Genre
Optimal discovery with probabilistic expert advice: finite time analysis and macroscopic optimality
Bubeck, Sebastien, Ernst, Damien, Garivier, Aurelien
We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it with an algorithm based on the optimistic paradigm and on the Good-Turing missing mass estimator. We prove two different regret bounds on the performance of this algorithm under weak assumptions on the probabilistic experts. Under more restrictive hypotheses, we also prove a macroscopic optimality result, comparing the algorithm both with an oracle strategy and with uniform sampling. Finally, we provide numerical experiments illustrating these theoretical findings.
Obtaining error-minimizing estimates and universal entry-wise error bounds for low-rank matrix completion
Kirรกly, Franz J., Theran, Louis
We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising it; and a priori bounds on the error of each entry, individually. In the noiseless case our algorithm is exact. For rank-one matrices, the new algorithm is fast, admits a highly-parallel implementation, and produces an error minimizing estimate that is qualitatively close to our theoretical and the state-of-the-are Nuclear Norm and OptSpace methods.
Regret in Online Combinatorial Optimization
Audibert, Jean-Yves, Bubeck, Sรฉbastien, Lugosi, Gรกbor
We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have achieved by picking, in hindsight, the best possible action. Our goal is to understand the magnitude of the best possible (minimax) regret. We study the problem under three different assumptions for the feedback the decision maker receives: full information, and the partial information models of the so-called "semi-bandit" and "bandit" problems. Combining the Mirror Descent algorithm and the INF (Implicitely Normalized Forecaster) strategy, we are able to prove optimal bounds for the semi-bandit case. We also recover the optimal bounds for the full information setting. In the bandit case we discuss existing results in light of a new lower bound, and suggest a conjecture on the optimal regret in that case. Finally we also prove that the standard exponentially weighted average forecaster is provably suboptimal in the setting of online combinatorial optimization.
A problem dependent analysis of SOCP algorithms in noisy compressed sensing
Under-determined systems of linear equations with sparse solutions have been the subject of an extensive research in last several years above all due to results of \cite{CRT,CanRomTao06,DonohoPol}. In this paper we will consider \emph{noisy} under-determined linear systems. In a breakthrough \cite{CanRomTao06} it was established that in \emph{noisy} systems for any linear level of under-determinedness there is a linear sparsity that can be \emph{approximately} recovered through an SOCP (second order cone programming) optimization algorithm so that the approximate solution vector is (in an $\ell_2$-norm sense) guaranteed to be no further from the sparse unknown vector than a constant times the noise. In our recent work \cite{StojnicGenSocp10} we established an alternative framework that can be used for statistical performance analysis of the SOCP algorithms. To demonstrate how the framework works we then showed in \cite{StojnicGenSocp10} how one can use it to precisely characterize the \emph{generic} (worst-case) performance of the SOCP. In this paper we present a different set of results that can be obtained through the framework of \cite{StojnicGenSocp10}. The results will relate to \emph{problem dependent} performance analysis of SOCP's. We will consider specific types of unknown sparse vectors and characterize the SOCP performance when used for recovery of such vectors. We will also show that our theoretical predictions are in a solid agreement with the results one can get through numerical simulations.
Independent Vector Analysis: Identification Conditions and Performance Bounds
Anderson, Matthew, Fu, Geng-Shen, Phlypo, Ronald, Adalฤฑ, Tรผlay
Recently, an extension of independent component analysis (ICA) from one to multiple datasets, termed independent vector analysis (IVA), has been the subject of significant research interest. IVA has also been shown to be a generalization of Hotelling's canonical correlation analysis. In this paper, we provide the identification conditions for a general IVA formulation, which accounts for linear, nonlinear, and sample-to-sample dependencies. The identification conditions are a generalization of previous results for ICA and for IVA when samples are independently and identically distributed. Furthermore, a principal aim of IVA is the identification of dependent sources between datasets. Thus, we provide the additional conditions for when the arbitrary ordering of the sources within each dataset is common. Performance bounds in terms of the Cramer-Rao lower bound are also provided for the demixing matrices and interference to source ratio. The performance of two IVA algorithms are compared to the theoretical bounds.
