LGApr 15, 2024
Wasserstein Wormhole: Scalable Optimal Transport Distance with TransformersDoron Haviv, Russell Zhang Kunes, Thomas Dougherty et al.
Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive alternative would be to find an embedding space in which pairwise Euclidean distances map to OT distances, akin to standard multidimensional scaling (MDS). We present Wasserstein Wormhole, a transformer-based autoencoder that embeds empirical distributions into a latent space wherein Euclidean distances approximate OT distances. Extending MDS theory, we show that our objective function implies a bound on the error incurred when embedding non-Euclidean distances. Empirically, distances between Wormhole embeddings closely match Wasserstein distances, enabling linear time computation of OT distances. Along with an encoder that maps distributions to embeddings, Wasserstein Wormhole includes a decoder that maps embeddings back to distributions, allowing for operations in the embedding space to generalize to OT spaces, such as Wasserstein barycenter estimation and OT interpolation. By lending scalability and interpretability to OT approaches, Wasserstein Wormhole unlocks new avenues for data analysis in the fields of computational geometry and single-cell biology.
LGNov 11, 2024
Shedding Light on Problems with Hyperbolic Graph LearningIsay Katsman, Anna Gilbert
Recent papers in the graph machine learning literature have introduced a number of approaches for hyperbolic representation learning. The asserted benefits are improved performance on a variety of graph tasks, node classification and link prediction included. Claims have also been made about the geometric suitability of particular hierarchical graph datasets to representation in hyperbolic space. Despite these claims, our work makes a surprising discovery: when simple Euclidean models with comparable numbers of parameters are properly trained in the same environment, in most cases, they perform as well, if not better, than all introduced hyperbolic graph representation learning models, even on graph datasets previously claimed to be the most hyperbolic as measured by Gromov $δ$-hyperbolicity (i.e., perfect trees). This observation gives rise to a simple question: how can this be? We answer this question by taking a careful look at the field of hyperbolic graph representation learning as it stands today, and find that a number of results do not diligently present baselines, make faulty modelling assumptions when constructing algorithms, and use misleading metrics to quantify geometry of graph datasets. We take a closer look at each of these three problems, elucidate the issues, perform an analysis of methods, and introduce a parametric family of benchmark datasets to ascertain the applicability of (hyperbolic) graph neural networks.
LGDec 9, 2024
Revisiting the Necessity of Graph Learning and Common Graph BenchmarksIsay Katsman, Ethan Lou, Anna Gilbert
Graph machine learning has enjoyed a meteoric rise in popularity since the introduction of deep learning in graph contexts. This is no surprise due to the ubiquity of graph data in large scale industrial settings. Tacitly assumed in all graph learning tasks is the separation of the graph structure and node features: node features strictly encode individual data while the graph structure consists only of pairwise interactions. The driving belief is that node features are (by themselves) insufficient for these tasks, so benchmark performance accurately reflects improvements in graph learning. In our paper, we challenge this orthodoxy by showing that, surprisingly, node features are oftentimes more-than-sufficient for many common graph benchmarks, breaking this critical assumption. When comparing against a well-tuned feature-only MLP baseline on seven of the most commonly used graph learning datasets, one gains little benefit from using graph structure on five datasets. We posit that these datasets do not benefit considerably from graph learning because the features themselves already contain enough graph information to obviate or substantially reduce the need for the graph. To illustrate this point, we perform a feature study on these datasets and show how the features are responsible for closing the gap between MLP and graph-method performance. Further, in service of introducing better empirical measures of progress for graph neural networks, we present a challenging parametric family of principled synthetic datasets that necessitate graph information for nontrivial performance. Lastly, we section out a subset of real-world datasets that are not trivially solved by an MLP and hence serve as reasonable benchmarks for graph neural networks.
