In the context of estimating stochastically ordered distribution functions, the pool-adjacent-violators algorithm (PAVA) can be modified such that the computation times are reduced substantially. This is achieved by studying the dependence of antitonic weighted least squares fits on the response vector to be approximated.
The monotone variational inequality is a central problem in mathematical programming that unifies and generalizes many important settings such as smooth convex optimization, two-player zero-sum games, convex-concave saddle point problems, etc. The extragradient method by Korpelevich [1976] is one of the most popular methods for solving monotone variational inequalities. Despite its long history and intensive attention from the optimization and machine learning community, the following major problem remains open. What is the last-iterate convergence rate of the extragradient method for monotone and Lipschitz variational inequalities with constraints? We resolve this open problem by showing a tight $O\left(\frac{1}{\sqrt{T}}\right)$ last-iterate convergence rate for arbitrary convex feasible sets, which matches the lower bound by Golowich et al. [2020]. Our rate is measured in terms of the standard gap function. The technical core of our result is the monotonicity of a new performance measure -- the tangent residual, which can be viewed as an adaptation of the norm of the operator that takes the local constraints into account. To establish the monotonicity, we develop a new approach that combines the power of the sum-of-squares programming with the low dimensionality of the update rule of the extragradient method. We believe our approach has many additional applications in the analysis of iterative methods.
We consider the question of adaptive data analysis within the framework of convex optimization. We ask how many samples are needed in order to compute $\epsilon$-accurate estimates of $O(1/\epsilon^2)$ gradients queried by gradient descent, and we provide two intermediate answers to this question. First, we show that for a general analyst (not necessarily gradient descent) $\Omega(1/\epsilon^3)$ samples are required. This rules out the possibility of a foolproof mechanism. Our construction builds upon a new lower bound (that may be of interest of its own right) for an analyst that may ask several non adaptive questions in a batch of fixed and known $T$ rounds of adaptivity and requires a fraction of true discoveries. We show that for such an analyst $\Omega (\sqrt{T}/\epsilon^2)$ samples are necessary. Second, we show that, under certain assumptions on the oracle, in an interaction with gradient descent $\tilde \Omega(1/\epsilon^{2.5})$ samples are necessary. Our assumptions are that the oracle has only \emph{first order access} and is \emph{post-hoc generalizing}. First order access means that it can only compute the gradients of the sampled function at points queried by the algorithm. Our assumption of \emph{post-hoc generalization} follows from existing lower bounds for statistical queries. More generally then, we provide a generic reduction from the standard setting of statistical queries to the problem of estimating gradients queried by gradient descent. These results are in contrast with classical bounds that show that with $O(1/\epsilon^2)$ samples one can optimize the population risk to accuracy of $O(\epsilon)$ but, as it turns out, with spurious gradients.
The freeform architectural modeling process often involves two important stages: concept design and digital modeling. In the first stage, architects usually sketch the overall 3D shape and the panel layout on a physical or digital paper briefly. In the second stage, a digital 3D model is created using the sketch as a reference. The digital model needs to incorporate geometric requirements for its components, such as the planarity of panels due to consideration of construction costs, which can make the modeling process more challenging. In this work, we present a novel sketch-based system to bridge the concept design and digital modeling of freeform roof-like shapes represented as planar quadrilateral (PQ) meshes. Our system allows the user to sketch the surface boundary and contour lines under axonometric projection and supports the sketching of occluded regions. In addition, the user can sketch feature lines to provide directional guidance to the PQ mesh layout. Given the 2D sketch input, we propose a deep neural network to infer in real-time the underlying surface shape along with a dense conjugate direction field, both of which are used to extract the final PQ mesh. To train and validate our network, we generate a large synthetic dataset that mimics architect sketching of freeform quadrilateral patches. The effectiveness and usability of our system are demonstrated with quantitative and qualitative evaluation as well as user studies.
In this paper, we introduce reduced-bias estimators for the estimation of the tail index of a Pareto-type distribution. This is achieved through the use of a regularised weighted least squares with an exponential regression model for log-spacings of top order statistics. The asymptotic properties of the proposed estimators are investigated analytically and found to be asymptotically unbiased, consistent and normally distributed. Also, the finite sample behaviour of the estimators are studied through a simulations theory. The proposed estimators were found to yield low bias and MSE. In addition, the proposed estimators are illustrated through the estimation of the tail index of the underlying distribution of claims from the insurance industry.
We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired compression ratio. The proposed method provably reduces the communication overhead on the network at every communication round. Contrary to existing literature, we allow for arbitrary compression ratios in the communicated messages. We show a linear convergence rate for the proposed method on the consensus problem. Moreover, we provide explicit convergence rates for decentralized stochastic optimization problems on smooth functions that are either (i) strongly convex, (ii) convex, or (iii) non-convex. Finally, we provide numerical experiments to illustrate convergence under arbitrary compression ratios and the communication efficiency of our algorithm.
