Optimization
Individual fairness under Varied Notions of Group Fairness in Bipartite Matching -- One Framework to Approximate Them Al
Panda, Atasi, Louis, Anand, Nimbhorkar, Prajakta
We consider the problem of assigning items to platforms while satisfying group and individual fairness constraints. Each item is associated with certain groups and has a preference ordering over platforms. Each platform enforces group fairness by specifying an upper and a lower bound on the number of items that can be matched to it from each group. Although there may be multiple optimal solutions that satisfy the group fairness constraints, we aim to achieve `probabilistic individual fairness' by computing a distribution over `group fair' matchings such that each item has a reasonable probability of being matched to one of its top choices. When each item can belong to multiple groups, the problem of finding a maximum size group-fair matching is NP-hard even when all the group lower bounds are 0, and there are no individual fairness constraints. Given a total of $n$ items, we achieve a $O(\Delta \log n)$ approximation algorithm when an item can belong to at most $\Delta$ groups, and all the group lower bounds are 0. We also provide two approximation algorithms in terms of the total number of groups that have items in the neighborhood of a platform. When each item belongs to a single group, we provide a polynomial-time algorithm that computes a probabilistic individually fair distribution over group fair matching. We further extend our model and algorithms to address the following notions of fairness: `maxmin group fairness', which maximizes the representation of the worst-off groups, and `mindom group fairness', which minimizes the representation of the most dominant groups.
No-Regret Caching via Online Mirror Descent
Salem, T. Si, Neglia, G., Ioannidis, S.
Caches are deployed at many different levels in computer systems: from CPU hardware caches to operating system memory caches, from application caches at clients to CDN caches deployed as physical servers in the network or as cloud services like Amazon's ElastiCache [1]. They aim to provide faster service to the user and/or to reduce the computation/communication load on other system elements, like hard disks, file servers, etc. The ubiquity of caches has motivated extensive research on the performance of existing caching policies, as well as on the design of new policies with provable guarantees. To that end, most prior work has assumed that caches serve requests generated according to a stochastic process, ranging from the simple, memory-less independent reference model [2] to more complex models trying to capture temporal locality effects and time-varying popularities (e.g., the shot-noise model [3]). An alternative modeling approach is to consider an adversarial setting.
Topology Optimization via Machine Learning and Deep Learning: A Review
Shin, Seungyeon, Shin, Dongju, Kang, Namwoo
Topology optimization (TO) is a method of deriving an optimal design that satisfies a given load and boundary conditions within a design domain. This method enables effective design without initial design, but has been limited in use due to high computational costs. At the same time, machine learning (ML) methodology including deep learning has made great progress in the 21st century, and accordingly, many studies have been conducted to enable effective and rapid optimization by applying ML to TO. Therefore, this study reviews and analyzes previous research on ML-based TO (MLTO). Two different perspectives of MLTO are used to review studies: (1) TO and (2) ML perspectives. The TO perspective addresses "why" to use ML for TO, while the ML perspective addresses "how" to apply ML to TO. In addition, the limitations of current MLTO research and future research directions are examined.
Fair and Optimal Classification via Post-Processing
Xian, Ruicheng, Yin, Lang, Zhao, Han
To mitigate the bias exhibited by machine learning models, fairness criteria can be integrated into the training process to ensure fair treatment across all demographics, but it often comes at the expense of model performance. Understanding such tradeoffs, therefore, underlies the design of fair algorithms. To this end, this paper provides a complete characterization of the inherent tradeoff of demographic parity on classification problems, under the most general multi-group, multi-class, and noisy setting. Specifically, we show that the minimum error rate achievable by randomized and attribute-aware fair classifiers is given by the optimal value of a Wasserstein-barycenter problem. On the practical side, our findings lead to a simple post-processing algorithm that derives fair classifiers from score functions, which yields the optimal fair classifier when the score is Bayes optimal. We provide suboptimality analysis and sample complexity for our algorithm, and demonstrate its effectiveness on benchmark datasets.
A diffusion-map-based algorithm for gradient computation on manifolds and applications
Gomez, Alvaro Almeida, Neto, Antรดnio J. Silva, Zubelli, Jorge P.
We recover the Riemannian gradient of a given function defined on interior points of a Riemannian submanifold in the Euclidean space based on a sample of function evaluations at points in the submanifold. This approach is based on the estimates of the Laplace-Beltrami operator proposed in the diffusion-maps theory. The Riemannian gradient estimates do not involve differential terms. Analytical convergence results of the Riemannian gradient expansion are proved. We apply the Riemannian gradient estimate in a gradient-based algorithm providing a derivative-free optimization method. We test and validate several applications, including tomographic reconstruction from an unknown random angle distribution, and the sphere packing problem in dimensions 2 and 3.
