Session

Theory of Statistical and Deep Learning Methods

Moderator: Jonathan Huggins



Abstract:

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Tue 13 April 10:30 - 10:45 PDT

(Oral)
Homeomorphic-Invariance of EM: Non-Asymptotic Convergence in KL Divergence for Exponential Families via Mirror Descent

Frederik Kunstner · Raunak Kumar · Mark Schmidt

Expectation maximization (EM) is the default algorithm for fitting probabilistic models with missing or latent variables, yet we lack a full understanding of its non-asymptotic convergence properties. Previous works show results along the lines of "EM converges at least as fast as gradient descent" by assuming the conditions for the convergence of gradient descent apply to EM. This approach is not only loose, in that it does not capture that EM can make more progress than a gradient step, but the assumptions fail to hold for textbook examples of EM like Gaussian mixtures. In this work we first show that for the common setting of exponential family distributions, viewing EM as a mirror descent algorithm leads to convergence rates in Kullback-Leibler (KL) divergence. Then, we show how the KL divergence is related to first-order stationarity via Bregman divergences. In contrast to previous works, the analysis is invariant to the choice of parametrization and holds with minimal assumptions. We also show applications of these ideas to local linear (and superlinear) convergence rates, generalized EM, and non-exponential family distributions.

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Tue 13 April 10:45 - 11:00 PDT

(Oral)
Recovery Guarantees for Kernel-based Clustering under Non-parametric Mixture Models

Leena Chennuru Vankadara · Sebastian Bordt · Ulrike von Luxburg · Debarghya Ghoshdastidar

Despite the ubiquity of kernel-based clustering, surprisingly few statistical guarantees exist beyond settings that consider strong structural assumptions on the data generation process. In this work, we take a step towards bridging this gap by studying the statistical performance of kernel-based clustering algorithms under non-parametric mixture models. We provide necessary and sufficient separability conditions under which these algorithms can consistently recover the underlying true clustering. Our analysis provides guarantees for kernel clustering approaches without structural assumptions on the form of the component distributions. Additionally, we establish a key equivalence between kernel-based data-clustering and kernel density-based clustering. This enables us to provide consistency guarantees for kernel-based estimators of non-parametric mixture models. Along with theoretical implications, this connection could have practical implications, including in the systematic choice of the bandwidth of the Gaussian kernel in the context of clustering.

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Tue 13 April 11:00 - 11:15 PDT

(Oral)
Towards a Theoretical Understanding of the Robustness of Variational Autoencoders

Alexander Camuto · Matthew Willetts · Stephen Roberts · Chris Holmes · Tom Rainforth

We make inroads into understanding the robustness of Variational Autoencoders (VAEs) to adversarial attacks and other input perturbations. While previous work has developed algorithmic approaches to attacking and defending VAEs, there remains a lack of formalization for what it means for a VAE to be robust. To address this, we develop a novel criterion for robustness in probabilistic models: $r$-robustness. We then use this to construct the first theoretical results for the robustness of VAEs, deriving margins in the input space for which we can provide guarantees about the resulting reconstruction. Informally, we are able to define a region within which any perturbation will produce a reconstruction that is similar to the original reconstruction. To support our analysis, we show that VAEs trained using disentangling methods not only score well under our robustness metrics, but that the reasons for this can be interpreted through our theoretical results.

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Tue 13 April 11:15 - 11:30 PDT

(Oral)
Stable ResNet

Soufiane Hayou · Eugenio Clerico · Bobby He · George Deligiannidis · Arnaud Doucet · Judith Rousseau

Deep ResNet architectures have achieved state of the art performance on many tasks. While they solve the problem of gradient vanishing, they might suffer from gradient exploding as the depth becomes large (Yang et al. 2017). Moreover, recent results have shown that ResNet might lose expressivity as the depth goes to infinity (Yang et al. 2017, Hayou et al. 2019). To resolve these issues, we introduce a new class of ResNet architectures, calledStable ResNet, that have the property of stabilizing the gradient while ensuring expressivity in the infinite depth limit.

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