GenAI4ELab/papercli-papers huggingface dataset:
Efficient Modality Selection in Multimodal Learning
Authors: Yifei He; Runxiang Cheng; Gargi Balasubramaniam; Yao-Hung Hubert Tsai; Han Zhao
Venue: JMLR 2024 (main)

Abstract: Multimodal learning aims to learn from data of different modalities by fusing information from heterogeneous sources. Although it is beneficial to learn from more modalities, it is often infeasible to use all available modalities under limited computational resources. Modeling with all available modalities can also be inefficient and unnecessary when information across input modalities overlaps. In this paper, we study the modality selection problem, which aims to select the most useful subset of modalities for learning under a cardinality constraint. To that end, we propose a unified theoretical framework to quantify the learning utility of modalities, and we identify dependence assumptions to flexibly model the heterogeneous nature of multimodal data, which also allows efficient algorithm design. Accordingly, we derive a greedy modality selection algorithm via submodular maximization, which selects the most useful modalities with an optimality guarantee on learning performance. We also connect marginal-contribution-based feature importance scores, such as Shapley value, from the feature selection domain to the context of modality selection, to efficiently compute the importance of individual modality. We demonstrate the efficacy of our theoretical results and modality selection algorithms on 2 synthetic and 4 real-world data sets on a diverse range of multimodal data.
Adam-family Methods for Nonsmooth Optimization with Convergence Guarantees
Authors: Nachuan Xiao; Xiaoyin Hu; Xin Liu; Kim-Chuan Toh
Venue: JMLR 2024 (main)

Abstract: In this paper, we present a comprehensive study on the convergence properties of Adam-family methods for nonsmooth optimization, especially in the training of nonsmooth neural networks. We introduce a novel two-timescale framework that adopts a two-timescale updating scheme, and prove its convergence properties under mild assumptions. Our proposed framework encompasses various popular Adam-family methods, providing convergence guarantees for these methods in training nonsmooth neural networks. Furthermore, we develop stochastic subgradient methods that incorporate gradient clipping techniques for training nonsmooth neural networks with heavy-tailed noise. Through our framework, we show that our proposed methods converge even when the evaluation noises are only assumed to be integrable. Extensive numerical experiments demonstrate the high efficiency and robustness of our proposed methods.
Trained Transformers Learn Linear Models In-Context
Authors: Ruiqi Zhang; Spencer Frei; Peter L. Bartlett
Venue: JMLR 2024 (main)

Abstract: Attention-based neural networks such as transformers have demonstrated a remarkable ability to exhibit in-context learning (ICL): Given a short prompt sequence of tokens from an unseen task, they can formulate relevant per-token and next-token predictions without any parameter updates.  By embedding a sequence of labeled training data and unlabeled test data as a prompt, this allows for transformers to behave like supervised learning algorithms. Indeed, recent work has shown that when training transformer architectures over random instances of linear regression problems, these models' predictions mimic those of ordinary least squares. Towards understanding the mechanisms underlying this phenomenon, we investigate the dynamics of ICL in transformers with a single linear self-attention layer trained by gradient flow on linear regression tasks.  We show that despite non-convexity, gradient flow with a suitable random initialization finds a global minimum of the objective function.  At this global minimum, when given a test prompt of labeled examples from a new prediction task, the transformer achieves prediction error competitive with the best linear predictor over the test prompt distribution. We additionally characterize the robustness of the trained transformer to a variety of distribution shifts and show that although a number of shifts are tolerated, shifts in the covariate distribution of the prompts are not.  Motivated by this, we consider a generalized ICL setting where the covariate distributions can vary across prompts. We show that although gradient flow succeeds at finding a global minimum in this setting, the trained transformer is still brittle under mild covariate shifts. We complement this finding with experiments on large, nonlinear transformer architectures which we show are more robust under covariate shifts.
Resource-Efficient Neural Networks for Embedded Systems
Authors: Wolfgang Roth; GÃ¼nther Schindler; Bernhard Klein; Robert Peharz; Sebastian Tschiatschek; Holger FrÃ¶ning; Franz Pernkopf; Zoubin Ghahramani
Venue: JMLR 2024 (main)

