LGSep 30, 2022
Sparse Random Networks for Communication-Efficient Federated LearningBerivan Isik, Francesco Pase, Deniz Gunduz et al. · stanford
One main challenge in federated learning is the large communication cost of exchanging weight updates from clients to the server at each round. While prior work has made great progress in compressing the weight updates through gradient compression methods, we propose a radically different approach that does not update the weights at all. Instead, our method freezes the weights at their initial \emph{random} values and learns how to sparsify the random network for the best performance. To this end, the clients collaborate in training a \emph{stochastic} binary mask to find the optimal sparse random network within the original one. At the end of the training, the final model is a sparse network with random weights -- or a subnetwork inside the dense random network. We show improvements in accuracy, communication (less than $1$ bit per parameter (bpp)), convergence speed, and final model size (less than $1$ bpp) over relevant baselines on MNIST, EMNIST, CIFAR-10, and CIFAR-100 datasets, in the low bitrate regime under various system configurations.
LGJun 22, 2023
Adaptive Compression in Federated Learning via Side InformationBerivan Isik, Francesco Pase, Deniz Gunduz et al. · stanford
The high communication cost of sending model updates from the clients to the server is a significant bottleneck for scalable federated learning (FL). Among existing approaches, state-of-the-art bitrate-accuracy tradeoffs have been achieved using stochastic compression methods -- in which the client $n$ sends a sample from a client-only probability distribution $q_{φ^{(n)}}$, and the server estimates the mean of the clients' distributions using these samples. However, such methods do not take full advantage of the FL setup where the server, throughout the training process, has side information in the form of a global distribution $p_θ$ that is close to the clients' distribution $q_{φ^{(n)}}$ in Kullback-Leibler (KL) divergence. In this work, we exploit this closeness between the clients' distributions $q_{φ^{(n)}}$'s and the side information $p_θ$ at the server, and propose a framework that requires approximately $D_{KL}(q_{φ^{(n)}}|| p_θ)$ bits of communication. We show that our method can be integrated into many existing stochastic compression frameworks to attain the same (and often higher) test accuracy with up to $82$ times smaller bitrate than the prior work -- corresponding to 2,650 times overall compression.
LGJun 8, 2023
Exact Optimality of Communication-Privacy-Utility Tradeoffs in Distributed Mean EstimationBerivan Isik, Wei-Ning Chen, Ayfer Ozgur et al. · stanford
We study the mean estimation problem under communication and local differential privacy constraints. While previous work has proposed \emph{order}-optimal algorithms for the same problem (i.e., asymptotically optimal as we spend more bits), \emph{exact} optimality (in the non-asymptotic setting) still has not been achieved. In this work, we take a step towards characterizing the \emph{exact}-optimal approach in the presence of shared randomness (a random variable shared between the server and the user) and identify several conditions for \emph{exact} optimality. We prove that one of the conditions is to utilize a rotationally symmetric shared random codebook. Based on this, we propose a randomization mechanism where the codebook is a randomly rotated simplex -- satisfying the properties of the \emph{exact}-optimal codebook. The proposed mechanism is based on a $k$-closest encoding which we prove to be \emph{exact}-optimal for the randomly rotated simplex codebook.
AIJun 4
Agent Memory: Characterization and System Implications of Stateful Long-Horizon WorkloadsYasmine Omri, Ziyu Gan, Zachary Broveak et al.
LLM agents are increasingly deployed on long-horizon tasks requiring sustained reasoning over extended interaction histories. Realizing this at scale requires agents to persistently store, retrieve, and update their own memory across sessions. A rich ecosystem of agent memory systems has emerged spanning flat retrieval, LLM-mediated extraction, consolidating fact stores, and agentic control flows. Yet, their system-level behavior remains uncharacterized. We present the first systems characterization of agent memory. First, we introduce a system-oriented taxonomy classifying agent memory systems along four axes. Second, we build a phase-aware profiling harness attributing cost to construction, retrieval, and generation. Third, we characterize ten representative systems across two benchmark suites, uncovering how design choices shift cost across the write and read paths. Finally, we derive 10 system recommendations covering construction scheduling, capability floors, amortization via query volume, freshness-latency tradeoffs, and fleet-scale management.
