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Zirui Zhou

Publications and source records attributed to Zirui Zhou.

49 records · Page 3Linked to original sources

Improving Fairness for Data Valuation in Horizontal Federated Learning

Federated learning is an emerging decentralized machine learning scheme that allows multiple data owners to work collaboratively while ensuring data privacy. The success of federated learning depends largely on the participation of data owners. To sustain and encourage data owners' participation, it is crucial to fairly evaluate the quality of the data provided by the data owners and reward them correspondingly. Federated Shapley value, recently proposed by Wang et al. [Federated Learning, 2020], is a measure for data value under the framework of federated learning that satisfies many desired properties for data valuation. However, there are still factors of potential unfairness in the design of federated Shapley value because two data owners with the same local data may not receive the same evaluation. We propose a new measure called completed federated Shapley value to improve the fairness of federated Shapley value. The design depends on completing a matrix consisting of all the possible contributions by different subsets of the data owners. It is shown under mild conditions that this matrix is approximately low-rank by leveraging concepts and tools from optimization. Both theoretical analysis and empirical evaluation verify that the proposed measure does improve fairness in many circumstances.

cs.LG↗

A class of singular bilinear maximal functions

Lebesgue space bounds $L^{p_1}({\mathbb R}^1) \times L^{p_2}(^1) \to L^q({\mathbb R}^1)$ are established for certain maximal bilinear operators. The proof combines a trilinear smoothing inequality with Calderón-Zygmund theory. A reference to overlapping work of other authors on one observation has been added.

math.CA↗

Cubic regularization methods with second-order complexity guarantee based on a new subproblem reformulation

The cubic regularization (CR) algorithm has attracted a lot of attentions in the literature in recent years. We propose a new reformulation of the cubic regularization subproblem. The reformulation is an unconstrained convex problem that requires computing the minimum eigenvalue of the Hessian. Then based on this reformulation, we derive a variant of the (non-adaptive) CR provided a known Lipschitz constant for the Hessian and a variant of adaptive regularization with cubics (ARC). We show that the iteration complexity of our variants matches the best known bounds for unconstrained minimization algorithms using first- and second-order information. Moreover, we show that the operation complexity of both of our variants also matches the state-of-the-art bounds in the literature. Numerical experiments on test problems from CUTEst collection show that the ARC based on our new subproblem reformulation is comparable to existing algorithms.

math.OC↗

Personalized Cross-Silo Federated Learning on Non-IID Data

Non-IID data present a tough challenge for federated learning. In this paper, we explore a novel idea of facilitating pairwise collaborations between clients with similar data. We propose FedAMP, a new method employing federated attentive message passing to facilitate similar clients to collaborate more. We establish the convergence of FedAMP for both convex and non-convex models, and propose a heuristic method to further improve the performance of FedAMP when clients adopt deep neural networks as personalized models. Our extensive experiments on benchmark data sets demonstrate the superior performance of the proposed methods.

cs.LG↗

Penalty and Augmented Lagrangian Methods for Constrained DC Programming

In this paper we consider a class of structured nonsmooth difference-of-convex (DC) constrained DC program in which the first convex component of the objective and constraints is the sum of a smooth and nonsmooth functions while their second convex component is the supremum of finitely many convex smooth functions. The existing methods for this problem usually have a weak convergence guarantee or require a feasible initial point. Inspired by the recent work (Math Oper. Res. 42(1):95--118, 2017 by Pang et al.), in this paper we propose two infeasible methods with strong convergence guarantee for the considered problem. The first one is a penalty method that consists of finding an approximate D-stationary point of a sequence of penalty subproblems. We show that any feasible accumulation point of the solution sequence generated by such a penalty method is a B-stationary point of the problem under a weakest possible assumption that it satisfies a pointwise Slater constraint qualification (PSCQ). The second one is an augmented Lagrangian (AL) method that consists of finding an approximate D-stationary point of a sequence of AL subproblems. Under the same PSCQ condition as for the penalty method, we show that any feasible accumulation point of the solution sequence generated by such an AL method is a B-stationary point of the problem, and moreover, it satisfies a KKT type of optimality condition for the problem, together with any accumulation point of the sequence of a set of auxiliary Lagrangian multipliers. We also propose an efficient successive convex approximation method for computing an approximate D-stationary point of the penalty and AL subproblems. Finally, some numerical experiments are conducted to demonstrate the efficiency of our proposed methods.

