Tensor ring (TR) decomposition has been widely applied as an effective approach in a variety of applications to discover the hidden low-rank patterns in multidimensional data. A well-known method for TR decomposition is the alternating least squares (ALS). However, it often suffers from the notorious intermediate data explosion issue, especially for large-scale tensors. In this paper, we provide two strategies to tackle this issue and design three ALS-based algorithms. Specifically, the first strategy is used to simplify the calculation of the coefficient matrices of the normal equations for the ALS subproblems, which takes full advantage of the structure of the coefficient matrices of the subproblems and hence makes the corresponding algorithm perform much better than the regular ALS method in terms of computing time. The second strategy is to stabilize the ALS subproblems by QR factorizations on TR-cores, and hence the corresponding algorithms are more numerically stable compared with our first algorithm. Extensive numerical experiments on synthetic and real data are given to illustrate and confirm the above results. In addition, we also present the complexity analyses of the proposed algorithms.
We study the expressibility and learnability of convex optimization solution functions and their multi-layer architectural extension. The main results are: \emph{(1)} the class of solution functions of linear programming (LP) and quadratic programming (QP) is a universal approximant for the $C^k$ smooth model class or some restricted Sobolev space, and we characterize the rate-distortion, \emph{(2)} the approximation power is investigated through a viewpoint of regression error, where information about the target function is provided in terms of data observations, \emph{(3)} compositionality in the form of a deep architecture with optimization as a layer is shown to reconstruct some basic functions used in numerical analysis without error, which implies that \emph{(4)} a substantial reduction in rate-distortion can be achieved with a universal network architecture, and \emph{(5)} we discuss the statistical bounds of empirical covering numbers for LP/QP, as well as a generic optimization problem (possibly nonconvex) by exploiting tame geometry. Our results provide the \emph{first rigorous analysis of the approximation and learning-theoretic properties of solution functions} with implications for algorithmic design and performance guarantees.
Peer grading systems aggregate noisy reports from multiple students to approximate a true grade as closely as possible. Most current systems either take the mean or median of reported grades; others aim to estimate students' grading accuracy under a probabilistic model. This paper extends the state of the art in the latter approach in three key ways: (1) recognizing that students can behave strategically (e.g., reporting grades close to the class average without doing the work); (2) appropriately handling censored data that arises from discrete-valued grading rubrics; and (3) using mixed integer programming to improve the interpretability of the grades assigned to students. We show how to make Bayesian inference practical in this model and evaluate our approach on both synthetic and real-world data obtained by using our implemented system in four large classes. These extensive experiments show that grade aggregation using our model accurately estimates true grades, students' likelihood of submitting uninformative grades, and the variation in their inherent grading error; we also characterize our models' robustness.
Federated learning has attracted increasing attention with the emergence of distributed data. While extensive federated learning algorithms have been proposed for the non-convex distributed problem, the federated learning in practice still faces numerous challenges, such as the large training iterations to converge since the sizes of models and datasets keep increasing, and the lack of adaptivity by SGD-based model updates. Meanwhile, the study of adaptive methods in federated learning is scarce and existing works either lack a complete theoretical convergence guarantee or have slow sample complexity. In this paper, we propose an efficient adaptive algorithm (i.e., FAFED) based on the momentum-based variance reduced technique in cross-silo FL. We first explore how to design the adaptive algorithm in the FL setting. By providing a counter-example, we prove that a simple combination of FL and adaptive methods could lead to divergence. More importantly, we provide a convergence analysis for our method and prove that our algorithm is the first adaptive FL algorithm to reach the best-known samples $O(\epsilon^{-3})$ and $O(\epsilon^{-2})$ communication rounds to find an $\epsilon$-stationary point without large batches. The experimental results on the language modeling task and image classification task with heterogeneous data demonstrate the efficiency of our algorithms.
This article develops a new algorithm named TTRISK to solve high-dimensional risk-averse optimization problems governed by differential equations (ODEs and/or PDEs) under uncertainty. As an example, we focus on the so-called Conditional Value at Risk (CVaR), but the approach is equally applicable to other coherent risk measures. Both the full and reduced space formulations are considered. The algorithm is based on low rank tensor approximations of random fields discretized using stochastic collocation. To avoid non-smoothness of the objective function underpinning the CVaR, we propose an adaptive strategy to select the width parameter of the smoothed CVaR to balance the smoothing and tensor approximation errors. Moreover, unbiased Monte Carlo CVaR estimate can be computed by using the smoothed CVaR as a control variate. To accelerate the computations, we introduce an efficient preconditioner for the KKT system in the full space formulation.The numerical experiments demonstrate that the proposed method enables accurate CVaR optimization constrained by large-scale discretized systems. In particular, the first example consists of an elliptic PDE with random coefficients as constraints. The second example is motivated by a realistic application to devise a lockdown plan for United Kingdom under COVID-19. The results indicate that the risk-averse framework is feasible with the tensor approximations under tens of random variables.
