arXiv subjects

Fanhua Shang

Publications and source records attributed to Fanhua Shang.

At least 55 records · Page 3Linked to original sources

arXiv2020

Data Augmentation Imbalance For Imbalanced Attribute Classification

Pedestrian attribute recognition is an important multi-label classification problem. Although the convolutional neural networks are prominent in learning discriminative features from images, the data imbalance in multi-label setting for fine-grained tasks remains an open problem. In this paper, we propose a new re-sampling algorithm called: data augmentation imbalance (DAI) to explicitly enhance the ability to discriminate the fewer attributes via increasing the proportion of labels accounting for a small part. Fundamentally, by applying over-sampling and under-sampling on the multi-label dataset at the same time, the thought of robbing the rich attributes and helping the poor makes a significant contribution to DAI. Extensive empirical evidence shows that our DAI algorithm achieves state-of-the-art results, based on pedestrian attribute datasets, i.e. standard PA-100K and PETA datasets.

cs.CV↗

arXiv2020

Deep Residual-Dense Lattice Network for Speech Enhancement

Convolutional neural networks (CNNs) with residual links (ResNets) and causal dilated convolutional units have been the network of choice for deep learning approaches to speech enhancement. While residual links improve gradient flow during training, feature diminution of shallow layer outputs can occur due to repetitive summations with deeper layer outputs. One strategy to improve feature re-usage is to fuse both ResNets and densely connected CNNs (DenseNets). DenseNets, however, over-allocate parameters for feature re-usage. Motivated by this, we propose the residual-dense lattice network (RDL-Net), which is a new CNN for speech enhancement that employs both residual and dense aggregations without over-allocating parameters for feature re-usage. This is managed through the topology of the RDL blocks, which limit the number of outputs used for dense aggregations. Our extensive experimental investigation shows that RDL-Nets are able to achieve a higher speech enhancement performance than CNNs that employ residual and/or dense aggregations. RDL-Nets also use substantially fewer parameters and have a lower computational requirement. Furthermore, we demonstrate that RDL-Nets outperform many state-of-the-art deep learning approaches to speech enhancement.

eess.AS↗

arXiv2019

Efficient Relaxed Gradient Support Pursuit for Sparsity Constrained Non-convex Optimization

Large-scale non-convex sparsity-constrained problems have recently gained extensive attention. Most existing deterministic optimization methods (e.g., GraSP) are not suitable for large-scale and high-dimensional problems, and thus stochastic optimization methods with hard thresholding (e.g., SVRGHT) become more attractive. Inspired by GraSP, this paper proposes a new general relaxed gradient support pursuit (RGraSP) framework, in which the sub-algorithm only requires to satisfy a slack descent condition. We also design two specific semi-stochastic gradient hard thresholding algorithms. In particular, our algorithms have much less hard thresholding operations than SVRGHT, and their average per-iteration cost is much lower (i.e., O(d) vs. O(d log(d)) for SVRGHT), which leads to faster convergence. Our experimental results on both synthetic and real-world datasets show that our algorithms are superior to the state-of-the-art gradient hard thresholding methods.

cs.LG↗

arXiv2019

A Unified Approximation Framework for Compressing and Accelerating Deep Neural Networks

Deep neural networks (DNNs) have achieved significant success in a variety of real world applications, i.e., image classification. However, tons of parameters in the networks restrict the efficiency of neural networks due to the large model size and the intensive computation. To address this issue, various approximation techniques have been investigated, which seek for a light weighted network with little performance degradation in exchange of smaller model size or faster inference. Both low-rankness and sparsity are appealing properties for the network approximation. In this paper we propose a unified framework to compress the convolutional neural networks (CNNs) by combining these two properties, while taking the nonlinear activation into consideration. Each layer in the network is approximated by the sum of a structured sparse component and a low-rank component, which is formulated as an optimization problem. Then, an extended version of alternating direction method of multipliers (ADMM) with guaranteed convergence is presented to solve the relaxed optimization problem. Experiments are carried out on VGG-16, AlexNet and GoogLeNet with large image classification datasets. The results outperform previous work in terms of accuracy degradation, compression rate and speedup ratio. The proposed method is able to remarkably compress the model (with up to 4.9x reduction of parameters) at a cost of little loss or without loss on accuracy.