Abstract: While machine learning is traditionally a resource intensive task, embedded systems, autonomous navigation, and the vision of the Internet of Things fuel the interest in resource-efficient approaches. These approaches aim for a carefully chosen trade-off between performance and resource consumption in terms of computation and energy. The development of such approaches is among the major challenges in current machine learning research and key to ensure a smooth transition of machine learning technology from a scientific environment with virtually unlimited computing resources into everyday's applications. In this article, we provide an overview of the current state of the art of machine learning techniques facilitating these real-world requirements. In particular, we focus on resource-efficient inference based on deep neural networks (DNNs), the predominant machine learning models of the past decade. We give a comprehensive overview of the vast literature that can be mainly split into three non-mutually exclusive categories: (i) quantized neural networks, (ii) network pruning, and (iii) structural efficiency. These techniques can be applied during training or as post-processing, and they are widely used to reduce the computational demands in terms of memory footprint, inference speed, and energy efficiency. We also briefly discuss different concepts of embedded hardware for DNNs and their compatibility with machine learning techniques as well as potential for energy and latency reduction. We substantiate our discussion with experiments on well-known benchmark data sets using compression techniques (quantization, pruning) for a set of resource-constrained embedded systems, such as CPUs, GPUs and FPGAs. The obtained results highlight the difficulty of finding good trade-offs between resource efficiency and prediction quality.
Optimal First-Order Algorithms as a Function of Inequalities
Authors: Chanwoo Park; Ernest K. Ryu
Venue: JMLR 2024 (main)

Abstract: In this work, we present a novel algorithm design methodology that finds the optimal algorithm as a function of inequalities. Specifically, we restrict convergence analyses of algorithms to use a prespecified subset of inequalities, rather than utilizing all true inequalities, and find the optimal algorithm subject to this restriction. This methodology allows us to design algorithms with certain desired characteristics. As concrete demonstrations of this methodology, we find new state-of-the-art accelerated first-order gradient methods using randomized coordinate updates and backtracking line searches.
Axiomatic effect propagation in structural causal models
Authors: Raghav Singal; George Michailidis
Venue: JMLR 2024 (main)

Abstract: We study effect propagation in a causal directed acyclic graph (DAG), with the goal of providing a flow-based decomposition of the effect (i.e., change in the outcome variable) as a result of changes in the source variables. We first compare various ideas on causality to quantify effect propagation, such as direct and indirect effects, path-specific effects, and degree of responsibility. We discuss the shortcomings of such approaches and propose a flow-based methodology, which we call recursive Shapley value (RSV). By considering a broader set of counterfactuals than existing methods, RSV obeys a unique adherence to four desirable flow-based axioms. Further, we provide a general path-based characterization of RSV for an arbitrary non-parametric structural equations model (SEM) defined on the underlying DAG. Interestingly, for the special class of linear SEMs, RSV exhibits a simple and tractable characterization (and hence, computation), which recovers the classical method of path coefficients and is equivalent to path-specific effects. For non-parametric SEMs, we use our general characterization to develop an unbiased Monte-Carlo estimation procedure with an exponentially decaying sample complexity. We showcase the application of RSV on two challenging problems on causality (causal overdetermination and causal unfairness).
Polygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks
Authors: Dong-Young Lim; Sotirios Sabanis
Venue: JMLR 2024 (main)