Note on Combinatorial Engineering Frameworks for Hierarchical Modular Systems
The paper briefly describes a basic set of special combinatorial engineering frameworks for solving complex problems in the field of hierarchical modular systems. The frameworks consist of combinatorial problems (and corresponding models), which are interconnected/linked (e.g., by preference relation). Mainly, hierarchical morphological system model is used. The list of basic standard combinatorial engineering (technological) frameworks is the following: (1) design of system hierarchical model, (2) combinatorial synthesis ('bottom-up' process for system design), (3) system evaluation, (4) detection of system bottlenecks, (5) system improvement (re-design, upgrade), (6) multi-stage design (design of system trajectory), (7) combinatorial modeling of system evolution/development and system forecasting. The combinatorial engineering frameworks are targeted to maintenance of some system life cycle stages. The list of main underlaying combinatorial optimization problems involves the following: knapsack problem, multiple-choice problem, assignment problem, spanning trees, morphological clique problem.
Formalizing the Confluence of Orthogonal Rewriting Systems
Oliveira, Ana Cristina Rocha, Ayala-Rincรณn, Mauricio
Orthogonality is a discipline of programming that in a syntactic manner guarantees determinism of functional specifications. Essentially, orthogonality avoids, on the one side, the inherent ambiguity of non determinism, prohibiting the existence of different rules that specify the same function and that may apply simultaneously (non-ambiguity), and, on the other side, it eliminates the possibility of occurrence of repetitions of variables in the left-hand side of these rules (left linearity). In the theory of term rewriting systems (TRSs) determinism is captured by the well-known property of confluence, that basically states that whenever different computations or simplifications from a term are possible, the computed answers should coincide. Although the proofs are technically elaborated, confluence is well-known to be a consequence of orthogonality. Thus, orthogonality is an important mathematical discipline intrinsic to the specification of recursive functions that is naturally applied in functional programming and specification. Starting from a formalization of the theory of TRSs in the proof assistant PVS, this work describes how confluence of orthogonal TRSs has been formalized, based on axiomatizations of properties of rules, positions and substitutions involved in parallel steps of reduction, in this proof assistant. Proofs for some similar but restricted properties such as the property of confluence of non-ambiguous and (left and right) linear TRSs have been fully formalized.
Sparse Projections of Medical Images onto Manifolds
Chen, George H., Wachinger, Christian, Golland, Polina
Manifold learning has been successfully applied to a variety of medical imaging problems. Its use in real-time applications requires fast projection onto the low-dimensional space. To this end, out-of-sample extensions are applied by constructing an interpolation function that maps from the input space to the low-dimensional manifold. Commonly used approaches such as the Nystr\"{o}m extension and kernel ridge regression require using all training points. We propose an interpolation function that only depends on a small subset of the input training data. Consequently, in the testing phase each new point only needs to be compared against a small number of input training data in order to project the point onto the low-dimensional space. We interpret our method as an out-of-sample extension that approximates kernel ridge regression. Our method involves solving a simple convex optimization problem and has the attractive property of guaranteeing an upper bound on the approximation error, which is crucial for medical applications. Tuning this error bound controls the sparsity of the resulting interpolation function. We illustrate our method in two clinical applications that require fast mapping of input images onto a low-dimensional space.
Semantic Matching of Security Policies to Support Security Experts
Benammar, Othman, Elasri, Hicham, Sekkaki, Abderrahim
Management of security policies has become increasingly difficult given the number of domains to manage, taken into consideration their extent and their complexity. Security experts has to deal with a variety of frameworks and specification languages used in different domains that may belong to any Cloud Computing or Distributed Systems. This wealth of frameworks and languages make the management task and the interpretation of the security policies so difficult. Each approach provides its own conflict management method or tool, the security expert will be forced to manage all these tools, which makes the field maintenance and time consuming expensive. In order to hide this complexity and to facilitate some security experts tasks and automate the others, we propose a security policies aligning based on ontologies process; this process enables to detect and resolve security policies conflicts and to support security experts in managing tasks.
Detecting Overlapping Temporal Community Structure in Time-Evolving Networks
Chen, Yudong, Kawadia, Vikas, Urgaonkar, Rahul
We present a principled approach for detecting overlapping temporal community structure in dynamic networks. Our method is based on the following framework: find the overlapping temporal community structure that maximizes a quality function associated with each snapshot of the network subject to a temporal smoothness constraint. A novel quality function and a smoothness constraint are proposed to handle overlaps, and a new convex relaxation is used to solve the resulting combinatorial optimization problem. We provide theoretical guarantees as well as experimental results that reveal community structure in real and synthetic networks. Our main insight is that certain structures can be identified only when temporal correlation is considered and when communities are allowed to overlap. In general, discovering such overlapping temporal community structure can enhance our understanding of real-world complex networks by revealing the underlying stability behind their seemingly chaotic evolution.