Juraj Marusic

Jonathan Wenger, Beau Coker, Juraj Marusic et al.

Modern deep learning models generalize remarkably well in-distribution, despite being overparametrized and trained with little to no explicit regularization. Instead, current theory credits implicit regularization imposed by the choice of architecture, hyperparameters, and optimization procedure. However, deep neural networks can be surprisingly non-robust, resulting in overconfident predictions and poor out-of-distribution generalization. Bayesian deep learning addresses this via model averaging, but typically requires significant computational resources as well as carefully elicited priors to avoid overriding the benefits of implicit regularization. Instead, in this work, we propose to regularize variational neural networks solely by relying on the implicit bias of (stochastic) gradient descent. We theoretically characterize this inductive bias in overparametrized linear models as generalized variational inference and demonstrate the importance of the choice of parametrization. Empirically, our approach demonstrates strong in- and out-of-distribution performance without additional hyperparameter tuning and with minimal computational overhead.

Getoar Sopa, Juraj Marusic, Marco Avella-Medina et al.

In recent years, there has been much work on scaling Bayesian Optimization to high-dimensional problems, for example hyperparameter tuning in large machine learning models. These scalable methods have been successful, finding high objective values much more quickly than traditional global Bayesian Optimization or random search-based methods. At the same time, these large models often use sensitive data, but preservation of Differential Privacy has not scaled alongside these modern Bayesian Optimization procedures. Here we develop a method to privately optimize potentially high-dimensional parameter spaces using privatized Gradient Informative Bayesian Optimization. Our theoretical results show that under suitable conditions, our method converges exponentially fast to a locally optimal parameter configuration, up to a natural privacy error. Moreover, regardless of whether the assumptions are satisfied, we prove that our algorithm maintains privacy and empirically display superior performance to existing methods in the high-dimensional hyperparameter setting.