Abstract: We present a new class of Langevin-based algorithms, which overcomes many of the known shortcomings of popular adaptive optimizers that are currently used for the fine tuning of deep learning models. Its underpinning theory relies on recent advances of  Euler-Krylov polygonal approximations for stochastic differential equations (SDEs) with monotone coefficients. As a result, it inherits the stability properties of tamed algorithms, while it addresses other known issues, e.g. vanishing gradients in deep learning. In particular, we provide a nonasymptotic analysis and full theoretical guarantees for the convergence properties of an algorithm of this novel class, which we named TH$\varepsilon$O POULA (or, simply, TheoPouLa). Finally, several experiments are presented with different types of deep learning models, which show the superior performance of TheoPouLa over many popular adaptive optimization algorithms.
Monotonic Risk Relationships under Distribution Shifts for Regularized Risk Minimization
Authors: Daniel LeJeune; Jiayu Liu; Reinhard Heckel
Venue: JMLR 2024 (main)

Abstract: Machine learning systems are often applied to data that is drawn from a different distribution than the training distribution. Recent work has shown that for a variety of classification and signal reconstruction problems, the out-of-distribution performance is strongly linearly correlated with the in-distribution performance. If this relationship or more generally a monotonic one holds, it has important consequences. For example, it allows to optimize performance on one distribution as a proxy for performance on the other. In this paper, we study conditions under which a monotonic relationship between the performances of a model on two distributions is expected. We prove an exact asymptotic linear relation for squared error and a monotonic relation for misclassification error for ridge-regularized general linear models under covariate shift, as well as an approximate linear relation for linear inverse problems.
Revisiting RIP Guarantees for Sketching Operators on Mixture Models
Authors: Ayoub Belhadji; RÃ©mi Gribonval
Venue: JMLR 2024 (main)

Abstract: In the context of sketching for compressive mixture modeling, we revisit existing proofs of the Restricted Isometry Property of sketching operators with respect to certain mixtures models. After examining the shortcomings of existing guarantees, we propose an alternative analysis that circumvents the need to assume importance sampling when drawing random Fourier features to build random sketching operators. Our analysis is based on new deterministic bounds on the restricted isometry constant that depend solely on the set of frequencies used to define the sketching operator; then we leverage these bounds to establish concentration inequalities for random sketching operators that lead to the desired RIP guarantees. Our analysis also opens the door to theoretical guarantees for structured sketching with frequencies associated to fast random linear operators.
A projected semismooth Newton method for a class of nonconvex composite programs with strong prox-regularity
Authors: Jiang Hu; Kangkang Deng; Jiayuan Wu; Quanzheng Li
Venue: JMLR 2024 (main)

Abstract: This paper aims to develop a Newton-type method to solve a class of nonconvex composite programs. In particular, the nonsmooth part is possibly nonconvex. To tackle the nonconvexity, we develop a notion of strong prox-regularity which is related to the singleton property and Lipschitz continuity of the associated proximal operator, and we verify it in various classes of functions, including weakly convex functions, indicator functions of proximally smooth sets, and two specific sphere-related nonconvex nonsmooth functions. In this case, the problem class we are concerned with covers smooth optimization problems on manifold and certain composite optimization problems on manifold. For the latter, the proposed algorithm is the first second-order type method. Combining with the semismoothness of the proximal operator, we design a projected semismooth Newton method to find a root of the natural residual induced by the proximal gradient method. Due to the possible nonconvexity of the feasible domain, an extra projection is added to the usual semismooth Newton step and  new criteria are proposed for the switching between the projected semismooth Newton step and the proximal step. The global convergence is then established under the strong prox-regularity. Based on the BD regularity condition, we establish local superlinear convergence. Numerical experiments demonstrate the effectiveness of our proposed method compared with state-of-the-art ones.
Data Thinning for Convolution-Closed Distributions
Authors: Anna Neufeld; Ameer Dharamshi; Lucy L. Gao; Daniela Witten
Venue: JMLR 2024 (main)

