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Add to EdgeMichal Klein
Careful with that Scalpel: Improving Gradient Surgery with an EMA
Feb 05, 2024
Beyond minimizing a single training loss, many deep learning estimation pipelines rely on an auxiliary objective to quantify and encourage desirable properties of the model (e.g. performance on another dataset, robustness, agreement with a prior). Although the simplest approach to incorporating an auxiliary loss is to sum it with the training loss as a regularizer, recent works have shown that one can improve performance by blending the gradients beyond a simple sum; this is known as gradient surgery. We cast the problem as a constrained minimization problem where the auxiliary objective is minimized among the set of minimizers of the training loss. To solve this bilevel problem, we follow a parameter update direction that combines the training loss gradient and the orthogonal projection of the auxiliary gradient to the training gradient. In a setting where gradients come from mini-batches, we explain how, using a moving average of the training loss gradients, we can carefully maintain this critical orthogonality property. We demonstrate that our method, Bloop, can lead to much better performances on NLP and vision experiments than other gradient surgery methods without EMA.
Scalable Pre-training of Large Autoregressive Image Models
Jan 16, 2024
This paper introduces AIM, a collection of vision models pre-trained with an autoregressive objective. These models are inspired by their textual counterparts, i.e., Large Language Models (LLMs), and exhibit similar scaling properties. Specifically, we highlight two key findings: (1) the performance of the visual features scale with both the model capacity and the quantity of data, (2) the value of the objective function correlates with the performance of the model on downstream tasks. We illustrate the practical implication of these findings by pre-training a 7 billion parameter AIM on 2 billion images, that achieves 84.0% on ImageNet-1k with a frozen trunk. Interestingly, even at this scale, we observe no sign of saturation in performance, suggesting that AIM potentially represents a new frontier for training large-scale vision models. The pre-training of AIM is similar to the pre-training of LLMs, and does not require any image-specific strategy to stabilize the training at scale.
Predicting Ordinary Differential Equations with Transformers
Jul 24, 2023
We develop a transformer-based sequence-to-sequence model that recovers scalar ordinary differential equations (ODEs) in symbolic form from irregularly sampled and noisy observations of a single solution trajectory. We demonstrate in extensive empirical evaluations that our model performs better or on par with existing methods in terms of accurate recovery across various settings. Moreover, our method is efficiently scalable: after one-time pretraining on a large set of ODEs, we can infer the governing law of a new observed solution in a few forward passes of the model.
Learning Costs for Structured Monge Displacements
Jun 20, 2023
Optimal transport theory has provided machine learning with several tools to infer a push-forward map between densities from samples. While this theory has recently seen tremendous methodological developments in machine learning, its practical implementation remains notoriously difficult, because it is plagued by both computational and statistical challenges. Because of such difficulties, existing approaches rarely depart from the default choice of estimating such maps with the simple squared-Euclidean distance as the ground cost, $c(x,y)=\|x-y\|^2_2$. We follow a different path in this work, with the motivation of \emph{learning} a suitable cost structure to encourage maps to transport points along engineered features. We extend the recently proposed Monge-Bregman-Occam pipeline~\citep{cuturi2023monge}, that rests on an alternative cost formulation that is also cost-invariant $c(x,y)=h(x-y)$, but which adopts a more general form as $h=\tfrac12 \ell_2^2+\tau$, where $\tau$ is an appropriately chosen regularizer. We first propose a method that builds upon proximal gradient descent to generate ground truth transports for such structured costs, using the notion of $h$-transforms and $h$-concave potentials. We show more generally that such a method can be extended to compute $h$-transforms for entropic potentials. We study a regularizer that promotes transport displacements in low-dimensional spaces, and propose to learn such a basis change using Riemannian gradient descent on the Stiefel manifold. We show that these changes lead to estimators that are more robust and easier to interpret.
Unbalanced Low-rank Optimal Transport Solvers
May 31, 2023
The relevance of optimal transport methods to machine learning has long been hindered by two salient limitations. First, the $O(n^3)$ computational cost of standard sample-based solvers (when used on batches of $n$ samples) is prohibitive. Second, the mass conservation constraint makes OT solvers too rigid in practice: because they must match \textit{all} points from both measures, their output can be heavily influenced by outliers. A flurry of recent works in OT has addressed these computational and modelling limitations, but has resulted in two separate strains of methods: While the computational outlook was much improved by entropic regularization, more recent $O(n)$ linear-time \textit{low-rank} solvers hold the promise to scale up OT further. On the other hand, modelling rigidities have been eased owing to unbalanced variants of OT, that rely on penalization terms to promote, rather than impose, mass conservation. The goal of this paper is to merge these two strains, to achieve the promise of \textit{both} versatile/scalable unbalanced/low-rank OT solvers. We propose custom algorithms to implement these extensions for the linear OT problem and its Fused-Gromov-Wasserstein generalization, and demonstrate their practical relevance to challenging spatial transcriptomics matching problems.
Monge, Bregman and Occam: Interpretable Optimal Transport in High-Dimensions with Feature-Sparse Maps
Feb 08, 2023
Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between $x$ and its image $T(x)$ be as small as possible. Many computational approaches have been proposed to estimate such Monge maps when $c$ is the $\ell_2^2$ distance, e.g., using entropic maps [Pooladian'22], or neural networks [Makkuva'20, Korotin'20]. We propose a new model for transport maps, built on a family of translation invariant costs $c(x, y):=h(x-y)$, where $h:=\tfrac{1}{2}\|\cdot\|_2^2+\tau$ and $\tau$ is a regularizer. We propose a generalization of the entropic map suitable for $h$, and highlight a surprising link tying it with the Bregman centroids of the divergence $D_h$ generated by $h$, and the proximal operator of $\tau$. We show that choosing a sparsity-inducing norm for $\tau$ results in maps that apply Occam's razor to transport, in the sense that the displacement vectors $\Delta(x):= T(x)-x$ they induce are sparse, with a sparsity pattern that varies depending on $x$. We showcase the ability of our method to estimate meaningful OT maps for high-dimensional single-cell transcription data, in the $34000$-$d$ space of gene counts for cells, without using dimensionality reduction, thus retaining the ability to interpret all displacements at the gene level.
Discovering ordinary differential equations that govern time-series
Nov 05, 2022
Natural laws are often described through differential equations yet finding a differential equation that describes the governing law underlying observed data is a challenging and still mostly manual task. In this paper we make a step towards the automation of this process: we propose a transformer-based sequence-to-sequence model that recovers scalar autonomous ordinary differential equations (ODEs) in symbolic form from time-series data of a single observed solution of the ODE. Our method is efficiently scalable: after one-time pretraining on a large set of ODEs, we can infer the governing laws of a new observed solution in a few forward passes of the model. Then we show that our model performs better or on par with existing methods in various test cases in terms of accurate symbolic recovery of the ODE, especially for more complex expressions.