Stochastic approximation with multiple coupled sequences (MSA) has found broad applications in machine learning as it encompasses a rich class of problems including bilevel optimization (BLO), multi-level compositional optimization (MCO), and reinforcement learning (specifically, actor-critic methods). However, designing provably-efficient federated algorithms for MSA has been an elusive question even for the special case of double sequence approximation (DSA). Towards this goal, we develop FedMSA which is the first federated algorithm for MSA, and establish its near-optimal communication complexity. As core novelties, (i) FedMSA enables the provable estimation of hypergradients in BLO and MCO via local client updates, which has been a notable bottleneck in prior theory, and (ii) our convergence guarantees are sensitive to the heterogeneity-level of the problem. We also incorporate momentum and variance reduction techniques to achieve further acceleration leading to near-optimal rates. Finally, we provide experiments that support our theory and demonstrate the empirical benefits of FedMSA. As an example, FedMSA enables order-of-magnitude savings in communication rounds compared to prior federated BLO schemes.
In Federated Learning (FL), a number of clients or devices collaborate to train a model without sharing their data. Models are optimized locally at each client and further communicated to a central hub for aggregation. While FL is an appealing decentralized training paradigm, heterogeneity among data from different clients can cause the local optimization to drift away from the global objective. In order to estimate and therefore remove this drift, variance reduction techniques have been incorporated into FL optimization recently. However, these approaches inaccurately estimate the clients' drift and ultimately fail to remove it properly. In this work, we propose an adaptive algorithm that accurately estimates drift across clients. In comparison to previous works, our approach necessitates less storage and communication bandwidth, as well as lower compute costs. Additionally, our proposed methodology induces stability by constraining the norm of estimates for client drift, making it more practical for large scale FL. Experimental findings demonstrate that the proposed algorithm converges significantly faster and achieves higher accuracy than the baselines across various FL benchmarks.
Hoare logics are proof systems that allow one to formally establish properties of computer programs. Traditional Hoare logics prove properties of individual program executions (so-called trace properties, such as functional correctness). Hoare logic has been generalized to prove also properties of multiple executions of a program (so-called hyperproperties, such as determinism or non-interference). These program logics prove the absence of (bad combinations of) executions. On the other hand, program logics similar to Hoare logic have been proposed to disprove program properties (e.g., Incorrectness Logic), by proving the existence of (bad combinations of) executions. All of these logics have in common that they specify program properties using assertions over a fixed number of states, for instance, a single pre- and post-state for functional properties or pairs of pre- and post-states for non-interference. In this paper, we present Hyper Hoare Logic, a generalization of Hoare logic that lifts assertions to properties of arbitrary sets of states. The resulting logic is simple yet expressive: its judgments can express arbitrary trace- and hyperproperties over the terminating executions of a program. By allowing assertions to reason about sets of states, Hyper Hoare Logic can reason about both the absence and the existence of (combinations of) executions, and, thereby, supports both proving and disproving program (hyper-)properties within the same logic. In fact, we prove that Hyper Hoare Logic subsumes the properties handled by numerous existing correctness and incorrectness logics, and can express hyperproperties that no existing Hoare logic can. We also prove that Hyper Hoare Logic is sound and complete, and admits powerful compositionality rules. All our technical results have been proved in Isabelle/HOL.
Trajectory data collection is a common task with many applications in our daily lives. Analyzing trajectory data enables service providers to enhance their services, which ultimately benefits users. However, directly collecting trajectory data may give rise to privacy-related issues that cannot be ignored. Local differential privacy (LDP), as the de facto privacy protection standard in a decentralized setting, enables users to perturb their trajectories locally and provides a provable privacy guarantee. Existing approaches to private trajectory data collection in a local setting typically use relaxed versions of LDP, which cannot provide a strict privacy guarantee, or require some external knowledge that is impractical to obtain and update in a timely manner. To tackle these problems, we propose a novel trajectory perturbation mechanism that relies solely on an underlying location set and satisfies pure $\epsilon$-LDP to provide a stringent privacy guarantee. In the proposed mechanism, each point's adjacent direction information in the trajectory is used in its perturbation process. Such information serves as an effective clue to connect neighboring points and can be used to restrict the possible region of a perturbed point in order to enhance utility. To the best of our knowledge, our study is the first to use direction information for trajectory perturbation under LDP. Furthermore, based on this mechanism, we present an anchor-based method that adaptively restricts the region of each perturbed trajectory, thereby significantly boosting performance without violating the privacy constraint. Extensive experiments on both real-world and synthetic datasets demonstrate the effectiveness of the proposed mechanisms.
