Category: Machine Learning (Page 1 of 2)

Bayesian Optimization with Formal Safety Guarantees via Online Conformal Prediction

06/28/2024 / / 0 Comments

Motivation

In the general formulation of black-box optimization problems, a designer sequentially attempts candidate solutions, receiving noisy feedback on the value of each attempt from the system. As illustrated in Fig. 1, we consider scenarios in which feedback is also provided on the safety of the attempted solution, and the optimizer is constrained to limit the number of unsafe solutions that are tried throughout the optimization process [1] [2]. Focusing on methods based on Bayesian optimization (BO), prior works provide safety guarantee that any unsafe solution is excluded with a controllable probability with respect to feedback noise. This theoretical guarantee is, however, only valid if the optimizer has access to information about the constraint function, e.g., reproducible kernel Hilbert space (RKHS) norm bound of the constraint function. In practice, specifying such information may be difficult, since the constraint function is a priori unknown.

Fig. 1. Illustration of black-box optimization with safety constraints. We provide formal safety guarantee on keeping the fraction of unsafe solutions attempted during the optimization process below some tolerated threshold.

 

Safe-BO via Online Conformal Prediction

In our recent work, to appear in IEEE Journal of Selected Topics in Signal Processing, we study for the first time leveraging online conformal prediction (CP) for providing assumptions-free guarantees on the safety level of the attempted candidate solutions, while enabling any non-zero target safety violation level. As shown in Fig. 2, we introduce Safe-BOCP that models objective function and constraint function by using independent Gaussian processes (GPs) as surrogate models, calibrating the credible intervals constructed for safe sets adaptively based on the observation history via online CP [3] [4]. The key mechanism is to use safety feedback, in the form of a well-designed safety error signal, on the reliability of past decisions to adjust the post-processing of probabilistic surrogate model’s outputs. In contrast to previous safe BO methods assuming RKHS properties of the constraint function to ensure a strict safety guarantee, Safe-BOCP adopts a “caution-increasing” back-off strategy that compensates for the uncertainty on the boundaries of the safe regions without any assumptions.

Fig. 2. Block diagram of the main steps including safe set creation, producing the safe set, and of acquisition, selecting the next iterate.

 

Experiments

We compare Safe-BOCP with the state-of-the-art SAFEOPT in a safe movie recommendation problem and plug flow reactor (PFR) optimization problem. Fig. 3 plots the histograms of the ratings across all selected movies during the optimization procedure with varying target violation rates, showing that SAFEOPT does not meet the safety requirement (red dashed line) while D-SAFE-BOCP can correctly control the fraction of unsafe movies. As shown in Fig. 4, P-SAFE-BOCP is seen to meet the target reliability level irrespective of observation noise power, while SAFEOPT can only achieve it when the observation noise power is sufficiently large.

Fig. 3. Histograms of the ratings of recommended movies by SAFEOPT, as well by D-SAFE-BOCP under different target violation rates.

Fig. 4. Probability of excessive violation rate (top) and optimality ratio (bottom) as a function of constraint observation noise power.

 

References

[1] Y. Sui, A. Gotovos, J. Burdick, and A. Krause, “Safe exploration for optimization with Gaussian processes,” in Proceedings of International Conference on Machine Learning, Lille, France, 2015.
[2] F. Berkenkamp, A. Krause, and A. P. Schoellig, “Bayesian optimization with safety constraints: Safe and automatic parameter tuning in robotics,” Machine Learning, pp. 1–35, 2021.
[3] I. Gibbs and E. Candes, “Adaptive conformal inference under distribution shift,” in Proceedings of Advances in Neural Information Processing Systems, Virtual, 2021.
[4] S. Feldman, L. Ringel, S. Bates, and Y. Romano, “Achieving risk control in online learning settings,” Transactions on Machine Learning Research, 2023.

Generalization and Informativeness of Conformal Prediction

04/19/2024 / / 0 Comments

Motivation

When using a machine learning model to make important decisions, like in healthcare, finance, or engineering, we not only need accurate predictions but also want to know how sure the model is about its answers [1-3]. CP offers a practical solution for generating certified “error bars”—certified ranges of uncertainty—by post-processing the outputs of a fixed, pre-trained base predictor. This is crucial for safety and reliability. At the upcoming ISIT 2024 conference, we will present our research work, which aims to bridge the generalization properties of the base predictor with the expected size of the set predictions, also known as informativeness, produced by CP. Understanding the informativeness of CP is particularly relevant as it can usually only be assessed at test time.

Conformal prediction

Figure 1: Conformal prediction (CP) set predictors (gray areas) obtained by calibrating a base predictor with a higher generalization error on the left and a lower generalization error on the right. Thanks to CP, both set predictors satisfy a user-defined coverage guarantee, but the inefficiency, i.e., the average prediction set size, is larger when the generalization error of the base predictor is larger.

The most practical form of CP, known as inductive CP, divides the available data into a training set and a calibration set [4]. We use the training data to train a base model, and the calibration data to determine the prediction sets around the decisions made by the base model. As shown in Figure 1, a more accurate base predictor, which generalizes better outside the training set, tends to produce more informative sets when CP is applied.

