Jiaoyang Huang

Kenji Kawaguchi, Zhun Deng, Kyle Luh et al. · mit

This paper proves that robustness implies generalization via data-dependent generalization bounds. As a result, robustness and generalization are shown to be connected closely in a data-dependent manner. Our bounds improve previous bounds in two directions, to solve an open problem that has seen little development since 2010. The first is to reduce the dependence on the covering number. The second is to remove the dependence on the hypothesis space. We present several examples, including ones for lasso and deep learning, in which our bounds are provably preferable. The experiments on real-world data and theoretical models demonstrate near-exponential improvements in various situations. To achieve these improvements, we do not require additional assumptions on the unknown distribution; instead, we only incorporate an observable and computable property of the training samples. A key technical innovation is an improved concentration bound for multinomial random variables that is of independent interest beyond robustness and generalization.

Han Gao, Xu Han, Jiaoyang Huang et al.

Recently the Transformer structure has shown good performances in graph learning tasks. However, these Transformer models directly work on graph nodes and may have difficulties learning high-level information. Inspired by the vision transformer, which applies to image patches, we propose a new Transformer-based graph neural network: Patch Graph Transformer (PatchGT). Unlike previous transformer-based models for learning graph representations, PatchGT learns from non-trainable graph patches, not from nodes directly. It can help save computation and improve the model performance. The key idea is to segment a graph into patches based on spectral clustering without any trainable parameters, with which the model can first use GNN layers to learn patch-level representations and then use Transformer to obtain graph-level representations. The architecture leverages the spectral information of graphs and combines the strengths of GNNs and Transformers. Further, we show the limitations of previous hierarchical trainable clusters theoretically and empirically. We also prove the proposed non-trainable spectral clustering method is permutation invariant and can help address the information bottlenecks in the graph. PatchGT achieves higher expressiveness than 1-WL-type GNNs, and the empirical study shows that PatchGT achieves competitive performances on benchmark datasets and provides interpretability to its predictions. The implementation of our algorithm is released at our Github repo: https://github.com/tufts-ml/PatchGT.

Gerard Ben Arous, Reza Gheissari, Jiaoyang Huang et al.

We rigorously study the relation between the training dynamics via stochastic gradient descent (SGD) and the spectra of empirical Hessian and gradient matrices. We prove that in two canonical classification tasks for multi-class high-dimensional mixtures and either 1 or 2-layer neural networks, both the SGD trajectory and emergent outlier eigenspaces of the Hessian and gradient matrices align with a common low-dimensional subspace. Moreover, in multi-layer settings this alignment occurs per layer, with the final layer's outlier eigenspace evolving over the course of training, and exhibiting rank deficiency when the SGD converges to sub-optimal classifiers. This establishes some of the rich predictions that have arisen from extensive numerical studies in the last decade about the spectra of Hessian and information matrices over the course of training in overparametrized networks.

Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang et al.

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of probability measures open up new avenues for algorithm development. This paper makes three contributions to this sampling approach by scrutinizing the design components of such gradient flows. Any instantiation of a gradient flow for sampling needs an energy functional and a metric to determine the flow, as well as numerical approximations of the flow to derive algorithms. Our first contribution is to show that the Kullback-Leibler divergence, as an energy functional, has the unique property (among all f-divergences) that gradient flows resulting from it do not depend on the normalization constant of the target distribution. Our second contribution is to study the choice of metric from the perspective of invariance. The Fisher-Rao metric is known as the unique choice (up to scaling) that is diffeomorphism invariant. As a computationally tractable alternative, we introduce a relaxed, affine invariance property for the metrics and gradient flows. In particular, we construct various affine invariant Wasserstein and Stein gradient flows. Affine invariant gradient flows are shown to behave more favorably than their non-affine-invariant counterparts when sampling highly anisotropic distributions, in theory and by using particle methods. Our third contribution is to study, and develop efficient algorithms based on Gaussian approximations of the gradient flows; this leads to an alternative to particle methods. We establish connections between various Gaussian approximate gradient flows, discuss their relation to gradient methods arising from parametric variational inference, and study their convergence properties both theoretically and numerically.

