Adversarial attack algorithms are dominated by penalty methods, which are slow in practice, or more efficient distance-customized methods, which are heavily tailored to the properties of the distance considered. We propose a white-box attack algorithm to generate minimally perturbed adversarial examples based on Augmented Lagrangian principles. We bring several algorithmic modifications, which have a crucial effect on performance. Our attack enjoys the generality of penalty methods and the computational efficiency of distance-customized algorithms, and can be readily used for a wide set of distances. We compare our attack to state-of-the-art methods on three datasets and several models, and consistently obtain competitive performances with similar or lower computational complexity.
New York University（纽约大学）；Facebook AI Research（Facebook人工智能研究）；CIFAR（加拿大高级研究所（CIFAR））
We propose a retrieval-augmented convolutional network and propose to train it with local mixup, a novel variant of the recently proposed mixup algorithm. The proposed hybrid architecture combining a convolutional network and an off-the-shelf retrieval engine was designed to mitigate the adverse effect of off-manifold adversarial examples, while the proposed local mixup addresses on-manifold ones by explicitly encouraging the classifier to locally behave linearly on the data manifold. Our evaluation of the proposed approach against five readily-available adversarial attacks on three datasets--…
Montreal Institute of Learning Algorithms（蒙特利尔学习算法研究所）；Université de Montréal（蒙特利尔大学）
Recent research showed that deep neural networks are highly sensitive to so-called adversarial perturbations, which are tiny perturbations of the input data purposely designed to fool a machine learning classifier. Most classification models, including deep learning models, are highly vulnerable to adversarial attacks. In this work, we investigate a procedure to improve adversarial robustness of deep neural networks through enforcing representation invariance. The idea is to train the classifier jointly with a discriminator attached to one of its hidden layer and trained to filter the adversar…
Jet Propulsion Laboratory, California Institute of Technology（加州理工学院喷气推进实验室）
Firefighters suffer a variety of life-threatening risks, including line-of-duty deaths, injuries, and exposures to hazardous substances. Support for reducing these risks is important. We built a partially occluded object reconstruction method on augmented reality glasses for first responders. We used a deep learning based on conditional generative adversarial networks to train associations between the various images of flammable and hazardous objects and their partially occluded counterparts. Our system then reconstructed an image of a new flammable object. Finally, the reconstructed image was…
Peking University（北京大学）；Beijing International Center for Mathematical Research（北京国际数学研究中心）；Academy for Advanced Interdisciplinary Studies（前沿交叉学科研究院）
In this paper, we consider the linear programming (LP) formulation for deep reinforcement learning. The number of the constraints depends on the size of state and action spaces, which makes the problem intractable in large or continuous environments. The general augmented Lagrangian method suffers the double-sampling obstacle in solving the LP. Namely, the conditional expectations originated from the constraint functions and the quadratic penalties in the augmented Lagrangian function impose difficulties in sampling and evaluation. Motivated from the updates of the multipliers, we overcome the…
Argonne National Laboratory（阿贡国家实验室）；Princeton Plasma Physics Laboratory（普林斯顿等离子体物理实验室）
We investigate the physics-constrained training of an encoder-decoder neural network for approximating the Fokker-Planck-Landau collision operator in the 5-dimensional kinetic fusion simulation in XGC. To train this network, we propose a stochastic augmented Lagrangian approach that utilizes pyTorch's native stochastic gradient descent method to solve the inner unconstrained minimization subproblem, paired with a heuristic update for the penalty factor and Lagrange multipliers in the outer augmented Lagrangian loop. Our training results for a single ion species case, with self-collisions and c…
We introduce a framework for designing primal methods under the decentralized optimization setting where local functions are smooth and strongly convex. Our approach consists of approximately solving a sequence of sub-problems induced by the accelerated augmented Lagrangian method, thereby providing a systematic way for deriving several well-known decentralized algorithms including EXTRA arXiv:1404.6264 and SSDA arXiv:1702.08704. When coupled with accelerated gradient descent, our framework yields a novel primal algorithm whose convergence rate is optimal and matched by recently derived lower …