GTNov 5, 2022
Leveraging the Hints: Adaptive Bidding in Repeated First-Price AuctionsWei Zhang, Yanjun Han, Zhengyuan Zhou et al.
With the advent and increasing consolidation of e-commerce, digital advertising has very recently replaced traditional advertising as the main marketing force in the economy. In the past four years, a particularly important development in the digital advertising industry is the shift from second-price auctions to first-price auctions for online display ads. This shift immediately motivated the intellectually challenging question of how to bid in first-price auctions, because unlike in second-price auctions, bidding one's private value truthfully is no longer optimal. Following a series of recent works in this area, we consider a differentiated setup: we do not make any assumption about other bidders' maximum bid (i.e. it can be adversarial over time), and instead assume that we have access to a hint that serves as a prediction of other bidders' maximum bid, where the prediction is learned through some blackbox machine learning model. We consider two types of hints: one where a single point-prediction is available, and the other where a hint interval (representing a type of confidence region into which others' maximum bid falls) is available. We establish minimax optimal regret bounds for both cases and highlight the quantitatively different behavior between the two settings. We also provide improved regret bounds when the others' maximum bid exhibits the further structure of sparsity. Finally, we complement the theoretical results with demonstrations using real bidding data.
ITApr 16
The LZ78 SourceNaomi Sagan, Amir Dembo, Matthew Ho et al.
We study a family of processes generated according to sequential probability assignments induced by the LZ78 universal compressor. We characterize entropic and distributional properties such as their entropy and relative entropy rates, finite-state compressibility and log loss of their realizations, and the empirical distributions that they induce. Though not quite stationary, these sources are "almost stationary and ergodic;" similar to stationary and ergodic processes, they satisfy a Shannon-McMillan-Breiman-type property: the normalized log probability of their realizations converges almost surely to their entropy rate. Further, they are locally "almost i.i.d." in the sense that the finite-dimensional empirical distributions of their realizations converge almost surely to a deterministic i.i.d. law. However, unlike stationary ergodic sources, the finite-state compressibility of their realizations is almost surely strictly larger than their entropy rate by a "Jensen gap". We present simulations demonstrating the theoretical results. These sources allow to gauge the performance of sequential probability models, both classical and deep learning-based, on non-Markovian non-stationary data. As such, we apply realizations of the LZ78 source to the study of in-context learning in transformer models.
CLJun 24, 2024Code
Lottery Ticket Adaptation: Mitigating Destructive Interference in LLMsAshwinee Panda, Berivan Isik, Xiangyu Qi et al.
Existing methods for adapting large language models (LLMs) to new tasks are not suited to multi-task adaptation because they modify all the model weights -- causing destructive interference between tasks. The resulting effects, such as catastrophic forgetting of earlier tasks, make it challenging to obtain good performance on multiple tasks at the same time. To mitigate this, we propose Lottery Ticket Adaptation (LoTA), a sparse adaptation method that identifies and optimizes only a sparse subnetwork of the model. We evaluate LoTA on a wide range of challenging tasks such as instruction following, reasoning, math, and summarization. LoTA obtains better performance than full fine-tuning and low-rank adaptation (LoRA), and maintains good performance even after training on other tasks -- thus, avoiding catastrophic forgetting. By extracting and fine-tuning over lottery tickets (or sparse task vectors), LoTA also enables model merging over highly dissimilar tasks. Our code is made publicly available at https://github.com/kiddyboots216/lottery-ticket-adaptation.
IVJun 26, 2021Code
Txt2Vid: Ultra-Low Bitrate Compression of Talking-Head Videos via TextPulkit Tandon, Shubham Chandak, Pat Pataranutaporn et al.
