This paper studies the algorithmic stability and generalizability of decentralized stochastic gradient descent (D-SGD). We prove that the consensus model learned by D-SGD is $\mathcal{O}{(N^{-1}+m^{-1} +\lambda^2)}$-stable in expectation in the non-convex non-smooth setting, where $N$ is the total sample size, $m$ is the worker number, and $1+\lambda$ is the spectral gap that measures the connectivity of the communication topology. These results then deliver an $\mathcal{O}{(N^{-(1+\alpha)/2}+ m^{-(1+\alpha)/2}+\lambda^{1+\alpha} + \phi_{\mathcal{S}})}$ in-average generalization bound, which is non-vacuous even when $\lambda$ is closed to $1$, in contrast to vacuous as suggested by existing literature on the projected version of D-SGD. Our theory indicates that the generalizability of D-SGD is positively correlated with the spectral gap, and can explain why consensus control in initial training phase can ensure better generalization. Experiments of VGG-11 and ResNet-18 on CIFAR-10, CIFAR-100 and Tiny-ImageNet justify our theory. To our best knowledge, this is the first work on the topology-aware generalization of vanilla D-SGD. Code is available at //github.com/Raiden-Zhu/Generalization-of-DSGD.
Stochastic gradient descent (SGD) is a scalable and memory-efficient optimization algorithm for large datasets and stream data, which has drawn a great deal of attention and popularity. The applications of SGD-based estimators to statistical inference such as interval estimation have also achieved great success. However, most of the related works are based on i.i.d. observations or Markov chains. When the observations come from a mixing time series, how to conduct valid statistical inference remains unexplored. As a matter of fact, the general correlation among observations imposes a challenge on interval estimation. Most existing methods may ignore this correlation and lead to invalid confidence intervals. In this paper, we propose a mini-batch SGD estimator for statistical inference when the data is $\phi$-mixing. The confidence intervals are constructed using an associated mini-batch bootstrap SGD procedure. Using ``independent block'' trick from \cite{yu1994rates}, we show that the proposed estimator is asymptotically normal, and its limiting distribution can be effectively approximated by the bootstrap procedure. The proposed method is memory-efficient and easy to implement in practice. Simulation studies on synthetic data and an application to a real-world dataset confirm our theory.
Training at the edge utilizes continuously evolving data generated at different locations. Privacy concerns prohibit the co-location of this spatially as well as temporally distributed data, deeming it crucial to design training algorithms that enable efficient continual learning over decentralized private data. Decentralized learning allows serverless training with spatially distributed data. A fundamental barrier in such distributed learning is the high bandwidth cost of communicating model updates between agents. Moreover, existing works under this training paradigm are not inherently suitable for learning a temporal sequence of tasks while retaining the previously acquired knowledge. In this work, we propose CoDeC, a novel communication-efficient decentralized continual learning algorithm which addresses these challenges. We mitigate catastrophic forgetting while learning a task sequence in a decentralized learning setup by combining orthogonal gradient projection with gossip averaging across decentralized agents. Further, CoDeC includes a novel lossless communication compression scheme based on the gradient subspaces. We express layer-wise gradients as a linear combination of the basis vectors of these gradient subspaces and communicate the associated coefficients. We theoretically analyze the convergence rate for our algorithm and demonstrate through an extensive set of experiments that CoDeC successfully learns distributed continual tasks with minimal forgetting. The proposed compression scheme results in up to 4.8x reduction in communication costs with iso-performance as the full communication baseline.
We present a new family of information-theoretic generalization bounds, in which the training loss and the population loss are compared through a jointly convex function. This function is upper-bounded in terms of the disintegrated, samplewise, evaluated conditional mutual information (CMI), an information measure that depends on the losses incurred by the selected hypothesis, rather than on the hypothesis itself, as is common in probably approximately correct (PAC)-Bayesian results. We demonstrate the generality of this framework by recovering and extending previously known information-theoretic bounds. Furthermore, using the evaluated CMI, we derive a samplewise, average version of Seeger's PAC-Bayesian bound, where the convex function is the binary KL divergence. In some scenarios, this novel bound results in a tighter characterization of the population loss of deep neural networks than previous bounds. Finally, we derive high-probability versions of some of these average bounds. We demonstrate the unifying nature of the evaluated CMI bounds by using them to recover average and high-probability generalization bounds for multiclass classification with finite Natarajan dimension.
In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively studied, other measures that reflect an aversion to adverse outcomes, such as mean-variance or conditional value-at-risk (CVaR), can be of interest for critical applications (healthcare, agriculture). Algorithms have been proposed for such risk-aware measures under bandit feedback without contextual information. In this work, we study contextual bandits where such risk measures can be elicited as linear functions of the contexts through the minimization of a convex loss. A typical example that fits within this framework is the expectile measure, which is obtained as the solution of an asymmetric least-square problem. Using the method of mixtures for supermartingales, we derive confidence sequences for the estimation of such risk measures. We then propose an optimistic UCB algorithm to learn optimal risk-aware actions, with regret guarantees similar to those of generalized linear bandits. This approach requires solving a convex problem at each round of the algorithm, which we can relax by allowing only approximated solution obtained by online gradient descent, at the cost of slightly higher regret. We conclude by evaluating the resulting algorithms on numerical experiments.
