We study the asymptotic overfitting behavior of interpolation with minimum norm ($\ell_2$ of the weights) two-layer ReLU networks for noisy univariate regression. We show that overfitting is tempered for the $L_1$ loss, and any $L_p$ loss for $p<2$, but catastrophic for $p\geq 2$.
Interpretable AI tools are often motivated by the goal of understanding model behavior in out-of-distribution (OOD) contexts. Despite the attention this area of study receives, there are comparatively few cases where these tools have identified previously unknown bugs in models. We argue that this is due, in part, to a common feature of many interpretability methods: they analyze model behavior by using a particular dataset. This only allows for the study of the model in the context of features that the user can sample in advance. To address this, a growing body of research involves interpreting models using \emph{feature synthesis} methods that do not depend on a dataset. In this paper, we benchmark the usefulness of interpretability tools on debugging tasks. Our key insight is that we can implant human-interpretable trojans into models and then evaluate these tools based on whether they can help humans discover them. This is analogous to finding OOD bugs, except the ground truth is known, allowing us to know when an interpretation is correct. We make four contributions. (1) We propose trojan discovery as an evaluation task for interpretability tools and introduce a benchmark with 12 trojans of 3 different types. (2) We demonstrate the difficulty of this benchmark with a preliminary evaluation of 16 state-of-the-art feature attribution/saliency tools. Even under ideal conditions, given direct access to data with the trojan trigger, these methods still often fail to identify bugs. (3) We evaluate 7 feature-synthesis methods on our benchmark. (4) We introduce and evaluate 2 new variants of the best-performing method from the previous evaluation. A website for this paper and its code is at //benchmarking-interpretability.csail.mit.edu/
The problem of function approximation by neural dynamical systems has typically been approached in a top-down manner: Any continuous function can be approximated to an arbitrary accuracy by a sufficiently complex model with a given architecture. This can lead to high-complexity controls which are impractical in applications. In this paper, we take the opposite, constructive approach: We impose various structural restrictions on system dynamics and consequently characterize the class of functions that can be realized by such a system. The systems are implemented as a cascade interconnection of a neural stochastic differential equation (Neural SDE), a deterministic dynamical system, and a readout map. Both probabilistic and geometric (Lie-theoretic) methods are used to characterize the classes of functions realized by such systems.
A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model parameter is used to quantify the identifiability with practical considerations. No assumptions are made about the structure of the statistical model or the prior distribution while constructing the estimator. The estimator has the following notable advantages: first, no controlled experiment or data is required to conduct the practical identifiability analysis; second, unlike popular variance-based global sensitivity analysis methods, different forms of uncertainties, such as model-form, parameter, or measurement can be taken into account; third, the identifiability analysis is global, and therefore independent of a realization of the parameters. If an individual parameter has low identifiability, it can belong to an identifiable subset such that parameters within the subset have a functional relationship and thus have a combined effect on the statistical model. The practical identifiability framework is extended to highlight the dependencies between parameter pairs that emerge a posteriori to find identifiable parameter subsets. The applicability of the proposed approach is demonstrated using a linear Gaussian model and a non-linear methane-air reduced kinetics model. It is shown that by examining the information gained for each model parameter along with its dependencies with other parameters, a subset of parameters that can be estimated with high posterior certainty can be found.
Information compression techniques are majorly employed to address the concern of reducing communication cost over peer-to-peer links. In this paper, we investigate distributed Nash equilibrium (NE) seeking problems in a class of non-cooperative games over directed graphs with information compression. To improve communication efficiency, a compressed distributed NE seeking (C-DNES) algorithm is proposed to obtain a NE for games, where the differences between decision vectors and their estimates are compressed. The proposed algorithm is compatible with a general class of compression operators, including both unbiased and biased compressors. Moreover, our approach only requires the adjacency matrix of the directed graph to be row-stochastic, in contrast to past works that relied on balancedness or specific global network parameters. It is shown that C-DNES not only inherits the advantages of conventional distributed NE algorithms, achieving linear convergence rate for games with restricted strongly monotone mappings, but also saves communication costs in terms of transmitted bits. Finally, numerical simulations illustrate the advantages of C-DNES in saving communication cost by an order of magnitude under different compressors.
We demonstrate the first algorithms for the problem of regression for generalized linear models (GLMs) in the presence of additive oblivious noise. We assume we have sample access to examples $(x, y)$ where $y$ is a noisy measurement of $g(w^* \cdot x)$. In particular, \new{the noisy labels are of the form} $y = g(w^* \cdot x) + \xi + \epsilon$, where $\xi$ is the oblivious noise drawn independently of $x$ \new{and satisfies} $\Pr[\xi = 0] \geq o(1)$, and $\epsilon \sim \mathcal N(0, \sigma^2)$. Our goal is to accurately recover a \new{parameter vector $w$ such that the} function $g(w \cdot x)$ \new{has} arbitrarily small error when compared to the true values $g(w^* \cdot x)$, rather than the noisy measurements $y$. We present an algorithm that tackles \new{this} problem in its most general distribution-independent setting, where the solution may not \new{even} be identifiable. \new{Our} algorithm returns \new{an accurate estimate of} the solution if it is identifiable, and otherwise returns a small list of candidates, one of which is close to the true solution. Furthermore, we \new{provide} a necessary and sufficient condition for identifiability, which holds in broad settings. \new{Specifically,} the problem is identifiable when the quantile at which $\xi + \epsilon = 0$ is known, or when the family of hypotheses does not contain candidates that are nearly equal to a translated $g(w^* \cdot x) + A$ for some real number $A$, while also having large error when compared to $g(w^* \cdot x)$. This is the first \new{algorithmic} result for GLM regression \new{with oblivious noise} which can handle more than half the samples being arbitrarily corrupted. Prior work focused largely on the setting of linear regression, and gave algorithms under restrictive assumptions.
