Tensors, i.e., multi-linear functions, are a fundamental building block of machine learning algorithms. In order to train on large data-sets, it is common practice to distribute the computation amongst workers. However, stragglers and other faults can severely impact the performance and overall training time. A novel strategy to mitigate these failures is the use of coded computation. We introduce a new metric for analysis called the typical recovery threshold, which focuses on the most likely event and provide a novel construction of distributed coded tensor operations which are optimal with this measure. We show that our general framework encompasses many other computational schemes and metrics as a special case. In particular, we prove that the recovery threshold and the tensor rank can be recovered as a special case of the typical recovery threshold when the probability of noise, i.e., a fault, is equal to zero, thereby providing a noisy generalization of noiseless computation as a serendipitous result. Far from being a purely theoretical construction, these definitions lead us to practical random code constructions, i.e., locally random p-adic alloy codes, which are optimal with respect to the measures. We analyze experiments conducted on Amazon EC2 and establish that they are faster and more numerically stable than many other benchmark computation schemes in practice, as is predicted by theory.
In this paper, we propose a new covering technique localized for the trajectories of SGD. This localization provides an algorithm-specific complexity measured by the covering number, which can have dimension-independent cardinality in contrast to standard uniform covering arguments that result in exponential dimension dependency. Based on this localized construction, we show that if the objective function is a finite perturbation of a piecewise strongly convex and smooth function with $P$ pieces, i.e. non-convex and non-smooth in general, the generalization error can be upper bounded by $O(\sqrt{(\log n\log(nP))/n})$, where $n$ is the number of data samples. In particular, this rate is independent of dimension and does not require early stopping and decaying step size. Finally, we employ these results in various contexts and derive generalization bounds for multi-index linear models, multi-class support vector machines, and $K$-means clustering for both hard and soft label setups, improving the known state-of-the-art rates.
Federated learning, where algorithms are trained across multiple decentralized devices without sharing local data, is increasingly popular in distributed machine learning practice. Typically, a graph structure $G$ exists behind local devices for communication. In this work, we consider parameter estimation in federated learning with data distribution and communication heterogeneity, as well as limited computational capacity of local devices. We encode the distribution heterogeneity by parametrizing distributions on local devices with a set of distinct $p$-dimensional vectors. We then propose to jointly estimate parameters of all devices under the $M$-estimation framework with the fused Lasso regularization, encouraging an equal estimate of parameters on connected devices in $G$. We provide a general result for our estimator depending on $G$, which can be further calibrated to obtain convergence rates for various specific problem setups. Surprisingly, our estimator attains the optimal rate under certain graph fidelity condition on $G$, as if we could aggregate all samples sharing the same distribution. If the graph fidelity condition is not met, we propose an edge selection procedure via multiple testing to ensure the optimality. To ease the burden of local computation, a decentralized stochastic version of ADMM is provided, with convergence rate $O(T^{-1}\log T)$ where $T$ denotes the number of iterations. We highlight that, our algorithm transmits only parameters along edges of $G$ at each iteration, without requiring a central machine, which preserves privacy. We further extend it to the case where devices are randomly inaccessible during the training process, with a similar algorithmic convergence guarantee. The computational and statistical efficiency of our method is evidenced by simulation experiments and the 2020 US presidential election data set.
Signed and directed networks are ubiquitous in real-world applications. However, there has been relatively little work proposing spectral graph neural networks (GNNs) for such networks. Here we introduce a signed directed Laplacian matrix, which we call the magnetic signed Laplacian, as a natural generalization of both the signed Laplacian on signed graphs and the magnetic Laplacian on directed graphs. We then use this matrix to construct a novel efficient spectral GNN architecture and conduct extensive experiments on both node clustering and link prediction tasks. In these experiments, we consider tasks related to signed information, tasks related to directional information, and tasks related to both signed and directional information. We demonstrate that our proposed spectral GNN is effective for incorporating both signed and directional information, and attains leading performance on a wide range of data sets. Additionally, we provide a novel synthetic network model, which we refer to as the signed directed stochastic block model, and a number of novel real-world data sets based on lead-lag relationships in financial time series.
In this article, we propose a novel spatial global-local spike-and-slab selection prior for image-on-scalar regression. We consider a Bayesian hierarchical Gaussian process model for image smoothing, that uses a flexible Inverse-Wishart process prior to handle within-image dependency, and propose a general global-local spatial selection prior that extends a rich class of well-studied selection priors. Unlike existing constructions, we achieve simultaneous global (i.e, at covariate-level) and local (i.e., at pixel/voxel-level) selection by introducing `participation rate' parameters that measure the probability for the individual covariates to affect the observed images. This along with a hard-thresholding strategy leads to dependency between selections at the two levels, introduces extra sparsity at the local level, and allows the global selection to be informed by the local selection, all in a model-based manner. We design an efficient Gibbs sampler that allows inference for large image data. We show on simulated data that parameters are interpretable and lead to efficient selection. Finally, we demonstrate performance of the proposed model by using data from the Autism Brain Imaging Data Exchange (ABIDE) study. To the best of our knowledge, the proposed model construction is the first in the Bayesian literature to simultaneously achieve image smoothing, parameter estimation and a two-level variable selection for image-on-scalar regression.
