Optimization
Sparse Multi-Task Learning for Detecting Influential Nodes in an Implicit Diffusion Network
Wang, Yingze (University of Pittsburgh) | Xiang, Guang (Carnegie Mellon University) | Chang, Shi-Kuo (University of Pittsburgh)
How to identify influential nodes is a central research topic in information diffusion analysis. Many existing methods rely on the assumption that the network structure is completely known by the model. However, in many applications, such a network is either unavailable or insufficient to explain the underlying information diffusion phenomena. To address this challenge, we develop a multi-task sparse linear influence model (MSLIM), which can simultaneously predict the volume for each contagion and automatically identify sets of the most influential nodes for different contagions. Our method is based on the linear influence model with two main advantages: 1) it does not require the network structure; 2) it can detect different sets of the most influential nodes for different contagions. To solve the corresponding convex optimization problem for learning the model, we adopt the accelerated gradient method (AGM) framework and show that there is an exact closed-form solution for the proximal mapping. Therefore, the optimization procedure achieves the optimal first-order convergence rate and can be scaled to very large datasets. The proposed model is validated on a set of 2.6 millions tweets from 1000 users of Twitter. We show that MSLIM can efficiently select the most influential users for specific contagions. We also present several interesting patterns of the selected influential users.
Convex Subspace Representation Learning from Multi-View Data
Guo, Yuhong (Temple University)
Learning from multi-view data is important in many applications. In this paper, we propose a novel convex subspace representation learning method for unsupervised multi-view clustering. We first formulate the subspace learning with multiple views as a joint optimization problem with a common subspace representation matrix and a group sparsity inducing norm. By exploiting the properties of dual norms, we then show a convex min-max dual formulation with a sparsity inducing trace norm can be obtained. We develop a proximal bundle optimization algorithm to globally solve the min-max optimization problem. Our empirical study shows the proposed subspace representation learning method can effectively facilitate multi-view clustering and induce superior clustering results than alternative multi-view clustering methods.
A Maximum K-Min Approach for Classification
Dong, Mingzhi (Beijing University of Posts and Telecommunications) | Yin, Liang (Beijing University of Posts and Telecommunications) | Deng, Weihong (Beijing University of Posts and Telecommunications) | Shang, Li (Intel Labs China) | Guo, Jun (Beijing University of Posts and Telecommunications) | Zhang, Honggang (Beijing University of Posts and Telecommunications)
In this paper, a general Maximum K-Min approach for classification is proposed. With the physical meaning of optimizing the classification confidence of the K worst instances, Maximum K-Min Gain/Minimum K-Max Loss (MKM) criterion is introduced. To make the original optimization problem with combinational constraints computationally tractable, the optimization techniques are adopted and a general compact representation lemma for MKM Criterion is summarized. Based on the lemma, a Nonlinear Maximum K-Min (NMKM) classifier and a Semi-supervised Maximum K-Min (SMKM) classifier are presented for traditional classification task and semi-supervised classification task respectively. Based on the experiment results of publicly available datasets, our Maximum K-Min methods have achieved competitive performance when comparing against Hinge Loss classifiers.
A Maximum K-Min Approach for Classification
Dong, Mingzhi (Beijing University of Posts and Telecommunications) | Yin, Liang (Beijing University of Posts and Telecommunications)
In this paper, a general Maximum K-Min approach for classification is proposed, which focuses on maximizing the gain obtained by the K worst-classified instances while ignoring the remaining ones. To make the original optimization problem with combinational constraints computationally tractable, the optimization techniques are adopted and a general compact representation lemma is summarized. Based on the lemma, a Nonlinear Maximum K -Min (NMKM) classifier is presented and the experiment results demonstrate the superior performance of the Maximum K -Min Approach.
RockIt: Exploiting Parallelism and Symmetry for MAP Inference in Statistical Relational Models
Noessner, Jan (University of Mannheim) | Niepert, Mathias (University of Washington) | Stuckenschmidt, Heiner (University of Mannheim)
RockIt is a maximum a-posteriori (MAP) query engine for statistical relational models. MAP inference in graphical models is an optimization problem which can be compiled to integer linear programs (ILPs).We describe several advances in translating MAP queries to ILP instances and present the novel meta-algorithm cutting plane aggregation (CPA). CPA exploits local context-specific symmetries and bundles up sets of linear constraints. The resulting counting constraints lead to more compact ILPs and make the symmetry of the ground model more explicit to state-of-the-art ILP solvers. Moreover, RockIt parallelizes most parts of the MAP inference pipeline taking advantage of ubiquitous shared-memory multi-core architectures. We report on extensive experiments with Markov logic network (MLN) benchmarks showing that RockIt outperforms the state-of-the-art systems Alchemy, Markov TheBeast, and Tuffy both in terms of efficiency and quality of results.
