Learning the relationships between various entities from time-series data is essential in many applications. Gaussian graphical models have been studied to infer these relationships. However, existing algorithms process data in a batch at a central location, limiting their applications in scenarios where data is gathered by different agents. In this paper, we propose a distributed sparse inverse covariance algorithm to learn the network structure (i.e., dependencies among observed entities) in real-time from data collected by distributed agents. Our approach is built on an online graphical alternating minimization algorithm, augmented with a consensus term that allows agents to learn the desired structure cooperatively. We allow the system designer to select the number of communication rounds and optimization steps per data point. We characterize the rate of convergence of our algorithm and provide simulations on synthetic datasets.
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What is learning? 20$^{st}$ century formalizations of learning theory -- which precipitated revolutions in artificial intelligence -- focus primarily on $\mathit{in-distribution}$ learning, that is, learning under the assumption that the training data are sampled from the same distribution as the evaluation distribution. This assumption renders these theories inadequate for characterizing 21$^{st}$ century real world data problems, which are typically characterized by evaluation distributions that differ from the training data distributions (referred to as out-of-distribution learning). We therefore make a small change to existing formal definitions of learnability by relaxing that assumption. We then introduce $\mathbf{learning\ efficiency}$ (LE) to quantify the amount a learner is able to leverage data for a given problem, regardless of whether it is an in- or out-of-distribution problem. We then define and prove the relationship between generalized notions of learnability, and show how this framework is sufficiently general to characterize transfer, multitask, meta, continual, and lifelong learning. We hope this unification helps bridge the gap between empirical practice and theoretical guidance in real world problems. Finally, because biological learning continues to outperform machine learning algorithms on certain OOD challenges, we discuss the limitations of this framework vis-\'a-vis its ability to formalize biological learning, suggesting multiple avenues for future research.
This paper considers a novel multi-agent linear stochastic approximation algorithm driven by Markovian noise and general consensus-type interaction, in which each agent evolves according to its local stochastic approximation process which depends on the information from its neighbors. The interconnection structure among the agents is described by a time-varying directed graph. While the convergence of consensus-based stochastic approximation algorithms when the interconnection among the agents is described by doubly stochastic matrices (at least in expectation) has been studied, less is known about the case when the interconnection matrix is simply stochastic. For any uniformly strongly connected graph sequences whose associated interaction matrices are stochastic, the paper derives finite-time bounds on the mean-square error, defined as the deviation of the output of the algorithm from the unique equilibrium point of the associated ordinary differential equation. For the case of interconnection matrices being stochastic, the equilibrium point can be any unspecified convex combination of the local equilibria of all the agents in the absence of communication. Both the cases with constant and time-varying step-sizes are considered. In the case when the convex combination is required to be a straight average and interaction between any pair of neighboring agents may be uni-directional, so that doubly stochastic matrices cannot be implemented in a distributed manner, the paper proposes a push-sum-type distributed stochastic approximation algorithm and provides its finite-time bound for the time-varying step-size case by leveraging the analysis for the consensus-type algorithm with stochastic matrices and developing novel properties of the push-sum algorithm.
In this paper novel simulation methods are provided for the generalised inverse Gaussian (GIG) L\'{e}vy process. Such processes are intractable for simulation except in certain special edge cases, since the L\'{e}vy density associated with the GIG process is expressed as an integral involving certain Bessel Functions, known as the Jaeger integral in diffusive transport applications. We here show for the first time how to solve the problem indirectly, using generalised shot-noise methods to simulate the underlying point processes and constructing an auxiliary variables approach that avoids any direct calculation of the integrals involved. The resulting augmented bivariate process is still intractable and so we propose a novel thinning method based on upper bounds on the intractable integrand. Moreover our approach leads to lower and upper bounds on the Jaeger integral itself, which may be compared with other approximation methods. The shot noise method involves a truncated infinite series of decreasing random variables, and as such is approximate, although the series are found to be rapidly convergent in most cases. We note that the GIG process is the required Brownian motion subordinator for the generalised hyperbolic (GH) L\'{e}vy process and so our simulation approach will straightforwardly extend also to the simulation of these intractable proceses. Our new methods will find application in forward simulation of processes of GIG and GH type, in financial and engineering data, for example, as well as inference for states and parameters of stochastic processes driven by GIG and GH L\'{e}vy processes.