In this paper, we study the offline change point localization problem in a sequence of dependent nonparametric random dot product graphs. To be specific, assume that at every time point, a network is generated from a nonparametric random dot product graph model \citep[see e.g.][]{athreya2017statistical}, where the latent positions are generated from unknown underlying distributions. The underlying distributions are piecewise constant in time and change at unknown locations, called change points. Most importantly, we allow for dependence among networks generated between two consecutive change points. This setting incorporates edge-dependence within networks and temporal dependence between networks, which is the most flexible setting in the published literature. To accomplish the task of consistently localizing change points, we propose a novel change point detection algorithm, consisting of two steps. First, we estimate the latent positions of the random dot product model, our theoretical result being a refined version of the state-of-the-art results, allowing the dimension of the latent positions to diverge. Subsequently, we construct a nonparametric version of the CUSUM statistic \citep[e.g.][]{Page1954, padilla2019optimal} that allows for temporal dependence. Consistent localization is proved theoretically and supported by extensive numerical experiments, which illustrate state-of-the-art performance. We also provide in depth discussion of possible extensions to give more understanding and insights.
We study the problem of high-dimensional sparse linear regression in a distributed setting under both computational and communication constraints. Specifically, we consider a star topology network whereby several machines are connected to a fusion center, with whom they can exchange relatively short messages. Each machine holds noisy samples from a linear regression model with the same unknown sparse $d$-dimensional vector of regression coefficients $\theta$. The goal of the fusion center is to estimate the vector $\theta$ and its support using few computations and limited communication at each machine. In this work, we consider distributed algorithms based on Orthogonal Matching Pursuit (OMP) and theoretically study their ability to exactly recover the support of $\theta$. We prove that under certain conditions, even at low signal-to-noise-ratios where individual machines are unable to detect the support of $\theta$, distributed-OMP methods correctly recover it with total communication sublinear in $d$. In addition, we present simulations that illustrate the performance of distributed OMP-based algorithms and show that they perform similarly to more sophisticated and computationally intensive methods, and in some cases even outperform them.
Noisy labels in large E-commerce product data (i.e., product items are placed into incorrect categories) are a critical issue for product categorization task because they are unavoidable, non-trivial to remove and degrade prediction performance significantly. Training a product title classification model which is robust to noisy labels in the data is very important to make product classification applications more practical. In this paper, we study the impact of instance-dependent noise to performance of product title classification by comparing our data denoising algorithm and different noise-resistance training algorithms which were designed to prevent a classifier model from over-fitting to noise. We develop a simple yet effective Deep Neural Network for product title classification to use as a base classifier. Along with recent methods of stimulating instance-dependent noise, we propose a novel noise stimulation algorithm based on product title similarity. Our experiments cover multiple datasets, various noise methods and different training solutions. Results uncover the limit of classification task when noise rate is not negligible and data distribution is highly skewed.
Out-of-distribution (OOD) detection is critical to ensuring the reliability and safety of machine learning systems. For instance, in autonomous driving, we would like the driving system to issue an alert and hand over the control to humans when it detects unusual scenes or objects that it has never seen before and cannot make a safe decision. This problem first emerged in 2017 and since then has received increasing attention from the research community, leading to a plethora of methods developed, ranging from classification-based to density-based to distance-based ones. Meanwhile, several other problems are closely related to OOD detection in terms of motivation and methodology. These include anomaly detection (AD), novelty detection (ND), open set recognition (OSR), and outlier detection (OD). Despite having different definitions and problem settings, these problems often confuse readers and practitioners, and as a result, some existing studies misuse terms. In this survey, we first present a generic framework called generalized OOD detection, which encompasses the five aforementioned problems, i.e., AD, ND, OSR, OOD detection, and OD. Under our framework, these five problems can be seen as special cases or sub-tasks, and are easier to distinguish. Then, we conduct a thorough review of each of the five areas by summarizing their recent technical developments. We conclude this survey with open challenges and potential research directions.
Embedding models for deterministic Knowledge Graphs (KG) have been extensively studied, with the purpose of capturing latent semantic relations between entities and incorporating the structured knowledge into machine learning. However, there are many KGs that model uncertain knowledge, which typically model the inherent uncertainty of relations facts with a confidence score, and embedding such uncertain knowledge represents an unresolved challenge. The capturing of uncertain knowledge will benefit many knowledge-driven applications such as question answering and semantic search by providing more natural characterization of the knowledge. In this paper, we propose a novel uncertain KG embedding model UKGE, which aims to preserve both structural and uncertainty information of relation facts in the embedding space. Unlike previous models that characterize relation facts with binary classification techniques, UKGE learns embeddings according to the confidence scores of uncertain relation facts. To further enhance the precision of UKGE, we also introduce probabilistic soft logic to infer confidence scores for unseen relation facts during training. We propose and evaluate two variants of UKGE based on different learning objectives. Experiments are conducted on three real-world uncertain KGs via three tasks, i.e. confidence prediction, relation fact ranking, and relation fact classification. UKGE shows effectiveness in capturing uncertain knowledge by achieving promising results on these tasks, and consistently outperforms baselines on these tasks.
With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.