math.OC↗

Non-Convex Exact Community Recovery in Stochastic Block Model

Community detection in graphs that are generated according to stochastic block models (SBMs) has received much attention lately. In this paper, we focus on the binary symmetric SBM -- in which a graph of $n$ vertices is randomly generated by first partitioning the vertices into two equal-sized communities and then connecting each pair of vertices with probability that depends on their community memberships -- and study the associated exact community recovery problem. Although the maximum-likelihood formulation of the problem is non-convex and discrete, we propose to tackle it using a popular iterative method called projected power iterations. To ensure fast convergence of the method, we initialize it using a point that is generated by another iterative method called orthogonal iterations, which is a classic method for computing invariant subspaces of a symmetric matrix. We show that in the logarithmic sparsity regime of the problem, with high probability the proposed two-stage method can exactly recover the two communities down to the information-theoretic limit in $\mathcal{O}(n\log^2n/\log\log n)$ time, which is competitive with a host of existing state-of-the-art methods that have the same recovery performance. We also conduct numerical experiments on both synthetic and real data sets to demonstrate the efficacy of our proposed method and complement our theoretical development.

math.OC↗

An Optimal Resource Allocator of Elastic Training for Deep Learning Jobs on Cloud

Cloud training platforms, such as Amazon Web Services and Huawei Cloud provide users with computational resources to train their deep learning jobs. Elastic training is a service embedded in cloud training platforms that dynamically scales up or down the resources allocated to a job. The core technique of an elastic training system is to best allocate limited resources among heterogeneous jobs in terms of shorter queueing delay and higher training efficiency. This paper presents an optimal resource allocator for elastic training system that leverages a mixed-integer programming (MIP) model to maximize the training progress of deep learning jobs. We take advantage of the real-world job data obtained from ModelArts, the deep learning training platform of Huawei Cloud and conduct simulation experiments to compare the optimal resource allocator with a greedy one as benchmark. Numerical results show that the proposed allocator can reduce queuing time by up to 32% and accelerate training efficiency by up to 24% relative to the greedy resource allocator, thereby greatly improving user experience with Huawei ModelArts and potentially enabling the realization of higher profits for the product. Also, the optimal resource allocator is fast in decision-making, taking merely 0.4 seconds on average.

eess.SY↗

Optimal Non-Convex Exact Recovery in Stochastic Block Model via Projected Power Method

In this paper, we study the problem of exact community recovery in the symmetric stochastic block model, where a graph of $n$ vertices is randomly generated by partitioning the vertices into $K \ge 2$ equal-sized communities and then connecting each pair of vertices with probability that depends on their community memberships. Although the maximum-likelihood formulation of this problem is discrete and non-convex, we propose to tackle it directly using projected power iterations with an initialization that satisfies a partial recovery condition. Such an initialization can be obtained by a host of existing methods. We show that in the logarithmic degree regime of the considered problem, the proposed method can exactly recover the underlying communities at the information-theoretic limit. Moreover, with a qualified initialization, it runs in $\mathcal{O}(n\log^2n/\log\log n)$ time, which is competitive with existing state-of-the-art methods. We also present numerical results of the proposed method to support and complement our theoretical development.

math.OC↗

Analysis on hybrid fractals

We introduce hybrid fractals as a class of fractals constructed by gluing several fractal pieces in a specific manner and study energy forms and Laplacians on them. We consider in particular a hybrid based on the $3$-level Sierpinski gasket, for which we construct explicitly an energy form with the property that it does not "capture" the $3$-level Sierpinski gasket structure. This characteristic type of energy forms that "miss" parts of the structure of the underlying space are investigated in the more general framework of finitely ramified cell structures. The spectrum of the associated Laplacian and its asymptotic behavior in two different hybrids is analyzed theoretically and numerically. A website with further numerical data analysis is available at http://www.math.cornell.edu/~harry970804/.

