Daily Papers

We present a learning-based method, namely GeoUDF,to tackle the long-standing and challenging problem of reconstructing a discrete surface from a sparse point cloud.To be specific, we propose a geometry-guided learning method for UDF and its gradient estimation that explicitly formulates the unsigned distance of a query point as the learnable affine averaging of its distances to the tangent planes of neighboring points on the surface. Besides,we model the local geometric structure of the input point clouds by explicitly learning a quadratic polynomial for each point. This not only facilitates upsampling the input sparse point cloud but also naturally induces unoriented normal, which further augments UDF estimation. Finally, to extract triangle meshes from the predicted UDF we propose a customized edge-based marching cube module. We conduct extensive experiments and ablation studies to demonstrate the significant advantages of our method over state-of-the-art methods in terms of reconstruction accuracy, efficiency, and generality. The source code is publicly available at https://github.com/rsy6318/GeoUDF.

Many machine learning tasks involve learning functions that are known to be invariant or equivariant to certain symmetries of the input data. However, it is often challenging to design neural network architectures that respect these symmetries while being expressive and computationally efficient. For example, Euclidean motion invariant/equivariant graph or point cloud neural networks. We introduce Frame Averaging (FA), a general purpose and systematic framework for adapting known (backbone) architectures to become invariant or equivariant to new symmetry types. Our framework builds on the well known group averaging operator that guarantees invariance or equivariance but is intractable. In contrast, we observe that for many important classes of symmetries, this operator can be replaced with an averaging operator over a small subset of the group elements, called a frame. We show that averaging over a frame guarantees exact invariance or equivariance while often being much simpler to compute than averaging over the entire group. Furthermore, we prove that FA-based models have maximal expressive power in a broad setting and in general preserve the expressive power of their backbone architectures. Using frame averaging, we propose a new class of universal Graph Neural Networks (GNNs), universal Euclidean motion invariant point cloud networks, and Euclidean motion invariant Message Passing (MP) GNNs. We demonstrate the practical effectiveness of FA on several applications including point cloud normal estimation, beyond 2-WL graph separation, and n-body dynamics prediction, achieving state-of-the-art results in all of these benchmarks.

In this paper, we focus on quantifying model stability as a function of random seed by investigating the effects of the induced randomness on model performance and the robustness of the model in general. We specifically perform a controlled study on the effect of random seeds on the behaviour of attention, gradient-based and surrogate model based (LIME) interpretations. Our analysis suggests that random seeds can adversely affect the consistency of models resulting in counterfactual interpretations. We propose a technique called Aggressive Stochastic Weight Averaging (ASWA)and an extension called Norm-filtered Aggressive Stochastic Weight Averaging (NASWA) which improves the stability of models over random seeds. With our ASWA and NASWA based optimization, we are able to improve the robustness of the original model, on average reducing the standard deviation of the model's performance by 72%.

Invariance and equivariance to geometrical transformations have proven to be very useful inductive biases when training (convolutional) neural network models, especially in the low-data regime. Much work has focused on the case where the symmetry group employed is compact or abelian, or both. Recent work has explored enlarging the class of transformations used to the case of Lie groups, principally through the use of their Lie algebra, as well as the group exponential and logarithm maps. The applicability of such methods to larger transformation groups is limited by the fact that depending on the group of interest G, the exponential map may not be surjective. Further limitations are encountered when G is neither compact nor abelian. Using the structure and geometry of Lie groups and their homogeneous spaces, we present a framework by which it is possible to work with such groups primarily focusing on the Lie groups G = GL^{+}(n, R) and G = SL(n, R), as well as their representation as affine transformations R^{n} rtimes G. Invariant integration as well as a global parametrization is realized by decomposing the `larger` groups into subgroups and submanifolds which can be handled individually. Under this framework, we show how convolution kernels can be parametrized to build models equivariant with respect to affine transformations. We evaluate the robustness and out-of-distribution generalisation capability of our model on the standard affine-invariant benchmark classification task, where we outperform all previous equivariant models as well as all Capsule Network proposals.

Standard neural networks struggle to generalize under distribution shifts in computer vision. Fortunately, combining multiple networks can consistently improve out-of-distribution generalization. In particular, weight averaging (WA) strategies were shown to perform best on the competitive DomainBed benchmark; they directly average the weights of multiple networks despite their nonlinearities. In this paper, we propose Diverse Weight Averaging (DiWA), a new WA strategy whose main motivation is to increase the functional diversity across averaged models. To this end, DiWA averages weights obtained from several independent training runs: indeed, models obtained from different runs are more diverse than those collected along a single run thanks to differences in hyperparameters and training procedures. We motivate the need for diversity by a new bias-variance-covariance-locality decomposition of the expected error, exploiting similarities between WA and standard functional ensembling. Moreover, this decomposition highlights that WA succeeds when the variance term dominates, which we show occurs when the marginal distribution changes at test time. Experimentally, DiWA consistently improves the state of the art on DomainBed without inference overhead.

Progress in machine learning is measured by careful evaluation on problems of outstanding common interest. However, the proliferation of benchmark suites and environments, adversarial attacks, and other complications has diluted the basic evaluation model by overwhelming researchers with choices. Deliberate or accidental cherry picking is increasingly likely, and designing well-balanced evaluation suites requires increasing effort. In this paper we take a step back and propose Nash averaging. The approach builds on a detailed analysis of the algebraic structure of evaluation in two basic scenarios: agent-vs-agent and agent-vs-task. The key strength of Nash averaging is that it automatically adapts to redundancies in evaluation data, so that results are not biased by the incorporation of easy tasks or weak agents. Nash averaging thus encourages maximally inclusive evaluation -- since there is no harm (computational cost aside) from including all available tasks and agents.

Deep neural networks are typically trained by optimizing a loss function with an SGD variant, in conjunction with a decaying learning rate, until convergence. We show that simple averaging of multiple points along the trajectory of SGD, with a cyclical or constant learning rate, leads to better generalization than conventional training. We also show that this Stochastic Weight Averaging (SWA) procedure finds much flatter solutions than SGD, and approximates the recent Fast Geometric Ensembling (FGE) approach with a single model. Using SWA we achieve notable improvement in test accuracy over conventional SGD training on a range of state-of-the-art residual networks, PyramidNets, DenseNets, and Shake-Shake networks on CIFAR-10, CIFAR-100, and ImageNet. In short, SWA is extremely easy to implement, improves generalization, and has almost no computational overhead.

We study Stochastic Gradient Descent with AdaGrad stepsizes: a popular adaptive (self-tuning) method for first-order stochastic optimization. Despite being well studied, existing analyses of this method suffer from various shortcomings: they either assume some knowledge of the problem parameters, impose strong global Lipschitz conditions, or fail to give bounds that hold with high probability. We provide a comprehensive analysis of this basic method without any of these limitations, in both the convex and non-convex (smooth) cases, that additionally supports a general ``affine variance'' noise model and provides sharp rates of convergence in both the low-noise and high-noise~regimes.

Scale has become a main ingredient in obtaining strong machine learning models. As a result, understanding a model's scaling properties is key to effectively designing both the right training setup as well as future generations of architectures. In this work, we argue that scale and training research has been needlessly complex due to reliance on the cosine schedule, which prevents training across different lengths for the same model size. We investigate the training behavior of a direct alternative - constant learning rate and cooldowns - and find that it scales predictably and reliably similar to cosine. Additionally, we show that stochastic weight averaging yields improved performance along the training trajectory, without additional training costs, across different scales. Importantly, with these findings we demonstrate that scaling experiments can be performed with significantly reduced compute and GPU hours by utilizing fewer but reusable training runs.

Models trained on different datasets can be merged by a weighted-averaging of their parameters, but why does it work and when can it fail? Here, we connect the inaccuracy of weighted-averaging to mismatches in the gradients and propose a new uncertainty-based scheme to improve the performance by reducing the mismatch. The connection also reveals implicit assumptions in other schemes such as averaging, task arithmetic, and Fisher-weighted averaging. Our new method gives consistent improvements for large language models and vision transformers, both in terms of performance and robustness to hyperparameters.

Federated learning and gossip learning are emerging methodologies designed to mitigate data privacy concerns by retaining training data on client devices and exclusively sharing locally-trained machine learning (ML) models with others. The primary distinction between the two lies in their approach to model aggregation: federated learning employs a centralized parameter server, whereas gossip learning adopts a fully decentralized mechanism, enabling direct model exchanges among nodes. This decentralized nature often positions gossip learning as less efficient compared to federated learning. Both methodologies involve a critical step: computing a representation of received ML models and integrating this representation into the existing model. Conventionally, this representation is derived by averaging the received models, exemplified by the FedAVG algorithm. Our findings suggest that this averaging approach inherently introduces a potential delay in model convergence. We identify the underlying cause and refer to it as the "vanishing variance" problem, where averaging across uncorrelated ML models undermines the optimal variance established by the Xavier weight initialization. Unlike federated learning where the central server ensures model correlation, and unlike traditional gossip learning which circumvents this problem through model partitioning and sampling, our research introduces a variance-corrected model averaging algorithm. This novel algorithm preserves the optimal variance needed during model averaging, irrespective of network topology or non-IID data distributions. Our extensive simulation results demonstrate that our approach enables gossip learning to achieve convergence efficiency comparable to that of federated learning.

In this paper, we introduce analytic federated learning (AFL), a new training paradigm that brings analytical (i.e., closed-form) solutions to the federated learning (FL) community. Our AFL draws inspiration from analytic learning -- a gradient-free technique that trains neural networks with analytical solutions in one epoch. In the local client training stage, the AFL facilitates a one-epoch training, eliminating the necessity for multi-epoch updates. In the aggregation stage, we derive an absolute aggregation (AA) law. This AA law allows a single-round aggregation, removing the need for multiple aggregation rounds. More importantly, the AFL exhibits a weight-invariant property, meaning that regardless of how the full dataset is distributed among clients, the aggregated result remains identical. This could spawn various potentials, such as data heterogeneity invariance, client-number invariance, absolute convergence, and being hyperparameter-free (our AFL is the first hyperparameter-free method in FL history). We conduct experiments across various FL settings including extremely non-IID ones, and scenarios with a large number of clients (e.g., ge 1000). In all these settings, our AFL constantly performs competitively while existing FL techniques encounter various obstacles. Code is available at https://github.com/ZHUANGHP/Analytic-federated-learning

A new class of affine scaling matrices for the interior point Newton-type methods is considered to solve the nonlinear systems with simple bounds. We review the essential properties of a scaling matrix and consider several well-known scaling matrices proposed in the literature. We define a new scaling matrix that is the convex combination of these matrices. The proposed scaling matrix inherits those interesting properties of the individual matrices and satisfies additional desired requirements. The numerical experiments demonstrate the superiority of the new scaling matrix in solving several important test problems.

Neural networks are known to produce poor uncertainty estimations, and a variety of approaches have been proposed to remedy this issue. This includes deep ensemble, a simple and effective method that achieves state-of-the-art results for uncertainty-aware learning tasks. In this work, we explore a combinatorial generalization of deep ensemble called deep combinatorial aggregation (DCA). DCA creates multiple instances of network components and aggregates their combinations to produce diversified model proposals and predictions. DCA components can be defined at different levels of granularity. And we discovered that coarse-grain DCAs can outperform deep ensemble for uncertainty-aware learning both in terms of predictive performance and uncertainty estimation. For fine-grain DCAs, we discover that an average parameterization approach named deep combinatorial weight averaging (DCWA) can improve the baseline training. It is on par with stochastic weight averaging (SWA) but does not require any custom training schedule or adaptation of BatchNorm layers. Furthermore, we propose a consistency enforcing loss that helps the training of DCWA and modelwise DCA. We experiment on in-domain, distributional shift, and out-of-distribution image classification tasks, and empirically confirm the effectiveness of DCWA and DCA approaches.

Recently, Visual Autoregressive (VAR) Models introduced a groundbreaking advancement in the field of image generation, offering a scalable approach through a coarse-to-fine "next-scale prediction" paradigm. However, the state-of-the-art algorithm of VAR models in [Tian, Jiang, Yuan, Peng and Wang, NeurIPS 2024] takes O(n^4) time, which is computationally inefficient. In this work, we analyze the computational limits and efficiency criteria of VAR Models through a fine-grained complexity lens. Our key contribution is identifying the conditions under which VAR computations can achieve sub-quadratic time complexity. Specifically, we establish a critical threshold for the norm of input matrices used in VAR attention mechanisms. Above this threshold, assuming the Strong Exponential Time Hypothesis (SETH) from fine-grained complexity theory, a sub-quartic time algorithm for VAR models is impossible. To substantiate our theoretical findings, we present efficient constructions leveraging low-rank approximations that align with the derived criteria. This work initiates the study of the computational efficiency of the VAR model from a theoretical perspective. Our technique will shed light on advancing scalable and efficient image generation in VAR frameworks.

In practical federated learning scenarios, the participating devices may have different bitwidths for computation and memory storage by design. However, despite the progress made in device-heterogeneous federated learning scenarios, the heterogeneity in the bitwidth specifications in the hardware has been mostly overlooked. We introduce a pragmatic FL scenario with bitwidth heterogeneity across the participating devices, dubbed as Bitwidth Heterogeneous Federated Learning (BHFL). BHFL brings in a new challenge, that the aggregation of model parameters with different bitwidths could result in severe performance degeneration, especially for high-bitwidth models. To tackle this problem, we propose ProWD framework, which has a trainable weight dequantizer at the central server that progressively reconstructs the low-bitwidth weights into higher bitwidth weights, and finally into full-precision weights. ProWD further selectively aggregates the model parameters to maximize the compatibility across bit-heterogeneous weights. We validate ProWD against relevant FL baselines on the benchmark datasets, using clients with varying bitwidths. Our ProWD largely outperforms the baseline FL algorithms as well as naive approaches (e.g. grouped averaging) under the proposed BHFL scenario.

Averaging the parameters of models that have the same architecture and initialization can provide a means of combining their respective capabilities. In this paper, we take the perspective that this "merging" operation can be seen as choosing parameters that approximately maximize the joint likelihood of the posteriors of the models' parameters. Computing a simple average of the models' parameters therefore corresponds to making an isotropic Gaussian approximation to their posteriors. We develop an alternative merging procedure based on the Laplace approximation where we approximate each model's posterior as a Gaussian distribution whose precision matrix corresponds to its Fisher information. We first show that our "Fisher merging" technique provides a performance boost in settings where simple parameter averaging is currently used -- specifically, robust fine-tuning and model ensembling. Then, we compare merging to standard gradient-based transfer learning and demonstrate that merging enables a fundamentally different method for transferring capabilities across models. Specifically, we show that Fisher merging is competitive with gradient-based transfer learning approaches (while being significantly cheaper) in intermediate-task training and domain-adaptive pre-training. We also show that our merging procedure makes it possible to combine models in previously unexplored ways. We release our code to facilitate future research into methods for merging models.

