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We present a method to obtain the average and the typical value of the number of critical points of the empirical risk landscape for generalized linear estimation problems and variants. This represents a substantial extension of previous applications of the Kac-Rice method since it allows to analyze the critical points of high dimensional non-Gaussian random functions. We obtain a rigorous explicit variational formula for the annealed complexity, which is the logarithm of the average number of critical points at fixed value of the empirical risk. This result is simplified, and extended, using the non-rigorous Kac-Rice replicated method from theoretical physics. In this way we find an explicit variational formula for the quenched complexity, which is generally different from its annealed counterpart, and allows to obtain the number of critical points for typical instances up to exponential accuracy.

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經驗(yan)風險是對訓練集(ji)中的所有樣本(ben)點損失函(han)數的平(ping)均最(zui)小(xiao)(xiao)化(hua)。經驗(yan)風險越小(xiao)(xiao)說明模型(xing)f(X)對訓練集(ji)的擬(ni)合程度越好。

In this paper we develop efficient first-order algorithms for the generalized trust-region subproblem (GTRS), which has applications in signal processing, compressed sensing, and engineering. Although the GTRS, as stated, is nonlinear and nonconvex, it is well-known that objective value exactness holds for its SDP relaxation under a Slater condition. While polynomial-time SDP-based algorithms exist for the GTRS, their relatively large computational complexity has motivated and spurred the development of custom approaches for solving the GTRS. In particular, recent work in this direction has developed first-order methods for the GTRS whose running times are linear in the sparsity (the number of nonzero entries) of the input data. In contrast to these algorithms, in this paper we develop algorithms for computing $\epsilon$-approximate solutions to the GTRS whose running times are linear in both the input sparsity and the precision $\log(1/\epsilon)$ whenever a regularity parameter is positive. We complement our theoretical guarantees with numerical experiments comparing our approach against algorithms from the literature. Our numerical experiments highlight that our new algorithms significantly outperform prior state-of-the-art algorithms on sparse large-scale instances.

Given multiple point clouds, how to find the rigid transform (rotation, reflection, and shifting) such that these point clouds are well aligned? This problem, known as the generalized orthogonal Procrustes problem (GOPP), has found numerous applications in statistics, computer vision, and imaging science. While one commonly-used method is finding the least squares estimator, it is generally an NP-hard problem to obtain the least squares estimator exactly due to the notorious nonconvexity. In this work, we apply the semidefinite programming (SDP) relaxation and the generalized power method to solve this generalized orthogonal Procrustes problem. In particular, we assume the data are generated from a signal-plus-noise model: each observed point cloud is a noisy copy of the same unknown point cloud transformed by an unknown orthogonal matrix and also corrupted by additive Gaussian noise. We show that the generalized power method (equivalently alternating minimization algorithm) with spectral initialization converges to the unique global optimum to the SDP relaxation, provided that the signal-to-noise ratio is high. Moreover, this limiting point is exactly the least squares estimator and also the maximum likelihood estimator. In addition, we derive a block-wise estimation error for each orthogonal matrix and the underlying point cloud. Our theoretical bound is near-optimal in terms of the information-theoretic limit (only loose by a factor of the dimension and a log factor). Our results significantly improve the state-of-the-art results on the tightness of the SDP relaxation for the generalized orthogonal Procrustes problem, an open problem posed by Bandeira, Khoo, and Singer in 2014.

The generalized Biot-Brinkman equations describe the displacement, pressures and fluxes in an elastic medium permeated by multiple viscous fluid networks and can be used to study complex poromechanical interactions in geophysics, biophysics and other engineering sciences. These equations extend on the Biot and multiple-network poroelasticity equations on the one hand and Brinkman flow models on the other hand, and as such embody a range of singular perturbation problems in realistic parameter regimes. In this paper, we introduce, theoretically analyze and numerically investigate a class of three-field finite element formulations of the generalized Biot-Brinkman equations. By introducing appropriate norms, we demonstrate that the proposed finite element discretization, as well as an associated preconditioning strategy, is robust with respect to the relevant parameter regimes. The theoretical analysis is complemented by numerical examples.

As is well known, the stability of the 3-step backward differentiation formula (BDF3) on variable grids for a parabolic problem is analyzed in [Calvo and Grigorieff, \newblock BIT. \textbf{42} (2002) 689--701] under the condition $r_k:=\tau_k/\tau_{k-1}<1.199$, where $r_k$ is the adjacent time-step ratio. In this work, we establish the spectral norm inequality, which can be used to give a upper bound for the inverse matrix. Then the BDF3 scheme is unconditionally stable under a new condition $r_k\leq 1.405$. Meanwhile, we show that the upper bound of the ratio $r_k$ is less than $\sqrt{3}$ for BDF3 scheme. In addition, based on the idea of [Wang and Ruuth, J. Comput. Math. \textbf{26} (2008) 838--855; Chen, Yu, and Zhang, arXiv:2108.02910], we design a weighted and shifted BDF3 (WSBDF3) scheme for solving the parabolic problem. We prove that the WSBDF3 scheme is unconditionally stable under the condition $r_k\leq 1.771$, which is a significant improvement for the maximum time-step ratio. The error estimates are obtained by the stability inequality. Finally, numerical experiments are given to illustrate the theoretical results.

