Optimization
Fast Adaptive Non-Monotone Submodular Maximization Subject to a Knapsack Constraint
Amanatidis, Georgios, Fusco, Federico, Lazos, Philip, Leonardi, Stefano, Reiffenhäuser, Rebecca
Constrained submodular maximization is a fundamental problem at the heart of discrete optimization. The reason for this is as simple as it is clear: submodular functions capture the notion of diminishing returns present in a wide variety of real-world settings. Consequently to its striking importance and coinciding NP-hardness [20], extensive research has been conducted on submodular maximization since the seventies (e.g., [15, 42]), with focus lately shifting towards handling the massive datasets emerging in modern applications. With a wide variety of possible constraints, often regarding cardinality, independence in a matroid, or knapsacktype restrictions, the number of applications is vast. To name just a few, there are recent works on feature selection in machine learning [13, 14, 32], influence maximization in viral marketing [2, 31], and data summarization [43, 38, 45]. Many of these applications have non-monotone submodular objectives, meaning that adding an element to an existing set might actually decrease its value. Two such examples are discussed in detail in Section 5. This work was supported by the ERC Advanced Grant 788893 AMDROMA "Algorithmic and Mechanism Design Research in Online Markets" and the MIUR PRIN project ALGADIMAR "Algorithms, Games, and Digital Markets."
Efficient Active Learning Halfspaces with Tsybakov Noise: A Non-convex Optimization Approach
Active learning [Settles, 2009] is a practical machine learning paradigm motivated by the expensiveness of label annotation costs and the wide availability of unlabeled data. Consider the binary classification setting, where given an instance spaceX and a binary label spaceY = { 1,+1} and a data distributionD overX Y, we would like to learn a classifier that accurately predicts the labels of examples drawn from D. As the performance measure of a classifier h, we define its error rate to be err(h):= P
Random Exploration in Bayesian Optimization: Order-Optimal Regret and Computational Efficiency
Salgia, Sudeep, Vakili, Sattar, Zhao, Qing
We consider Bayesian optimization using Gaussian Process models, also referred to as kernel-based bandit optimization. We study the methodology of exploring the domain using random samples drawn from a distribution. We show that this random exploration approach achieves the optimal error rates. Our analysis is based on novel concentration bounds in an infinite dimensional Hilbert space established in this work, which may be of independent interest. We further develop an algorithm based on random exploration with domain shrinking and establish its order-optimal regret guarantees under both noise-free and noisy settings. In the noise-free setting, our analysis closes the existing gap in regret performance and thereby resolves a COLT open problem. The proposed algorithm also enjoys a computational advantage over prevailing methods due to the random exploration that obviates the expensive optimization of a non-convex acquisition function for choosing the query points at each iteration.
Cluster-aware Semi-supervised Learning: Relational Knowledge Distillation Provably Learns Clustering
Dong, Yijun, Miller, Kevin, Lei, Qi, Ward, Rachel
Despite the empirical success and practical significance of (relational) knowledge distillation that matches (the relations of) features between teacher and student models, the corresponding theoretical interpretations remain limited for various knowledge distillation paradigms. In this work, we take an initial step toward a theoretical understanding of relational knowledge distillation (RKD), with a focus on semi-supervised classification problems. We start by casting RKD as spectral clustering on a population-induced graph unveiled by a teacher model. Via a notion of clustering error that quantifies the discrepancy between the predicted and ground truth clusterings, we illustrate that RKD over the population provably leads to low clustering error. Moreover, we provide a sample complexity bound for RKD with limited unlabeled samples. For semi-supervised learning, we further demonstrate the label efficiency of RKD through a general framework of cluster-aware semi-supervised learning that assumes low clustering errors. Finally, by unifying data augmentation consistency regularization into this cluster-aware framework, we show that despite the common effect of learning accurate clusterings, RKD facilitates a "global" perspective through spectral clustering, whereas consistency regularization focuses on a "local" perspective via expansion.
Generalized Gradient Flows with Provable Fixed-Time Convergence and Fast Evasion of Non-Degenerate Saddle Points
Baranwal, Mayank, Budhraja, Param, Raj, Vishal, Hota, Ashish R.
Gradient-based first-order convex optimization algorithms find widespread applicability in a variety of domains, including machine learning tasks. Motivated by the recent advances in fixed-time stability theory of continuous-time dynamical systems, we introduce a generalized framework for designing accelerated optimization algorithms with strongest convergence guarantees that further extend to a subclass of non-convex functions. In particular, we introduce the GenFlow algorithm and its momentum variant that provably converge to the optimal solution of objective functions satisfying the Polyak-{\L}ojasiewicz (PL) inequality in a fixed time. Moreover, for functions that admit non-degenerate saddle-points, we show that for the proposed GenFlow algorithm, the time required to evade these saddle-points is uniformly bounded for all initial conditions. Finally, for strongly convex-strongly concave minimax problems whose optimal solution is a saddle point, a similar scheme is shown to arrive at the optimal solution again in a fixed time. The superior convergence properties of our algorithm are validated experimentally on a variety of benchmark datasets.
