Jun 13, 2019

Defending Against Saddle Point Attack in Byzantine-Robust Distributed Learning We study robust distributed learning that involves minimizing a non-convex loss function with saddle points. We consider the Byzantine setting where some worker machines have abnormal or even arbitrary and adversarial behavior. In this setting, the Byzantine machines may create fake local minima near a saddle point that is far away from any true local minimum, even when robust gradient estimators are used. We develop ByzantinePGD, a robust first-order algorithm that can provably escape saddle points and fake local minima, and converge to an approximate true local minimizer with low iteration complexity. As a by-product, we give a simpler algorithm and analysis for escaping saddle points in the usual non-Byzantine setting. We further discuss three robust gradient estimators that can be used in ByzantinePGD, including median, trimmed mean, and iterative filtering. We characterize their performance in concrete statistical settings, and argue for their near-optimality in low and high dimensional regimes. Stochastic Iterative Hard Thresholding for Graph-structured Sparsity Optimization Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity information is very specific, e.g., convex sparsity-inducing norms or ℓ^0-norm. However, these norms cannot be directly applied to the problem of the complex (non-convex) graph-structured sparsity models, which have important application in disease outbreak and social networks, etc. In this paper, we propose a stochastic gradient-based method for solving graph-structured sparsity constraint problems, not restricted to the least square loss. We prove that our algorithm enjoys linear convergence up to a constant error of competitiveness with the counterparts in the batch learning setting. We conduct extensive experiments to show the efficiency and effectiveness of the proposed algorithms. To the best of our knowledge, it is the first stochastic gradient-based method with theoretical convergence guarantees for graph-structured constrained optimization problems. Neuron birth-death dynamics accelerates gradient descent and converges asymptotically Neural networks with a large number of parameters admit a mean-field description, which has recently served as a theoretical explanation for the favorable training properties of models with a large number of parameters. In this regime, gradient descent obeys a deterministic partial differential equation (PDE) that converges to a globally optimal solution for networks with a single hidden layer under appropriate assumptions. In this work, we propose a non-local mass transport dynamics that leads to a modified PDE with the same minimizer. We implement this non-local dynamics as a stochastic neuronal birth/death process and we prove that it accelerates the rate of convergence in the mean-field limit. We subsequently realize this PDE with two classes of numerical schemes that converge to the mean-field equation, each of which can easily be implemented for neural networks with finite numbers of parameters. We illustrate our algorithms with two models to provide intuition for the mechanism through which convergence is accelerated. Width Provably Matters in Optimization for Deep Linear Neural Networks We prove that for an L-layer fully-connected linear neural network, if the width of every hidden layer is \widetilde{Omega}( L r d{out} kappa^3 ), where r and kappa are the rank and the condition number of the input data, and d{out} is the output dimension, then gradient descent with Gaussian random initialization converges to a global minimum at a linear rate. The number of iterations to find an epsilon-suboptimal solution is O( kappa log(1/epsilon) ). Our polynomial upper bound on the total running time for wide deep linear networks and the exp(Omega(L)) lower bound for narrow deep linear neural networks [Shamir, 2018] together demonstrate that wide layers are necessary for optimizing deep models. Overparameterized Nonlinear Learning: Gradient Descent Takes the Shortest Path? Many modern learning tasks involve fitting nonlinear models which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training loss may have infinitely many global minima and it is critical to understand the properties of the solutions found by first-order optimization schemes such as (stochastic) gradient descent starting from different initializations. In this paper we demonstrate that when the loss has certain properties over a minimally small neighborhood of the initial point, first order methods such as (stochastic) gradient descent have a few intriguing properties: (1) the iterates converge at a geometric rate to a global optima even when the loss is nonconvex, (2) among all global optima of the loss the iterates converge to one with a near minimal distance to the initial point, (3) the iterates take a near direct route from the initial point to this global optimum. As part of our proof technique, we introduce a new potential function which captures the tradeoff between the loss function and the distance to the initial point as the iterations progress. The utility of our general theory is demonstrated for a variety of problem domains spanning low-rank matrix recovery to shallow neural network training. Power k-Means Clustering Clustering is a fundamental task in unsupervised machine learning. Lloyd's 1957 algorithm for k-means clustering remains one of the most widely used due to its speed and simplicity. As greedy approaches, Lloyd's algorithm and its variants are sensitive to initialization and often fall short at a poor solution. This paper explores an alternative to Lloyd's algorithm that retains its simplicity and mitigates its tendency to get trapped by local minima. Called power k-means, our method embeds the k-means problem in a continuous class of similar, better