Most of existing statistical theories on deep neural networks have sample complexities cursed by the data dimension and therefore cannot well explain the empirical success of deep learning on high-dimensional data. To bridge this gap, we propose to exploit low-dimensional geometric structures of the real world data sets. We establish theoretical guarantees of convolutional residual networks (ConvResNet) in terms of function approximation and statistical estimation for binary classification. Specifically, given the data lying on a $d$-dimensional manifold isometrically embedded in $\mathbb{R}^D$, we prove that if the network architecture is properly chosen, ConvResNets can (1) approximate Besov functions on manifolds with arbitrary accuracy, and (2) learn a classifier by minimizing the empirical logistic risk, which gives an excess risk in the order of $n^{-\frac{s}{2s+2(s\vee d)}}$, where $s$ is a smoothness parameter. This implies that the sample complexity depends on the intrinsic dimension $d$, instead of the data dimension $D$. Our results demonstrate that ConvResNets are adaptive to low-dimensional structures of data sets.
We consider neural network approximation spaces that classify functions according to the rate at which they can be approximated (with error measured in $L^p$) by ReLU neural networks with an increasing number of coefficients, subject to bounds on the magnitude of the coefficients and the number of hidden layers. We prove embedding theorems between these spaces for different values of $p$. Furthermore, we derive sharp embeddings of these approximation spaces into H\"older spaces. We find that, analogous to the case of classical function spaces (such as Sobolev spaces, or Besov spaces) it is possible to trade "smoothness" (i.e., approximation rate) for increased integrability. Combined with our earlier results in [arXiv:2104.02746], our embedding theorems imply a somewhat surprising fact related to "learning" functions from a given neural network space based on point samples: if accuracy is measured with respect to the uniform norm, then an optimal "learning" algorithm for reconstructing functions that are well approximable by ReLU neural networks is simply given by piecewise constant interpolation on a tensor product grid.
We consider the problem of approximating the arboricity of a graph $G= (V,E)$, which we denote by $\mathsf{arb}(G)$, in sublinear time, where the arboricity of a graph is the minimal number of forests required to cover its edges. An algorithm for this problem may perform degree and neighbor queries, and is allowed a small error probability. We design an algorithm that outputs an estimate $\hat{\alpha}$, such that with probability $1-1/\textrm{poly}(n)$, $\mathsf{arb}(G)/c\log^2 n \leq \hat{\alpha} \leq \mathsf{arb}(G)$, where $n=|V|$ and $c$ is a constant. The expected query complexity and running time of the algorithm are $O(n/\mathsf{arb}(G))\cdot \textrm{poly}(\log n)$, and this upper bound also holds with high probability. %($\widetilde{O}(\cdot)$ is used to suppress $\textrm{poly}(\log n)$ dependencies). This bound is optimal for such an approximation up to a $\textrm{poly}(\log n)$ factor.
Graph Convolutional Networks (GCNs) are known to suffer from performance degradation as the number of layers increases, which is usually attributed to over-smoothing. Despite the apparent consensus, we observe that there exists a discrepancy between the theoretical understanding of over-smoothing and the practical capabilities of GCNs. Specifically, we argue that over-smoothing does not necessarily happen in practice, a deeper model is provably expressive, can converge to global optimum with linear convergence rate, and achieve very high training accuracy as long as properly trained. Despite being capable of achieving high training accuracy, empirical results show that the deeper models generalize poorly on the testing stage and existing theoretical understanding of such behavior remains elusive. To achieve better understanding, we carefully analyze the generalization capability of GCNs, and show that the training strategies to achieve high training accuracy significantly deteriorate the generalization capability of GCNs. Motivated by these findings, we propose a decoupled structure for GCNs that detaches weight matrices from feature propagation to preserve the expressive power and ensure good generalization performance. We conduct empirical evaluations on various synthetic and real-world datasets to validate the correctness of our theory.
We study approximation methods for a large class of mixed models with a probit link function that includes mixed versions of the binomial model, the multinomial model, and generalized survival models. The class of models is special because the marginal likelihood can be expressed as Gaussian weighted integrals or as multivariate Gaussian cumulative density functions. The latter approach is unique to the probit link function models and has been proposed for parameter estimation in complex, mixed effects models. However, it has not been investigated in which scenarios either form is preferable. Our simulations and data example show that neither form is preferable in general and give guidance on when to approximate the cumulative density functions and when to approximate the Gaussian weighted integrals and, in the case of the latter, which general purpose method to use among a large list of methods.