Riemannian submanifold optimization with momentum is computationally challenging because, to ensure that the iterates remain on the submanifold, we often need to solve difficult differential equations. Here, we simplify such difficulties for a class of structured symmetric positive-definite matrices with the affine-invariant metric. We do so by proposing a generalized version of the Riemannian normal coordinates that dynamically orthonormalizes the metric and locally converts the problem into an unconstrained problem in the Euclidean space. We use our approach to simplify existing approaches for structured covariances and develop matrix-inverse-free 2^nd-order optimizers for deep learning in low precision settings. Code: https://github.com/yorkerlin/StructuredNGD-DL

We propose a federated averaging Langevin algorithm (FA-LD) for uncertainty quantification and mean predictions with distributed clients. In particular, we generalize beyond normal posterior distributions and consider a general class of models. We develop theoretical guarantees for FA-LD for strongly log-concave distributions with non-i.i.d data and study how the injected noise and the stochastic-gradient noise, the heterogeneity of data, and the varying learning rates affect the convergence. Such an analysis sheds light on the optimal choice of local updates to minimize communication costs. Important to our approach is that the communication efficiency does not deteriorate with the injected noise in the Langevin algorithms. In addition, we examine in our FA-LD algorithm both independent and correlated noise used over different clients. We observe there is a trade-off between the pairs among communication, accuracy, and data privacy. As local devices may become inactive in federated networks, we also show convergence results based on different averaging schemes where only partial device updates are available. In such a case, we discover an additional bias that does not decay to zero.

In federated learning (FL), clients usually have diverse participation statistics that are unknown a priori, which can significantly harm the performance of FL if not handled properly. Existing works aiming at addressing this problem are usually based on global variance reduction, which requires a substantial amount of additional memory in a multiplicative factor equal to the total number of clients. An important open problem is to find a lightweight method for FL in the presence of clients with unknown participation rates. In this paper, we address this problem by adapting the aggregation weights in federated averaging (FedAvg) based on the participation history of each client. We first show that, with heterogeneous participation statistics, FedAvg with non-optimal aggregation weights can diverge from the optimal solution of the original FL objective, indicating the need of finding optimal aggregation weights. However, it is difficult to compute the optimal weights when the participation statistics are unknown. To address this problem, we present a new algorithm called FedAU, which improves FedAvg by adaptively weighting the client updates based on online estimates of the optimal weights without knowing the statistics of client participation. We provide a theoretical convergence analysis of FedAU using a novel methodology to connect the estimation error and convergence. Our theoretical results reveal important and interesting insights, while showing that FedAU converges to an optimal solution of the original objective and has desirable properties such as linear speedup. Our experimental results also verify the advantage of FedAU over baseline methods with various participation patterns.

Deep learning optimizers are often motivated through a mix of convex and approximate second-order theory. We select three such methods -- Adam, Shampoo and Prodigy -- and argue that each method can instead be understood as a squarely first-order method without convexity assumptions. In fact, after switching off exponential moving averages, each method is equivalent to steepest descent under a particular norm. By generalizing this observation, we chart a new design space for training algorithms. Different operator norms should be assigned to different tensors based on the role that the tensor plays within the network. For example, while linear and embedding layers may have the same weight space of R^{mtimes n}, these layers play different roles and should be assigned different norms. We hope that this idea of carefully metrizing the neural architecture might lead to more stable, scalable and indeed faster training.

Exponential Moving Average (EMA) is a widely used weight averaging (WA) regularization to learn flat optima for better generalizations without extra cost in deep neural network (DNN) optimization. Despite achieving better flatness, existing WA methods might fall into worse final performances or require extra test-time computations. This work unveils the full potential of EMA with a single line of modification, i.e., switching the EMA parameters to the original model after each epoch, dubbed as Switch EMA (SEMA). From both theoretical and empirical aspects, we demonstrate that SEMA can help DNNs to reach generalization optima that better trade-off between flatness and sharpness. To verify the effectiveness of SEMA, we conduct comparison experiments with discriminative, generative, and regression tasks on vision and language datasets, including image classification, self-supervised learning, object detection and segmentation, image generation, video prediction, attribute regression, and language modeling. Comprehensive results with popular optimizers and networks show that SEMA is a free lunch for DNN training by improving performances and boosting convergence speeds.

This paper introduces an efficient fine-tuning method for large pre-trained models, offering strong in-distribution (ID) and out-of-distribution (OOD) performance. Breaking away from traditional practices that need a multitude of fine-tuned models for averaging, our approach employs significantly fewer models to achieve final weights yet yield superior accuracy. Drawing from key insights in the weight space of fine-tuned weights, we uncover a strong link between the performance and proximity to the center of weight space. Based on this, we introduce a method that approximates a center-close weight using only two fine-tuned models, applicable during or after training. Our innovative layer-wise weight averaging technique surpasses state-of-the-art model methods such as Model Soup, utilizing only two fine-tuned models. This strategy can be aptly coined Model Stock, highlighting its reliance on selecting a minimal number of models to draw a more optimized-averaged model. We demonstrate the efficacy of Model Stock with fine-tuned models based upon pre-trained CLIP architectures, achieving remarkable performance on both ID and OOD tasks on the standard benchmarks, all while barely bringing extra computational demands. Our code and pre-trained models are available at https://github.com/naver-ai/model-stock.

In this paper, we revisit the rotation averaging problem applied in global Structure-from-Motion pipelines. We argue that the main problem of current methods is the minimized cost function that is only weakly connected with the input data via the estimated epipolar geometries.We propose to better model the underlying noise distributions by directly propagating the uncertainty from the point correspondences into the rotation averaging. Such uncertainties are obtained for free by considering the Jacobians of two-view refinements. Moreover, we explore integrating a variant of the MAGSAC loss into the rotation averaging problem, instead of using classical robust losses employed in current frameworks. The proposed method leads to results superior to baselines, in terms of accuracy, on large-scale public benchmarks. The code is public. https://github.com/zhangganlin/GlobalSfMpy

Categorical distributions are ubiquitous in machine learning, e.g., in classification, language models, and recommendation systems. However, when the number of possible outcomes is very large, using categorical distributions becomes computationally expensive, as the complexity scales linearly with the number of outcomes. To address this problem, we propose augment and reduce (A&R), a method to alleviate the computational complexity. A&R uses two ideas: latent variable augmentation and stochastic variational inference. It maximizes a lower bound on the marginal likelihood of the data. Unlike existing methods which are specific to softmax, A&R is more general and is amenable to other categorical models, such as multinomial probit. On several large-scale classification problems, we show that A&R provides a tighter bound on the marginal likelihood and has better predictive performance than existing approaches.

Best-of-N (BoN) Average Displacement Error (ADE)/ Final Displacement Error (FDE) is the most used metric for evaluating trajectory prediction models. Yet, the BoN does not quantify the whole generated samples, resulting in an incomplete view of the model's prediction quality and performance. We propose a new metric, Average Mahalanobis Distance (AMD) to tackle this issue. AMD is a metric that quantifies how close the whole generated samples are to the ground truth. We also introduce the Average Maximum Eigenvalue (AMV) metric that quantifies the overall spread of the predictions. Our metrics are validated empirically by showing that the ADE/FDE is not sensitive to distribution shifts, giving a biased sense of accuracy, unlike the AMD/AMV metrics. We introduce the usage of Implicit Maximum Likelihood Estimation (IMLE) as a replacement for traditional generative models to train our model, Social-Implicit. IMLE training mechanism aligns with AMD/AMV objective of predicting trajectories that are close to the ground truth with a tight spread. Social-Implicit is a memory efficient deep model with only 5.8K parameters that runs in real time of about 580Hz and achieves competitive results. Interactive demo of the problem can be seen at https://www.abduallahmohamed.com/social-implicit-amdamv-adefde-demo . Code is available at https://github.com/abduallahmohamed/Social-Implicit .

In several recently proposed stochastic optimization methods (e.g. RMSProp, Adam, Adadelta), parameter updates are scaled by the inverse square roots of exponential moving averages of squared past gradients. Maintaining these per-parameter second-moment estimators requires memory equal to the number of parameters. For the case of neural network weight matrices, we propose maintaining only the per-row and per-column sums of these moving averages, and estimating the per-parameter second moments based on these sums. We demonstrate empirically that this method produces similar results to the baseline. Secondly, we show that adaptive methods can produce larger-than-desired updates when the decay rate of the second moment accumulator is too slow. We propose update clipping and a gradually increasing decay rate scheme as remedies. Combining these methods and dropping momentum, we achieve comparable results to the published Adam regime in training the Transformer model on the WMT 2014 English-German machine translation task, while using very little auxiliary storage in the optimizer. Finally, we propose scaling the parameter updates based on the scale of the parameters themselves.

Generalization to out-of-distribution (OOD) data is a critical challenge in machine learning. Ensemble-based methods, like weight space ensembles that interpolate model parameters, have been shown to achieve superior OOD performance. However, the underlying mechanism for their effectiveness remains unclear. In this study, we closely examine WiSE-FT, a popular weight space ensemble method that interpolates between a pre-trained and a fine-tuned model. We observe an unexpected phenomenon, in which WiSE-FT successfully corrects many cases where each individual model makes incorrect predictions, which contributes significantly to its OOD effectiveness. To gain further insights, we conduct theoretical analysis in a multi-class setting with a large number of spurious features. Our analysis predicts the above phenomenon and it further shows that ensemble-based models reduce prediction errors in the OOD settings by utilizing a more diverse set of spurious features. Contrary to the conventional wisdom that focuses on learning invariant features for better OOD performance, our findings suggest that incorporating a large number of diverse spurious features weakens their individual contributions, leading to improved overall OOD generalization performance. Empirically we demonstrate the effectiveness of utilizing diverse spurious features on a MultiColorMNIST dataset, and our experimental results are consistent with the theoretical analysis. Building upon the new theoretical insights into the efficacy of ensemble methods, we further identify an issue of WiSE-FT caused by the overconfidence of fine-tuned models in OOD situations. This overconfidence magnifies the fine-tuned model's incorrect prediction, leading to deteriorated OOD ensemble performance. To remedy this problem, we propose a novel method called BAlaNced averaGing (BANG), which significantly enhances the OOD performance of WiSE-FT.

Model attribution is a popular tool to explain the rationales behind model predictions. However, recent work suggests that the attributions are vulnerable to minute perturbations, which can be added to input samples to fool the attributions while maintaining the prediction outputs. Although empirical studies have shown positive performance via adversarial training, an effective certified defense method is eminently needed to understand the robustness of attributions. In this work, we propose to use uniform smoothing technique that augments the vanilla attributions by noises uniformly sampled from a certain space. It is proved that, for all perturbations within the attack region, the cosine similarity between uniformly smoothed attribution of perturbed sample and the unperturbed sample is guaranteed to be lower bounded. We also derive alternative formulations of the certification that is equivalent to the original one and provides the maximum size of perturbation or the minimum smoothing radius such that the attribution can not be perturbed. We evaluate the proposed method on three datasets and show that the proposed method can effectively protect the attributions from attacks, regardless of the architecture of networks, training schemes and the size of the datasets.

We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a (delta,epsilon)-stationary point from O(epsilon^{-4}delta^{-1}) stochastic gradient queries to O(epsilon^{-3}delta^{-1}), which we also show to be optimal. Our primary technique is a reduction from non-smooth non-convex optimization to online learning, after which our results follow from standard regret bounds in online learning. For deterministic and second-order smooth objectives, applying more advanced optimistic online learning techniques enables a new complexity of O(epsilon^{-1.5}delta^{-0.5}). Our techniques also recover all optimal or best-known results for finding epsilon stationary points of smooth or second-order smooth objectives in both stochastic and deterministic settings.

Diffusion models currently dominate the field of data-driven image synthesis with their unparalleled scaling to large datasets. In this paper, we identify and rectify several causes for uneven and ineffective training in the popular ADM diffusion model architecture, without altering its high-level structure. Observing uncontrolled magnitude changes and imbalances in both the network activations and weights over the course of training, we redesign the network layers to preserve activation, weight, and update magnitudes on expectation. We find that systematic application of this philosophy eliminates the observed drifts and imbalances, resulting in considerably better networks at equal computational complexity. Our modifications improve the previous record FID of 2.41 in ImageNet-512 synthesis to 1.81, achieved using fast deterministic sampling. As an independent contribution, we present a method for setting the exponential moving average (EMA) parameters post-hoc, i.e., after completing the training run. This allows precise tuning of EMA length without the cost of performing several training runs, and reveals its surprising interactions with network architecture, training time, and guidance.

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment effect (CATE) when unobserved confounders have a bounded effect on the odds ratio of treatment selection. Our approach is scalable and allows flexible use of model classes in estimation, including nonparametric and black-box machine learning methods. Based on these bounds for the CATE, we propose a sensitivity analysis for the average treatment effect (ATE). Our semi-parametric estimator extends/bounds the augmented inverse propensity weighted (AIPW) estimator for the ATE under bounded unobserved confounding. By constructing a Neyman orthogonal score, our estimator of the bound for the ATE is a regular root-n estimator so long as the nuisance parameters are estimated at the o_p(n^{-1/4}) rate. We complement our methodology with optimality results showing that our proposed bounds are tight in certain cases. We demonstrate our method on simulated and real data examples, and show accurate coverage of our confidence intervals in practical finite sample regimes with rich covariate information.

In the field of algorithmic fairness, significant attention has been put on group fairness criteria, such as Demographic Parity and Equalized Odds. Nevertheless, these objectives, measured as global averages, have raised concerns about persistent local disparities between sensitive groups. In this work, we address the problem of local fairness, which ensures that the predictor is unbiased not only in terms of expectations over the whole population, but also within any subregion of the feature space, unknown at training time. To enforce this objective, we introduce ROAD, a novel approach that leverages the Distributionally Robust Optimization (DRO) framework within a fair adversarial learning objective, where an adversary tries to infer the sensitive attribute from the predictions. Using an instance-level re-weighting strategy, ROAD is designed to prioritize inputs that are likely to be locally unfair, i.e. where the adversary faces the least difficulty in reconstructing the sensitive attribute. Numerical experiments demonstrate the effectiveness of our method: it achieves Pareto dominance with respect to local fairness and accuracy for a given global fairness level across three standard datasets, and also enhances fairness generalization under distribution shift.