Video represents the majority of internet traffic today, driving a continual race between the generation of higher quality content, transmission of larger file sizes, and the development of network infrastructure. In addition, the recent COVID-19 pandemic fueled a surge in the use of video conferencing tools. Since videos take up considerable bandwidth (~100 Kbps to a few Mbps), improved video compression can have a substantial impact on network performance for live and pre-recorded content, providing broader access to multimedia content worldwide. We present a novel video compression pipeline, called Txt2Vid, which dramatically reduces data transmission rates by compressing webcam videos ("talking-head videos") to a text transcript. The text is transmitted and decoded into a realistic reconstruction of the original video using recent advances in deep learning based voice cloning and lip syncing models. Our generative pipeline achieves two to three orders of magnitude reduction in the bitrate as compared to the standard audio-video codecs (encoders-decoders), while maintaining equivalent Quality-of-Experience based on a subjective evaluation by users (n = 242) in an online study. The Txt2Vid framework opens up the potential for creating novel applications such as enabling audio-video communication during poor internet connectivity, or in remote terrains with limited bandwidth. The code for this work is available at https://github.com/tpulkit/txt2vid.git.
SPNov 1, 2019Code
LFZip: Lossy compression of multivariate floating-point time series data via improved predictionShubham Chandak, Kedar Tatwawadi, Chengtao Wen et al.
Time series data compression is emerging as an important problem with the growth in IoT devices and sensors. Due to the presence of noise in these datasets, lossy compression can often provide significant compression gains without impacting the performance of downstream applications. In this work, we propose an error-bounded lossy compressor, LFZip, for multivariate floating-point time series data that provides guaranteed reconstruction up to user-specified maximum absolute error. The compressor is based on the prediction-quantization-entropy coder framework and benefits from improved prediction using linear models and neural networks. We evaluate the compressor on several time series datasets where it outperforms the existing state-of-the-art error-bounded lossy compressors. The code and data are available at https://github.com/shubhamchandak94/LFZip
LGMay 8, 2025
ItDPDM: Information-Theoretic Discrete Poisson Diffusion ModelSagnik Bhattacharya, Abhiram Gorle, Ahsan Bilal et al.
Generative modeling of non-negative, discrete data, such as symbolic music, remains challenging due to two persistent limitations in existing methods. Firstly, many approaches rely on modeling continuous embeddings, which is suboptimal for inherently discrete data distributions. Secondly, most models optimize variational bounds rather than exact data likelihood, resulting in inaccurate likelihood estimates and degraded sampling quality. While recent diffusion-based models have addressed these issues separately, we tackle them jointly. In this work, we introduce the Information-Theoretic Discrete Poisson Diffusion Model (ItDPDM), inspired by photon arrival process, which combines exact likelihood estimation with fully discrete-state modeling. Central to our approach is an information-theoretic Poisson Reconstruction Loss (PRL) that has a provable exact relationship with the true data likelihood. ItDPDM achieves improved likelihood and sampling performance over prior discrete and continuous diffusion models on a variety of synthetic discrete datasets. Furthermore, on real-world datasets such as symbolic music and images, ItDPDM attains superior likelihood estimates and competitive generation quality-demonstrating a proof of concept for distribution-robust discrete generative modeling.
CVSep 26, 2025
Vision-Language Alignment from Compressed Image Representations using 2D Gaussian SplattingYasmine Omri, Connor Ding, Tsachy Weissman et al.
Modern vision language pipelines are driven by RGB vision encoders trained on massive image text corpora. While these pipelines have enabled impressive zero shot capabilities and strong transfer across tasks, they still inherit two structural inefficiencies from the pixel domain: (i) transmitting dense RGB images from edge devices to the cloud is energy intensive and costly, and (ii) patch based tokenization explodes sequence length, stressing attention budgets and context limits. We explore 2D Gaussian Splatting (2DGS) as an alternative visual substrate for alignment: a compact, spatially adaptive representation that parameterizes images by a set of colored anisotropic Gaussians. We develop a scalable 2DGS pipeline with structured initialization, luminance aware pruning, and batched CUDA kernels, achieving over 90x faster fitting and about 97% GPU utilization compared to prior implementations. We further adapt contrastive language image pretraining (CLIP) to 2DGS by reusing a frozen RGB-based transformer backbone with a lightweight splat aware input stem and a perceiver resampler, training only about 7% of the total parameters. On large DataComp subsets, GS encoders yield meaningful zero shot ImageNet-1K performance while compressing inputs 3 to 20x relative to pixels. While accuracy currently trails RGB encoders, our results establish 2DGS as a viable multimodal substrate, pinpoint architectural bottlenecks, and open a path toward representations that are both semantically powerful and transmission efficient for edge cloud learning.