Decentralized learning offers privacy and communication efficiency when data are naturally distributed among agents communicating over an underlying graph. Motivated by overparameterized learning settings, in which models are trained to zero training loss, we study algorithmic and generalization properties of decentralized learning with gradient descent on separable data. Specifically, for decentralized gradient descent (DGD) and a variety of loss functions that asymptote to zero at infinity (including exponential and logistic losses), we derive novel finite-time generalization bounds. This complements a long line of recent work that studies the generalization performance and the implicit bias of gradient descent over separable data, but has thus far been limited to centralized learning scenarios. Notably, our generalization bounds approximately match in order their centralized counterparts. Critical behind this, and of independent interest, is establishing novel bounds on the training loss and the rate-of-consensus of DGD for a class of self-bounded losses. Finally, on the algorithmic front, we design improved gradient-based routines for decentralized learning with separable data and empirically demonstrate orders-of-magnitude of speed-up in terms of both training and generalization performance.
A recent line of works, initiated by Russo and Xu, has shown that the generalization error of a learning algorithm can be upper bounded by information measures. In most of the relevant works, the convergence rate of the expected generalization error is in the form of $O(\sqrt{\lambda/n})$ where $\lambda$ is some information-theoretic quantities such as the mutual information or conditional mutual information between the data and the learned hypothesis. However, such a learning rate is typically considered to be ``slow", compared to a ``fast rate" of $O(\lambda/n)$ in many learning scenarios. In this work, we first show that the square root does not necessarily imply a slow rate, and a fast rate result can still be obtained using this bound under appropriate assumptions. Furthermore, we identify the critical conditions needed for the fast rate generalization error, which we call the $(\eta,c)$-central condition. Under this condition, we give information-theoretic bounds on the generalization error and excess risk, with a fast convergence rate for specific learning algorithms such as empirical risk minimization and its regularized version. Finally, several analytical examples are given to show the effectiveness of the bounds.
In this paper, we propose IMA-GNN as an In-Memory Accelerator for centralized and decentralized Graph Neural Network inference, explore its potential in both settings and provide a guideline for the community targeting flexible and efficient edge computation. Leveraging IMA-GNN, we first model the computation and communication latencies of edge devices. We then present practical case studies on GNN-based taxi demand and supply prediction and also adopt four large graph datasets to quantitatively compare and analyze centralized and decentralized settings. Our cross-layer simulation results demonstrate that on average, IMA-GNN in the centralized setting can obtain ~790x communication speed-up compared to the decentralized GNN setting. However, the decentralized setting performs computation ~1400x faster while reducing the power consumption per device. This further underlines the need for a hybrid semi-decentralized GNN approach.
We consider the problem of computing a Gaussian approximation to the posterior distribution of a parameter given a large number N of observations and a Gaussian prior, when the dimension of the parameter d is also large. To address this problem we build on a recently introduced recursive algorithm for variational Gaussian approximation of the posterior, called recursive variational Gaussian approximation (RVGA), which is a single pass algorithm, free of parameter tuning. In this paper, we consider the case where the parameter dimension d is high, and we propose a novel version of RVGA that scales linearly in the dimension d (as well as in the number of observations N), and which only requires linear storage capacity in d. This is afforded by the use of a novel recursive expectation maximization (EM) algorithm applied for factor analysis introduced herein, to approximate at each step the covariance matrix of the Gaussian distribution conveying the uncertainty in the parameter. The approach is successfully illustrated on the problems of high dimensional least-squares and logistic regression, and generalized to a large class of nonlinear models.
We study decentralized multi-agent learning in bipartite queueing systems, a standard model for service systems. In particular, N agents request service from K servers in a fully decentralized way, i.e, by running the same algorithm without communication. Previous decentralized algorithms are restricted to symmetric systems, have performance that is degrading exponentially in the number of servers, require communication through shared randomness and unique agent identities, and are computationally demanding. In contrast, we provide a simple learning algorithm that, when run decentrally by each agent, leads the queueing system to have efficient performance in general asymmetric bipartite queueing systems while also having additional robustness properties. Along the way, we provide the first provably efficient UCB-based algorithm for the centralized case of the problem.
Knowledge graphs represent factual knowledge about the world as relationships between concepts and are critical for intelligent decision making in enterprise applications. New knowledge is inferred from the existing facts in the knowledge graphs by encoding the concepts and relations into low-dimensional feature vector representations. The most effective representations for this task, called Knowledge Graph Embeddings (KGE), are learned through neural network architectures. Due to their impressive predictive performance, they are increasingly used in high-impact domains like healthcare, finance and education. However, are the black-box KGE models adversarially robust for use in domains with high stakes? This thesis argues that state-of-the-art KGE models are vulnerable to data poisoning attacks, that is, their predictive performance can be degraded by systematically crafted perturbations to the training knowledge graph. To support this argument, two novel data poisoning attacks are proposed that craft input deletions or additions at training time to subvert the learned model's performance at inference time. These adversarial attacks target the task of predicting the missing facts in knowledge graphs using KGE models, and the evaluation shows that the simpler attacks are competitive with or outperform the computationally expensive ones. The thesis contributions not only highlight and provide an opportunity to fix the security vulnerabilities of KGE models, but also help to understand the black-box predictive behaviour of KGE models.