To Cool or not to Cool? Temperature Network Meets Large Foundation Models via DRO

The temperature parameter plays a profound role during training and/or inference with large foundation models (LFMs) such as large language models (LLMs) and CLIP models. Particularly, it adjusts the logits in the softmax function in LLMs, which is crucial for next token generation, and it scales the similarities in the contrastive loss for training CLIP models. A significant question remains: Is it viable to learn a neural network to predict a personalized temperature of any input data for enhancing LFMs"? In this paper, we present a principled framework for learning a small yet generalizable temperature prediction network (TempNet) to improve LFMs. Our solution is composed of a novel learning framework with a robust loss underpinned by constrained distributionally robust optimization (DRO), and a properly designed TempNet with theoretical inspiration. TempNet can be trained together with a large foundation model from scratch or learned separately given a pretrained foundation model. It is not only useful for predicting personalized temperature to promote the training of LFMs but also generalizable and transferable to new tasks. Our experiments on LLMs and CLIP models demonstrate that TempNet greatly improves the performance of existing solutions or models, e.g. Table 1. The code to reproduce the experimental results in this paper can be found at https://github.com/zhqiu/TempNet.

Multimodal Pretraining of Medical Time Series and Notes

Within the intensive care unit (ICU), a wealth of patient data, including clinical measurements and clinical notes, is readily available. This data is a valuable resource for comprehending patient health and informing medical decisions, but it also contains many challenges in analysis. Deep learning models show promise in extracting meaningful patterns, but they require extensive labeled data, a challenge in critical care. To address this, we propose a novel approach employing self-supervised pretraining, focusing on the alignment of clinical measurements and notes. Our approach combines contrastive and masked token prediction tasks during pretraining. Semi-supervised experiments on the MIMIC-III dataset demonstrate the effectiveness of our self-supervised pretraining. In downstream tasks, including in-hospital mortality prediction and phenotyping, our pretrained model outperforms baselines in settings where only a fraction of the data is labeled, emphasizing its ability to enhance ICU data analysis. Notably, our method excels in situations where very few labels are available, as evidenced by an increase in the AUC-ROC for in-hospital mortality by 0.17 and in AUC-PR for phenotyping by 0.1 when only 1% of labels are accessible. This work advances self-supervised learning in the healthcare domain, optimizing clinical insights from abundant yet challenging ICU data.

ALEXR: Optimal Single-Loop Algorithms for Convex Finite-Sum Coupled Compositional Stochastic Optimization

This paper revisits a class of convex Finite-Sum Coupled Compositional Stochastic Optimization (cFCCO) problems with many applications, including group distributionally robust optimization (GDRO), reinforcement learning, and learning to rank. To better solve these problems, we introduce a unified family of efficient single-loop primal-dual block-coordinate proximal algorithms, dubbed ALEXR. This algorithm leverages block-coordinate stochastic mirror ascent updates for the dual variable and stochastic proximal gradient descent updates for the primal variable. We establish the convergence rates of ALEXR in both convex and strongly convex cases under smoothness and non-smoothness conditions of involved functions, which not only improve the best rates in previous works on smooth cFCCO problems but also expand the realm of cFCCO for solving more challenging non-smooth problems such as the dual form of GDRO. Finally, we present lower complexity bounds to demonstrate that the convergence rates of ALEXR are optimal among first-order block-coordinate stochastic algorithms for the considered class of cFCCO problems.

AUC-mixup: Deep AUC Maximization with Mixup

While deep AUC maximization (DAM) has shown remarkable success on imbalanced medical tasks, e.g., chest X-rays classification and skin lesions classification, it could suffer from severe overfitting when applied to small datasets due to its aggressive nature of pushing prediction scores of positive data away from that of negative data. This paper studies how to improve generalization of DAM by mixup data augmentation -- an approach that is widely used for improving generalization of the cross-entropy loss based deep learning methods. %For overfitting issues arising from limited data, the common approach is to employ mixup data augmentation to boost the models' generalization performance by enriching the training data. However, AUC is defined over positive and negative pairs, which makes it challenging to incorporate mixup data augmentation into DAM algorithms. To tackle this challenge, we employ the AUC margin loss and incorporate soft labels into the formulation to effectively learn from data generated by mixup augmentation, which is referred to as the AUC-mixup loss. Our experimental results demonstrate the effectiveness of the proposed AUC-mixup methods on imbalanced benchmark and medical image datasets compared to standard DAM training methods.

