arXiv subjects

Rong Jin

Publications and source records attributed to Rong Jin.

At least 127 records · Page 7Linked to original sources

arXiv2020

DR Loss: Improving Object Detection by Distributional Ranking

Most of object detection algorithms can be categorized into two classes: two-stage detectors and one-stage detectors. Recently, many efforts have been devoted to one-stage detectors for the simple yet effective architecture. Different from two-stage detectors, one-stage detectors aim to identify foreground objects from all candidates in a single stage. This architecture is efficient but can suffer from the imbalance issue with respect to two aspects: the inter-class imbalance between the number of candidates from foreground and background classes and the intra-class imbalance in the hardness of background candidates, where only a few candidates are hard to be identified. In this work, we propose a novel distributional ranking (DR) loss to handle the challenge. For each image, we convert the classification problem to a ranking problem, which considers pairs of candidates within the image, to address the inter-class imbalance problem. Then, we push the distributions of confidence scores for foreground and background towards the decision boundary. After that, we optimize the rank of the expectations of derived distributions in lieu of original pairs. Our method not only mitigates the intra-class imbalance issue in background candidates but also improves the efficiency for the ranking algorithm. By merely replacing the focal loss in RetinaNet with the developed DR loss and applying ResNet-101 as the backbone, mAP of the single-scale test on COCO can be improved from 39.1% to 41.7% without bells and whistles, which demonstrates the effectiveness of the proposed loss function. Code is available at \url{https://github.com/idstcv/DR_loss}.

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arXiv2019

Non-asymptotic Analysis of Stochastic Methods for Non-Smooth Non-Convex Regularized Problems

Stochastic Proximal Gradient (SPG) methods have been widely used for solving optimization problems with a simple (possibly non-smooth) regularizer in machine learning and statistics. However, to the best of our knowledge no non-asymptotic convergence analysis of SPG exists for non-convex optimization with a non-smooth and non-convex regularizer. All existing non-asymptotic analysis of SPG for solving non-smooth non-convex problems require the non-smooth regularizer to be a convex function, and hence are not applicable to a non-smooth non-convex regularized problem. This work initiates the analysis to bridge this gap and opens the door to non-asymptotic convergence analysis of non-smooth non-convex regularized problems. We analyze several variants of mini-batch SPG methods for minimizing a non-convex objective that consists of a smooth non-convex loss and a non-smooth non-convex regularizer. Our contributions are two-fold: (i) we show that they enjoy the same complexities as their counterparts for solving convex regularized non-convex problems in terms of finding an approximate stationary point; (ii) we develop more practical variants using dynamic mini-batch size instead of a fixed mini-batch size without requiring the target accuracy level of solution. The significance of our results is that they improve upon the-state-of-art results for solving non-smooth non-convex regularized problems. We also empirically demonstrate the effectiveness of the considered SPG methods in comparison with other peer stochastic methods.

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arXiv2019

XNAS: Neural Architecture Search with Expert Advice

This paper introduces a novel optimization method for differential neural architecture search, based on the theory of prediction with expert advice. Its optimization criterion is well fitted for an architecture-selection, i.e., it minimizes the regret incurred by a sub-optimal selection of operations. Unlike previous search relaxations, that require hard pruning of architectures, our method is designed to dynamically wipe out inferior architectures and enhance superior ones. It achieves an optimal worst-case regret bound and suggests the use of multiple learning-rates, based on the amount of information carried by the backward gradients. Experiments show that our algorithm achieves a strong performance over several image classification datasets. Specifically, it obtains an error rate of 1.6% for CIFAR-10, 24% for ImageNet under mobile settings, and achieves state-of-the-art results on three additional datasets.

