arXiv subjects

Ping Li

Publications and source records attributed to Ping Li.

At least 235 records · Page 13Linked to original sources

arXiv2022

Best Subset Selection with Efficient Primal-Dual Algorithm

Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-convex and NP-hard problem. In this paper, we investigate the dual forms of a family of $\ell_0$-regularized problems. An efficient primal-dual method has been developed based on the primal and dual problem structures. By leveraging the dual range estimation along with the incremental strategy, our algorithm potentially reduces redundant computation and improves the solutions of best subset selection. Theoretical analysis and experiments on synthetic and real-world datasets validate the efficiency and statistical properties of the proposed solutions.

stat.ME↗

arXiv2022

Fast ABC-Boost: A Unified Framework for Selecting the Base Class in Multi-Class Classification

The work in ICML'09 showed that the derivatives of the classical multi-class logistic regression loss function could be re-written in terms of a pre-chosen "base class" and applied the new derivatives in the popular boosting framework. In order to make use of the new derivatives, one must have a strategy to identify/choose the base class at each boosting iteration. The idea of "adaptive base class boost" (ABC-Boost) in ICML'09, adopted a computationally expensive "exhaustive search" strategy for the base class at each iteration. It has been well demonstrated that ABC-Boost, when integrated with trees, can achieve substantial improvements in many multi-class classification tasks. Furthermore, the work in UAI'10 derived the explicit second-order tree split gain formula which typically improved the classification accuracy considerably, compared with using only the fist-order information for tree-splitting, for both multi-class and binary-class classification tasks. In this paper, we develop a unified framework for effectively selecting the base class by introducing a series of ideas to improve the computational efficiency of ABC-Boost. Our framework has parameters $(s,g,w)$. At each boosting iteration, we only search for the "$s$-worst classes" (instead of all classes) to determine the base class. We also allow a "gap" $g$ when conducting the search. That is, we only search for the base class at every $g+1$ iterations. We furthermore allow a "warm up" stage by only starting the search after $w$ boosting iterations. The parameters $s$, $g$, $w$, can be viewed as tunable parameters and certain combinations of $(s,g,w)$ may even lead to better test accuracy than the "exhaustive search" strategy. Overall, our proposed framework provides a robust and reliable scheme for implementing ABC-Boost in practice.

cs.LG↗

arXiv2022

Discriminative Similarity for Data Clustering

Similarity-based clustering methods separate data into clusters according to the pairwise similarity between the data, and the pairwise similarity is crucial for their performance. In this paper, we propose {\em Clustering by Discriminative Similarity (CDS)}, a novel method which learns discriminative similarity for data clustering. CDS learns an unsupervised similarity-based classifier from each data partition, and searches for the optimal partition of the data by minimizing the generalization error of the learnt classifiers associated with the data partitions. By generalization analysis via Rademacher complexity, the generalization error bound for the unsupervised similarity-based classifier is expressed as the sum of discriminative similarity between the data from different classes. It is proved that the derived discriminative similarity can also be induced by the integrated squared error bound for kernel density classification. In order to evaluate the performance of the proposed discriminative similarity, we propose a new clustering method using a kernel as the similarity function, CDS via unsupervised kernel classification (CDSK), with its effectiveness demonstrated by experimental results.

cs.LG↗

arXiv2022

Layer-wise and Dimension-wise Locally Adaptive Federated Learning

In the emerging paradigm of Federated Learning (FL), large amount of clients such as mobile devices are used to train possibly high-dimensional models on their respective data. Combining (dimension-wise) adaptive gradient methods (e.g. Adam, AMSGrad) with FL has been an active direction, which is shown to outperform traditional SGD based FL in many cases. In this paper, we focus on the problem of training federated deep neural networks, and propose a novel FL framework which further introduces layer-wise adaptivity to the local model updates. Our framework can be applied to locally adaptive FL methods including two recent algorithms, Mime and Fed-AMS. Theoretically, we provide a convergence analysis of our layer-wise FL methods, coined Fed-LAMB and Mime-LAMB, which matches the convergence rate of state-of-the-art results in FL and exhibits linear speedup in terms of the number of workers. Experimental results on various datasets and models, under both IID and non-IID local data settings, show that both Fed-LAMB and Mime-LAMB achieve faster convergence speed and better generalization performance, compared to the various recent adaptive FL methods.

