Mathematical & Statistical Methods
Design a Win-Win Strategy That Is Fair to Both Service Providers and Tasks When Rejection Is Not an Option
Trabelsi, Yohai, Xu, Pan, Kraus, Sarit
Assigning tasks to service providers is a frequent procedure across various applications. Often the tasks arrive dynamically while the service providers remain static. Preventing task rejection caused by service provider overload is of utmost significance. To ensure a positive experience in relevant applications for both service providers and tasks, fairness must be considered. To address the issue, we model the problem as an online matching within a bipartite graph and tackle two minimax problems: one focuses on minimizing the highest waiting time of a task, while the other aims to minimize the highest workload of a service provider. We show that the second problem can be expressed as a linear program and thus solved efficiently while maintaining a reasonable approximation to the objective of the first problem. We developed novel methods that utilize the two minimax problems. We conducted extensive simulation experiments using real data and demonstrated that our novel heuristics, based on the linear program, performed remarkably well.
Discretely Beyond $1/e$: Guided Combinatorial Algorithms for Submodular Maximization
Chen, Yixin, Nath, Ankur, Peng, Chunli, Kuhnle, Alan
For constrained, not necessarily monotone submodular maximization, all known approximation algorithms with ratio greater than $1/e$ require continuous ideas, such as queries to the multilinear extension of a submodular function and its gradient, which are typically expensive to simulate with the original set function. For combinatorial algorithms, the best known approximation ratios for both size and matroid constraint are obtained by a simple randomized greedy algorithm of Buchbinder et al. [9]: $1/e \approx 0.367$ for size constraint and $0.281$ for the matroid constraint in $\mathcal O (kn)$ queries, where $k$ is the rank of the matroid. In this work, we develop the first combinatorial algorithms to break the $1/e$ barrier: we obtain approximation ratio of $0.385$ in $\mathcal O (kn)$ queries to the submodular set function for size constraint, and $0.305$ for a general matroid constraint. These are achieved by guiding the randomized greedy algorithm with a fast local search algorithm. Further, we develop deterministic versions of these algorithms, maintaining the same ratio and asymptotic time complexity. Finally, we develop a deterministic, nearly linear time algorithm with ratio $0.377$.
Has the Deep Neural Network learned the Stochastic Process? A Wildfire Perspective
Kumar, Harshit, Kang, Beomseok, Chakraborty, Biswadeep, Mukhopadhyay, Saibal
This paper presents the first systematic study of evalution of Deep Neural Network (DNN) designed and trained to predict the evolution of a stochastic dynamical system, using wildfire prediction as a case study. We show that traditional evaluation methods based on threshold based classification metrics and error-based scoring rules assess a DNN's ability to replicate the observed ground truth (GT), but do not measure the fidelity of the DNN's learning of the underlying stochastic process. To address this gap, we propose a new system property: Statistic-GT, representing the GT of the stochastic process, and an evaluation metric that exclusively assesses fidelity to Statistic-GT. Utilizing a synthetic dataset, we introduce a stochastic framework to characterize this property and establish criteria for a metric to be a valid measure of the proposed property. We formally show that Expected Calibration Error (ECE) tests the necessary condition for fidelity to Statistic-GT. We perform empirical experiments, differentiating ECE's behavior from conventional metrics and demonstrate that ECE exclusively measures fidelity to the stochastic process. Extending our analysis to real-world wildfire data, we highlight the limitations of traditional evaluation methods and discuss the utility of evaluating fidelity to the stochastic process alongside existing metrics.
Actor-critic algorithms for fiber sampling problems
Gvozdanoviฤ, Ivan, Petroviฤ, Sonja
We propose an actor-critic algorithm for a family of complex problems arising in algebraic statistics and discrete optimization. The core task is to produce a sample from a finite subset of the non-negative integer lattice defined by a high-dimensional polytope. We translate the problem into a Markov decision process and devise an actor-critic reinforcement learning (RL) algorithm to learn a set of good moves that can be used for sampling. We prove that the actor-critic algorithm converges to an approximately optimal sampling policy. To tackle complexity issues that typically arise in these sampling problems, and to allow the RL to function at scale, our solution strategy takes three steps: decomposing the starting point of the sample, using RL on each induced subproblem, and reconstructing to obtain a sample in the original polytope. In this setup, the proof of convergence applies to each subproblem in the decomposition. We test the method in two regimes. In statistical applications, a high-dimensional polytope arises as the support set for the reference distribution in a model/data fit test for a broad family of statistical models for categorical data. We demonstrate how RL can be used for model fit testing problems for data sets for which traditional MCMC samplers converge too slowly due to problem size and sparsity structure. To test the robustness of the algorithm and explore its generalization properties, we apply it to synthetically generated data of various sizes and sparsity levels.
Marginal and training-conditional guarantees in one-shot federated conformal prediction
Humbert, Pierre, Bars, Batiste Le, Bellet, Aurรฉlien, Arlot, Sylvain
We study conformal prediction in the one-shot federated learning setting. The main goal is to compute marginally and training-conditionally valid prediction sets, at the server-level, in only one round of communication between the agents and the server. Using the quantile-of-quantiles family of estimators and split conformal prediction, we introduce a collection of computationally-efficient and distribution-free algorithms that satisfy the aforementioned requirements. Our approaches come from theoretical results related to order statistics and the analysis of the Beta-Beta distribution. We also prove upper bounds on the coverage of all proposed algorithms when the nonconformity scores are almost surely distinct. For algorithms with training-conditional guarantees, these bounds are of the same order of magnitude as those of the centralized case. Remarkably, this implies that the one-shot federated learning setting entails no significant loss compared to the centralized case. Our experiments confirm that our algorithms return prediction sets with coverage and length similar to those obtained in a centralized setting.