Let F be a field, and n geq r>0 be integers, with r even. Denote by A_n(F) the space of all n-by-n alternating matrices with entries in F. We consider the problem of determining the greatest possible dimension for an affine subspace of A_n(F) in which every matrix has rank equal to r (or rank at least r). Recently Rubei has solved this problem over the field of real numbers. We extend her result to all fields with large enough cardinality. Provided that n geq r+3 and |F|geq minbigl(r-1,r{2}+2bigr), we also determine the affine subspaces of rank r matrices in A_n(F) that have the greatest possible dimension, and we point to difficulties for the corresponding problem in the case nleq r+2.

Given a matrix Min R^{mtimes n}, the low rank matrix completion problem asks us to find a rank-k approximation of M as UV^top for Uin R^{mtimes k} and Vin R^{ntimes k} by only observing a few entries specified by a set of entries Omegasubseteq [m]times [n]. In particular, we examine an approach that is widely used in practice -- the alternating minimization framework. Jain, Netrapalli and Sanghavi~jns13 showed that if M has incoherent rows and columns, then alternating minimization provably recovers the matrix M by observing a nearly linear in n number of entries. While the sample complexity has been subsequently improved~glz17, alternating minimization steps are required to be computed exactly. This hinders the development of more efficient algorithms and fails to depict the practical implementation of alternating minimization, where the updates are usually performed approximately in favor of efficiency. In this paper, we take a major step towards a more efficient and error-robust alternating minimization framework. To this end, we develop an analytical framework for alternating minimization that can tolerate moderate amount of errors caused by approximate updates. Moreover, our algorithm runs in time widetilde O(|Omega| k), which is nearly linear in the time to verify the solution while preserving the sample complexity. This improves upon all prior known alternating minimization approaches which require widetilde O(|Omega| k^2) time.

In this article, we study the consistency of the template estimation with the Fr\'echet mean in quotient spaces. The Fr\'echet mean in quotient spaces is often used when the observations are deformed or transformed by a group action. We show that in most cases this estimator is actually inconsistent. We exhibit a sufficient condition for this inconsistency, which amounts to the folding of the distribution of the noisy template when it is projected to the quotient space. This condition appears to be fulfilled as soon as the support of the noise is large enough. To quantify this inconsistency we provide lower and upper bounds of the bias as a function of the variability (the noise level). This shows that the consistency bias cannot be neglected when the variability increases.

We consider in this work quantities that can be obtained as limits of powers of parametrized matrices, for instance the inverse matrix or the logarithm of the determinant. Under the assumption of affine dependence in the parameters, we use the Empirical Interpolation Method (EIM) to derive an approximation for powers of these matrices, from which we derive a nonintrusive approximation for the aforementioned limits. We derive upper bounds of the error made by the obtained formula. Finally, numerical comparisons with classical intrusive and nonintrusive approximation techniques are provided: in the considered test-cases, our algorithm performs well compared to the nonintrusive ones.

Federated Averaging (FedAvg) and its variants are the most popular optimization algorithms in federated learning (FL). Previous convergence analyses of FedAvg either assume full client participation or partial client participation where the clients can be uniformly sampled. However, in practical cross-device FL systems, only a subset of clients that satisfy local criteria such as battery status, network connectivity, and maximum participation frequency requirements (to ensure privacy) are available for training at a given time. As a result, client availability follows a natural cyclic pattern. We provide (to our knowledge) the first theoretical framework to analyze the convergence of FedAvg with cyclic client participation with several different client optimizers such as GD, SGD, and shuffled SGD. Our analysis discovers that cyclic client participation can achieve a faster asymptotic convergence rate than vanilla FedAvg with uniform client participation under suitable conditions, providing valuable insights into the design of client sampling protocols.

Present-day federated learning (FL) systems deployed over edge networks consists of a large number of workers with high degrees of heterogeneity in data and/or computing capabilities, which call for flexible worker participation in terms of timing, effort, data heterogeneity, etc. To satisfy the need for flexible worker participation, we consider a new FL paradigm called "Anarchic Federated Learning" (AFL) in this paper. In stark contrast to conventional FL models, each worker in AFL has the freedom to choose i) when to participate in FL, and ii) the number of local steps to perform in each round based on its current situation (e.g., battery level, communication channels, privacy concerns). However, such chaotic worker behaviors in AFL impose many new open questions in algorithm design. In particular, it remains unclear whether one could develop convergent AFL training algorithms, and if yes, under what conditions and how fast the achievable convergence speed is. Toward this end, we propose two Anarchic Federated Averaging (AFA) algorithms with two-sided learning rates for both cross-device and cross-silo settings, which are named AFA-CD and AFA-CS, respectively. Somewhat surprisingly, we show that, under mild anarchic assumptions, both AFL algorithms achieve the best known convergence rate as the state-of-the-art algorithms for conventional FL. Moreover, they retain the highly desirable {\em linear speedup effect} with respect of both the number of workers and local steps in the new AFL paradigm. We validate the proposed algorithms with extensive experiments on real-world datasets.

In this paper, we provide a general framework for studying multi-agent online learning problems in the presence of delays and asynchronicities. Specifically, we propose and analyze a class of adaptive dual averaging schemes in which agents only need to accumulate gradient feedback received from the whole system, without requiring any between-agent coordination. In the single-agent case, the adaptivity of the proposed method allows us to extend a range of existing results to problems with potentially unbounded delays between playing an action and receiving the corresponding feedback. In the multi-agent case, the situation is significantly more complicated because agents may not have access to a global clock to use as a reference point; to overcome this, we focus on the information that is available for producing each prediction rather than the actual delay associated with each feedback. This allows us to derive adaptive learning strategies with optimal regret bounds, even in a fully decentralized, asynchronous environment. Finally, we also analyze an "optimistic" variant of the proposed algorithm which is capable of exploiting the predictability of problems with a slower variation and leads to improved regret bounds.

Forward Gradients - the idea of using directional derivatives in forward differentiation mode - have recently been shown to be utilizable for neural network training while avoiding problems generally associated with backpropagation gradient computation, such as locking and memorization requirements. The cost is the requirement to guess the step direction, which is hard in high dimensions. While current solutions rely on weighted averages over isotropic guess vector distributions, we propose to strongly bias our gradient guesses in directions that are much more promising, such as feedback obtained from small, local auxiliary networks. For a standard computer vision neural network, we conduct a rigorous study systematically covering a variety of combinations of gradient targets and gradient guesses, including those previously presented in the literature. We find that using gradients obtained from a local loss as a candidate direction drastically improves on random noise in Forward Gradient methods.

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct effect on the outcome which is not mediated by the exposure in view. In the health and social sciences, such an assumption is often not credible. To address this concern, we consider identification conditions of the population average treatment effect with an invalid instrumental variable which does not satisfy the exclusion restriction, and derive the efficient influence function targeting the identifying functional under a nonparametric observed data model. We propose a novel multiply robust locally efficient estimator of the average treatment effect that is consistent in the union of multiple parametric nuisance models, as well as a multiply debiased machine learning estimator for which the nuisance parameters are estimated using generic machine learning methods, that effectively exploit various forms of linear or nonlinear structured sparsity in the nuisance parameter space. When one cannot be confident that any of these machine learners is consistent at sufficiently fast rates to ensure n-consistency for the average treatment effect, we introduce a new criteria for selective machine learning which leverages the multiple robustness property in order to ensure small bias. The proposed methods are illustrated through extensive simulations and a data analysis evaluating the causal effect of 401(k) participation on savings.

Objective: Electroencephalography signals are recorded as a multidimensional dataset. We propose a new framework based on the augmented covariance extracted from an autoregressive model to improve motor imagery classification. Methods: From the autoregressive model can be derived the Yule-Walker equations, which show the emergence of a symmetric positive definite matrix: the augmented covariance matrix. The state-of the art for classifying covariance matrices is based on Riemannian Geometry. A fairly natural idea is therefore to extend the standard approach using these augmented covariance matrices. The methodology for creating the augmented covariance matrix shows a natural connection with the delay embedding theorem proposed by Takens for dynamical systems. Such an embedding method is based on the knowledge of two parameters: the delay and the embedding dimension, respectively related to the lag and the order of the autoregressive model. This approach provides new methods to compute the hyper-parameters in addition to standard grid search. Results: The augmented covariance matrix performed noticeably better than any state-of-the-art methods. We will test our approach on several datasets and several subjects using the MOABB framework, using both within-session and cross-session evaluation. Conclusion: The improvement in results is due to the fact that the augmented covariance matrix incorporates not only spatial but also temporal information, incorporating nonlinear components of the signal through an embedding procedure, which allows the leveraging of dynamical systems algorithms. Significance: These results extend the concepts and the results of the Riemannian distance based classification algorithm.

We give an improved theoretical analysis of score-based generative modeling. Under a score estimate with small L^2 error (averaged across timesteps), we provide efficient convergence guarantees for any data distribution with second-order moment, by either employing early stopping or assuming smoothness condition on the score function of the data distribution. Our result does not rely on any log-concavity or functional inequality assumption and has a logarithmic dependence on the smoothness. In particular, we show that under only a finite second moment condition, approximating the following in reverse KL divergence in epsilon-accuracy can be done in tilde Oleft(d log (1/delta){epsilon}right) steps: 1) the variance-delta Gaussian perturbation of any data distribution; 2) data distributions with 1/delta-smooth score functions. Our analysis also provides a quantitative comparison between different discrete approximations and may guide the choice of discretization points in practice.

We study regressions with multiple treatments and a set of controls that is flexible enough to purge omitted variable bias. We show that these regressions generally fail to estimate convex averages of heterogeneous treatment effects -- instead, estimates of each treatment's effect are contaminated by non-convex averages of the effects of other treatments. We discuss three estimation approaches that avoid such contamination bias, including the targeting of easiest-to-estimate weighted average effects. A re-analysis of nine empirical applications finds economically and statistically meaningful contamination bias in observational studies; contamination bias in experimental studies is more limited due to smaller variability in propensity scores.

The inability of deep learning models to handle data drawn from unseen distributions has sparked much interest in unsupervised out-of-distribution (U-OOD) detection, as it is crucial for reliable deep learning models. Despite considerable attention, theoretically-motivated approaches are few and far between, with most methods building on top of some form of heuristic. Recently, U-OOD was formalized in the context of data invariants, allowing a clearer understanding of how to characterize U-OOD, and methods leveraging affine invariants have attained state-of-the-art results on large-scale benchmarks. Nevertheless, the restriction to affine invariants hinders the expressiveness of the approach. In this work, we broaden the affine invariants formulation to a more general case and propose a framework consisting of a normalizing flow-like architecture capable of learning non-linear invariants. Our novel approach achieves state-of-the-art results on an extensive U-OOD benchmark, and we demonstrate its further applicability to tabular data. Finally, we show our method has the same desirable properties as those based on affine invariants.

We introduce Gravity, another algorithm for gradient-based optimization. In this paper, we explain how our novel idea change parameters to reduce the deep learning model's loss. It has three intuitive hyper-parameters that the best values for them are proposed. Also, we propose an alternative to moving average. To compare the performance of the Gravity optimizer with two common optimizers, Adam and RMSProp, five standard datasets were trained on two VGGNet models with a batch size of 128 for 100 epochs. Gravity hyper-parameters did not need to be tuned for different models. As will be explained more in the paper, to investigate the direct impact of the optimizer itself on loss reduction no overfitting prevention technique was used. The obtained results show that the Gravity optimizer has more stable performance than Adam and RMSProp and gives greater values of validation accuracy for datasets with more output classes like CIFAR-100 (Fine).

We study the problem of designing models for machine learning tasks defined on sets. In contrast to traditional approach of operating on fixed dimensional vectors, we consider objective functions defined on sets that are invariant to permutations. Such problems are widespread, ranging from estimation of population statistics poczos13aistats, to anomaly detection in piezometer data of embankment dams Jung15Exploration, to cosmology Ntampaka16Dynamical,Ravanbakhsh16ICML1. Our main theorem characterizes the permutation invariant functions and provides a family of functions to which any permutation invariant objective function must belong. This family of functions has a special structure which enables us to design a deep network architecture that can operate on sets and which can be deployed on a variety of scenarios including both unsupervised and supervised learning tasks. We also derive the necessary and sufficient conditions for permutation equivariance in deep models. We demonstrate the applicability of our method on population statistic estimation, point cloud classification, set expansion, and outlier detection.

We tackle the problem of estimating a Manhattan frame, i.e. three orthogonal vanishing points, and the unknown focal length of the camera, leveraging a prior vertical direction. The direction can come from an Inertial Measurement Unit that is a standard component of recent consumer devices, e.g., smartphones. We provide an exhaustive analysis of minimal line configurations and derive two new 2-line solvers, one of which does not suffer from singularities affecting existing solvers. Additionally, we design a new non-minimal method, running on an arbitrary number of lines, to boost the performance in local optimization. Combining all solvers in a hybrid robust estimator, our method achieves increased accuracy even with a rough prior. Experiments on synthetic and real-world datasets demonstrate the superior accuracy of our method compared to the state of the art, while having comparable runtimes. We further demonstrate the applicability of our solvers for relative rotation estimation. The code is available at https://github.com/cvg/VP-Estimation-with-Prior-Gravity.

We study the problem of approximating stationary points of Lipschitz and smooth functions under (varepsilon,delta)-differential privacy (DP) in both the finite-sum and stochastic settings. A point w is called an alpha-stationary point of a function F:R^drightarrowR if |nabla F(w)|leq alpha. We provide a new efficient algorithm that finds an Obig(big[sqrt{d}{nvarepsilon}big]^{2/3}big)-stationary point in the finite-sum setting, where n is the number of samples. This improves on the previous best rate of Obig(big[sqrt{d}{nvarepsilon}big]^{1/2}big). We also give a new construction that improves over the existing rates in the stochastic optimization setting, where the goal is to find approximate stationary points of the population risk. Our construction finds a Obig(1{n^{1/3}} + big[sqrt{d}{nvarepsilon}big]^{1/2}big)-stationary point of the population risk in time linear in n. Furthermore, under the additional assumption of convexity, we completely characterize the sample complexity of finding stationary points of the population risk (up to polylog factors) and show that the optimal rate on population stationarity is tilde Thetabig(1{n}+sqrt{d}{nvarepsilon}big). Finally, we show that our methods can be used to provide dimension-independent rates of Obig(1{n}+minbig(big[sqrt{rank}{nvarepsilon}big]^{2/3},1{(nvarepsilon)^{2/5}}big)big) on population stationarity for Generalized Linear Models (GLM), where rank is the rank of the design matrix, which improves upon the previous best known rate.