Results

Figure 2: Bound on the average set size for different values of training and calibration data set sizes as a function of the target reliability level. Increasing the number of calibration data points causes the bound to converge exponentially fast to a function (black line) that is increasing in and decreasing in the amount of training data.

Our work’s main contribution is a high probability bound on the expected size of the predicted sets. The bound relates the informativeness of CP to the generalization properties of the base model and the amount of available training and calibration data. As illustrated in Figure 2, our bound predicts that by increasing the amount of calibration data CP’s efficiency converges rapidly to a quantity influenced by the coverage level, the size of the training set, and the predictor’s generalization performance. However, for finite amount of calibration data, the bound is also influenced by the discrepancy between the target and empirical reliability measured over the training data set. Overall, the bound justifies a common practice: allocating more data to train the base model compared to the data used to calibrate it.

Figure 3: Normalized empirical CP set size for a multi-class classification problem on the MNIST data set as a function of the reliability level and for different sizes of the calibration and training data sets.

Since what really proves the worth of a theory is how well it holds up in real-world testing, we also compare our theoretical findings with numerical evaluations. In our study, we looked at two classification and regression tasks. We ran CP with various splits of calibration and training data, then measured the average efficiency. As shown in the Figure 3, the empirical results from our experiments matched up nicely with what our theory predicted in Figure 2.

References

[1] A. L. Beam and I. S. Kohane, “Big data and machine learning in health care,” JAMA, vol. 319, no. 13, pp. 1317–1318, 2018.

[2] J.. W. Goodell, S. Kumar, W. M. Lim, and D. Pattnaik, “Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis,” Journal of Behavioral and Experimental Finance, vol. 32, p. 100577, 2021.

[3] L. Hewing, K. P. Wabersich, M. Menner, and M. N. Zeilinger, “Learning-based model predictive control: Toward safe learning in control,” Annual Review of Control, Robotics, and Autonomous Systems, vol. 3, pp. 269–296, 2020.

[4] V. Vovk, A. Gammerman, and G. Shafer, Algorithmic learning in a random world, vol. 29. Springer, 2005.

Wireless Reliable Federated Inference

02/08/2024 / / 0 Comments

Written by Meiyi Zhu during her visit to KCLIP.

Motivation

Consider a wireless federated inference scenario in which the devices and a server share a pre-trained machine learning model, e.g., trained via federated learning. The server wishes to make an inference on its own new input based on such a pre-trained machine learning model. Note that the server has no access to the data; the data is only presented at the devices. This scenario is common in practice. For example, a personal healthcare system would first train the respective model via federated learning, without acquiring personal data from the end users; while upon achieving a trained healthcare model, wishes to provide useful solution to new users. We will assume that new users ask queries to the central server, while the general conclusion made in this article retains even for the case in which the new user has its own access to the pre-trained model.

However, depending on the quality of the pre-trained model, e.g., lack of data, the solution provided by the pre-trained model may yield wrong decisions. More importantly, such model is likely to yield unreliable decisions; see, e.g., our previous post ‘Is Accuracy Sufficient for AI in 6G? (No, Calibration is Equally Important)’. As reliability plays an important role in various fields including healthcare monitoring and autonomous vehicle navigation, it is important to find ways to make the federated inference reliable. But how can we make the pre-trained model reliable as the central server has no access to the data at all?

Recent work has introduced federated conformal prediction (CP), which improves the reliability of the server’s decision by utilizing available held-out local data at each device, of course, without central server’s access to such data. The goal of federated CP is to provide a guaranteed interval or set of potential outputs that contains the correct answer at a predefined reliability level [1, 2]. As a state-of-the-art solution, reference [1] proposed a quantile-of-quantile (QQ) scheme, referred to as FedCP-QQ, whereby each device computes and communicates a pre-determined quantile of the local losses. However, existing work assumed noise-free communication between the server and the devices, whereby devices can communicate a single real number to the server.

Wireless Federated Conformal Prediction

In our recent work, to appear in Transactions on Signal Processing, we study for the first time federated CP in a wireless setting, as illustrated in Fig. 1. Specifically, we introduce a novel protocol, termed wireless federated conformal prediction (WFCP), which builds on type-based multiple access (TBMA) and on a novel quantile correction scheme.

Fig. 1. Illustration of the wireless reliable federated inference problem under study.

TBMA is a multiple access scheme that aims at recovering aggregated statistics, rather than individual messages [3]. By noting that federated CP also requires aggregated statistics across the devices, i.e., quantile, we have proposed to apply TBMA for WFCP. More precisely, as illustrated in Fig. 2, TBMA enables the estimate of the global histogram of data available across all devices without having to separately estimate the histograms of all devices. Specifically, each histogram bin is assigned an orthogonal codeword and the server can estimate the global histogram thanks to the superposition property of wireless communications. In this way, WFCP enables a direct estimate of the global quantile at the server without imposing bandwidth requirements that scale linearly with the number of active devices like FedCP-QQ. Rather, the communication requirements of WFCP are only dictated by the precision with which the signals are represented for transmission to the server, i.e., the length of each codeword.

