Mind the Gap: Subspace based Hierarchical Domain Adaptation

Domain adaptation techniques aim at adapting a classifier learnt on a source domain to work on the target domain. Exploiting the subspaces spanned by features of the source and target domains respectively is one approach that has been investigated towards solving this problem. These techniques normally assume the existence of a single subspace for the entire source / target domain. In this work, we consider the hierarchical organization of the data and consider multiple subspaces for the source and target domain based on the hierarchy. We evaluate different subspace based domain adaptation techniques under this setting and observe that using different subspaces based on the hierarchy yields consistent improvement over a non-hierarchical baselineComment: 4 pages in Second Workshop on Transfer and Multi-Task Learning: Theory meets Practice in NIPS 201

Subspace Alignment Based Domain Adaptation for RCNN Detector

In this paper, we propose subspace alignment based domain adaptation of the state of the art RCNN based object detector. The aim is to be able to achieve high quality object detection in novel, real world target scenarios without requiring labels from the target domain. While, unsupervised domain adaptation has been studied in the case of object classification, for object detection it has been relatively unexplored. In subspace based domain adaptation for objects, we need access to source and target subspaces for the bounding box features. The absence of supervision (labels and bounding boxes are absent) makes the task challenging. In this paper, we show that we can still adapt sub- spaces that are localized to the object by obtaining detections from the RCNN detector trained on source and applied on target. Then we form localized subspaces from the detections and show that subspace alignment based adaptation between these subspaces yields improved object detection. This evaluation is done by considering challenging real world datasets of PASCAL VOC as source and validation set of Microsoft COCO dataset as target for various categories.Comment: 26th British Machine Vision Conference, Swansea, U

Screening Rules for Convex Problems

We propose a new framework for deriving screening rules for convex optimization problems. Our approach covers a large class of constrained and penalized optimization formulations, and works in two steps. First, given any approximate point, the structure of the objective function and the duality gap is used to gather information on the optimal solution. In the second step, this information is used to produce screening rules, i.e. safely identifying unimportant weight variables of the optimal solution. Our general framework leads to a large variety of useful existing as well as new screening rules for many applications. For example, we provide new screening rules for general simplex and $L_1$-constrained problems, Elastic Net, squared-loss Support Vector Machines, minimum enclosing ball, as well as structured norm regularized problems, such as group lasso

Stochastic Stein Discrepancies

Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable. However, the computation of a Stein discrepancy can be prohibitive if the Stein operator - often a sum over likelihood terms or potentials - is expensive to evaluate. To address this deficiency, we show that stochastic Stein discrepancies (SSDs) based on subsampled approximations of the Stein operator inherit the convergence control properties of standard SDs with probability 1. In our experiments with biased Markov chain Monte Carlo (MCMC) hyperparameter tuning, approximate MCMC sampler selection, and stochastic Stein variational gradient descent, SSDs deliver comparable inferences to standard SDs with orders of magnitude fewer likelihood evaluations

Utilising the CLT Structure in Stochastic Gradient based Sampling : Improved Analysis and Faster Algorithms

We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamcs (IPD). We observe that the noise introduced by the stochastic approximation is nearly Gaussian due to the Central Limit Theorem (CLT) while the driving Brownian motion is exactly Gaussian. We harness this structure to absorb the stochastic approximation error inside the diffusion process, and obtain improved convergence guarantees for these algorithms. For SGLD, we prove the first stable convergence rate in KL divergence without requiring uniform warm start, assuming the target density satisfies a Log-Sobolev Inequality. Our result implies superior first-order oracle complexity compared to prior works, under significantly milder assumptions. We also prove the first guarantees for SGLD under even weaker conditions such as H\"{o}lder smoothness and Poincare Inequality, thus bridging the gap between the state-of-the-art guarantees for LMC and SGLD. Our analysis motivates a new algorithm called covariance correction, which corrects for the additional noise introduced by the stochastic approximation by rescaling the strength of the diffusion. Finally, we apply our techniques to analyze RBM, and significantly improve upon the guarantees in prior works (such as removing exponential dependence on horizon), under minimal assumptions.Comment: Version 2 considers more results, including those for stochastic gradient lagevin dynamics and the random batch method for interacting particle dynamics, along with the results in the previous version. This also contains 2 additional author

Uniform-in-Time Wasserstein Stability Bounds for (Noisy) Stochastic Gradient Descent

Algorithmic stability is an important notion that has proven powerful for deriving generalization bounds for practical algorithms. The last decade has witnessed an increasing number of stability bounds for different algorithms applied on different classes of loss functions. While these bounds have illuminated various properties of optimization algorithms, the analysis of each case typically required a different proof technique with significantly different mathematical tools. In this study, we make a novel connection between learning theory and applied probability and introduce a unified guideline for proving Wasserstein stability bounds for stochastic optimization algorithms. We illustrate our approach on stochastic gradient descent (SGD) and we obtain time-uniform stability bounds (i.e., the bound does not increase with the number of iterations) for strongly convex losses and non-convex losses with additive noise, where we recover similar results to the prior art or extend them to more general cases by using a single proof technique. Our approach is flexible and can be generalizable to other popular optimizers, as it mainly requires developing Lyapunov functions, which are often readily available in the literature. It also illustrates that ergodicity is an important component for obtaining time-uniform bounds -- which might not be achieved for convex or non-convex losses unless additional noise is injected to the iterates. Finally, we slightly stretch our analysis technique and prove time-uniform bounds for SGD under convex and non-convex losses (without additional additive noise), which, to our knowledge, is novel.Comment: 49 pages, NeurIPS 202