cs.LG↗

arXiv2022

Integrity Authentication in Tree Models

Tree models are very widely used in practice of machine learning and data mining. In this paper, we study the problem of model integrity authentication in tree models. In general, the task of model integrity authentication is the design \& implementation of mechanisms for checking/detecting whether the model deployed for the end-users has been tampered with or compromised, e.g., malicious modifications on the model. We propose an authentication framework that enables the model builders/distributors to embed a signature to the tree model and authenticate the existence of the signature by only making a small number of black-box queries to the model. To the best of our knowledge, this is the first study of signature embedding on tree models. Our proposed method simply locates a collection of leaves and modifies their prediction values, which does not require any training/testing data nor any re-training. The experiments on a large number of public classification datasets confirm that the proposed signature embedding process has a high success rate while only introducing a minimal prediction accuracy loss.

cs.CR↗

arXiv2022

Offline Change Detection under Contamination

In this work, we propose a non-parametric and robust change detection algorithm to detect multiple change points in time series data under contamination. The contamination model is sufficiently general, in that, the most common model used in the context of change detection -- Huber contamination model -- is a special case. Also, the contamination model is oblivious and arbitrary. The change detection algorithm is designed for the offline setting, where the objective is to detect changes when all data are received. We only make weak moment assumptions on the inliers (uncorrupted data) to handle a large class of distributions. The robust scan statistic in the algorithm is fashioned using mean estimators based on influence functions. We establish the consistency of the estimated change point indexes as the number of samples increases, and provide empirical evidence to support the consistency results.

stat.ME↗

arXiv2022

CGAR: Critic Guided Action Redistribution in Reinforcement Leaning

Training a game-playing reinforcement learning agent requires multiple interactions with the environment. Ignorant random exploration may cause a waste of time and resources. It's essential to alleviate such waste. As discussed in this paper, under the settings of the off-policy actor critic algorithms, we demonstrate that the critic can bring more expected discounted rewards than or at least equal to the actor. Thus, the Q value predicted by the critic is a better signal to redistribute the action originally sampled from the policy distribution predicted by the actor. This paper introduces the novel Critic Guided Action Redistribution (CGAR) algorithm and tests it on the OpenAI MuJoCo tasks. The experimental results demonstrate that our method improves the sample efficiency and achieves state-of-the-art performance. Our code can be found at https://github.com/tairanhuang/CGAR.

cs.LG↗

arXiv2022

Regression with Label Permutation in Generalized Linear Model

The assumption that response and predictor belong to the same statistical unit may be violated in practice. Unbiased estimation and recovery of true label ordering based on unlabeled data are challenging tasks and have attracted increasing attentions in the recent literature. In this paper, we present a relatively complete analysis of label permutation problem for the generalized linear model with multivariate responses. The theory is established under different scenarios, with knowledge of true parameters, with partial knowledge of underlying label permutation matrix and without any knowledge. Our results remove the stringent conditions required by the current literature and are further extended to the missing observation setting which has never been considered in the field of label permutation problem. On computational side, we propose two methods, "maximum likelihood estimation" algorithm and "two-step estimation" algorithm, to accommodate for different settings. When the proportion of permuted labels is moderate, both methods work effectively. Multiple numerical experiments are provided and corroborate our theoretical findings.

stat.ME↗

arXiv2022

Proximity Graph Maintenance for Fast Online Nearest Neighbor Search

Approximate Nearest Neighbor (ANN) search is a fundamental technique for (e.g.,) the deployment of recommender systems. Recent studies bring proximity graph-based methods into practitioners' attention -- proximity graph-based methods outperform other solutions such as quantization, hashing, and tree-based ANN algorithm families. In current recommendation systems, data point insertions, deletions, and queries are streamed into the system in an online fashion as users and items change dynamically. As proximity graphs are constructed incrementally by inserting data points as new vertices into the graph, online insertions and queries are well-supported in proximity graph. However, a data point deletion incurs removing a vertex from the proximity graph index, while no proper graph index updating mechanisms are discussed in previous studies. To tackle the challenge, we propose an incremental proximity graph maintenance (IPGM) algorithm for online ANN. IPGM supports both vertex deletion and insertion on proximity graphs. Given a vertex deletion request, we thoroughly investigate solutions to update the connections of the vertex. The proposed updating scheme eliminates the performance drop in online ANN methods on proximity graphs, making the algorithm suitable for practical systems.