LGMay 26, 2025
Win Fast or Lose Slow: Balancing Speed and Accuracy in Latency-Sensitive Decisions of LLMsHao Kang, Qingru Zhang, Han Cai et al.
Large language models (LLMs) have shown remarkable performance across diverse reasoning and generation tasks, and are increasingly deployed as agents in dynamic environments such as code generation and recommendation systems. However, many real-world applications, such as high-frequency trading and real-time competitive gaming, require decisions under strict latency constraints, where faster responses directly translate into higher rewards. Despite the importance of this latency quality trade off, it remains underexplored in the context of LLM based agents. In this work, we present the first systematic study of this trade off in real time decision making tasks. To support our investigation, we introduce two new benchmarks: HFTBench, a high frequency trading simulation, and StreetFighter, a competitive gaming platform. Our analysis reveals that optimal latency quality balance varies by task, and that sacrificing quality for lower latency can significantly enhance downstream performance. To address this, we propose FPX, an adaptive framework that dynamically selects model size and quantization level based on real time demands. Our method achieves the best performance on both benchmarks, improving win rate by up to 80% in Street Fighter and boosting daily yield by up to 26.52% in trading, underscoring the need for latency aware evaluation and deployment strategies for LLM based agents. These results demonstrate the critical importance of latency aware evaluation and deployment strategies for real world LLM based agents. Our benchmarks are available at Latency Sensitive Benchmarks.
ITFeb 7, 2022
Lossy Compression of Noisy Data for Private and Data-Efficient LearningBerivan Isik, Tsachy Weissman
Storage-efficient privacy-preserving learning is crucial due to increasing amounts of sensitive user data required for modern learning tasks. We propose a framework for reducing the storage cost of user data while at the same time providing privacy guarantees, without essential loss in the utility of the data for learning. Our method comprises noise injection followed by lossy compression. We show that, when appropriately matching the lossy compression to the distribution of the added noise, the compressed examples converge, in distribution, to that of the noise-free training data as the sample size of the training data (or the dimension of the training data) increases. In this sense, the utility of the data for learning is essentially maintained, while reducing storage and privacy leakage by quantifiable amounts. We present experimental results on the CelebA dataset for gender classification and find that our suggested pipeline delivers in practice on the promise of the theory: the individuals in the images are unrecognizable (or less recognizable, depending on the noise level), overall storage of the data is substantially reduced, with no essential loss (and in some cases a slight boost) to the classification accuracy. As an added bonus, our experiments suggest that our method yields a substantial boost to robustness in the face of adversarial test data.
LGFeb 16, 2021
An Information-Theoretic Justification for Model PruningBerivan Isik, Tsachy Weissman, Albert No
We study the neural network (NN) compression problem, viewing the tension between the compression ratio and NN performance through the lens of rate-distortion theory. We choose a distortion metric that reflects the effect of NN compression on the model output and derive the tradeoff between rate (compression) and distortion. In addition to characterizing theoretical limits of NN compression, this formulation shows that \emph{pruning}, implicitly or explicitly, must be a part of a good compression algorithm. This observation bridges a gap between parts of the literature pertaining to NN and data compression, respectively, providing insight into the empirical success of model pruning. Finally, we propose a novel pruning strategy derived from our information-theoretic formulation and show that it outperforms the relevant baselines on CIFAR-10 and ImageNet datasets.
LGFeb 15, 2021
Neural Network Compression for Noisy Storage DevicesBerivan Isik, Kristy Choi, Xin Zheng et al.
Compression and efficient storage of neural network (NN) parameters is critical for applications that run on resource-constrained devices. Despite the significant progress in NN model compression, there has been considerably less investigation in the actual \textit{physical} storage of NN parameters. Conventionally, model compression and physical storage are decoupled, as digital storage media with error-correcting codes (ECCs) provide robust error-free storage. However, this decoupled approach is inefficient as it ignores the overparameterization present in most NNs and forces the memory device to allocate the same amount of resources to every bit of information regardless of its importance. In this work, we investigate analog memory devices as an alternative to digital media -- one that naturally provides a way to add more protection for significant bits unlike its counterpart, but is noisy and may compromise the stored model's performance if used naively. We develop a variety of robust coding strategies for NN weight storage on analog devices, and propose an approach to jointly optimize model compression and memory resource allocation. We then demonstrate the efficacy of our approach on models trained on MNIST, CIFAR-10 and ImageNet datasets for existing compression techniques. Compared to conventional error-free digital storage, our method reduces the memory footprint by up to one order of magnitude, without significantly compromising the stored model's accuracy.