Fig. 2. Illustration of the TBMA enabled communication model.

The other key technical challenge tackled in our work is the derivation of a novel quantile correction approach that ensures the reliability of the set predictor despite the presence of channel noise.

Experiments

We evaluate our proposed WFCP on CIFAR-10 data set over Rayleigh fading channels. We show here one of the results that plots the performance gains of WFCP in the presence of limited communication resources. In Fig. 3, we evaluate the performance of WFCP and our implementation of existing FedCP-QQ (DQQ) over wireless channels using finite blocklength information theory as a function of SNR. As SNR increases, both WFCP and DQQ maintain the target reliability level, while offering a decreasing prediction set size. Across all the SNRs, WFCP generates a more informative predicted set than DQQ, and it approaches the performance of the centralized CP. Please refer to our paper for more details.

 

Fig. 3. Empirical coverage and normalized empirical inefficiency of centralized CP, WFCP, and digital implementation of existing FedCP-QQ [1].

References

[1] P. Humbert, B. Le Bars, A. Bellet, and S. Arlot, “One-shot federated conformal prediction,” ICML 2023

[2] C. Lu and J. Kalpathy-Cramer, “Distribution-free federated learning with conformal predictions,” arXiv:2110.07661, 2021

[3 G. Mergen and L. Tong, “Type based estimation over multiaccess channels,” IEEE TSP 2006

Safe Model Predictive Control via Reliable Time-Series Forecasting

12/04/2023 / / 0 Comments

Motivation

The control of dynamical systems is the backbone of modern technologies, ranging from industrial processes to autonomous vehicles. In many of these scenarios, systems must be controlled while satisfying a set of safety and reliability constraints with respect to the unknown evolution of a target process. For example, as illustrated in Figure 1, autonomous vehicles or unmanned aerial vehicles (UAVs) must plan their trajectory while maintaining a safe distance from other vehicles or obstacles. To this end, predictions about the future evolution of the system must be used. In this context, a primary challenge is to ensure safety and reliability in the face of predictions that are often uncertain.

Figure 1: UAV tracking problem, an example of model predictive control in which the UAV must plan its path based on the unknown evolution of the object to be tracked.

Probabilistic Time Series-Conformal Risk Prediction

To support the deployment of reliable control mechanisms for dynamical system, in our work we have recently proposed probabilistic time series-conformal risk prediction (PTS-CRC). PTS-CRC is a novel post-hoc calibration procedure that operates on the predictions produced by any pre-designed probabilistic forecaster to yield reliable time series prediction sets. As illustrated in Figure 2, PTS-CRC generates predictive sets based on an ensemble of multiple prototype trajectories sampled from the probabilistic model, supporting the efficient representation of forking uncertainties. This contrasts with previous solutions that apply Conformal Prediction[1] to deterministic predictors (TS-CP)[2], which are bounded to produce compact prediction sets. Furthermore, sets produced by PTS-CRC can be calibrated to satisfy a wide array of reliability definitions, beyond the standard one of coverage.

Figure 2: Construction of a prototype-based set predictor based on 3 prototypical sequences.

PTS-CRC Based Model Predictive Control

Based on the reliability properties of PTS-CRC predictions, we devise a novel Model Predictive Control (MPC) framework that addresses open-loop and closed-loop control problems under general average constraints on the quality or safety of the control policy. The key idea is to derive the control by replacing constraints that depend on the unknown dynamics of the target process with those depending on the predictive sets output by PTS-CRC. The reliability requirements of PTS-CRC predictions translate into reliability requirements for the original control problem.

Experiments

We apply PTS-CRC-based MPC to wireless networking problems, specifically focusing on a scenario where a base station must modulate its future power allocation based on the unknown evolution of channel conditions. For instance, we address the challenge of controlling transmit power to maximize the communication rate at an unlicensed user while adhering to a safety requirement, expressed as the maximum interference experienced by a licensed user. By employing PTS-CRC, we can replace the unknown system evolution with efficient multimodal predictive sets that more effectively capture multimodal channel evolution compared to TS-CP (Figure 3). As exemplified in Figure 4, PTS-CRC-based power control leads to power allocations that achieve a higher communication rate compared to TS-CP.

Figure 3: Comparison between the prediction sets of TS-CP and PTS-CRC for the problem of channel gain evolution forecasting.

Figure 4: Comparison between the power control solution obtained using PTS-CRC and TS-CP based MPC.

References

[1] Vovk, Vladimir, Alexander Gammerman, and Glenn Shafer. “Algorithmic learning in a random world,” Vol. 29. New York: Springer, 2005.

[2] Stankeviciute, Kamile, Ahmed M Alaa, and Mihaela van der Schaar. “Conformal time-series forecasting.” Advances in neural information processing systems 34, 2021.

[3] Zecchin, Matteo, Sangwoo Park, and Osvaldo Simeone. “Forking Uncertainties: Reliable Prediction and Model Predictive Control with Sequence Models via Conformal Risk Control.” arXiv preprint arXiv:2310.10299, 2023.