Stereo vision is an effective technique for depth estimation with broad applicability in autonomous urban and highway driving. While various deep learning-based approaches have been developed for stereo, the input data from a binocular setup with a fixed baseline are limited. Addressing such a problem, we present an end-to-end network for processing the data from a trinocular setup, which is a combination of a narrow and a wide stereo pair. In this design, two pairs of binocular data with a common reference image are treated with shared weights of the network and a mid-level fusion. We also propose a Guided Addition method for merging the 4D data of the two baselines. Additionally, an iterative sequential self-supervised and supervised learning on real and synthetic datasets is presented, making the training of the trinocular system practical with no need to ground-truth data of the real dataset. Experimental results demonstrate that the trinocular disparity network surpasses the scenario where individual pairs are fed into a similar architecture. Code and dataset: //github.com/cogsys-tuebingen/tristereonet.
We propose a topology optimisation of acoustic devices that work in a certain bandwidth. To achieve this, we define the objective function as the frequency-averaged sound intensity at given observation points, which is represented by a frequency integral over a given frequency band. It is, however, prohibitively expensive to evaluate such an integral naively by a quadrature. We thus estimate the frequency response by the Pad\'{e} approximation and integrate the approximated function to obtain the objective function. The corresponding topological derivative is derived with the help of the adjoint variable method and chain rule. It is shown that the objective and its sensitivity can be evaluated semi-analytically. We present efficient numerical procedures to compute them and incorporate them into a topology optimisation based on the level-set method. We confirm the validity and effectiveness of the present method through some numerical examples.
In recent visual self-supervision works, an imitated classification objective, called pretext task, is established by assigning labels to transformed or augmented input images. The goal of pretext can be predicting what transformations are applied to the image. However, it is observed that image transformations already present in the dataset might be less effective in learning such self-supervised representations. Building on this observation, we propose a framework based on generative adversarial network to automatically find the transformations which are not present in the input dataset and thus effective for the self-supervised learning. This automated policy allows to estimate the transformation distribution of a dataset and also construct its complementary distribution from which training pairs are sampled for the pretext task. We evaluated our framework using several visual recognition datasets to show the efficacy of our automated transformation policy.
This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume unstructured signal models. The former can be inaccurate in real-world data sets in which heterogeneity causes heavy-tail distributions, while the latter does not profit from the usual low-rank structure of the signal. Taking advantage of both worlds, a covariance matrix estimation procedure is designed on a robust (mixture of scaled Gaussian) low-rank model by leveraging the observed-data likelihood function within an expectation-maximization algorithm. It is also designed to handle general pattern of missing values. The proposed procedure is first validated on simulated data sets. Then, its interest for classification and clustering applications is assessed on two real data sets with missing values, which include multispectral and hyperspectral time series.
The aim of this work is to develop a fully-distributed algorithmic framework for training graph convolutional networks (GCNs). The proposed method is able to exploit the meaningful relational structure of the input data, which are collected by a set of agents that communicate over a sparse network topology. After formulating the centralized GCN training problem, we first show how to make inference in a distributed scenario where the underlying data graph is split among different agents. Then, we propose a distributed gradient descent procedure to solve the GCN training problem. The resulting model distributes computation along three lines: during inference, during back-propagation, and during optimization. Convergence to stationary solutions of the GCN training problem is also established under mild conditions. Finally, we propose an optimization criterion to design the communication topology between agents in order to match with the graph describing data relationships. A wide set of numerical results validate our proposal. To the best of our knowledge, this is the first work combining graph convolutional neural networks with distributed optimization.
Alternating Direction Method of Multipliers (ADMM) is a widely used tool for machine learning in distributed settings, where a machine learning model is trained over distributed data sources through an interactive process of local computation and message passing. Such an iterative process could cause privacy concerns of data owners. The goal of this paper is to provide differential privacy for ADMM-based distributed machine learning. Prior approaches on differentially private ADMM exhibit low utility under high privacy guarantee and often assume the objective functions of the learning problems to be smooth and strongly convex. To address these concerns, we propose a novel differentially private ADMM-based distributed learning algorithm called DP-ADMM, which combines an approximate augmented Lagrangian function with time-varying Gaussian noise addition in the iterative process to achieve higher utility for general objective functions under the same differential privacy guarantee. We also apply the moments accountant method to bound the end-to-end privacy loss. The theoretical analysis shows that DP-ADMM can be applied to a wider class of distributed learning problems, is provably convergent, and offers an explicit utility-privacy tradeoff. To our knowledge, this is the first paper to provide explicit convergence and utility properties for differentially private ADMM-based distributed learning algorithms. The evaluation results demonstrate that our approach can achieve good convergence and model accuracy under high end-to-end differential privacy guarantee.
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.
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