Bayesian learning via Stochastic Gradient Langevin Dynamics (SGLD) has been suggested for differentially private learning. While previous research provides differential privacy bounds for SGLD at the initial steps of the algorithm or when close to convergence, the question of what differential privacy guarantees can be made in between remains unanswered. This interim region is of great importance, especially for Bayesian neural networks, as it is hard to guarantee convergence to the posterior. This paper shows that using SGLD might result in unbounded privacy loss for this interim region, even when sampling from the posterior is as differentially private as desired.
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神經網絡（Neural Networks）是世界上三個最古老的神經建模學會的檔案期刊:國際神經網絡學會(INNS)、歐洲神經網絡學會(ENNS)和日本神經網絡學會(JNNS)。神經網絡提供了一個論壇，以發展和培育一個國際社會的學者和實踐者感興趣的所有方面的神經網絡和相關方法的計算智能。神經網絡歡迎高質量論文的提交，有助于全面的神經網絡研究，從行為和大腦建模，學習算法，通過數學和計算分析，系統的工程和技術應用，大量使用神經網絡的概念和技術。這一獨特而廣泛的范圍促進了生物和技術研究之間的思想交流，并有助于促進對生物啟發的計算智能感興趣的跨學科社區的發展。因此，神經網絡編委會代表的專家領域包括心理學，神經生物學，計算機科學，工程，數學，物理。該雜志發表文章、信件和評論以及給編輯的信件、社論、時事、軟件調查和專利信息。文章發表在五個部分之一:認知科學，神經科學，學習系統，數學和計算分析、工程和應用。
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Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural architecture to learn solution operators of PDEs with (possibly stochastic) forcing from partially observed data. The proposed Neural SPDE model provides an extension to two popular classes of physics-inspired architectures. On the one hand, it extends Neural CDEs and variants -- continuous-time analogues of RNNs -- in that it is capable of processing incoming sequential information arriving irregularly in time and observed at arbitrary spatial resolutions. On the other hand, it extends Neural Operators -- generalizations of neural networks to model mappings between spaces of functions -- in that it can parameterize solution operators of SPDEs depending simultaneously on the initial condition and a realization of the driving noise. By performing operations in the spectral domain, we show how a Neural SPDE can be evaluated in two ways, either by calling an ODE solver (emulating a spectral Galerkin scheme), or by solving a fixed point problem. Experiments on various semilinear SPDEs, including the stochastic Navier-Stokes equations, demonstrate how the Neural SPDE model is capable of learning complex spatiotemporal dynamics in a resolution-invariant way, with better accuracy and lighter training data requirements compared to alternative models, and up to 3 orders of magnitude faster than traditional solvers.
Feature propagation in Deep Neural Networks (DNNs) can be associated to nonlinear discrete dynamical systems. The novelty, in this paper, lies in letting the discretization parameter (time step-size) vary from layer to layer, which needs to be learned, in an optimization framework. The proposed framework can be applied to any of the existing networks such as ResNet, DenseNet or Fractional-DNN. This framework is shown to help overcome the vanishing and exploding gradient issues. Stability of some of the existing continuous DNNs such as Fractional-DNN is also studied. The proposed approach is applied to an ill-posed 3D-Maxwell's equation.
Stochastic Gradient Descent (SGD) is a central tool in machine learning. We prove that SGD converges to zero loss, even with a fixed (non-vanishing) learning rate - in the special case of homogeneous linear classifiers with smooth monotone loss functions, optimized on linearly separable data. Previous works assumed either a vanishing learning rate, iterate averaging, or loss assumptions that do not hold for monotone loss functions used for classification, such as the logistic loss. We prove our result on a fixed dataset, both for sampling with or without replacement. Furthermore, for logistic loss (and similar exponentially-tailed losses), we prove that with SGD the weight vector converges in direction to the $L_2$ max margin vector as $O(1/\log(t))$ for almost all separable datasets, and the loss converges as $O(1/t)$ - similarly to gradient descent. Lastly, we examine the case of a fixed learning rate proportional to the minibatch size. We prove that in this case, the asymptotic convergence rate of SGD (with replacement) does not depend on the minibatch size in terms of epochs, if the support vectors span the data. These results may suggest an explanation to similar behaviors observed in deep networks, when trained with SGD.