Life-long brain-inspired learning that knows what it does not know

11/10/2022 / / 0 Comments

An emerging research topic in artificial intelligence (AI) consists in designing systems that take inspiration from biological brains. This is notably driven by the fact that, although most AI algorithms become more and more efficient (for instance, for image generation), this comes at a cost. Indeed, with architectures constantly growing in size, training a single large neural network today consumes a prohibitive amount of energy. Despite consuming only about 12W, human brains exhibit impressive capabilities, such as life-long learning.

By taking a Bayesian perspective, we demonstrate in our latest work how biologically inspired spiking neural networks (SNNs) can exhibit learning mechanisms similar to those applied in brains, which allow them to perform continual learning. As we will see, the technique also solves a key challenge in deep learning, that is, to obtain well calibrated solutions in the face of previously unseen data.

 

Our work

Bayesian Learning

As seen in Fig. 1, we propose to equip each synaptic weight in the SNN with a probability distribution. The distribution captures the epistemic uncertainty induced by the lack of knowledge of the true distribution of the data. This is done by assigning probabilities to model parameters that fit equally well the data, while also being consistent with prior knowledge. As a consequence, Bayesian learning is known to produce better calibrated decisions, i.e., decisions whose associated confidence better reflects the actual accuracy of the decision.

This contrasts with frequentist learning, in which the vector of synaptic weights is optimized by minimizing a training loss. The training loss is adopted as a proxy for the population loss, i.e., for the loss averaged over the true, unknown, distribution of the data. Therefore, frequentist learning disregards the inherent uncertainty caused by the availability of limited training data, which causes the training loss to be a potentially inaccurate estimate of the population loss. As a result, frequentist learning is known to potentially yield poorly calibrated, and overconfident decisions for ANNs.

Figure 1: Illustration of Bayesian learning in an SNN: In a Bayesian SNN, the synaptic weights are assigned a joint distribution, often simplified as a product distribution across weights.

We consider both real-valued (with possibly limited resolution, as dictated by deployment on neuromorphic hardware) and binary-valued synapses, parametrised by Gaussian and Bernoulli distributions, respectively. The advantages of models with binary-valued synapses, i.e., binary SNNs, include a reduced complexity for the computation of the membrane potential. Furthermore, binary SNNs are particularly well suited for implementations on chips with nanoscale components that provide discrete conductance levels for the synapses.

 

Continual Learning

In addition to uncertainty quantification, we apply the proposed solution to continual learning, as illustrated in Fig. 2. In continual learning, the system is sequentially presented several datasets corresponding to distinct, but related, learning tasks, where each task is selected, possibly with replacement, from a pool of tasks, and its identity is unknown to the system. Its goal is to learn to make predictions that generalize well each new task, while causing minimal loss of accuracy on previous tasks.

Figure 2: Illustration of Bayesian continual learning: the system is successively presented with similar, but different, tasks. Bayesian learning allows the model to retain information about previously learned information.

Many existing works on continual learning draw their inspiration from the mechanisms underlying the capability of biological brains to carry out life-long learning. Learning is believed to be achieved in biological systems by modulating the strength of synaptic links. In this process, a variety of mechanisms are at work to establish short-to intermediate-term and long-term memory for the acquisition of new information over time. These mechanisms operate at different time and spatial scales.

 

Biological Principles of Learning

One of the best understood mechanisms, long-term potentiation, contributes to the management of long-term memory through the consolidation of synaptic connections. Once established, these are rendered resistant to disruption by changing their capacity to change via metaplasticity. As a related mechanism, return to a base state is ensured after exposition to small, noisy changes by heterosynaptic plasticity, which plays a key role in ensuring the stability of neural systems. Neuromodulation operates at the scale of neural populations to respond to particular events registered by the brain. Finally, episodic replay plays a key role in the maintenance of long-term memory, by allowing biological brains to re-activate signals seen during previous active periods when inactive (i.e., sleeping).

In this work, we demonstrate how the continual learning rule we obtain exhibits some of these mechanisms. In particular, synaptic consolidation and metaplasticity for each synapse can be modeled by a precision parameter. A larger precision reduces the step size of the synaptic weight updates. During learning, the precision is increased to the degree that depends on the relevance of each synapse as measured by the estimated Fisher information matrix for the current mini-batch of examples.

Heterosynaptic plasticity, which drives the updates towards previously learned and resting states to prevent catastrophic forgetting, is obtained from first principles via an information risk minimization formulation with a Kullback-Leibler regularization term. This mechanism drives the updates of the precision and mean parameter towards the corresponding parameters of the variational posterior obtained at the previous task.

Figure 3: Predictive probabilities evaluated on the two-moons dataset after training for Bayesian learning. Top row: Real-valued synapses; Bottom row: Binary synapses.

Results

We start by considering the two-moons dataset shown in Fig. 3. Triangles indicate training points for a class “0’’, while circles indicate training points for a class “1”. The color intensity represents the predictive probabilities for frequentist learning and for Bayesian learning: the more intense the color, the higher the prediction confidence determined by the model. Bayesian learning is observed to provide better calibrated predictions, that are more uncertain outside the input regions covered by training data points. As can be seen, confidence for the Bayesian models can be mitigated by a parameter, as precised in the full text.

