Complete Dictionary Learning via $\ell^4$-Norm Maximization over the Orthogonal Group

This paper considers the fundamental problem of learning a complete (orthogonal) dictionary from samples of sparsely generated signals. Most existing methods solve the dictionary (and sparse representations) based on heuristic algorithms, usually without theoretical guarantees for either optimality or complexity. The recent $\ell^1$-minimization based methods do provide such guarantees but the associated algorithms recover the dictionary one column at a time. In this work, we propose a new formulation that maximizes the $\ell^4$-norm over the orthogonal group, to learn the entire dictionary. We prove that under a random data model, with nearly minimum sample complexity, the global optima of the $\ell^4$ norm are very close to signed permutations of the ground truth. Inspired by this observation, we give a conceptually simple and yet effective algorithm based on `matching, stretching, and projection' (MSP). The algorithm provably converges locally at a superlinear (cubic) rate and cost per iteration is merely an SVD. In addition to strong theoretical guarantees, experiments show that the new algorithm is significantly more efficient and effective than existing methods, including KSVD and $\ell^1$-based methods. Preliminary experimental results on real images clearly demonstrate advantages of so learned dictionary over classic PCA bases.

High Dimensional Classification via Empirical Risk Minimization: Improvements and Optimality

In this article, we investigate a family of classification algorithms defined by the principle of empirical risk minimization, in the high dimensional regime where the feature dimension $p$ and data number $n$ are both large and comparable. Based on recent advances in high dimensional statistics and random matrix theory, we provide under mixture data model a unified stochastic characterization of classifiers learned with different loss functions. Our results are instrumental to an in-depth understanding as well as practical improvements on this fundamental classification approach. As the main outcome, we demonstrate the existence of a universally optimal loss function which yields the best high dimensional performance at any given $n/p$ ratio.

Regional Homogeneity: Towards Learning Transferable Universal Adversarial Perturbations Against Defenses

This paper focuses on learning transferable adversarial examples specifically against defense models (models to defense adversarial attacks). In particular, we show that a simple universal perturbation can fool a series of state-of-the-art defenses. Adversarial examples generated by existing attacks are generally hard to transfer to defense models. We observe the property of regional homogeneity in adversarial perturbations and suggest that the defenses are less robust to regionally homogeneous perturbations. Therefore, we propose an effective transforming paradigm and a customized gradient transformer module to transform existing perturbations into regionally homogeneous ones. Without explicitly forcing the perturbations to be universal, we observe that a well-trained gradient transformer module tends to output input-independent gradients (hence universal) benefiting from the under-fitting phenomenon. Thorough experiments demonstrate that our work significantly outperforms the prior art attacking algorithms (either image-dependent or universal ones) by an average improvement of 14.0% when attacking 9 defenses in the black-box setting. In addition to the cross-model transferability, we also verify that regionally homogeneous perturbations can well transfer across different vision tasks (attacking with the semantic segmentation task and testing on the object detection task).

A Geometric Approach of Gradient Descent Algorithms in Neural Networks

In this article we present a geometric framework to analyze convergence of gradient descent trajectories in the context of neural networks. In the case of linear networks of an arbitrary number of hidden layers, we characterize appropriate quantities which are conserved along the gradient descent system (GDS). We use them to prove boundedness of every trajectory of the GDS, which implies convergence to a critical point. We further focus on the local behavior in the neighborhood of each critical points and perform a study on the associated basin of attractions so as to measure the "possibility" of converging to saddle points and local minima.

On the Spectrum of Random Features Maps of High Dimensional Data

Random feature maps are ubiquitous in modern statistical machine learning, where they generalize random projections by means of powerful, yet often difficult to analyze nonlinear operators. In this paper, we leverage the "concentration" phenomenon induced by random matrix theory to perform a spectral analysis on the Gram matrix of these random feature maps, here for Gaussian mixture models of simultaneously large dimension and size. Our results are instrumental to a deeper understanding on the interplay of the nonlinearity and the statistics of the data, thereby allowing for a better tuning of random feature-based techniques.

