Stochastic Optimization for Non-convex Problem with Inexact Hessian Matrix, Gradient, and Function

Trust-region (TR) and adaptive regularization using cubics (ARC) have proven to have some very appealing theoretical properties for non-convex optimization by concurrently computing function value, gradient, and Hessian matrix to obtain the next search direction and the adjusted parameters. Although stochastic approximations help largely reduce the computational cost, it is challenging to theoretically guarantee the convergence rate. In this paper, we explore a family of stochastic TR and ARC methods that can simultaneously provide inexact computations of the Hessian matrix, gradient, and function values. Our algorithms require much fewer propagations overhead per iteration than TR and ARC. We prove that the iteration complexity to achieve $\epsilon$-approximate second-order optimality is of the same order as the exact computations demonstrated in previous studies. Additionally, the mild conditions on inexactness can be met by leveraging a random sampling technology in the finite-sum minimization problem. Numerical experiments with a non-convex problem support these findings and demonstrate that, with the same or a similar number of iterations, our algorithms require less computational overhead per iteration than current second-order methods.

Label Disentanglement in Partition-based Extreme Multilabel Classification

Partition-based methods are increasingly-used in extreme multi-label classification (XMC) problems due to their scalability to large output spaces (e.g., millions or more). However, existing methods partition the large label space into mutually exclusive clusters, which is sub-optimal when labels have multi-modality and rich semantics. For instance, the label "Apple" can be the fruit or the brand name, which leads to the following research question: can we disentangle these multi-modal labels with non-exclusive clustering tailored for downstream XMC tasks? In this paper, we show that the label assignment problem in partition-based XMC can be formulated as an optimization problem, with the objective of maximizing precision rates. This leads to an efficient algorithm to form flexible and overlapped label clusters, and a method that can alternatively optimizes the cluster assignments and the model parameters for partition-based XMC. Experimental results on synthetic and real datasets show that our method can successfully disentangle multi-modal labels, leading to state-of-the-art (SOTA) results on four XMC benchmarks.

How much progress have we made in neural network training? A New Evaluation Protocol for Benchmarking Optimizers

Many optimizers have been proposed for training deep neural networks, and they often have multiple hyperparameters, which make it tricky to benchmark their performance. In this work, we propose a new benchmarking protocol to evaluate both end-to-end efficiency (training a model from scratch without knowing the best hyperparameter) and data-addition training efficiency (the previously selected hyperparameters are used for periodically re-training the model with newly collected data). For end-to-end efficiency, unlike previous work that assumes random hyperparameter tuning, which over-emphasizes the tuning time, we propose to evaluate with a bandit hyperparameter tuning strategy. A human study is conducted to show that our evaluation protocol matches human tuning behavior better than the random search. For data-addition training, we propose a new protocol for assessing the hyperparameter sensitivity to data shift. We then apply the proposed benchmarking framework to 7 optimizers and various tasks, including computer vision, natural language processing, reinforcement learning, and graph mining. Our results show that there is no clear winner across all the tasks.

Improving the Speed and Quality of GAN by Adversarial Training

Generative adversarial networks (GAN) have shown remarkable results in image generation tasks. High fidelity class-conditional GAN methods often rely on stabilization techniques by constraining the global Lipschitz continuity. Such regularization leads to less expressive models and slower convergence speed; other techniques, such as the large batch training, require unconventional computing power and are not widely accessible. In this paper, we develop an efficient algorithm, namely FastGAN (Free AdverSarial Training), to improve the speed and quality of GAN training based on the adversarial training technique. We benchmark our method on CIFAR10, a subset of ImageNet, and the full ImageNet datasets. We choose strong baselines such as SNGAN and SAGAN; the results demonstrate that our training algorithm can achieve better generation quality (in terms of the Inception score and Frechet Inception distance) with less overall training time. Most notably, our training algorithm brings ImageNet training to the broader public by requiring 2-4 GPUs.

Provably Robust Metric Learning

Metric learning is an important family of algorithms for classification and similarity search, but the robustness of learned metrics against small adversarial perturbations is less studied. In this paper, we show that existing metric learning algorithms, which focus on boosting the clean accuracy, can result in metrics that are less robust than the Euclidean distance. To overcome this problem, we propose a novel metric learning algorithm to find a Mahalanobis distance that is robust against adversarial perturbations, and the robustness of the resulting model is certifiable. Experimental results show that the proposed metric learning algorithm improves both certified robust errors and empirical robust errors (errors under adversarial attacks). Furthermore, unlike neural network defenses which usually encounter a trade-off between clean and robust errors, our method does not sacrifice clean errors compared with previous metric learning methods. Our code is available at https://github.com/wangwllu/provably_robust_metric_learning.

