Tieliang Gong
Publications
S2MAM: Semi-supervised Meta Additive Model for Robust Estimation and Variable Selection
Semi-supervised learning with manifold regularization is a classical framework for jointly learning from both labeled and unlabeled data, where the key requirement is that the support of the unknown marginal distribution has the geometric structure of a Riemannian manifold. Typically, the Laplace-Beltrami operator-based manifold regularization can be approximated empirically by the Laplacian regularization associated with the entire training data and its corresponding graph Laplacian matrix. However, the graph Laplacian matrix depends heavily on the prespecified similarity metric and may lead to inappropriate penalties when dealing with redundant or noisy input variables. To address the above issues, this paper proposes a new \textit{Semi-Supervised Meta Additive Model (S$^2$MAM) based on a bilevel optimization scheme that automatically identifies informative variables, updates the similarity matrix, and simultaneously achieves interpretable predictions. Theoretical guarantees are provided for S$^2$MAM, including the computing convergence and the statistical generalization bound. Experimental assessments across 4 synthetic and 12 real-world datasets, with varying levels and categories of corruption, validate the robustness and interpretability of the proposed approach.
Fine-grained Analysis of Stability and Generalization for Stochastic Bilevel Optimization
Stochastic bilevel optimization (SBO) has been integrated into many machine learning paradigms recently, including hyperparameter optimization, meta learning, and reinforcement learning. Along with the wide range of applications, there have been numerous studies on the computational behavior of SBO. However, the generalization guarantees of SBO methods are far less understood from the lens of statistical learning theory. In this paper, we provide a systematic generalization analysis of the first-order gradient-based bilevel optimization methods. Firstly, we establish the quantitative connections between the on-average argument stability and the generalization gap of SBO methods. Then, we derive the upper bounds of on-average argument stability for single-timescale stochastic gradient descent (SGD) and two-timescale SGD, where three settings (nonconvex-nonconvex (NC-NC), convex-convex (C-C), and strongly-convex-strongly-convex (SC-SC)) are considered respectively. Experimental analysis validates our theoretical findings. Compared with the previous algorithmic stability analysis, our results do not require reinitializing the inner-level parameters at each iteration and are applicable to more general objective functions.