math.FA↗

On the Quadratic Convergence of the Cubic Regularization Method under a Local Error Bound Condition

In this paper we consider the cubic regularization (CR) method for minimizing a twice continuously differentiable function. While the CR method is widely recognized as a globally convergent variant of Newton's method with superior iteration complexity, existing results on its local quadratic convergence require a stringent non-degeneracy condition. We prove that under a local error bound (EB) condition, which is much weaker a requirement than the existing non-degeneracy condition, the sequence of iterates generated by the CR method converges at least Q-quadratically to a second-order critical point. This indicates that adding a cubic regularization not only equips Newton's method with remarkable global convergence properties but also enables it to converge quadratically even in the presence of degenerate solutions. As a byproduct, we show that without assuming convexity, the proposed EB condition is equivalent to a quadratic growth condition, which could be of independent interest. To demonstrate the usefulness and relevance of our convergence analysis, we focus on two concrete nonconvex optimization problems that arise in phase retrieval and low-rank matrix recovery, respectively, and prove that with overwhelming probability, the sequence of iterates generated by the CR method for solving these two problems converges at least Q-quadratically to a global minimizer. We also present numerical results of the CR method when applied to solve these two problems to support and complement our theoretical development.

math.OC↗

A Family of Inexact SQA Methods for Non-Smooth Convex Minimization with Provable Convergence Guarantees Based on the Luo-Tseng Error Bound Property

We propose a new family of inexact sequential quadratic approximation (SQA) methods, which we call the inexact regularized proximal Newton ($\textsf{IRPN}$) method, for minimizing the sum of two closed proper convex functions, one of which is smooth and the other is possibly non-smooth. Our proposed method features strong convergence guarantees even when applied to problems with degenerate solutions while allowing the inner minimization to be solved inexactly. Specifically, we prove that when the problem possesses the so-called Luo-Tseng error bound (EB) property, $\textsf{IRPN}$ converges globally to an optimal solution, and the local convergence rate of the sequence of iterates generated by $\textsf{IRPN}$ is linear, superlinear, or even quadratic, depending on the choice of parameters of the algorithm. Prior to this work, such EB property has been extensively used to establish the linear convergence of various first-order methods. However, to the best of our knowledge, this work is the first to use the Luo-Tseng EB property to establish the superlinear convergence of SQA-type methods for non-smooth convex minimization. As a consequence of our result, $\textsf{IRPN}$ is capable of solving regularized regression or classification problems under the high-dimensional setting with provable convergence guarantees. We compare our proposed $\textsf{IRPN}$ with several empirically efficient algorithms by applying them to the $\ell_1$-regularized logistic regression problem. Experiment results show the competitiveness of our proposed method.

math.OC↗

Partially Bounded Transformations have Trivial Centralizer

We prove that for infinite rank-one transformations satisfying a property called "partial boundedness," the only commuting transformations are powers of the original transformation. This shows that a large class of infinite measure-preserving rank-one transformations with bounded cuts have trivial centralizers. We also characterize when partially bounded transformations are isomorphic to their inverse.

math.DS↗

A Unified Approach to Error Bounds for Structured Convex Optimization Problems

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for solving optimization problems. In this paper, we present a new framework for establishing error bounds for a class of structured convex optimization problems, in which the objective function is the sum of a smooth convex function and a general closed proper convex function. Such a class encapsulates not only fairly general constrained minimization problems but also various regularized loss minimization formulations in machine learning, signal processing, and statistics. Using our framework, we show that a number of existing error bound results can be recovered in a unified and transparent manner. To further demonstrate the power of our framework, we apply it to a class of nuclear-norm regularized loss minimization problems and establish a new error bound for this class under a strict complementarity-type regularity condition. We then complement this result by constructing an example to show that the said error bound could fail to hold without the regularity condition. Consequently, we obtain a rather complete answer to a question raised by Tseng. We believe that our approach will find further applications in the study of error bounds for structured convex optimization problems.

math.OC↗