Boxiang Wang

Boxiang Wang, Yunan Wu, Chenglong Ye

Transfer learning is an essential tool for improving the performance of primary tasks by leveraging information from auxiliary data resources. In this work, we propose Adaptive Robust Transfer Learning (ART), a flexible pipeline of performing transfer learning with generic machine learning algorithms. We establish the non-asymptotic learning theory of ART, providing a provable theoretical guarantee for achieving adaptive transfer while preventing negative transfer. Additionally, we introduce an ART-integrated-aggregating machine that produces a single final model when multiple candidate algorithms are considered. We demonstrate the promising performance of ART through extensive empirical studies on regression, classification, and sparse learning. We further present a real-data analysis for a mortality study.

Qian Tang, Yuwen Gu, Boxiang Wang

Quantile regression is a powerful tool for robust and heterogeneous learning that has seen applications in a diverse range of applied areas. However, its broader application is often hindered by the substantial computational demands arising from the non-smooth quantile loss function. In this paper, we introduce a novel algorithm named fastkqr, which significantly advances the computation of quantile regression in reproducing kernel Hilbert spaces. The core of fastkqr is a finite smoothing algorithm that magically produces exact regression quantiles, rather than approximations. To further accelerate the algorithm, we equip fastkqr with a novel spectral technique that carefully reutilizes matrix computations. In addition, we extend fastkqr to accommodate a flexible kernel quantile regression with a data-driven crossing penalty, addressing the interpretability challenges of crossing quantile curves at multiple levels. We have implemented fastkqr in a publicly available R package. Extensive simulations and real applications show that fastkqr matches the accuracy of state-of-the-art algorithms but can operate up to an order of magnitude faster.

Shenggui Li, Hongxin Liu, Zhengda Bian et al.

The success of Transformer models has pushed the deep learning model scale to billions of parameters. Due to the limited memory resource of a single GPU, However, the best practice for choosing the optimal parallel strategy is still lacking, since it requires domain expertise in both deep learning and parallel computing. The Colossal-AI system addressed the above challenge by introducing a unified interface to scale your sequential code of model training to distributed environments. It supports parallel training methods such as data, pipeline, tensor, and sequence parallelism, as well as heterogeneous training methods integrated with zero redundancy optimizer. Compared to the baseline system, Colossal-AI can achieve up to 2.76 times training speedup on large-scale models.

Zhengda Bian, Qifan Xu, Boxiang Wang et al.

The recent Natural Language Processing techniques have been refreshing the state-of-the-art performance at an incredible speed. Training huge language models is therefore an imperative demand in both industry and academy. However, huge language models impose challenges to both hardware and software. Graphical processing units (GPUs) are iterated frequently to meet the exploding demand, and a variety of ASICs like TPUs are spawned. However, there is still a tension between the fast growth of the extremely huge models and the fact that Moore's law is approaching the end. To this end, many model parallelism techniques are proposed to distribute the model parameters to multiple devices, so as to alleviate the tension on both memory and computation. Our work is the first to introduce a 3-dimensional model parallelism for expediting huge language models. By reaching a perfect load balance, our approach presents smaller memory and communication cost than existing state-of-the-art 1-D and 2-D model parallelism. Our experiments on 64 TACC's V100 GPUs show that our 3-D parallelism outperforms the 1-D and 2-D parallelism with 2.32x and 1.57x speedup, respectively.

Tong Wang, Jingyi Yang, Yunyi Li et al.

We propose Partially Interpretable Estimators (PIE) which attribute a prediction to individual features via an interpretable model, while a (possibly) small part of the PIE prediction is attributed to the interaction of features via a black-box model, with the goal to boost the predictive performance while maintaining interpretability. As such, the interpretable model captures the main contributions of features, and the black-box model attempts to complement the interpretable piece by capturing the "nuances" of feature interactions as a refinement. We design an iterative training algorithm to jointly train the two types of models. Experimental results show that PIE is highly competitive to black-box models while outperforming interpretable baselines. In addition, the understandability of PIE is comparable to simple linear models as validated via a human evaluation.

Botao Hao, Boxiang Wang, Pengyuan Wang et al.

Tensors are becoming prevalent in modern applications such as medical imaging and digital marketing. In this paper, we propose a sparse tensor additive regression (STAR) that models a scalar response as a flexible nonparametric function of tensor covariates. The proposed model effectively exploits the sparse and low-rank structures in the tensor additive regression. We formulate the parameter estimation as a non-convex optimization problem, and propose an efficient penalized alternating minimization algorithm. We establish a non-asymptotic error bound for the estimator obtained from each iteration of the proposed algorithm, which reveals an interplay between the optimization error and the statistical rate of convergence. We demonstrate the efficacy of STAR through extensive comparative simulation studies, and an application to the click-through-rate prediction in online advertising.

Boxiang Wang, Hui Zou

Distance weighted discrimination (DWD) is a margin-based classifier with an interesting geometric motivation. DWD was originally proposed as a superior alternative to the support vector machine (SVM), however DWD is yet to be popular compared with the SVM. The main reasons are twofold. First, the state-of-the-art algorithm for solving DWD is based on the second-order-cone programming (SOCP), while the SVM is a quadratic programming problem which is much more efficient to solve. Second, the current statistical theory of DWD mainly focuses on the linear DWD for the high-dimension-low-sample-size setting and data-piling, while the learning theory for the SVM mainly focuses on the Bayes risk consistency of the kernel SVM. In fact, the Bayes risk consistency of DWD is presented as an open problem in the original DWD paper. In this work, we advance the current understanding of DWD from both computational and theoretical perspectives. We propose a novel efficient algorithm for solving DWD, and our algorithm can be several hundred times faster than the existing state-of-the-art algorithm based on the SOCP. In addition, our algorithm can handle the generalized DWD, while the SOCP algorithm only works well for a special DWD but not the generalized DWD. Furthermore, we consider a natural kernel DWD in a reproducing kernel Hilbert space and then establish the Bayes risk consistency of the kernel DWD. We compare DWD and the SVM on several benchmark data sets and show that the two have comparable classification accuracy, but DWD equipped with our new algorithm can be much faster to compute than the SVM.

Boxiang Wang, Hui Zou

Distance weighted discrimination (DWD) was originally proposed to handle the data piling issue in the support vector machine. In this paper, we consider the sparse penalized DWD for high-dimensional classification. The state-of-the-art algorithm for solving the standard DWD is based on second-order cone programming, however such an algorithm does not work well for the sparse penalized DWD with high-dimensional data. In order to overcome the challenging computation difficulty, we develop a very efficient algorithm to compute the solution path of the sparse DWD at a given fine grid of regularization parameters. We implement the algorithm in a publicly available R package sdwd. We conduct extensive numerical experiments to demonstrate the computational efficiency and classification performance of our method.