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Function
Algorithm 2 details the pseudocode for the partition function used in LaMCTS, which we use in LaP3 as well. Algorithm 2 Partition Function 1: Input: Input Space โฆ, Samples St, Node partition threshold Nthres, Partitioning Latent Model s(x) 2: Set V0 = {โฆ} 3: Set Vqueue = {โฆ} 4: while Vqueue 6= do 5: โฆp Vqueue.pop(0) It is clear that Fk(y) is a monotonically decreasing function with Fk(0) = 1 and limy + Fk(y) = 0. Here we assume it is strictly decreasing so that Fk(y) has a well-defined inverse function F 1k . In the following, we will omit the subscript k for brevity. P[f(xi) g y|xi โฆk] (4) = 1 Fntk (y) (5) Note that 1 is due to the fact that all samples x1,...,xnt are independently drawn within the region โฆk.
DRIVE: One-bit Distributed Mean Estimation
We consider the problem where nclients transmit d-dimensional real-valued vectors using dp1 `op1qqbits each, in a manner that allows the receiver to approximately reconstruct their mean. Such compression problems naturally arise in distributed and federated learning. We provide novel mathematical results and derive computationally efficient algorithms that are more accurate than previous compression techniques. We evaluate our methods on a collection of distributed and federated learning tasks, using a variety of datasets, and show a consistent improvement over the state of the art.
MABSplit: Faster Forest Training Using Multi-Armed Bandits
Random forests are some of the most widely used machine learning models today, especially in domains that necessitate interpretability. We present an algorithm that accelerates the training of random forests and other popular tree-based learning methods. At the core of our algorithm is a novel node-splitting subroutine, dubbed MABSplit, used to efficiently find split points when constructing decision trees. Our algorithm borrows techniques from the multi-armed bandit literature to judiciously determine how to allocate samples and computational power across candidate split points. We provide theoretical guarantees that MABSplit improves the sample complexity of each node split from linear to logarithmic in the number of data points. In some settings, MABSplit leads to 100x faster training (an 99% reduction in training time) without any decrease in generalization performance. We demonstrate similar speedups when MABSplit is used across a variety of forest-based variants, such as Extremely Random Forests and Random Patches. We also show our algorithm can be used in both classification and regression tasks. Finally, we show that MABSplit outperforms existing methods in generalization performance and feature importance calculations under a fixed computational budget.