Accelerated Evaluation of Ollivier-Ricci Curvature Lower Bounds: Bridging Theory and Computation
Curvature serves as a potent and descriptive invariant, with its efficacy validated both theoretically and practically within graph theory. We employ a definition of generalized Ricci curvature proposed by Ollivier, which Lin and Yau later adapted to graph theory, known as Ollivier-Ricci curvature (ORC). ORC measures curvature using the Wasserstein distance, thereby integrating geometric concepts with probability theory and optimal transport. Jost and Liu previously discussed the lower bound of ORC by showing the upper bound of the Wasserstein distance. We extend the applicability of these bounds to discrete spaces with metrics on integers, specifically hypergraphs. Compared to prior work on ORC in hypergraphs by Coupette, Dalleiger, and Rieck, which faced computational challenges, our method introduces a simplified approach with linear computational complexity, making it particularly suitable for analyzing large-scale networks. Through extensive simulations and application to synthetic and real-world datasets, we demonstrate the significant improvements our method offers in evaluating ORC.
Stochastic Learning of Computational Resource Usage as Graph Structured Multimarginal Schr\"odinger Bridge
Bondar, Georgiy A., Gifford, Robert, Phan, Linh Thi Xuan, Halder, Abhishek
We propose to learn the time-varying stochastic computational resource usage of software as a graph structured Schr\"odinger bridge problem. In general, learning the computational resource usage from data is challenging because resources such as the number of CPU instructions and the number of last level cache requests are both time-varying and statistically correlated. Our proposed method enables learning the joint time-varying stochasticity in computational resource usage from the measured profile snapshots in a nonparametric manner. The method can be used to predict the most-likely time-varying distribution of computational resource availability at a desired time. We provide detailed algorithms for stochastic learning in both single and multi-core cases, discuss the convergence guarantees, computational complexities, and demonstrate their practical use in two case studies: a single-core nonlinear model predictive controller, and a synthetic multi-core software.
OTLP: Output Thresholding Using Mixed Integer Linear Programming
Koseoglu, Baran, Traverso, Luca, Topiwalla, Mohammed, Kraev, Egor, Szopory, Zoltan
Almost all classification methods such as XGBoost [1], Random Forest [2], Logistic Regression [3] are able to produce probability estimates. Output thresholding is a process to tune the decision threshold which is later used to assign class predictions based on a model's probability estimates for instances during inference [4]. For binary classification tasks, instances with probability estimates higher than or equal to the threshold are assigned positives class, otherwise as negative which is depicted in Table 1. Adjusting the threshold is particularly important for imbalanced classification problems where the train datasets have a smaller number of samples in the minority classes compared to the other classes. Output thresholding is one of the methods to address class imbalance problem [5]. Since the distribution of classes is skewed and probability estimates often favor the majority class, using a default classification threshold of 0.5 may not be the most effective approach for such problems [6]. Therefore it is essential to perform a search for the threshold to use during inference. Output thresholding is also considered to address class imbalance problem for convolutional neural networks [7].
Occupancy-SLAM: Simultaneously Optimizing Robot Poses and Continuous Occupancy Map
Zhao, Liang, Wang, Yingyu, Huang, Shoudong
In this paper, we propose an optimization based SLAM approach to simultaneously optimize the robot trajectory and the occupancy map using 2D laser scans (and odometry) information. The key novelty is that the robot poses and the occupancy map are optimized together, which is significantly different from existing occupancy mapping strategies where the robot poses need to be obtained first before the map can be estimated. In our formulation, the map is represented as a continuous occupancy map where each 2D point in the environment has a corresponding evidence value. The Occupancy-SLAM problem is formulated as an optimization problem where the variables include all the robot poses and the occupancy values at the selected discrete grid cell nodes. We propose a variation of Gauss-Newton method to solve this new formulated problem, obtaining the optimized occupancy map and robot trajectory together with their uncertainties. Our algorithm is an offline approach since it is based on batch optimization and the number of variables involved is large. Evaluations using simulations and publicly available practical 2D laser datasets demonstrate that the proposed approach can estimate the maps and robot trajectories more accurately than the state-of-the-art techniques, when a relatively accurate initial guess is provided to our algorithm. The video shows the convergence process of the proposed Occupancy-SLAM and comparison of results to Cartographer can be found at \url{https://youtu.be/4oLyVEUC4iY}.
A Randomized Permutation Whole-Model Test Heuristic for Self-Validated Ensemble Models (SVEM)
We introduce a heuristic to test the significance of fit of Self-Validated Ensemble Models (SVEM) against the null hypothesis of a constant response. A SVEM model averages predictions from nBoot fits of a model, applied to fractionally weighted bootstraps of the target dataset. It tunes each fit on a validation copy of the training data, utilizing anti-correlated weights for training and validation. The proposed test computes SVEM predictions centered by the response column mean and normalized by the ensemble variability at each of nPoint points spaced throughout the factor space. A reference distribution is constructed by refitting the SVEM model to nPerm randomized permutations of the response column and recording the corresponding standardized predictions at the nPoint points. A reduced-rank singular value decomposition applied to the centered and scaled nPerm x nPoint reference matrix is used to calculate the Mahalanobis distance for each of the nPerm permutation results as well as the jackknife (holdout) Mahalanobis distance of the original response column. The process is repeated independently for each response in the experiment, producing a joint graphical summary. We present a simulation driven power analysis and discuss limitations of the test relating to model flexibility and design adequacy. The test maintains the nominal Type I error rate even when the base SVEM model contains more parameters than observations.