We study convergence lower bounds of without-replacement stochastic gradient descent (SGD) for solving smooth (strongly-)convex finite-sum minimization problems. Unlike most existing results focusing on final iterate lower bounds in terms of the number of components n and the number of epochs K, we seek bounds for arbitrary weighted average iterates that are tight in all factors including the condition number kappa. For SGD with Random Reshuffling, we present lower bounds that have tighter kappa dependencies than existing bounds. Our results are the first to perfectly close the gap between lower and upper bounds for weighted average iterates in both strongly-convex and convex cases. We also prove weighted average iterate lower bounds for arbitrary permutation-based SGD, which apply to all variants that carefully choose the best permutation. Our bounds improve the existing bounds in factors of n and kappa and thereby match the upper bounds shown for a recently proposed algorithm called GraB.

Exploiting partial first-order information in a cyclic way is arguably the most natural strategy to obtain scalable first-order methods. However, despite their wide use in practice, cyclic schemes are far less understood from a theoretical perspective than their randomized counterparts. Motivated by a recent success in analyzing an extrapolated cyclic scheme for generalized variational inequalities, we propose an Accelerated Cyclic Coordinate Dual Averaging with Extrapolation (A-CODER) method for composite convex optimization, where the objective function can be expressed as the sum of a smooth convex function accessible via a gradient oracle and a convex, possibly nonsmooth, function accessible via a proximal oracle. We show that A-CODER attains the optimal convergence rate with improved dependence on the number of blocks compared to prior work. Furthermore, for the setting where the smooth component of the objective function is expressible in a finite sum form, we introduce a variance-reduced variant of A-CODER, VR-A-CODER, with state-of-the-art complexity guarantees. Finally, we demonstrate the effectiveness of our algorithms through numerical experiments.

Stochastically Extended Adversarial (SEA) model is introduced by Sachs et al. [2022] as an interpolation between stochastic and adversarial online convex optimization. Under the smoothness condition, they demonstrate that the expected regret of optimistic follow-the-regularized-leader (FTRL) depends on the cumulative stochastic variance sigma_{1:T}^2 and the cumulative adversarial variation Sigma_{1:T}^2 for convex functions. They also provide a slightly weaker bound based on the maximal stochastic variance sigma_{max}^2 and the maximal adversarial variation Sigma_{max}^2 for strongly convex functions. Inspired by their work, we investigate the theoretical guarantees of optimistic online mirror descent (OMD) for the SEA model. For convex and smooth functions, we obtain the same O(sigma_{1:T^2}+Sigma_{1:T^2}) regret bound, without the convexity requirement of individual functions. For strongly convex and smooth functions, we establish an O(min{log (sigma_{1:T}^2+Sigma_{1:T}^2), (sigma_{max}^2 + Sigma_{max}^2) log T}) bound, better than their O((sigma_{max}^2 + Sigma_{max}^2) log T) bound. For exp-concave and smooth functions, we achieve a new O(dlog(sigma_{1:T}^2+Sigma_{1:T}^2)) bound. Owing to the OMD framework, we can further extend our result to obtain dynamic regret guarantees, which are more favorable in non-stationary online scenarios. The attained results allow us to recover excess risk bounds of the stochastic setting and regret bounds of the adversarial setting, and derive new guarantees for many intermediate scenarios.

We introduce a new family of physics-inspired generative models termed PFGM++ that unifies diffusion models and Poisson Flow Generative Models (PFGM). These models realize generative trajectories for N dimensional data by embedding paths in N{+}D dimensional space while still controlling the progression with a simple scalar norm of the D additional variables. The new models reduce to PFGM when D{=}1 and to diffusion models when D{to}infty. The flexibility of choosing D allows us to trade off robustness against rigidity as increasing D results in more concentrated coupling between the data and the additional variable norms. We dispense with the biased large batch field targets used in PFGM and instead provide an unbiased perturbation-based objective similar to diffusion models. To explore different choices of D, we provide a direct alignment method for transferring well-tuned hyperparameters from diffusion models (D{to} infty) to any finite D values. Our experiments show that models with finite D can be superior to previous state-of-the-art diffusion models on CIFAR-10/FFHQ 64{times}64 datasets, with FID scores of 1.91/2.43 when D{=}2048/128. In class-conditional setting, D{=}2048 yields current state-of-the-art FID of 1.74 on CIFAR-10. In addition, we demonstrate that models with smaller D exhibit improved robustness against modeling errors. Code is available at https://github.com/Newbeeer/pfgmpp

We study the problem of online generalized linear regression in the stochastic setting, where the label is generated from a generalized linear model with possibly unbounded additive noise. We provide a sharp analysis of the classical follow-the-regularized-leader (FTRL) algorithm to cope with the label noise. More specifically, for sigma-sub-Gaussian label noise, our analysis provides a regret upper bound of O(sigma^2 d log T) + o(log T), where d is the dimension of the input vector, T is the total number of rounds. We also prove a Omega(sigma^2dlog(T/d)) lower bound for stochastic online linear regression, which indicates that our upper bound is nearly optimal. In addition, we extend our analysis to a more refined Bernstein noise condition. As an application, we study generalized linear bandits with heteroscedastic noise and propose an algorithm based on FTRL to achieve the first variance-aware regret bound.

Multiplications are responsible for most of the computational cost involved in neural network training and inference. Recent research has thus looked for ways to reduce the cost associated with them. Inspired by Mogami (2020), we replace multiplication with a cheap piecewise affine approximation that is achieved by adding the bit representation of the floating point numbers together as integers. We show that transformers can be trained with the resulting modified matrix multiplications on both vision and language tasks with little to no performance impact, and without changes to the training hyperparameters. We further replace all non-linearities in the networks making them fully and jointly piecewise affine in both inputs and weights. Finally, we show that we can eliminate all multiplications in the entire training process, including operations in the forward pass, backward pass and optimizer update, demonstrating the first successful training of modern neural network architectures in a fully multiplication-free fashion.

Linear structural equation models are multivariate statistical models encoded by mixed graphs. In particular, the set of covariance matrices for distributions belonging to a linear structural equation model for a fixed mixed graph G=(V, D,B) is parameterized by a rational function with parameters for each vertex and edge in G. This rational parametrization naturally allows for the study of these models from an algebraic and combinatorial point of view. Indeed, this point of view has led to a collection of results in the literature, mainly focusing on questions related to identifiability and determining relationships between covariances (i.e., finding polynomials in the Gaussian vanishing ideal). So far, a large proportion of these results has focused on the case when D, the directed part of the mixed graph G, is acyclic. This is due to the fact that in the acyclic case, the parametrization becomes polynomial and there is a description of the entries of the covariance matrices in terms of a finite sum. We move beyond the acyclic case and give a closed form expression for the entries of the covariance matrices in terms of the one-connections in a graph obtained from D through some small operations. This closed form expression then allows us to show that if G is simple, then the parametrization map is generically finite-to-one. Finally, having a closed form expression for the covariance matrices allows for the development of an algorithm for systematically exploring possible polynomials in the Gaussian vanishing ideal.

Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning fields. The validity of existing works heavily rely on either a restrictive Lower- Level Strong Convexity (LLSC) condition or on solving a series of approximation subproblems with high accuracy or both. In this work, by averaging the upper and lower level objectives, we propose a single loop Bi-level Averaged Method of Multipliers (sl-BAMM) for BLO that is simple yet efficient for large-scale BLO and gets rid of the limited LLSC restriction. We further provide non-asymptotic convergence analysis of sl-BAMM towards KKT stationary points, and the comparative advantage of our analysis lies in the absence of strong gradient boundedness assumption, which is always required by others. Thus our theory safely captures a wider variety of applications in deep learning, especially where the upper-level objective is quadratic w.r.t. the lower-level variable. Experimental results demonstrate the superiority of our method.

We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two observations for M-matrices lauritzen2019maximum,slawski2015estimation and even one observation for diagonally dominant M-matrices truell2021maximum. We propose an adaptive multiple-stage estimation method that refines the estimate by solving a weighted ell_1-regularized problem at each stage. Furthermore, we develop a unified framework based on the gradient projection method to solve the regularized problem, incorporating distinct projections to handle the constraints of M-matrices and diagonally dominant M-matrices. A theoretical analysis of the estimation error is provided. Our method outperforms state-of-the-art methods in precision matrix estimation and graph edge identification, as evidenced by synthetic and financial time-series data sets.

It has recently been conjectured that neural network solution sets reachable via stochastic gradient descent (SGD) are convex, considering permutation invariances (Entezari et al., 2022). This means that a linear path can connect two independent solutions with low loss, given the weights of one of the models are appropriately permuted. However, current methods to test this theory often require very wide networks to succeed. In this work, we conjecture that more generally, the SGD solution set is a "star domain" that contains a "star model" that is linearly connected to all the other solutions via paths with low loss values, modulo permutations. We propose the Starlight algorithm that finds a star model of a given learning task. We validate our claim by showing that this star model is linearly connected with other independently found solutions. As an additional benefit of our study, we demonstrate better uncertainty estimates on the Bayesian Model Averaging over the obtained star domain. Further, we demonstrate star models as potential substitutes for model ensembles. Our code is available at https://github.com/aktsonthalia/starlight.

Nesterov's accelerated gradient (AG) is a popular technique to optimize objective functions comprising two components: a convex loss and a penalty function. While AG methods perform well for convex penalties, such as the LASSO, convergence issues may arise when it is applied to nonconvex penalties, such as SCAD. A recent proposal generalizes Nesterov's AG method to the nonconvex setting. The proposed algorithm requires specification of several hyperparameters for its practical application. Aside from some general conditions, there is no explicit rule for selecting the hyperparameters, and how different selection can affect convergence of the algorithm. In this article, we propose a hyperparameter setting based on the complexity upper bound to accelerate convergence, and consider the application of this nonconvex AG algorithm to high-dimensional linear and logistic sparse learning problems. We further establish the rate of convergence and present a simple and useful bound to characterize our proposed optimal damping sequence. Simulation studies show that convergence can be made, on average, considerably faster than that of the conventional proximal gradient algorithm. Our experiments also show that the proposed method generally outperforms the current state-of-the-art methods in terms of signal recovery.

Hoffmann et al. (2022) propose three methods for estimating a compute-optimal scaling law. We attempt to replicate their third estimation procedure, which involves fitting a parametric loss function to a reconstruction of data from their plots. We find that the reported estimates are inconsistent with their first two estimation methods, fail at fitting the extracted data, and report implausibly narrow confidence intervals--intervals this narrow would require over 600,000 experiments, while they likely only ran fewer than 500. In contrast, our rederivation of the scaling law using the third approach yields results that are compatible with the findings from the first two estimation procedures described by Hoffmann et al.

Even for known nonlinear dynamical systems, feedback controller synthesis is a difficult problem that often requires leveraging the particular structure of the dynamics to induce a stable closed-loop system. For general nonlinear models, including those fit to data, there may not be enough known structure to reliably synthesize a stabilizing feedback controller. In this paper, we discuss a state-dependent nonlinear tracking controller formulation based on a state-dependent Riccati equation for general nonlinear control-affine systems. This formulation depends on a nonlinear factorization of the system of vector fields defining the control-affine dynamics, which always exists under mild smoothness assumptions. We propose a method for learning this factorization from a finite set of data. On a variety of simulated nonlinear dynamical systems, we empirically demonstrate the efficacy of learned versions of this controller in stable trajectory tracking. Alongside our learning method, we evaluate recent ideas in jointly learning a controller and stabilizability certificate for known dynamical systems; we show experimentally that such methods can be frail in comparison.

Seven years ago, researchers proposed a postprocessing method to equalize the error rates of a model across different demographic groups. The work launched hundreds of papers purporting to improve over the postprocessing baseline. We empirically evaluate these claims through thousands of model evaluations on several tabular datasets. We find that the fairness-accuracy Pareto frontier achieved by postprocessing contains all other methods we were feasibly able to evaluate. In doing so, we address two common methodological errors that have confounded previous observations. One relates to the comparison of methods with different unconstrained base models. The other concerns methods achieving different levels of constraint relaxation. At the heart of our study is a simple idea we call unprocessing that roughly corresponds to the inverse of postprocessing. Unprocessing allows for a direct comparison of methods using different underlying models and levels of relaxation.

In recent years, multiple notions of algorithmic fairness have arisen. One such notion is individual fairness (IF), which requires that individuals who are similar receive similar treatment. In parallel, matrix estimation (ME) has emerged as a natural paradigm for handling noisy data with missing values. In this work, we connect the two concepts. We show that pre-processing data using ME can improve an algorithm's IF without sacrificing performance. Specifically, we show that using a popular ME method known as singular value thresholding (SVT) to pre-process the data provides a strong IF guarantee under appropriate conditions. We then show that, under analogous conditions, SVT pre-processing also yields estimates that are consistent and approximately minimax optimal. As such, the ME pre-processing step does not, under the stated conditions, increase the prediction error of the base algorithm, i.e., does not impose a fairness-performance trade-off. We verify these results on synthetic and real data.

Normalization techniques are a boon for modern deep learning. They let weights converge more quickly with often better generalization performances. It has been argued that the normalization-induced scale invariance among the weights provides an advantageous ground for gradient descent (GD) optimizers: the effective step sizes are automatically reduced over time, stabilizing the overall training procedure. It is often overlooked, however, that the additional introduction of momentum in GD optimizers results in a far more rapid reduction in effective step sizes for scale-invariant weights, a phenomenon that has not yet been studied and may have caused unwanted side effects in the current practice. This is a crucial issue because arguably the vast majority of modern deep neural networks consist of (1) momentum-based GD (e.g. SGD or Adam) and (2) scale-invariant parameters. In this paper, we verify that the widely-adopted combination of the two ingredients lead to the premature decay of effective step sizes and sub-optimal model performances. We propose a simple and effective remedy, SGDP and AdamP: get rid of the radial component, or the norm-increasing direction, at each optimizer step. Because of the scale invariance, this modification only alters the effective step sizes without changing the effective update directions, thus enjoying the original convergence properties of GD optimizers. Given the ubiquity of momentum GD and scale invariance in machine learning, we have evaluated our methods against the baselines on 13 benchmarks. They range from vision tasks like classification (e.g. ImageNet), retrieval (e.g. CUB and SOP), and detection (e.g. COCO) to language modelling (e.g. WikiText) and audio classification (e.g. DCASE) tasks. We verify that our solution brings about uniform gains in those benchmarks. Source code is available at https://github.com/clovaai/AdamP.

