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Mar 11

MST-compression: Compressing and Accelerating Binary Neural Networks with Minimum Spanning Tree

Binary neural networks (BNNs) have been widely adopted to reduce the computational cost and memory storage on edge-computing devices by using one-bit representation for activations and weights. However, as neural networks become wider/deeper to improve accuracy and meet practical requirements, the computational burden remains a significant challenge even on the binary version. To address these issues, this paper proposes a novel method called Minimum Spanning Tree (MST) compression that learns to compress and accelerate BNNs. The proposed architecture leverages an observation from previous works that an output channel in a binary convolution can be computed using another output channel and XNOR operations with weights that differ from the weights of the reused channel. We first construct a fully connected graph with vertices corresponding to output channels, where the distance between two vertices is the number of different values between the weight sets used for these outputs. Then, the MST of the graph with the minimum depth is proposed to reorder output calculations, aiming to reduce computational cost and latency. Moreover, we propose a new learning algorithm to reduce the total MST distance during training. Experimental results on benchmark models demonstrate that our method achieves significant compression ratios with negligible accuracy drops, making it a promising approach for resource-constrained edge-computing devices.

AutoCoreset: An Automatic Practical Coreset Construction Framework

A coreset is a tiny weighted subset of an input set, that closely resembles the loss function, with respect to a certain set of queries. Coresets became prevalent in machine learning as they have shown to be advantageous for many applications. While coreset research is an active research area, unfortunately, coresets are constructed in a problem-dependent manner, where for each problem, a new coreset construction algorithm is usually suggested, a process that may take time or may be hard for new researchers in the field. Even the generic frameworks require additional (problem-dependent) computations or proofs to be done by the user. Besides, many problems do not have (provable) small coresets, limiting their applicability. To this end, we suggest an automatic practical framework for constructing coresets, which requires (only) the input data and the desired cost function from the user, without the need for any other task-related computation to be done by the user. To do so, we reduce the problem of approximating a loss function to an instance of vector summation approximation, where the vectors we aim to sum are loss vectors of a specific subset of the queries, such that we aim to approximate the image of the function on this subset. We show that while this set is limited, the coreset is quite general. An extensive experimental study on various machine learning applications is also conducted. Finally, we provide a ``plug and play" style implementation, proposing a user-friendly system that can be easily used to apply coresets for many problems. Full open source code can be found at https://github.com/alaamaalouf/AutoCoreset{https://github.com/alaamaalouf/AutoCoreset}. We believe that these contributions enable future research and easier use and applications of coresets.

Flexible Model Aggregation for Quantile Regression

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost estimates, and revenue predictions all benefit from being able to quantify the range of possible values accurately. As such, many models have been developed for this problem over many years of research in statistics, machine learning, and related fields. Rather than proposing yet another (new) algorithm for quantile regression we adopt a meta viewpoint: we investigate methods for aggregating any number of conditional quantile models, in order to improve accuracy and robustness. We consider weighted ensembles where weights may vary over not only individual models, but also over quantile levels, and feature values. All of the models we consider in this paper can be fit using modern deep learning toolkits, and hence are widely accessible (from an implementation point of view) and scalable. To improve the accuracy of the predicted quantiles (or equivalently, prediction intervals), we develop tools for ensuring that quantiles remain monotonically ordered, and apply conformal calibration methods. These can be used without any modification of the original library of base models. We also review some basic theory surrounding quantile aggregation and related scoring rules, and contribute a few new results to this literature (for example, the fact that post sorting or post isotonic regression can only improve the weighted interval score). Finally, we provide an extensive suite of empirical comparisons across 34 data sets from two different benchmark repositories.