We consider the maximum-a-posteriori inference problem in discrete graphical models and study solvers based on the dual block-coordinate ascent rule. We map all existing solvers in a single framework, allowing for a better understanding of their design principles. We theoretically show that some block-optimizing updates are sub-optimal and how to strictly improve them. On a wide range of problem instances of varying graph connectivity, we study the performance of existing solvers as well as new variants that can be obtained within the framework. As a result of this exploration we build a new state-of-the art solver, performing uniformly better on the whole range of test instances.
Seoul National University（首尔国立大学）；Dongguk University-Seoul（东国大学（首尔校区））
Recently, Sharpness-Aware Minimization (SAM) has shown state-of-the-art performance by seeking flat minima. To minimize the maximum loss within a neighborhood in the parameter space, SAM uses an ascent step, which perturbs the weights along the direction of gradient ascent with a given radius. While single-step or multi-step can be taken during ascent steps, previous studies have shown that multi-step ascent SAM rarely improves generalization performance. However, this phenomenon is particularly interesting because the multi-step ascent is expected to provide a better approximation of the maxi…
Technion - Israel Institute of Technology（以色列理工学院）
In this paper we focus on the problem of Online Principal Component Analysis in the regret minimization framework. For this problem, all existing regret minimization algorithms for the fully-adversarial setting are based on a positive semidefinite convex relaxation, and hence require quadratic memory and SVD computation (either thin of full) on each iteration, which amounts to at least quadratic runtime per iteration. This is in stark contrast to a corresponding stochastic i.i.d. variant of the problem, which was studied extensively lately, and admits very efficient gradient ascent algorithms …
An increasing number of machine learning problems, such as robust or adversarial variants of existing algorithms, require minimizing a loss function that is itself defined as a maximum. Carrying a loop of stochastic gradient ascent (SGA) steps on the (inner) maximization problem, followed by an SGD step on the (outer) minimization, is known as Epoch Stochastic Gradient \textit{Descent Ascent} (ESGDA). While successful in practice, the theoretical analysis of ESGDA remains challenging, with no clear guidance on choices for the inner loop size nor on the interplay between inner/outer step sizes.…
Distributed Dual Coordinate Ascent with Imbalanced Data on a General Tree Network
California State University, Northridge（加州州立大学北岭分校）；Penn State Behrend（宾夕法尼亚州立大学贝伦德分校）；University of California, Davis（加州大学戴维斯分校）；University of Iowa（爱荷华大学）
University of Iowa（爱荷华大学）；DAMO Academy, Alibaba Group（阿里巴巴集团达摩院）；Tencent AI Lab（腾讯人工智能实验室）
Epoch gradient descent method (a.k.a. Epoch-GD) proposed by Hazan and Kale (2011) was deemed a breakthrough for stochastic strongly convex minimization, which achieves the optimal convergence rate of $O(1/T)$ with $T$ iterative updates for the {\it objective gap}. However, its extension to solving stochastic min-max problems with strong convexity and strong concavity still remains open, and it is still unclear whether a fast rate of $O(1/T)$ for the {\it duality gap} is achievable for stochastic min-max optimization under strong convexity and strong concavity. Although some recent studies have…
Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk minimization, the efficiency of its counterpart in minimax optimization remains unexplored. Motivated by large scale minimax learning problems, such as adversarial robust learning and training generative adversarial networks (GANs), we propose local Stochastic Gradient Descent Ascent (local SGDA), where the primal and dual variables can be trained locally and averaged…
University of California, Berkeley（加州大学伯克利分校）；University of Washington, Seattle（西雅图华盛顿大学）
Min-max optimization is emerging as a key framework for analyzing problems of robustness to strategically and adversarially generated data. We propose a random reshuffling-based gradient free Optimistic Gradient Descent-Ascent algorithm for solving convex-concave min-max problems with finite sum structure. We prove that the algorithm enjoys the same convergence rate as that of zeroth-order algorithms for convex minimization problems. We further specialize the algorithm to solve distributionally robust, decision-dependent learning problems, where gradient information is not readily available. T…
Stochastic Dual Coordinate Ascent is a popular method for solving regularized loss minimization for the case of convex losses. We describe variants of SDCA that do not require explicit regularization and do not rely on duality. We prove linear convergence rates even if individual loss functions are non-convex, as long as the expected loss is strongly convex.
Innopolis University（Innopolis 大学）；HSE University（俄罗斯国立高等经济大学）；Yandex（Yandex 公司）；MBZUAI（穆罕默德·本·扎耶德人工智能大学）；Mila（米拉研究所）；DIRO, Université de Montréal（蒙特利尔大学 DIRO 学院）；AMS and MINDS, Johns Hopkins University（约翰斯·霍普金斯大学 AMS 与 MINDS 研究中心）
Stochastic Gradient Descent-Ascent (SGDA) is one of the most prominent algorithms for solving min-max optimization and variational inequalities problems (VIP) appearing in various machine learning tasks. The success of the method led to several advanced extensions of the classical SGDA, including variants with arbitrary sampling, variance reduction, coordinate randomization, and distributed variants with compression, which were extensively studied in the literature, especially during the last few years. In this paper, we propose a unified convergence analysis that covers a large variety of sto…
Bilateral Sharpness-Aware Minimization for Flatter Minima
Faculty of Information Technology, Beijing University of Technology（北京工业大学信息技术学院）；School of Artificial Intelligence, BeiHang University（北京航空航天大学人工智能学院）；University of Chinese Academy of Sciences（中国科学院大学）；Chinese Academy of Sciences (CAS)（中国科学院）；Institute of Computing Technology, CAS（中国科学院计算技术研究所）
École Polytechnique（巴黎综合理工学院）；CNRS（法国国家科学研究中心）；Université Paris Diderot（巴黎第七大学）；Université Paris-Dauphine PSL（巴黎第九大学（巴黎文理研究大学））
The minimization of convex objectives coming from linear supervised learning problems, such as penalized generalized linear models, can be formulated as finite sums of convex functions. For such problems, a large set of stochastic first-order solvers based on the idea of variance reduction are available and combine both computational efficiency and sound theoretical guarantees (linear convergence rates). Such rates are obtained under both gradient-Lipschitz and strong convexity assumptions. Motivated by learning problems that do not meet the gradient-Lipschitz assumption, such as linear Poisso…
Constrained free energy minimization for the design of thermal states and stabilizer thermodynamic systems
School of Electrical and Computer Engineering, Cornell University（康奈尔大学电气与计算机工程学院）；School of Applied and Engineering Physics, Cornell University（康奈尔大学应用与工程物理学院）；Institute of Natural Sciences, Shanghai Jiao Tong University（上海交通大学自然科学研究院）；School of Mathematical Sciences, Shanghai Jiao Tong University（上海交通大学数学科学学院）
Rutgers Business School（罗格斯商学院）；Penn State University（宾夕法尼亚州立大学）
In this work, we consider strongly convex strongly concave (SCSC) saddle point (SP) problems $\min_{x\in\mathbb{R}^{d_x}}\max_{y\in\mathbb{R}^{d_y}}f(x,y)$ where $f$ is $L$-smooth, $f(.,y)$ is $μ$-strongly convex for every $y$, and $f(x,.)$ is $μ$-strongly concave for every $x$. Such problems arise frequently in machine learning in the context of robust empirical risk minimization (ERM), e.g. $\textit{distributionally robust}$ ERM, where partial gradients are estimated using mini-batches of data points. Assuming we have access to an unbiased stochastic first-order oracle we consider the stocha…
