Recently, score-based generative models have been successfully employed for the task of speech enhancement. A stochastic differential equation is used to model the iterative forward process, where at each step environmental noise and white Gaussian noise are added to the clean speech signal. While in limit the mean of the forward process ends at the noisy mixture, in practice it stops earlier and thus only at an approximation of the noisy mixture. This results in a discrepancy between the terminating distribution of the forward process and the prior used for solving the reverse process at inference. In this paper, we address this discrepancy and propose a forward process based on a Brownian bridge. We show that such a process leads to a reduction of the mismatch compared to previous diffusion processes. More importantly, we show that our approach improves in objective metrics over the baseline process with only half of the iteration steps and having one hyperparameter less to tune.
Complex networks are used to model many real-world systems. However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like POD can be used in such cases. However, these models are susceptible to perturbations in the input data. We propose an algorithmic framework that combines techniques from pattern recognition (PR) and stochastic filtering theory to enhance the output of such models. The results of our study show that our method can improve the accuracy of the surrogate model under perturbed inputs. Deep Neural Networks (DNNs) are susceptible to adversarial attacks. However, recent research has revealed that neural Ordinary Differential Equations (ODEs) exhibit robustness in specific applications. We benchmark our algorithmic framework with a Neural ODE-based approach as a reference.
Implicit generative modeling (IGM) aims to produce samples of synthetic data matching the characteristics of a target data distribution. Recent work (e.g. score-matching networks, diffusion models) has approached the IGM problem from the perspective of pushing synthetic source data toward the target distribution via dynamical perturbations or flows in the ambient space. In this direction, we present the score difference (SD) between arbitrary target and source distributions as a flow that optimally reduces the Kullback-Leibler divergence between them while also solving the Schroedinger bridge problem. We apply the SD flow to convenient proxy distributions, which are aligned if and only if the original distributions are aligned. We demonstrate the formal equivalence of this formulation to denoising diffusion models under certain conditions. We also show that the training of generative adversarial networks includes a hidden data-optimization sub-problem, which induces the SD flow under certain choices of loss function when the discriminator is optimal. As a result, the SD flow provides a theoretical link between model classes that individually address the three challenges of the "generative modeling trilemma" -- high sample quality, mode coverage, and fast sampling -- thereby setting the stage for a unified approach.
Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence of optimization errors, while the generalization analysis of stochastic optimization is much lagging behind. This is especially the case for nonconvex and nonsmooth problems often encountered in practice. In this paper, we initialize a systematic stability and generalization analysis of stochastic optimization on nonconvex and nonsmooth problems. We introduce novel algorithmic stability measures and establish their quantitative connection on the gap between population gradients and empirical gradients, which is then further extended to study the gap between the Moreau envelope of the empirical risk and that of the population risk. To our knowledge, these quantitative connection between stability and generalization in terms of either gradients or Moreau envelopes have not been studied in the literature. We introduce a class of sampling-determined algorithms, for which we develop bounds for three stability measures. Finally, we apply these discussions to derive error bounds for stochastic gradient descent and its adaptive variant, where we show how to achieve an implicit regularization by tuning the step sizes and the number of iterations.
Model inversion attacks (MIAs) are aimed at recovering private data from a target model's training set, which poses a threat to the privacy of deep learning models. MIAs primarily focus on the white-box scenario where the attacker has full access to the structure and parameters of the target model. However, practical applications are black-box, it is not easy for adversaries to obtain model-related parameters, and various models only output predicted labels. Existing black-box MIAs primarily focused on designing the optimization strategy, and the generative model is only migrated from the GAN used in white-box MIA. Our research is the pioneering study of feasible attack models in label-only black-box scenarios, to the best of our knowledge. In this paper, we develop a novel method of MIA using the conditional diffusion model to recover the precise sample of the target without any extra optimization, as long as the target model outputs the label. Two primary techniques are introduced to execute the attack. Firstly, select an auxiliary dataset that is relevant to the target model task, and the labels predicted by the target model are used as conditions to guide the training process. Secondly, target labels and random standard normally distributed noise are input into the trained conditional diffusion model, generating target samples with pre-defined guidance strength. We then filter out the most robust and representative samples. Furthermore, we propose for the first time to use Learned Perceptual Image Patch Similarity (LPIPS) as one of the evaluation metrics for MIA, with systematic quantitative and qualitative evaluation in terms of attack accuracy, realism, and similarity. Experimental results show that this method can generate similar and accurate data to the target without optimization and outperforms generators of previous approaches in the label-only scenario.
In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to approximate multi-term fractional derivatives in time, requiring only $O(1)$ storage and $O(N_T)$ computational complexity, where $N_T$ denotes the total number of time steps. Then we use a Legendre spectral collocation method for spatial discretization. The stability and convergence of the scheme have been thoroughly discussed and rigorously established. We demonstrate that the proposed scheme is unconditionally stable and convergent with an order of $O(\left(\Delta t\right)^{2}+N^{-m})$, where $\Delta t$, $N$, and $m$ represent the timestep size, polynomial degree, and regularity in the spatial variable of the exact solution, respectively. Numerical results are presented to validate the theoretical predictions.
