We examine the evolutionary basis for risk aversion with respect to aggregate risk. We study populations in which agents face choices between aggregate risk and idiosyncratic risk. We show that the choices that maximize the long-run growth rate are induced by a heterogeneous population in which the least and most risk-averse agents are indifferent between taking an aggregate risk and obtaining its linear and harmonic mean for sure, respectively. Moreover, approximately optimal behavior can be induced by a simple distribution according to which all agents have constant relative risk aversion, and the coefficient of relative risk aversion is uniformly distributed between zero and two.
Federated learning (FL) has emerged as a popular methodology for distributing machine learning across wireless edge devices. In this work, we consider optimizing the tradeoff between model performance and resource utilization in FL, under device-server communication delays and device computation heterogeneity. Our proposed StoFedDelAv algorithm incorporates a local-global model combiner into the FL synchronization step. We theoretically characterize the convergence behavior of StoFedDelAv and obtain the optimal combiner weights, which consider the global model delay and expected local gradient error at each device. We then formulate a network-aware optimization problem which tunes the minibatch sizes of the devices to jointly minimize energy consumption and machine learning training loss, and solve the non-convex problem through a series of convex approximations. Our simulations reveal that StoFedDelAv outperforms the current art in FL in terms of model convergence speed and network resource utilization when the minibatch size and the combiner weights are adjusted. Additionally, our method can reduce the number of uplink communication rounds required during the model training period to reach the same accuracy.
Federated edge learning (FEEL) has emerged as an effective approach to reduce the large communication latency in Cloud-based machine learning solutions, while preserving data privacy. Unfortunately, the learning performance of FEEL may be compromised due to limited training data in a single edge cluster. In this paper, we investigate a novel framework of FEEL, namely semi-decentralized federated edge learning (SD-FEEL). By allowing model aggregation across different edge clusters, SD-FEEL enjoys the benefit of FEEL in reducing the training latency, while improving the learning performance by accessing richer training data from multiple edge clusters. A training algorithm for SD-FEEL with three main procedures in each round is presented, including local model updates, intra-cluster and inter-cluster model aggregations, which is proved to converge on non-independent and identically distributed (non-IID) data. We also characterize the interplay between the network topology of the edge servers and the communication overhead of inter-cluster model aggregation on the training performance. Experiment results corroborate our analysis and demonstrate the effectiveness of SD-FFEL in achieving faster convergence than traditional federated learning architectures. Besides, guidelines on choosing critical hyper-parameters of the training algorithm are also provided.
This paper offers a new approach to address the model uncertainty in (potentially) divergent-dimensional single-index models (SIMs). We propose a model-averaging estimator based on cross-validation, which allows the dimension of covariates and the number of candidate models to increase with the sample size. We show that when all candidate models are misspecified, our model-averaging estimator is asymptotically optimal in the sense that its squared loss is asymptotically identical to that of the infeasible best possible averaging estimator. In a different situation where correct models are available in the model set, the proposed weighting scheme assigns all weights to the correct models in the asymptotic sense. We also extend our method to average regularized estimators and propose pre-screening methods to deal with cases with high-dimensional covariates. We illustrate the merits of our method via simulations and two empirical applications.
Data integration has become more challenging with the emerging availability of multiple data sources. This paper considers Bayesian quantile regression estimation when the key covariate is not directly observed, but the unobserved covariate has multiple proxies. In a unified estimation procedure, the proposed method incorporates these multiple proxies, which have various relationships with the unobserved covariate. The proposed approach allows the inference of both the quantile function and unobserved covariate. Moreover, it requires no linearity of the quantile function or parametric assumptions on the regression error distribution and simultaneously accommodates both linear and nonlinear proxies. The simulation studies show that this methodology successfully integrates multiple proxies and reveals the quantile relationship for a wide range of nonlinear data. The proposed method is applied to the administrative data obtained from the Survey of Household Finances and Living Conditions provided by Statistics Korea. The proposed Bayesian quantile regression is implemented to specify the relationship between assets and salary income in the presence of multiple income records.
The mutual information (MI) of Gaussian multi-input multi-output (MIMO) channels has been evaluated by utilizing random matrix theory (RMT) and shown to asymptotically follow Gaussian distribution, where the ergodic mutual information (EMI) converges to a deterministic quantity. However, with non-Gaussian channels, there is a bias between the EMI and its deterministic equivalent (DE), whose evaluation is not available in the literature. This bias of the EMI is related to the bias for the trace of the resolvent in large RMT. In this paper, we first derive the bias for the trace of the resolvent, which is further extended to compute the bias for the linear spectral statistics (LSS). Then, we apply the above results on non-Gaussian MIMO channels to determine the bias for the EMI. It is also proved that the bias for the EMI is $-0.5$ times of that for the variance of the MI. Finally, the derived bias is utilized to modify the central limit theory (CLT) and calculate the outage probability. Numerical results show that the modified CLT significantly outperforms previous methods in approximating the distribution of the MI and improves the accuracy for the outage probability evaluation.