MLOct 10, 2018
On the Approximation Properties of Random ReLU FeaturesYitong Sun, Anna Gilbert, Ambuj Tewari
We study the approximation properties of random ReLU features through their reproducing kernel Hilbert space (RKHS). We first prove a universality theorem for the RKHS induced by random features whose feature maps are of the form of nodes in neural networks. The universality result implies that the random ReLU features method is a universally consistent learning algorithm. We prove that despite the universality of the RKHS induced by the random ReLU features, composition of functions in it generates substantially more complicated functions that are harder to approximate than those functions simply in the RKHS. We also prove that such composite functions can be efficiently approximated by multi-layer ReLU networks with bounded weights. This depth separation result shows that the random ReLU features models suffer from the same weakness as that of shallow models. We show in experiments that the performance of random ReLU features is comparable to that of random Fourier features and, in general, has a lower computational cost. We also demonstrate that when the target function is the composite function as described in the depth separation theorem, 3-layer neural networks indeed outperform both random ReLU features and 2-layer neural networks.
LGSep 12, 2018
But How Does It Work in Theory? Linear SVM with Random FeaturesYitong Sun, Anna Gilbert, Ambuj Tewari
We prove that, under low noise assumptions, the support vector machine with $N\ll m$ random features (RFSVM) can achieve the learning rate faster than $O(1/\sqrt{m})$ on a training set with $m$ samples when an optimized feature map is used. Our work extends the previous fast rate analysis of random features method from least square loss to 0-1 loss. We also show that the reweighted feature selection method, which approximates the optimized feature map, helps improve the performance of RFSVM in experiments on a synthetic data set.
CRJun 17, 2018
Property Testing for Differential PrivacyAnna Gilbert, Audra McMillan
We consider the problem of property testing for differential privacy: with black-box access to a purportedly private algorithm, can we verify its privacy guarantees? In particular, we show that any privacy guarantee that can be efficiently verified is also efficiently breakable in the sense that there exist two databases between which we can efficiently distinguish. We give lower bounds on the query complexity of verifying pure differential privacy, approximate differential privacy, random pure differential privacy, and random approximate differential privacy. We also give algorithmic upper bounds. The lower bounds obtained in the work are infeasible for the scale of parameters that are typically considered reasonable in the differential privacy literature, even when we suppose that the verifier has access to an (untrusted) description of the algorithm. A central message of this work is that verifying privacy requires compromise by either the verifier or the algorithm owner. Either the verifier has to be satisfied with a weak privacy guarantee, or the algorithm owner has to compromise on side information or access to the algorithm.
NAJun 10, 2005
Theoretical and Experimental Analysis of a Randomized Algorithm for Sparse Fourier Transform AnalysisJing Zou, Anna Gilbert, Martin Strauss et al.
We analyze a sublinear RAlSFA (Randomized Algorithm for Sparse Fourier Analysis) that finds a near-optimal B-term Sparse Representation R for a given discrete signal S of length N, in time and space poly(B,log(N)), following the approach given in \cite{GGIMS}. Its time cost poly(log(N)) should be compared with the superlinear O(N log N) time requirement of the Fast Fourier Transform (FFT). A straightforward implementation of the RAlSFA, as presented in the theoretical paper \cite{GGIMS}, turns out to be very slow in practice. Our main result is a greatly improved and practical RAlSFA. We introduce several new ideas and techniques that speed up the algorithm. Both rigorous and heuristic arguments for parameter choices are presented. Our RAlSFA constructs, with probability at least 1-delta, a near-optimal B-term representation R in time poly(B)log(N)log(1/delta)/ epsilon^{2} log(M) such that ||S-R||^{2}<=(1+epsilon)||S-R_{opt}||^{2}. Furthermore, this RAlSFA implementation already beats the FFTW for not unreasonably large N. We extend the algorithm to higher dimensional cases both theoretically and numerically. The crossover point lies at N=70000 in one dimension, and at N=900 for data on a N*N grid in two dimensions for small B signals where there is noise.