We study regression discontinuity designs in which many covariates, possibly much more than the number of observations, are available. We provide a two-step algorithm which first selects the set of covariates to be used through a localized Lasso-type procedure, and then, in a second step, estimates the treatment effect by including the selected covariates into the usual local linear estimator. We provide an in-depth analysis of the algorithm's theoretical properties, showing that, under an approximate sparsity condition, the resulting estimator is asymptotically normal, with asymptotic bias and variance that are conceptually similar to those obtained in low-dimensional settings. Bandwidth selection and inference can be carried out using standard methods. We also provide simulations and an empirical application.
Residual networks (ResNets) have displayed impressive results in pattern recognition and, recently, have garnered considerable theoretical interest due to a perceived link with neural ordinary differential equations (neural ODEs). This link relies on the convergence of network weights to a smooth function as the number of layers increases. We investigate the properties of weights trained by stochastic gradient descent and their scaling with network depth through detailed numerical experiments. We observe the existence of scaling regimes markedly different from those assumed in neural ODE literature. Depending on certain features of the network architecture, such as the smoothness of the activation function, one may obtain an alternative ODE limit, a stochastic differential equation or neither of these. These findings cast doubts on the validity of the neural ODE model as an adequate asymptotic description of deep ResNets and point to an alternative class of differential equations as a better description of the deep network limit.
UMAP (Uniform Manifold Approximation and Projection) is a novel manifold learning technique for dimension reduction. UMAP is constructed from a theoretical framework based in Riemannian geometry and algebraic topology. The result is a practical scalable algorithm that applies to real world data. The UMAP algorithm is competitive with t-SNE for visualization quality, and arguably preserves more of the global structure with superior run time performance. Furthermore, UMAP has no computational restrictions on embedding dimension, making it viable as a general purpose dimension reduction technique for machine learning.
This paper addresses the problem of formally verifying desirable properties of neural networks, i.e., obtaining provable guarantees that neural networks satisfy specifications relating their inputs and outputs (robustness to bounded norm adversarial perturbations, for example). Most previous work on this topic was limited in its applicability by the size of the network, network architecture and the complexity of properties to be verified. In contrast, our framework applies to a general class of activation functions and specifications on neural network inputs and outputs. We formulate verification as an optimization problem (seeking to find the largest violation of the specification) and solve a Lagrangian relaxation of the optimization problem to obtain an upper bound on the worst case violation of the specification being verified. Our approach is anytime i.e. it can be stopped at any time and a valid bound on the maximum violation can be obtained. We develop specialized verification algorithms with provable tightness guarantees under special assumptions and demonstrate the practical significance of our general verification approach on a variety of verification tasks.
Many resource allocation problems in the cloud can be described as a basic Virtual Network Embedding Problem (VNEP): finding mappings of request graphs (describing the workloads) onto a substrate graph (describing the physical infrastructure). In the offline setting, the two natural objectives are profit maximization, i.e., embedding a maximal number of request graphs subject to the resource constraints, and cost minimization, i.e., embedding all requests at minimal overall cost. The VNEP can be seen as a generalization of classic routing and call admission problems, in which requests are arbitrary graphs whose communication endpoints are not fixed. Due to its applications, the problem has been studied intensively in the networking community. However, the underlying algorithmic problem is hardly understood. This paper presents the first fixed-parameter tractable approximation algorithms for the VNEP. Our algorithms are based on randomized rounding. Due to the flexible mapping options and the arbitrary request graph topologies, we show that a novel linear program formulation is required. Only using this novel formulation the computation of convex combinations of valid mappings is enabled, as the formulation needs to account for the structure of the request graphs. Accordingly, to capture the structure of request graphs, we introduce the graph-theoretic notion of extraction orders and extraction width and show that our algorithms have exponential runtime in the request graphs' maximal width. Hence, for request graphs of fixed extraction width, we obtain the first polynomial-time approximations. Studying the new notion of extraction orders we show that (i) computing extraction orders of minimal width is NP-hard and (ii) that computing decomposable LP solutions is in general NP-hard, even when restricting request graphs to planar ones.
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.