cs.LG↗

arXiv2019

signADAM: Learning Confidences for Deep Neural Networks

In this paper, we propose a new first-order gradient-based algorithm to train deep neural networks. We first introduce the sign operation of stochastic gradients (as in sign-based methods, e.g., SIGN-SGD) into ADAM, which is called as signADAM. Moreover, in order to make the rate of fitting each feature closer, we define a confidence function to distinguish different components of gradients and apply it to our algorithm. It can generate more sparse gradients than existing algorithms do. We call this new algorithm signADAM++. In particular, both our algorithms are easy to implement and can speed up training of various deep neural networks. The motivation of signADAM++ is preferably learning features from the most different samples by updating large and useful gradients regardless of useless information in stochastic gradients. We also establish theoretical convergence guarantees for our algorithms. Empirical results on various datasets and models show that our algorithms yield much better performance than many state-of-the-art algorithms including SIGN-SGD, SIGNUM and ADAM. We also analyze the performance from multiple perspectives including the loss landscape and develop an adaptive method to further improve generalization. The source code is available at https://github.com/DongWanginxdu/signADAM-Learn-by-Confidence.

cs.CV↗

arXiv2019

CU-Net: Cascaded U-Net with Loss Weighted Sampling for Brain Tumor Segmentation

This paper proposes a novel cascaded U-Net for brain tumor segmentation. Inspired by the distinct hierarchical structure of brain tumor, we design a cascaded deep network framework, in which the whole tumor is segmented firstly and then the tumor internal substructures are further segmented. Considering that the increase of the network depth brought by cascade structures leads to a loss of accurate localization information in deeper layers, we construct many skip connections to link features at the same resolution and transmit detailed information from shallow layers to the deeper layers. Then we present a loss weighted sampling (LWS) scheme to eliminate the issue of imbalanced data during training the network. Experimental results on BraTS 2017 data show that our architecture framework outperforms the state-of-the-art segmentation algorithms, especially in terms of segmentation sensitivity.

eess.IV↗

arXiv2019

Multi-Precision Quantized Neural Networks via Encoding Decomposition of -1 and +1

The training of deep neural networks (DNNs) requires intensive resources both for computation and for storage performance. Thus, DNNs cannot be efficiently applied to mobile phones and embedded devices, which seriously limits their applicability in industry applications. To address this issue, we propose a novel encoding scheme of using {-1,+1} to decompose quantized neural networks (QNNs) into multi-branch binary networks, which can be efficiently implemented by bitwise operations (xnor and bitcount) to achieve model compression, computational acceleration and resource saving. Based on our method, users can easily achieve different encoding precisions arbitrarily according to their requirements and hardware resources. The proposed mechanism is very suitable for the use of FPGA and ASIC in terms of data storage and computation, which provides a feasible idea for smart chips. We validate the effectiveness of our method on both large-scale image classification tasks (e.g., ImageNet) and object detection tasks. In particular, our method with low-bit encoding can still achieve almost the same performance as its full-precision counterparts.

cs.CV↗

arXiv2018

ASVRG: Accelerated Proximal SVRG

This paper proposes an accelerated proximal stochastic variance reduced gradient (ASVRG) method, in which we design a simple and effective momentum acceleration trick. Unlike most existing accelerated stochastic variance reduction methods such as Katyusha, ASVRG has only one additional variable and one momentum parameter. Thus, ASVRG is much simpler than those methods, and has much lower per-iteration complexity. We prove that ASVRG achieves the best known oracle complexities for both strongly convex and non-strongly convex objectives. In addition, we extend ASVRG to mini-batch and non-smooth settings. We also empirically verify our theoretical results and show that the performance of ASVRG is comparable with, and sometimes even better than that of the state-of-the-art stochastic methods.

