Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms usually relies on having access to a large quantity of observations in order to achieve a high level of accuracy and, with certain classes of functions, these algorithms could take multiple epochs of data points to catch on. Herein, a different technique with the potential of achieving dramatically better speeds of convergence, especially for shallow networks, is explored: it does not curve-follow but rather relies on 'decoupling' hidden layers and on updating their weighted connections through bootstrapping, resampling and linear regression. By utilizing resampled observations, the convergence of this process is empirically shown to be remarkably fast and to require a lower amount of data points: in particular, our experiments show that one needs a fraction of the observations that are required with traditional neural network training methods to approximate various classes of functions.
Reinforcement learning (RL) algorithms have proven transformative in a range of domains. To tackle real-world domains, these systems often use neural networks to learn policies directly from pixels or other high-dimensional sensory input. By contrast, much theory of RL has focused on discrete state spaces or worst-case analysis, and fundamental questions remain about the dynamics of policy learning in high-dimensional settings. Here, we propose a solvable high-dimensional model of RL that can capture a variety of learning protocols, and derive its typical dynamics as a set of closed-form ordinary differential equations (ODEs). We derive optimal schedules for the learning rates and task difficulty - analogous to annealing schemes and curricula during training in RL - and show that the model exhibits rich behaviour, including delayed learning under sparse rewards; a variety of learning regimes depending on reward baselines; and a speed-accuracy trade-off driven by reward stringency. Experiments on variants of the Procgen game "Bossfight" and Arcade Learning Environment game "Pong" also show such a speed-accuracy trade-off in practice. Together, these results take a step towards closing the gap between theory and practice in high-dimensional RL.
We consider the problem of learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights. We consider the asymptotic limit where the number of samples, the input dimension and the network width are proportionally large. We propose a closed-form expression for the Bayes-optimal test error, for regression and classification tasks. We further compute closed-form expressions for the test errors of ridge regression, kernel and random features regression. We find, in particular, that optimally regularized ridge regression, as well as kernel regression, achieve Bayes-optimal performances, while the logistic loss yields a near-optimal test error for classification. We further show numerically that when the number of samples grows faster than the dimension, ridge and kernel methods become suboptimal, while neural networks achieve test error close to zero from quadratically many samples.
Understanding the effect of a feature vector $x \in \mathbb{R}^d$ on the response value (label) $y \in \mathbb{R}$ is the cornerstone of many statistical learning problems. Ideally, it is desired to understand how a set of collected features combine together and influence the response value, but this problem is notoriously difficult, due to the high-dimensionality of data and limited number of labeled data points, among many others. In this work, we take a new perspective on this problem, and we study the question of assessing the difference of influence that the two given features have on the response value. We first propose a notion of closeness for the influence of features, and show that our definition recovers the familiar notion of the magnitude of coefficients in the parametric model. We then propose a novel method to test for the closeness of influence in general model-free supervised learning problems. Our proposed test can be used with finite number of samples with control on type I error rate, no matter the ground truth conditional law $\mathcal{L}(Y |X)$. We analyze the power of our test for two general learning problems i) linear regression, and ii) binary classification under mixture of Gaussian models, and show that under the proper choice of score function, an internal component of our test, with sufficient number of samples will achieve full statistical power. We evaluate our findings through extensive numerical simulations, specifically we adopt the datamodel framework (Ilyas, et al., 2022) for CIFAR-10 dataset to identify pairs of training samples with different influence on the trained model via optional black box training mechanisms.
Partial differential equations (PDEs) are ubiquitous in science and engineering. Prior quantum algorithms for solving the system of linear algebraic equations obtained from discretizing a PDE have a computational complexity that scales at least linearly with the condition number $\kappa$ of the matrices involved in the computation. For many practical applications, $\kappa$ scales polynomially with the size $N$ of the matrices, rendering a polynomial-in-$N$ complexity for these algorithms. Here we present a quantum algorithm with a complexity that is polylogarithmic in $N$ but is independent of $\kappa$ for a large class of PDEs. Our algorithm generates a quantum state that enables extracting features of the solution. Central to our methodology is using a wavelet basis as an auxiliary system of coordinates in which the condition number of associated matrices is independent of $N$ by a simple diagonal preconditioner. We present numerical simulations showing the effect of the wavelet preconditioner for several differential equations. Our work could provide a practical way to boost the performance of quantum-simulation algorithms where standard methods are used for discretization.
The Plackett--Luce model is a popular approach for ranking data analysis, where a utility vector is employed to determine the probability of each outcome based on Luce's choice axiom. In this paper, we investigate the asymptotic theory of utility vector estimation by maximizing different types of likelihood, such as the full-, marginal-, and quasi-likelihood. We provide a rank-matching interpretation for the estimating equations of these estimators and analyze their asymptotic behavior as the number of items being compared tends to infinity. In particular, we establish the uniform consistency of these estimators under conditions characterized by the topology of the underlying comparison graph sequence and demonstrate that the proposed conditions are sharp for common sampling scenarios such as the nonuniform random hypergraph model and the hypergraph stochastic block model; we also obtain the asymptotic normality of these estimators and discuss the trade-off between statistical efficiency and computational complexity for practical uncertainty quantification. Both results allow for nonuniform and inhomogeneous comparison graphs with varying edge sizes and different asymptotic orders of edge probabilities. We verify our theoretical findings by conducting detailed numerical experiments.
