Optimal Transport (OT) is a mathematical framework that first emerged in the eighteenth century and has led to a plethora of methods for answering many theoretical and applied questions. The last decade is a witness of the remarkable contributions of this classical optimization problem to machine learning. This paper is about where and how optimal transport is used in machine learning with a focus on the question of salable optimal transport. We provide a comprehensive survey of optimal transport while ensuring an accessible presentation as permitted by the nature of the topic and the context. First, we explain optimal transport background and introduce different flavors (i.e. mathematical formulations), properties, and notable applications. We then address the fundamental question of how to scale optimal transport to cope with the current demands of big and high dimensional data. We conduct a systematic analysis of the methods used in the literature for scaling OT and present the findings in a unified taxonomy. We conclude with presenting some open challenges and discussing potential future research directions. A live repository of related OT research papers is maintained in https://github.com/abdelwahed/OT_for_big_data.git.

Ground-air negotiation via speech communication is a vital prerequisite for ensuring safety and efficiency in air traffic control (ATC) operations. However, with the increase in traffic flow, incorrect instructions caused by human factors bring a great threat to ATC safety. Existing flight trajectory prediction (FTP) approaches primarily rely on the flight status of historical trajectory, leading to significant delays in the prediction of real-time maneuvering instruction, which is not conducive to conflict detection. A major reason is that spoken instructions and flight trajectories are presented in different modalities in the current air traffic control (ATC) system, bringing great challenges to considering the maneuvering instruction in the FTP tasks. In this paper, a spoken instruction-aware FTP framework, called SIA-FTP, is innovatively proposed to support high-maneuvering FTP tasks by incorporating instant spoken instruction. To address the modality gap and minimize the data requirements, a 3-stage learning paradigm is proposed to implement the SIA-FTP framework in a progressive manner, including trajectory-based FTP pretraining, intent-oriented instruction embedding learning, and multi-modal finetuning. Specifically, the FTP model and the instruction embedding with maneuvering semantics are pre-trained using volumes of well-resourced trajectory and text data in the 1st and 2nd stages. In succession, a multi-modal fusion strategy is proposed to incorporate the pre-trained instruction embedding into the FTP model and integrate the two pre-trained networks into a joint model. Finally, the joint model is finetuned using the limited trajectory-instruction data to enhance the FTP performance within maneuvering instruction scenarios. The experimental results demonstrated that the proposed framework presents an impressive performance improvement in high-maneuvering scenarios.

In 1-bit matrix completion, the aim is to estimate an underlying low-rank matrix from a partial set of binary observations. We propose a novel method for 1-bit matrix completion called MMGN. Our method is based on the majorization-minimization (MM) principle, which yields a sequence of standard low-rank matrix completion problems in our setting. We solve each of these sub-problems by a factorization approach that explicitly enforces the assumed low-rank structure and then apply a Gauss-Newton method. Our numerical studies and application to a real-data example illustrate that MMGN outputs comparable if not more accurate estimates, is often significantly faster, and is less sensitive to the spikiness of the underlying matrix than existing methods.

We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for any other initialization, the difference of the two processes converges to zero almost surely. Under some mild conditions on the corresponding recursive map, without any condition on the driving sequence, we show the strong stability of iterations. Several applications are surveyed such as stochastic approximation and queuing. Furthermore, new results are deduced for Langevin-type iterations with dependent noise and for multitype branching processes.

Detection of a planted dense subgraph in a random graph is a fundamental statistical and computational problem that has been extensively studied in recent years. We study a hypergraph version of the problem. Let $G^r(n,p)$ denote the $r$-uniform Erd\H{o}s-R\'enyi hypergraph model with $n$ vertices and edge density $p$. We consider detecting the presence of a planted $G^r(n^\gamma, n^{-\alpha})$ subhypergraph in a $G^r(n, n^{-\beta})$ hypergraph, where $0< \alpha < \beta < r-1$ and $0 < \gamma < 1$. Focusing on tests that are degree-$n^{o(1)}$ polynomials of the entries of the adjacency tensor, we determine the threshold between the easy and hard regimes for the detection problem. More precisely, for $0 < \gamma < 1/2$, the threshold is given by $\alpha = \beta \gamma$, and for $1/2 \le \gamma < 1$, the threshold is given by $\alpha = \beta/2 + r(\gamma - 1/2)$. Our results are already new in the graph case $r=2$, as we consider the subtle log-density regime where hardness based on average-case reductions is not known. Our proof of low-degree hardness is based on a conditional variant of the standard low-degree likelihood calculation.