Figure 4: Top three classes predicted by both Bayesian and frequentist models on selected examples from the DVS-Gestures dataset. Top: real-valued synapses. Bottom: binary synapses. The correct class is indicated in bold font.

This point is further illustrated in Fig. 4 by showing the three largest probabilities assigned by the different models on selected examples from DVS-Gestures dataset, considering real-valued synapses in the top row and binary synapses in the bottom row. In the left column, we observe that, when both models predict the wrong class, Bayesian SNNs tend to do so with a lower level of certainty, and typically rank the correct class higher than their frequentist counterparts. Specifically, in the examples shown, Bayesian models with both real-valued and binary synapses rank the correct class second, while the frequentist models rank it third. Furthermore, as seen in the middle column, in a number of cases, the Bayesian models manage to predict the correct class, while the frequentist models predict a wrong class with high certainty. In the right column, we show that even when frequentist models predict the correct class and Bayesian models fail to do so, they still assign lower probabilities (i.e., <50%) to the predicted class.

Figure 5: Evolution of the average test accuracies and ECE on all tasks of the split-MNIST-DVS across training epochs, with Gaussian and Bernoulli variational posteriors, and frequentist schemes for both real-valued and binary synapses. Continuous lines: test accuracy, dotted lines: ECE, bold: current task. Blue: {0, 1}; Red: {2, 3}; Green: {4, 5}; Purple:{6, 7}; Yellow: {8, 9}.

Finally, we show results for continual learning on the MNIST-DVS dataset in Fig. 5. We show the evolution of the test accuracy and expected calibration error (ECE) on all tasks, represented with lines of different colors, during training. The performance on the current task is shown as a thicker line. We consider frequentist and Bayesian learning, with both real-valued and binary synapses. With Bayesian learning, the test accuracy on previous tasks does not decrease excessively when learning a new task, which shows the capacity of the technique to tackle catastrophic forgetting. Also, the ECE across all tasks is seen to remain more stable for Bayesian learning as compared to the frequentist benchmarks. For both real-valued and binary synapses, the final average accuracy and ECE across all tasks show the superiority of Bayesian over frequentist learning.

More details can be found in the full text at this link.

“Hyper-Learning” How to Transfer from Uplink to Downlink for Massive MIMO

07/15/2021 / / 0 Comments

Problem

Most cellular deployments rely on frequency division duplex (FDD) due to its lower latency and greater coverage potential. In FDD, uplink and downlink channels use different carrier frequencies. Therefore, as illustrated in Fig. 1, with FDD, downlink channel state information (CSI) cannot be directly obtained from uplink pilots due to a lack of full reciprocity between uplink and downlink channels.

Fig.1 FDD massive MIMO system over multipath channels with partial reciprocity

The conventional solution to this problem is to leverage downlink training and feedback from the devices. This, however, generally causes a prohibitively large downlink and uplink overhead in massive multiple-input multiple-output (MIMO) systems owing to the need to transmit a pilot sequences of length proportional to the number of antennas.

State-of-the-art recent proposals to address the inefficiencies of this conventional solutions adopt machine learning (ML) tools. The use of ML is justified by the technical challenges arising from the lack of efficient optimal model-based methods.

In our recent work to be presented at SPAWC 2021, we contribute to this line of work by introducing a new ML-based solution that improves over the state of the art by leveraging partial channel reciprocity and the tool of hypernetworks.

Our approach

 

Fig. 2 The proposed HyperRNN architecture for end-to-end channel estimation based on temporal correlations and partial reciprocity

In this work, we propose a novel end-to-end architecture — HyperRNN — illustrated in Fig. 2. The main innovation of the approach is that simultaneously transmitted pilot symbols in the uplink, across multiple time slots, are leveraged to automatically extract long-term reciprocal channel features (see Fig. 1) via a hypernetwork that determines the weight of the downlink CSI estimation or beamforming network. Importantly, the long-term features implicitly underlie the discriminative mapping implemented by the hypernetwork between uplink pilots and downlink CSI estimation network, rather than estimated explicitly. The second main innovation is to incorporate recurrent neural networks (RNNs), in lieu of (feedforward) deep neural networks (DNNs) for both uplink and downlink processing in order to leverage the temporal correlation of the fading amplitudes.

Results

We compare the the normalized mean square error (NMSE) performance of our proposed HyperRNN and an earlier work based on end-to-end training procedure, downlink-based DNN (DL-DNN), which encompasses downlink pilot training, distributed quantization for the uplink and downlink channel estimation. Simulations are performed over the spatial channel model (SCM) standardized in 3GPP Release 16. Fig. 3 demonstrates the NMSE of the proposed HyperRNN and of the benchmark DL-DNN for channel estimation as a function of the number of paths. Larger performance gains can be achieved when the channel has a lower number of paths. In fact, in this regime, the invariant of the long-term features of the channel defines a low-rank structure of the channel that can be leveraged by the hypernetwork.