With the continuous development of deep learning in the field of image generation models, a large number of vivid forged faces have been generated and spread on the Internet. These high-authenticity artifacts could grow into a threat to society security. Existing face forgery detection methods directly utilize the obtained public shared or centralized data for training but ignore the personal privacy and security issues when personal data couldn't be centralizedly shared in real-world scenarios. Additionally, different distributions caused by diverse artifact types would further bring adverse influences on the forgery detection task. To solve the mentioned problems, the paper proposes a novel generalized residual Federated learning for face Forgery detection (FedForgery). The designed variational autoencoder aims to learn robust discriminative residual feature maps to detect forgery faces (with diverse or even unknown artifact types). Furthermore, the general federated learning strategy is introduced to construct distributed detection model trained collaboratively with multiple local decentralized devices, which could further boost the representation generalization. Experiments conducted on publicly available face forgery detection datasets prove the superior performance of the proposed FedForgery. The designed novel generalized face forgery detection protocols and source code would be publicly available.
In this paper, we present an information-theoretic perspective to group fairness trade-offs in federated learning (FL) with respect to sensitive attributes, such as gender, race, etc. Existing works mostly focus on either \emph{global fairness} (overall disparity of the model across all clients) or \emph{local fairness} (disparity of the model at each individual client), without always considering their trade-offs. There is a lack of understanding of the interplay between global and local fairness in FL, and if and when one implies the other. To address this gap, we leverage a body of work in information theory called partial information decomposition (PID) which first identifies three sources of unfairness in FL, namely, \emph{Unique Disparity}, \emph{Redundant Disparity}, and \emph{Masked Disparity}. Using canonical examples, we demonstrate how these three disparities contribute to global and local fairness. This decomposition helps us derive fundamental limits and trade-offs between global or local fairness, particularly under data heterogeneity, as well as, derive conditions under which one implies the other. We also present experimental results on benchmark datasets to support our theoretical findings. This work offers a more nuanced understanding of the sources of disparity in FL that can inform the use of local disparity mitigation techniques, and their convergence and effectiveness when deployed in practice.
In inverse problems, one attempts to infer spatially variable functions from indirect measurements of a system. To practitioners of inverse problems, the concept of "information" is familiar when discussing key questions such as which parts of the function can be inferred accurately and which cannot. For example, it is generally understood that we can identify system parameters accurately only close to detectors, or along ray paths between sources and detectors, because we have "the most information" for these places. Although referenced in many publications, the "information" that is invoked in such contexts is not a well understood and clearly defined quantity. Herein, we present a definition of information density that is based on the variance of coefficients as derived from a Bayesian reformulation of the inverse problem. We then discuss three areas in which this information density can be useful in practical algorithms for the solution of inverse problems, and illustrate the usefulness in one of these areas -- how to choose the discretization mesh for the function to be reconstructed -- using numerical experiments.
Consider the community detection problem in random hypergraphs under the non-uniform hypergraph stochastic block model (HSBM), where each hyperedge appears independently with some given probability depending only on the labels of its vertices. We establish, for the first time in the literature, a sharp threshold for exact recovery under this non-uniform case, subject to minor constraints; in particular, we consider the model with multiple communities ($K \geq 2$). One crucial point here is that by aggregating information from all the uniform layers, we may obtain exact recovery even in cases when this may appear impossible if each layer were considered alone. Two efficient algorithms that successfully achieve exact recovery above the threshold are provided. The theoretical analysis of our algorithms relies on the concentration and regularization of the adjacency matrix for non-uniform random hypergraphs, which could be of independent interest. We also address some open problems regarding parameter knowledge and estimation.
Recent approaches build on implicit neural representations (INRs) to propose generative models over function spaces. However, they are computationally costly when dealing with inference tasks, such as missing data imputation, or directly cannot tackle them. In this work, we propose a novel deep generative model, named VAMoH. VAMoH combines the capabilities of modeling continuous functions using INRs and the inference capabilities of Variational Autoencoders (VAEs). In addition, VAMoH relies on a normalizing flow to define the prior, and a mixture of hypernetworks to parametrize the data log-likelihood. This gives VAMoH a high expressive capability and interpretability. Through experiments on a diverse range of data types, such as images, voxels, and climate data, we show that VAMoH can effectively learn rich distributions over continuous functions. Furthermore, it can perform inference-related tasks, such as conditional super-resolution generation and in-painting, as well or better than previous approaches, while being less computationally demanding.
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution is to control the test Type I and Type II errors in a non asymptotic setting, i.e. when the number of observations and the time step are fixed. The test statistics are calculated from the process increments. In dimension 1, the density of the test statistic is explicit. In dimension 2, the test statistic has no explicit density but upper and lower bounds are proved. We also propose a multiple testing procedure in dimension greater than 2. Every test is proved to be of a given non-asymptotic level and separability conditions to control their power are also provided. A numerical study illustrates the properties of the tests for stochastic processes with known or estimated drifts.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.