We study the problem of online prediction, in which at each time step t, an individual x_t arrives, whose label we must predict. Each individual is associated with various groups, defined based on their features such as age, sex, race etc., which may intersect. Our goal is to make predictions that have regret guarantees not just overall but also simultaneously on each sub-sequence comprised of the members of any single group. Previous work such as [Blum & Lykouris] and [Lee et al] provide attractive regret guarantees for these problems; however, these are computationally intractable on large model classes. We show that a simple modification of the sleeping experts technique of [Blum & Lykouris] yields an efficient reduction to the well-understood problem of obtaining diminishing external regret absent group considerations. Our approach gives similar regret guarantees compared to [Blum & Lykouris]; however, we run in time linear in the number of groups, and are oracle-efficient in the hypothesis class. This in particular implies that our algorithm is efficient whenever the number of groups is polynomially bounded and the external-regret problem can be solved efficiently, an improvement on [Blum & Lykouris]'s stronger condition that the model class must be small. Our approach can handle online linear regression and online combinatorial optimization problems like online shortest paths. Beyond providing theoretical regret bounds, we evaluate this algorithm with an extensive set of experiments on synthetic data and on two real data sets -- Medical costs and the Adult income dataset, both instantiated with intersecting groups defined in terms of race, sex, and other demographic characteristics. We find that uniformly across groups, our algorithm gives substantial error improvements compared to running a standard online linear regression algorithm with no groupwise regret guarantees.

One method for obtaining generalizable solutions to machine learning tasks when presented with diverse training environments is to find invariant representations of the data. These are representations of the covariates such that the best model on top of the representation is invariant across training environments. In the context of linear Structural Equation Models (SEMs), invariant representations might allow us to learn models with out-of-distribution guarantees, i.e., models that are robust to interventions in the SEM. To address the invariant representation problem in a {\em finite sample} setting, we consider the notion of epsilon-approximate invariance. We study the following question: If a representation is approximately invariant with respect to a given number of training interventions, will it continue to be approximately invariant on a larger collection of unseen SEMs? This larger collection of SEMs is generated through a parameterized family of interventions. Inspired by PAC learning, we obtain finite-sample out-of-distribution generalization guarantees for approximate invariance that holds probabilistically over a family of linear SEMs without faithfulness assumptions. Our results show bounds that do not scale in ambient dimension when intervention sites are restricted to lie in a constant size subset of in-degree bounded nodes. We also show how to extend our results to a linear indirect observation model that incorporates latent variables.

The concept class of low-degree polynomial threshold functions (PTFs) plays a fundamental role in machine learning. In this paper, we study PAC learning of K-sparse degree-d PTFs on R^n, where any such concept depends only on K out of n attributes of the input. Our main contribution is a new algorithm that runs in time ({nd}/{epsilon})^{O(d)} and under the Gaussian marginal distribution, PAC learns the class up to error rate epsilon with O(K^{4d}{epsilon^{2d}} cdot log^{5d} n) samples even when an eta leq O(epsilon^d) fraction of them are corrupted by the nasty noise of Bshouty et al. (2002), possibly the strongest corruption model. Prior to this work, attribute-efficient robust algorithms are established only for the special case of sparse homogeneous halfspaces. Our key ingredients are: 1) a structural result that translates the attribute sparsity to a sparsity pattern of the Chow vector under the basis of Hermite polynomials, and 2) a novel attribute-efficient robust Chow vector estimation algorithm which uses exclusively a restricted Frobenius norm to either certify a good approximation or to validate a sparsity-induced degree-2d polynomial as a filter to detect corrupted samples.

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic SGD is to change by equal sized steps for all parameters, irrespective of gradient behavior. Hence, an efficient way of deep network optimization is to make adaptive step sizes for each parameter. Recently, several attempts have been made to improve gradient descent methods such as AdaGrad, AdaDelta, RMSProp and Adam. These methods rely on the square roots of exponential moving averages of squared past gradients. Thus, these methods do not take advantage of local change in gradients. In this paper, a novel optimizer is proposed based on the difference between the present and the immediate past gradient (i.e., diffGrad). In the proposed diffGrad optimization technique, the step size is adjusted for each parameter in such a way that it should have a larger step size for faster gradient changing parameters and a lower step size for lower gradient changing parameters. The convergence analysis is done using the regret bound approach of online learning framework. Rigorous analysis is made in this paper over three synthetic complex non-convex functions. The image categorization experiments are also conducted over the CIFAR10 and CIFAR100 datasets to observe the performance of diffGrad with respect to the state-of-the-art optimizers such as SGDM, AdaGrad, AdaDelta, RMSProp, AMSGrad, and Adam. The residual unit (ResNet) based Convolutional Neural Networks (CNN) architecture is used in the experiments. The experiments show that diffGrad outperforms other optimizers. Also, we show that diffGrad performs uniformly well for training CNN using different activation functions. The source code is made publicly available at https://github.com/shivram1987/diffGrad.

This paper provides a non-asymptotic analysis of linear stochastic approximation (LSA) algorithms with fixed stepsize. This family of methods arises in many machine learning tasks and is used to obtain approximate solutions of a linear system Atheta = b for which A and b can only be accessed through random estimates {({bf A}_n, {bf b}_n): n in N^*}. Our analysis is based on new results regarding moments and high probability bounds for products of matrices which are shown to be tight. We derive high probability bounds on the performance of LSA under weaker conditions on the sequence {({bf A}_n, {bf b}_n): n in N^*} than previous works. However, in contrast, we establish polynomial concentration bounds with order depending on the stepsize. We show that our conclusions cannot be improved without additional assumptions on the sequence of random matrices {{bf A}_n: n in N^*}, and in particular that no Gaussian or exponential high probability bounds can hold. Finally, we pay a particular attention to establishing bounds with sharp order with respect to the number of iterations and the stepsize and whose leading terms contain the covariance matrices appearing in the central limit theorems.

Excellent tail performance is crucial for modern machine learning tasks, such as algorithmic fairness, class imbalance, and risk-sensitive decision making, as it ensures the effective handling of challenging samples within a dataset. Tail performance is also a vital determinant of success for personalized recommender systems to reduce the risk of losing users with low satisfaction. This study introduces a "safe" collaborative filtering method that prioritizes recommendation quality for less-satisfied users rather than focusing on the average performance. Our approach minimizes the conditional value at risk (CVaR), which represents the average risk over the tails of users' loss. To overcome computational challenges for web-scale recommender systems, we develop a robust yet practical algorithm that extends the most scalable method, implicit alternating least squares (iALS). Empirical evaluation on real-world datasets demonstrates the excellent tail performance of our approach while maintaining competitive computational efficiency.

We introduce ADAHESSIAN, a second order stochastic optimization algorithm which dynamically incorporates the curvature of the loss function via ADAptive estimates of the HESSIAN. Second order algorithms are among the most powerful optimization algorithms with superior convergence properties as compared to first order methods such as SGD and Adam. The main disadvantage of traditional second order methods is their heavier per iteration computation and poor accuracy as compared to first order methods. To address these, we incorporate several novel approaches in ADAHESSIAN, including: (i) a fast Hutchinson based method to approximate the curvature matrix with low computational overhead; (ii) a root-mean-square exponential moving average to smooth out variations of the Hessian diagonal across different iterations; and (iii) a block diagonal averaging to reduce the variance of Hessian diagonal elements. We show that ADAHESSIAN achieves new state-of-the-art results by a large margin as compared to other adaptive optimization methods, including variants of Adam. In particular, we perform extensive tests on CV, NLP, and recommendation system tasks and find that ADAHESSIAN: (i) achieves 1.80%/1.45% higher accuracy on ResNets20/32 on Cifar10, and 5.55% higher accuracy on ImageNet as compared to Adam; (ii) outperforms AdamW for transformers by 0.13/0.33 BLEU score on IWSLT14/WMT14 and 2.7/1.0 PPL on PTB/Wikitext-103; (iii) outperforms AdamW for SqueezeBert by 0.41 points on GLUE; and (iv) achieves 0.032% better score than Adagrad for DLRM on the Criteo Ad Kaggle dataset. Importantly, we show that the cost per iteration of ADAHESSIAN is comparable to first order methods, and that it exhibits robustness towards its hyperparameters.

We study the data selection problem, whose aim is to select a small representative subset of data that can be used to efficiently train a machine learning model. We present a new data selection approach based on k-means clustering and sensitivity sampling. Assuming access to an embedding representation of the data with respect to which the model loss is H\"older continuous, our approach provably allows selecting a set of ``typical'' k + 1/varepsilon^2 elements whose average loss corresponds to the average loss of the whole dataset, up to a multiplicative (1pmvarepsilon) factor and an additive varepsilon lambda Phi_k, where Phi_k represents the k-means cost for the input embeddings and lambda is the H\"older constant. We furthermore demonstrate the performance and scalability of our approach on fine-tuning foundation models and show that it outperforms state-of-the-art methods. We also show how it can be applied on linear regression, leading to a new sampling strategy that surprisingly matches the performances of leverage score sampling, while being conceptually simpler and more scalable.

We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold. The estimator fuses samples from a hierarchy of data sources of differing fidelities and costs for variance reduction while guaranteeing definiteness, in contrast with previous approaches. The new estimator makes covariance estimation tractable in applications where simulation or data collection is expensive; to that end, we develop an optimal sample allocation scheme that minimizes the mean-squared error of the estimator given a fixed budget. Guaranteed definiteness is crucial to metric learning, data assimilation, and other downstream tasks. Evaluations of our approach using data from physical applications (heat conduction, fluid dynamics) demonstrate more accurate metric learning and speedups of more than one order of magnitude compared to benchmarks.

This work studies training instabilities of behavior cloning with deep neural networks. We observe that minibatch SGD updates to the policy network during training result in sharp oscillations in long-horizon rewards, despite negligibly affecting the behavior cloning loss. We empirically disentangle the statistical and computational causes of these oscillations, and find them to stem from the chaotic propagation of minibatch SGD noise through unstable closed-loop dynamics. While SGD noise is benign in the single-step action prediction objective, it results in catastrophic error accumulation over long horizons, an effect we term gradient variance amplification (GVA). We show that many standard mitigation techniques do not alleviate GVA, but find an exponential moving average (EMA) of iterates to be surprisingly effective at doing so. We illustrate the generality of this phenomenon by showing the existence of GVA and its amelioration by EMA in both continuous control and autoregressive language generation. Finally, we provide theoretical vignettes that highlight the benefits of EMA in alleviating GVA and shed light on the extent to which classical convex models can help in understanding the benefits of iterate averaging in deep learning.

Small sample sizes are common in many disciplines, which necessitates pooling roughly similar datasets across multiple institutions to study weak but relevant associations between images and disease outcomes. Such data often manifest shift/imbalance in covariates (i.e., secondary non-imaging data). Controlling for such nuisance variables is common within standard statistical analysis, but the ideas do not directly apply to overparameterized models. Consequently, recent work has shown how strategies from invariant representation learning provides a meaningful starting point, but the current repertoire of methods is limited to accounting for shifts/imbalances in just a couple of covariates at a time. In this paper, we show how viewing this problem from the perspective of Category theory provides a simple and effective solution that completely avoids elaborate multi-stage training pipelines that would otherwise be needed. We show the effectiveness of this approach via extensive experiments on real datasets. Further, we discuss how this style of formulation offers a unified perspective on at least 5+ distinct problem settings, from self-supervised learning to matching problems in 3D reconstruction.

Recent studies of gradient descent with large step sizes have shown that there is often a regime with an initial increase in the largest eigenvalue of the loss Hessian (progressive sharpening), followed by a stabilization of the eigenvalue near the maximum value which allows convergence (edge of stability). These phenomena are intrinsically non-linear and do not happen for models in the constant Neural Tangent Kernel (NTK) regime, for which the predictive function is approximately linear in the parameters. As such, we consider the next simplest class of predictive models, namely those that are quadratic in the parameters, which we call second-order regression models. For quadratic objectives in two dimensions, we prove that this second-order regression model exhibits progressive sharpening of the NTK eigenvalue towards a value that differs slightly from the edge of stability, which we explicitly compute. In higher dimensions, the model generically shows similar behavior, even without the specific structure of a neural network, suggesting that progressive sharpening and edge-of-stability behavior aren't unique features of neural networks, and could be a more general property of discrete learning algorithms in high-dimensional non-linear models.

In this paper, we find a sample complexity bound for learning a simplex from noisy samples. Assume a dataset of size n is given which includes i.i.d. samples drawn from a uniform distribution over an unknown simplex in R^K, where samples are assumed to be corrupted by a multi-variate additive Gaussian noise of an arbitrary magnitude. We prove the existence of an algorithm that with high probability outputs a simplex having a ell_2 distance of at most varepsilon from the true simplex (for any varepsilon>0). Also, we theoretically show that in order to achieve this bound, it is sufficient to have ngeleft(K^2/varepsilon^2right)e^{Omegaleft(K/SNR^2right)} samples, where SNR stands for the signal-to-noise ratio. This result solves an important open problem and shows as long as SNRgeOmegaleft(K^{1/2}right), the sample complexity of the noisy regime has the same order to that of the noiseless case. Our proofs are a combination of the so-called sample compression technique in ashtiani2018nearly, mathematical tools from high-dimensional geometry, and Fourier analysis. In particular, we have proposed a general Fourier-based technique for recovery of a more general class of distribution families from additive Gaussian noise, which can be further used in a variety of other related problems.

The seminal Fast Johnson-Lindenstrauss (Fast JL) transform by Ailon and Chazelle (SICOMP'09) embeds a set of n points in d-dimensional Euclidean space into optimal k=O(varepsilon^{-2} ln n) dimensions, while preserving all pairwise distances to within a factor (1 pm varepsilon). The Fast JL transform supports computing the embedding of a data point in O(d ln d +k ln^2 n) time, where the d ln d term comes from multiplication with a d times d Hadamard matrix and the k ln^2 n term comes from multiplication with a sparse k times d matrix. Despite the Fast JL transform being more than a decade old, it is one of the fastest dimensionality reduction techniques for many tradeoffs between varepsilon, d and n. In this work, we give a surprising new analysis of the Fast JL transform, showing that the k ln^2 n term in the embedding time can be improved to (k ln^2 n)/alpha for an alpha = Omega(min{varepsilon^{-1}ln(1/varepsilon), ln n}). The improvement follows by using an even sparser matrix. We also complement our improved analysis with a lower bound showing that our new analysis is in fact tight.