Fig. 3 NMSE of the HyperRNN and DL-DNN over frequency-flat fading channels having different number of paths for an FDD system

Full paper can be found here.

Privacy in Wireless Federated Learning is Free

11/04/2020 / / 0 Comments

–when the SNR is small enough

Problem Description 

Federated Learning (FL) refers to distributed protocols that avoid direct raw data exchange among the participating devices while training for a common learning task. This way, FL can potentially reduce the information on the local data sets that is leaked via communications. Nevertheless, the model updates shared by the devices may still reveal information about local data. For example, a malicious server could potentially infer the presence of an individual data sample from a learnt model by membership inference attack or model inversion attack. 

Differential privacy (DP) quantifies information leaked about individual data points by measuring the sensitivity of the disclosed statistics to changes in the input data set at a single data point. DP can be guaranteed by introducing a level of uncertainty into the released model that is sufficient to mask the contribution of any individual data point. The most typical approach is to add random perturbations, e.g., Gaussian. This suggests that,  when FL is implemented in wireless systems, the channel noise can directly act as a privacy-inducing mechanism. 

Suggested Solution 

In recent work, we have designed differentially private wireless distributed gradient descent via the direct, uncoded, transmission of gradients from devices to edge server. The channel noise is utilized as a privacy preserving mechanism and dynamic power control is separately optimized for orthogonal multiple access  (OMA) and non-orthogonal multiple access  (NOMA) protocols with the goal of minimizing the learning optimality gap under privacy and power constraints across a given number of communication blocks.  Our recent work to appear in IEEE Journal on Selected Areas in Communications tackles this problem. One of our main results shows that, as long as the privacy constraint level, measured via DP, is below a threshold that decreases with the signal-to-noise ratio (SNR), uncoded transmission achieves privacy “for free”, i.e., without affecting the learning performance. As our analysis demonstrates, channel noise added in the first iterations tends to impact convergence less significantly than the noise added in later iterations, whereas the privacy level depends on a weighted sum of the inverse noise power across the iteration. These properties, captured by compact analytical expressions derived in this paper, are leveraged for adaptive power allocation, yielding significant performance gains over standard static power allocation. 

Some Results 

The performance is first evaluated by using randomly generated synthetic dataset. In the considered range of DP level,  as illustrated in the figure below, NOMA with either adaptive or static power allocation (PA) achieves better performance than OMA. Furthermore, the proposed adaptive PA obtains a significant performance gain over static PA under stringent DP constraints, while the performance advantage of adaptive PA decreases as the DP constraint is relaxed. The figure also shows the threshold values of DP level beyond which the privacy “for free”.  

The performance is also evaluated by MNIST data set as summarized in the last figure. With conventional static PA, the increasing communication budget is seen to largely degrade performance. This is because more communication blocks may cause an increase in privacy loss. In contrast, adaptive PA is able to properly allocate power across the communication blocks thereby achieves a lower training loss.

Federated Neuromorphic Computing

02/21/2020 / / 0 Comments

Problem
Training state-of-the-art Artificial Neural Network (ANN) models requires distributed computing on large mixed CPU-GPU clusters, typically over many days or weeks, at the expense of massive memory, time, and energy resources, and potentially of privacy violations. Alternative solutions for low-power machine learning on resource-constrained devices have been recently the focus of intense research. In our recently accepted paper at ICASSP 2020, we study the convergence of two such recent lines of inquiries.

On the one hand, Spiking Neural Networks (SNNs) are biologically inspired neural networks in which neurons are dynamic elements processing and communicating via sparse spiking signals over time, rather than via real numbers, enabling the native processing of time-encoded data, e.g., from DVS cameras. They can be implemented on dedicated hardware, offering energy consumptions as low as a few picojoules per spike. A more thorough introduction to probabilistic SNNs can be found in this previous blog post.

On the other hand, Federated Learning (FL) allows devices to carry out collaborative learning without exchanging local data. This makes it possible to train more effective machine learning models by benefiting from data at multiple devices with limited privacy concerns. FL requires devices to periodically exchange information about their local model parameters through a parameter server. It has become de-facto standard for training ANNs over large numbers of distributed devices.

System model

Figure 1 Federated Learning (FL) model under study: Mobile devices collaboratively train on-device SNNs based on different, heterogeneous, and generally unbalanced local data sets, by communicating through a base station (BS).

In our work, as seen in Figure 1, we consider a distributed edge computing architecture in which N mobile devices communicate through a Base Station (BS) in order to perform the collaborative training of local SNN models via FL. Each device holds a different local data set. The goal of FL is to train a common SNN-based model without direct exchange of the data from the local data sets.

FL proceeds in an iterative fashion across T global time-steps. To elaborate, at each global time-step, the devices refine their local model, based on their local datasets. Every τ iterations, they will also transmit their updated local model parameters to the BS, which will in turn compute a centralized averaged parameter and send it back to the devices. This global averaged parameter will be used at the beginning of the next iteration.

