Constraint-Based Reasoning
Constraint-based Causal Structure Learning with Consistent Separating Sets
We consider constraint-based methods for causal structure learning, such as the PC algorithm or any PC-derived algorithms whose first step consists in pruning a complete graph to obtain an undirected graph skeleton, which is subsequently oriented. All constraint-based methods perform this first step of removing dispensable edges, iteratively, whenever a separating set and corresponding conditional independence can be found. Yet, constraint-based methods lack robustness over sampling noise and are prone to uncover spurious conditional independences in finite datasets. In particular, there is no guarantee that the separating sets identified during the iterative pruning step remain consistent with the final graph. In this paper, we propose a simple modification of PC and PC-derived algorithms so as to ensure that all separating sets identified to remove dispensable edges are consistent with the final graph,thus enhancing the explainability of constraint-basedmethods.
A Single Recipe for Online Submodular Maximization with Adversarial or Stochastic Constraints
In this paper, we consider an online optimization problem in which the reward functions are DR-submodular, and in addition to maximizing the total reward, the sequence of decisions must satisfy some convex constraints on average. Specifically, at each round t\in\{1,\dots,T\}, upon committing to an action x_t, a DR-submodular utility function f_t(\cdot) and a convex constraint function g_t(\cdot) are revealed, and the goal is to maximize the overall utility while ensuring the average of the constraint functions \frac{1}{T}\sum_{t 1} T g_t(x_t) is non-positive. Such cumulative constraints arise naturally in applications where the average resource consumption is required to remain below a prespecified threshold. We study this problem under an adversarial model and a stochastic model for the convex constraints, where the functions g_t can vary arbitrarily or according to an i.i.d. We propose a single algorithm which achieves sub-linear (with respect to T) regret as well as sub-linear constraint violation bounds in both settings, without prior knowledge of the regime.
Online Constrained Meta-Learning: Provable Guarantees for Generalization
Meta-learning has attracted attention due to its strong ability to learn experiences from known tasks, which can speed up and enhance the learning process for new tasks. However, most existing meta-learning approaches only can learn from tasks without any constraint. This paper proposes an online constrained meta-learning framework, which continuously learns meta-knowledge from sequential learning tasks, and the learning tasks are subject to hard constraints. Beyond existing meta-learning analyses, we provide the upper bounds of optimality gaps and constraint violations produced by the proposed framework, which considers the dynamic regret of online learning, as well as the generalization ability of the task-specific models. Moreover, we provide a practical algorithm for the framework, and validate its superior effectiveness through experiments conducted on meta-imitation learning and few-shot image classification.
An Inexact Augmented Lagrangian Framework for Nonconvex Optimization with Nonlinear Constraints
We propose a practical inexact augmented Lagrangian method (iALM) for nonconvex problems with nonlinear constraints. We characterize the total computational complexity of our method subject to a verifiable geometric condition, which is closely related to the Polyak-Lojasiewicz and Mangasarian-Fromowitz conditions. In particular, when a first-order solver is used for the inner iterates, we prove that iALM finds a first-order stationary point with \tilde{\mathcal{O}}(1/\epsilon 3) calls to the first-order oracle. These complexity results match the known theoretical results in the literature. We also provide strong numerical evidence on large-scale machine learning problems, including the Burer-Monteiro factorization of semidefinite programs, and a novel nonconvex relaxation of the standard basis pursuit template.
SketchGen: Generating Constrained CAD Sketches
Computer-aided design (CAD) is the most widely used modeling approach for technical design. The typical starting point in these designs is 2D sketches which can later be extruded and combined to obtain complex three-dimensional assemblies. Such sketches are typically composed of parametric primitives, such as points, lines, and circular arcs, augmented with geometric constraints linking the primitives, such as coincidence, parallelism, or orthogonality. Sketches can be represented as graphs, with the primitives as nodes and the constraints as edges. Training a model to automatically generate CAD sketches can enable several novel workflows, but is challenging due to the complexity of the graphs and the heterogeneity of the primitives and constraints.
On Kernelized Multi-Armed Bandits with Constraints
We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS) with a bounded norm. In contrast to safety-type hard constraints studied in prior works, we consider soft constraints that may be violated in any round as long as the cumulative violations are small, which is motivated by various practical applications. Our ultimate goal is to study how to utilize the nature of soft constraints to attain a finer complexity-regret-constraint trade-off in the kernelized bandit setting. To this end, leveraging primal-dual optimization, we propose a general framework for both algorithm design and performance analysis.
Reviews: Online convex optimization for cumulative constraints
In this setting our objective is to provide low regret with respect to the sequence of losses as well as with respect to the constraints. This setting is useful when one would like to avoid projections which might be costly. Previous works focused on the regret with the respect to the cumulative constraints, where constraint violation may be compensated by constrained satisfaction. In this work the authors consider a more appropriate measure of regret which accounts only for constraints violation. In this case, the authors come up with a new algorithm (similar in spirit to previous approaches), which provides regret guarantees with respect to the sum of squared constrained violations. They also extend their approach to the strongly convex setting.
Reviews: Online Convex Optimization with Stochastic Constraints
The paper considers online convex optimization with constraints revealed in an online manner. In an attempt to circumvent a linear regret lower bound by Mannor et al [17] for adaptively chosen constraints, the paper deals with the setting where constraints are themselves generated stochastically. As a side effect, superior results are obtained for related problems such as OCO with long-term constraints. The paper does a nice job of introducing previous work and putting the contribution in perspective. The main algorithm of the paper is a first order online algorithm that performs an optimization step using the instantaneous penalty and constraint functions.
Reviews: Hybrid-MST: A Hybrid Active Sampling Strategy for Pairwise Preference Aggregation
The technique used for aggregation is the Bradley-Terry model with computational saving techniques. The pairs are queried with Expected Information Gain (from the Bradley-Terry model) and either choosing the most informative pairs or choosing a batch of pairs corresponding to a MST built on the graph with edges based on the most informative pairs. Questions: Something that I didn't quite understand is that this work claimed to run the preferences in batches, however, it doesn't appear that they are run in batches for the first standard trial number. Can the authors please clarify this? The runtime for small problems (n 10-20) show that the algorithm runs relatively slowly and quadratically.
Reviews: Streamlining Variational Inference for Constraint Satisfaction Problems
The work proposes the use of streamlining in the context of survey inspired decimation algorithms---a main approach alongside stochastic local search---for effciiently finding solutions to large satisfiable random instances of the Boolean satisfiability (SAT) problem. The paper is well-written and easy to follow (although some hasty mistakes remain, see below). The proposed approach is shown to improve the state of the art (to some extent) in algorithms for solving random k-SAT instances, especially by showing that streamlining constraints allow for solving instances that a closer to the sat-unsat phase transition point than previously for different values of k. In terms of motivations, while I do find it of interest to develop algorithmic approach which allow for more efficiently finding solutions to the hardest random k-SAT instances, it would be beneficial if the authors would expand the introduction with more motivations for the work. In terms of contributions, the proposal consists essentially of combining previous proposed ideas to obtain further advances (which is of course ok, but slightly lowers the novelty aspects).