237,225 research outputs found
Passive Learning with Target Risk
In this paper we consider learning in passive setting but with a slight
modification. We assume that the target expected loss, also referred to as
target risk, is provided in advance for learner as prior knowledge. Unlike most
studies in the learning theory that only incorporate the prior knowledge into
the generalization bounds, we are able to explicitly utilize the target risk in
the learning process. Our analysis reveals a surprising result on the sample
complexity of learning: by exploiting the target risk in the learning
algorithm, we show that when the loss function is both strongly convex and
smooth, the sample complexity reduces to \O(\log (\frac{1}{\epsilon})), an
exponential improvement compared to the sample complexity
\O(\frac{1}{\epsilon}) for learning with strongly convex loss functions.
Furthermore, our proof is constructive and is based on a computationally
efficient stochastic optimization algorithm for such settings which demonstrate
that the proposed algorithm is practically useful
Term structure transmission of monetary policy
Under bond rate transmission of monetary policy, standard restrictions on policy responses to obtain determinate inflation need not apply. In periods of passive policy, bond rates may exhibit stable responses to inflation if future policy is anticipated to be active, or if time-varying term premiums incorporate inflation-dependent risk pricing. We derive a generalized Taylor Principle that requires a lower bound to the average anticipated path of forward rate responses to inflation. We also present a no-arbitrage term structure model with horizon-dependent policy and time-varying term premiums to explain mechanics and provide empirical results supporting these channels
Comprehensive Privacy Analysis of Deep Learning: Passive and Active White-box Inference Attacks against Centralized and Federated Learning
Deep neural networks are susceptible to various inference attacks as they
remember information about their training data. We design white-box inference
attacks to perform a comprehensive privacy analysis of deep learning models. We
measure the privacy leakage through parameters of fully trained models as well
as the parameter updates of models during training. We design inference
algorithms for both centralized and federated learning, with respect to passive
and active inference attackers, and assuming different adversary prior
knowledge.
We evaluate our novel white-box membership inference attacks against deep
learning algorithms to trace their training data records. We show that a
straightforward extension of the known black-box attacks to the white-box
setting (through analyzing the outputs of activation functions) is ineffective.
We therefore design new algorithms tailored to the white-box setting by
exploiting the privacy vulnerabilities of the stochastic gradient descent
algorithm, which is the algorithm used to train deep neural networks. We
investigate the reasons why deep learning models may leak information about
their training data. We then show that even well-generalized models are
significantly susceptible to white-box membership inference attacks, by
analyzing state-of-the-art pre-trained and publicly available models for the
CIFAR dataset. We also show how adversarial participants, in the federated
learning setting, can successfully run active membership inference attacks
against other participants, even when the global model achieves high prediction
accuracies.Comment: 2019 IEEE Symposium on Security and Privacy (SP
Advances in computational modelling for personalised medicine after myocardial infarction
Myocardial infarction (MI) is a leading cause of premature morbidity and mortality worldwide. Determining which patients will experience heart failure and sudden cardiac death after an acute MI is notoriously difficult for clinicians. The extent of heart damage after an acute MI is informed by cardiac imaging, typically using echocardiography or sometimes, cardiac magnetic resonance (CMR). These scans provide complex data sets that are only partially exploited by clinicians in daily practice, implying potential for improved risk assessment. Computational modelling of left ventricular (LV) function can bridge the gap towards personalised medicine using cardiac imaging in patients with post-MI. Several novel biomechanical parameters have theoretical prognostic value and may be useful to reflect the biomechanical effects of novel preventive therapy for adverse remodelling post-MI. These parameters include myocardial contractility (regional and global), stiffness and stress. Further, the parameters can be delineated spatially to correspond with infarct pathology and the remote zone. While these parameters hold promise, there are challenges for translating MI modelling into clinical practice, including model uncertainty, validation and verification, as well as time-efficient processing. More research is needed to (1) simplify imaging with CMR in patients with post-MI, while preserving diagnostic accuracy and patient tolerance (2) to assess and validate novel biomechanical parameters against established prognostic biomarkers, such as LV ejection fraction and infarct size. Accessible software packages with minimal user interaction are also needed. Translating benefits to patients will be achieved through a multidisciplinary approach including clinicians, mathematicians, statisticians and industry partners
On the Power of Adaptivity in Matrix Completion and Approximation
We consider the related tasks of matrix completion and matrix approximation
from missing data and propose adaptive sampling procedures for both problems.
We show that adaptive sampling allows one to eliminate standard incoherence
assumptions on the matrix row space that are necessary for passive sampling
procedures. For exact recovery of a low-rank matrix, our algorithm judiciously
selects a few columns to observe in full and, with few additional measurements,
projects the remaining columns onto their span. This algorithm exactly recovers
an rank matrix using observations,
where is a coherence parameter on the column space of the matrix. In
addition to completely eliminating any row space assumptions that have pervaded
the literature, this algorithm enjoys a better sample complexity than any
existing matrix completion algorithm. To certify that this improvement is due
to adaptive sampling, we establish that row space coherence is necessary for
passive sampling algorithms to achieve non-trivial sample complexity bounds.
For constructing a low-rank approximation to a high-rank input matrix, we
propose a simple algorithm that thresholds the singular values of a zero-filled
version of the input matrix. The algorithm computes an approximation that is
nearly as good as the best rank- approximation using
samples, where is a slightly different coherence parameter on the matrix
columns. Again we eliminate assumptions on the row space
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