SpatialRank: Urban Event Ranking with NDCG Optimization on Spatiotemporal Data

The problem of urban event ranking aims at predicting the top-k most risky locations of future events such as traffic accidents and crimes. This problem is of fundamental importance to public safety and urban administration especially when limited resources are available. The problem is, however, challenging due to complex and dynamic spatio-temporal correlations between locations, uneven distribution of urban events in space, and the difficulty to correctly rank nearby locations with similar features. Prior works on event forecasting mostly aim at accurately predicting the actual risk score or counts of events for all the locations. Rankings obtained as such usually have low quality due to prediction errors. Learning-to-rank methods directly optimize measures such as Normalized Discounted Cumulative Gain (NDCG), but cannot handle the spatiotemporal autocorrelation existing among locations. In this paper, we bridge the gap by proposing a novel spatial event ranking approach named SpatialRank. SpatialRank features adaptive graph convolution layers that dynamically learn the spatiotemporal dependencies across locations from data. In addition, the model optimizes through surrogates a hybrid NDCG loss with a spatial component to better rank neighboring spatial locations. We design an importance-sampling with a spatial filtering algorithm to effectively evaluate the loss during training. Comprehensive experiments on three real-world datasets demonstrate that SpatialRank can effectively identify the top riskiest locations of crimes and traffic accidents and outperform state-of-art methods in terms of NDCG by up to 12.7%.

Non-Smooth Weakly-Convex Finite-sum Coupled Compositional Optimization

This paper investigates new families of compositional optimization problems, called $\underline{\bf n}$on-$\underline{\bf s}$mooth $\underline{\bf w}$eakly-$\underline{\bf c}$onvex $\underline{\bf f}$inite-sum $\underline{\bf c}$oupled $\underline{\bf c}$ompositional $\underline{\bf o}$ptimization (NSWC FCCO). There has been a growing interest in FCCO due to its wide-ranging applications in machine learning and AI, as well as its ability to address the shortcomings of stochastic algorithms based on empirical risk minimization. However, current research on FCCO presumes that both the inner and outer functions are smooth, limiting their potential to tackle a more diverse set of problems. Our research expands on this area by examining non-smooth weakly-convex FCCO, where the outer function is weakly convex and non-decreasing, and the inner function is weakly-convex. We analyze a single-loop algorithm and establish its complexity for finding an $\epsilon$-stationary point of the Moreau envelop of the objective function. Additionally, we also extend the algorithm to solving novel non-smooth weakly-convex tri-level finite-sum coupled compositional optimization problems, which feature a nested arrangement of three functions. Lastly, we explore the applications of our algorithms in deep learning for two-way partial AUC maximization and multi-instance two-way partial AUC maximization, using empirical studies to showcase the effectiveness of the proposed algorithms.

Everything Perturbed All at Once: Enabling Differentiable Graph Attacks

As powerful tools for representation learning on graphs, graph neural networks (GNNs) have played an important role in applications including social networks, recommendation systems, and online web services. However, GNNs have been shown to be vulnerable to adversarial attacks, which can significantly degrade their effectiveness. Recent state-of-the-art approaches in adversarial attacks rely on gradient-based meta-learning to selectively perturb a single edge with the highest attack score until they reach the budget constraint. While effective in identifying vulnerable links, these methods are plagued by high computational costs. By leveraging continuous relaxation and parameterization of the graph structure, we propose a novel attack method called Differentiable Graph Attack (DGA) to efficiently generate effective attacks and meanwhile eliminate the need for costly retraining. Compared to the state-of-the-art, DGA achieves nearly equivalent attack performance with 6 times less training time and 11 times smaller GPU memory footprint on different benchmark datasets. Additionally, we provide extensive experimental analyses of the transferability of the DGA among different graph models, as well as its robustness against widely-used defense mechanisms.

