arXiv subjects

Hamed Hassani

Publications and source records attributed to Hamed Hassani.

At least 109 records · Page 6Linked to original sources

arXiv2022

Binary Classification Under $\ell_0$ Attacks for General Noise Distribution

Adversarial examples have recently drawn considerable attention in the field of machine learning due to the fact that small perturbations in the data can result in major performance degradation. This phenomenon is usually modeled by a malicious adversary that can apply perturbations to the data in a constrained fashion, such as being bounded in a certain norm. In this paper, we study this problem when the adversary is constrained by the $\ell_0$ norm; i.e., it can perturb a certain number of coordinates in the input, but has no limit on how much it can perturb those coordinates. Due to the combinatorial nature of this setting, we need to go beyond the standard techniques in robust machine learning to address this problem. We consider a binary classification scenario where $d$ noisy data samples of the true label are provided to us after adversarial perturbations. We introduce a classification method which employs a nonlinear component called truncation, and show in an asymptotic scenario, as long as the adversary is restricted to perturb no more than $\sqrt{d}$ data samples, we can almost achieve the optimal classification error in the absence of the adversary, i.e. we can completely neutralize adversary's effect. Surprisingly, we observe a phase transition in the sense that using a converse argument, we show that if the adversary can perturb more than $\sqrt{d}$ coordinates, no classifier can do better than a random guess.

cs.LG↗

arXiv2022

Linear Stochastic Bandits over a Bit-Constrained Channel

One of the primary challenges in large-scale distributed learning stems from stringent communication constraints. While several recent works address this challenge for static optimization problems, sequential decision-making under uncertainty has remained much less explored in this regard. Motivated by this gap, we introduce a new linear stochastic bandit formulation over a bit-constrained channel. Specifically, in our setup, an agent interacting with an environment transmits encoded estimates of an unknown model parameter to a server over a communication channel of finite capacity. The goal of the server is to take actions based on these estimates to minimize cumulative regret. To this end, we develop a novel and general algorithmic framework that hinges on two main components: (i) an adaptive encoding mechanism that exploits statistical concentration bounds, and (ii) a decision-making principle based on confidence sets that account for encoding errors. As our main result, we prove that when the unknown model is $d$-dimensional, a channel capacity of $O(d)$ bits suffices to achieve order-optimal regret. To demonstrate the generality of our approach, we then show that the same result continues to hold for non-linear observation models satisfying standard regularity conditions. Finally, we establish that for the simpler unstructured multi-armed bandit problem, $1$ bit channel-capacity is sufficient for achieving optimal regret bounds. Overall, our work takes a significant first step towards paving the way for statistical decision-making over finite-capacity channels.

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arXiv2022

Provably Private Distributed Averaging Consensus: An Information-Theoretic Approach

In this work, we focus on solving a decentralized consensus problem in a private manner. Specifically, we consider a setting in which a group of nodes, connected through a network, aim at computing the mean of their local values without revealing those values to each other. The distributed consensus problem is a classic problem that has been extensively studied and its convergence characteristics are well-known. Alas, state-of-the-art consensus methods build on the idea of exchanging local information with neighboring nodes which leaks information about the users' local values. We propose an algorithmic framework that is capable of achieving the convergence limit and rate of classic consensus algorithms while keeping the users' local values private. The key idea of our proposed method is to carefully design noisy messages that are passed from each node to its neighbors such that the consensus algorithm still converges precisely to the average of local values, while a minimum amount of information about local values is leaked. We formalize this by precisely characterizing the mutual information between the private message of a node and all the messages that another adversary collects over time. We prove that our method is capable of preserving users' privacy for any network without a so-called "generalized leaf", and formalize the trade-off between privacy and convergence time. Unlike many private algorithms, any desired accuracy is achievable by our method, and the required level of privacy only affects the convergence time.

cs.MA↗

arXiv2022

Low-Complexity Decoding of a Class of Reed-Muller Subcodes for Low-Capacity Channels

