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Yaoliang Yu

Publications and source records attributed to Yaoliang Yu.

71 records · Page 4Linked to original sources
arXiv2019

Exploiting Token and Path-based Representations of Code for Identifying Security-Relevant Commits

Public vulnerability databases such as CVE and NVD account for only 60% of security vulnerabilities present in open-source projects, and are known to suffer from inconsistent quality. Over the last two years, there has been considerable growth in the number of known vulnerabilities across projects available in various repositories such as NPM and Maven Central. Such an increasing risk calls for a mechanism to infer the presence of security threats in a timely manner. We propose novel hierarchical deep learning models for the identification of security-relevant commits from either the commit diff or the source code for the Java classes. By comparing the performance of our model against code2vec, a state-of-the-art model that learns from path-based representations of code, and a logistic regression baseline, we show that deep learning models show promising results in identifying security-related commits. We also conduct a comparative analysis of how various deep learning models learn across different input representations and the effect of regularization on the generalization of our models.

cs.SE↗
arXiv2019

Robust Multiple Kernel k-means Clustering using Min-Max Optimization

Multiple kernel learning is a type of multiview learning that combines different data modalities by capturing view-specific patterns using kernels. Although supervised multiple kernel learning has been extensively studied, until recently, only a few unsupervised approaches have been proposed. In the meanwhile, adversarial learning has recently received much attention. Many works have been proposed to defend against adversarial examples. However, little is known about the effect of adversarial perturbation in the context of multiview learning, and even less in the unsupervised case. In this study, we show that adversarial features added to a view can make the existing approaches with the min-max formulation in multiple kernel clustering yield unfavorable clusters. To address this problem and inspired by recent works in adversarial learning, we propose a multiple kernel clustering method with the min-max framework that aims to be robust to such adversarial perturbation. We evaluate the robustness of our method on simulation data under different types of adversarial perturbations and show that it outperforms several compared existing methods. In the real data analysis, We demonstrate the utility of our method on a real-world problem.

cs.LG↗
arXiv2019

Understanding Adversarial Robustness: The Trade-off between Minimum and Average Margin

Deep models, while being extremely versatile and accurate, are vulnerable to adversarial attacks: slight perturbations that are imperceptible to humans can completely flip the prediction of deep models. Many attack and defense mechanisms have been proposed, although a satisfying solution still largely remains elusive. In this work, we give strong evidence that during training, deep models maximize the minimum margin in order to achieve high accuracy, but at the same time decrease the \emph{average} margin hence hurting robustness. Our empirical results highlight an intrinsic trade-off between accuracy and robustness for current deep model training. To further address this issue, we propose a new regularizer to explicitly promote average margin, and we verify through extensive experiments that it does lead to better robustness. Our regularized objective remains Fisher-consistent, hence asymptotically can still recover the Bayes optimal classifier.

cs.LG↗
arXiv2019

Sum-of-Squares Polynomial Flow

Triangular map is a recent construct in probability theory that allows one to transform any source probability density function to any target density function. Based on triangular maps, we propose a general framework for high-dimensional density estimation, by specifying one-dimensional transformations (equivalently conditional densities) and appropriate conditioner networks. This framework (a) reveals the commonalities and differences of existing autoregressive and flow based methods, (b) allows a unified understanding of the limitations and representation power of these recent approaches and, (c) motivates us to uncover a new Sum-of-Squares (SOS) flow that is interpretable, universal, and easy to train. We perform several synthetic experiments on various density geometries to demonstrate the benefits (and short-comings) of such transformations. SOS flows achieve competitive results in simulations and several real-world datasets.

cs.LG↗
arXiv2019

Distributional Reinforcement Learning for Efficient Exploration

In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The first is a decaying schedule to suppress the intrinsic uncertainty. The second is an exploration bonus calculated from the upper quantiles of the learned distribution. In Atari 2600 games, our method outperforms QR-DQN in 12 out of 14 hard games (achieving 483 \% average gain across 49 games in cumulative rewards over QR-DQN with a big win in Venture). We also compared our algorithm with QR-DQN in a challenging 3D driving simulator (CARLA). Results show that our algorithm achieves near-optimal safety rewards twice faster than QRDQN.

cs.LG↗
arXiv2018

Provably noise-robust, regularised $k$-means clustering

We consider the problem of clustering in the presence of noise. That is, when on top of cluster structure, the data also contains a subset of \emph{unstructured} points. Our goal is to detect the clusters despite the presence of many unstructured points. Any algorithm that achieves this goal is noise-robust. We consider a regularisation method which converts any center-based clustering objective into a noise-robust one. We focus on the $k$-means objective and we prove that the regularised version of $k$-means is NP-Hard even for $k=1$. We consider two algorithms based on the convex (sdp and lp) relaxation of the regularised objective and prove robustness guarantees for both. The sdp and lp relaxation of the standard (non-regularised) $k$-means objective has been previously studied by [ABC+15]. Under the stochastic ball model of the data they show that the sdp-based algorithm recovers the underlying structure as long as the balls are separated by $δ> 2\sqrt{2} + ε$. We improve upon this result in two ways. First, we show recovery even for $δ> 2 + ε$. Second, our regularised algorithm recovers the balls even in the presence of noise so long as the number of noisy points is not too large. We complement our theoretical analysis with simulations and analyse the effect of various parameters like regularization constant, noise-level etc. on the performance of our algorithm. In the presence of noise, our algorithm performs better than $k$-means++ on MNIST.