In observational studies, balancing covariates in different treatment groups is essential to estimate treatment effects. One of the most commonly used methods for such purposes is weighting. The performance of this class of methods usually depends on strong regularity conditions for the underlying model, which might not hold in practice. In this paper, we investigate weighting methods from a functional estimation perspective and argue that the weights needed for covariate balancing could differ from those needed for treatment effects estimation under low regularity conditions. Motivated by this observation, we introduce a new framework of weighting that directly targets the treatment effects estimation. Unlike existing methods, the resulting estimator for a treatment effect under this new framework is a simple kernel-based U-statistic after applying a data-driven transformation to the observed covariates. We characterize the theoretical properties of the new estimators of treatment effects under a nonparametric setting and show that they are able to work robustly under low regularity conditions. The new framework is also applied to several numerical examples to demonstrate its practical merits.

Metric space magnitude, an active field of research in algebraic topology, is a scalar quantity that summarizes the effective number of distinct points that live in a general metric space. The {\em weighting vector} is a closely-related concept that captures, in a nontrivial way, much of the underlying geometry of the original metric space. Recent work has demonstrated that when the metric space is Euclidean, the weighting vector serves as an effective tool for boundary detection. We recast this result and show the weighting vector may be viewed as a solution to a kernelized SVM. As one consequence, we apply this new insight to the task of outlier detection, and we demonstrate performance that is competitive or exceeds performance of state-of-the-art techniques on benchmark data sets. Under mild assumptions, we show the weighting vector, which has computational cost of matrix inversion, can be efficiently approximated in linear time. We show how nearest neighbor methods can approximate solutions to the minimization problems defined by SVMs.

Motivated by emerging applications such as live-streaming e-commerce, promotions and recommendations, we introduce and solve a general class of non-stationary multi-armed bandit problems that have the following two features: (i) the decision maker can pull and collect rewards from up to K,(ge 1) out of N different arms in each time period; (ii) the expected reward of an arm immediately drops after it is pulled, and then non-parametrically recovers as the arm's idle time increases. With the objective of maximizing the expected cumulative reward over T time periods, we design a class of ``Purely Periodic Policies'' that jointly set a period to pull each arm. For the proposed policies, we prove performance guarantees for both the offline problem and the online problems. For the offline problem when all model parameters are known, the proposed periodic policy obtains an approximation ratio that is at the order of 1-mathcal O(1/K), which is asymptotically optimal when K grows to infinity. For the online problem when the model parameters are unknown and need to be dynamically learned, we integrate the offline periodic policy with the upper confidence bound procedure to construct on online policy. The proposed online policy is proved to approximately have mathcal O(NT) regret against the offline benchmark. Our framework and policy design may shed light on broader offline planning and online learning applications with non-stationary and recovering rewards.

Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting finite-sum structure, which generically arises in empirical variants of learning problems in these contexts. Further, methods with computable approximation errors are highly desirable, as they provide verifiable exit criteria. Motivated by these applications, we study finite-sum monotone inclusion problems, which model broad classes of equilibrium problems. Our main contributions are variants of the classical Halpern iteration that employ variance reduction to obtain improved complexity guarantees in which n component operators in the finite sum are ``on average'' either cocoercive or Lipschitz continuous and monotone, with parameter L. The resulting oracle complexity of our methods, which provide guarantees for the last iterate and for a (computable) operator norm residual, is mathcal{O}( n + nLvarepsilon^{-1}), which improves upon existing methods by a factor up to n. This constitutes the first variance reduction-type result for general finite-sum monotone inclusions and for more specific problems such as convex-concave optimization when operator norm residual is the optimality measure. We further argue that, up to poly-logarithmic factors, this complexity is unimprovable in the monotone Lipschitz setting; i.e., the provided result is near-optimal.

In this paper, we extend mean-field Langevin dynamics to minimax optimization over probability distributions for the first time with symmetric and provably convergent updates. We propose mean-field Langevin averaged gradient (MFL-AG), a single-loop algorithm that implements gradient descent ascent in the distribution spaces with a novel weighted averaging, and establish average-iterate convergence to the mixed Nash equilibrium. We also study both time and particle discretization regimes and prove a new uniform-in-time propagation of chaos result which accounts for the dependency of the particle interactions on all previous distributions. Furthermore, we propose mean-field Langevin anchored best response (MFL-ABR), a symmetric double-loop algorithm based on best response dynamics with linear last-iterate convergence. Finally, we study applications to zero-sum Markov games and conduct simulations demonstrating long-term optimality.

Model attribution is a critical component of deep neural networks (DNNs) for its interpretability to complex models. Recent studies bring up attention to the security of attribution methods as they are vulnerable to attribution attacks that generate similar images with dramatically different attributions. Existing works have been investigating empirically improving the robustness of DNNs against those attacks; however, none of them explicitly quantifies the actual deviations of attributions. In this work, for the first time, a constrained optimization problem is formulated to derive an upper bound that measures the largest dissimilarity of attributions after the samples are perturbed by any noises within a certain region while the classification results remain the same. Based on the formulation, different practical approaches are introduced to bound the attributions above using Euclidean distance and cosine similarity under both ell_2 and ell_infty-norm perturbations constraints. The bounds developed by our theoretical study are validated on various datasets and two different types of attacks (PGD attack and IFIA attribution attack). Over 10 million attacks in the experiments indicate that the proposed upper bounds effectively quantify the robustness of models based on the worst-case attribution dissimilarities.

Polynomial filters, a kind of Graph Neural Networks, typically use a predetermined polynomial basis and learn the coefficients from the training data. It has been observed that the effectiveness of the model is highly dependent on the property of the polynomial basis. Consequently, two natural and fundamental questions arise: Can we learn a suitable polynomial basis from the training data? Can we determine the optimal polynomial basis for a given graph and node features? In this paper, we propose two spectral GNN models that provide positive answers to the questions posed above. First, inspired by Favard's Theorem, we propose the FavardGNN model, which learns a polynomial basis from the space of all possible orthonormal bases. Second, we examine the supposedly unsolvable definition of optimal polynomial basis from Wang & Zhang (2022) and propose a simple model, OptBasisGNN, which computes the optimal basis for a given graph structure and graph signal. Extensive experiments are conducted to demonstrate the effectiveness of our proposed models.

Magnitude of a finite metric space and the related notion of magnitude functions on metric spaces is an active area of research in algebraic topology. Magnitude originally arose in the context of biology, where it represents the number of effective species in an environment; when applied to a one-parameter family of metric spaces tX with scale parameter t, the magnitude captures much of the underlying geometry of the space. Prior work has mostly focussed on properties of magnitude in a global sense; in this paper we restrict the sets to finite subsets of Euclidean space and investigate its individual components. We give an explicit formula for the corrected inclusion-exclusion principle, and define a quantity associated with each point, called the moment which gives an intrinsic ordering to the points. We exploit this in order to form an algorithm which approximates the convex hull.

Optimal transport (OT) theory focuses, among all maps T:R^drightarrow R^d that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost c(x, T(x)) between x and its image T(x) be as small as possible. Many computational approaches have been proposed to estimate such Monge maps when c is the ell_2^2 distance, e.g., using entropic maps [Pooladian'22], or neural networks [Makkuva'20, Korotin'20]. We propose a new model for transport maps, built on a family of translation invariant costs c(x, y):=h(x-y), where h:=1{2}|cdot|_2^2+tau and tau is a regularizer. We propose a generalization of the entropic map suitable for h, and highlight a surprising link tying it with the Bregman centroids of the divergence D_h generated by h, and the proximal operator of tau. We show that choosing a sparsity-inducing norm for tau results in maps that apply Occam's razor to transport, in the sense that the displacement vectors Delta(x):= T(x)-x they induce are sparse, with a sparsity pattern that varies depending on x. We showcase the ability of our method to estimate meaningful OT maps for high-dimensional single-cell transcription data, in the 34000-d space of gene counts for cells, without using dimensionality reduction, thus retaining the ability to interpret all displacements at the gene level.

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost estimates, and revenue predictions all benefit from being able to quantify the range of possible values accurately. As such, many models have been developed for this problem over many years of research in statistics, machine learning, and related fields. Rather than proposing yet another (new) algorithm for quantile regression we adopt a meta viewpoint: we investigate methods for aggregating any number of conditional quantile models, in order to improve accuracy and robustness. We consider weighted ensembles where weights may vary over not only individual models, but also over quantile levels, and feature values. All of the models we consider in this paper can be fit using modern deep learning toolkits, and hence are widely accessible (from an implementation point of view) and scalable. To improve the accuracy of the predicted quantiles (or equivalently, prediction intervals), we develop tools for ensuring that quantiles remain monotonically ordered, and apply conformal calibration methods. These can be used without any modification of the original library of base models. We also review some basic theory surrounding quantile aggregation and related scoring rules, and contribute a few new results to this literature (for example, the fact that post sorting or post isotonic regression can only improve the weighted interval score). Finally, we provide an extensive suite of empirical comparisons across 34 data sets from two different benchmark repositories.

Symmetric Positive Definite (SPD) matrices are ubiquitous in data analysis under the form of covariance matrices or correlation matrices. Several O(n)-invariant Riemannian metrics were defined on the SPD cone, in particular the kernel metrics introduced by Hiai and Petz. The class of kernel metrics interpolates between many classical O(n)-invariant metrics and it satisfies key results of stability and completeness. However, it does not contain all the classical O(n)-invariant metrics. Therefore in this work, we investigate super-classes of kernel metrics and we study which key results remain true. We also introduce an additional key result called cometric-stability, a crucial property to implement geodesics with a Hamiltonian formulation. Our method to build intermediate embedded classes between O(n)-invariant metrics and kernel metrics is to give a characterization of the whole class of O(n)-invariant metrics on SPD matrices and to specify requirements on metrics one by one until we reach kernel metrics. As a secondary contribution, we synthesize the literature on the main O(n)-invariant metrics, we provide the complete formula of the sectional curvature of the affine-invariant metric and the formula of the geodesic parallel transport between commuting matrices for the Bures-Wasserstein metric.

Federated Learning is a distributed learning paradigm with two key challenges that differentiate it from traditional distributed optimization: (1) significant variability in terms of the systems characteristics on each device in the network (systems heterogeneity), and (2) non-identically distributed data across the network (statistical heterogeneity). In this work, we introduce a framework, FedProx, to tackle heterogeneity in federated networks. FedProx can be viewed as a generalization and re-parametrization of FedAvg, the current state-of-the-art method for federated learning. While this re-parameterization makes only minor modifications to the method itself, these modifications have important ramifications both in theory and in practice. Theoretically, we provide convergence guarantees for our framework when learning over data from non-identical distributions (statistical heterogeneity), and while adhering to device-level systems constraints by allowing each participating device to perform a variable amount of work (systems heterogeneity). Practically, we demonstrate that FedProx allows for more robust convergence than FedAvg across a suite of realistic federated datasets. In particular, in highly heterogeneous settings, FedProx demonstrates significantly more stable and accurate convergence behavior relative to FedAvg---improving absolute test accuracy by 22% on average.

This work derives methods for performing nonparametric, nonasymptotic statistical inference for population means under the constraint of local differential privacy (LDP). Given bounded observations (X_1, dots, X_n) with mean mu^star that are privatized into (Z_1, dots, Z_n), we present confidence intervals (CI) and time-uniform confidence sequences (CS) for mu^star when only given access to the privatized data. To achieve this, we introduce a nonparametric and sequentially interactive generalization of Warner's famous ``randomized response'' mechanism, satisfying LDP for arbitrary bounded random variables, and then provide CIs and CSs for their means given access to the resulting privatized observations. For example, our results yield private analogues of Hoeffding's inequality in both fixed-time and time-uniform regimes. We extend these Hoeffding-type CSs to capture time-varying (non-stationary) means, and conclude by illustrating how these methods can be used to conduct private online A/B tests.

In representation learning, uniformity refers to the uniform feature distribution in the latent space (i.e., unit hypersphere). Previous work has shown that improving uniformity contributes to the learning of under-represented classes. However, most of the previous work focused on classification; the representation space of imbalanced regression remains unexplored. Classification-based methods are not suitable for regression tasks because they cluster features into distinct groups without considering the continuous and ordered nature essential for regression. In a geometric aspect, we uniquely focus on ensuring uniformity in the latent space for imbalanced regression through two key losses: enveloping and homogeneity. The enveloping loss encourages the induced trace to uniformly occupy the surface of a hypersphere, while the homogeneity loss ensures smoothness, with representations evenly spaced at consistent intervals. Our method integrates these geometric principles into the data representations via a Surrogate-driven Representation Learning (SRL) framework. Experiments with real-world regression and operator learning tasks highlight the importance of uniformity in imbalanced regression and validate the efficacy of our geometry-based loss functions.

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple hypothesis testing. However, there is a fundamental disconnect between the theoretical results and the practice of data analysis: the theory of statistical inference assumes a fixed collection of hypotheses to be tested, or learning algorithms to be applied, selected non-adaptively before the data are gathered, whereas in practice data is shared and reused with hypotheses and new analyses being generated on the basis of data exploration and the outcomes of previous analyses. In this work we initiate a principled study of how to guarantee the validity of statistical inference in adaptive data analysis. As an instance of this problem, we propose and investigate the question of estimating the expectations of m adaptively chosen functions on an unknown distribution given n random samples. We show that, surprisingly, there is a way to estimate an exponential in n number of expectations accurately even if the functions are chosen adaptively. This gives an exponential improvement over standard empirical estimators that are limited to a linear number of estimates. Our result follows from a general technique that counter-intuitively involves actively perturbing and coordinating the estimates, using techniques developed for privacy preservation. We give additional applications of this technique to our question.

We bound the time it takes for a group of birds to reach steady state in a standard flocking model. We prove that (i) within single exponential time fragmentation ceases and each bird settles on a fixed flying direction; (ii) the flocking network converges only after a number of steps that is an iterated exponential of height logarithmic in the number of birds. We also prove the highly surprising result that this bound is optimal. The model directs the birds to adjust their velocities repeatedly by averaging them with their neighbors within a fixed radius. The model is deterministic, but we show that it can tolerate a reasonable amount of stochastic or even adversarial noise. Our methods are highly general and we speculate that the results extend to a wider class of models based on undirected flocking networks, whether defined metrically or topologically. This work introduces new techniques of broader interest, including the "flight net," the "iterated spectral shift," and a certain "residue-clearing" argument in circuit complexity.