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arXiv2019

Robust Gaussian Process Regression for Real-Time High Precision GPS Signal Enhancement

Satellite-based positioning system such as GPS often suffers from large amount of noise that degrades the positioning accuracy dramatically especially in real-time applications. In this work, we consider a data-mining approach to enhance the GPS signal. We build a large-scale high precision GPS receiver grid system to collect real-time GPS signals for training. The Gaussian Process (GP) regression is chosen to model the vertical Total Electron Content (vTEC) distribution of the ionosphere of the Earth. Our experiments show that the noise in the real-time GPS signals often exceeds the breakdown point of the conventional robust regression methods resulting in sub-optimal system performance. We propose a three-step approach to address this challenge. In the first step we perform a set of signal validity tests to separate the signals into clean and dirty groups. In the second step, we train an initial model on the clean signals and then reweigting the dirty signals based on the residual error. A final model is retrained on both the clean signals and the reweighted dirty signals. In the theoretical analysis, we prove that the proposed three-step approach is able to tolerate much higher noise level than the vanilla robust regression methods if two reweighting rules are followed. We validate the superiority of the proposed method in our real-time high precision positioning system against several popular state-of-the-art robust regression methods. Our method achieves centimeter positioning accuracy in the benchmark region with probability $78.4\%$ , outperforming the second best baseline method by a margin of $8.3\%$. The benchmark takes 6 hours on 20,000 CPU cores or 14 years on a single CPU.

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arXiv2019

On the Computation and Communication Complexity of Parallel SGD with Dynamic Batch Sizes for Stochastic Non-Convex Optimization

For SGD based distributed stochastic optimization, computation complexity, measured by the convergence rate in terms of the number of stochastic gradient calls, and communication complexity, measured by the number of inter-node communication rounds, are two most important performance metrics. The classical data-parallel implementation of SGD over $N$ workers can achieve linear speedup of its convergence rate but incurs an inter-node communication round at each batch. We study the benefit of using dynamically increasing batch sizes in parallel SGD for stochastic non-convex optimization by charactering the attained convergence rate and the required number of communication rounds. We show that for stochastic non-convex optimization under the P-L condition, the classical data-parallel SGD with exponentially increasing batch sizes can achieve the fastest known $O(1/(NT))$ convergence with linear speedup using only $\log(T)$ communication rounds. For general stochastic non-convex optimization, we propose a Catalyst-like algorithm to achieve the fastest known $O(1/\sqrt{NT})$ convergence with only $O(\sqrt{NT}\log(\frac{T}{N}))$ communication rounds.

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arXiv2019

On the Linear Speedup Analysis of Communication Efficient Momentum SGD for Distributed Non-Convex Optimization

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent (SGD). A series of recent works study the linear speedup property of distributed SGD variants with reduced communication. The linear speedup property enable us to scale out the computing capability by adding more computing nodes into our system. The reduced communication complexity is desirable since communication overhead is often the performance bottleneck in distributed systems. Recently, momentum methods are more and more widely adopted in training machine learning models and can often converge faster and generalize better. For example, many practitioners use distributed SGD with momentum to train deep neural networks with big data. However, it remains unclear whether any distributed momentum SGD possesses the same linear speedup property as distributed SGD and has reduced communication complexity. This paper fills the gap by considering a distributed communication efficient momentum SGD method and proving its linear speedup property.

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arXiv2019

Shrinking the Upper Confidence Bound: A Dynamic Product Selection Problem for Urban Warehouses

The recent rising popularity of ultra-fast delivery services on retail platforms fuels the increasing use of urban warehouses, whose proximity to customers makes fast deliveries viable. The space limit in urban warehouses poses a problem for the online retailers: the number of products (SKUs) they carry is no longer "the more, the better", yet it can still be significantly large, reaching hundreds or thousands in a product category. In this paper, we study algorithms for dynamically identifying a large number of products (i.e., SKUs) with top customer purchase probabilities on the fly, from an ocean of potential products to offer on retailers' ultra-fast delivery platforms. We distill the product selection problem into a semi-bandit model with linear generalization. There are in total $N$ different arms, each with a feature vector of dimension $d$. The player pulls $K$ arms in each period and observes the bandit feedback from each of the pulled arms. We focus on the setting where $K$ is much greater than the number of total time periods $T$ or the dimension of product features $d$. We first analyze a standard UCB algorithm and show its regret bound can be expressed as the sum of a $T$-independent part $\tilde O(K d^{3/2})$ and a $T$-dependent part $\tilde O(d\sqrt{KT})$, which we refer to as "fixed cost" and "variable cost" respectively. To reduce the fixed cost for large $K$ values, we propose a novel online learning algorithm, which iteratively shrinks the upper confidence bounds within each period, and show its fixed cost is reduced by a factor of $d$ to $\tilde O(K \sqrt{d})$. Moreover, we test the algorithms on an industrial dataset from Alibaba Group. Experimental results show that our new algorithm reduces the total regret of the standard UCB algorithm by at least 10%.

