Machine learning theory

Homophily is a graph property describing the tendency of edges to connect similar nodes. There are several measures used for assessing homophily but all are known to have certain drawbacks: in particular, they cannot be reliably used for comparing datasets with varying numbers of classes and class size balance. To show this, previous works on graph homophily suggested several properties desirable for a good homophily measure, also noting that no existing homophily measure has all these properties. Our paper addresses this issue by introducing a new homophily measure — unbiased homophily — that has all the desirable properties and thus can be reliably used across datasets with different label distributions. The proposed measure is suitable for undirected (and possibly weighted) graphs. We show both theoretically and via empirical examples that the existing homophily measures have serious drawbacks while unbiased homophily has a desirable behavior for the considered scenarios. Finally, when it comes to directed graphs, we prove that some desirable properties contradict each other and thus a measure satisfying all of them cannot exist.

The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by large datasets for which the computation of the full gradient is prohibitively expensive. In this paper, we present two new variants of the FW algorithms for stochastic finite-sum minimization. Our algorithms have the best convergence guarantees of existing stochastic FW approaches for both convex and non-convex objective functions. Our methods do not have the issue of permanently collecting large batches, which is common to many stochastic projection-free approaches. Moreover, our second approach does not require either large batches or full deterministic gradients, which is a typical weakness of many techniques for finite-sum problems. The faster theoretical rates of our approaches are confirmed experimentally.

In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis. It comes with almost arbitrary isotropic and state-dependent noise instead of normal and state-independent one as in most related papers. Moreover, in our chain the drift and diffusion coefficient can be inexact in order to cover wide range of applications as Stochastic Gradient Langevin Dynamics, sampling, Stochastic Gradient Descent or Stochastic Gradient Boosting. We prove the bound in W2-distance between the laws of our Ito chain and corresponding differential equation. These results improve or cover most of the known estimates. And for some particular cases, our analysis is the first.