Learning the graphical structure of Bayesian networks is key to describing data-generating mechanisms in many complex applications but poses considerable computational challenges. Observational data can only identify the equivalence class of the directed acyclic graph underlying a Bayesian network model, and a variety of methods exist to tackle the problem. Under certain assumptions, the popular PC algorithm can consistently recover the correct equivalence class by reverse-engineering the conditional independence (CI) relationships holding in the variable distribution. The dual PC algorithm is a novel scheme to carry out the CI tests within the PC algorithm by leveraging the inverse relationship between covariance and precision matrices. By exploiting block matrix inversions we can also perform tests on partial correlations of complementary (or dual) conditioning sets. The multiple CI tests of the dual PC algorithm proceed by first considering marginal and full-order CI relationships and progressively moving to central-order ones. Simulation studies show that the dual PC algorithm outperforms the classic PC algorithm both in terms of run time and in recovering the underlying network structure, even in the presence of deviations from Gaussianity. Additionally, we show that the dual PC algorithm applies for Gaussian copula models, and demonstrate its performance in that setting.
Nonparametric density estimation is an unsupervised learning problem. In this work we propose a two-step procedure that casts the density estimation problem in the first step into a supervised regression problem. The advantage is that we can afterwards apply supervised learning methods. Compared to the standard nonparametric regression setting, the proposed procedure creates, however, dependence among the training samples. To derive statistical risk bounds, one can therefore not rely on the well-developed theory for i.i.d. data. To overcome this, we prove an oracle inequality for this specific form of data dependence. As an application, it is shown that under a compositional structure assumption on the underlying density the proposed two-step method achieves faster convergence rates. A simulation study illustrates the finite sample performance.
This book develops an effective theory approach to understanding deep neural networks of practical relevance. Beginning from a first-principles component-level picture of networks, we explain how to determine an accurate description of the output of trained networks by solving layer-to-layer iteration equations and nonlinear learning dynamics. A main result is that the predictions of networks are described by nearly-Gaussian distributions, with the depth-to-width aspect ratio of the network controlling the deviations from the infinite-width Gaussian description. We explain how these effectively-deep networks learn nontrivial representations from training and more broadly analyze the mechanism of representation learning for nonlinear models. From a nearly-kernel-methods perspective, we find that the dependence of such models' predictions on the underlying learning algorithm can be expressed in a simple and universal way. To obtain these results, we develop the notion of representation group flow (RG flow) to characterize the propagation of signals through the network. By tuning networks to criticality, we give a practical solution to the exploding and vanishing gradient problem. We further explain how RG flow leads to near-universal behavior and lets us categorize networks built from different activation functions into universality classes. Altogether, we show that the depth-to-width ratio governs the effective model complexity of the ensemble of trained networks. By using information-theoretic techniques, we estimate the optimal aspect ratio at which we expect the network to be practically most useful and show how residual connections can be used to push this scale to arbitrary depths. With these tools, we can learn in detail about the inductive bias of architectures, hyperparameters, and optimizers.
It has been shown that deep neural networks are prone to overfitting on biased training data. Towards addressing this issue, meta-learning employs a meta model for correcting the training bias. Despite the promising performances, super slow training is currently the bottleneck in the meta learning approaches. In this paper, we introduce a novel Faster Meta Update Strategy (FaMUS) to replace the most expensive step in the meta gradient computation with a faster layer-wise approximation. We empirically find that FaMUS yields not only a reasonably accurate but also a low-variance approximation of the meta gradient. We conduct extensive experiments to verify the proposed method on two tasks. We show our method is able to save two-thirds of the training time while still maintaining the comparable or achieving even better generalization performance. In particular, our method achieves the state-of-the-art performance on both synthetic and realistic noisy labels, and obtains promising performance on long-tailed recognition on standard benchmarks.
Meta-learning extracts the common knowledge acquired from learning different tasks and uses it for unseen tasks. It demonstrates a clear advantage on tasks that have insufficient training data, e.g., few-shot learning. In most meta-learning methods, tasks are implicitly related via the shared model or optimizer. In this paper, we show that a meta-learner that explicitly relates tasks on a graph describing the relations of their output dimensions (e.g., classes) can significantly improve the performance of few-shot learning. This type of graph is usually free or cheap to obtain but has rarely been explored in previous works. We study the prototype based few-shot classification, in which a prototype is generated for each class, such that the nearest neighbor search between the prototypes produces an accurate classification. We introduce "Gated Propagation Network (GPN)", which learns to propagate messages between prototypes of different classes on the graph, so that learning the prototype of each class benefits from the data of other related classes. In GPN, an attention mechanism is used for the aggregation of messages from neighboring classes, and a gate is deployed to choose between the aggregated messages and the message from the class itself. GPN is trained on a sequence of tasks from many-shot to few-shot generated by subgraph sampling. During training, it is able to reuse and update previously achieved prototypes from the memory in a life-long learning cycle. In experiments, we change the training-test discrepancy and test task generation settings for thorough evaluations. GPN outperforms recent meta-learning methods on two benchmark datasets in all studied cases.