We present a low-complexity and low-latency decoding algorithm for a class of Reed-Muller (RM) subcodes that are defined based on the product of smaller RM codes. More specifically, the input sequence is shaped as a multi-dimensional array, and the encoding over each dimension is done separately via a smaller RM encoder. Similarly, the decoding is performed over each dimension via a low-complexity decoder for smaller RM codes. The proposed construction is of particular interest to low-capacity channels that are relevant to emerging low-rate communication scenarios. We present an efficient soft-input soft-output (SISO) iterative decoding algorithm for the product of RM codes and demonstrate its superiority compared to hard decoding over RM code components. The proposed coding scheme has decoding (as well as encoding) complexity of $\mathcal{O}(n\log n)$ and latency of $\mathcal{O}(\log n)$ for blocklength $n$. This research renders a general framework toward efficient decoding of RM codes.

cs.IT↗

arXiv2022

Provable tradeoffs in adversarially robust classification

It is well known that machine learning methods can be vulnerable to adversarially-chosen perturbations of their inputs. Despite significant progress in the area, foundational open problems remain. In this paper, we address several key questions. We derive exact and approximate Bayes-optimal robust classifiers for the important setting of two- and three-class Gaussian classification problems with arbitrary imbalance, for $\ell_2$ and $\ell_\infty$ adversaries. In contrast to classical Bayes-optimal classifiers, determining the optimal decisions here cannot be made pointwise and new theoretical approaches are needed. We develop and leverage new tools, including recent breakthroughs from probability theory on robust isoperimetry, which, to our knowledge, have not yet been used in the area. Our results reveal fundamental tradeoffs between standard and robust accuracy that grow when data is imbalanced. We also show further results, including an analysis of classification calibration for convex losses in certain models, and finite sample rates for the robust risk.

cs.LG↗

arXiv2022

Efficient and Robust Classification for Sparse Attacks

In the past two decades we have seen the popularity of neural networks increase in conjunction with their classification accuracy. Parallel to this, we have also witnessed how fragile the very same prediction models are: tiny perturbations to the inputs can cause misclassification errors throughout entire datasets. In this paper, we consider perturbations bounded by the $\ell_0$--norm, which have been shown as effective attacks in the domains of image-recognition, natural language processing, and malware-detection. To this end, we propose a novel defense method that consists of "truncation" and "adversarial training". We then theoretically study the Gaussian mixture setting and prove the asymptotic optimality of our proposed classifier. Motivated by the insights we obtain, we extend these components to neural network classifiers. We conduct numerical experiments in the domain of computer vision using the MNIST and CIFAR datasets, demonstrating significant improvement for the robust classification error of neural networks.

cs.LG↗

arXiv2021

Model-Based Domain Generalization

Despite remarkable success in a variety of applications, it is well-known that deep learning can fail catastrophically when presented with out-of-distribution data. Toward addressing this challenge, we consider the domain generalization problem, wherein predictors are trained using data drawn from a family of related training domains and then evaluated on a distinct and unseen test domain. We show that under a natural model of data generation and a concomitant invariance condition, the domain generalization problem is equivalent to an infinite-dimensional constrained statistical learning problem; this problem forms the basis of our approach, which we call Model-Based Domain Generalization. Due to the inherent challenges in solving constrained optimization problems in deep learning, we exploit nonconvex duality theory to develop unconstrained relaxations of this statistical problem with tight bounds on the duality gap. Based on this theoretical motivation, we propose a novel domain generalization algorithm with convergence guarantees. In our experiments, we report improvements of up to 30 percentage points over state-of-the-art domain generalization baselines on several benchmarks including ColoredMNIST, Camelyon17-WILDS, FMoW-WILDS, and PACS.

stat.ML↗

arXiv2021

Minimax Optimization: The Case of Convex-Submodular

Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g., convex-concave minimax optimization is now understood to a significant extent. Nevertheless, minimax problems extend far beyond the continuous domain to mixed continuous-discrete domains or even fully discrete domains. In this paper, we study mixed continuous-discrete minimax problems where the minimization is over a continuous variable belonging to Euclidean space and the maximization is over subsets of a given ground set. We introduce the class of convex-submodular minimax problems, where the objective is convex with respect to the continuous variable and submodular with respect to the discrete variable. Even though such problems appear frequently in machine learning applications, little is known about how to address them from algorithmic and theoretical perspectives. For such problems, we first show that obtaining saddle points are hard up to any approximation, and thus introduce new notions of (near-) optimality. We then provide several algorithmic procedures for solving convex and monotone-submodular minimax problems and characterize their convergence rates, computational complexity, and quality of the final solution according to our notions of optimally. Our proposed algorithms are iterative and combine tools from both discrete and continuous optimization. Finally, we provide numerical experiments to showcase the effectiveness of our purposed methods.