In this paper, we propose a novel approach in order to recover a quantized matrix with missing information. We propose a regularized convex cost function composed of a log-likelihood term and a Trace norm term. The Bi-factorization approach and the Augmented Lagrangian Method (ALM) are applied to find the global minimizer of the cost function in order to recover the genuine data. We provide mathematical convergence analysis for our proposed algorithm. In the Numerical Experiments Section, we show the superiority of our method in accuracy and also its robustness in computational complexity comp…
Illinois Institute of Technology（伊利诺伊理工学院）；Washington University in St. Louis（圣路易斯华盛顿大学）
We introduce a generative adversarial network (GAN) model to simulate the 3-dimensional Lagrangian motion of particles trapped in the recirculation zone of a buoyancy-opposed flame. The GAN model comprises a stochastic recurrent neural network, serving as a generator, and a convoluted neural network, serving as a discriminator. Adversarial training was performed to the point where the best-trained discriminator failed to distinguish the ground truth from the trajectory produced by the best-trained generator. The model performance was then benchmarked against a statistical analysis performed on…
Penn State University（宾夕法尼亚州立大学）；Sant’Anna School of Advanced Studies（圣安娜高等研究院）
Feature selection is an important and active research area in statistics and machine learning. The Elastic Net is often used to perform selection when the features present non-negligible collinearity or practitioners wish to incorporate additional known structure. In this article, we propose a new Semi-smooth Newton Augmented Lagrangian Method to efficiently solve the Elastic Net in ultra-high dimensional settings. Our new algorithm exploits both the sparsity induced by the Elastic Net penalty and the sparsity due to the second order information of the augmented Lagrangian. This greatly reduce…
Department of Systems Engineering and Engineering Management, the Chinese University of Hong Kong（香港中文大学系统工程与工程管理系）
Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, the constrained Lasso model has been proposed in the literature. In this paper, we present an inexact augmented Lagrangian method to solve the Lasso problem with linear equality constraints. By fully exploiting second-order sparsity of the problem, we are able to greatly reduce the computational cost and obtain highly efficient implementations. Furthermore, numerical results on both synthetic data and real data show that our algorith…
The University of Tokyo（东京大学）；Tokyo Institute of Technology（东京工业大学）
We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We theoretically show under some conditions that DAL converges super-linearly in a non-asymptotic and global sense. Due to a special modelling of sparse estimation problems in the context of machine learning, the assumptions we make are milder and more natural than those made in conventional analysis of augmented Lagrangian algorithms. In addition, the new interpretatio…
We develop two fundamental stochastic sketching techniques; Penalty Sketching (PS) and Augmented Lagrangian Sketching (ALS) for solving consistent linear systems. The proposed PS and ALS techniques extend and generalize the scope of Sketch & Project (SP) method by introducing Lagrangian penalty sketches. In doing so, we recover SP methods as special cases and furthermore develop a family of new stochastic iterative methods. By varying sketch parameters in the proposed PS method, we recover novel stochastic methods such as Penalty Newton Descent, Penalty Kaczmarz, Penalty Stochastic Descent, Pe…
Samsung AI Center in Moscow（三星莫斯科人工智能中心）；Skolkovo Institute of Science and Technology（斯科尔科沃科学技术研究院）；National Research University Higher School of Economics（国立研究型大学高等经济学院）；Federal Research Center "Informatics and Management" of the Russian Academy of Sciences（俄罗斯科学院联邦研究中心“信息学与管理学”）
We propose a novel autoencoding model called Pairwise Augmented GANs. We train a generator and an encoder jointly and in an adversarial manner. The generator network learns to sample realistic objects. In turn, the encoder network at the same time is trained to map the true data distribution to the prior in latent space. To ensure good reconstructions, we introduce an augmented adversarial reconstruction loss. Here we train a discriminator to distinguish two types of pairs: an object with its augmentation and the one with its reconstruction. We show that such adversarial loss compares objects …