In this paper, we present a scalable deep learning approach to solve opinion dynamics stochastic optimal control problems with mean field term coupling in the dynamics and cost function. Our approach relies on the probabilistic representation of the solution of the Hamilton-Jacobi-Bellman partial differential equation. Grounded on the nonlinear version of the Feynman-Kac lemma, the solutions of the Hamilton-Jacobi-Bellman partial differential equation are linked to the solution of Forward-Backward Stochastic Differential Equations. These equations can be solved numerically using a novel deep neural network with architecture tailored to the problem in consideration. The resulting algorithm is tested on a polarized opinion consensus experiment. The large-scale (10K) agents experiment validates the scalability and generalizability of our algorithm. The proposed framework opens up the possibility for future applications on extremely large-scale problems.
The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have nowadays gained particular attention. In this paper, we study two variants of this kind, namely, the Stochastic Variance Reduced Gradient Langevin Dynamics and the Stochastic Recursive Gradient Langevin Dynamics. We prove their convergence to the objective distribution in terms of KL-divergence under the sole assumptions of smoothness and Log-Sobolev inequality which are weaker conditions than those used in prior works for these algorithms. With the batch size and the inner loop length set to $\sqrt{n}$, the gradient complexity to achieve an $\epsilon$-precision is $\tilde{O}((n+dn^{1/2}\epsilon^{-1})\gamma^2 L^2\alpha^{-2})$, which is an improvement from any previous analyses. We also show some essential applications of our result to non-convex optimization.
We introduce a novel methodology for particle filtering in dynamical systems where the evolution of the signal of interest is described by a SDE and observations are collected instantaneously at prescribed time instants. The new approach includes the discretisation of the SDE and the design of efficient particle filters for the resulting discrete-time state-space model. The discretisation scheme converges with weak order 1 and it is devised to create a sequential dependence structure along the coordinates of the discrete-time state vector. We introduce a class of space-sequential particle filters that exploits this structure to improve performance when the system dimension is large. This is numerically illustrated by a set of computer simulations for a stochastic Lorenz 96 system with additive noise. The new space-sequential particle filters attain approximately constant estimation errors as the dimension of the Lorenz 96 system is increased, with a computational cost that increases polynomially, rather than exponentially, with the system dimension. Besides the new numerical scheme and particle filters, we provide in this paper a general framework for discrete-time filtering in continuous-time dynamical systems described by a SDE and instantaneous observations. Provided that the SDE is discretised using a weakly-convergent scheme, we prove that the marginal posterior laws of the resulting discrete-time state-space model converge to the posterior marginal posterior laws of the original continuous-time state-space model under a suitably defined metric. This result is general and not restricted to the numerical scheme or particle filters specifically studied in this manuscript.
Enforcing fairness in private federated learning via the modified method of differential multipliers
Federated learning with differential privacy, or private federated learning, provides a strategy to train machine learning models while respecting users' privacy. However, differential privacy can disproportionately degrade the performance of the models on under-represented groups, as these parts of the distribution are difficult to learn in the presence of noise. Existing approaches for enforcing fairness in machine learning models have considered the centralized setting, in which the algorithm has access to the users' data. This paper introduces an algorithm to enforce group fairness in private federated learning, where users' data does not leave their devices. First, the paper extends the modified method of differential multipliers to empirical risk minimization with fairness constraints, thus providing an algorithm to enforce fairness in the central setting. Then, this algorithm is extended to the private federated learning setting. The proposed algorithm, \texttt{FPFL}, is tested on a federated version of the Adult dataset and an "unfair" version of the FEMNIST dataset. The experiments on these datasets show how private federated learning accentuates unfairness in the trained models, and how FPFL is able to mitigate such unfairness.
We prove linear convergence of gradient descent to a global minimum for the training of deep residual networks with constant layer width and smooth activation function. We further show that the trained weights, as a function of the layer index, admits a scaling limit which is H\"older continuous as the depth of the network tends to infinity. The proofs are based on non-asymptotic estimates of the loss function and of norms of the network weights along the gradient descent path. We illustrate the relevance of our theoretical results to practical settings using detailed numerical experiments on supervised learning problems.
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.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
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