An SNN is a network of spiking neurons connected via an arbitrary directed graph, possibly with cycles (see Figure 2). SNNs process information through time, based on a local clock. At each local algorithmic time-step, each neuron receives the signals emitted by the subset of neurons connected to it through directed links, known as synapses. Neurons in the network will then output a binary signal, either ‘0’ or ‘1’. The instantaneous spiking probability of a neuron is determined by its past spiking behaviour and the previous spikes of its pre-synaptic neurons. SNNs are trained over sequences of S local algorithmic time-steps, made of D examples of length S’. In an image classification task, an example could be an image encoded as a binary signal.

Figure 2 Example of an internal architecture for an on-device SNN.

In FL-SNN, we cooperatively train distributed on-device SNNs thanks to Federated Learning. To that end, we derived a novel algorithm, for which the time scales involved are summarized in Figure 3. Each global algorithmic iteration t corresponds to Δs local SNN time-steps, and the total number S of SNN local algorithmic time steps and the number T of global algorithmic time steps during the training procedure are hence related as S = DS’ = T∆s.

Figure 3 Illustration of the time scales involved in the cooperative training of SNNs via FL for τ = 3 and ∆s = 4.

Experiments

We consider a classification task based on the MNIST-DVS dataset. The training dataset is composed of 900 examples per class and the test dataset is composed of 100 samples per class. We consider 2 devices which have access to disjoint subsets of the training dataset. In order to validate the advantages of FL, we assume that the first device has only samples from class ‘1’ and the second only from class ‘7’. We train over D = 400 randomly selected examples from the local data sets, which results in S = DS’ = 32,000 local time-steps.

As a baseline, we consider the test loss at convergence for the separate training of the two SNNs. In Figure 4, we plot the local test loss normalized by the mentioned baseline as a function of the global algorithmic time. A larger communication period τ is seen to impair the learning capabilities of the SNNs, yielding a larger final value of the loss. In fact, for τ = 400, after a number of local iterations without communication, the individual devices are not able to make use of their data to improve performance.

Figure 4 Evolution of the mean test loss during training for different values of the communication period τ. Shaded areas represent standard deviations over 3 trials

One of the major flaws of FL is the communication load incurred by the need to regularly transmit large model parameters. To partially explore this aspect, in the paper, we consider exchanging only a subset of synaptic weights during global iterations. We refer to the text at this link for details.

Using Machine learning to Measure Intrinsic and Synergistic Information Flows

12/16/2019 / / 0 Comments

Context

Quantifying the causal flow of information between different components of a system is an important task for many natural and engineered systems, such as neural, genetic, transportation and social networks. A well-established metric of the information flow between two time sequences  and  that has been widely applied for this purpose is the information-theoretic measure of Transfer Entropy (TE). The TE equals the mutual information between the past of sequence  and the current value at time t when conditioning on the past of . However, the TE has limitations as a measure of intrinsic, or exclusive, information flow from sequence to sequence . In fact, as pointed out in this paper, the TE captures not only the amount of information on that is contained in the past of in addition to that already present in the past of , but also the information about that is obtained only when combining the past of both and . Only the first type of information flow may be defined as intrinsic, while the second can be thought of as a synergistic flow of information involving both sequences.

In the same paper, the authors propose to decompose the TE as the sum of an Intrinsic TE (ITE) and a Synergistic TE (STE), and introduce a measure of the ITE based on cryptography. The idea is to measure the ITE as the size (in bits) of a secret key that can be generated by two parties, one holding the past of sequence and the other , via public communication, when the adversary has the past of sequence .

The computation of ITE is generally intractable. To estimate ITE, in recent work, we proposed an estimator, referred to as ITE Neural Estimator (ITENE), of the ITE that is based on variational bound on the KL divergence, two-sample neural network classifiers, and the pathwise estimator of Monte Carlo gradients.

 

Some Results

We first apply the proposed estimator to the following toy example. The joint processes are generated according to

for some threshold λ, where variables are independent and identically distributed as .  Intuitively, for large values of the threshold λ, there is no information flow between  and , while for small values, there is a purely intrinsic flow of information. For intermediate values of λ, the information flow is partly synergistic, since knowing both and is instrumental in obtaining

Figure 1

 

information about .  As illustrated in Fig. 1, the results obtained from the estimator are consistent with this intuition.

 

Figure 2

For a real-world example, we apply the estimators at hand to historic data of the values of the Hang Seng Index (HSI) and of the Dow Jones Index (DJIA) between 1990 and 2011 (see Fig. 2). As illustrated in Fig. 3, both the TE and ITE from the DJIA to the HSI are much larger than in the reverse direction, implying that the DJIA influenced the HSI more significantly than the other way around for the

Figure 3

given time range. Furthermore, we observe that not all the information flow is estimated to be intrinsic, and hence the joint observation of the history of the DJIA and of the HSI is partly responsible for the predictability of the HSI from the DJIA.

The full paper will be presented at 2020 International Zurich Seminar on Information and Communication and can be found here.

