Towards Black-Box Membership Inference Attack for Diffusion Models

Identifying whether an artwork was used to train a diffusion model is an important research topic, given the rising popularity of AI-generated art and the associated copyright concerns. The work approaches this problem from the membership inference attack (MIA) perspective. We first identify the limitations of applying existing MIA methods for copyright protection: the required access of internal U-nets and the choice of non-member datasets for evaluation. To address the above problems, we introduce a novel black-box membership inference attack method that operates without needing access to the model's internal U-net. We then construct a DALL-E generated dataset for a more comprehensive evaluation. We validate our method across various setups, and our experimental results outperform previous works.

Random Masking Finds Winning Tickets for Parameter Efficient Fine-tuning

Fine-tuning large language models (LLM) can be costly. Parameter-efficient fine-tuning (PEFT) addresses the problems by training a fraction of the parameters, whose success reveals the expressiveness and flexibility of pretrained models. This paper studies the limit of PEFT, by further simplifying its design and reducing the number of trainable parameters beyond standard setups. To this end, we use Random Masking to fine-tune the pretrained model. Despite its simplicity, we show that Random Masking is surprisingly effective: with a larger-than-expected learning rate, Random Masking can match the performance of standard PEFT algorithms such as LoRA on various tasks, using fewer trainable parameters. We provide both empirical and theoretical explorations into the success of Random Masking. We show that masking induces a flatter loss landscape and more distant solutions, which allows for and necessitates large learning rates.

Efficient Sampling on Riemannian Manifolds via Langevin MCMC

We study the task of efficiently sampling from a Gibbs distribution $d \pi^* = e^{-h} d {vol}_g$ over a Riemannian manifold $M$ via (geometric) Langevin MCMC; this algorithm involves computing exponential maps in random Gaussian directions and is efficiently implementable in practice. The key to our analysis of Langevin MCMC is a bound on the discretization error of the geometric Euler-Murayama scheme, assuming $\nabla h$ is Lipschitz and $M$ has bounded sectional curvature. Our error bound matches the error of Euclidean Euler-Murayama in terms of its stepsize dependence. Combined with a contraction guarantee for the geometric Langevin Diffusion under Kendall-Cranston coupling, we prove that the Langevin MCMC iterates lie within $\epsilon$-Wasserstein distance of $\pi^*$ after $\tilde{O}(\epsilon^{-2})$ steps, which matches the iteration complexity for Euclidean Langevin MCMC. Our results apply in general settings where $h$ can be nonconvex and $M$ can have negative Ricci curvature. Under additional assumptions that the Riemannian curvature tensor has bounded derivatives, and that $\pi^*$ satisfies a $CD(\cdot,\infty)$ condition, we analyze the stochastic gradient version of Langevin MCMC, and bound its iteration complexity by $\tilde{O}(\epsilon^{-2})$ as well.

Iteratively Learn Diverse Strategies with State Distance Information

In complex reinforcement learning (RL) problems, policies with similar rewards may have substantially different behaviors. It remains a fundamental challenge to optimize rewards while also discovering as many diverse strategies as possible, which can be crucial in many practical applications. Our study examines two design choices for tackling this challenge, i.e., diversity measure and computation framework. First, we find that with existing diversity measures, visually indistinguishable policies can still yield high diversity scores. To accurately capture the behavioral difference, we propose to incorporate the state-space distance information into the diversity measure. In addition, we examine two common computation frameworks for this problem, i.e., population-based training (PBT) and iterative learning (ITR). We show that although PBT is the precise problem formulation, ITR can achieve comparable diversity scores with higher computation efficiency, leading to improved solution quality in practice. Based on our analysis, we further combine ITR with two tractable realizations of the state-distance-based diversity measures and develop a novel diversity-driven RL algorithm, State-based Intrinsic-reward Policy Optimization (SIPO), with provable convergence properties. We empirically examine SIPO across three domains from robot locomotion to multi-agent games. In all of our testing environments, SIPO consistently produces strategically diverse and human-interpretable policies that cannot be discovered by existing baselines.

A Quadratic Synchronization Rule for Distributed Deep Learning

In distributed deep learning with data parallelism, synchronizing gradients at each training step can cause a huge communication overhead, especially when many nodes work together to train large models. Local gradient methods, such as Local SGD, address this issue by allowing workers to compute locally for $H$ steps without synchronizing with others, hence reducing communication frequency. While $H$ has been viewed as a hyperparameter to trade optimization efficiency for communication cost, recent research indicates that setting a proper $H$ value can lead to generalization improvement. Yet, selecting a proper $H$ is elusive. This work proposes a theory-grounded method for determining $H$, named the Quadratic Synchronization Rule (QSR), which recommends dynamically setting $H$ in proportion to $\frac{1}{\eta^2}$ as the learning rate $\eta$ decays over time. Extensive ImageNet experiments on ResNet and ViT show that local gradient methods with QSR consistently improve the test accuracy over other synchronization strategies. Compared with the standard data parallel training, QSR enables Local AdamW on ViT-B to cut the training time on 16 or 64 GPUs down from 26.7 to 20.2 hours or from 8.6 to 5.5 hours and, at the same time, achieves $1.16\%$ or $0.84\%$ higher top-1 validation accuracy.