cs.LG↗

arXiv2018

VR-SGD: A Simple Stochastic Variance Reduction Method for Machine Learning

In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors of VR-SGD are set to the average and last iterate of the previous epoch, respectively. The settings allow us to use much larger learning rates, and also make our convergence analysis more challenging. We also design two different update rules for smooth and non-smooth objective functions, respectively, which means that VR-SGD can tackle non-smooth and/or non-strongly convex problems directly without any reduction techniques. Moreover, we analyze the convergence properties of VR-SGD for strongly convex problems, which show that VR-SGD attains linear convergence. Different from its counterparts that have no convergence guarantees for non-strongly convex problems, we also provide the convergence guarantees of VR-SGD for this case, and empirically verify that VR-SGD with varying learning rates achieves similar performance to its momentum accelerated variant that has the optimal convergence rate $\mathcal{O}(1/T^2)$. Finally, we apply VR-SGD to solve various machine learning problems, such as convex and non-convex empirical risk minimization, and leading eigenvalue computation. Experimental results show that VR-SGD converges significantly faster than SVRG and Prox-SVRG, and usually outperforms state-of-the-art accelerated methods, e.g., Katyusha.

cs.LG↗

arXiv2018

Bilinear Factor Matrix Norm Minimization for Robust PCA: Algorithms and Applications

The heavy-tailed distributions of corrupted outliers and singular values of all channels in low-level vision have proven effective priors for many applications such as background modeling, photometric stereo and image alignment. And they can be well modeled by a hyper-Laplacian. However, the use of such distributions generally leads to challenging non-convex, non-smooth and non-Lipschitz problems, and makes existing algorithms very slow for large-scale applications. Together with the analytic solutions to lp-norm minimization with two specific values of p, i.e., p=1/2 and p=2/3, we propose two novel bilinear factor matrix norm minimization models for robust principal component analysis. We first define the double nuclear norm and Frobenius/nuclear hybrid norm penalties, and then prove that they are in essence the Schatten-1/2 and 2/3 quasi-norms, respectively, which lead to much more tractable and scalable Lipschitz optimization problems. Our experimental analysis shows that both our methods yield more accurate solutions than original Schatten quasi-norm minimization, even when the number of observations is very limited. Finally, we apply our penalties to various low-level vision problems, e.g., text removal, moving object detection, image alignment and inpainting, and show that our methods usually outperform the state-of-the-art methods.

cs.LG↗

arXiv2018

A Simple Stochastic Variance Reduced Algorithm with Fast Convergence Rates

Recent years have witnessed exciting progress in the study of stochastic variance reduced gradient methods (e.g., SVRG, SAGA), their accelerated variants (e.g, Katyusha) and their extensions in many different settings (e.g., online, sparse, asynchronous, distributed). Among them, accelerated methods enjoy improved convergence rates but have complex coupling structures, which makes them hard to be extended to more settings (e.g., sparse and asynchronous) due to the existence of perturbation. In this paper, we introduce a simple stochastic variance reduced algorithm (MiG), which enjoys the best-known convergence rates for both strongly convex and non-strongly convex problems. Moreover, we also present its efficient sparse and asynchronous variants, and theoretically analyze its convergence rates in these settings. Finally, extensive experiments for various machine learning problems such as logistic regression are given to illustrate the practical improvement in both serial and asynchronous settings.