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arXiv2019

Multinomial Logit Bandit with Linear Utility Functions

Multinomial logit bandit is a sequential subset selection problem which arises in many applications. In each round, the player selects a $K$-cardinality subset from $N$ candidate items, and receives a reward which is governed by a {\it multinomial logit} (MNL) choice model considering both item utility and substitution property among items. The player's objective is to dynamically learn the parameters of MNL model and maximize cumulative reward over a finite horizon $T$. This problem faces the exploration-exploitation dilemma, and the involved combinatorial nature makes it non-trivial. In recent years, there have developed some algorithms by exploiting specific characteristics of the MNL model, but all of them estimate the parameters of MNL model separately and incur a regret no better than $\tilde{O}\big(\sqrt{NT}\big)$ which is not preferred for large candidate set size $N$. In this paper, we consider the {\it linear utility} MNL choice model whose item utilities are represented as linear functions of $d$-dimension item features, and propose an algorithm, titled {\bf LUMB}, to exploit the underlying structure. It is proven that the proposed algorithm achieves $\tilde{O}\big(dK\sqrt{T}\big)$ regret which is free of candidate set size. Experiments show the superiority of the proposed algorithm.

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arXiv2019

On the Convergence of (Stochastic) Gradient Descent with Extrapolation for Non-Convex Optimization

Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine learning tasks. However, it has not been analyzed for non-convex minimization and there still remains a gap between the theory and the practice. In this paper, we analyze gradient descent and stochastic gradient descent with extrapolation for finding an approximate first-order stationary point in smooth non-convex optimization problems. Our convergence upper bounds show that the algorithms with extrapolation can be accelerated than without extrapolation.

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arXiv2019

Stochastic Optimization for DC Functions and Non-smooth Non-convex Regularizers with Non-asymptotic Convergence

Difference of convex (DC) functions cover a broad family of non-convex and possibly non-smooth and non-differentiable functions, and have wide applications in machine learning and statistics. Although deterministic algorithms for DC functions have been extensively studied, stochastic optimization that is more suitable for learning with big data remains under-explored. In this paper, we propose new stochastic optimization algorithms and study their first-order convergence theories for solving a broad family of DC functions. We improve the existing algorithms and theories of stochastic optimization for DC functions from both practical and theoretical perspectives. On the practical side, our algorithm is more user-friendly without requiring a large mini-batch size and more efficient by saving unnecessary computations. On the theoretical side, our convergence analysis does not necessarily require the involved functions to be smooth with Lipschitz continuous gradient. Instead, the convergence rate of the proposed stochastic algorithm is automatically adaptive to the Hölder continuity of the gradient of one component function. Moreover, we extend the proposed stochastic algorithms for DC functions to solve problems with a general non-convex non-differentiable regularizer, which does not necessarily have a DC decomposition but enjoys an efficient proximal mapping. To the best of our knowledge, this is the first work that gives the first non-asymptotic convergence for solving non-convex optimization whose objective has a general non-convex non-differentiable regularizer.

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arXiv2019

Stagewise Training Accelerates Convergence of Testing Error Over SGD

Stagewise training strategy is widely used for learning neural networks, which runs a stochastic algorithm (e.g., SGD) starting with a relatively large step size (aka learning rate) and geometrically decreasing the step size after a number of iterations. It has been observed that the stagewise SGD has much faster convergence than the vanilla SGD with a polynomially decaying step size in terms of both training error and testing error. {\it But how to explain this phenomenon has been largely ignored by existing studies.} This paper provides some theoretical evidence for explaining this faster convergence. In particular, we consider a stagewise training strategy for minimizing empirical risk that satisfies the Polyak-Łojasiewicz (PL) condition, which has been observed/proved for neural networks and also holds for a broad family of convex functions. For convex loss functions and two classes of "nice-behaviored" non-convex objectives that are close to a convex function, we establish faster convergence of stagewise training than the vanilla SGD under the PL condition on both training error and testing error. Experiments on stagewise learning of deep residual networks exhibits that it satisfies one type of non-convexity assumption and therefore can be explained by our theory. Of independent interest, the testing error bounds for the considered non-convex loss functions are dimensionality and norm independent.

