Niki Loppi

Andrea Pilzer, Yuxin Hou, Niki Loppi et al.

We introduce visual hints expansion for guiding stereo matching to improve generalization. Our work is motivated by the robustness of Visual Inertial Odometry (VIO) in computer vision and robotics, where a sparse and unevenly distributed set of feature points characterizes a scene. To improve stereo matching, we propose to elevate 2D hints to 3D points. These sparse and unevenly distributed 3D visual hints are expanded using a 3D random geometric graph, which enhances the learning and inference process. We evaluate our proposal on multiple widely adopted benchmarks and show improved performance without access to additional sensors other than the image sequence. To highlight practical applicability and symbiosis with visual odometry, we demonstrate how our methods run on embedded hardware.

Sebastian Rodriguez Beltran, Marlon Tobaben, Joonas Jälkö et al.

Differentially private stochastic gradient descent (DP-SGD) is the standard algorithm for training machine learning models under differential privacy (DP). The most common DP-SGD privacy accountants rely on Poisson subsampling to ensure the theoretical DP guarantees. Implementing computationally efficient DP-SGD with Poisson subsampling is not trivial, which leads many implementations to taking a shortcut by using computationally faster subsampling. We quantify the computational cost of training deep learning models under DP by implementing and benchmarking efficient methods with the correct Poisson subsampling. We find that using the naive implementation of DP-SGD with Opacus in PyTorch has a throughput between 2.6 and 8 times lower than that of SGD. However, efficient gradient clipping implementations like Ghost Clipping can roughly halve this cost. We propose an alternative computationally efficient implementation of DP-SGD with JAX that uses Poisson subsampling and performs comparably with efficient clipping optimizations based on PyTorch. We study the scaling behavior using up to 80 GPUs and find that DP-SGD scales better than SGD. We share our library at https://github.com/DPBayes/Towards-Efficient-Scalable-Training-DP-DL.

Oliver Hamelijnck, William J. Wilkinson, Niki A. Loppi et al.

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with respect to time. Our natural gradient approach enables application of parallel filtering and smoothing, further reducing the temporal span complexity to be logarithmic in the number of time steps. We derive a sparse approximation that constructs a state-space model over a reduced set of spatial inducing points, and show that for separable Markov kernels the full and sparse cases exactly recover the standard variational GP, whilst exhibiting favourable computational properties. To further improve the spatial scaling we propose a mean-field assumption of independence between spatial locations which, when coupled with sparsity and parallelisation, leads to an efficient and accurate method for large spatio-temporal problems.

Lukas Prediger, Niki Loppi, Samuel Kaski et al.

We present d3p, a software package designed to help fielding runtime efficient widely-applicable Bayesian inference under differential privacy guarantees. d3p achieves general applicability to a wide range of probabilistic modelling problems by implementing the differentially private variational inference algorithm, allowing users to fit any parametric probabilistic model with a differentiable density function. d3p adopts the probabilistic programming paradigm as a powerful way for the user to flexibly define such models. We demonstrate the use of our software on a hierarchical logistic regression example, showing the expressiveness of the modelling approach as well as the ease of running the parameter inference. We also perform an empirical evaluation of the runtime of the private inference on a complex model and find a $\sim$10 fold speed-up compared to an implementation using TensorFlow Privacy.