Privacy-Preserving Asynchronous Federated Learning Algorithms for Multi-Party Vertically Collaborative Learning

The privacy-preserving federated learning for vertically partitioned data has shown promising results as the solution of the emerging multi-party joint modeling application, in which the data holders (such as government branches, private finance and e-business companies) collaborate throughout the learning process rather than relying on a trusted third party to hold data. However, existing federated learning algorithms for vertically partitioned data are limited to synchronous computation. To improve the efficiency when the unbalanced computation/communication resources are common among the parties in the federated learning system, it is essential to develop asynchronous training algorithms for vertically partitioned data while keeping the data privacy. In this paper, we propose an asynchronous federated SGD (AFSGD-VP) algorithm and its SVRG and SAGA variants on the vertically partitioned data. Moreover, we provide the convergence analyses of AFSGD-VP and its SVRG and SAGA variants under the condition of strong convexity. We also discuss their model privacy, data privacy, computational complexities and communication costs. To the best of our knowledge, AFSGD-VP and its SVRG and SAGA variants are the first asynchronous federated learning algorithms for vertically partitioned data. Extensive experimental results on a variety of vertically partitioned datasets not only verify the theoretical results of AFSGD-VP and its SVRG and SAGA variants, but also show that our algorithms have much higher efficiency than the corresponding synchronous algorithms.

Federated Doubly Stochastic Kernel Learning for Vertically Partitioned Data

In a lot of real-world data mining and machine learning applications, data are provided by multiple providers and each maintains private records of different feature sets about common entities. It is challenging to train these vertically partitioned data effectively and efficiently while keeping data privacy for traditional data mining and machine learning algorithms. In this paper, we focus on nonlinear learning with kernels, and propose a federated doubly stochastic kernel learning (FDSKL) algorithm for vertically partitioned data. Specifically, we use random features to approximate the kernel mapping function and use doubly stochastic gradients to update the solutions, which are all computed federatedly without the disclosure of data. Importantly, we prove that FDSKL has a sublinear convergence rate, and can guarantee the data security under the semi-honest assumption. Extensive experimental results on a variety of benchmark datasets show that FDSKL is significantly faster than state-of-the-art federated learning methods when dealing with kernels, while retaining the similar generalization performance.

Training Faster with Compressed Gradient

Although the distributed machine learning methods show the potential for the speed-up of training large deep neural networks, the communication cost has been the notorious bottleneck to constrain the performance. To address this challenge, the gradient compression based communication-efficient distributed learning methods were designed to reduce the communication cost, and more recently the local error feedback was incorporated to compensate for the performance loss. However, in this paper, we will show the "gradient mismatch" problem of the local error feedback in centralized distributed training and this issue can lead to degraded performance compared with full-precision training. To solve this critical problem, we propose two novel techniques: 1) step ahead; 2) error averaging. Both our theoretical and empirical results show that our new methods can alleviate the "gradient mismatch" problem. Experiments show that we can even train \textbf{faster with compressed gradient} than full-precision training \textbf{regarding training epochs}.

Faster Stochastic Alternating Direction Method of Multipliers for Nonconvex Optimization

In this paper, we propose a faster stochastic alternating direction method of multipliers (ADMM) for nonconvex optimization by using a new stochastic path-integrated differential estimator (SPIDER), called as SPIDER-ADMM. Moreover, we prove that the SPIDER-ADMM achieves a record-breaking incremental first-order oracle (IFO) complexity of $\mathcal{O}(n+n^{1/2}\epsilon^{-1})$ for finding an $\epsilon$-approximate stationary point, which improves the deterministic ADMM by a factor $\mathcal{O}(n^{1/2})$, where $n$ denotes the sample size. As one of major contribution of this paper, we provide a new theoretical analysis framework for nonconvex stochastic ADMM methods with providing the optimal IFO complexity. Based on this new analysis framework, we study the unsolved optimal IFO complexity of the existing non-convex SVRG-ADMM and SAGA-ADMM methods, and prove they have the optimal IFO complexity of $\mathcal{O}(n+n^{2/3}\epsilon^{-1})$. Thus, the SPIDER-ADMM improves the existing stochastic ADMM methods by a factor of $\mathcal{O}(n^{1/6})$. Moreover, we extend SPIDER-ADMM to the online setting, and propose a faster online SPIDER-ADMM. Our theoretical analysis shows that the online SPIDER-ADMM has the IFO complexity of $\mathcal{O}(\epsilon^{-\frac{3}{2}})$, which improves the existing best results by a factor of $\mathcal{O}(\epsilon^{-\frac{1}{2}})$. Finally, the experimental results on benchmark datasets validate that the proposed algorithms have faster convergence rate than the existing ADMM algorithms for nonconvex optimization.