For supervised classification problems, this paper considers estimating the query's label probability through local regression using observed covariates. Well-known nonparametric kernel smoother and $k$-nearest neighbor ($k$-NN) estimator, which take label average over a ball around the query, are consistent but asymptotically biased particularly for a large radius of the ball. To eradicate such bias, local polynomial regression (LPoR) and multiscale $k$-NN (MS-$k$-NN) learn the bias term by local regression around the query and extrapolate it to the query itself. However, their theoretical optimality has been shown for the limit of the infinite number of training samples. For correcting the asymptotic bias with fewer observations, this paper proposes a local radial regression (LRR) and its logistic regression variant called local radial logistic regression (LRLR), by combining the advantages of LPoR and MS-$k$-NN. The idea is simple: we fit the local regression to observed labels by taking the radial distance as the explanatory variable and then extrapolate the estimated label probability to zero distance. Our numerical experiments, including real-world datasets of daily stock indices, demonstrate that LRLR outperforms LPoR and MS-$k$-NN.
Heatmap-based methods dominate in the field of human pose estimation by modelling the output distribution through likelihood heatmaps. In contrast, regression-based methods are more efficient but suffer from inferior performance. In this work, we explore maximum likelihood estimation (MLE) to develop an efficient and effective regression-based methods. From the perspective of MLE, adopting different regression losses is making different assumptions about the output density function. A density function closer to the true distribution leads to a better regression performance. In light of this, we propose a novel regression paradigm with Residual Log-likelihood Estimation (RLE) to capture the underlying output distribution. Concretely, RLE learns the change of the distribution instead of the unreferenced underlying distribution to facilitate the training process. With the proposed reparameterization design, our method is compatible with off-the-shelf flow models. The proposed method is effective, efficient and flexible. We show its potential in various human pose estimation tasks with comprehensive experiments. Compared to the conventional regression paradigm, regression with RLE bring 12.4 mAP improvement on MSCOCO without any test-time overhead. Moreover, for the first time, especially on multi-person pose estimation, our regression method is superior to the heatmap-based methods. Our code is available at //github.com/Jeff-sjtu/res-loglikelihood-regression
Federated learning (FL) is an emerging, privacy-preserving machine learning paradigm, drawing tremendous attention in both academia and industry. A unique characteristic of FL is heterogeneity, which resides in the various hardware specifications and dynamic states across the participating devices. Theoretically, heterogeneity can exert a huge influence on the FL training process, e.g., causing a device unavailable for training or unable to upload its model updates. Unfortunately, these impacts have never been systematically studied and quantified in existing FL literature. In this paper, we carry out the first empirical study to characterize the impacts of heterogeneity in FL. We collect large-scale data from 136k smartphones that can faithfully reflect heterogeneity in real-world settings. We also build a heterogeneity-aware FL platform that complies with the standard FL protocol but with heterogeneity in consideration. Based on the data and the platform, we conduct extensive experiments to compare the performance of state-of-the-art FL algorithms under heterogeneity-aware and heterogeneity-unaware settings. Results show that heterogeneity causes non-trivial performance degradation in FL, including up to 9.2% accuracy drop, 2.32x lengthened training time, and undermined fairness. Furthermore, we analyze potential impact factors and find that device failure and participant bias are two potential factors for performance degradation. Our study provides insightful implications for FL practitioners. On the one hand, our findings suggest that FL algorithm designers consider necessary heterogeneity during the evaluation. On the other hand, our findings urge system providers to design specific mechanisms to mitigate the impacts of heterogeneity.
Large margin nearest neighbor (LMNN) is a metric learner which optimizes the performance of the popular $k$NN classifier. However, its resulting metric relies on pre-selected target neighbors. In this paper, we address the feasibility of LMNN's optimization constraints regarding these target points, and introduce a mathematical measure to evaluate the size of the feasible region of the optimization problem. We enhance the optimization framework of LMNN by a weighting scheme which prefers data triplets which yield a larger feasible region. This increases the chances to obtain a good metric as the solution of LMNN's problem. We evaluate the performance of the resulting feasibility-based LMNN algorithm using synthetic and real datasets. The empirical results show an improved accuracy for different types of datasets in comparison to regular LMNN.
Deep reinforcement learning (RL) methods generally engage in exploratory behavior through noise injection in the action space. An alternative is to add noise directly to the agent's parameters, which can lead to more consistent exploration and a richer set of behaviors. Methods such as evolutionary strategies use parameter perturbations, but discard all temporal structure in the process and require significantly more samples. Combining parameter noise with traditional RL methods allows to combine the best of both worlds. We demonstrate that both off- and on-policy methods benefit from this approach through experimental comparison of DQN, DDPG, and TRPO on high-dimensional discrete action environments as well as continuous control tasks. Our results show that RL with parameter noise learns more efficiently than traditional RL with action space noise and evolutionary strategies individually.