math.OC↗

arXiv2021

Adversarial Robustness with Semi-Infinite Constrained Learning

Despite strong performance in numerous applications, the fragility of deep learning to input perturbations has raised serious questions about its use in safety-critical domains. While adversarial training can mitigate this issue in practice, state-of-the-art methods are increasingly application-dependent, heuristic in nature, and suffer from fundamental trade-offs between nominal performance and robustness. Moreover, the problem of finding worst-case perturbations is non-convex and underparameterized, both of which engender a non-favorable optimization landscape. Thus, there is a gap between the theory and practice of adversarial training, particularly with respect to when and why adversarial training works. In this paper, we take a constrained learning approach to address these questions and to provide a theoretical foundation for robust learning. In particular, we leverage semi-infinite optimization and non-convex duality theory to show that adversarial training is equivalent to a statistical problem over perturbation distributions, which we characterize completely. Notably, we show that a myriad of previous robust training techniques can be recovered for particular, sub-optimal choices of these distributions. Using these insights, we then propose a hybrid Langevin Monte Carlo approach of which several common algorithms (e.g., PGD) are special cases. Finally, we show that our approach can mitigate the trade-off between nominal and robust performance, yielding state-of-the-art results on MNIST and CIFAR-10. Our code is available at: https://github.com/arobey1/advbench.

stat.ML↗

arXiv2021

Out-of-Distribution Robustness in Deep Learning Compression

In recent years, deep neural network (DNN) compression systems have proved to be highly effective for designing source codes for many natural sources. However, like many other machine learning systems, these compressors suffer from vulnerabilities to distribution shifts as well as out-of-distribution (OOD) data, which reduces their real-world applications. In this paper, we initiate the study of OOD robust compression. Considering robustness to two types of ambiguity sets (Wasserstein balls and group shifts), we propose algorithmic and architectural frameworks built on two principled methods: one that trains DNN compressors using distributionally-robust optimization (DRO), and the other which uses a structured latent code. Our results demonstrate that both methods enforce robustness compared to a standard DNN compressor, and that using a structured code can be superior to the DRO compressor. We observe tradeoffs between robustness and distortion and corroborate these findings theoretically for a specific class of sources.

cs.LG↗

arXiv2021

Exploiting Heterogeneity in Robust Federated Best-Arm Identification

We study a federated variant of the best-arm identification problem in stochastic multi-armed bandits: a set of clients, each of whom can sample only a subset of the arms, collaborate via a server to identify the best arm (i.e., the arm with the highest mean reward) with prescribed confidence. For this problem, we propose Fed-SEL, a simple communication-efficient algorithm that builds on successive elimination techniques and involves local sampling steps at the clients. To study the performance of Fed-SEL, we introduce a notion of arm-heterogeneity that captures the level of dissimilarity between distributions of arms corresponding to different clients. Interestingly, our analysis reveals the benefits of arm-heterogeneity in reducing both the sample- and communication-complexity of Fed-SEL. As a special case of our analysis, we show that for certain heterogeneous problem instances, Fed-SEL outputs the best-arm after just one round of communication. Our findings have the following key implication: unlike federated supervised learning where recent work has shown that statistical heterogeneity can lead to poor performance, one can provably reap the benefits of both local computation and heterogeneity for federated best-arm identification. As our final contribution, we develop variants of Fed-SEL, both for federated and peer-to-peer settings, that are robust to the presence of Byzantine clients, and hence suitable for deployment in harsh, adversarial environments.

cs.LG↗

arXiv2021

Linear Convergence in Federated Learning: Tackling Client Heterogeneity and Sparse Gradients