LGJul 9, 2020
Learning to Bid Optimally and Efficiently in Adversarial First-price AuctionsYanjun Han, Zhengyuan Zhou, Aaron Flores et al.
First-price auctions have very recently swept the online advertising industry, replacing second-price auctions as the predominant auction mechanism on many platforms. This shift has brought forth important challenges for a bidder: how should one bid in a first-price auction, where unlike in second-price auctions, it is no longer optimal to bid one's private value truthfully and hard to know the others' bidding behaviors? In this paper, we take an online learning angle and address the fundamental problem of learning to bid in repeated first-price auctions, where both the bidder's private valuations and other bidders' bids can be arbitrary. We develop the first minimax optimal online bidding algorithm that achieves an $\widetilde{O}(\sqrt{T})$ regret when competing with the set of all Lipschitz bidding policies, a strong oracle that contains a rich set of bidding strategies. This novel algorithm is built on the insight that the presence of a good expert can be leveraged to improve performance, as well as an original hierarchical expert-chaining structure, both of which could be of independent interest in online learning. Further, by exploiting the product structure that exists in the problem, we modify this algorithm--in its vanilla form statistically optimal but computationally infeasible--to a computationally efficient and space efficient algorithm that also retains the same $\widetilde{O}(\sqrt{T})$ minimax optimal regret guarantee. Additionally, through an impossibility result, we highlight that one is unlikely to compete this favorably with a stronger oracle (than the considered Lipschitz bidding policies). Finally, we test our algorithm on three real-world first-price auction datasets obtained from Verizon Media and demonstrate our algorithm's superior performance compared to several existing bidding algorithms.
LGMar 22, 2020
Optimal No-regret Learning in Repeated First-price AuctionsYanjun Han, Zhengyuan Zhou, Tsachy Weissman
We study online learning in repeated first-price auctions where a bidder, only observing the winning bid at the end of each auction, learns to adaptively bid in order to maximize her cumulative payoff. To achieve this goal, the bidder faces censored feedback: if she wins the bid, then she is not able to observe the highest bid of the other bidders, which we assume is \textit{iid} drawn from an unknown distribution. In this paper, we develop the first learning algorithm that achieves a near-optimal $\widetilde{O}(\sqrt{T})$ regret bound, by exploiting two structural properties of first-price auctions, i.e. the specific feedback structure and payoff function. We first formulate the feedback structure in first-price auctions as partially ordered contextual bandits, a combination of the graph feedback across actions (bids), the cross learning across contexts (private values), and a partial order over the contexts. We establish both strengths and weaknesses of this framework, by showing a curious separation that a regret nearly independent of the action/context sizes is possible under stochastic contexts, but is impossible under adversarial contexts. In particular, this framework leads to an $O(\sqrt{T}\log^{2.5}T)$ regret for first-price auctions when the bidder's private values are \emph{iid}. Despite the limitation of the above framework, we further exploit the special payoff function of first-price auctions to develop a sample-efficient algorithm even in the presence of adversarially generated private values. We establish an $O(\sqrt{T}\log^3 T)$ regret bound for this algorithm, hence providing a complete characterization of optimal learning guarantees for first-price auctions.
LGNov 19, 2018
Neural Joint Source-Channel CodingKristy Choi, Kedar Tatwawadi, Aditya Grover et al.
For reliable transmission across a noisy communication channel, classical results from information theory show that it is asymptotically optimal to separate out the source and channel coding processes. However, this decomposition can fall short in the finite bit-length regime, as it requires non-trivial tuning of hand-crafted codes and assumes infinite computational power for decoding. In this work, we propose to jointly learn the encoding and decoding processes using a new discrete variational autoencoder model. By adding noise into the latent codes to simulate the channel during training, we learn to both compress and error-correct given a fixed bit-length and computational budget. We obtain codes that are not only competitive against several separation schemes, but also learn useful robust representations of the data for downstream tasks such as classification. Finally, inference amortization yields an extremely fast neural decoder, almost an order of magnitude faster compared to standard decoding methods based on iterative belief propagation.