Abstract: We propose data thinning, an approach for splitting an observation into two or more independent parts that sum to the original observation, and that follow the same distribution as the original observation, up to a (known) scaling of a parameter. This very general proposal is applicable to any convolution-closed distribution, a class that includes the Gaussian, Poisson, negative binomial, gamma, and binomial distributions, among others. Data thinning has a number of applications to model selection, evaluation, and inference. For instance, cross-validation via data thinning provides an attractive alternative to the usual approach of cross-validation via sample splitting, especially in settings in which the latter is not applicable. In simulations and in an application to single-cell RNA-sequencing data, we show that data thinning can be used to validate the results of unsupervised learning approaches, such as k-means clustering and principal components analysis, for which traditional sample splitting is unattractive or unavailable.
Existence and Minimax Theorems for Adversarial Surrogate Risks in Binary Classification
Authors: Natalie S. Frank; Jonathan Niles-Weed
Venue: JMLR 2024 (main)

Abstract: We prove existence, minimax, and complementary slackness theorems for adversarial surrogate risks in binary classification. These results extend recent work that established analogous minimax and existence theorems for the adversarial classification risk. We show that such statements continue to hold for a very general class of surrogate losses; moreover, we remove some of the technical restrictions present in prior work. Our results provide an explanation for the phenomenon of transfer attacks and inform new directions in algorithm development.
Decomposed Linear Dynamical Systems (dLDS) for  learning the latent components of neural dynamics
Authors: Noga Mudrik; Yenho Chen; Eva Yezerets; Christopher J. Rozell; Adam S. Charles
Venue: JMLR 2024 (main)

Abstract: Learning interpretable representations of neural dynamics at a population level is a crucial first step to understanding how observed neural activity relates to perception and behavior. Models of neural dynamics often focus on either low-dimensional projections of neural activity or on learning dynamical systems that explicitly relate to the neural state over time. We discuss how these two approaches are interrelated by considering dynamical systems as representative of flows on a low-dimensional manifold. Building on this concept, we propose a new decomposed dynamical system model that represents complex non-stationary and nonlinear dynamics of time series data as a sparse combination of simpler, more interpretable components. Our model is trained through a dictionary learning procedure, where we leverage recent results in tracking sparse vectors over time. The decomposed nature of the dynamics is more expressive than previous switched approaches for a given number of parameters and enables modeling of overlapping and non-stationary dynamics. In both continuous-time and discrete-time instructional examples, we demonstrate that our model effectively approximates the original system, learns efficient representations, and captures smooth transitions between dynamical modes. Furthermore, we highlight our modelâs ability to efficiently capture and demix population dynamics generated from multiple independent subnetworks, a task that is computationally impractical for switched models. Finally, we apply our model to neural âfull brainâ recordings of C. elegans data, illustrating a diversity of dynamics that is obscured when classified into discrete states.
Causal-learn: Causal Discovery in Python
Authors: Yujia Zheng; Biwei Huang; Wei Chen; Joseph Ramsey; Mingming Gong; Ruichu Cai; Shohei Shimizu; Peter Spirtes; Kun Zhang
Venue: JMLR 2024 (main)

Abstract: Causal discovery aims at revealing causal relations from observational data, which is a fundamental task in science and engineering. We describe causal-learn, an open-source Python library for causal discovery. This library focuses on bringing a comprehensive collection of causal discovery methods to both practitioners and researchers. It provides easy-to-use APIs for non-specialists, modular building blocks for developers, detailed documentation for learners, and comprehensive methods for all. Different from previous packages in R or Java, causal-learn is fully developed in Python, which could be more in tune with the recent preference shift in programming languages within related communities. The library is available at https://github.com/py-why/causal-learn.
Scaling the Convex Barrier with Sparse Dual Algorithms
Authors: Alessandro De Palma; Harkirat Singh Behl; Rudy Bunel; Philip H.S. Torr; M. Pawan Kumar
Venue: JMLR 2024 (main)

