Fast Large-Scale Discrete Optimization Based on Principal Coordinate Descent

Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are NP-hard and difficult to solve due to the binary constraints, especially when the number of variables is very large. Existing methods often suffer from high computational costs or large accumulated quantization errors, or are only designed for specific tasks. In this paper, we propose a fast algorithm to find effective approximate solutions for general binary optimization problems. The proposed algorithm iteratively solves minimization problems related to the linear surrogates of loss functions, which leads to the updating of some binary variables most impacting the value of loss functions in each step. Our method supports a wide class of empirical objective functions with/without restrictions on the numbers of $1$s and $-1$s in the binary variables. Furthermore, the theoretical convergence of our algorithm is proven, and the explicit convergence rates are derived, for objective functions with Lipschitz continuous gradients, which are commonly adopted in practice. Extensive experiments on several binary optimization tasks and large-scale datasets demonstrate the superiority of the proposed algorithm over several state-of-the-art methods in terms of both effectiveness and efficiency.Comment: 14 page

Differentiable Architecture Pruning for Transfer Learning

We propose a new gradient-based approach for extracting sub-architectures from a given large model. Contrarily to existing pruning methods, which are unable to disentangle the network architecture and the corresponding weights, our architecture-pruning scheme produces transferable new structures that can be successfully retrained to solve different tasks. We focus on a transfer-learning setup where architectures can be trained on a large data set but very few data points are available for fine-tuning them on new tasks. We define a new gradient-based algorithm that trains architectures of arbitrarily low complexity independently from the attached weights. Given a search space defined by an existing large neural model, we reformulate the architecture search task as a complexity-penalized subset-selection problem and solve it through a two-temperature relaxation scheme. We provide theoretical convergence guarantees and validate the proposed transfer-learning strategy on real data.Comment: 19 pages (main + appendix), 7 figures and 1 table, Workshop @ ICML 2021, 24th July 202