cs.LG↗
arXiv2017

Convex-constrained Sparse Additive Modeling and Its Extensions

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. In this work we show how shape constraints such as convexity/concavity and their extensions, can be integrated into additive models. The proposed sparse difference of convex additive models (SDCAM) can estimate most continuous functions without any a priori smoothness assumption. Motivated by a characterization of difference of convex functions, our method incorporates a natural regularization functional to avoid overfitting and to reduce model complexity. Computationally, we develop an efficient backfitting algorithm with linear per-iteration complexity. Experiments on both synthetic and real data verify that our method is competitive against state-of-the-art sparse additive models, with improved performance in most scenarios.

cs.LG↗
arXiv2017

Distributed Proximal Gradient Algorithm for Partially Asynchronous Computer Clusters

With ever growing data volume and model size, an error-tolerant, communication efficient, yet versatile distributed algorithm has become vital for the success of many large-scale machine learning applications. In this work we propose m-PAPG, an implementation of the flexible proximal gradient algorithm in model parallel systems equipped with the partially asynchronous communication protocol. The worker machines communicate asynchronously with a controlled staleness bound $s$ and operate at different frequencies. We characterize various convergence properties of m-PAPG: 1) Under a general non-smooth and non-convex setting, we prove that every limit point of the sequence generated by m-PAPG is a critical point of the objective function; 2) Under an error bound condition, we prove that the function value decays linearly for every $s$ steps; 3) Under the Kurdyka-$Ł$ojasiewicz inequality, we prove that the sequences generated by m-PAPG converge to the same critical point, provided that a proximal Lipschitz condition is satisfied.

math.OC↗
arXiv2017

Dropout with Expectation-linear Regularization

Dropout, a simple and effective way to train deep neural networks, has led to a number of impressive empirical successes and spawned many recent theoretical investigations. However, the gap between dropout's training and inference phases, introduced due to tractability considerations, has largely remained under-appreciated. In this work, we first formulate dropout as a tractable approximation of some latent variable model, leading to a clean view of parameter sharing and enabling further theoretical analysis. Then, we introduce (approximate) expectation-linear dropout neural networks, whose inference gap we are able to formally characterize. Algorithmically, we show that our proposed measure of the inference gap can be used to regularize the standard dropout training objective, resulting in an \emph{explicit} control of the gap. Our method is as simple and efficient as standard dropout. We further prove the upper bounds on the loss in accuracy due to expectation-linearization, describe classes of input distributions that expectation-linearize easily. Experiments on three image classification benchmark datasets demonstrate that reducing the inference gap can indeed improve the performance consistently.

cs.LG↗
arXiv2016

Additive Approximations in High Dimensional Nonparametric Regression via the SALSA

High dimensional nonparametric regression is an inherently difficult problem with known lower bounds depending exponentially in dimension. A popular strategy to alleviate this curse of dimensionality has been to use additive models of \emph{first order}, which model the regression function as a sum of independent functions on each dimension. Though useful in controlling the variance of the estimate, such models are often too restrictive in practical settings. Between non-additive models which often have large variance and first order additive models which have large bias, there has been little work to exploit the trade-off in the middle via additive models of intermediate order. In this work, we propose SALSA, which bridges this gap by allowing interactions between variables, but controls model capacity by limiting the order of interactions. SALSA minimises the residual sum of squares with squared RKHS norm penalties. Algorithmically, it can be viewed as Kernel Ridge Regression with an additive kernel. When the regression function is additive, the excess risk is only polynomial in dimension. Using the Girard-Newton formulae, we efficiently sum over a combinatorial number of terms in the additive expansion. Via a comparison on $15$ real datasets, we show that our method is competitive against $21$ other alternatives.

stat.ML↗
arXiv2015

Distributed Machine Learning via Sufficient Factor Broadcasting

Matrix-parametrized models, including multiclass logistic regression and sparse coding, are used in machine learning (ML) applications ranging from computer vision to computational biology. When these models are applied to large-scale ML problems starting at millions of samples and tens of thousands of classes, their parameter matrix can grow at an unexpected rate, resulting in high parameter synchronization costs that greatly slow down distributed learning. To address this issue, we propose a Sufficient Factor Broadcasting (SFB) computation model for efficient distributed learning of a large family of matrix-parameterized models, which share the following property: the parameter update computed on each data sample is a rank-1 matrix, i.e., the outer product of two "sufficient factors" (SFs). By broadcasting the SFs among worker machines and reconstructing the update matrices locally at each worker, SFB improves communication efficiency --- communication costs are linear in the parameter matrix's dimensions, rather than quadratic --- without affecting computational correctness. We present a theoretical convergence analysis of SFB, and empirically corroborate its efficiency on four different matrix-parametrized ML models.