ML-augmented algorithms utilize predictions to achieve performance beyond their worst-case bounds. Producing these predictions might be a costly operation -- this motivated Im et al. '22 to introduce the study of algorithms which use predictions parsimoniously. We design parsimonious algorithms for caching and MTS with action predictions, proposed by Antoniadis et al. '20, focusing on the parameters of consistency (performance with perfect predictions) and smoothness (dependence of their performance on the prediction error). Our algorithm for caching is 1-consistent, robust, and its smoothness deteriorates with the decreasing number of available predictions. We propose an algorithm for general MTS whose consistency and smoothness both scale linearly with the decreasing number of predictions. Without the restriction on the number of available predictions, both algorithms match the earlier guarantees achieved by Antoniadis et al. '20.

We deal with the combinatorial problem of learning directed acyclic graph (DAG) structure from observational data adhering to a linear structural equation model (SEM). Leveraging advances in differentiable, nonconvex characterizations of acyclicity, recent efforts have advocated a continuous constrained optimization paradigm to efficiently explore the space of DAGs. Most existing methods employ lasso-type score functions to guide this search, which (i) require expensive penalty parameter retuning when the unknown SEM noise variances change across problem instances; and (ii) implicitly rely on limiting homoscedasticity assumptions. In this work, we propose a new convex score function for sparsity-aware learning of linear DAGs, which incorporates concomitant estimation of scale and thus effectively decouples the sparsity parameter from the exogenous noise levels. Regularization via a smooth, nonconvex acyclicity penalty term yields CoLiDE (Concomitant Linear DAG Estimation), a regression-based criterion amenable to efficient gradient computation and closed-form estimation of noise variances in heteroscedastic scenarios. Our algorithm outperforms state-of-the-art methods without incurring added complexity, especially when the DAGs are larger and the noise level profile is heterogeneous. We also find CoLiDE exhibits enhanced stability manifested via reduced standard deviations in several domain-specific metrics, underscoring the robustness of our novel linear DAG estimator.

In statistics, independent, identically distributed random samples do not carry a natural ordering, and their statistics are typically invariant with respect to permutations of their order. Thus, an n-sample in a space M can be considered as an element of the quotient space of M^n modulo the permutation group. The present paper takes this definition of sample space and the related concept of orbit types as a starting point for developing a geometric perspective on statistics. We aim at deriving a general mathematical setting for studying the behavior of empirical and population means in spaces ranging from smooth Riemannian manifolds to general stratified spaces. We fully describe the orbifold and path-metric structure of the sample space when M is a manifold or path-metric space, respectively. These results are non-trivial even when M is Euclidean. We show that the infinite sample space exists in a Gromov-Hausdorff type sense and coincides with the Wasserstein space of probability distributions on M. We exhibit Fr\'echet means and k-means as metric projections onto 1-skeleta or k-skeleta in Wasserstein space, and we define a new and more general notion of polymeans. This geometric characterization via metric projections applies equally to sample and population means, and we use it to establish asymptotic properties of polymeans such as consistency and asymptotic normality.

We study the behavior of deterministic methods for solving inverse problems in imaging. These methods are commonly designed to achieve two goals: (1) attaining high perceptual quality, and (2) generating reconstructions that are consistent with the measurements. We provide a rigorous proof that the better a predictor satisfies these two requirements, the larger its Lipschitz constant must be, regardless of the nature of the degradation involved. In particular, to approach perfect perceptual quality and perfect consistency, the Lipschitz constant of the model must grow to infinity. This implies that such methods are necessarily more susceptible to adversarial attacks. We demonstrate our theory on single image super-resolution algorithms, addressing both noisy and noiseless settings. We also show how this undesired behavior can be leveraged to explore the posterior distribution, thereby allowing the deterministic model to imitate stochastic methods.

Feedforward computation, such as evaluating a neural network or sampling from an autoregressive model, is ubiquitous in machine learning. The sequential nature of feedforward computation, however, requires a strict order of execution and cannot be easily accelerated with parallel computing. To enable parallelization, we frame the task of feedforward computation as solving a system of nonlinear equations. We then propose to find the solution using a Jacobi or Gauss-Seidel fixed-point iteration method, as well as hybrid methods of both. Crucially, Jacobi updates operate independently on each equation and can be executed in parallel. Our method is guaranteed to give exactly the same values as the original feedforward computation with a reduced (or equal) number of parallelizable iterations, and hence reduced time given sufficient parallel computing power. Experimentally, we demonstrate the effectiveness of our approach in accelerating (i) backpropagation of RNNs, (ii) evaluation of DenseNets, and (iii) autoregressive sampling of MADE and PixelCNN++, with speedup factors between 2.1 and 26 under various settings.

We show how to transform a non-differentiable rasterizer into a differentiable one with minimal engineering efforts and no external dependencies (no Pytorch/Tensorflow). We rely on Stochastic Gradient Estimation, a technique that consists of rasterizing after randomly perturbing the scene's parameters such that their gradient can be stochastically estimated and descended. This method is simple and robust but does not scale in dimensionality (number of scene parameters). Our insight is that the number of parameters contributing to a given rasterized pixel is bounded. Estimating and averaging gradients on a per-pixel basis hence bounds the dimensionality of the underlying optimization problem and makes the method scalable. Furthermore, it is simple to track per-pixel contributing parameters by rasterizing ID- and UV-buffers, which are trivial additions to a rasterization engine if not already available. With these minor modifications, we obtain an in-engine optimizer for 3D assets with millions of geometry and texture parameters.

We propose a new definition of instance optimality for differentially private estimation algorithms. Our definition requires an optimal algorithm to compete, simultaneously for every dataset D, with the best private benchmark algorithm that (a) knows D in advance and (b) is evaluated by its worst-case performance on large subsets of D. That is, the benchmark algorithm need not perform well when potentially extreme points are added to D; it only has to handle the removal of a small number of real data points that already exist. This makes our benchmark significantly stronger than those proposed in prior work. We nevertheless show, for real-valued datasets, how to construct private algorithms that achieve our notion of instance optimality when estimating a broad class of dataset properties, including means, quantiles, and ell_p-norm minimizers. For means in particular, we provide a detailed analysis and show that our algorithm simultaneously matches or exceeds the asymptotic performance of existing algorithms under a range of distributional assumptions.

It is well-known that the performance of well-trained deep neural networks may degrade significantly when they are applied to data with even slightly shifted distributions. Recent studies have shown that introducing certain perturbation on feature statistics (\eg, mean and standard deviation) during training can enhance the cross-domain generalization ability. Existing methods typically conduct such perturbation by utilizing the feature statistics within a mini-batch, limiting their representation capability. Inspired by the domain generalization objective, we introduce a novel Adversarial Style Augmentation (ASA) method, which explores broader style spaces by generating more effective statistics perturbation via adversarial training. Specifically, we first search for the most sensitive direction and intensity for statistics perturbation by maximizing the task loss. By updating the model against the adversarial statistics perturbation during training, we allow the model to explore the worst-case domain and hence improve its generalization performance. To facilitate the application of ASA, we design a simple yet effective module, namely AdvStyle, which instantiates the ASA method in a plug-and-play manner. We justify the efficacy of AdvStyle on tasks of cross-domain classification and instance retrieval. It achieves higher mean accuracy and lower performance fluctuation. Especially, our method significantly outperforms its competitors on the PACS dataset under the single source generalization setting, \eg, boosting the classification accuracy from 61.2\% to 67.1\% with a ResNet50 backbone. Our code will be available at https://github.com/YBZh/AdvStyle.

Recognition problems in long-tailed data, in which the sample size per class is heavily skewed, have gained importance because the distribution of the sample size per class in a dataset is generally exponential unless the sample size is intentionally adjusted. Various methods have been devised to address these problems. Recently, weight balancing, which combines well-known classical regularization techniques with two-stage training, has been proposed. Despite its simplicity, it is known for its high performance compared with existing methods devised in various ways. However, there is a lack of understanding as to why this method is effective for long-tailed data. In this study, we analyze weight balancing by focusing on neural collapse and the cone effect at each training stage and found that it can be decomposed into an increase in Fisher's discriminant ratio of the feature extractor caused by weight decay and cross entropy loss and implicit logit adjustment caused by weight decay and class-balanced loss. Our analysis enables the training method to be further simplified by reducing the number of training stages to one while increasing accuracy.

The trade-off between robustness and accuracy has been widely studied in the adversarial literature. Although still controversial, the prevailing view is that this trade-off is inherent, either empirically or theoretically. Thus, we dig for the origin of this trade-off in adversarial training and find that it may stem from the improperly defined robust error, which imposes an inductive bias of local invariance -- an overcorrection towards smoothness. Given this, we advocate employing local equivariance to describe the ideal behavior of a robust model, leading to a self-consistent robust error named SCORE. By definition, SCORE facilitates the reconciliation between robustness and accuracy, while still handling the worst-case uncertainty via robust optimization. By simply substituting KL divergence with variants of distance metrics, SCORE can be efficiently minimized. Empirically, our models achieve top-rank performance on RobustBench under AutoAttack. Besides, SCORE provides instructive insights for explaining the overfitting phenomenon and semantic input gradients observed on robust models. Code is available at https://github.com/P2333/SCORE.

Machine learning models have recently found tremendous success in data-driven control systems. However, standard learning models often suffer from an accuracy-robustness trade-off, which is a limitation that must be overcome in the control of safety-critical systems that require both high performance and rigorous robustness guarantees. In this work, we build upon the recent "locally biased smoothing" method to develop classifiers that simultaneously inherit high accuracy from standard models and high robustness from robust models. Specifically, we extend locally biased smoothing to the multi-class setting, and then overcome its performance bottleneck by generalizing the formulation to "mix" the outputs of a standard neural network and a robust neural network. We prove that when the robustness of the robust base model is certifiable, within a closed-form ell_p radius, no alteration or attack on an input can result in misclassification of the mixed classifier; the proposed model inherits the certified robustness. Moreover, we use numerical experiments on the CIFAR-10 benchmark dataset to verify that the mixed model noticeably improves the accuracy-robustness trade-off.

Recently, Qiao, Duan, and Cheng~(2019) proposed a distributed nearest-neighbor classification method, in which a massive dataset is split into smaller groups, each processed with a k-nearest-neighbor classifier, and the final class label is predicted by a majority vote among these groupwise class labels. This paper shows that the distributed algorithm with k=1 over a sufficiently large number of groups attains a minimax optimal error rate up to a multiplicative logarithmic factor under some regularity conditions, for both regression and classification problems. Roughly speaking, distributed 1-nearest-neighbor rules with M groups has a performance comparable to standard Theta(M)-nearest-neighbor rules. In the analysis, alternative rules with a refined aggregation method are proposed and shown to attain exact minimax optimal rates.

Solving partial differential equations (PDEs) is a central task in scientific computing. Recently, neural network approximation of PDEs has received increasing attention due to its flexible meshless discretization and its potential for high-dimensional problems. One fundamental numerical difficulty is that random samples in the training set introduce statistical errors into the discretization of loss functional which may become the dominant error in the final approximation, and therefore overshadow the modeling capability of the neural network. In this work, we propose a new minmax formulation to optimize simultaneously the approximate solution, given by a neural network model, and the random samples in the training set, provided by a deep generative model. The key idea is to use a deep generative model to adjust random samples in the training set such that the residual induced by the approximate PDE solution can maintain a smooth profile when it is being minimized. Such an idea is achieved by implicitly embedding the Wasserstein distance between the residual-induced distribution and the uniform distribution into the loss, which is then minimized together with the residual. A nearly uniform residual profile means that its variance is small for any normalized weight function such that the Monte Carlo approximation error of the loss functional is reduced significantly for a certain sample size. The adversarial adaptive sampling (AAS) approach proposed in this work is the first attempt to formulate two essential components, minimizing the residual and seeking the optimal training set, into one minmax objective functional for the neural network approximation of PDEs.

In this paper we construct an inferential procedure for Granger causality in high-dimensional non-stationary vector autoregressive (VAR) models. Our method does not require knowledge of the order of integration of the time series under consideration. We augment the VAR with at least as many lags as the suspected maximum order of integration, an approach which has been proven to be robust against the presence of unit roots in low dimensions. We prove that we can restrict the augmentation to only the variables of interest for the testing, thereby making the approach suitable for high dimensions. We combine this lag augmentation with a post-double-selection procedure in which a set of initial penalized regressions is performed to select the relevant variables for both the Granger causing and caused variables. We then establish uniform asymptotic normality of a second-stage regression involving only the selected variables. Finite sample simulations show good performance, an application to investigate the (predictive) causes and effects of economic uncertainty illustrates the need to allow for unknown orders of integration.

Modern convolutional networks are not shift-invariant, as small input shifts or translations can cause drastic changes in the output. Commonly used downsampling methods, such as max-pooling, strided-convolution, and average-pooling, ignore the sampling theorem. The well-known signal processing fix is anti-aliasing by low-pass filtering before downsampling. However, simply inserting this module into deep networks degrades performance; as a result, it is seldomly used today. We show that when integrated correctly, it is compatible with existing architectural components, such as max-pooling and strided-convolution. We observe increased accuracy in ImageNet classification, across several commonly-used architectures, such as ResNet, DenseNet, and MobileNet, indicating effective regularization. Furthermore, we observe better generalization, in terms of stability and robustness to input corruptions. Our results demonstrate that this classical signal processing technique has been undeservingly overlooked in modern deep networks. Code and anti-aliased versions of popular networks are available at https://richzhang.github.io/antialiased-cnns/ .

We compare the (1,lambda)-EA and the (1 + lambda)-EA on the recently introduced benchmark DisOM, which is the OneMax function with randomly planted local optima. Previous work showed that if all local optima have the same relative height, then the plus strategy never loses more than a factor O(nlog n) compared to the comma strategy. Here we show that even small random fluctuations in the heights of the local optima have a devastating effect for the plus strategy and lead to super-polynomial runtimes. On the other hand, due to their ability to escape local optima, comma strategies are unaffected by the height of the local optima and remain efficient. Our results hold for a broad class of possible distortions and show that the plus strategy, but not the comma strategy, is generally deceived by sparse unstructured fluctuations of a smooth landscape.