Inferential models (IMs) are data-dependent, probability-like structures designed to quantify uncertainty about unknowns. As the name suggests, the focus has been on uncertainty quantification for inference, and on establishing a validity property that ensures the IM is reliable in a specific sense. The present paper develops an IM framework for decision problems and, in particular, investigates the decision-theoretic implications of the aforementioned validity property. I show that a valid IM's assessment of an action's quality, defined by a Choquet integral, will not be too optimistic compared to that of an oracle. This ensures that a valid IM tends not to favor actions that the oracle doesn't also favor, hence a valid IM is reliable for decision-making too. In a certain special class of structured statistical models, further connections can be made between the valid IM's favored actions and those favored by other more familiar frameworks, from which certain optimality conclusions can be drawn. An important step in these decision-theoretic developments is a characterization of the valid IM's credal set in terms of confidence distributions, which may be of independent interest.

Disentanglement is a useful property in representation learning which increases the interpretability of generative models such as Variational Auto-Encoders (VAE), Generative Adversarial Models, and their many variants. Typically in such models, an increase in disentanglement performance is traded-off with generation quality. In the context of latent space models, this work presents a representation learning framework that explicitly promotes disentanglement by encouraging orthogonal directions of variations. The proposed objective is the sum of an auto-encoder error term along with a Principal Component Analysis reconstruction error in the feature space. This has an interpretation of a Restricted Kernel Machine with the eigenvector matrix valued on the Stiefel manifold. Our analysis shows that such a construction promotes disentanglement by matching the principal directions in the latent space with the directions of orthogonal variation in data space. In an alternating minimization scheme, we use Cayley ADAM algorithm -- a stochastic optimization method on the Stiefel manifold along with the ADAM optimizer. Our theoretical discussion and various experiments show that the proposed model improves over many VAE variants in terms of both generation quality and disentangled representation learning.

This dissertation studies a fundamental open challenge in deep learning theory: why do deep networks generalize well even while being overparameterized, unregularized and fitting the training data to zero error? In the first part of the thesis, we will empirically study how training deep networks via stochastic gradient descent implicitly controls the networks' capacity. Subsequently, to show how this leads to better generalization, we will derive {\em data-dependent} {\em uniform-convergence-based} generalization bounds with improved dependencies on the parameter count. Uniform convergence has in fact been the most widely used tool in deep learning literature, thanks to its simplicity and generality. Given its popularity, in this thesis, we will also take a step back to identify the fundamental limits of uniform convergence as a tool to explain generalization. In particular, we will show that in some example overparameterized settings, {\em any} uniform convergence bound will provide only a vacuous generalization bound. With this realization in mind, in the last part of the thesis, we will change course and introduce an {\em empirical} technique to estimate generalization using unlabeled data. Our technique does not rely on any notion of uniform-convergece-based complexity and is remarkably precise. We will theoretically show why our technique enjoys such precision. We will conclude by discussing how future work could explore novel ways to incorporate distributional assumptions in generalization bounds (such as in the form of unlabeled data) and explore other tools to derive bounds, perhaps by modifying uniform convergence or by developing completely new tools altogether.

Recent advances in Transformer models allow for unprecedented sequence lengths, due to linear space and time complexity. In the meantime, relative positional encoding (RPE) was proposed as beneficial for classical Transformers and consists in exploiting lags instead of absolute positions for inference. Still, RPE is not available for the recent linear-variants of the Transformer, because it requires the explicit computation of the attention matrix, which is precisely what is avoided by such methods. In this paper, we bridge this gap and present Stochastic Positional Encoding as a way to generate PE that can be used as a replacement to the classical additive (sinusoidal) PE and provably behaves like RPE. The main theoretical contribution is to make a connection between positional encoding and cross-covariance structures of correlated Gaussian processes. We illustrate the performance of our approach on the Long-Range Arena benchmark and on music generation.

Dynamic topic models (DTMs) model the evolution of prevalent themes in literature, online media, and other forms of text over time. DTMs assume that word co-occurrence statistics change continuously and therefore impose continuous stochastic process priors on their model parameters. These dynamical priors make inference much harder than in regular topic models, and also limit scalability. In this paper, we present several new results around DTMs. First, we extend the class of tractable priors from Wiener processes to the generic class of Gaussian processes (GPs). This allows us to explore topics that develop smoothly over time, that have a long-term memory or are temporally concentrated (for event detection). Second, we show how to perform scalable approximate inference in these models based on ideas around stochastic variational inference and sparse Gaussian processes. This way we can train a rich family of DTMs to massive data. Our experiments on several large-scale datasets show that our generalized model allows us to find interesting patterns that were not accessible by previous approaches.

We study response generation for open domain conversation in chatbots. Existing methods assume that words in responses are generated from an identical vocabulary regardless of their inputs, which not only makes them vulnerable to generic patterns and irrelevant noise, but also causes a high cost in decoding. We propose a dynamic vocabulary sequence-to-sequence (DVS2S) model which allows each input to possess their own vocabulary in decoding. In training, vocabulary construction and response generation are jointly learned by maximizing a lower bound of the true objective with a Monte Carlo sampling method. In inference, the model dynamically allocates a small vocabulary for an input with the word prediction model, and conducts decoding only with the small vocabulary. Because of the dynamic vocabulary mechanism, DVS2S eludes many generic patterns and irrelevant words in generation, and enjoys efficient decoding at the same time. Experimental results on both automatic metrics and human annotations show that DVS2S can significantly outperform state-of-the-art methods in terms of response quality, but only requires 60% decoding time compared to the most efficient baseline.

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