In stochastic convex optimization the goal is to minimize a convex function $F(x) \doteq {\mathbf E}_{{\mathbf f}\sim D}[{\mathbf f}(x)]$ over a convex set $\cal K \subset {\mathbb R}^d$ where $D$ is some unknown distribution and each $f(\cdot)$ in the support of $D$ is convex over $\cal K$. The optimization is commonly based on i.i.d.~samples $f^1,f^2,\ldots,f^n$ from $D$. A standard approach to such problems is empirical risk minimization (ERM) that optimizes $F_S(x) \doteq \frac{1}{n}\sum_{i\leq n} f^i(x)$. Here we consider the question of how many samples are necessary for ERM to succeed and the closely related question of uniform convergence of $F_S$ to $F$ over $\cal K$. We demonstrate that in the standard $\ell_p/\ell_q$ setting of Lipschitz-bounded functions over a $\cal K$ of bounded radius, ERM requires sample size that scales linearly with the dimension $d$. This nearly matches standard upper bounds and improves on $Ω(\log d)$ dependence proved for $\ell_2/\ell_2$ setting by Shalev-Shwartz et al. (2009). In stark contrast, these problems can be solved using dimension-independent number of samples for $\ell_2/\ell_2$ setting and $\log d$ dependence for $\ell_1/\ell_\infty$ setting using other approaches. We further show that our lower bound applies even if the functions in the support of $D$ are smooth and efficiently computable and even if an $\ell_1$ regularization term is added. Finally, we demonstrate that for a more general class of bounded-range (but not Lipschitz-bounded) stochastic convex programs an infinite gap appears already in dimension 2.
Skolkovo Institute of Science and Technology(斯科尔科沃科学技术研究院);Artificial Intelligence Research Institute(人工智能研究院)
Wasserstein Generative Adversarial Networks (WGANs) are the popular generative models built on the theory of Optimal Transport (OT) and the Kantorovich duality. Despite the success of WGANs, it is still unclear how well the underlying OT dual solvers approximate the OT cost (Wasserstein-1 distance, $\mathbb{W}_{1}$) and the OT gradient needed to update the generator. In this paper, we address these questions. We construct 1-Lipschitz functions and use them to build ray monotone transport plans. This strategy yields pairs of continuous benchmark distributions with the analytically known OT plan…
The fundamental theorem of statistical learning states that for binary classification problems, any Empirical Risk Minimization (ERM) learning rule has close to optimal sample complexity. In this paper we seek for a generic optimal learner for multiclass prediction. We start by proving a surprising result: a generic optimal multiclass learner must be improper, namely, it must have the ability to output hypotheses which do not belong to the hypothesis class, even though it knows that all the labels are generated by some hypothesis from the class. In particular, no ERM learner is optimal. This b…
Skolkovo Institute of Science and Technology (Skoltech)(斯科尔科沃科技学院(Skoltech));Yandex(Yandex(扬德克斯))
Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this work, we show that modifying the sampling distributions for dropout layers in neural networks improves the quality of uncertainty estimation. Our main idea consists of two main steps: computing data-driven correlations between neurons and generating samples, which include maximally diverse neurons. In a series of experiments on simulated and real-world data, …
To support the 2019 U.S. Supreme Court case "Flowers v. Mississippi", APM Reports collated historical court records to assess whether the State exhibited a racial bias in striking potential jurors. This analysis used backward stepwise logistic regression to conclude that race was a significant factor, however this method for selecting relevant features is only a heuristic, and additionally cannot consider interactions between features. We apply Optimal Feature Selection to identify the globally-optimal subset of features and affirm that there is significant evidence of racial bias in the strik…
Quinn et al propose challenge datasets in their work called ``Kryptonite-N". These datasets aim to counter the universal function approximation argument of machine learning, breaking the notation that machine learning can ``approximate any continuous function" \cite{original_paper}. Our work refutes this claim and shows that universal function approximations can be applied successfully; the Kryptonite datasets are constructed predictably, allowing logistic regression with sufficient polynomial expansion and L1 regularization to solve for any dimension N.
Many papers have been published on the knowledge base completion task in the past few years. Most of these introduce novel architectures for relation learning that are evaluated on standard datasets such as FB15k and WN18. This paper shows that the accuracy of almost all models published on the FB15k can be outperformed by an appropriately tuned baseline - our reimplementation of the DistMult model. Our findings cast doubt on the claim that the performance improvements of recent models are due to architectural changes as opposed to hyper-parameter tuning or different training objectives. This …
Indian Institute of Technology Delhi(印度理工学院德里分校);Indian Institute of Technology Bombay(印度理工学院孟买分校)
Knowledge Base Completion (KBC) has been a very active area lately. Several recent KBCpapers propose architectural changes, new training methods, or even new formulations. KBC systems are usually evaluated on standard benchmark datasets: FB15k, FB15k-237, WN18, WN18RR, and Yago3-10. Most existing methods train with a small number of negative samples for each positive instance in these datasets to save computational costs. This paper discusses how recent developments allow us to use all available negative samples for training. We show that Complex, when trained using all available negative samp…
The influential Residual Networks designed by He et al. remain the gold-standard architecture in numerous scientific publications. They typically serve as the default architecture in studies, or as baselines when new architectures are proposed. Yet there has been significant progress on best practices for training neural networks since the inception of the ResNet architecture in 2015. Novel optimization & data-augmentation have increased the effectiveness of the training recipes. In this paper, we re-evaluate the performance of the vanilla ResNet-50 when trained with a procedure that integrate…
Iowa State University(爱荷华州立大学);Massachusetts Institute of Technology(麻省理工学院)
Advances in deep generative and density models have shown impressive capacity to model complex probability density functions in lower-dimensional space. Also, applying such models to high-dimensional image data to model the PDF has shown poor generalization, with out-of-distribution data being assigned equal or higher likelihood than in-sample data. Methods to deal with this have been proposed that deviate from a fully unsupervised approach, requiring large ensembles or additional knowledge about the data, not commonly available in the real-world. In this work, the previously offered reasoning…
Task-recency bias strikes back: Adapting covariances in Exemplar-Free Class Incremental Learning
IDEAS NCBR;Warsaw University of Technology(华沙工业大学);Gdańsk University of Technology(格但斯克工业大学);Tooploox;Autonomous University of Barcelona(巴塞罗那自治大学);Computer Vision Center(计算机视觉中心)
Saliency strikes back: How filtering out high frequencies improves white-box explanations
Carney Institute for Brain Science, Brown University(布朗大学卡尼脑科学研究所);CerCo, CNRS(法国国家科学研究中心CerCo研究所);SNCF(法国国家铁路公司);Institute of Mathematics of Toulouse, University Paul Sabatier(保罗萨巴蒂埃大学图卢兹数学研究所)
One-Prompt Strikes Back: Sparse Mixture of Experts for Prompt-based Continual Learning
Trivita AI;The University of Texas at Austin(德克萨斯大学奥斯汀分校);Northeastern University(东北大学);Hanoi University of Science and Technology(河内科学技术大学);Rutgers University(罗格斯大学)