We consider a standard federated learning (FL) architecture where a group of clients periodically coordinate with a central server to train a statistical model. We develop a general algorithmic framework called FedLin to tackle some of the key challenges intrinsic to FL, namely objective heterogeneity, systems heterogeneity, and infrequent and imprecise communication. Our framework is motivated by the observation that under these challenges, various existing FL algorithms suffer from a fundamental speed-accuracy conflict: they either guarantee linear convergence but to an incorrect point, or convergence to the global minimum but at a sub-linear rate, i.e., fast convergence comes at the expense of accuracy. In contrast, when the clients' local loss functions are smooth and strongly convex, we show that FedLin guarantees linear convergence to the global minimum, despite arbitrary objective and systems heterogeneity. We then establish matching upper and lower bounds on the convergence rate of FedLin that highlight the effects of intermittent communication. Finally, we show that FedLin preserves linear convergence rates under aggressive gradient sparsification, and quantify the effect of the compression level on the convergence rate. Our work is the first to provide tight linear convergence rate guarantees, and constitutes the first comprehensive analysis of gradient sparsification in FL.

cs.LG↗

arXiv2021

AutoEKF: Scalable System Identification for COVID-19 Forecasting from Large-Scale GPS Data

We present an Extended Kalman Filter framework for system identification and control of a stochastic high-dimensional epidemic model. The scale and severity of the COVID-19 emergency have highlighted the need for accurate forecasts of the state of the pandemic at a high resolution. Mechanistic compartmental models are widely used to produce such forecasts and assist in the design of control and relief policies. Unfortunately, the scale and stochastic nature of many of these models often makes the estimation of their parameters difficult. With the goal of calibrating a high dimensional COVID-19 model using low-level mobility data, we introduce a method for tractable maximum likelihood estimation that combines tools from Bayesian inference with scalable optimization techniques from machine learning. The proposed approach uses automatic backward-differentiation to directly compute the gradient of the likelihood of COVID-19 incidence and death data. The likelihood of the observations is estimated recursively using an Extended Kalman Filter and can be easily optimized using gradient-based methods to compute maximum likelihood estimators. Our compartmental model is trained using GPS mobility data that measures the mobility patterns of millions of mobile phones across the United States. We show that, after calibrating against incidence and deaths data from the city of Philadelphia, our model is able to produce an accurate 30-day forecast of the evolution of the pandemic.

eess.SY↗

arXiv2021

Robust Classification Under $\ell_0$ Attack for the Gaussian Mixture Model

It is well-known that machine learning models are vulnerable to small but cleverly-designed adversarial perturbations that can cause misclassification. While there has been major progress in designing attacks and defenses for various adversarial settings, many fundamental and theoretical problems are yet to be resolved. In this paper, we consider classification in the presence of $\ell_0$-bounded adversarial perturbations, a.k.a. sparse attacks. This setting is significantly different from other $\ell_p$-adversarial settings, with $p\geq 1$, as the $\ell_0$-ball is non-convex and highly non-smooth. Under the assumption that data is distributed according to the Gaussian mixture model, our goal is to characterize the optimal robust classifier and the corresponding robust classification error as well as a variety of trade-offs between robustness, accuracy, and the adversary's budget. To this end, we develop a novel classification algorithm called FilTrun that has two main modules: Filtration and Truncation. The key idea of our method is to first filter out the non-robust coordinates of the input and then apply a carefully-designed truncated inner product for classification. By analyzing the performance of FilTrun, we derive an upper bound on the optimal robust classification error. We also find a lower bound by designing a specific adversarial strategy that enables us to derive the corresponding robust classifier and its achieved error. For the case that the covariance matrix of the Gaussian mixtures is diagonal, we show that as the input's dimension gets large, the upper and lower bounds converge; i.e. we characterize the asymptotically-optimal robust classifier. Throughout, we discuss several examples that illustrate interesting behaviors such as the existence of a phase transition for adversary's budget determining whether the effect of adversarial perturbation can be fully neutralized.

