We propose an unsupervised tree boosting algorithm for inferring the underlying sampling distribution of an i.i.d. sample based on fitting additive tree ensembles in a fashion analogous to supervised tree boosting. Integral to the algorithm is a new notion of "addition" on probability distributions that leads to a coherent notion of "residualization", i.e., subtracting a probability distribution from an observation to remove the distributional structure from the sampling distribution of the latter. We show that these notions arise naturally for univariate distributions through cumulative distribution function (CDF) transforms and compositions due to several "group-like" properties of univariate CDFs. While the traditional multivariate CDF does not preserve these properties, a new definition of multivariate CDF can restore these properties, thereby allowing the notions of "addition" and "residualization" to be formulated for multivariate settings as well. This then gives rise to the unsupervised boosting algorithm based on forward-stagewise fitting of an additive tree ensemble, which sequentially reduces the Kullback-Leibler divergence from the truth. The algorithm allows analytic evaluation of the fitted density and outputs a generative model that can be readily sampled from. We enhance the algorithm with scale-dependent shrinkage and a two-stage strategy that separately fits the marginals and the copula. The algorithm then performs competitively to state-of-the-art deep-learning approaches in multivariate density estimation on multiple benchmark datasets.
In shape analysis, one of the fundamental problems is to align curves or surfaces before computing a (geodesic) distance between these shapes. To find the optimal reparametrization realizing this alignment is a computationally demanding task which leads to an optimization problem on the diffeomorphism group. In this paper, we construct approximations of orientation-preserving diffeomorphisms by composition of elementary diffeomorphisms to solve the approximation problem. We propose a practical algorithm implemented in PyTorch which is applicable both to unparametrized curves and surfaces. We derive universal approximation results and obtain bounds for the Lipschitz constant of the obtained compositions of diffeomorphisms.
In this paper, we study a sequential decision making problem faced by e-commerce carriers related to when to send out a vehicle from the central depot to serve customer requests, and in which order to provide the service, under the assumption that the time at which parcels arrive at the depot is stochastic and dynamic. The objective is to maximize the number of parcels that can be delivered during the service hours. We propose two reinforcement learning approaches for solving this problem, one based on a policy function approximation (PFA) and the second on a value function approximation (VFA). Both methods are combined with a look-ahead strategy, in which future release dates are sampled in a Monte-Carlo fashion and a tailored batch approach is used to approximate the value of future states. Our PFA and VFA make a good use of branch-and-cut-based exact methods to improve the quality of decisions. We also establish sufficient conditions for partial characterization of optimal policy and integrate them into PFA/VFA. In an empirical study based on 720 benchmark instances, we conduct a competitive analysis using upper bounds with perfect information and we show that PFA and VFA greatly outperform two alternative myopic approaches. Overall, PFA provides best solutions, while VFA (which benefits from a two-stage stochastic optimization model) achieves a better tradeoff between solution quality and computing time.
When learning disconnected distributions, Generative adversarial networks (GANs) are known to face model misspecification. Indeed, a continuous mapping from a unimodal latent distribution to a disconnected one is impossible, so GANs necessarily generate samples outside of the support of the target distribution. This raises a fundamental question: what is the latent space partition that minimizes the measure of these areas? Building on a recent result of geometric measure theory, we prove that an optimal GANs must structure its latent space as a 'simplicial cluster' - a Voronoi partition where cells are convex cones - when the dimension of the latent space is larger than the number of modes. In this configuration, each Voronoi cell maps to a distinct mode of the data. We derive both an upper and a lower bound on the optimal precision of GANs learning disconnected manifolds. Interestingly, these two bounds have the same order of decrease: $\sqrt{\log m}$, $m$ being the number of modes. Finally, we perform several experiments to exhibit the geometry of the latent space and experimentally show that GANs have a geometry with similar properties to the theoretical one.
Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning. Existing compressed SGD algorithms assume the use of non-adaptive step-sizes(constant or diminishing) to provide theoretical convergence guarantees. Typically, the step-sizes are fine-tuned in practice to the dataset and the learning algorithm to provide good empirical performance. Such fine-tuning might be impractical in many learning scenarios, and it is therefore of interest to study compressed SGD using adaptive step-sizes. Motivated by prior work on adaptive step-size methods for SGD to train neural networks efficiently in the uncompressed setting, we develop an adaptive step-size method for compressed SGD. In particular, we introduce a scaling technique for the descent step in compressed SGD, which we use to establish order-optimal convergence rates for convex-smooth and strong convex-smooth objectives under an interpolation condition and for non-convex objectives under a strong growth condition. We also show through simulation examples that without this scaling, the algorithm can fail to converge. We present experimental results on deep neural networks for real-world datasets, and compare the performance of our proposed algorithm with previously proposed compressed SGD methods in literature, and demonstrate improved performance on ResNet-18, ResNet-34 and DenseNet architectures for CIFAR-100 and CIFAR-10 datasets at various levels of compression.