IVOct 25, 2018
Towards improved lossy image compression: Human image reconstruction with public-domain imagesAshutosh Bhown, Soham Mukherjee, Sean Yang et al.
Lossy image compression has been studied extensively in the context of typical loss functions such as RMSE, MS-SSIM, etc. However, compression at low bitrates generally produces unsatisfying results. Furthermore, the availability of massive public image datasets appears to have hardly been exploited in image compression. Here, we present a paradigm for eliciting human image reconstruction in order to perform lossy image compression. In this paradigm, one human describes images to a second human, whose task is to reconstruct the target image using publicly available images and text instructions. The resulting reconstructions are then evaluated by human raters on the Amazon Mechanical Turk platform and compared to reconstructions obtained using state-of-the-art compressor WebP. Our results suggest that prioritizing semantic visual elements may be key to achieving significant improvements in image compression, and that our paradigm can be used to develop a more human-centric loss function. The images, results and additional data are available at https://compression.stanford.edu/human-compression
MEFeb 23, 2018
Local moment matching: A unified methodology for symmetric functional estimation and distribution estimation under Wasserstein distanceYanjun Han, Jiantao Jiao, Tsachy Weissman
We present \emph{Local Moment Matching (LMM)}, a unified methodology for symmetric functional estimation and distribution estimation under Wasserstein distance. We construct an efficiently computable estimator that achieves the minimax rates in estimating the distribution up to permutation, and show that the plug-in approach of our unlabeled distribution estimator is "universal" in estimating symmetric functionals of discrete distributions. Instead of doing best polynomial approximation explicitly as in existing literature of functional estimation, the plug-in approach conducts polynomial approximation implicitly and attains the optimal sample complexity for the entropy, power sum and support size functionals.
LGFeb 22, 2018
Entropy Rate Estimation for Markov Chains with Large State SpaceYanjun Han, Jiantao Jiao, Chuan-Zheng Lee et al.
Estimating the entropy based on data is one of the prototypical problems in distribution property testing and estimation. For estimating the Shannon entropy of a distribution on $S$ elements with independent samples, [Paninski2004] showed that the sample complexity is sublinear in $S$, and [Valiant--Valiant2011] showed that consistent estimation of Shannon entropy is possible if and only if the sample size $n$ far exceeds $\frac{S}{\log S}$. In this paper we consider the problem of estimating the entropy rate of a stationary reversible Markov chain with $S$ states from a sample path of $n$ observations. We show that: (1) As long as the Markov chain mixes not too slowly, i.e., the relaxation time is at most $O(\frac{S}{\ln^3 S})$, consistent estimation is achievable when $n \gg \frac{S^2}{\log S}$. (2) As long as the Markov chain has some slight dependency, i.e., the relaxation time is at least $1+Ω(\frac{\ln^2 S}{\sqrt{S}})$, consistent estimation is impossible when $n \lesssim \frac{S^2}{\log S}$. Under both assumptions, the optimal estimation accuracy is shown to be $Θ(\frac{S^2}{n \log S})$. In comparison, the empirical entropy rate requires at least $Ω(S^2)$ samples to be consistent, even when the Markov chain is memoryless. In addition to synthetic experiments, we also apply the estimators that achieve the optimal sample complexity to estimate the entropy rate of the English language in the Penn Treebank and the Google One Billion Words corpora, which provides a natural benchmark for language modeling and relates it directly to the widely used perplexity measure.
LGDec 19, 2017
Approximate Profile Maximum LikelihoodDmitri S. Pavlichin, Jiantao Jiao, Tsachy Weissman
We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML has appealing theoretical properties, but is difficult to compute exactly. Inspired by observations gleaned from exactly solvable cases, we look for an approximate PML solution, which, intuitively, clumps comparably frequent symbols into one symbol. This amounts to lower-bounding a certain matrix permanent by summing over a subgroup of the symmetric group rather than the whole group during the computation. We extensively experiment with the approximate solution, and find the empirical performance of our approach is competitive and sometimes significantly better than state-of-the-art performance for various estimation problems.
