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Register a new userCherry-Picking Gradients: Learning Low-Rank Embeddings of Visual Data via Differentiable Cross-Approximation
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Added by
Mikhail Usvyatsov
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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We propose an end-to-end trainable framework that processes large-scale visual data tensors by looking at a fraction of their entries only. Our method combines a neural network encoder with a tensor train decomposition to learn a low-rank latent encoding, coupled with cross-approximation (CA) to learn the representation through a subset of the original samples. CA is an adaptive sampling algorithm that is native to tensor decompositions and avoids working with the full high-resolution data explicitly. Instead, it actively selects local representative samples that we fetch out-of-core and on-demand. The required number of samples grows only logarithmically with the size of the input. Our implicit representation of the tensor in the network enables processing large grids that could not be otherwise tractable in their uncompressed form. The proposed approach is particularly useful for large-scale multidimensional grid data (e.g., 3D tomography), and for tasks that require context over a large receptive field (e.g., predicting the medical condition of entire organs). The code is available at https://github.com/aelphy/c-pic.
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Many recent advances in machine learning are driven by a challenging trifecta: large data size $N$; high dimensions; and expensive algorithms. In this setting, cross-validation (CV) serves as an important tool for model assessment. Recent advances in approximate cross validation (ACV) provide accurate approximations to CV with only a single model fit, avoiding traditional CVs requirement for repeated runs of expensive algorithms. Unfortunately, these ACV methods can lose both speed and accuracy in high dimensions -- unless sparsity structure is present in the data. Fortunately, there is an alternative type of simplifying structure that is present in most data: approximate low rank (ALR). Guided by this observation, we develop a new algorithm for ACV that is fast and accurate in the presence of ALR data. Our first key insight is that the Hessian matrix -- whose inverse forms the computational bottleneck of existing ACV methods -- is ALR. We show that, despite our use of the emph{inverse} Hessian, a low-rank approximation using the largest (rather than the smallest) matrix eigenvalues enables fast, reliable ACV. Our second key insight is that, in the presence of ALR data, error in existing ACV methods roughly grows with the (approximate, low) rank rather than with the (full, high) dimension. These insights allow us to prove theoretical guarantees on the quality of our proposed algorithm -- along with fast-to-compute upper bounds on its error. We demonstrate the speed and accuracy of our method, as well as the usefulness of our bounds, on a range of real and simulated data sets.
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