Density peaks clustering has become a nova of clustering algorithm because of its simplicity and practicality. However, there is one main drawback: it is time-consuming due to its high computational complexity. Herein, a density peaks clustering algorithm with sparse search and K-d tree is developed to solve this problem. Firstly, a sparse distance matrix is calculated by using K-d tree to replace the original full rank distance matrix, so as to accelerate the calculation of local density. Secondly, a sparse search strategy is proposed to accelerate the computation of relative-separation with the intersection between the set of $k$ nearest neighbors and the set consisting of the data points with larger local density for any data point. Furthermore, a second-order difference method for decision values is adopted to determine the cluster centers adaptively. Finally, experiments are carried out on datasets with different distribution characteristics, by comparing with other six state-of-the-art clustering algorithms. It is proved that the algorithm can effectively reduce the computational complexity of the original DPC from $O(n^2K)$ to $O(n(n^{1-1/K}+k))$. Especially for larger datasets, the efficiency is elevated more remarkably. Moreover, the clustering accuracy is also improved to a certain extent. Therefore, it can be concluded that the overall performance of the newly proposed algorithm is excellent.
Asynchronous frameworks for distributed embedded systems, like ROS and MQTT, are increasingly used in safety-critical applications such as autonomous driving, where the cost of unintended behavior is high. The coordination mechanism between the components in these frameworks, however, gives rise to nondeterminism, where factors such as communication timing can lead to arbitrary ordering in the handling of messages. In this paper, we demonstrate the significance of this problem in an open-source full-stack autonomous driving software, Autoware.Auto 1.0, which relies on ROS 2. We give an alternative: Xronos, an open-source framework for distributed embedded systems that has a novel coordination strategy with predictable properties under clearly stated assumptions. If these assumptions are violated, Xronos provides for application-specific fault handlers to be invoked. We port Autoware.Auto to Xronos and show that it avoids the identified problems with manageable cost in end-to-end latency. Furthermore, we compare the maximum throughput of Xronos to ROS 2 and MQTT using microbenchmarks under different settings, including on three different hardware configurations, and find that it can match or exceed those frameworks in terms of throughput.
The dominating NLP paradigm of training a strong neural predictor to perform one task on a specific dataset has led to state-of-the-art performance in a variety of applications (eg. sentiment classification, span-prediction based question answering or machine translation). However, it builds upon the assumption that the data distribution is stationary, ie. that the data is sampled from a fixed distribution both at training and test time. This way of training is inconsistent with how we as humans are able to learn from and operate within a constantly changing stream of information. Moreover, it is ill-adapted to real-world use cases where the data distribution is expected to shift over the course of a model's lifetime. The first goal of this thesis is to characterize the different forms this shift can take in the context of natural language processing, and propose benchmarks and evaluation metrics to measure its effect on current deep learning architectures. We then proceed to take steps to mitigate the effect of distributional shift on NLP models. To this end, we develop methods based on parametric reformulations of the distributionally robust optimization framework. Empirically, we demonstrate that these approaches yield more robust models as demonstrated on a selection of realistic problems. In the third and final part of this thesis, we explore ways of efficiently adapting existing models to new domains or tasks. Our contribution to this topic takes inspiration from information geometry to derive a new gradient update rule which alleviate catastrophic forgetting issues during adaptation.
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.
Deep neural networks have achieved remarkable success in computer vision tasks. Existing neural networks mainly operate in the spatial domain with fixed input sizes. For practical applications, images are usually large and have to be downsampled to the predetermined input size of neural networks. Even though the downsampling operations reduce computation and the required communication bandwidth, it removes both redundant and salient information obliviously, which results in accuracy degradation. Inspired by digital signal processing theories, we analyze the spectral bias from the frequency perspective and propose a learning-based frequency selection method to identify the trivial frequency components which can be removed without accuracy loss. The proposed method of learning in the frequency domain leverages identical structures of the well-known neural networks, such as ResNet-50, MobileNetV2, and Mask R-CNN, while accepting the frequency-domain information as the input. Experiment results show that learning in the frequency domain with static channel selection can achieve higher accuracy than the conventional spatial downsampling approach and meanwhile further reduce the input data size. Specifically for ImageNet classification with the same input size, the proposed method achieves 1.41% and 0.66% top-1 accuracy improvements on ResNet-50 and MobileNetV2, respectively. Even with half input size, the proposed method still improves the top-1 accuracy on ResNet-50 by 1%. In addition, we observe a 0.8% average precision improvement on Mask R-CNN for instance segmentation on the COCO dataset.
Many modern data analytics applications on graphs operate on domains where graph topology is not known a priori, and hence its determination becomes part of the problem definition, rather than serving as prior knowledge which aids the problem solution. Part III of this monograph starts by addressing ways to learn graph topology, from the case where the physics of the problem already suggest a possible topology, through to most general cases where the graph topology is learned from the data. A particular emphasis is on graph topology definition based on the correlation and precision matrices of the observed data, combined with additional prior knowledge and structural conditions, such as the smoothness or sparsity of graph connections. For learning sparse graphs (with small number of edges), the least absolute shrinkage and selection operator, known as LASSO is employed, along with its graph specific variant, graphical LASSO. For completeness, both variants of LASSO are derived in an intuitive way, and explained. An in-depth elaboration of the graph topology learning paradigm is provided through several examples on physically well defined graphs, such as electric circuits, linear heat transfer, social and computer networks, and spring-mass systems. As many graph neural networks (GNN) and convolutional graph networks (GCN) are emerging, we have also reviewed the main trends in GNNs and GCNs, from the perspective of graph signal filtering. Tensor representation of lattice-structured graphs is next considered, and it is shown that tensors (multidimensional data arrays) are a special class of graph signals, whereby the graph vertices reside on a high-dimensional regular lattice structure. This part of monograph concludes with two emerging applications in financial data processing and underground transportation networks modeling.