The streaming model is an abstraction of computing over massive data streams, which is a popular way of dealing with large-scale modern data analysis. In this model, there is a stream of data points, one after the other. A streaming algorithm is only allowed one pass over the data stream, and the goal is to perform some analysis during the stream while using as small space as possible. Clustering problems (such as $k$-means and $k$-median) are fundamental unsupervised machine learning primitives, and streaming clustering algorithms have been extensively studied in the past. However, since data privacy becomes a central concern in many real-world applications, non-private clustering algorithms are not applicable in many scenarios. In this work, we provide the first differentially private streaming algorithms for $k$-means and $k$-median clustering of $d$-dimensional Euclidean data points over a stream with length at most $T$ using $poly(k,d,\log(T))$ space to achieve a {\it constant} multiplicative error and a $poly(k,d,\log(T))$ additive error. In particular, we present a differentially private streaming clustering framework which only requires an offline DP coreset algorithm as a blackbox. By plugging in existing DP coreset results via Ghazi, Kumar, Manurangsi 2020 and Kaplan, Stemmer 2018, we achieve (1) a $(1+\gamma)$-multiplicative approximation with $\tilde{O}_\gamma(poly(k,d,\log(T)))$ space for any $\gamma>0$, and the additive error is $poly(k,d,\log(T))$ or (2) an $O(1)$-multiplicative approximation with $\tilde{O}(k \cdot poly(d,\log(T)))$ space and $poly(k,d,\log(T))$ additive error. In addition, our algorithmic framework is also differentially private under the continual release setting, i.e., the union of outputs of our algorithms at every timestamp is always differentially private.
Computational methods for thermal radiative transfer problems exhibit high computational costs and a prohibitive memory footprint when the spatial and directional domains are finely resolved. A strategy to reduce such computational costs is dynamical low-rank approximation (DLRA), which represents and evolves the solution on a low-rank manifold, thereby significantly decreasing computational and memory requirements. Efficient discretizations for the DLRA evolution equations need to be carefully constructed to guarantee stability while enabling mass conservation. In this work, we focus on the Su-Olson closure and derive a stable discretization through an implicit coupling of energy and radiation density. Moreover, we propose a rank-adaptive strategy to preserve local mass conservation. Numerical results are presented which showcase the accuracy and efficiency of the proposed method.
We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation leverages conventional PDE discretization techniques, deep neural networks, probabilistic modelling, and variational inference to assemble a fully probabilistic coherent framework. In the posited probabilistic model, both the forward and inverse maps are approximated as Gaussian distributions with a mean and covariance parameterized by deep neural networks. The PDE residual is assumed to be an observed random vector of value zero, hence we model it as a random vector with a zero mean and a user-prescribed covariance. The model is trained by maximizing the probability, that is the evidence or marginal likelihood, of observing a residual of zero by maximizing the evidence lower bound (ELBO). Consequently, the proposed methodology does not require any independent PDE solves and is physics-informed at training time, allowing the real-time solution of PDE forward and inverse problems after training. The proposed framework can be easily extended to seamlessly integrate observed data to solve inverse problems and to build generative models. We demonstrate the efficiency and robustness of our method on finite element discretized parametric PDE problems such as linear and nonlinear Poisson problems, elastic shells with complex 3D geometries, and time-dependent nonlinear and inhomogeneous PDEs using a physics-informed neural network (PINN) discretization. We achieve up to three orders of magnitude speed-up after training compared to traditional finite element method (FEM), while outputting coherent uncertainty estimates.
Modern machine learning algorithms aim to extract fine-grained information from data to provide accurate predictions, which often conflicts with the goal of privacy protection. This paper addresses the practical and theoretical importance of developing privacy-preserving machine learning algorithms that ensure good performance while preserving privacy. In this paper, we focus on the privacy and utility (measured by excess risk bounds) performances of differentially private stochastic gradient descent (SGD) algorithms in the setting of stochastic convex optimization. Specifically, we examine the pointwise problem in the low-noise setting for which we derive sharper excess risk bounds for the differentially private SGD algorithm. In the pairwise learning setting, we propose a simple differentially private SGD algorithm based on gradient perturbation. Furthermore, we develop novel utility bounds for the proposed algorithm, proving that it achieves optimal excess risk rates even for non-smooth losses. Notably, we establish fast learning rates for privacy-preserving pairwise learning under the low-noise condition, which is the first of its kind.
The dynamic vehicle dispatching problem corresponds to deciding which vehicles to assign to requests that arise stochastically over time and space. It emerges in diverse areas, such as in the assignment of trucks to loads to be transported; in emergency systems; and in ride-hailing services. In this paper, we model the problem as a semi-Markov decision process, which allows us to treat time as continuous. In this setting, decision epochs coincide with discrete events whose time intervals are random. We argue that an event-based approach substantially reduces the combinatorial complexity of the decision space and overcomes other limitations of discrete-time models often proposed in the literature. In order to test our approach, we develop a new discrete-event simulator and use double deep q-learning to train our decision agents. Numerical experiments are carried out in realistic scenarios using data from New York City. We compare the policies obtained through our approach with heuristic policies often used in practice. Results show that our policies exhibit better average waiting times, cancellation rates and total service times, with reduction in average waiting times of up to 50% relative to the other tested heuristic policies.