cs.LG↗

arXiv2018

Tractable and Scalable Schatten Quasi-Norm Approximations for Rank Minimization

The Schatten quasi-norm was introduced to bridge the gap between the trace norm and rank function. However, existing algorithms are too slow or even impractical for large-scale problems. Motivated by the equivalence relation between the trace norm and its bilinear spectral penalty, we define two tractable Schatten norms, i.e.\ the bi-trace and tri-trace norms, and prove that they are in essence the Schatten-$1/2$ and $1/3$ quasi-norms, respectively. By applying the two defined Schatten quasi-norms to various rank minimization problems such as MC and RPCA, we only need to solve much smaller factor matrices. We design two efficient linearized alternating minimization algorithms to solve our problems and establish that each bounded sequence generated by our algorithms converges to a critical point. We also provide the restricted strong convexity (RSC) based and MC error bounds for our algorithms. Our experimental results verified both the efficiency and effectiveness of our algorithms compared with the state-of-the-art methods.

cs.LG↗

arXiv2018

Guaranteed Sufficient Decrease for Stochastic Variance Reduced Gradient Optimization

In this paper, we propose a novel sufficient decrease technique for stochastic variance reduced gradient descent methods such as SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient decrease criterion, which yields sufficient decrease versions of stochastic variance reduction algorithms such as SVRG-SD and SAGA-SD as a byproduct. We introduce a coefficient to scale current iterate and to satisfy the sufficient decrease property, which takes the decisions to shrink, expand or even move in the opposite direction, and then give two specific update rules of the coefficient for Lasso and ridge regression. Moreover, we analyze the convergence properties of our algorithms for strongly convex problems, which show that our algorithms attain linear convergence rates. We also provide the convergence guarantees of our algorithms for non-strongly convex problems. Our experimental results further verify that our algorithms achieve significantly better performance than their counterparts.

stat.ML↗

arXiv2017

Accelerated Variance Reduced Stochastic ADMM

Recently, many variance reduced stochastic alternating direction method of multipliers (ADMM) methods (e.g.\ SAG-ADMM, SDCA-ADMM and SVRG-ADMM) have made exciting progress such as linear convergence rates for strongly convex problems. However, the best known convergence rate for general convex problems is O(1/T) as opposed to O(1/T^2) of accelerated batch algorithms, where $T$ is the number of iterations. Thus, there still remains a gap in convergence rates between existing stochastic ADMM and batch algorithms. To bridge this gap, we introduce the momentum acceleration trick for batch optimization into the stochastic variance reduced gradient based ADMM (SVRG-ADMM), which leads to an accelerated (ASVRG-ADMM) method. Then we design two different momentum term update rules for strongly convex and general convex cases. We prove that ASVRG-ADMM converges linearly for strongly convex problems. Besides having a low per-iteration complexity as existing stochastic ADMM methods, ASVRG-ADMM improves the convergence rate on general convex problems from O(1/T) to O(1/T^2). Our experimental results show the effectiveness of ASVRG-ADMM.

cs.LG↗

arXiv2017

Guaranteed Sufficient Decrease for Variance Reduced Stochastic Gradient Descent

In this paper, we propose a novel sufficient decrease technique for variance reduced stochastic gradient descent methods such as SAG, SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient decrease criterion, which yields sufficient decrease versions of variance reduction algorithms such as SVRG-SD and SAGA-SD as a byproduct. We introduce a coefficient to scale current iterate and satisfy the sufficient decrease property, which takes the decisions to shrink, expand or move in the opposite direction, and then give two specific update rules of the coefficient for Lasso and ridge regression. Moreover, we analyze the convergence properties of our algorithms for strongly convex problems, which show that both of our algorithms attain linear convergence rates. We also provide the convergence guarantees of our algorithms for non-strongly convex problems. Our experimental results further verify that our algorithms achieve significantly better performance than their counterparts.

cs.LG↗

arXiv2017

Fast Stochastic Variance Reduced Gradient Method with Momentum Acceleration for Machine Learning