José A. Carrillo, Yifan Chen, Daniel Zhengyu Huang et al.

The dynamics of probability density functions has been extensively studied in science and engineering to understand physical phenomena and facilitate algorithmic design. Of particular interest are dynamics that can be formulated as gradient flows of energy functionals under the Wasserstein metric. The development of functional inequalities, such as the log-Sobolev inequality, plays a pivotal role in analyzing the convergence of these dynamics. The goal of this paper is to parallel the success of techniques using functional inequalities, for dynamics that are gradient flows under the Fisher-Rao metric, with various $f$-divergences as energy functionals. Such dynamics take the form of a nonlocal differential equation, for which existing analysis critically relies on using the explicit solution formula in special cases. We provide a comprehensive study on functional inequalities and the relevant geodesic convexity for Fisher-Rao gradient flows under minimal assumptions. A notable feature of the obtained functional inequalities is that they do not depend on the log-concavity or log-Sobolev constants of the target distribution. Consequently, the convergence rate of the dynamics (assuming well-posed) is uniform across general target distributions, making them potentially desirable dynamics for posterior sampling applications in Bayesian inference.

Kenji Kawaguchi, Zhun Deng, Xu Ji et al.

Numerous deep learning algorithms have been inspired by and understood via the notion of information bottleneck, where unnecessary information is (often implicitly) minimized while task-relevant information is maximized. However, a rigorous argument for justifying why it is desirable to control information bottlenecks has been elusive. In this paper, we provide the first rigorous learning theory for justifying the benefit of information bottleneck in deep learning by mathematically relating information bottleneck to generalization errors. Our theory proves that controlling information bottleneck is one way to control generalization errors in deep learning, although it is not the only or necessary way. We investigate the merit of our new mathematical findings with experiments across a range of architectures and learning settings. In many cases, generalization errors are shown to correlate with the degree of information bottleneck: i.e., the amount of the unnecessary information at hidden layers. This paper provides a theoretical foundation for current and future methods through the lens of information bottleneck. Our new generalization bounds scale with the degree of information bottleneck, unlike the previous bounds that scale with the number of parameters, VC dimension, Rademacher complexity, stability or robustness. Our code is publicly available at: https://github.com/xu-ji/information-bottleneck

Daniel Zhengyu Huang, Jiaoyang Huang, Zhengjiang Lin

Score-based generative models have emerged as a powerful approach for sampling high-dimensional probability distributions. Despite their effectiveness, their theoretical underpinnings remain relatively underdeveloped. In this work, we study the convergence properties of deterministic samplers based on probability flow ODEs from both theoretical and numerical perspectives. Assuming access to $L^2$-accurate estimates of the score function, we prove the total variation between the target and the generated data distributions can be bounded above by $\mathcal{O}(d^{3/4}δ^{1/2})$ in the continuous time level, where $d$ denotes the data dimension and $δ$ represents the $L^2$-score matching error. For practical implementations using a $p$-th order Runge-Kutta integrator with step size $h$, we establish error bounds of $\mathcal{O}(d^{3/4}δ^{1/2} + d\cdot(dh)^p)$ at the discrete level. Finally, we present numerical studies on problems up to 128 dimensions to verify our theory.