ITJul 5, 2017
Estimating the Fundamental Limits is Easier than Achieving the Fundamental LimitsJiantao Jiao, Yanjun Han, Irena Fischer-Hwang et al.
We show through case studies that it is easier to estimate the fundamental limits of data processing than to construct explicit algorithms to achieve those limits. Focusing on binary classification, data compression, and prediction under logarithmic loss, we show that in the finite space setting, when it is possible to construct an estimator of the limits with vanishing error with $n$ samples, it may require at least $n\ln n$ samples to construct an explicit algorithm to achieve the limits.
NENov 3, 2016
Demystifying ResNetSihan Li, Jiantao Jiao, Yanjun Han et al.
The Residual Network (ResNet), proposed in He et al. (2015), utilized shortcut connections to significantly reduce the difficulty of training, which resulted in great performance boosts in terms of both training and generalization error. It was empirically observed in He et al. (2015) that stacking more layers of residual blocks with shortcut 2 results in smaller training error, while it is not true for shortcut of length 1 or 3. We provide a theoretical explanation for the uniqueness of shortcut 2. We show that with or without nonlinearities, by adding shortcuts that have depth two, the condition number of the Hessian of the loss function at the zero initial point is depth-invariant, which makes training very deep models no more difficult than shallow ones. Shortcuts of higher depth result in an extremely flat (high-order) stationary point initially, from which the optimization algorithm is hard to escape. The shortcut 1, however, is essentially equivalent to no shortcuts, which has a condition number exploding to infinity as the number of layers grows. We further argue that as the number of layers tends to infinity, it suffices to only look at the loss function at the zero initial point. Extensive experiments are provided accompanying our theoretical results. We show that initializing the network to small weights with shortcut 2 achieves significantly better results than random Gaussian (Xavier) initialization, orthogonal initialization, and shortcuts of deeper depth, from various perspectives ranging from final loss, learning dynamics and stability, to the behavior of the Hessian along the learning process.
MESep 26, 2014
Beyond Maximum Likelihood: from Theory to PracticeJiantao Jiao, Kartik Venkat, Yanjun Han et al.
Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements - both in theory and in practice - over the maximum likelihood estimator (MLE), particularly in high dimensional scenarios involving parameter dimension comparable to or larger than the number of samples. This approach to estimation, building on results from approximation theory, is shown to yield minimax rate-optimal estimators for a wide class of functionals, implementable with modest computational requirements. In a nutshell, a message of this recent work is that, for a wide class of functionals, the performance of these essentially optimal estimators with $n$ samples is comparable to that of the MLE with $n \ln n$ samples. In the present paper, we highlight the applicability of the aforementioned methodology to statistical problems beyond functional estimation, and show that it can yield substantial gains. For example, we demonstrate that for learning tree-structured graphical models, our approach achieves a significant reduction of the required data size compared with the classical Chow--Liu algorithm, which is an implementation of the MLE, to achieve the same accuracy. The key step in improving the Chow--Liu algorithm is to replace the empirical mutual information with the estimator for mutual information proposed by the authors. Further, applying the same replacement approach to classical Bayesian network classification, the resulting classifiers uniformly outperform the previous classifiers on 26 widely used datasets.
ITDec 7, 2013
The Minimal Compression Rate for Similarity IdentificationAmir Ingber, Tsachy Weissman
Traditionally, data compression deals with the problem of concisely representing a data source, e.g. a sequence of letters, for the purpose of eventual reproduction (either exact or approximate). In this work we are interested in the case where the goal is to answer similarity queries about the compressed sequence, i.e. to identify whether or not the original sequence is similar to a given query sequence. We study the fundamental tradeoff between the compression rate and the reliability of the queries performed on compressed data. For i.i.d. sequences, we characterize the minimal compression rate that allows query answers, that are reliable in the sense of having a vanishing false-positive probability, when false negatives are not allowed. The result is partially based on a previous work by Ahlswede et al., and the inherently typical subset lemma plays a key role in the converse proof. We then characterize the compression rate achievable by schemes that use lossy source codes as a building block, and show that such schemes are, in general, suboptimal. Finally, we tackle the problem of evaluating the minimal compression rate, by converting the problem to a sequence of convex programs that can be solved efficiently.