cs.LG↗

arXiv2021

Federated Functional Gradient Boosting

In this paper, we initiate a study of functional minimization in Federated Learning. First, in the semi-heterogeneous setting, when the marginal distributions of the feature vectors on client machines are identical, we develop the federated functional gradient boosting (FFGB) method that provably converges to the global minimum. Subsequently, we extend our results to the fully-heterogeneous setting (where marginal distributions of feature vectors may differ) by designing an efficient variant of FFGB called FFGB.C, with provable convergence to a neighborhood of the global minimum within a radius that depends on the total variation distances between the client feature distributions. For the special case of square loss, but still in the fully heterogeneous setting, we design the FFGB.L method that also enjoys provable convergence to a neighborhood of the global minimum but within a radius depending on the much tighter Wasserstein-1 distances. For both FFGB.C and FFGB.L, the radii of convergence shrink to zero as the feature distributions become more homogeneous. Finally, we conduct proof-of-concept experiments to demonstrate the benefits of our approach against natural baselines.

cs.LG↗

arXiv2021

Submodular Meta-Learning

In this paper, we introduce a discrete variant of the meta-learning framework. Meta-learning aims at exploiting prior experience and data to improve performance on future tasks. By now, there exist numerous formulations for meta-learning in the continuous domain. Notably, the Model-Agnostic Meta-Learning (MAML) formulation views each task as a continuous optimization problem and based on prior data learns a suitable initialization that can be adapted to new, unseen tasks after a few simple gradient updates. Motivated by this terminology, we propose a novel meta-learning framework in the discrete domain where each task is equivalent to maximizing a set function under a cardinality constraint. Our approach aims at using prior data, i.e., previously visited tasks, to train a proper initial solution set that can be quickly adapted to a new task at a relatively low computational cost. This approach leads to (i) a personalized solution for each individual task, and (ii) significantly reduced computational cost at test time compared to the case where the solution is fully optimized once the new task is revealed. The training procedure is performed by solving a challenging discrete optimization problem for which we present deterministic and randomized algorithms. In the case where the tasks are monotone and submodular, we show strong theoretical guarantees for our proposed methods even though the training objective may not be submodular. We also demonstrate the effectiveness of our framework on two real-world problem instances where we observe that our methods lead to a significant reduction in computational complexity in solving the new tasks while incurring a small performance loss compared to when the tasks are fully optimized.

cs.LG↗

arXiv2020

Straggler-Resilient Federated Learning: Leveraging the Interplay Between Statistical Accuracy and System Heterogeneity

Federated Learning is a novel paradigm that involves learning from data samples distributed across a large network of clients while the data remains local. It is, however, known that federated learning is prone to multiple system challenges including system heterogeneity where clients have different computation and communication capabilities. Such heterogeneity in clients' computation speeds has a negative effect on the scalability of federated learning algorithms and causes significant slow-down in their runtime due to the existence of stragglers. In this paper, we propose a novel straggler-resilient federated learning method that incorporates statistical characteristics of the clients' data to adaptively select the clients in order to speed up the learning procedure. The key idea of our algorithm is to start the training procedure with faster nodes and gradually involve the slower nodes in the model training once the statistical accuracy of the data corresponding to the current participating nodes is reached. The proposed approach reduces the overall runtime required to achieve the statistical accuracy of data of all nodes, as the solution for each stage is close to the solution of the subsequent stage with more samples and can be used as a warm-start. Our theoretical results characterize the speedup gain in comparison to standard federated benchmarks for strongly convex objectives, and our numerical experiments also demonstrate significant speedups in wall-clock time of our straggler-resilient method compared to federated learning benchmarks.

cs.LG↗

arXiv2020

Optimal Algorithms for Submodular Maximization with Distributed Constraints

We consider a class of discrete optimization problems that aim to maximize a submodular objective function subject to a distributed partition matroid constraint. More precisely, we consider a networked scenario in which multiple agents choose actions from local strategy sets with the goal of maximizing a submodular objective function defined over the set of all possible actions. Given this distributed setting, we develop Constraint-Distributed Continuous Greedy (CDCG), a message passing algorithm that converges to the tight $(1-1/e)$ approximation factor of the optimum global solution using only local computation and communication. It is known that a sequential greedy algorithm can only achieve a $1/2$ multiplicative approximation of the optimal solution for this class of problems in the distributed setting. Our framework relies on lifting the discrete problem to a continuous domain and developing a consensus algorithm that achieves the tight $(1-1/e)$ approximation guarantee of the global discrete solution once a proper rounding scheme is applied. We also offer empirical results from a multi-agent area coverage problem to show that the proposed method significantly outperforms the state-of-the-art sequential greedy method.

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