Optimization
Towards analyzing large graphs with quantum annealing and quantum gate computers
Reittu, Hannu, Kotovirta, Ville, Leskelä, Lasse, Rummukainen, Hannu, Räty, Tomi
The use of quantum computing in graph community detection and regularity checking related to Szemeredi's Regularity Lemma (SRL) are demonstrated with D-Wave Systems' quantum annealer and simulations. We demonstrate the capability of quantum computing in solving hard problems relevant to big data. A new community detection algorithm based on SRL is also introduced and tested. In worst case scenario of regularity check we use Grover's algorithm and quantum phase estimation algorithm, in order to speed-up computations using a quantum gate computers.
Subspace approximation with outliers
Deshpande, Amit, Pratap, Rameshwar
The subspace approximation problem with outliers, for given $n$ points in $d$ dimensions $x_{1},\ldots, x_{n} \in R^{d}$, an integer $1 \leq k \leq d$, and an outlier parameter $0 \leq \alpha \leq 1$, is to find a $k$-dimensional linear subspace of $R^{d}$ that minimizes the sum of squared distances to its nearest $(1-\alpha)n$ points. More generally, the $\ell_{p}$ subspace approximation problem with outliers minimizes the sum of $p$-th powers of distances instead of the sum of squared distances. Even the case of robust PCA is non-trivial, and previous work requires additional assumptions on the input. Any multiplicative approximation algorithm for the subspace approximation problem with outliers must solve the robust subspace recovery problem, a special case in which the $(1-\alpha)n$ inliers in the optimal solution are promised to lie exactly on a $k$-dimensional linear subspace. However, robust subspace recovery is Small Set Expansion (SSE)-hard. We show how to extend dimension reduction techniques and bi-criteria approximations based on sampling to the problem of subspace approximation with outliers. To get around the SSE-hardness of robust subspace recovery, we assume that the squared distance error of the optimal $k$-dimensional subspace summed over the optimal $(1-\alpha)n$ inliers is at least $\delta$ times its squared-error summed over all $n$ points, for some $0 < \delta \leq 1 - \alpha$. With this assumption, we give an efficient algorithm to find a subset of $poly(k/\epsilon) \log(1/\delta) \log\log(1/\delta)$ points whose span contains a $k$-dimensional subspace that gives a multiplicative $(1+\epsilon)$-approximation to the optimal solution. The running time of our algorithm is linear in $n$ and $d$. Interestingly, our results hold even when the fraction of outliers $\alpha$ is large, as long as the obvious condition $0 < \delta \leq 1 - \alpha$ is satisfied.
AdaSGD: Bridging the gap between SGD and Adam
In the context of stochastic gradient descent(SGD) and adaptive moment estimation (Adam),researchers have recently proposed optimization techniques that transition from Adam to SGD with the goal of improving both convergence and generalization performance. However, precisely how each approach trades off early progress and generalization is not well understood; thus, it is unclear when or even if, one should transition from one approach to the other. In this work, by first studying the convex setting, we identify potential contributors to observed differences in performance between SGD and Adam. In particular,we provide theoretical insights for when and why Adam outperforms SGD and vice versa. We ad-dress the performance gap by adapting a single global learning rate for SGD, which we refer to as AdaSGD. We justify this proposed approach with empirical analyses in non-convex settings. On several datasets that span three different domains,we demonstrate how AdaSGD combines the benefits of both SGD and Adam, eliminating the need for approaches that transition from Adam to SGD.
Graph Learning for Inverse Landscape Genetics
Dharangutte, Prathamesh, Musco, Christopher
The problem of inferring unknown graph edges from numerical data at a graph's nodes appears in many forms across machine learning. We study a version of this problem that arises in the field of landscape genetics, where genetic similarity between populations of organisms living in a heterogeneous landscape is explained by a weighted graph that encodes the ease of dispersal through that landscape. Our main contribution is an efficient algorithm for inverse landscape genetics, which is the task of inferring this graph from measurements of genetic similarity at different locations (graph nodes). We reduced the problem to that of inferring graph edges from noisy measurements of effective resistances between graph nodes, which have been observed to correlate well with genetic similarity. Building on Hoskins et. al., we develop an efficient first-order optimization method for solving this problem. Despite its non-convex nature, extensive experiments on synthetic and real genetic data establish that our method provides fast and reliable convergence, significantly outperforming existing heuristics used in the field.
Mitigating Manipulation in Peer Review via Randomized Reviewer Assignments
Jecmen, Steven, Zhang, Hanrui, Liu, Ryan, Shah, Nihar B., Conitzer, Vincent, Fang, Fei
We consider three important challenges in conference peer review: (i) reviewers maliciously attempting to get assigned to certain papers to provide positive reviews, possibly as part of quid-pro-quo arrangements with the authors; (ii) "torpedo reviewing," where reviewers deliberately attempt to get assigned to certain papers that they dislike in order to reject them; (iii) reviewer de-anonymization on release of the similarities and the reviewer-assignment code. On the conceptual front, we identify connections between these three problems and present a framework that brings all these challenges under a common umbrella. We then present a (randomized) algorithm for reviewer assignment that can optimally solve the reviewer-assignment problem under any given constraints on the probability of assignment for any reviewer-paper pair. We further consider the problem of restricting the joint probability that certain suspect pairs of reviewers are assigned to certain papers, and show that this problem is NP-hard for arbitrary constraints on these joint probabilities but efficiently solvable for a practical special case. Finally, we experimentally evaluate our algorithms on datasets from past conferences, where we observe that they can limit the chance that any malicious reviewer gets assigned to their desired paper to 50% while producing assignments with over 90% of the total optimal similarity. Our algorithms still achieve this similarity while also preventing reviewers with close associations from being assigned to the same paper.