Daniel Zhengyu Huang, Jiaoyang Huang, Zhengjiang Lin

Diffusion probabilistic models generate samples by learning to reverse a noise-injection process that transforms data into noise. A key development is the reformulation of the reverse sampling process as a deterministic probability flow ordinary differential equation (ODE), which allows for efficient sampling using high-order numerical solvers. Unlike traditional time integrator analysis, the accuracy of this sampling procedure depends not only on numerical integration errors but also on the approximation quality and regularity of the learned score function, as well as their interaction. In this work, we present a rigorous convergence analysis of deterministic samplers derived from probability flow ODEs for general forward processes with arbitrary variance schedules. Specifically, we develop and analyze $p$-th order (exponential) Runge-Kutta schemes, under the practical assumption that the first and second derivatives of the learned score function are bounded. We prove that the total variation distance between the generated and target distributions can be bounded as \begin{align*} O\bigl(d^{\frac{7}{4}}\varepsilon_{\text{score}}^{\frac{1}{2}} +d(dH_{\max})^p\bigr), \end{align*} where $\varepsilon^2_{\text{score}}$ denotes the $L^2$ error in the score function approximation, $d$ is the data dimension, and $H_{\max}$ represents the maximum solver step size. Numerical experiments on benchmark datasets further confirm that the derivatives of the learned score function are bounded in practice.

Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang et al.

In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian inference for large-scale inverse problems in science and engineering applications. The computational challenges we address with the proposed methodology are: (i) the need for repeated evaluations of expensive forward models; (ii) the potential existence of multiple modes; and (iii) the fact that gradient of, or adjoint solver for, the forward model might not be feasible. While existing Bayesian inference methods meet some of these challenges individually, we propose a framework that tackles all three systematically. Our approach builds upon the Fisher-Rao gradient flow in probability space, yielding a dynamical system for probability densities that converges towards the target distribution at a uniform exponential rate. This rapid convergence is advantageous for the computational burden outlined in (i). We apply Gaussian mixture approximations with operator splitting techniques to simulate the flow numerically; the resulting approximation can capture multiple modes thus addressing (ii). Furthermore, we employ the Kalman methodology to facilitate a derivative-free update of these Gaussian components and their respective weights, addressing the issue in (iii). The proposed methodology results in an efficient derivative-free sampler flexible enough to handle multi-modal distributions: Gaussian Mixture Kalman Inversion (GMKI). The effectiveness of GMKI is demonstrated both theoretically and numerically in several experiments with multimodal target distributions, including proof-of-concept and two-dimensional examples, as well as a large-scale application: recovering the Navier-Stokes initial condition from solution data at positive times.

Gérard Ben Arous, Daniel Zhengyu Huang, Jiaoyang Huang

In this paper, we consider the singular values and singular vectors of low rank perturbations of large rectangular random matrices, in the regime the matrix is "long": we allow the number of rows (columns) to grow polynomially in the number of columns (rows). We prove there exists a critical signal-to-noise ratio (depending on the dimensions of the matrix), and the extreme singular values and singular vectors exhibit a BBP type phase transition. As a main application, we investigate the tensor unfolding algorithm for the asymmetric rank-one spiked tensor model, and obtain an exact threshold, which is independent of the procedure of tensor unfolding. If the signal-to-noise ratio is above the threshold, tensor unfolding detects the signals; otherwise, it fails to capture the signals.

Zhun Deng, Hangfeng He, Jiaoyang Huang et al.

An acknowledged weakness of neural networks is their vulnerability to adversarial perturbations to the inputs. To improve the robustness of these models, one of the most popular defense mechanisms is to alternatively maximize the loss over the constrained perturbations (or called adversaries) on the inputs using projected gradient ascent and minimize over weights. In this paper, we analyze the dynamics of the maximization step towards understanding the experimentally observed effectiveness of this defense mechanism. Specifically, we investigate the non-concave landscape of the adversaries for a two-layer neural network with a quadratic loss. Our main result proves that projected gradient ascent finds a local maximum of this non-concave problem in a polynomial number of iterations with high probability. To our knowledge, this is the first work that provides a convergence analysis of the first-order adversaries. Moreover, our analysis demonstrates that, in the initial phase of adversarial training, the scale of the inputs matters in the sense that a smaller input scale leads to faster convergence of adversarial training and a "more regular" landscape. Finally, we show that these theoretical findings are in excellent agreement with a series of experiments.