Stochastic Multi-Level Compositional Optimization Algorithms over Networks with Level-Independent Convergence Rate
Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale applications. This paper studies the decentralized stochastic multi-level optimization algorithm, which is challenging because the multi-level structure and decentralized communication scheme may make the number of levels affect the order of the convergence rate. To this end, we develop two novel decentralized optimization algorithms to deal with the multi-level function and its gradient. Our theoretical results show that both algorithms can achieve the level-independent convergence rate for nonconvex problems under much milder conditions compared with existing single-machine algorithms. To the best of our knowledge, this is the first work that achieves the level-independent convergence rate under the decentralized setting. Moreover, extensive experiments confirm the efficacy of our proposed algorithms.
Generating Private Synthetic Data with Genetic Algorithms
Liu, Terrance, Tang, Jingwu, Vietri, Giuseppe, Wu, Zhiwei Steven
We study the problem of efficiently generating differentially private synthetic data that approximate the statistical properties of an underlying sensitive dataset. In recent years, there has been a growing line of work that approaches this problem using first-order optimization techniques. However, such techniques are restricted to optimizing differentiable objectives only, severely limiting the types of analyses that can be conducted. For example, first-order mechanisms have been primarily successful in approximating statistical queries only in the form of marginals for discrete data domains. In some cases, one can circumvent such issues by relaxing the task's objective to maintain differentiability. However, even when possible, these approaches impose a fundamental limitation in which modifications to the minimization problem become additional sources of error. Therefore, we propose Private-GSD, a private genetic algorithm based on zeroth-order optimization heuristics that do not require modifying the original objective. As a result, it avoids the aforementioned limitations of first-order optimization. We empirically evaluate Private-GSD against baseline algorithms on data derived from the American Community Survey across a variety of statistics--otherwise known as statistical queries--both for discrete and real-valued attributes. We show that Private-GSD outperforms the state-of-the-art methods on non-differential queries while matching accuracy in approximating differentiable ones.
Improving Accelerated Federated Learning with Compression and Importance Sampling
Grudzieล, Michaล, Malinovsky, Grigory, Richtรกrik, Peter
Federated Learning is a collaborative training framework that leverages heterogeneous data distributed across a vast number of clients. Since it is practically infeasible to request and process all clients during the aggregation step, partial participation must be supported. In this setting, the communication between the server and clients poses a major bottleneck. To reduce communication loads, there are two main approaches: compression and local steps. Recent work by Mishchenko et al. [2022] introduced the new ProxSkip method, which achieves an accelerated rate using the local steps technique. Follow-up works successfully combined local steps acceleration with partial participation [Grudzie\'n et al., 2023, Condat et al. 2023] and gradient compression [Condat et al. [2022]. In this paper, we finally present a complete method for Federated Learning that incorporates all necessary ingredients: Local Training, Compression, and Partial Participation. We obtain state-of-the-art convergence guarantees in the considered setting. Moreover, we analyze the general sampling framework for partial participation and derive an importance sampling scheme, which leads to even better performance. We experimentally demonstrate the advantages of the proposed method in practice.
End-to-end Differentiable Clustering with Associative Memories
Saha, Bishwajit, Krotov, Dmitry, Zaki, Mohammed J., Ram, Parikshit
Clustering is a widely used unsupervised learning technique involving an intensive discrete optimization problem. Associative Memory models or AMs are differentiable neural networks defining a recursive dynamical system, which have been integrated with various deep learning architectures. We uncover a novel connection between the AM dynamics and the inherent discrete assignment necessary in clustering to propose a novel unconstrained continuous relaxation of the discrete clustering problem, enabling end-to-end differentiable clustering with AM, dubbed ClAM. Leveraging the pattern completion ability of AMs, we further develop a novel self-supervised clustering loss. Our evaluations on varied datasets demonstrate that ClAM benefits from the self-supervision, and significantly improves upon both the traditional Lloyd's k-means algorithm, and more recent continuous clustering relaxations (by upto 60% in terms of the Silhouette Coefficient).
Nonlinear Distributionally Robust Optimization
Sheriff, Mohammed Rayyan, Esfahani, Peyman Mohajerin
This article focuses on a class of distributionally robust optimization (DRO) problems where, unlike the growing body of the literature, the objective function is potentially non-linear in the distribution. Existing methods to optimize nonlinear functions in probability space use the Frechet derivatives, which present both theoretical and computational challenges. Motivated by this, we propose an alternative notion for the derivative and corresponding smoothness based on Gateaux (G)-derivative for generic risk measures. These concepts are explained via three running risk measure examples of variance, entropic risk, and risk on finite support sets. We then propose a G-derivative based Frank-Wolfe (FW) algorithm for generic non-linear optimization problems in probability spaces and establish its convergence under the proposed notion of smoothness in a completely norm-independent manner. We use the set-up of the FW algorithm to devise a methodology to compute a saddle point of the non-linear DRO problem. Finally, for the minimum variance portfolio selection problem we analyze the regularity conditions and compute the FW-oracle in various settings, and validate the theoretical results numerically.