Momentum-Based Policy Gradient Methods

In the paper, we propose a class of efficient momentum-based policy gradient methods for the model-free reinforcement learning, which use adaptive learning rates and do not require any large batches. Specifically, we propose a fast important-sampling momentum-based policy gradient (IS-MBPG) method based on a new momentum-based variance reduced technique and the importance sampling technique. We also propose a fast Hessian-aided momentum-based policy gradient (HA-MBPG) method based on the momentum-based variance reduced technique and the Hessian-aided technique. Moreover, we prove that both the IS-MBPG and HA-MBPG methods reach the best known sample complexity of $O(\epsilon^{-3})$ for finding an $\epsilon$-stationary point of the non-concave performance function, which only require one trajectory at each iteration. In particular, we present a non-adaptive version of IS-MBPG method, i.e., IS-MBPG*, which also reaches the best known sample complexity of $O(\epsilon^{-3})$ without any large batches. In the experiments, we apply four benchmark tasks to demonstrate the effectiveness of our algorithms.

BiO-Net: Learning Recurrent Bi-directional Connections for Encoder-Decoder Architecture

U-Net has become one of the state-of-the-art deep learning-based approaches for modern computer vision tasks such as semantic segmentation, super resolution, image denoising, and inpainting. Previous extensions of U-Net have focused mainly on the modification of its existing building blocks or the development of new functional modules for performance gains. As a result, these variants usually lead to an unneglectable increase in model complexity. To tackle this issue in such U-Net variants, in this paper, we present a novel Bi-directional O-shape network (BiO-Net) that reuses the building blocks in a recurrent manner without introducing any extra parameters. Our proposed bi-directional skip connections can be directly adopted into any encoder-decoder architecture to further enhance its capabilities in various task domains. We evaluated our method on various medical image analysis tasks and the results show that our BiO-Net significantly outperforms the vanilla U-Net as well as other state-of-the-art methods. Our code is available at https://github.com/tiangexiang/BiO-Net.

Fast OSCAR and OWL Regression via Safe Screening Rules

Ordered Weighted $L_{1}$ (OWL) regularized regression is a new regression analysis for high-dimensional sparse learning. Proximal gradient methods are used as standard approaches to solve OWL regression. However, it is still a burning issue to solve OWL regression due to considerable computational cost and memory usage when the feature or sample size is large. In this paper, we propose the first safe screening rule for OWL regression by exploring the order of the primal solution with the unknown order structure via an iterative strategy, which overcomes the difficulties of tackling the non-separable regularizer. It effectively avoids the updates of the parameters whose coefficients must be zero during the learning process. More importantly, the proposed screening rule can be easily applied to standard and stochastic proximal gradient methods. Moreover, we prove that the algorithms with our screening rule are guaranteed to have identical results with the original algorithms. Experimental results on a variety of datasets show that our screening rule leads to a significant computational gain without any loss of accuracy, compared to existing competitive algorithms.

Faster Secure Data Mining via Distributed Homomorphic Encryption

Due to the rising privacy demand in data mining, Homomorphic Encryption (HE) is receiving more and more attention recently for its capability to do computations over the encrypted field. By using the HE technique, it is possible to securely outsource model learning to the not fully trustful but powerful public cloud computing environments. However, HE-based training scales badly because of the high computation complexity. It is still an open problem whether it is possible to apply HE to large-scale problems. In this paper, we propose a novel general distributed HE-based data mining framework towards one step of solving the scaling problem. The main idea of our approach is to use the slightly more communication overhead in exchange of shallower computational circuit in HE, so as to reduce the overall complexity. We verify the efficiency and effectiveness of our new framework by testing over various data mining algorithms and benchmark data-sets. For example, we successfully train a logistic regression model to recognize the digit 3 and 8 within around 5 minutes, while a centralized counterpart needs almost 2 hours.

Unsupervised Instance Segmentation in Microscopy Images via Panoptic Domain Adaptation and Task Re-weighting

Unsupervised domain adaptation (UDA) for nuclei instance segmentation is important for digital pathology, as it alleviates the burden of labor-intensive annotation and domain shift across datasets. In this work, we propose a Cycle Consistency Panoptic Domain Adaptive Mask R-CNN (CyC-PDAM) architecture for unsupervised nuclei segmentation in histopathology images, by learning from fluorescence microscopy images. More specifically, we first propose a nuclei inpainting mechanism to remove the auxiliary generated objects in the synthesized images. Secondly, a semantic branch with a domain discriminator is designed to achieve panoptic-level domain adaptation. Thirdly, in order to avoid the influence of the source-biased features, we propose a task re-weighting mechanism to dynamically add trade-off weights for the task-specific loss functions. Experimental results on three datasets indicate that our proposed method outperforms state-of-the-art UDA methods significantly, and demonstrates a similar performance as fully supervised methods.

Exploit Where Optimizer Explores via Residuals

To train neural networks faster, many research efforts have been devoted to exploring a better gradient descent trajectory, but few have been put into exploiting the intermediate results. In this work we propose a novel optimization method named (momentum) stochastic gradient descent with residuals (RSGD(m)) to exploit the gradient descent trajectory using proper residual schemes, which leads to a performance boost of both the convergence and generalization. We provide theoretic analysis to show that RSGD can achieve a smaller growth rate of the generalization error and the same convergence rate compared with SGD. Extensive deep learning experimental results of the image classification and word-level language model empirically show that both the convergence and generalization of our RSGD(m) method are improved significantly compared with the existing SGD(m) algorithm.