Jikai Hou

Jianqing Fan, Jikai Hou, Mengxin Yu

This paper concerns with statistical estimation and inference for the ranking problems based on pairwise comparisons with additional covariate information such as the attributes of the compared items. Despite extensive studies, few prior literatures investigate this problem under the more realistic setting where covariate information exists. To tackle this issue, we propose a novel model, Covariate-Assisted Ranking Estimation (CARE) model, that extends the well-known Bradley-Terry-Luce (BTL) model, by incorporating the covariate information. Specifically, instead of assuming every compared item has a fixed latent score $\{θ_i^*\}_{i=1}^n$, we assume the underlying scores are given by $\{α_i^*+{x}_i^\topβ^*\}_{i=1}^n$, where $α_i^*$ and ${x}_i^\topβ^*$ represent latent baseline and covariate score of the $i$-th item, respectively. We impose natural identifiability conditions and derive the $\ell_{\infty}$- and $\ell_2$-optimal rates for the maximum likelihood estimator of $\{α_i^*\}_{i=1}^{n}$ and $β^*$ under a sparse comparison graph, using a novel `leave-one-out' technique (Chen et al., 2019) . To conduct statistical inferences, we further derive asymptotic distributions for the MLE of $\{α_i^*\}_{i=1}^n$ and $β^*$ with minimal sample complexity. This allows us to answer the question whether some covariates have any explanation power for latent scores and to threshold some sparse parameters to improve the ranking performance. We improve the approximation method used in (Gao et al., 2021) for the BLT model and generalize it to the CARE model. Moreover, we validate our theoretical results through large-scale numerical studies and an application to the mutual fund stock holding dataset.

Bin Dong, Jikai Hou, Yiping Lu et al.

Distillation is a method to transfer knowledge from one model to another and often achieves higher accuracy with the same capacity. In this paper, we aim to provide a theoretical understanding on what mainly helps with the distillation. Our answer is "early stopping". Assuming that the teacher network is overparameterized, we argue that the teacher network is essentially harvesting dark knowledge from the data via early stopping. This can be justified by a new concept, {Anisotropic Information Retrieval (AIR)}, which means that the neural network tends to fit the informative information first and the non-informative information (including noise) later. Motivated by the recent development on theoretically analyzing overparameterized neural networks, we can characterize AIR by the eigenspace of the Neural Tangent Kernel(NTK). AIR facilities a new understanding of distillation. With that, we further utilize distillation to refine noisy labels. We propose a self-distillation algorithm to sequentially distill knowledge from the network in the previous training epoch to avoid memorizing the wrong labels. We also demonstrate, both theoretically and empirically, that self-distillation can benefit from more than just early stopping. Theoretically, we prove convergence of the proposed algorithm to the ground truth labels for randomly initialized overparameterized neural networks in terms of $\ell_2$ distance, while the previous result was on convergence in $0$-$1$ loss. The theoretical result ensures the learned neural network enjoy a margin on the training data which leads to better generalization. Empirically, we achieve better testing accuracy and entirely avoid early stopping which makes the algorithm more user-friendly.

Tianle Cai, Ruiqi Gao, Jikai Hou et al.

First-order methods such as stochastic gradient descent (SGD) are currently the standard algorithm for training deep neural networks. Second-order methods, despite their better convergence rate, are rarely used in practice due to the prohibitive computational cost in calculating the second-order information. In this paper, we propose a novel Gram-Gauss-Newton (GGN) algorithm to train deep neural networks for regression problems with square loss. Our method draws inspiration from the connection between neural network optimization and kernel regression of neural tangent kernel (NTK). Different from typical second-order methods that have heavy computational cost in each iteration, GGN only has minor overhead compared to first-order methods such as SGD. We also give theoretical results to show that for sufficiently wide neural networks, the convergence rate of GGN is \emph{quadratic}. Furthermore, we provide convergence guarantee for mini-batch GGN algorithm, which is, to our knowledge, the first convergence result for the mini-batch version of a second-order method on overparameterized neural networks. Preliminary experiments on regression tasks demonstrate that for training standard networks, our GGN algorithm converges much faster and achieves better performance than SGD.