A generalized likelihood-weighted optimal sampling algorithm for rare-event probability quantification
In this work, we introduce a new acquisition function for sequential sampling to efficiently quantify rare-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. Our acquisition is a generalization of the likelihood-weighted (LW) acquisition that was initially designed for the same purpose and then extended to many other applications. The improvement in our acquisition comes from the generalized form with two additional parameters, by varying which one can target and address two weaknesses of the original LW acquisition: (1) that the input space associated with rare-event responses is not sufficiently stressed in sampling; (2) that the surrogate model (generated from samples) may have significant deviation from the true ItR function, especially for cases with complex ItR function and limited number of samples. In addition, we develop a critical procedure in Monte-Carlo discrete optimization of the acquisition function, which achieves orders of magnitude acceleration compared to existing approaches for such type of problems. The superior performance of our new acquisition to the original LW acquisition is demonstrated in a number of test cases, including some cases that were designed to show the effectiveness of the original LW acquisition. We finally apply our method to an engineering example to quantify the rare-event roll-motion statistics of a ship in a random sea.
Fairness-aware Optimal Graph Filter Design
Kose, O. Deniz, Shen, Yanning, Mateos, Gonzalo
Graphs are mathematical tools that can be used to represent complex real-world interconnected systems, such as financial markets and social networks. Hence, machine learning (ML) over graphs has attracted significant attention recently. However, it has been demonstrated that ML over graphs amplifies the already existing bias towards certain under-represented groups in various decision-making problems due to the information aggregation over biased graph structures. Faced with this challenge, here we take a fresh look at the problem of bias mitigation in graph-based learning by borrowing insights from graph signal processing. Our idea is to introduce predesigned graph filters within an ML pipeline to reduce a novel unsupervised bias measure, namely the correlation between sensitive attributes and the underlying graph connectivity. We show that the optimal design of said filters can be cast as a convex problem in the graph spectral domain. We also formulate a linear programming (LP) problem informed by a theoretical bias analysis, which attains a closed-form solution and leads to a more efficient fairness-aware graph filter. Finally, for a design whose degrees of freedom are independent of the input graph size, we minimize the bias metric over the family of polynomial graph convolutional filters. Our optimal filter designs offer complementary strengths to explore favorable fairness-utility-complexity tradeoffs. For performance evaluation, we conduct extensive and reproducible node classification experiments over real-world networks. Our results show that the proposed framework leads to better fairness measures together with similar utility compared to state-of-the-art fairness-aware baselines.
PPFL: A Personalized Federated Learning Framework for Heterogeneous Population
Di, Hao, Yang, Yi, Ye, Haishan, Chang, Xiangyu
Personalization aims to characterize individual preferences and is widely applied across many fields. However, conventional personalized methods operate in a centralized manner and potentially expose the raw data when pooling individual information. In this paper, with privacy considerations, we develop a flexible and interpretable personalized framework within the paradigm of Federated Learning, called PPFL (Population Personalized Federated Learning). By leveraging canonical models to capture fundamental characteristics among the heterogeneous population and employing membership vectors to reveal clients' preferences, it models the heterogeneity as clients' varying preferences for these characteristics and provides substantial insights into client characteristics, which is lacking in existing Personalized Federated Learning (PFL) methods. Furthermore, we explore the relationship between our method and three main branches of PFL methods: multi-task PFL, clustered FL, and decoupling PFL, and demonstrate the advantages of PPFL. To solve PPFL (a non-convex constrained optimization problem), we propose a novel random block coordinate descent algorithm and present the convergence property. We conduct experiments on both pathological and practical datasets, and the results validate the effectiveness of PPFL.
Learning State-Augmented Policies for Information Routing in Communication Networks
Das, Sourajit, NaderiAlizadeh, Navid, Ribeiro, Alejandro
This paper examines the problem of information routing in a large-scale communication network, which can be formulated as a constrained statistical learning problem having access to only local information. We delineate a novel State Augmentation (SA) strategy to maximize the aggregate information at source nodes using graph neural network (GNN) architectures, by deploying graph convolutions over the topological links of the communication network. The proposed technique leverages only the local information available at each node and efficiently routes desired information to the destination nodes. We leverage an unsupervised learning procedure to convert the output of the GNN architecture to optimal information routing strategies. In the experiments, we perform the evaluation on real-time network topologies to validate our algorithms. Numerical simulations depict the improved performance of the proposed method in training a GNN parameterization as compared to baseline algorithms.
ObVi-SLAM: Long-Term Object-Visual SLAM
Adkins, Amanda, Chen, Taijing, Biswas, Joydeep
Abstract-- Robots responsible for tasks over long time scales must be able to localize consistently and scalably amid geometric, viewpoint, and appearance changes. Existing visual SLAM approaches rely on low-level feature descriptors that are not robust to such environmental changes and result in large map sizes that scale poorly over long-term deployments. In contrast, object detections are robust to environmental variations and lead to more compact representations, but most object-based SLAM systems target short-term indoor deployments with close objects. In this paper, we introduce ObVi-SLAM to overcome these challenges by leveraging the best of both approaches. ObVi-SLAM uses low-level visual features for high-quality short-term visual odometry; and to ensure global, long-term consistency, ObVi-SLAM builds an uncertainty-aware longterm map of persistent objects and updates it after every deployment. In the factor graph, factors with solid deployment sessions spanning different weather and lighting lines are present for all optimizations, whereas use of factors with conditions, we empirically show that ObVi-SLAM generates dashed lines is dependent on if the optimization is local or global.