Jiaoyang Huang, Horng-Tzer Yau

The evolution of a deep neural network trained by the gradient descent can be described by its neural tangent kernel (NTK) as introduced in [20], where it was proven that in the infinite width limit the NTK converges to an explicit limiting kernel and it stays constant during training. The NTK was also implicit in some other recent papers [6,13,14]. In the overparametrization regime, a fully-trained deep neural network is indeed equivalent to the kernel regression predictor using the limiting NTK. And the gradient descent achieves zero training loss for a deep overparameterized neural network. However, it was observed in [5] that there is a performance gap between the kernel regression using the limiting NTK and the deep neural networks. This performance gap is likely to originate from the change of the NTK along training due to the finite width effect. The change of the NTK along the training is central to describe the generalization features of deep neural networks. In the current paper, we study the dynamic of the NTK for finite width deep fully-connected neural networks. We derive an infinite hierarchy of ordinary differential equations, the neural tangent hierarchy (NTH) which captures the gradient descent dynamic of the deep neural network. Moreover, under certain conditions on the neural network width and the data set dimension, we prove that the truncated hierarchy of NTH approximates the dynamic of the NTK up to arbitrary precision. This description makes it possible to directly study the change of the NTK for deep neural networks, and sheds light on the observation that deep neural networks outperform kernel regressions using the corresponding limiting NTK.

Kenji Kawaguchi, Jiaoyang Huang

In this paper, we theoretically prove that gradient descent can find a global minimum of non-convex optimization of all layers for nonlinear deep neural networks of sizes commonly encountered in practice. The theory developed in this paper only requires the practical degrees of over-parameterization unlike previous theories. Our theory only requires the number of trainable parameters to increase linearly as the number of training samples increases. This allows the size of the deep neural networks to be consistent with practice and to be several orders of magnitude smaller than that required by the previous theories. Moreover, we prove that the linear increase of the size of the network is the optimal rate and that it cannot be improved, except by a logarithmic factor. Furthermore, deep neural networks with the trainability guarantee are shown to generalize well to unseen test samples with a natural dataset but not a random dataset.

Kenji Kawaguchi, Jiaoyang Huang, Leslie Pack Kaelbling

For nonconvex optimization in machine learning, this article proves that every local minimum achieves the globally optimal value of the perturbable gradient basis model at any differentiable point. As a result, nonconvex machine learning is theoretically as supported as convex machine learning with a handcrafted basis in terms of the loss at differentiable local minima, except in the case when a preference is given to the handcrafted basis over the perturbable gradient basis. The proofs of these results are derived under mild assumptions. Accordingly, the proven results are directly applicable to many machine learning models, including practical deep neural networks, without any modification of practical methods. Furthermore, as special cases of our general results, this article improves or complements several state-of-the-art theoretical results on deep neural networks, deep residual networks, and overparameterized deep neural networks with a unified proof technique and novel geometric insights. A special case of our results also contributes to the theoretical foundation of representation learning.

Kenji Kawaguchi, Jiaoyang Huang, Leslie Pack Kaelbling

In this paper, we analyze the effects of depth and width on the quality of local minima, without strong over-parameterization and simplification assumptions in the literature. Without any simplification assumption, for deep nonlinear neural networks with the squared loss, we theoretically show that the quality of local minima tends to improve towards the global minimum value as depth and width increase. Furthermore, with a locally-induced structure on deep nonlinear neural networks, the values of local minima of neural networks are theoretically proven to be no worse than the globally optimal values of corresponding classical machine learning models. We empirically support our theoretical observation with a synthetic dataset as well as MNIST, CIFAR-10 and SVHN datasets. When compared to previous studies with strong over-parameterization assumptions, the results in this paper do not require over-parameterization, and instead show the gradual effects of over-parameterization as consequences of general results.