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arXiv2019

Which Factorization Machine Modeling is Better: A Theoretical Answer with Optimal Guarantee

Factorization machine (FM) is a popular machine learning model to capture the second order feature interactions. The optimal learning guarantee of FM and its generalized version is not yet developed. For a rank $k$ generalized FM of $d$ dimensional input, the previous best known sampling complexity is $\mathcal{O}[k^{3}d\cdot\mathrm{polylog}(kd)]$ under Gaussian distribution. This bound is sub-optimal comparing to the information theoretical lower bound $\mathcal{O}(kd)$. In this work, we aim to tighten this bound towards optimal and generalize the analysis to sub-gaussian distribution. We prove that when the input data satisfies the so-called $τ$-Moment Invertible Property, the sampling complexity of generalized FM can be improved to $\mathcal{O}[k^{2}d\cdot\mathrm{polylog}(kd)/τ^{2}]$. When the second order self-interaction terms are excluded in the generalized FM, the bound can be improved to the optimal $\mathcal{O}[kd\cdot\mathrm{polylog}(kd)]$ up to the logarithmic factors. Our analysis also suggests that the positive semi-definite constraint in the conventional FM is redundant as it does not improve the sampling complexity while making the model difficult to optimize. We evaluate our improved FM model in real-time high precision GPS signal calibration task to validate its superiority.

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arXiv2018

Robust Optimization over Multiple Domains

In this work, we study the problem of learning a single model for multiple domains. Unlike the conventional machine learning scenario where each domain can have the corresponding model, multiple domains (i.e., applications/users) may share the same machine learning model due to maintenance loads in cloud computing services. For example, a digit-recognition model should be applicable to hand-written digits, house numbers, car plates, etc. Therefore, an ideal model for cloud computing has to perform well at each applicable domain. To address this new challenge from cloud computing, we develop a framework of robust optimization over multiple domains. In lieu of minimizing the empirical risk, we aim to learn a model optimized to the adversarial distribution over multiple domains. Hence, we propose to learn the model and the adversarial distribution simultaneously with the stochastic algorithm for efficiency. Theoretically, we analyze the convergence rate for convex and non-convex models. To our best knowledge, we first study the convergence rate of learning a robust non-convex model with a practical algorithm. Furthermore, we demonstrate that the robustness of the framework and the convergence rate can be further enhanced by appropriate regularizers over the adversarial distribution. The empirical study on real-world fine-grained visual categorization and digits recognition tasks verifies the effectiveness and efficiency of the proposed framework.

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arXiv2018

Dynamic Regret of Strongly Adaptive Methods

To cope with changing environments, recent developments in online learning have introduced the concepts of adaptive regret and dynamic regret independently. In this paper, we illustrate an intrinsic connection between these two concepts by showing that the dynamic regret can be expressed in terms of the adaptive regret and the functional variation. This observation implies that strongly adaptive algorithms can be directly leveraged to minimize the dynamic regret. As a result, we present a series of strongly adaptive algorithms that have small dynamic regrets for convex functions, exponentially concave functions, and strongly convex functions, respectively. To the best of our knowledge, this is the first time that exponential concavity is utilized to upper bound the dynamic regret. Moreover, all of those adaptive algorithms do not need any prior knowledge of the functional variation, which is a significant advantage over previous specialized methods for minimizing dynamic regret.