This paper proposes Distributed Model Predictive Covariance Steering (DMPCS), a novel method for safe multi-robot control under uncertainty. The scope of our approach is to blend covariance steering theory, distributed optimization and model predictive control (MPC) into a single methodology that is safe, scalable and decentralized. Initially, we pose a problem formulation that uses the Wasserstein distance to steer the state distributions of a multi-robot team to desired targets, and probabilistic constraints to ensure safety. We then transform this problem into a finite-dimensional optimization one by utilizing a disturbance feedback policy parametrization for covariance steering and a tractable approximation of the safety constraints. To solve the latter problem, we derive a decentralized consensus-based algorithm using the Alternating Direction Method of Multipliers (ADMM). This method is then extended to a receding horizon form, which yields the proposed DMPCS algorithm. Simulation experiments on large-scale problems with up to hundreds of robots successfully demonstrate the effectiveness and scalability of DMPCS. Its superior capability in achieving safety is also highlighted through a comparison against a standard stochastic MPC approach. A video with all simulation experiments is available in //youtu.be/Hks-0BRozxA.
Conventional matrix factorization relies on centralized collection of users' data for recommendation, which might introduce an increased risk of privacy leakage especially when the recommender is untrusted. Existing differentially private matrix factorization methods either assume the recommender is trusted, or can only provide a uniform level of privacy protection for all users and items with untrusted recommender. In this paper, we propose a novel Heterogeneous Differentially Private Matrix Factorization algorithm (denoted as HDPMF) for untrusted recommender. To the best of our knowledge, we are the first to achieve heterogeneous differential privacy for decentralized matrix factorization in untrusted recommender scenario. Specifically, our framework uses modified stretching mechanism with an innovative rescaling scheme to achieve better trade off between privacy and accuracy. Meanwhile, by allocating privacy budget properly, we can capture homogeneous privacy preference within a user/item but heterogeneous privacy preference across different users/items. Theoretical analysis confirms that HDPMF renders rigorous privacy guarantee, and exhaustive experiments demonstrate its superiority especially in strong privacy guarantee, high dimension model and sparse dataset scenario.
Federated learning (FL) collaboratively trains a shared global model depending on multiple local clients, while keeping the training data decentralized in order to preserve data privacy. However, standard FL methods ignore the noisy client issue, which may harm the overall performance of the shared model. We first investigate critical issue caused by noisy clients in FL and quantify the negative impact of the noisy clients in terms of the representations learned by different layers. We have the following two key observations: (1) the noisy clients can severely impact the convergence and performance of the global model in FL, and (2) the noisy clients can induce greater bias in the deeper layers than the former layers of the global model. Based on the above observations, we propose Fed-NCL, a framework that conducts robust federated learning with noisy clients. Specifically, Fed-NCL first identifies the noisy clients through well estimating the data quality and model divergence. Then robust layer-wise aggregation is proposed to adaptively aggregate the local models of each client to deal with the data heterogeneity caused by the noisy clients. We further perform the label correction on the noisy clients to improve the generalization of the global model. Experimental results on various datasets demonstrate that our algorithm boosts the performances of different state-of-the-art systems with noisy clients. Our code is available on //github.com/TKH666/Fed-NCL
In this paper, we investigate the random subsampling method for tensor least squares problem with respect to the popular t-product. From the optimization perspective, we present the error bounds in the sense of probability for the residual and solution obtained by the proposed method. From the statistical perspective, we derive the expressions of the conditional and unconditional expectations and variances for the solution, where the unconditional ones combine the model noises. Moreover, based on the unconditional variance, an optimal subsampling probability distribution is also found. Finally, the feasibility and effectiveness of the proposed method and the correctness of the theoretical results are verified by numerical experiments.
With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.
Image segmentation is still an open problem especially when intensities of the interested objects are overlapped due to the presence of intensity inhomogeneity (also known as bias field). To segment images with intensity inhomogeneities, a bias correction embedded level set model is proposed where Inhomogeneities are Estimated by Orthogonal Primary Functions (IEOPF). In the proposed model, the smoothly varying bias is estimated by a linear combination of a given set of orthogonal primary functions. An inhomogeneous intensity clustering energy is then defined and membership functions of the clusters described by the level set function are introduced to rewrite the energy as a data term of the proposed model. Similar to popular level set methods, a regularization term and an arc length term are also included to regularize and smooth the level set function, respectively. The proposed model is then extended to multichannel and multiphase patterns to segment colourful images and images with multiple objects, respectively. It has been extensively tested on both synthetic and real images that are widely used in the literature and public BrainWeb and IBSR datasets. Experimental results and comparison with state-of-the-art methods demonstrate that advantages of the proposed model in terms of bias correction and segmentation accuracy.