Despite their popularity in deep learning and machine learning in general, the theoretical properties of adaptive optimizers such as Adagrad, RMSProp, Adam or AdamW are not yet fully understood. In this paper, we develop a novel framework to study the stability and generalization of these optimization methods. Based on this framework, we show provable guarantees about such properties that depend heavily on a single parameter $\beta_2$. Our empirical experiments support our claims and provide practical insights into the stability and generalization properties of adaptive optimization methods.
Efficient topology optimization based on the adaptive auxiliary reduced model reanalysis (AARMR) is proposed to improve computational efficiency and scale. In this method, a projection auxiliary reduced model (PARM) is integrated into the combined approximation reduced model (CARM) to reduce the dimension of the model in different aspects. First, the CARM restricts the solution space to avoid large matrix factorization. Second, the PARM is proposed to construct the CARM dynamically to save computational cost. Furthermore, the multi-grid conjugate gradient method is suggested to update PARM adaptively. Finally, several classic numerical examples are tested to show that the proposed method not only significantly improves computational efficiency, but also can solve large-scale problems that are difficult to solve by direct solvers due to the memory limitations.
In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while using only curvature information in a few directions. Consequently, the computational overhead of our method remains comparable to the first-order such as the gradient descent method. Theoretically, we show that the method has a local quadratic convergence and a global convergence rate of $O(\epsilon^{-3/2})$ to satisfy the first-order and second-order conditions if the subspace satisfies a commonly adopted approximated Hessian assumption. We further show that this assumption can be removed if we perform one \emph{corrector step} (using a Krylov method, for example) periodically at the end stage of the algorithm. The applicability and performance of DRSOM are exhibited by various computational experiments, particularly in machine learning and deep learning. For neural networks, our preliminary implementation seems to gain computational advantages in terms of training accuracy and iteration complexity over state-of-the-art first-order methods such as SGD and ADAM.
In contrast to the control-theoretic methods, the lack of stability guarantee remains a significant problem for model-free reinforcement learning (RL) methods. Jointly learning a policy and a Lyapunov function has recently become a promising approach to ensuring the whole system with a stability guarantee. However, the classical Lyapunov constraints researchers introduced cannot stabilize the system during the sampling-based optimization. Therefore, we propose the Adaptive Stability Certification (ASC), making the system reach sampling-based stability. Because the ASC condition can search for the optimal policy heuristically, we design the Adaptive Lyapunov-based Actor-Critic (ALAC) algorithm based on the ASC condition. Meanwhile, our algorithm avoids the optimization problem that a variety of constraints are coupled into the objective in current approaches. When evaluated on ten robotic tasks, our method achieves lower accumulated cost and fewer stability constraint violations than previous studies.
In this paper, we consider the problem of adjusting the exploration rate when using value-of-information-based exploration. We do this by converting the value-of-information optimization into a problem of finding equilibria of a flow for a changing exploration rate. We then develop an efficient path-following scheme for converging to these equilibria and hence uncovering optimal action-selection policies. Under this scheme, the exploration rate is automatically adapted according to the agent's experiences. Global convergence is theoretically assured. We first evaluate our exploration-rate adaptation on the Nintendo GameBoy games Centipede and Millipede. We demonstrate aspects of the search process, like that it yields a hierarchy of state abstractions. We also show that our approach returns better policies in fewer episodes than conventional search strategies relying on heuristic, annealing-based exploration-rate adjustments. We then illustrate that these trends hold for deep, value-of-information-based agents that learn to play ten simple games and over forty more complicated games for the Nintendo GameBoy system. Performance either near or well above the level of human play is observed.
Diffusion models are a class of deep generative models that have shown impressive results on various tasks with dense theoretical founding. Although diffusion models have achieved impressive quality and diversity of sample synthesis than other state-of-the-art models, they still suffer from costly sampling procedure and sub-optimal likelihood estimation. Recent studies have shown great enthusiasm on improving the performance of diffusion model. In this article, we present a first comprehensive review of existing variants of the diffusion models. Specifically, we provide a first taxonomy of diffusion models and categorize them variants to three types, namely sampling-acceleration enhancement, likelihood-maximization enhancement and data-generalization enhancement. We also introduce in detail other five generative models (i.e., variational autoencoders, generative adversarial networks, normalizing flow, autoregressive models, and energy-based models), and clarify the connections between diffusion models and these generative models. Then we make a thorough investigation into the applications of diffusion models, including computer vision, natural language processing, waveform signal processing, multi-modal modeling, molecular graph generation, time series modeling, and adversarial purification. Furthermore, we propose new perspectives pertaining to the development of this generative model.