Federated Learning has promised a new approach to resolve the challenges in machine learning by bringing computation to the data. The popularity of the approach has led to rapid progress in the algorithmic aspects and the emergence of systems capable of simulating Federated Learning. State of art systems in Federated Learning support a single node aggregator that is insufficient to train a large corpus of devices or train larger-sized models. As the model size or the number of devices increase the single node aggregator incurs memory and computation burden while performing fusion tasks. It also faces communication bottlenecks when a large number of model updates are sent to a single node. We classify the workload for the aggregator into categories and propose a new aggregation service for handling each load. Our aggregation service is based on a holistic approach that chooses the best solution depending on the model update size and the number of clients. Our system provides a fault-tolerant, robust and efficient aggregation solution utilizing existing parallel and distributed frameworks. Through evaluation, we show the shortcomings of the state of art approaches and how a single solution is not suitable for all aggregation requirements. We also provide a comparison of current frameworks with our system through extensive experiments.
We study the acceleration of the Local Polynomial Interpolation-based Gradient Descent method (LPI-GD) recently proposed for the approximate solution of empirical risk minimization problems (ERM). We focus on loss functions that are strongly convex and smooth with condition number $\sigma$. We additionally assume the loss function is $\eta$-H\"older continuous with respect to the data. The oracle complexity of LPI-GD is $\tilde{O}\left(\sigma m^d \log(1/\varepsilon)\right)$ for a desired accuracy $\varepsilon$, where $d$ is the dimension of the parameter space, and $m$ is the cardinality of an approximation grid. The factor $m^d$ can be shown to scale as $O((1/\varepsilon)^{d/2\eta})$. LPI-GD has been shown to have better oracle complexity than gradient descent (GD) and stochastic gradient descent (SGD) for certain parameter regimes. We propose two accelerated methods for the ERM problem based on LPI-GD and show an oracle complexity of $\tilde{O}\left(\sqrt{\sigma} m^d \log(1/\varepsilon)\right)$. Moreover, we provide the first empirical study on local polynomial interpolation-based gradient methods and corroborate that LPI-GD has better performance than GD and SGD in some scenarios, and the proposed methods achieve acceleration.
Momentum methods, such as heavy ball method~(HB) and Nesterov's accelerated gradient method~(NAG), have been widely used in training neural networks by incorporating the history of gradients into the current updating process. In practice, they often provide improved performance over (stochastic) gradient descent~(GD) with faster convergence. Despite these empirical successes, theoretical understandings of their accelerated convergence rates are still lacking. Recently, some attempts have been made by analyzing the trajectories of gradient-based methods in an over-parameterized regime, where the number of the parameters is significantly larger than the number of the training instances. However, the majority of existing theoretical work is mainly concerned with GD and the established convergence result of NAG is inferior to HB and GD, which fails to explain the practical success of NAG. In this paper, we take a step towards closing this gap by analyzing NAG in training a randomly initialized over-parameterized two-layer fully connected neural network with ReLU activation. Despite the fact that the objective function is non-convex and non-smooth, we show that NAG converges to a global minimum at a non-asymptotic linear rate $(1-\Theta(1/\sqrt{\kappa}))^t$, where $\kappa > 1$ is the condition number of a gram matrix and $t$ is the number of the iterations. Compared to the convergence rate $(1-\Theta(1/{\kappa}))^t$ of GD, our result provides theoretical guarantees for the acceleration of NAG in neural network training. Furthermore, our findings suggest that NAG and HB have similar convergence rate. Finally, we conduct extensive experiments on six benchmark datasets to validate the correctness of our theoretical results.
We demonstrate that merely analog transmissions and match filtering can realize the function of an edge server in federated learning (FL). Therefore, a network with massively distributed user equipments (UEs) can achieve large-scale FL without an edge server. We also develop a training algorithm that allows UEs to continuously perform local computing without being interrupted by the global parameter uploading, which exploits the full potential of UEs' processing power. We derive convergence rates for the proposed schemes to quantify their training efficiency. The analyses reveal that when the interference obeys a Gaussian distribution, the proposed algorithm retrieves the convergence rate of a server-based FL. But if the interference distribution is heavy-tailed, then the heavier the tail, the slower the algorithm converges. Nonetheless, the system run time can be largely reduced by enabling computation in parallel with communication, whereas the gain is particularly pronounced when communication latency is high. These findings are corroborated via excessive simulations.
We introduce the first algorithm for distributed decision-making that provably balances the trade-off of centralization, for global near-optimality, vs. decentralization, for near-minimal on-board computation, communication, and memory resources. We are motivated by the future of autonomy that involves heterogeneous robots collaborating in complex~tasks, such as image covering, target tracking, and area monitoring. Current algorithms, such as consensus algorithms, are insufficient to fulfill this future: they achieve distributed communication only, at the expense of high communication, computation, and memory overloads. A shift to resource-aware algorithms is needed, that can account for each robot's on-board resources, independently. We provide the first resource-aware algorithm, Resource-Aware distributed Greedy (RAG). We focus on maximization problems involving monotone and "doubly" submodular functions, a diminishing returns property. RAG has near-minimal on-board resource requirements. Each agent can afford to run the algorithm by adjusting the size of its neighborhood, even if that means selecting actions in complete isolation. RAG has provable approximation performance, where each agent can independently determine its contribution. All in all, RAG is the first algorithm to quantify the trade-off of centralization, for global near-optimality, vs. decentralization, for near-minimal on-board resource requirements. To capture the trade-off, we introduce the notion of Centralization Of Information among non-Neighbors (COIN). We validate RAG in simulated scenarios of image covering with mobile robots.