behaved problems with fewer local minima. Power k-means anneals its way toward the solution of ordinary k-means by way of majorization-minimization (MM), sharing the appealing descent property and low complexity of Lloyd's algorithm. Further, our method complements widely used seeding strategies, reaping marked improvements when used in conjunction. These merits are demonstrated on a suite of simulated and real data examples Distributed Learning over Unreliable Networks Most of today's distributed machine learning systems assume {\em reliable networks}: whenever two machines exchange information (e.g., gradients or models), the network should guarantee the delivery of the message. At the same time, recent work exhibits the impressive tolerance of machine learning algorithms to errors or noise arising from relaxed communication or synchronization. In this paper, we connect these two trends, and consider the following question: {\em Can we design machine learning systems that are tolerant to network unreliability during training?} With this motivation, we focus on a theoretical problem of independent interest---given a standard distributed parameter server architecture, if every communication between the worker and the server has a non-zero probability p of being dropped, does there exist an algorithm that still converges, and at what speed? In the context of prior art, this problem can be phrased as {\em distributed learning over random topologies}. The technical contribution of this paper is a novel theoretical analysis proving that distributed learning over random topologies can achieve comparable convergence rate to centralized or distributed learning over reliable networks. Further, we prove that the influence of the packet drop rate diminishes with the growth of the number of parameter servers. We map this theoretical result onto a real-world scenario, training deep neural networks over an unreliable network layer, and conduct network simulation to validate the system improvement by allowing the networks to be unreliable. Escaping Saddle Points with Adaptive Gradient Methods Adaptive methods such as Adam and RMSProp are widely used in deep learning but are not well understood. In this paper, we seek a crisp, clean and precise characterization of their behavior in nonconvex settings. To this end, we first provide a novel view of adaptive methods as preconditioned SGD, where the preconditioner is estimated in an online manner. By studying the preconditioner on its own, we elucidate its purpose: it rescales the stochastic gradient noise to be isotropic near stationary points, which helps escape saddle points. Furthermore, we show that adaptive methods can efficiently estimate the aforementioned preconditioner. By gluing together these two components, we provide the first (to our knowledge) second-order convergence result for any adaptive method. The key insight from our analysis is that, compared to SGD, adaptive methods escape saddle points faster, and can converge faster overall to second-order stationary points. DoubleSqueeze: Parallel Stochastic Gradient Descent with Double-pass Error-Compensated Compression A standard approach in large scale machine learning is distributed stochastic gradient training, which requires the computation of aggregated stochastic gradients over multiple nodes on a network. Communication is a major bottleneck in such applications, and in recent years, compressed stochastic gradient methods such as QSGD (quantized SGD) and sparse SGD have been proposed to reduce communication. It was also shown that error compensation can be combined with compression to achieve better convergence in a scheme that each node compresses its local stochastic gradient and broadcast the result to all other nodes over the network in a single pass. However, such a single pass broadcast approach is not realistic in many practical implementations. For example, under the popular parameter-server model for distributed learning, the worker nodes need to send the compressed local gradients to the parameter server, which performs the aggregation. The parameter server has to compress the aggregated stochastic gradient again before sending it back to the worker nodes. In this work, we provide a detailed analysis on this two-pass communication model, with error-compensated compression both on the worker nodes and on the parameter server. We show that the error-compensated stochastic gradient algorithm admits three very nice properties: 1) it is compatible with an \emph{arbitrary} compression technique; 2) it admits an improved convergence rate than the non error-compensated stochastic gradient method such as QSGD and sparse SGD; 3) it admits linear speedup with respect to the number of workers. The empirical study is also conducted to validate our theoretical results. Model Function Based Conditional Gradient Method with Armijo-like Line Search The Conditional Gradient Method is generalized to a class of non-smooth non-convex optimization problems with many applications in machine learning. The proposed algorithm iterates by minimizing so-called model functions over the constraint set. Complemented with an Amijo line search procedure, we prove that subsequences converge to a stationary point. The abstract framework of model functions provides great flexibility in the design of concrete algorithms. As special cases, for example, we develop an algorithm for additive composite problems and an algorithm for non-linear composite problems which leads to a Gauss-Newton-type algorithm. Both instances are novel in non-smooth non-convex optimization and come with numerous applications in machine learning. We perform an experiment on a non-linear robust regression problem and discuss the flexibility of the proposed framework in several matrix factorization formulations.

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