Recently, research on accelerated stochastic gradient descent methods (e.g., SVRG) has made exciting progress (e.g., linear convergence for strongly convex problems). However, the best-known methods (e.g., Katyusha) requires at least two auxiliary variables and two momentum parameters. In this paper, we propose a fast stochastic variance reduction gradient (FSVRG) method, in which we design a novel update rule with the Nesterov's momentum and incorporate the technique of growing epoch size. FSVRG has only one auxiliary variable and one momentum weight, and thus it is much simpler and has much lower per-iteration complexity. We prove that FSVRG achieves linear convergence for strongly convex problems and the optimal $\mathcal{O}(1/T^2)$ convergence rate for non-strongly convex problems, where $T$ is the number of outer-iterations. We also extend FSVRG to directly solve the problems with non-smooth component functions, such as SVM. Finally, we empirically study the performance of FSVRG for solving various machine learning problems such as logistic regression, ridge regression, Lasso and SVM. Our results show that FSVRG outperforms the state-of-the-art stochastic methods, including Katyusha.

cs.LG↗

arXiv2017

Larger is Better: The Effect of Learning Rates Enjoyed by Stochastic Optimization with Progressive Variance Reduction

In this paper, we propose a simple variant of the original stochastic variance reduction gradient (SVRG), where hereafter we refer to as the variance reduced stochastic gradient descent (VR-SGD). Different from the choices of the snapshot point and starting point in SVRG and its proximal variant, Prox-SVRG, the two vectors of each epoch in VR-SGD are set to the average and last iterate of the previous epoch, respectively. This setting allows us to use much larger learning rates or step sizes than SVRG, e.g., 3/(7L) for VR-SGD vs 1/(10L) for SVRG, and also makes our convergence analysis more challenging. In fact, a larger learning rate enjoyed by VR-SGD means that the variance of its stochastic gradient estimator asymptotically approaches zero more rapidly. Unlike common stochastic methods such as SVRG and proximal stochastic methods such as Prox-SVRG, we design two different update rules for smooth and non-smooth objective functions, respectively. In other words, VR-SGD can tackle non-smooth and/or non-strongly convex problems directly without using any reduction techniques such as quadratic regularizers. Moreover, we analyze the convergence properties of VR-SGD for strongly convex problems, which show that VR-SGD attains a linear convergence rate. We also provide the convergence guarantees of VR-SGD for non-strongly convex problems. Experimental results show that the performance of VR-SGD is significantly better than its counterparts, SVRG and Prox-SVRG, and it is also much better than the best known stochastic method, Katyusha.

cs.LG↗

arXiv2016

Unified Scalable Equivalent Formulations for Schatten Quasi-Norms

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for nuclear norm minimization, are too slow or even impractical for large-scale problems, due to the SVD or EVD of the whole matrix in each iteration. In this paper, we rigorously prove that for any p, p1, p2>0 satisfying 1/p=1/p1+1/p2, the Schatten-p quasi-norm of any matrix is equivalent to minimizing the product of the Schatten-p1 norm (or quasi-norm) and Schatten-p2 norm (or quasi-norm) of its two factor matrices. Then we present and prove the equivalence relationship between the product formula of the Schatten quasi-norm and its weighted sum formula for the two cases of p1 and p2: p1=p2 and p1\neq p2. In particular, when p>1/2, there is an equivalence between the Schatten-p quasi-norm of any matrix and the Schatten-2p norms of its two factor matrices, where the widely used equivalent formulation of the nuclear norm can be viewed as a special case. That is, various SQNM problems with p>1/2 can be transformed into the one only involving smooth, convex norms of two factor matrices, which can lead to simpler and more efficient algorithms than conventional methods. We further extend the theoretical results of two factor matrices to the cases of three and more factor matrices, from which we can see that for any 0<p<1, the Schatten-p quasi-norm of any matrix is the minimization of the mean of the Schatten-(p3+1)p norms of all factor matrices, where p3 denotes the largest integer not exceeding 1/p. In other words, for any 0<p<1, the SQNM problem can be transformed into an optimization problem only involving the smooth, convex norms of multiple factor matrices.

cs.IT↗