Unsupervised domain adaptation has recently emerged as an effective paradigm for generalizing deep neural networks to new target domains. However, there is still enormous potential to be tapped to reach the fully supervised performance. In this paper, we present a novel active learning strategy to assist knowledge transfer in the target domain, dubbed active domain adaptation. We start from an observation that energy-based models exhibit free energy biases when training (source) and test (target) data come from different distributions. Inspired by this inherent mechanism, we empirically reveal that a simple yet efficient energy-based sampling strategy sheds light on selecting the most valuable target samples than existing approaches requiring particular architectures or computation of the distances. Our algorithm, Energy-based Active Domain Adaptation (EADA), queries groups of targe data that incorporate both domain characteristic and instance uncertainty into every selection round. Meanwhile, by aligning the free energy of target data compact around the source domain via a regularization term, domain gap can be implicitly diminished. Through extensive experiments, we show that EADA surpasses state-of-the-art methods on well-known challenging benchmarks with substantial improvements, making it a useful option in the open world. Code is available at //github.com/BIT-DA/EADA.
Invariant approaches have been remarkably successful in tackling the problem of domain generalization, where the objective is to perform inference on data distributions different from those used in training. In our work, we investigate whether it is possible to leverage domain information from the unseen test samples themselves. We propose a domain-adaptive approach consisting of two steps: a) we first learn a discriminative domain embedding from unsupervised training examples, and b) use this domain embedding as supplementary information to build a domain-adaptive model, that takes both the input as well as its domain into account while making predictions. For unseen domains, our method simply uses few unlabelled test examples to construct the domain embedding. This enables adaptive classification on any unseen domain. Our approach achieves state-of-the-art performance on various domain generalization benchmarks. In addition, we introduce the first real-world, large-scale domain generalization benchmark, Geo-YFCC, containing 1.1M samples over 40 training, 7 validation, and 15 test domains, orders of magnitude larger than prior work. We show that the existing approaches either do not scale to this dataset or underperform compared to the simple baseline of training a model on the union of data from all training domains. In contrast, our approach achieves a significant improvement.
Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.
Attributed graph clustering is challenging as it requires joint modelling of graph structures and node attributes. Recent progress on graph convolutional networks has proved that graph convolution is effective in combining structural and content information, and several recent methods based on it have achieved promising clustering performance on some real attributed networks. However, there is limited understanding of how graph convolution affects clustering performance and how to properly use it to optimize performance for different graphs. Existing methods essentially use graph convolution of a fixed and low order that only takes into account neighbours within a few hops of each node, which underutilizes node relations and ignores the diversity of graphs. In this paper, we propose an adaptive graph convolution method for attributed graph clustering that exploits high-order graph convolution to capture global cluster structure and adaptively selects the appropriate order for different graphs. We establish the validity of our method by theoretical analysis and extensive experiments on benchmark datasets. Empirical results show that our method compares favourably with state-of-the-art methods.
Lots of learning tasks require dealing with graph data which contains rich relation information among elements. Modeling physics system, learning molecular fingerprints, predicting protein interface, and classifying diseases require that a model to learn from graph inputs. In other domains such as learning from non-structural data like texts and images, reasoning on extracted structures, like the dependency tree of sentences and the scene graph of images, is an important research topic which also needs graph reasoning models. Graph neural networks (GNNs) are connectionist models that capture the dependence of graphs via message passing between the nodes of graphs. Unlike standard neural networks, graph neural networks retain a state that can represent information from its neighborhood with an arbitrary depth. Although the primitive graph neural networks have been found difficult to train for a fixed point, recent advances in network architectures, optimization techniques, and parallel computation have enabled successful learning with them. In recent years, systems based on graph convolutional network (GCN) and gated graph neural network (GGNN) have demonstrated ground-breaking performance on many tasks mentioned above. In this survey, we provide a detailed review over existing graph neural network models, systematically categorize the applications, and propose four open problems for future research.