LGAug 19, 2024
Federated Frank-Wolfe AlgorithmAli Dadras, Sourasekhar Banerjee, Karthik Prakhya et al.
Federated learning (FL) has gained a lot of attention in recent years for building privacy-preserving collaborative learning systems. However, FL algorithms for constrained machine learning problems are still limited, particularly when the projection step is costly. To this end, we propose a Federated Frank-Wolfe Algorithm (FedFW). FedFW features data privacy, low per-iteration cost, and communication of sparse signals. In the deterministic setting, FedFW achieves an $\varepsilon$-suboptimal solution within $O(\varepsilon^{-2})$ iterations for smooth and convex objectives, and $O(\varepsilon^{-3})$ iterations for smooth but non-convex objectives. Furthermore, we present a stochastic variant of FedFW and show that it finds a solution within $O(\varepsilon^{-3})$ iterations in the convex setting. We demonstrate the empirical performance of FedFW on several machine learning tasks.
25.5LGMay 17
Exact Convex Reformulations of Linear Neural Networks via Completely Positive LiftingKarthik Prakhya, Alp Yurtsever
We show that the training problem of a deep linear neural network under the squared loss admits an exact convex reformulation in a lifted space over a generalized completely positive cone. The reformulation has the same optimal value as the original nonconvex problem and is linear in the lifted variables, with all nonconvexity encoded in the cone constraint. Its ambient lifted dimension depends only on the input and output dimensions, independent of the network depth and the number of data points, and the bottleneck width enters only through scalar constraints. The construction proceeds by reducing the multilayer parameterization to a bilinear factorization, lifting it to a rank-constrained semidefinite program, expressing the rank constraint via a complementarity condition, and applying a completely positive lifting. While the resulting formulation is computationally intractable in general, it gives an exact conic representation of the nonconvexity induced by linear factorization and connects linear neural network training with copositive programming.
LGOct 29, 2024
Convex Formulations for Training Two-Layer ReLU Neural NetworksKarthik Prakhya, Tolga Birdal, Alp Yurtsever
Solving non-convex, NP-hard optimization problems is crucial for training machine learning models, including neural networks. However, non-convexity often leads to black-box machine learning models with unclear inner workings. While convex formulations have been used for verifying neural network robustness, their application to training neural networks remains less explored. In response to this challenge, we reformulate the problem of training infinite-width two-layer ReLU networks as a convex completely positive program in a finite-dimensional (lifted) space. Despite the convexity, solving this problem remains NP-hard due to the complete positivity constraint. To overcome this challenge, we introduce a semidefinite relaxation that can be solved in polynomial time. We then experimentally evaluate the tightness of this relaxation, demonstrating its competitive performance in test accuracy across a range of classification tasks.