The leaky ReLU network with a group sparse regularization term has been widely used in the recent years. However, training such a network yields a nonsmooth nonconvex optimization problem and there exists a lack of approaches to compute a stationary point deterministically. In this paper, we first resolve the multi-layer composite term in the original optimization problem by introducing auxiliary variables and additional constraints. We show the new model has a nonempty and bounded solution set and its feasible set satisfies the Mangasarian-Fromovitz constraint qualification. Moreover, we show…
In this paper, we present a memory-augmented algorithm for anomaly detection. Classical anomaly detection algorithms focus on learning to model and generate normal data, but typically guarantees for detecting anomalous data are weak. The proposed Memory Augmented Generative Adversarial Networks (MEMGAN) interacts with a memory module for both the encoding and generation processes. Our algorithm is such that most of the \textit{encoded} normal data are inside the convex hull of the memory units, while the abnormal data are isolated outside. Such a remarkable property leads to good (resp.\ poor)…
We consider a class of concave continuous games in which the corresponding admissible strategy profile of each player underlies affine coupling constraints. We propose a novel algorithm that leads the relevant population dynamic toward Nash equilibrium. This algorithm is based on a mirror ascent algorithm, which suits with the framework of no-regret online learning, and on the augmented Lagrangian method. The decentralization aspect of the algorithm corresponds to the aspects that the iterate of each player requires the local information about how she contributes to the coupling constraints an…
A distributed semismooth Newton based augmented Lagrangian method for distributed optimization
School of Mathematics, Southwest Jiaotong University（西南交通大学数学学院）；School of Computer and Computing Science, Hangzhou City University（杭州城市大学计算机与计算科学学院）；Institute of Mathematics, Zhejiang Wanli University（浙江万里大学数学学院）
Montreal Institute for Learning Algorithms, Université de Montréal（蒙特利尔学习算法研究所，蒙特利尔大学）；The Hong Kong Polytechnic University（香港理工大学）；The Hong Kong University of Science and Technology（香港科技大学）；IVADO
Despite the successes in capturing continuous distributions, the application of generative adversarial networks (GANs) to discrete settings, like natural language tasks, is rather restricted. The fundamental reason is the difficulty of back-propagation through discrete random variables combined with the inherent instability of the GAN training objective. To address these problems, we propose Maximum-Likelihood Augmented Discrete Generative Adversarial Networks. Instead of directly optimizing the GAN objective, we derive a novel and low-variance objective using the discriminator's output that f…
For a class of nonsmooth composite optimization problems with linear equality constraints, we utilize a Lyapunov-based approach to establish the global exponential stability of the primal-dual gradient flow dynamics based on the proximal augmented Lagrangian. The result holds when the differentiable part of the objective function is strongly convex with a Lipschitz continuous gradient; the non-differentiable part is proper, lower semi-continuous, and convex; and the matrix in the linear constraint is full row rank. Our quadratic Lyapunov function generalizes recent result from strongly convex …
MILA；DIRO；Université de Montréal（蒙特利尔大学）；UC Berkeley（加州大学伯克利分校）；ETH Zurich（苏黎世联邦理工学院）
Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than minimizing it over each individual constraint set. While traditional methods such as Frank-Wolfe (FW) or proximal gradient descent assume access to a linear or quadratic oracle on the intersection, splitting techniques take advantage of the structure of each sets, and only require access to the oracle on the individual constraints. In this work, we develop and analyze the Frank-Wolfe Augmented Lagrangian (FW-AL) algorithm, a method for minimizing a smooth func…
Constrained Optimization via Exact Augmented Lagrangian and Randomized Iterative Sketching
University of Chicago（芝加哥大学）；University of California, Berkeley（加州大学伯克利分校）；International Computer Science Institute（国际计算机科学研究所）；Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室）
Sichuan University（四川大学）；Southwest Jiaotong University（西南交通大学）；Zhejiang University City College（浙江大学城市学院）
Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However, the numerical difficulties of the SVMs will become severe with the increase of the sample size. Although there exist many solvers for the SVMs, only few of them are designed by exploiting the special structures of the SVMs. In this paper, we propose a highly efficient sparse semismooth Newton based augmented Lagrangian method for solving a large-scale convex…