Evaluations and Methods for Explanation through Robustness Analysis

Among multiple ways of interpreting a machine learning model, measuring the importance of a set of features tied to a prediction is probably one of the most intuitive ways to explain a model. In this paper, we establish the link between a set of features to a prediction with a new evaluation criterion, robustness analysis, which measures the minimum distortion distance of adversarial perturbation. By measuring the tolerance level for an adversarial attack, we can extract a set of features that provides the most robust support for a prediction, and also can extract a set of features that contrasts the current prediction to a target class by setting a targeted adversarial attack. By applying this methodology to various prediction tasks across multiple domains, we observe the derived explanations are indeed capturing the significant feature set qualitatively and quantitatively.

Learning to Encode Position for Transformer with Continuous Dynamical Model

We introduce a new way of learning to encode position information for non-recurrent models, such as Transformer models. Unlike RNN and LSTM, which contain inductive bias by loading the input tokens sequentially, non-recurrent models are less sensitive to position. The main reason is that position information among input units is not inherently encoded, i.e., the models are permutation equivalent; this problem justifies why all of the existing models are accompanied by a sinusoidal encoding/embedding layer at the input. However, this solution has clear limitations: the sinusoidal encoding is not flexible enough as it is manually designed and does not contain any learnable parameters, whereas the position embedding restricts the maximum length of input sequences. It is thus desirable to design a new position layer that contains learnable parameters to adjust to different datasets and different architectures. At the same time, we would also like the encodings to extrapolate in accordance with the variable length of inputs. In our proposed solution, we borrow from the recent Neural ODE approach, which may be viewed as a versatile continuous version of a ResNet. This model is capable of modeling many kinds of dynamical systems. We model the evolution of encoded results along position index by such a dynamical system, thereby overcoming the above limitations of existing methods. We evaluate our new position layers on a variety of neural machine translation and language understanding tasks, the experimental results show consistent improvements over the baselines.

Gradient Boosting Neural Networks: GrowNet

A novel gradient boosting framework is proposed where shallow neural networks are employed as "weak learners". General loss functions are considered under this unified framework with specific examples presented for classification, regression and learning to rank. A fully corrective step is incorporated to remedy the pitfall of greedy function approximation of classic gradient boosting decision tree. The proposed model rendered state-of-the-art results in all three tasks on multiple datasets. An ablation study is performed to shed light on the effect of each model components and model hyperparameters.

GraphDefense: Towards Robust Graph Convolutional Networks

In this paper, we study the robustness of graph convolutional networks (GCNs). Despite the good performance of GCNs on graph semi-supervised learning tasks, previous works have shown that the original GCNs are very unstable to adversarial perturbations. In particular, we can observe a severe performance degradation by slightly changing the graph adjacency matrix or the features of a few nodes, making it unsuitable for security-critical applications. Inspired by the previous works on adversarial defense for deep neural networks, and especially adversarial training algorithm, we propose a method called GraphDefense to defend against the adversarial perturbations. In addition, for our defense method, we could still maintain semi-supervised learning settings, without a large label rate. We also show that adversarial training in features is equivalent to adversarial training for edges with a small perturbation. Our experiments show that the proposed defense methods successfully increase the robustness of Graph Convolutional Networks. Furthermore, we show that with careful design, our proposed algorithm can scale to large graphs, such as Reddit dataset.

A Unified Framework for Data Poisoning Attack to Graph-based Semi-supervised Learning

In this paper, we proposed a general framework for data poisoning attacks to graph-based semi-supervised learning (G-SSL). In this framework, we first unify different tasks, goals, and constraints into a single formula for data poisoning attack in G-SSL, then we propose two specialized algorithms to efficiently solve two important cases --- poisoning regression tasks under $\ell_2$-norm constraint and classification tasks under $\ell_0$-norm constraint. In the former case, we transform it into a non-convex trust region problem and show that our gradient-based algorithm with delicate initialization and update scheme finds the (globally) optimal perturbation. For the latter case, although it is an NP-hard integer programming problem, we propose a probabilistic solver that works much better than the classical greedy method. Lastly, we test our framework on real datasets and evaluate the robustness of G-SSL algorithms. For instance, on the MNIST binary classification problem (50000 training data with 50 labeled), flipping two labeled data is enough to make the model perform like random guess (around 50\% error).