Compute With Time, Not Over It: An Introduction to Spiking Neural Networks

08/16/2019 / / 0 Comments
Problem

Artificial Neural Networks (ANNs) have become the de-facto standard tool to carry out supervised, unsupervised, and reinforcement learning tasks. Their recent successes have built upon various algorithmic advances, but have also heavily relied on the unprecedented availability of computing power and memory in data centers and cloud computing platforms. The resulting considerable energy requirements run counter to the constraints imposed by implementations on low-power mobile or embedded devices for applications such as personal health monitoring or neural prosthetics.

How can the human brain perform general and complex tasks at a minute fraction of the power required by state-of-the-art supercomputers and ANN-based models? Neurons in the human brain are different from those in an ANN: they process and communicate using sparse spiking signals over time, rather than real numbers; and they are dynamic devices, rather than static non-linearites (see, Figure 1). Taking inspiration from this observation, Spiking Neural Networks (SNNs) have been introduced in the theoretical neuroscience literature as networks of dynamic spiking neurons that enables efficient on-line inference learning. SNNs have the unique capability to process information encoded in the timing of spikes, with the energy per spike being as a few picojoules. Proof-of-concept and commercial hardware implementations of SNNs (e.g., Intel, IBM) have demonstrated orders-of-magnitude improvements in terms of energy efficiency over ANNs.

Figure 1. Illustration of neural networks: (left) an ANN, where each neuron processes real numbers; and (right) an SNN, where dynamic spiking neurons process and communicate binary sparse spiking signals over time.

The most common SNN model consists of a network of neurons with deterministic dynamics, e.g., leaky-integrate-and-fire model, whereby a spike is emitted as soon as an internal state variable, known as membrane potential, crosses a given threshold value. Learning problems should be formulated as the minimization of a loss function that directly accounts for the timing of the spikes emitted by the neurons. While this minimization can be done using Stochastic Gradient Descent (SGD) as for ANNs, it is made challenging by the non-differentiability of the behavior of spiking neurons with respect to the synaptic weights. In contrast to deterministic models, a probabilistic model for SNNs defines the outputs of all spiking neurons as differentiable joint distributed binary random processes. A probabilistic viewpoint has hence significant analytic advantages in that we can apply flexible learning rules from the principled learning criteria such as likelihood and mutual information.

Some Results

Our recent work published on IEEE Signal Processing Magazine (SPM) Special Issue on Learning Algorithms and Signal Processing for Brain-Inspired Computing provides a review on the topic of probabilistic SNNs with a specific focus on the most commonly used Generalized Linear Models (GLMs) by covering probabilistic models, learning rules, and applications.

Figure 2. Illustration of the neurons with probabilistic dynamics with exponential feedforward and feedback kernels.

As illustrated in Figure 2, in a GLM, any post-synaptic neuron i receives the signals emitted by pre-synaptic neurons through synapses. Its internal state, or the probability to spike, is defined by membrane potential, which is the sum of contributions from the incoming spikes of the pre-synaptic neurons and from the past spiking behavior of the neuron itself, where both contributions are filtered by feedforward and feedback kernels, respectively. Under the GLM, the gradient of the log-likelihood of the spiking signals depends on the difference between the desired spiking behavior and its average behavior under the model.

SNNs can be trained using supervised, unsupervised, and reinforcement learning, by following a learning rule. This defines how the model parameters are updated on the basis of the available observations – in a batch mode or in an on-line fashion. Our work derives Maximum Likelihood learning rules using SGD in a batch and on-line mode, for both fully observed and partially observed SNNs. The learning rules can be interpreted in light of the general form of the three-factor rule; the synaptic weight wj,i from pre-synaptic neuron j to a post-synaptic neuron i is updated as wj,i ← wj,i + η × ℓ × pre(j) × post(i), where η is a learning rate; ℓ is a scalar global learning signal which is absent in case of fully observed SNNs; pre(j) is given by the filtered feedforward trace of the pre-synaptic neuron j; and post(i) is given by the error term of the post-synaptic neuron i, appeared in the gradient above. In case of partially observed SNNs, variational inference is needed to approximate the true posterior distribution by means of variational posterior. With a feedforward distribution for the variational posterior, we derive the learning rule using doubly SGD, whereby the global learning signal is obtained by sampling spike signals of unobserved neurons.

Figure 3. On-line prediction task based on an SNN with 9 visible and 2 hidden neurons; (left, top) real, analog time signal (dashed) and predicted, decoded signal (solid); (left, bottom) total number of spikes emitted by the SNN; and (right) spike raster plot of the SNN.

Experiments on an on-line prediction task allowed us to observe the potential of SNNs for ‘always-on’ event-driven applications. The SNN observes a time sequence and is trained to predict the next value of sequence given the observation of the previous values, where the time sequence is encoded in the spike domain with ΔT spike samples per each value of the sequence. In Figure 3, the SNN is seen to be able to provide an accurate prediction (left, top) with the corresponding number of spikes (left, bottom) and spikes emitted by the SNN (right). To demonstrate the efficiency benefits of SNNs that may arise from their unique time encoding capabilities, we also compare the prediction error and the number of spikes, with rate and time coding schemes.

Please refer to the full paper at IEEE Xplore (open access: arXiv) for details. The tutorial for learning algorithms and signal processing for brain-inspired computing can be found at IEEE Xplore.

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