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تسجيل مستخدم جديدExponential Convergence Rates of Classification Errors on Learning with SGD and Random Features
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Although kernel methods are widely used in many learning problems, they have poor scalability to large datasets. To address this problem, sketching and stochastic gradient methods are the most commonly used techniques to derive efficient large-scale learning algorithms. In this study, we consider solving a binary classification problem using random features and stochastic gradient descent. In recent research, an exponential convergence rate of the expected classification error under the strong low-noise condition has been shown. We extend these analyses to a random features setting, analyzing the error induced by the approximation of random features in terms of the distance between the generated hypothesis including population risk minimizers and empirical risk minimizers when using general Lipschitz loss functions, to show that an exponential convergence of the expected classification error is achieved even if random features approximation is applied. Additionally, we demonstrate that the convergence rate does not depend on the number of features and there is a significant computational benefit in using random features in classification problems because of the strong low-noise condition.
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We consider stochastic gradient descent and its averaging variant for binary classification problems in a reproducing kernel Hilbert space. In the traditional analysis using a consistency property of loss functions, it is known that the expected clas
sification error converges more slowly than the expected risk even when assuming a low-noise condition on the conditional label probabilities. Consequently, the resulting rate is sublinear. Therefore, it is important to consider whether much faster convergence of the expected classification error can be achieved. In recent research, an exponential convergence rate for stochastic gradient descent was shown under a strong low-noise condition but provided theoretical analysis was limited to the squared loss function, which is somewhat inadequate for binary classification tasks. In this paper, we show an exponential convergence of the expected classification error in the final phase of the stochastic gradient descent for a wide class of differentiable convex loss functions under similar assumptions. As for the averaged stochastic gradient descent, we show that the same convergence rate holds from the early phase of training. In experiments, we verify our analyses on the $L_2$-regularized logistic regression.
Random features are a central technique for scalable learning algorithms based on kernel methods. A recent work has shown that an algorithm for machine learning by quantum computer, quantum machine learning (QML), can exponentially speed up sampling
of optimized random features, even without imposing restrictive assumptions on sparsity and low-rankness of matrices that had limited applicability of conventional QML algorithms; this QML algorithm makes it possible to significantly reduce and provably minimize the required number of features for regression tasks. However, a major interest in the field of QML is how widely the advantages of quantum computation can be exploited, not only in the regression tasks. We here construct a QML algorithm for a classification task accelerated by the optimized random features. We prove that the QML algorithm for sampling optimized random features, combined with stochastic gradient descent (SGD), can achieve state-of-the-art exponential convergence speed of reducing classification error in a classification task under a low-noise condition; at the same time, our algorithm with optimized random features can take advantage of the significant reduction of the required number of features so as to accelerate each iteration in the SGD and evaluation of the classifier obtained from our algorithm. These results discover a promising application of QML to significant acceleration of the leading classification algorithm based on kernel methods, without ruining its applicability to a practical class of data sets and the exponential error-convergence speed.
In our recent paper, we showed that in exponential family, contrastive divergence (CD) with fixed learning rate will give asymptotically consistent estimates cite{wu2016convergence}. In this paper, we establish consistency and convergence rate of CD
with annealed learning rate $eta_t$. Specifically, suppose CD-$m$ generates the sequence of parameters ${theta_t}_{t ge 0}$ using an i.i.d. data sample $mathbf{X}_1^n sim p_{theta^*}$ of size $n$, then $delta_n(mathbf{X}_1^n) = limsup_{t to infty} Vert sum_{s=t_0}^t eta_s theta_s / sum_{s=t_0}^t eta_s - theta^* Vert$ converges in probability to 0 at a rate of $1/sqrt[3]{n}$. The number ($m$) of MCMC transitions in CD only affects the coefficient factor of convergence rate. Our proof is not a simple extension of the one in cite{wu2016convergence}. which depends critically on the fact that ${theta_t}_{t ge 0}$ is a homogeneous Markov chain conditional on the observed sample $mathbf{X}_1^n$. Under annealed learning rate, the homogeneous Markov property is not available and we have to develop an alternative approach based on super-martingales. Experiment results of CD on a fully-visible $2times 2$ Boltzmann Machine are provided to demonstrate our theoretical results.
A number of machine learning tasks entail a high degree of invariance: the data distribution does not change if we act on the data with a certain group of transformations. For instance, labels of images are invariant under translations of the images.
Certain neural network architectures -- for instance, convolutional networks -- are believed to owe their success to the fact that they exploit such invariance properties. With the objective of quantifying the gain achieved by invariant architectures, we introduce two classes of models: invariant random features and invariant kernel methods. The latter includes, as a special case, the neural tangent kernel for convolutional networks with global average pooling. We consider uniform covariates distributions on the sphere and hypercube and a general invariant target function. We characterize the test error of invariant methods in a high-dimensional regime in which the sample size and number of hidden units scale as polynomials in the dimension, for a class of groups that we call `degeneracy $alpha$, with $alpha leq 1$. We show that exploiting invariance in the architecture saves a $d^alpha$ factor ($d$ stands for the dimension) in sample size and number of hidden units to achieve the same test error as for unstructured architectures. Finally, we show that output symmetrization of an unstructured kernel estimator does not give a significant statistical improvement; on the other hand, data augmentation with an unstructured kernel estimator is equivalent to an invariant kernel estimator and enjoys the same improvement in statistical efficiency.
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