Designing machine learning architectures for processing neural networks in their raw weight matrix form is a newly introduced research direction. Unfortunately, the unique symmetry structure of deep weight spaces makes this design very challenging. If successful, such architectures would be capable of performing a wide range of intriguing tasks, from adapting a pre-trained network to a new domain to editing objects represented as functions (INRs or NeRFs). As a first step towards this goal, we present here a novel network architecture for learning in deep weight spaces. It takes as input a concatenation of weights and biases of a pre-trained MLP and processes it using a composition of layers that are equivariant to the natural permutation symmetry of the MLP's weights: Changing the order of neurons in intermediate layers of the MLP does not affect the function it represents. We provide a full characterization of all affine equivariant and invariant layers for these symmetries and show how these layers can be implemented using three basic operations: pooling, broadcasting, and fully connected layers applied to the input in an appropriate manner. We demonstrate the effectiveness of our architecture and its advantages over natural baselines in a variety of learning tasks.

We present an online post-hoc calibration method, called Online Platt Scaling (OPS), which combines the Platt scaling technique with online logistic regression. We demonstrate that OPS smoothly adapts between i.i.d. and non-i.i.d. settings with distribution drift. Further, in scenarios where the best Platt scaling model is itself miscalibrated, we enhance OPS by incorporating a recently developed technique called calibeating to make it more robust. Theoretically, our resulting OPS+calibeating method is guaranteed to be calibrated for adversarial outcome sequences. Empirically, it is effective on a range of synthetic and real-world datasets, with and without distribution drifts, achieving superior performance without hyperparameter tuning. Finally, we extend all OPS ideas to the beta scaling method.

We study the problem of learning equivariant neural networks via gradient descent. The incorporation of known symmetries ("equivariance") into neural nets has empirically improved the performance of learning pipelines, in domains ranging from biology to computer vision. However, a rich yet separate line of learning theoretic research has demonstrated that actually learning shallow, fully-connected (i.e. non-symmetric) networks has exponential complexity in the correlational statistical query (CSQ) model, a framework encompassing gradient descent. In this work, we ask: are known problem symmetries sufficient to alleviate the fundamental hardness of learning neural nets with gradient descent? We answer this question in the negative. In particular, we give lower bounds for shallow graph neural networks, convolutional networks, invariant polynomials, and frame-averaged networks for permutation subgroups, which all scale either superpolynomially or exponentially in the relevant input dimension. Therefore, in spite of the significant inductive bias imparted via symmetry, actually learning the complete classes of functions represented by equivariant neural networks via gradient descent remains hard.

Mitigating bias in machine learning systems requires refining our understanding of bias propagation pathways: from societal structures to large-scale data to trained models to impact on society. In this work, we focus on one aspect of the problem, namely bias amplification: the tendency of models to amplify the biases present in the data they are trained on. A metric for measuring bias amplification was introduced in the seminal work by Zhao et al. (2017); however, as we demonstrate, this metric suffers from a number of shortcomings including conflating different types of bias amplification and failing to account for varying base rates of protected attributes. We introduce and analyze a new, decoupled metric for measuring bias amplification, BiasAmp_{rightarrow} (Directional Bias Amplification). We thoroughly analyze and discuss both the technical assumptions and normative implications of this metric. We provide suggestions about its measurement by cautioning against predicting sensitive attributes, encouraging the use of confidence intervals due to fluctuations in the fairness of models across runs, and discussing the limitations of what this metric captures. Throughout this paper, we work to provide an interrogative look at the technical measurement of bias amplification, guided by our normative ideas of what we want it to encompass. Code is located at https://github.com/princetonvisualai/directional-bias-amp

Real-world machine learning deployments are characterized by mismatches between the source (training) and target (test) distributions that may cause performance drops. In this work, we investigate methods for predicting the target domain accuracy using only labeled source data and unlabeled target data. We propose Average Thresholded Confidence (ATC), a practical method that learns a threshold on the model's confidence, predicting accuracy as the fraction of unlabeled examples for which model confidence exceeds that threshold. ATC outperforms previous methods across several model architectures, types of distribution shifts (e.g., due to synthetic corruptions, dataset reproduction, or novel subpopulations), and datasets (Wilds, ImageNet, Breeds, CIFAR, and MNIST). In our experiments, ATC estimates target performance 2-4times more accurately than prior methods. We also explore the theoretical foundations of the problem, proving that, in general, identifying the accuracy is just as hard as identifying the optimal predictor and thus, the efficacy of any method rests upon (perhaps unstated) assumptions on the nature of the shift. Finally, analyzing our method on some toy distributions, we provide insights concerning when it works. Code is available at https://github.com/saurabhgarg1996/ATC_code/.

Existing learning rate schedules that do not require specification of the optimization stopping step T are greatly out-performed by learning rate schedules that depend on T. We propose an approach that avoids the need for this stopping time by eschewing the use of schedules entirely, while exhibiting state-of-the-art performance compared to schedules across a wide family of problems ranging from convex problems to large-scale deep learning problems. Our Schedule-Free approach introduces no additional hyper-parameters over standard optimizers with momentum. Our method is a direct consequence of a new theory we develop that unifies scheduling and iterate averaging. An open source implementation of our method is available (https://github.com/facebookresearch/schedule_free).

We show how to obtain improved active learning methods in the agnostic (adversarial noise) setting by combining marginal leverage score sampling with non-independent sampling strategies that promote spatial coverage. In particular, we propose an easily implemented method based on the pivotal sampling algorithm, which we test on problems motivated by learning-based methods for parametric PDEs and uncertainty quantification. In comparison to independent sampling, our method reduces the number of samples needed to reach a given target accuracy by up to 50%. We support our findings with two theoretical results. First, we show that any non-independent leverage score sampling method that obeys a weak one-sided ell_{infty} independence condition (which includes pivotal sampling) can actively learn d dimensional linear functions with O(dlog d) samples, matching independent sampling. This result extends recent work on matrix Chernoff bounds under ell_{infty} independence, and may be of interest for analyzing other sampling strategies beyond pivotal sampling. Second, we show that, for the important case of polynomial regression, our pivotal method obtains an improved bound of O(d) samples.

Several recently proposed stochastic optimization methods that have been successfully used in training deep networks such as RMSProp, Adam, Adadelta, Nadam are based on using gradient updates scaled by square roots of exponential moving averages of squared past gradients. In many applications, e.g. learning with large output spaces, it has been empirically observed that these algorithms fail to converge to an optimal solution (or a critical point in nonconvex settings). We show that one cause for such failures is the exponential moving average used in the algorithms. We provide an explicit example of a simple convex optimization setting where Adam does not converge to the optimal solution, and describe the precise problems with the previous analysis of Adam algorithm. Our analysis suggests that the convergence issues can be fixed by endowing such algorithms with `long-term memory' of past gradients, and propose new variants of the Adam algorithm which not only fix the convergence issues but often also lead to improved empirical performance.

We develop a variant of the stochastic prox-linear method for minimizing the Conditional Value-at-Risk (CVaR) objective. CVaR is a risk measure focused on minimizing worst-case performance, defined as the average of the top quantile of the losses. In machine learning, such a risk measure is useful to train more robust models. Although the stochastic subgradient method (SGM) is a natural choice for minimizing the CVaR objective, we show that our stochastic prox-linear (SPL+) algorithm can better exploit the structure of the objective, while still providing a convenient closed form update. Our SPL+ method also adapts to the scaling of the loss function, which allows for easier tuning. We then specialize a general convergence theorem for SPL+ to our setting, and show that it allows for a wider selection of step sizes compared to SGM. We support this theoretical finding experimentally.

Simple regret is a natural and parameter-free performance criterion for pure exploration in multi-armed bandits yet is less popular than the probability of missing the best arm or an epsilon-good arm, perhaps due to lack of easy ways to characterize it. In this paper, we make significant progress on minimizing simple regret in both data-rich (Tge n) and data-poor regime (T le n) where n is the number of arms, and T is the number of samples. At its heart is our improved instance-dependent analysis of the well-known Sequential Halving (SH) algorithm, where we bound the probability of returning an arm whose mean reward is not within epsilon from the best (i.e., not epsilon-good) for any choice of epsilon>0, although epsilon is not an input to SH. Our bound not only leads to an optimal worst-case simple regret bound of n/T up to logarithmic factors but also essentially matches the instance-dependent lower bound for returning an epsilon-good arm reported by Katz-Samuels and Jamieson (2020). For the more challenging data-poor regime, we propose Bracketing SH (BSH) that enjoys the same improvement even without sampling each arm at least once. Our empirical study shows that BSH outperforms existing methods on real-world tasks.

Federated learning is a powerful paradigm for large-scale machine learning, but it faces significant challenges due to unreliable network connections, slow communication, and substantial data heterogeneity across clients. FedAvg and SCAFFOLD are two prominent algorithms to address these challenges. In particular, FedAvg employs multiple local updates before communicating with a central server, while SCAFFOLD maintains a control variable on each client to compensate for ``client drift'' in its local updates. Various methods have been proposed to enhance the convergence of these two algorithms, but they either make impractical adjustments to the algorithmic structure or rely on the assumption of bounded data heterogeneity. This paper explores the utilization of momentum to enhance the performance of FedAvg and SCAFFOLD. When all clients participate in the training process, we demonstrate that incorporating momentum allows FedAvg to converge without relying on the assumption of bounded data heterogeneity even using a constant local learning rate. This is novel and fairly surprising as existing analyses for FedAvg require bounded data heterogeneity even with diminishing local learning rates. In partial client participation, we show that momentum enables SCAFFOLD to converge provably faster without imposing any additional assumptions. Furthermore, we use momentum to develop new variance-reduced extensions of FedAvg and SCAFFOLD, which exhibit state-of-the-art convergence rates. Our experimental results support all theoretical findings.

Zero Redundancy Optimizer (ZeRO) has been used to train a wide range of large language models on massive GPUs clusters due to its ease of use, efficiency, and good scalability. However, when training on low-bandwidth clusters, or at scale which forces batch size per GPU to be small, ZeRO's effective throughput is limited because of high communication volume from gathering weights in forward pass, backward pass, and averaging gradients. This paper introduces three communication volume reduction techniques, which we collectively refer to as ZeRO++, targeting each of the communication collectives in ZeRO. First is block-quantization based all-gather. Second is data remapping that trades-off communication for more memory. Third is a novel all-to-all based quantized gradient averaging paradigm as replacement of reduce-scatter collective, which preserves accuracy despite communicating low precision data. Collectively, ZeRO++ reduces communication volume of ZeRO by 4x, enabling up to 2.16x better throughput at 384 GPU scale.

Communication compression, a technique aiming to reduce the information volume to be transmitted over the air, has gained great interests in Federated Learning (FL) for the potential of alleviating its communication overhead. However, communication compression brings forth new challenges in FL due to the interplay of compression-incurred information distortion and inherent characteristics of FL such as partial participation and data heterogeneity. Despite the recent development, the performance of compressed FL approaches has not been fully exploited. The existing approaches either cannot accommodate arbitrary data heterogeneity or partial participation, or require stringent conditions on compression. In this paper, we revisit the seminal stochastic controlled averaging method by proposing an equivalent but more efficient/simplified formulation with halved uplink communication costs. Building upon this implementation, we propose two compressed FL algorithms, SCALLION and SCAFCOM, to support unbiased and biased compression, respectively. Both the proposed methods outperform the existing compressed FL methods in terms of communication and computation complexities. Moreover, SCALLION and SCAFCOM accommodates arbitrary data heterogeneity and do not make any additional assumptions on compression errors. Experiments show that SCALLION and SCAFCOM can match the performance of corresponding full-precision FL approaches with substantially reduced uplink communication, and outperform recent compressed FL methods under the same communication budget.

We revisit the noisy binary search model of Karp and Kleinberg, in which we have n coins with unknown probabilities p_i that we can flip. The coins are sorted by increasing p_i, and we would like to find where the probability crosses (to within varepsilon) of a target value tau. This generalized the fixed-noise model of Burnashev and Zigangirov , in which p_i = 1{2} pm varepsilon, to a setting where coins near the target may be indistinguishable from it. Karp and Kleinberg showed that Theta(1{varepsilon^2} log n) samples are necessary and sufficient for this task. We produce a practical algorithm by solving two theoretical challenges: high-probability behavior and sharp constants. We give an algorithm that succeeds with probability 1-delta from \[ 1{C_{\tau, \varepsilon}} \cdot \left(\lg n + O(\log^{2/3} n \log^{1/3} 1{\delta} + \log 1{\delta})\right) \] samples, where C_{tau, varepsilon} is the optimal such constant achievable. For delta > n^{-o(1)} this is within 1 + o(1) of optimal, and for delta ll 1 it is the first bound within constant factors of optimal.

Most bandit algorithms assume that the reward variances or their upper bounds are known, and that they are the same for all arms. This naturally leads to suboptimal performance and higher regret due to variance overestimation. On the other hand, underestimated reward variances may lead to linear regret due to committing early to a suboptimal arm. This motivated prior works on variance-adaptive frequentist algorithms, which have strong instance-dependent regret bounds but cannot incorporate prior knowledge on reward variances. We lay foundations for the Bayesian setting, which incorporates prior knowledge. This results in lower regret in practice, due to using the prior in the algorithm design, and also improved regret guarantees. Specifically, we study Gaussian bandits with {unknown heterogeneous reward variances}, and develop a Thompson sampling algorithm with prior-dependent Bayes regret bounds. We achieve lower regret with lower reward variances and more informative priors on them, which is precisely why we pay only for what is uncertain. This is the first result of its kind. Finally, we corroborate our theory with extensive experiments, which show the superiority of our variance-adaptive Bayesian algorithm over prior frequentist approaches. We also show that our approach is robust to model misspecification and can be applied with estimated priors.

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation for the ground-truth distribution. However, this property is not sufficient to guarantee good discrimination in the non-asymptotic regime. In this paper, we provide the first systematic finite-sample study of proper scoring rules for time-series forecasting evaluation. Through a power analysis, we identify the "region of reliability" of a scoring rule, i.e., the set of practical conditions where it can be relied on to identify forecasting errors. We carry out our analysis on a comprehensive synthetic benchmark, specifically designed to test several key discrepancies between ground-truth and forecast distributions, and we gauge the generalizability of our findings to real-world tasks with an application to an electricity production problem. Our results reveal critical shortcomings in the evaluation of multivariate probabilistic forecasts as commonly performed in the literature.