Most signal processing and statistical applications heavily rely on specific data distribution models. The Gaussian distributions, although being the most common choice, are inadequate in most real world scenarios as they fail to account for data coming from heavy-tailed populations or contaminated by outliers. Such problems call for the use of Robust Statistics. The robust models and estimators are usually based on elliptical populations, making the latter ubiquitous in all methods of robust statistics. To determine whether such tools are applicable in any specific case, goodness-of-fit (GoF) tests are used to verify the ellipticity hypothesis. Ellipticity GoF tests are usually hard to analyze and often their statistical power is not particularly strong. In this work, assuming the true covariance matrix is unknown we design and rigorously analyze a robust GoF test consistent against all alternatives to ellipticity on the unit sphere. The proposed test is based on Tyler's estimator and is formulated in terms of easily computable statistics of the data. For its rigorous analysis, we develop a novel framework based on the exchangeable random variables calculus introduced by de Finetti. Our findings are supported by numerical simulations comparing them to other popular GoF tests and demonstrating the significantly higher statistical power of the suggested technique.

We develop two compression based stochastic gradient algorithms to solve a class of non-smooth strongly convex-strongly concave saddle-point problems in a decentralized setting (without a central server). Our first algorithm is a Restart-based Decentralized Proximal Stochastic Gradient method with Compression (C-RDPSG) for general stochastic settings. We provide rigorous theoretical guarantees of C-RDPSG with gradient computation complexity and communication complexity of order $\mathcal{O}( (1+\delta)^4 \frac{1}{L^2}{\kappa_f^2}\kappa_g^2 \frac{1}{\epsilon} )$, to achieve an $\epsilon$-accurate saddle-point solution, where $\delta$ denotes the compression factor, $\kappa_f$ and $\kappa_g$ denote respectively the condition numbers of objective function and communication graph, and $L$ denotes the smoothness parameter of the smooth part of the objective function. Next, we present a Decentralized Proximal Stochastic Variance Reduced Gradient algorithm with Compression (C-DPSVRG) for finite sum setting which exhibits gradient computation complexity and communication complexity of order $\mathcal{O} \left((1+\delta) \max \{\kappa_f^2, \sqrt{\delta}\kappa^2_f\kappa_g,\kappa_g \} \log\left(\frac{1}{\epsilon}\right) \right)$. Extensive numerical experiments show competitive performance of the proposed algorithms and provide support to the theoretical results obtained.

In this course on Linear Algebra we look at what linear algebra is and how it relates to vectors and matrices. Then we look through what vectors and matrices are and how to work with them, including the knotty problem of eigenvalues and eigenvectors, and how to use these to solve problems. Finally we look at how to use these to do fun things with datasets - like how to rotate images of faces and how to extract eigenvectors to look at how the Pagerank algorithm works. Since we're aiming at data-driven applications, we'll be implementing some of these ideas in code, not just on pencil and paper. Towards the end of the course, you'll write code blocks and encounter Jupyter notebooks in Python, but don't worry, these will be quite short, focussed on the concepts, and will guide you through if you've not coded before.

Six articles you don't want to miss

Online federated learning (FL) enables geographically distributed devices to learn a global shared model from locally available streaming data. Most online FL literature considers a best-case scenario regarding the participating clients and the communication channels. However, these assumptions are often not met in real-world applications. Asynchronous settings can reflect a more realistic environment, such as heterogeneous client participation due to available computational power and battery constraints, as well as delays caused by communication channels or straggler devices. Further, in most applications, energy efficiency must be taken into consideration. Using the principles of partial-sharing-based communications, we propose a communication-efficient asynchronous online federated learning (PAO-Fed) strategy. By reducing the communication overhead of the participants, the proposed method renders participation in the learning task more accessible and efficient. In addition, the proposed aggregation mechanism accounts for random participation, handles delayed updates and mitigates their effect on accuracy. We prove the first and second-order convergence of the proposed PAO-Fed method and obtain an expression for its steady-state mean square deviation. Finally, we conduct comprehensive simulations to study the performance of the proposed method on both synthetic and real-life datasets. The simulations reveal that in asynchronous settings, the proposed PAO-Fed is able to achieve the same convergence properties as that of the online federated stochastic gradient while reducing the communication overhead by 98 percent.