The Dynamics of Learning: A Random Matrix Approach

Understanding the learning dynamics of neural networks is one of the key issues for the improvement of optimization algorithms as well as for the theoretical comprehension of why deep neural nets work so well today. In this paper, we introduce a random matrix-based framework to analyze the learning dynamics of a single-layer linear network on a binary classification problem, for data of simultaneously large dimension and size, trained by gradient descent. Our results provide rich insights into common questions in neural nets, such as overfitting, early stopping and the initialization of training, thereby opening the door for future studies of more elaborate structures and models appearing in today's neural networks.

A Random Matrix Approach to Neural Networks

This article studies the Gram random matrix model $G=\frac1T\Sigma^{\rm T}\Sigma$, $\Sigma=\sigma(WX)$, classically found in the analysis of random feature maps and random neural networks, where $X=[x_1,\ldots,x_T]\in{\mathbb R}^{p\times T}$ is a (data) matrix of bounded norm, $W\in{\mathbb R}^{n\times p}$ is a matrix of independent zero-mean unit variance entries, and $\sigma:{\mathbb R}\to{\mathbb R}$ is a Lipschitz continuous (activation) function --- $\sigma(WX)$ being understood entry-wise. By means of a key concentration of measure lemma arising from non-asymptotic random matrix arguments, we prove that, as $n,p,T$ grow large at the same rate, the resolvent $Q=(G+\gamma I_T)^{-1}$, for $\gamma>0$, has a similar behavior as that met in sample covariance matrix models, involving notably the moment $\Phi=\frac{T}n{\mathbb E}[G]$, which provides in passing a deterministic equivalent for the empirical spectral measure of $G$. Application-wise, this result enables the estimation of the asymptotic performance of single-layer random neural networks. This in turn provides practical insights into the underlying mechanisms into play in random neural networks, entailing several unexpected consequences, as well as a fast practical means to tune the network hyperparameters.

A Large Dimensional Analysis of Least Squares Support Vector Machines

In this article, a large dimensional performance analysis of kernel least squares support vector machines (LS-SVMs) is provided under the assumption of a two-class Gaussian mixture model for the input data. Building upon recent random matrix advances, when both the dimension of data $p$ and their number $n$ grow large at the same rate, we show that the LS-SVM decision function converges to a normal-distributed variable, the mean and variance of which depend explicitly on a local behavior of the kernel function. This theoretical result is then applied to the MNIST data sets which, despite their non-Gaussianity, exhibit a surprisingly similar behavior. Our analysis provides a deeper understanding of the mechanism into play in SVM-type methods and in particular of the impact on the choice of the kernel function as well as some of their theoretical limits.

Random matrices meet machine learning: a large dimensional analysis of LS-SVM

This article proposes a performance analysis of kernel least squares support vector machines (LS-SVMs) based on a random matrix approach, in the regime where both the dimension of data $p$ and their number $n$ grow large at the same rate. Under a two-class Gaussian mixture model for the input data, we prove that the LS-SVM decision function is asymptotically normal with means and covariances shown to depend explicitly on the derivatives of the kernel function. This provides improved understanding along with new insights into the internal workings of SVM-type methods for large datasets.

Spectral Sparsification and Regret Minimization Beyond Matrix Multiplicative Updates

In this paper, we provide a novel construction of the linear-sized spectral sparsifiers of Batson, Spielman and Srivastava [BSS14]. While previous constructions required $\Omega(n^4)$ running time [BSS14, Zou12], our sparsification routine can be implemented in almost-quadratic running time $O(n^{2+\varepsilon})$. The fundamental conceptual novelty of our work is the leveraging of a strong connection between sparsification and a regret minimization problem over density matrices. This connection was known to provide an interpretation of the randomized sparsifiers of Spielman and Srivastava [SS11] via the application of matrix multiplicative weight updates (MWU) [CHS11, Vis14]. In this paper, we explain how matrix MWU naturally arises as an instance of the Follow-the-Regularized-Leader framework and generalize this approach to yield a larger class of updates. This new class allows us to accelerate the construction of linear-sized spectral sparsifiers, and give novel insights on the motivation behind Batson, Spielman and Srivastava [BSS14].