Sample Complexity and Performance Bounds for Non-Parametric Approximate Linear Programming
Pazis, Jason (Duke University) | Parr, Ronald (Duke University)
One of the most difficult tasks in value function approximation for Markov Decision Processes is finding an approximation architecture that is expressive enough to capture the important structure in the value function, while at the same time not overfitting the training samples. Recent results in non-parametric approximate linear programming (NP-ALP), have demonstrated that this can be done effectively using nothing more than a smoothness assumption on the value function. In this paper we extend these results to the case where samples come from real world transitions instead of the full Bellman equation, adding robustness to noise. In addition, we provide the first max-norm, finite sample performance guarantees for any form of ALP. NP-ALP is amenable to problems with large (multidimensional) or even infinite (continuous) action spaces, and does not require a model to select actions using the resulting approximate solution.
Analyzing the Effectiveness of Adversary Modeling in Security Games
Nguyen, Thanh Hong (University of Southern California) | Yang, Rong (University of Southern California) | Azaria, Amos (Bar-Ilan University) | Kraus, Sarit (Bar-Ilan University and University of Maryland) | Tambe, Milind (University of Southern California)
Recent deployments of Stackelberg security games (SSG) have led to two competing approaches to handle boundedly rational human adversaries: (1) integrating models of human (adversary) decision-making into the game-theoretic algorithms, and (2) applying robust optimization techniques that avoid adversary modeling. A recent algorithm (MATCH) based on the second approach was shown to outperform the leading modeling-based algorithm even in the presence of significant amount of data. Is there then any value in using human behavior models in solving SSGs? Through extensive experiments with 547 human subjects playing 11102 games in total, we emphatically answer the question in the affirmative, while providing the following key contributions: (i) we show that our algorithm, SU-BRQR, based on a novel integration of human behavior model with the subjective utility function, significantly outperforms both MATCH and its improvements; (ii) we are the first to present experimental results with security intelligence experts, and find that even though the experts are more rational than the Amazon Turk workers, SU-BRQR still outperforms an approach assuming perfect rationality (and to a more limited extent MATCH); (iii) we show the advantage of SU-BRQR in a new, large game setting and demonstrate that sufficient data enables it to improve its performance over MATCH.
Improving WalkSAT for Random k-Satisfiability Problem with k > 3
Cai, Shaowei (Griffith University) | Su, Kaile (Griffith University) | Luo, Chuan (Peking University)
Stochastic local search (SLS) algorithms are well known for their ability to efficiently find models of random instances of the Boolean satisfiablity (SAT) problem. One of the most famous SLS algorithms for SAT is WalkSAT, which is an initial algorithm that has wide influence among modern SLS algorithms. Recently, there has been increasing interest in WalkSAT, due to the discovery of its great power on large random 3-SAT instances. However, the performance of WalkSAT on random $k$-SAT instances with $k>3$ lags far behind. Indeed, there have been few works in improving SLS algorithms for such instances. This work takes a large step towards this direction. We propose a novel concept namely $multilevel$ $make$. Based on this concept, we design a scoring function called $linear$ $make$, which is utilized to break ties in WalkSAT, leading to a new algorithm called WalkSAT$lm$. Our experimental results on random 5-SAT and 7-SAT instances show that WalkSAT$lm$ improves WalkSAT by orders of magnitudes. Moreover, WalkSAT$lm$ significantly outperforms state-of-the-art SLS solvers on random 5-SAT instances, while competes well on random 7-SAT ones. Additionally, WalkSAT$lm$ performs very well on random instances from SAT Challenge 2012, indicating its robustness.
Phase Transition and Network Structure in Realistic SAT Problems
Kambhampati, Soumya C. (Peggy Payne Academy McClintock High School) | Liu, Thomas (Peggy Payne Academy McClintock High School)
Previous research has shown that 3-SAT problems are easy to solve both when the “constrainedness” (the ratio of the number of clauses to the number of variables) is low and when it is high, abruptly transitioning from easy to hard in a very narrow region of constrainedness. Most of these “phase transition” studies were done on SAT instances that follow uniform random distribution. In such a distribution, variables take part in clauses with uniform probability, and clauses are independent (uncorrelated). The assumptions of uniform random distribution are, however, not satisfied when we consider SAT instances that result from real problems. Our project aims for a deeper understanding of the hardness of SAT problems that arise in practice. In particular, we study two key questions: (1) How does the phase transition behavior change with more realistic and natural distributions of SAT problems? and (2) Can we gain an understanding of the phase transition in terms of the network structure of these SAT problems? Our hypothesis is that the network properties help predict and explain how the easy-to-hard problem transition for realistic SAT problems differs from those for uniform random distribution.
Fast Equilibrium Computation for Infinitely Repeated Games
Andersen, Garrett (Duke University) | Conitzer, Vincent (Duke University)
It is known that an equilibrium of an infinitely repeated two-player game (with limit average payoffs) can be computed in polynomial time, as follows: according to the folk theorem, we compute minimax strategies for both players to calculate the punishment values, and subsequently find a mixture over outcomes that exceeds these punishment values. However, for very large games, even computing minimax strategies can be prohibitive. In this paper, we propose an algorithmic framework for computing equilibria of repeated games that does not require linear programming and that does not necessarily need to inspect all payoffs of the game. This algorithm necessarily sometimes fails to compute an equilibrium, but we mathematically demonstrate that most of the time it succeeds quickly on uniformly random games, and experimentally demonstrate this for other classes of games. This also holds for games with more than two players, for which no efficient general algorithms are known.