (up to constant factors).
This paper focuses on stochastic saddle point problems with decision-dependent distributions in both the static and time-varying settings. These are problems whose objective is the expected value of a stochastic payoff function, where random variables are drawn from a distribution induced by a distributional map. For general distributional maps, the problem of finding saddle points is in general computationally burdensome, even if the distribution is known. To enable a tractable solution approach, we introduce the notion of equilibrium points -- which are saddle points for the stationary stochastic minimax problem that they induce -- and provide conditions for their existence and uniqueness. We demonstrate that the distance between the two classes of solutions is bounded provided that the objective has a strongly-convex-strongly-concave payoff and Lipschitz continuous distributional map. We develop deterministic and stochastic primal-dual algorithms and demonstrate their convergence to the equilibrium point. In particular, by modeling errors emerging from a stochastic gradient estimator as sub-Weibull random variables, we provide error bounds in expectation and in high probability that hold for each iteration; moreover, we show convergence to a neighborhood in expectation and almost surely. Finally, we investigate a condition on the distributional map -- which we call opposing mixture dominance -- that ensures the objective is strongly-convex-strongly-concave. Under this assumption, we show that primal-dual algorithms converge to the saddle points in a similar fashion.
State-of-the-art machine learning models are routinely trained on large-scale distributed clusters. Crucially, such systems can be compromised when some of the computing devices exhibit abnormal (Byzantine) behavior and return arbitrary results to the parameter server (PS). This behavior may be attributed to a plethora of reasons, including system failures and orchestrated attacks. Existing work suggests robust aggregation and/or computational redundancy to alleviate the effect of distorted gradients. However, most of these schemes are ineffective when an adversary knows the task assignment and can choose the attacked workers judiciously to induce maximal damage. Our proposed method Aspis assigns gradient computations to worker nodes using a subset-based assignment which allows for multiple consistency checks on the behavior of a worker node. Examination of the calculated gradients and post-processing (clique-finding in an appropriately constructed graph) by the central node allows for efficient detection and subsequent exclusion of adversaries from the training process. We prove the Byzantine resilience and detection guarantees of Aspis under weak and strong attacks and extensively evaluate the system on various large-scale training scenarios. The principal metric for our experiments is the test accuracy, for which we demonstrate a significant improvement of about 30% compared to many state-of-the-art approaches on the CIFAR-10 dataset. The corresponding reduction of the fraction of corrupted gradients ranges from 16% to 99%.
Deep metric learning aims to learn an embedding space where the distance between data reflects their class equivalence, even when their classes are unseen during training. However, the limited number of classes available in training precludes generalization of the learned embedding space. Motivated by this, we introduce a new data augmentation approach that synthesizes novel classes and their embedding vectors. Our approach can provide rich semantic information to an embedding model and improve its generalization by augmenting training data with novel classes unavailable in the original data. We implement this idea by learning and exploiting a conditional generative model, which, given a class label and a noise, produces a random embedding vector of the class. Our proposed generator allows the loss to use richer class relations by augmenting realistic and diverse classes, resulting in better generalization to unseen samples. Experimental results on public benchmark datasets demonstrate that our method clearly enhances the performance of proxy-based losses.
This study presents a generalized multiscale nonlocal elasticity theory that leverages distributed order fractional calculus to accurately capture coexisting multiscale and nonlocal effects within a macroscopic continuum. The nonlocal multiscale behavior is captured via distributed order fractional constitutive relations derived from a nonlocal thermodynamic formulation. The governing equations of the inhomogeneous continuum are obtained via the Hamilton principle. As a generalization of the constant order fractional continuum theory, the distributed order theory can model complex media characterized by inhomogeneous nonlocality and multiscale effects. In order to understand the correspondence between microscopic effects and the properties of the continuum, an equivalent mass-spring lattice model is also developed by direct discretization of the distributed order elastic continuum. Detailed theoretical arguments are provided to show the equivalence between the discrete and the continuum distributed order models in terms of internal nonlocal forces, potential energy distribution, and boundary conditions. These theoretical arguments facilitate the physical interpretation of the role played by the distributed order framework within nonlocal elasticity theories. They also highlight the outstanding potential and opportunities offered by this methodology to account for multiscale nonlocal effects. The capabilities of the methodology are also illustrated via a numerical study that highlights the excellent agreement between the displacement profiles and the total potential energy predicted by the two models under various order distributions. Remarkably, multiscale effects such as displacement distortion, material softening, and energy concentration are well captured at continuum level by the distributed order theory.
Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG) according to a predefined score function. While these methods, e.g., greedy equivalence search, may have attractive results with infinite samples and certain model assumptions, they are usually less satisfactory in practice due to finite data and possible violation of assumptions. Motivated by recent advances in neural combinatorial optimization, we propose to use Reinforcement Learning (RL) to search for the DAG with the best scoring. Our encoder-decoder model takes observable data as input and generates graph adjacency matrices that are used to compute rewards. The reward incorporates both the predefined score function and two penalty terms for enforcing acyclicity. In contrast with typical RL applications where the goal is to learn a policy, we use RL as a search strategy and our final output would be the graph, among all graphs generated during training, that achieves the best reward. We conduct experiments on both synthetic and real datasets, and show that the proposed approach not only has an improved search ability but also allows a flexible score function under the acyclicity constraint.
Alternating Direction Method of Multipliers (ADMM) is a widely used tool for machine learning in distributed settings, where a machine learning model is trained over distributed data sources through an interactive process of local computation and message passing. Such an iterative process could cause privacy concerns of data owners. The goal of this paper is to provide differential privacy for ADMM-based distributed machine learning. Prior approaches on differentially private ADMM exhibit low utility under high privacy guarantee and often assume the objective functions of the learning problems to be smooth and strongly convex. To address these concerns, we propose a novel differentially private ADMM-based distributed learning algorithm called DP-ADMM, which combines an approximate augmented Lagrangian function with time-varying Gaussian noise addition in the iterative process to achieve higher utility for general objective functions under the same differential privacy guarantee. We also apply the moments accountant method to bound the end-to-end privacy loss. The theoretical analysis shows that DP-ADMM can be applied to a wider class of distributed learning problems, is provably convergent, and offers an explicit utility-privacy tradeoff. To our knowledge, this is the first paper to provide explicit convergence and utility properties for differentially private ADMM-based distributed learning algorithms. The evaluation results demonstrate that our approach can achieve good convergence and model accuracy under high end-to-end differential privacy guarantee.
Learning with limited data is a key challenge for visual recognition. Few-shot learning methods address this challenge by learning an instance embedding function from seen classes and apply the function to instances from unseen classes with limited labels. This style of transfer learning is task-agnostic: the embedding function is not learned optimally discriminative with respect to the unseen classes, where discerning among them is the target task. In this paper, we propose a novel approach to adapt the embedding model to the target classification task, yielding embeddings that are task-specific and are discriminative. To this end, we employ a type of self-attention mechanism called Transformer to transform the embeddings from task-agnostic to task-specific by focusing on relating instances from the test instances to the training instances in both seen and unseen classes. Our approach also extends to both transductive and generalized few-shot classification, two important settings that have essential use cases. We verify the effectiveness of our model on two standard benchmark few-shot classification datasets --- MiniImageNet and CUB, where our approach demonstrates state-of-the-art empirical performance.
Deep learning (DL) is a high dimensional data reduction technique for constructing high-dimensional predictors in input-output models. DL is a form of machine learning that uses hierarchical layers of latent features. In this article, we review the state-of-the-art of deep learning from a modeling and algorithmic perspective. We provide a list of successful areas of applications in Artificial Intelligence (AI), Image Processing, Robotics and Automation. Deep learning is predictive in its nature rather then inferential and can be viewed as a black-box methodology for high-dimensional function estimation.
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.