Abstract: Tight and efficient neural network bounding is crucial to the scaling of neural network verification systems. Many efficient bounding algorithms have been presented recently, but they are often too loose to verify more challenging properties. This is due to the weakness of the employed relaxation, which is usually a linear program of size linear in the number of neurons. While a tighter linear relaxation for piecewise-linear activations exists, it comes at the cost of exponentially many constraints and currently lacks an efficient customized solver. We alleviate this deficiency by presenting two novel dual algorithms: one operates a subgradient method on a small active set of dual variables, the other exploits the sparsity of Frank-Wolfe type optimizers to incur only a linear memory cost. Both methods recover the strengths of the new relaxation: tightness and a linear separation oracle. At the same time, they share the benefits of previous dual approaches for weaker relaxations: massive parallelism, GPU implementation, low cost per iteration and valid bounds at any time. As a consequence, we can obtain better bounds than off-the-shelf solvers in only a fraction of their running time, attaining significant formal verification speed-ups.
Low-rank Variational Bayes correction to the Laplace method
Authors: Janet van Niekerk; Haavard Rue
Venue: JMLR 2024 (main)

Abstract: Approximate inference methods like the Laplace method, Laplace approximations and variational methods, amongst others, are popular methods when exact inference is not feasible due to the complexity of the model or the abundance of data. In this paper we propose a hybrid approximate method called Low-Rank Variational Bayes correction (VBC), that uses the Laplace method and subsequently a Variational Bayes correction in a lower dimension, to the joint posterior mean. The cost is essentially that of the Laplace method which ensures scalability of the method, in both model complexity and data size. Models with fixed and unknown hyperparameters are considered, for simulated and real examples, for small and large data sets.
An Embedding Framework for the Design and Analysis of Consistent Polyhedral Surrogates
Authors: Jessie Finocchiaro; Rafael M. Frongillo; Bo Waggoner
Venue: JMLR 2024 (main)

Abstract: We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for discrete problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many predictions (e.g. rankings) as a point in $\mathbb{R}^d$, assigns the original loss values to these points, and âconvexifiesâ the loss in some way to obtain a surrogate. We establish a strong connection between this approach and polyhedral (piecewise-linear convex) surrogate losses: every discrete loss is embedded by some polyhedral loss, and every polyhedral loss embeds some discrete loss. Moreover, an embedding gives rise to a consistent link function as well as linear surrogate regret bounds. Our results are constructive, as we illustrate with several examples. In particular, our framework gives succinct proofs of consistency or inconsistency for existing polyhedral surrogates, and for inconsistent surrogates, it further reveals the discrete losses for which these surrogates are consistent. We go on to show additional structure of embeddings, such as the equivalence of embedding and matching Bayes risks, and the equivalence of various notions of non-redudancy. Using these results, we establish that indirect elicitation, a necessary condition for consistency, is also sufficient when working with polyhedral surrogates.
Mathematical Framework for Online Social Media Auditing
Authors: Wasim Huleihel; Yehonathan Refael
Venue: JMLR 2024 (main)

Abstract: Social media platforms (SMPs) leverage algorithmic filtering (AF) as a means of selecting the content that constitutes a user's feed with the aim of maximizing their rewards. Selectively choosing the contents to be shown on the user's feed may yield a certain extent of influence, either minor or major, on the user's decision-making, compared to what it would have been under a natural/fair content selection. As we have witnessed over the past decade, algorithmic filtering can cause detrimental side effects, ranging from biasing individual decisions to shaping those of society as a whole, for example, diverting users' attention from whether to get the COVID-19 vaccine or inducing the public to choose a presidential candidate. The government's constant attempts to regulate the adverse effects of AF are often complicated, due to bureaucracy, legal affairs, and financial considerations. On the other hand SMPs seek to monitor their own algorithmic activities to avoid being fined for exceeding the allowable threshold. In this paper, we mathematically formalize this framework and utilize it to construct a data-driven statistical auditing procedure to regulate AF from deflecting users' beliefs over time, along with sample complexity guarantees. This state-of-the-art algorithm can be used either by authorities acting as external regulators or by SMPs for self-auditing.