Abstract
As data gets more complex and applications of machine learning (ML) algorithms for decision-making broaden and diversify, traditional ML methods by minimizing an unconstrained or simply constrained convex objective are becoming increasingly unsatisfactory. To address this new challenge, recent ML research has sparked a paradigm shift in learning predictive models into non-convex learning and heavily constrained learning. Non-Convex Learning (NCL) refers to a family of learning methods that involve optimizing non-convex objectives. Heavily Constrained Learning (HCL) refers to a family of learning methods that involve constraints that are much more complicated than a simple norm constraint (e.g., data-dependent functional constraints, non-convex constraints), as in conventional learning. This paradigm shift has already created many promising outcomes: (i) non-convex deep learning has brought breakthroughs for learning representations from large-scale structured data (e.g., images, speech) (LeCun, Bengio, & Hinton, 2015; Krizhevsky, Sutskever, & Hinton, 2012; Amodei et al., 2016; Deng & Liu, 2018); (ii) non-convex regularizers (e.g., for enforcing sparsity or low-rank) could be more effective than their convex counterparts for learning high-dimensional structured models (C.-H. Zhang & Zhang, 2012; J. Fan & Li, 2001; C.-H. Zhang, 2010; T. Zhang, 2010); (iii) constrained learning is being used to learn predictive models that satisfy various constraints to respect social norms (e.g., fairness) (B. E. Woodworth, Gunasekar, Ohannessian, & Srebro, 2017; Hardt, Price, Srebro, et al., 2016; Zafar, Valera, Gomez Rodriguez, & Gummadi, 2017; A. Agarwal, Beygelzimer, Dudík, Langford, & Wallach, 2018), to improve the interpretability (Gupta et al., 2016; Canini, Cotter, Gupta, Fard, & Pfeifer, 2016; You, Ding, Canini, Pfeifer, & Gupta, 2017), to enhance the robustness (Globerson & Roweis, 2006a; Sra, Nowozin, & Wright, 2011; T. Yang, Mahdavi, Jin, Zhang, & Zhou, 2012), etc. In spite of great promises brought by these new learning paradigms, they also bring emerging challenges to the design of computationally efficient algorithms for big data and the analysis of their statistical properties.