cs.LG↗
arXiv2015

Efficient Structured Matrix Rank Minimization

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use the full SVD, nor (b) resort to augmented Lagrangian techniques, nor (c) solve linear systems per iteration. Instead, we formulate the problem differently so that it is amenable to a generalized conditional gradient method, which results in a practical improvement with low per iteration computational cost. Numerical results show that our approach significantly outperforms state-of-the-art competitors in terms of running time, while effectively recovering low rank solutions in stochastic system realization and spectral compressed sensing problems.

eess.SY↗
arXiv2015

Distributed Machine Learning via Sufficient Factor Broadcasting

Matrix-parametrized models, including multiclass logistic regression and sparse coding, are used in machine learning (ML) applications ranging from computer vision to computational biology. When these models are applied to large-scale ML problems starting at millions of samples and tens of thousands of classes, their parameter matrix can grow at an unexpected rate, resulting in high parameter synchronization costs that greatly slow down distributed learning. To address this issue, we propose a Sufficient Factor Broadcasting (SFB) computation model for efficient distributed learning of a large family of matrix-parameterized models, which share the following property: the parameter update computed on each data sample is a rank-1 matrix, i.e., the outer product of two "sufficient factors" (SFs). By broadcasting the SFs among worker machines and reconstructing the update matrices locally at each worker, SFB improves communication efficiency --- communication costs are linear in the parameter matrix's dimensions, rather than quadratic --- without affecting computational correctness. We present a theoretical convergence analysis of SFB, and empirically corroborate its efficiency on four different matrix-parametrized ML models.

cs.LG↗
arXiv2015

Petuum: A New Platform for Distributed Machine Learning on Big Data

What is a systematic way to efficiently apply a wide spectrum of advanced ML programs to industrial scale problems, using Big Models (up to 100s of billions of parameters) on Big Data (up to terabytes or petabytes)? Modern parallelization strategies employ fine-grained operations and scheduling beyond the classic bulk-synchronous processing paradigm popularized by MapReduce, or even specialized graph-based execution that relies on graph representations of ML programs. The variety of approaches tends to pull systems and algorithms design in different directions, and it remains difficult to find a universal platform applicable to a wide range of ML programs at scale. We propose a general-purpose framework that systematically addresses data- and model-parallel challenges in large-scale ML, by observing that many ML programs are fundamentally optimization-centric and admit error-tolerant, iterative-convergent algorithmic solutions. This presents unique opportunities for an integrative system design, such as bounded-error network synchronization and dynamic scheduling based on ML program structure. We demonstrate the efficacy of these system designs versus well-known implementations of modern ML algorithms, allowing ML programs to run in much less time and at considerably larger model sizes, even on modestly-sized compute clusters.

stat.ML↗
arXiv2014

Generalized Conditional Gradient for Sparse Estimation

Structured sparsity is an important modeling tool that expands the applicability of convex formulations for data analysis, however it also creates significant challenges for efficient algorithm design. In this paper we investigate the generalized conditional gradient (GCG) algorithm for solving structured sparse optimization problems---demonstrating that, with some enhancements, it can provide a more efficient alternative to current state of the art approaches. After providing a comprehensive overview of the convergence properties of GCG, we develop efficient methods for evaluating polar operators, a subroutine that is required in each GCG iteration. In particular, we show how the polar operator can be efficiently evaluated in two important scenarios: dictionary learning and structured sparse estimation. A further improvement is achieved by interleaving GCG with fixed-rank local subspace optimization. A series of experiments on matrix completion, multi-class classification, multi-view dictionary learning and overlapping group lasso shows that the proposed method can significantly reduce the training cost of current alternatives.

math.OC↗
arXiv2012

Regularizers versus Losses for Nonlinear Dimensionality Reduction: A Factored View with New Convex Relaxations

We demonstrate that almost all non-parametric dimensionality reduction methods can be expressed by a simple procedure: regularized loss minimization plus singular value truncation. By distinguishing the role of the loss and regularizer in such a process, we recover a factored perspective that reveals some gaps in the current literature. Beyond identifying a useful new loss for manifold unfolding, a key contribution is to derive new convex regularizers that combine distance maximization with rank reduction. These regularizers can be applied to any loss.

cs.LG↗
arXiv2012

Analysis of Kernel Mean Matching under Covariate Shift

In real supervised learning scenarios, it is not uncommon that the training and test sample follow different probability distributions, thus rendering the necessity to correct the sampling bias. Focusing on a particular covariate shift problem, we derive high probability confidence bounds for the kernel mean matching (KMM) estimator, whose convergence rate turns out to depend on some regularity measure of the regression function and also on some capacity measure of the kernel. By comparing KMM with the natural plug-in estimator, we establish the superiority of the former hence provide concrete evidence/understanding to the effectiveness of KMM under covariate shift.

cs.LG↗