A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Is it possible to perform linear regression on datasets whose labels are shuffled with respect to the inputs? We explore this question by proposing several estimators that recover the weights of a noisy linear model from labels that are shuffled by an unknown permutation. We show that the analog of the classical least-…
We consider the problem of inference in a linear regression model in which the relative ordering of the input features and output labels is not known. Such datasets naturally arise from experiments in which the samples are shuffled or permuted during the protocol. In this work, we propose a framework that treats the un…
Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in diverse domains such as computer vision, data mining, communications and biology.…
When using stochastic gradient descent to solve large-scale machine learning problems, a common practice of data processing is to shuffle the training data, partition the data across multiple machines if needed, and then perform several epochs of training on the re-shuffled (either locally or globally) data. The above …
Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection and uncertainty in data integration. Mismatched pairs can considerably impact the …
The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the minimax error rate that is sharp up to logarithmic factors. We also analyze the p…
In this paper, we propose a unified convergence analysis for a class of generic shuffling-type gradient methods for solving finite-sum optimization problems. Our analysis works with any sampling without replacement strategy and covers many known variants such as randomized reshuffling, deterministic or randomized singl…
This work studies differential privacy in the context of the recently proposed shuffle model. Unlike in the local model, where the server collecting privatized data from users can track back an input to a specific user, in the shuffle model users submit their privatized inputs to a server anonymously. This setup yields…
An exciting new development in differential privacy is the shuffled model, in which an anonymous channel enables non-interactive, differentially private protocols with error much smaller than what is possible in the local model, while relying on weaker trust assumptions than in the central model. In this paper, we stud…
Improved shuffling gradient methods converge faster for nonsmooth convex optimization.
problem Improving convergence rates for nonsmooth convex optimization problems.
method Analysis of shuffling gradient methods, focusing on Random Reshuffle and Single Shuffle strategies.
result Shuffling gradient methods, particularly Random Reshuffle and Single Shuffle, converge faster than Proximal Gradient Descent for nonsmooth convex optimization.
We study the performance of stochastic gradient descent (SGD) on smooth and strongly-convex finite-sum optimization problems. In contrast to the majority of existing theoretical works, which assume that individual functions are sampled with replacement, we focus here on popular but poorly-understood heuristics, which i…
In recent work, Cheu et al. (Eurocrypt 2019) proposed a protocol for n-party real summation in the shuffle model of differential privacy with Oε,δ(1) error and Θ(εn) one-bit messages per party. In contrast, every local model protocol for real summation must incur error Ω(1/n), and there exist …
Federated learning promises to make machine learning feasible on distributed, private datasets by implementing gradient descent using secure aggregation methods. The idea is to compute a global weight update without revealing the contributions of individual users. Current practical protocols for secure aggregation work…
Proof of injection from double shuffle to Kashiwara-Vergne Lie algebra.
problem Injecting double shuffle Lie algebra into Kashiwara-Vergne Lie algebra.
method Inclusion of brunnian braids group on different genus 0 surfaces, using lower central series of brunnian Lie algebras, and explicit links between maps.
result Injection of double shuffle Lie algebra into symmetric Kashiwara-Vergne Lie algebra.
ShuffleNet is a state-of-the-art light weight convolutional neural network architecture. Its basic operations include group, channel-wise convolution and channel shuffling. However, channel shuffling is manually designed empirically. Mathematically, shuffling is a multiplication by a permutation matrix. In this paper, …
Random Reshuffling outperforms Stochastic Gradient Descent in smooth convex optimization.
problem Theoretical limitations of Random Reshuffling in smooth convex optimization.
method Random Reshuffling (RR) as a variant of Shuffling Stochastic Gradient Descent (Shuffling SGD).
result Random Reshuffling (RR) dominates Stochastic Gradient Descent (SGD) in smooth convex optimization under any reasonable stepsize after any finite number of epochs.