cs.IR↗

arXiv2022

Noisy $\ell^{0}$-Sparse Subspace Clustering on Dimensionality Reduced Data

Sparse subspace clustering methods with sparsity induced by $\ell^{0}$-norm, such as $\ell^{0}$-Sparse Subspace Clustering ($\ell^{0}$-SSC)~\citep{YangFJYH16-L0SSC-ijcv}, are demonstrated to be more effective than its $\ell^{1}$ counterpart such as Sparse Subspace Clustering (SSC)~\citep{ElhamifarV13}. However, the theoretical analysis of $\ell^{0}$-SSC is restricted to clean data that lie exactly in subspaces. Real data often suffer from noise and they may lie close to subspaces. In this paper, we show that an optimal solution to the optimization problem of noisy $\ell^{0}$-SSC achieves subspace detection property (SDP), a key element with which data from different subspaces are separated, under deterministic and semi-random model. Our results provide theoretical guarantee on the correctness of noisy $\ell^{0}$-SSC in terms of SDP on noisy data for the first time, which reveals the advantage of noisy $\ell^{0}$-SSC in terms of much less restrictive condition on subspace affinity. In order to improve the efficiency of noisy $\ell^{0}$-SSC, we propose Noisy-DR-$\ell^{0}$-SSC which provably recovers the subspaces on dimensionality reduced data. Noisy-DR-$\ell^{0}$-SSC first projects the data onto a lower dimensional space by random projection, then performs noisy $\ell^{0}$-SSC on the projected data for improved efficiency. Experimental results demonstrate the effectiveness of Noisy-DR-$\ell^{0}$-SSC.

stat.ML↗

arXiv2022

Planning and Formulations in Pursuit-Evasion: Keep-away Games and Their Strategies

We study a pursuit-evasion problem which can be viewed as an extension of the keep-away game. In the game, pursuer(s) will attempt to intersect or catch the evader, while the evader can visit a fixed set of locations, which we denote as the anchors. These anchors may or may not be stationary. When the velocity of the pursuers is limited and considered low compared to the evaders, we are interested in whether a winning strategy exists for the pursuers or the evaders, or the game will draw. When the anchors are stationary, we show an algorithm that can help answer the above question. The primary motivation for this study is to explore the boundaries between kinematic and dynamic constraints. In particular, whether the solution of the kinematic problem can be used to speed up the search for the problems with dynamic constraints and how to discretize the problem to utilize such relations best. In this work, we show that a geometric branch-and-bound type of approach can be used to solve the stationary anchor problem, and the approach and the solution can be extended to solve the dynamic problem where the pursuers have dynamic constraints, including velocity and acceleration bounds.

cs.RO↗

arXiv2022

Planning through Workspace Constraint Satisfaction and Optimization

In this work, we present a workspace-based planning framework, which though using redundant workspace key-points to represent robot states, can take advantage of the interpretable geometric information to derive good quality collision-free paths for even complex robots. Using workspace geometries, we first find collision-free piece-wise linear paths for each key point so that at the endpoints of each segment, the distance constraints are satisfied among the key points. Using these piece-wise linear paths as initial conditions, we can perform optimization steps to quickly find paths that satisfy various constraints and piece together all segments to obtain a valid path. We show that these adjusted paths are unlikely to create a collision, and the proposed approach is fast and can produce good quality results.

cs.RO↗

arXiv2022

Finding Control Synthesis for Kinematic Shortest Paths

This work presents the analysis of the properties of the shortest path control synthesis for the rigid body system. The systems we focus on in this work have only kinematic constraints. However, even for seemingly simple systems and constraints, the shortest paths for generic rigid body systems were only found recently, especially for 3D systems. Based on the Pontraygon's Maximum Principle (MPM) and Lagrange equations, we present the necessary conditions for optimal switches, which form the control synthesis boundaries. We formally show that the shortest path for nearby configurations will have similar adjoint functions and parameters, i.e., Lagrange multipliers. We further show that the gradients of the necessary condition equation can be used to verify whether a configuration is inside a control synthesis region or on the boundary. We present a procedure to find the shortest kinematic paths and control synthesis, using the gradients of the control constraints. Given the shortest path and the corresponding control sequences, the optimal control sequence for nearby configurations can be derived if and only if they belong to the same control synthesis region. The proposed procedure can work for both 2D and 3D rigid body systems. We use a 2D Dubins vehicle system to verify the correctness of the proposed approach. More verifications and experiments will be presented in the extensions of this work.

cs.RO↗

arXiv2022

Towards Constructing Finer then Homotopy Path Classes

This work presents a new path classification criterion to distinguish paths geometrically and topologically from the workspace, which is divided through cell decomposition, generating a medial-axis-like skeleton structure. We use this information as well as the topology of the robot to bound and classify different paths in the configuration space. We show that the path class found by the proposed method is equivalent to and finer than the path class defined by the homotopy of paths. The proposed path classes are easy to compute, compare, and can be used for various planning purposes. The classification builds heavily upon the topology of the robot and the geometry of the workspace, leading to an alternative fiber-bundle-based description of the configuration space. We introduce a planning framework to overcome obstacles and narrow passages using the proposed path classification method and the resulting path classes.