Two Phases of Scaling Laws for Nearest Neighbor Classifiers

A scaling law refers to the observation that the test performance of a model improves as the number of training data increases. A fast scaling law implies that one can solve machine learning problems by simply boosting the data and the model sizes. Yet, in many cases, the benefit of adding more data can be negligible. In this work, we study the rate of scaling laws of nearest neighbor classifiers. We show that a scaling law can have two phases: in the first phase, the generalization error depends polynomially on the data dimension and decreases fast; whereas in the second phase, the error depends exponentially on the data dimension and decreases slowly. Our analysis highlights the complexity of the data distribution in determining the generalization error. When the data distributes benignly, our result suggests that nearest neighbor classifier can achieve a generalization error that depends polynomially, instead of exponentially, on the data dimension.

Near-Optimal Fully First-Order Algorithms for Finding Stationary Points in Bilevel Optimization

Bilevel optimization has various applications such as hyper-parameter optimization and meta-learning. Designing theoretically efficient algorithms for bilevel optimization is more challenging than standard optimization because the lower-level problem defines the feasibility set implicitly via another optimization problem. One tractable case is when the lower-level problem permits strong convexity. Recent works show that second-order methods can provably converge to an $\epsilon$-first-order stationary point of the problem at a rate of $\tilde{\mathcal{O}}(\epsilon^{-2})$, yet these algorithms require a Hessian-vector product oracle. Kwon et al. (2023) resolved the problem by proposing a first-order method that can achieve the same goal at a slower rate of $\tilde{\mathcal{O}}(\epsilon^{-3})$. In this work, we provide an improved analysis demonstrating that the first-order method can also find an $\epsilon$-first-order stationary point within $\tilde {\mathcal{O}}(\epsilon^{-2})$ oracle complexity, which matches the upper bounds for second-order methods in the dependency on $\epsilon$. Our analysis further leads to simple first-order algorithms that can achieve similar near-optimal rates in finding second-order stationary points and in distributed bilevel problems.

Fast Conditional Mixing of MCMC Algorithms for Non-log-concave Distributions

MCMC algorithms offer empirically efficient tools for sampling from a target distribution $\pi(x) \propto \exp(-V(x))$. However, on the theory side, MCMC algorithms suffer from slow mixing rate when $\pi(x)$ is non-log-concave. Our work examines this gap and shows that when Poincar\'e-style inequality holds on a subset $\mathcal{X}$ of the state space, the conditional distribution of MCMC iterates over $\mathcal{X}$ mixes fast to the true conditional distribution. This fast mixing guarantee can hold in cases when global mixing is provably slow. We formalize the statement and quantify the conditional mixing rate. We further show that conditional mixing can have interesting implications for sampling from mixtures of Gaussians, parameter estimation for Gaussian mixture models and Gibbs-sampling with well-connected local minima.

Lower Generalization Bounds for GD and SGD in Smooth Stochastic Convex Optimization

Recent progress was made in characterizing the generalization error of gradient methods for general convex loss by the learning theory community. In this work, we focus on how training longer might affect generalization in smooth stochastic convex optimization (SCO) problems. We first provide tight lower bounds for general non-realizable SCO problems. Furthermore, existing upper bound results suggest that sample complexity can be improved by assuming the loss is realizable, i.e. an optimal solution simultaneously minimizes all the data points. However, this improvement is compromised when training time is long and lower bounds are lacking. Our paper examines this observation by providing excess risk lower bounds for gradient descent (GD) and stochastic gradient descent (SGD) in two realizable settings: 1) realizable with $T = O(n)$, and (2) realizable with $T = \Omega(n)$, where $T$ denotes the number of training iterations and $n$ is the size of the training dataset. These bounds are novel and informative in characterizing the relationship between $T$ and $n$. In the first small training horizon case, our lower bounds almost tightly match and provide the first optimal certificates for the corresponding upper bounds. However, for the realizable case with $T = \Omega(n)$, a gap exists between the lower and upper bounds. We provide a conjecture to address this problem, that the gap can be closed by improving upper bounds, which is supported by our analyses in one-dimensional and linear regression scenarios.

On Bilevel Optimization without Lower-level Strong Convexity

Theoretical properties of bilevel problems are well studied when the lower-level problem is strongly convex. In this work, we focus on bilevel optimization problems without the strong-convexity assumption. In these cases, we first show that the common local optimality measures such as KKT condition or regularization can lead to undesired consequences. Then, we aim to identify the mildest conditions that make bilevel problems tractable. We identify two classes of growth conditions on the lower-level objective that leads to continuity. Under these assumptions, we show that the local optimality of the bilevel problem can be defined via the Goldstein stationarity condition of the hyper-objective. We then propose the Inexact Gradient-Free Method (IGFM) to solve the bilevel problem, using an approximate zeroth order oracle that is of independent interest. Our non-asymptotic analysis demonstrates that the proposed method can find a $(\delta, \varepsilon)$ Goldstein stationary point for bilevel problems with a zeroth order oracle complexity that is polynomial in $d, 1/\delta$ and $1/\varepsilon$.