Stability and Generalization of Stochastic Compositional Gradient Descent Algorithms

Many machine learning tasks can be formulated as a stochastic compositional optimization (SCO) problem such as reinforcement learning, AUC maximization, and meta-learning, where the objective function involves a nested composition associated with an expectation. While a significant amount of studies has been devoted to studying the convergence behavior of SCO algorithms, there is little work on understanding their generalization, i.e., how these learning algorithms built from training examples would behave on future test examples. In this paper, we provide the stability and generalization analysis of stochastic compositional gradient descent algorithms through the lens of algorithmic stability in the framework of statistical learning theory. Firstly, we introduce a stability concept called compositional uniform stability and establish its quantitative relation with generalization for SCO problems. Then, we establish the compositional uniform stability results for two popular stochastic compositional gradient descent algorithms, namely SCGD and SCSC. Finally, we derive dimension-independent excess risk bounds for SCGD and SCSC by trade-offing their stability results and optimization errors. To the best of our knowledge, these are the first-ever-known results on stability and generalization analysis of stochastic compositional gradient descent algorithms.

Learning Unnormalized Statistical Models via Compositional Optimization

Learning unnormalized statistical models (e.g., energy-based models) is computationally challenging due to the complexity of handling the partition function. To eschew this complexity, noise-contrastive estimation~(NCE) has been proposed by formulating the objective as the logistic loss of the real data and the artificial noise. However, as found in previous works, NCE may perform poorly in many tasks due to its flat loss landscape and slow convergence. In this paper, we study it a direct approach for optimizing the negative log-likelihood of unnormalized models from the perspective of compositional optimization. To tackle the partition function, a noise distribution is introduced such that the log partition function can be written as a compositional function whose inner function can be estimated with stochastic samples. Hence, the objective can be optimized by stochastic compositional optimization algorithms. Despite being a simple method, we demonstrate that it is more favorable than NCE by (1) establishing a fast convergence rate and quantifying its dependence on the noise distribution through the variance of stochastic estimators; (2) developing better results for one-dimensional Gaussian mean estimation by showing our objective has a much favorable loss landscape and hence our method enjoys faster convergence; (3) demonstrating better performance on multiple applications, including density estimation, out-of-distribution detection, and real image generation.

LibAUC: A Deep Learning Library for X-Risk Optimization

This paper introduces the award-winning deep learning (DL) library called LibAUC for implementing state-of-the-art algorithms towards optimizing a family of risk functions named X-risks. X-risks refer to a family of compositional functions in which the loss function of each data point is defined in a way that contrasts the data point with a large number of others. They have broad applications in AI for solving classical and emerging problems, including but not limited to classification for imbalanced data (CID), learning to rank (LTR), and contrastive learning of representations (CLR). The motivation of developing LibAUC is to address the convergence issues of existing libraries for solving these problems. In particular, existing libraries may not converge or require very large mini-batch sizes in order to attain good performance for these problems, due to the usage of the standard mini-batch technique in the empirical risk minimization (ERM) framework. Our library is for deep X-risk optimization (DXO) that has achieved great success in solving a variety of tasks for CID, LTR and CLR. The contributions of this paper include: (1) It introduces a new mini-batch based pipeline for implementing DXO algorithms, which differs from existing DL pipeline in the design of controlled data samplers and dynamic mini-batch losses; (2) It provides extensive benchmarking experiments for ablation studies and comparison with existing libraries. The LibAUC library features scalable performance for millions of items to be contrasted, faster and better convergence than existing libraries for optimizing X-risks, seamless PyTorch deployment and versatile APIs for various loss optimization. Our library is available to the open source community at https://github.com/Optimization-AI/LibAUC, to facilitate further academic research and industrial applications.