cs.RO↗

arXiv2022

From a few Accurate 2D Correspondences to 3D Point Clouds

Key points, correspondences, projection matrices, point clouds and dense clouds are the skeletons in image-based 3D reconstruction, of which point clouds have the important role in generating a realistic and natural model for a 3D reconstructed object. To achieve a good 3D reconstruction, the point clouds must be almost everywhere in the surface of the object. In this article, with a main purpose to build the point clouds covering the entire surface of the object, we propose a new feature named a geodesic feature or geo-feature. Based on the new geo-feature, if there are several (given) initial world points on the object's surface along with all accurately estimated projection matrices, some new world points on the geodesics connecting any two of these given world points will be reconstructed. Then the regions on the surface bordering by these initial world points will be covered by the point clouds. Thus, if the initial world points are around the surface, the point clouds will cover the entire surface. This article proposes a new method to estimate the world points and projection matrices from their correspondences. This method derives the closed-form and iterative solutions for the world points and projection matrices and proves that when the number of world points is less than seven and the number of images is at least five, the proposed solutions are global optimal. We propose an algorithm named World points from their Correspondences (WPfC) to estimate the world points and projection matrices from their correspondences, and another algorithm named Creating Point Clouds (CrPC) to create the point clouds from the world points and projection matrices given by the first algorithm.

cs.CV↗

arXiv2022

On Convergence of FedProx: Local Dissimilarity Invariant Bounds, Non-smoothness and Beyond

The FedProx algorithm is a simple yet powerful distributed proximal point optimization method widely used for federated learning (FL) over heterogeneous data. Despite its popularity and remarkable success witnessed in practice, the theoretical understanding of FedProx is largely underinvestigated: the appealing convergence behavior of FedProx is so far characterized under certain non-standard and unrealistic dissimilarity assumptions of local functions, and the results are limited to smooth optimization problems. In order to remedy these deficiencies, we develop a novel local dissimilarity invariant convergence theory for FedProx and its minibatch stochastic extension through the lens of algorithmic stability. As a result, we contribute to derive several new and deeper insights into FedProx for non-convex federated optimization including: 1) convergence guarantees independent on local dissimilarity type conditions; 2) convergence guarantees for non-smooth FL problems; and 3) linear speedup with respect to size of minibatch and number of sampled devices. Our theory for the first time reveals that local dissimilarity and smoothness are not must-have for FedProx to get favorable complexity bounds. Preliminary experimental results on a series of benchmark FL datasets are reported to demonstrate the benefit of minibatching for improving the sample efficiency of FedProx.

stat.ML↗

arXiv2022

Boosting the Confidence of Generalization for $L_2$-Stable Randomized Learning Algorithms

Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating distribution. Under the weaker and distribution dependent notions of stability such as hypothesis stability and $L_2$-stability, the literature suggests that only polynomial generalization bounds are possible in general cases. The present paper addresses this long standing tension between these two regimes of results and makes progress towards relaxing it inside a classic framework of confidence-boosting. To this end, we first establish an in-expectation first moment generalization error bound for potentially randomized learning algorithms with $L_2$-stability, based on which we then show that a properly designed subbagging process leads to near-tight exponential generalization bounds over the randomness of both data and algorithm. We further substantialize these generic results to stochastic gradient descent (SGD) to derive improved high-probability generalization bounds for convex or non-convex optimization problems with natural time decaying learning rates, which have not been possible to prove with the existing hypothesis stability or uniform stability based results.

stat.ML↗

arXiv2022

One Loss for Quantization: Deep Hashing with Discrete Wasserstein Distributional Matching

Image hashing is a principled approximate nearest neighbor approach to find similar items to a query in a large collection of images. Hashing aims to learn a binary-output function that maps an image to a binary vector. For optimal retrieval performance, producing balanced hash codes with low-quantization error to bridge the gap between the learning stage's continuous relaxation and the inference stage's discrete quantization is important. However, in the existing deep supervised hashing methods, coding balance and low-quantization error are difficult to achieve and involve several losses. We argue that this is because the existing quantization approaches in these methods are heuristically constructed and not effective to achieve these objectives. This paper considers an alternative approach to learning the quantization constraints. The task of learning balanced codes with low quantization error is re-formulated as matching the learned distribution of the continuous codes to a pre-defined discrete, uniform distribution. This is equivalent to minimizing the distance between two distributions. We then propose a computationally efficient distributional distance by leveraging the discrete property of the hash functions. This distributional distance is a valid distance and enjoys lower time and sample complexities. The proposed single-loss quantization objective can be integrated into any existing supervised hashing method to improve code balance and quantization error. Experiments confirm that the proposed approach substantially improves the performance of several representative hashing~methods.

cs.CV↗