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arXiv2018

Large-scale Distance Metric Learning with Uncertainty

Distance metric learning (DML) has been studied extensively in the past decades for its superior performance with distance-based algorithms. Most of the existing methods propose to learn a distance metric with pairwise or triplet constraints. However, the number of constraints is quadratic or even cubic in the number of the original examples, which makes it challenging for DML to handle the large-scale data set. Besides, the real-world data may contain various uncertainty, especially for the image data. The uncertainty can mislead the learning procedure and cause the performance degradation. By investigating the image data, we find that the original data can be observed from a small set of clean latent examples with different distortions. In this work, we propose the margin preserving metric learning framework to learn the distance metric and latent examples simultaneously. By leveraging the ideal properties of latent examples, the training efficiency can be improved significantly while the learned metric also becomes robust to the uncertainty in the original data. Furthermore, we can show that the metric is learned from latent examples only, but it can preserve the large margin property even for the original data. The empirical study on the benchmark image data sets demonstrates the efficacy and efficiency of the proposed method.

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arXiv2018

Learning with Non-Convex Truncated Losses by SGD

Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper, we study a family of objective functions formed by truncating traditional loss functions, which is applicable to both shallow learning and deep learning. Truncating loss functions has potential to be less vulnerable and more robust to large noise in observations that could be adversarial. More importantly, it is a generic technique without assuming the knowledge of noise distribution. To justify non-convex learning with truncated losses, we establish excess risk bounds of empirical risk minimization based on truncated losses for heavy-tailed output, and statistical error of an approximate stationary point found by stochastic gradient descent (SGD) method. Our experiments for shallow and deep learning for regression with outliers, corrupted data and heavy-tailed noise further justify the proposed method.

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arXiv2018

Fast Rates of ERM and Stochastic Approximation: Adaptive to Error Bound Conditions

Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set. They have recently received increasing attention in the field of optimization for developing optimization algorithms with fast convergence. However, the studies of EBC in statistical learning are hitherto still limited. The main contributions of this paper are two-fold. First, we develop fast and intermediate rates of empirical risk minimization (ERM) under EBC for risk minimization with Lipschitz continuous, and smooth convex random functions. Second, we establish fast and intermediate rates of an efficient stochastic approximation (SA) algorithm for risk minimization with Lipschitz continuous random functions, which requires only one pass of $n$ samples and adapts to EBC. For both approaches, the convergence rates span a full spectrum between $\widetilde O(1/\sqrt{n})$ and $\widetilde O(1/n)$ depending on the power constant in EBC, and could be even faster than $O(1/n)$ in special cases for ERM. Moreover, these convergence rates are automatically adaptive without using any knowledge of EBC. Overall, this work not only strengthens the understanding of ERM for statistical learning but also brings new fast stochastic algorithms for solving a broad range of statistical learning problems.

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arXiv2018

First-order Stochastic Algorithms for Escaping From Saddle Points in Almost Linear Time

Two classes of methods have been proposed for escaping from saddle points with one using the second-order information carried by the Hessian and the other adding the noise into the first-order information. The existing analysis for algorithms using noise in the first-order information is quite involved and hides the essence of added noise, which hinder further improvements of these algorithms. In this paper, we present a novel perspective of noise-adding technique, i.e., adding the noise into the first-order information can help extract the negative curvature from the Hessian matrix, and provide a formal reasoning of this perspective by analyzing a simple first-order procedure. More importantly, the proposed procedure enables one to design purely first-order stochastic algorithms for escaping from non-degenerate saddle points with a much better time complexity (almost linear time in terms of the problem's dimensionality). In particular, we develop a {\bf first-order stochastic algorithm} based on our new technique and an existing algorithm that only converges to a first-order stationary point to enjoy a time complexity of {$\widetilde O(d/ε^{3.5})$ for finding a nearly second-order stationary point $\bf{x}$ such that $\|\nabla F(bf{x})\|\leq ε$ and $\nabla^2 F(bf{x})\geq -\sqrtεI$ (in high probability), where $F(\cdot)$ denotes the objective function and $d$ is the dimensionality of the problem. To the best of our knowledge, this is the best theoretical result of first-order algorithms for stochastic non-convex optimization, which is even competitive with if not better than existing stochastic algorithms hinging on the second-order information.

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