On Bellman's Optimality Principle for zs-POSGs
Buffet, Olivier, Dibangoye, Jilles, Delage, Aurélien, Saffidine, Abdallah, Thomas, Vincent
Many non-trivial sequential decision-making problems are efficiently solved by relying on Bellman's optimality principle, i.e., exploiting the fact that sub-problems are nested recursively within the original problem. Here we show how it can apply to (infinite horizon) 2-player zero-sum partially observable stochastic games (zs-POSGs) by (i) taking a central planner's viewpoint, which can only reason on a sufficient statistic called occupancy state, and (ii) turning such problems into zero-sum occupancy Markov games (zs-OMGs). Then, exploiting the Lipschitz-continuity of the value function in occupancy space, one can derive a version of the HSVI algorithm (Heuristic Search Value Iteration) that provably finds an $\epsilon$-Nash equilibrium in finite time.
Model-Targeted Poisoning Attacks: Provable Convergence and Certified Bounds
Suya, Fnu, Mahloujifar, Saeed, Evans, David, Tian, Yuan
Machine learning systems that rely on training data collected from untrusted sources are vulnerable to poisoning attacks, in which adversaries controlling some of the collected data are able to induce a corrupted model. In this paper, we consider poisoning attacks where there is an adversary who has a particular target classifier in mind and hopes to induce a classifier close to that target by adding as few poisoning points as possible. We propose an efficient poisoning attack based on online convex optimization. Unlike previous model-targeted poisoning attacks, our attack comes with provable convergence to any achievable target classifier. The distance from the induced classifier to the target classifier is inversely proportional to the square root of the number of poisoning points. We also provide a certified lower bound on the minimum number of poisoning points needed to achieve a given target classifier. We report on experiments showing our attack has performance that is similar to or better than the state-of-the-art attacks in terms of attack success rate and distance to the target model, while providing the advantages of provable convergence, and the efficiency benefits associated with being an online attack that can determine near-optimal poisoning points incrementally.
From predictions to prescriptions: A data-driven response to COVID-19
Bertsimas, Dimitris, Boussioux, Léonard, Wright, Ryan Cory, Delarue, Arthur, Digalakis, Vassilis Jr., Jacquillat, Alexandre, Kitane, Driss Lahlou, Lukin, Galit, Li, Michael Lingzhi, Mingardi, Luca, Nohadani, Omid, Orfanoudaki, Agni, Papalexopoulos, Theodore, Paskov, Ivan, Pauphilet, Jean, Lami, Omar Skali, Stellato, Bartolomeo, Bouardi, Hamza Tazi, Carballo, Kimberly Villalobos, Wiberg, Holly, Zeng, Cynthia
The COVID-19 pandemic has created unprecedented challenges worldwide. Strained healthcare providers make difficult decisions on patient triage, treatment and care management on a daily basis. Policy makers have imposed social distancing measures to slow the disease, at a steep economic price. We design analytical tools to support these decisions and combat the pandemic. Specifically, we propose a comprehensive data-driven approach to understand the clinical characteristics of COVID-19, predict its mortality, forecast its evolution, and ultimately alleviate its impact. By leveraging cohort-level clinical data, patient-level hospital data, and census-level epidemiological data, we develop an integrated four-step approach, combining descriptive, predictive and prescriptive analytics. First, we aggregate hundreds of clinical studies into the most comprehensive database on COVID-19 to paint a new macroscopic picture of the disease. Second, we build personalized calculators to predict the risk of infection and mortality as a function of demographics, symptoms, comorbidities, and lab values. Third, we develop a novel epidemiological model to project the pandemic's spread and inform social distancing policies. Fourth, we propose an optimization model to re-allocate ventilators and alleviate shortages. Our results have been used at the clinical level by several hospitals to triage patients, guide care management, plan ICU capacity, and re-distribute ventilators. At the policy level, they are currently supporting safe back-to-work policies at a major institution and equitable vaccine distribution planning at a major pharmaceutical company, and have been integrated into the US Center for Disease Control's pandemic forecast.
Dynamic Knapsack Optimization Towards Efficient Multi-Channel Sequential Advertising
Hao, Xiaotian, Peng, Zhaoqing, Ma, Yi, Wang, Guan, Jin, Junqi, Hao, Jianye, Chen, Shan, Bai, Rongquan, Xie, Mingzhou, Xu, Miao, Zheng, Zhenzhe, Yu, Chuan, Li, Han, Xu, Jian, Gai, Kun
In E-commerce, advertising is essential for merchants to reach their target users. The typical objective is to maximize the advertiser's cumulative revenue over a period of time under a budget constraint. In real applications, an advertisement (ad) usually needs to be exposed to the same user multiple times until the user finally contributes revenue (e.g., places an order). However, existing advertising systems mainly focus on the immediate revenue with single ad exposures, ignoring the contribution of each exposure to the final conversion, thus usually falls into suboptimal solutions. In this paper, we formulate the sequential advertising strategy optimization as a dynamic knapsack problem. We propose a theoretically guaranteed bilevel optimization framework, which significantly reduces the solution space of the original optimization space while ensuring the solution quality. To improve the exploration efficiency of reinforcement learning, we also devise an effective action space reduction approach. Extensive offline and online experiments show the superior performance of our approaches over state-of-the-art baselines in terms of cumulative revenue.