Exhibiting an explicit Boolean function with a large high-order nonlinearity is an important problem in cryptography, coding theory, and computational complexity. We prove lower bounds on the second-order, third-order, and higher-order nonlinearities of some trace monomial Boolean functions. We prove lower bounds on the second-order nonlinearities of functions $\mathrm{tr}_n(x^7)$ and $\mathrm{tr}_n(x^{2^r+3})$ where $n=2r$. Among all trace monomials, our bounds match the best second-order nonlinearity lower bounds by \cite{Car08} and \cite{YT20} for odd and even $n$ respectively. We prove a lower bound on the third-order nonlinearity for functions $\mathrm{tr}_n(x^{15})$, which is the best third-order nonlinearity lower bound. For any $r$, we prove that the $r$-th order nonlinearity of $\mathrm{tr}_n(x^{2^{r+1}-1})$ is at least $2^{n-1}-2^{(1-2^{-r})n+\frac{r}{2^{r-1}}-1}- O(2^{\frac{n}{2}})$. For $r \ll \log_2 n$, this is the best lower bound among all explicit functions.
We propose and analyze the application of statistical functional depth metrics for the selection of extreme scenarios in day-ahead grid planning. Our primary motivation is screening of probabilistic scenarios for realized load and renewable generation, in order to identify scenarios most relevant for operational risk mitigation. To handle the high-dimensionality of the scenarios across asset classes and intra-day periods, we employ functional measures of depth to sub-select outlying scenarios that are most likely to be the riskiest for the grid operation. We investigate a range of functional depth measures, as well as a range of operational risks, including load shedding, operational costs, reserves shortfall and variable renewable energy curtailment. The effectiveness of the proposed screening approach is demonstrated through a case study on the realistic Texas-7k grid.
Gradient methods are experiencing a growth in methodological and theoretical developments owing to the challenges of optimization problems arising in data science. Focusing on data science applications with expensive objective function evaluations yet inexpensive gradient function evaluations, gradient methods that never make objective function evaluations are either being rejuvenated or actively developed. However, as we show, such gradient methods are all susceptible to catastrophic divergence under realistic conditions for data science applications. In light of this, gradient methods which make use of objective function evaluations become more appealing, yet, as we show, can result in an exponential increase in objective evaluations between accepted iterates. As a result, existing gradient methods are poorly suited to the needs of optimization problems arising from data science. In this work, we address this gap by developing a generic methodology that economically uses objective function evaluations in a problem-driven manner to prevent catastrophic divergence and avoid an explosion in objective evaluations between accepted iterates. Our methodology allows for specific procedures that can make use of specific step size selection methodologies or search direction strategies, and we develop a novel step size selection methodology that is well-suited to data science applications. We show that a procedure resulting from our methodology is highly competitive with standard optimization methods on CUTEst test problems. We then show a procedure resulting from our methodology is highly favorable relative to standard optimization methods on optimization problems arising in our target data science applications. Thus, we provide a novel gradient methodology that is better suited to optimization problems arising in data science.
Recently, graph neural networks (GNNs) have revolutionized the field of graph representation learning through effectively learned node embeddings, and achieved state-of-the-art results in tasks such as node classification and link prediction. However, current GNN methods are inherently flat and do not learn hierarchical representations of graphs---a limitation that is especially problematic for the task of graph classification, where the goal is to predict the label associated with an entire graph. Here we propose DiffPool, a differentiable graph pooling module that can generate hierarchical representations of graphs and can be combined with various graph neural network architectures in an end-to-end fashion. DiffPool learns a differentiable soft cluster assignment for nodes at each layer of a deep GNN, mapping nodes to a set of clusters, which then form the coarsened input for the next GNN layer. Our experimental results show that combining existing GNN methods with DiffPool yields an average improvement of 5-10% accuracy on graph classification benchmarks, compared to all existing pooling approaches, achieving a new state-of-the-art on four out of five benchmark data sets.
Deep neural networks (DNNs) have been found to be vulnerable to adversarial examples resulting from adding small-magnitude perturbations to inputs. Such adversarial examples can mislead DNNs to produce adversary-selected results. Different attack strategies have been proposed to generate adversarial examples, but how to produce them with high perceptual quality and more efficiently requires more research efforts. In this paper, we propose AdvGAN to generate adversarial examples with generative adversarial networks (GANs), which can learn and approximate the distribution of original instances. For AdvGAN, once the generator is trained, it can generate adversarial perturbations efficiently for any instance, so as to potentially accelerate adversarial training as defenses. We apply AdvGAN in both semi-whitebox and black-box attack settings. In semi-whitebox attacks, there is no need to access the original target model after the generator is trained, in contrast to traditional white-box attacks. In black-box attacks, we dynamically train a distilled model for the black-box model and optimize the generator accordingly. Adversarial examples generated by AdvGAN on different target models have high attack success rate under state-of-the-art defenses compared to other attacks. Our attack has placed the first with 92.76% accuracy on a public MNIST black-box attack challenge.