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Lattice partition recovery with dyadic CART
Padilla, Oscar Hernan Madrid, Yu, Yi, Rinaldo, Alessandro
We study piece-wise constant signals corrupted by additive Gaussian noise over a $d$-dimensional lattice. Data of this form naturally arise in a host of applications, and the tasks of signal detection or testing, de-noising and estimation have been studied extensively in the statistical and signal processing literature. In this paper we consider instead the problem of partition recovery, i.e.~of estimating the partition of the lattice induced by the constancy regions of the unknown signal, using the computationally-efficient dyadic classification and regression tree (DCART) methodology proposed by \citep{donoho1997cart}. We prove that, under appropriate regularity conditions on the shape of the partition elements, a DCART-based procedure consistently estimates the underlying partition at a rate of order $\sigma^2 k^* \log (N)/\kappa^2$, where $k^*$ is the minimal number of rectangular sub-graphs obtained using recursive dyadic partitions supporting the signal partition, $\sigma^2$ is the noise variance, $\kappa$ is the minimal magnitude of the signal difference among contiguous elements of the partition and $N$ is the size of the lattice. Furthermore, under stronger assumptions, our method attains a sharper estimation error of order $\sigma^2\log(N)/\kappa^2$, independent of $ k^*$, which we show to be minimax rate optimal. Our theoretical guarantees further extend to the partition estimator based on the optimal regression tree estimator (ORT) of \cite{chatterjee2019adaptive} and to the one obtained through an NP-hard exhaustive search method. We corroborate our theoretical findings and the effectiveness of DCART for partition recovery in simulations.
Finding optimal strategies in sequential games with the novel selection monad
The recently discovered monad, Tx = Selection (x -> r) -> r, provides an elegant way to finnd optimal strategies in sequential games. During this thesis, a library was developed which provides a set of useful functions using the selection monad to compute optimal games and AIs for sequential games. In order to explore the selection monads ability to support these AI implementations, three example case studies were developed using Haskell: The two-player game Connect Four, a Sudoku solver and a simplified version of Chess. These case studies show how to elegantly implement a game AI. Furthermore, a performance analysis of these case studies was done, identifying the major points where performance can be increased.
Group selection and shrinkage with application to sparse semiparametric modeling
Thompson, Ryan, Vahid, Farshid
Sparse regression and classification estimators capable of group selection have application to an assortment of statistical problems, from multitask learning to sparse additive modeling to hierarchical selection. This work introduces a class of group-sparse estimators that combine group subset selection with group lasso or ridge shrinkage. We develop an optimization framework for fitting the nonconvex regularization surface and present finite-sample error bounds for estimation of the regression function. Our methods and analyses accommodate the general setting where groups overlap. As an application of group selection, we study sparse semiparametric modeling, a procedure that allows the effect of each predictor to be zero, linear, or nonlinear. For this task, the new estimators improve across several metrics on synthetic data compared to alternatives. Finally, we demonstrate their efficacy in modeling supermarket foot traffic and economic recessions using many predictors. All of our proposals are made available in the scalable implementation grpsel.
Bi-objective Search with Bi-directional A*
Ahmadi, Saman, Tack, Guido, Harabor, Daniel, Kilby, Philip
Bi-objective search is a well-known algorithmic problem, concerned with finding a set of optimal solutions in a two-dimensional domain. This problem has a wide variety of applications such as planning in transport systems or optimal control in energy systems. Recently, bi-objective A*-based search (BOA*) has shown state-of-the-art performance in large networks. This paper develops a bi-directional variant of BOA*, enriched with several speed-up heuristics. Our experimental results on 1,000 benchmark cases show that our bi-directional A* algorithm for bi-objective search (BOBA*) can optimally solve all of the benchmark cases within the time limit, outperforming the state of the art BOA*, bi-objective Dijkstra and bi-directional bi-objective Dijkstra by an average runtime improvement of a factor of five over all of the benchmark instances.
A review of approaches to modeling applied vehicle routing problems
Sidorov, Konstantin, Morozov, Alexander
Due to the practical importance of vehicle routing problems (VRP), there exists an ever-growing body of research in algorithms and (meta)heuristics for solving such problems. However, the diversity of VRP domains creates the separate problem of modeling such problems -- describing the domain entities (and, in particular, the planning decisions), the set of valid planning decisions, and the preferences between different plans. In this paper, we review the approaches for modeling vehicle routing problems. To make the comparison more straightforward, we formulate several criteria for evaluating modeling methods reflecting the practical requirements of the development of optimization algorithms for such problems. Finally, as a result of this comparison, we discuss several future research avenues in the field of modeling VRP domains.
Parallelizing Contextual Linear Bandits
Chan, Jeffrey, Pacchiano, Aldo, Tripuraneni, Nilesh, Song, Yun S., Bartlett, Peter, Jordan, Michael I.
Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel experimentation, has the potential to rapidly accelerate exploration. We present a family of (parallel) contextual linear bandit algorithms, whose regret is nearly identical to their perfectly sequential counterparts -- given access to the same total number of oracle queries -- up to a lower-order "burn-in" term that is dependent on the context-set geometry. We provide matching information-theoretic lower bounds on parallel regret performance to establish our algorithms are asymptotically optimal in the time horizon. Finally, we also present an empirical evaluation of these parallel algorithms in several domains, including materials discovery and biological sequence design problems, to demonstrate the utility of parallelized bandits in practical settings.
Google Posts: The Free and Simple Way for SMBs to Leverage Local Search
While it's logical to assume that Google would try to monetize the surging popularity of local search by selling ad space on company listings, the search giant decided to do the opposite -- they gave every company with a Google My Business account access to a tool that lets them advertise on their business listings for free. Posts created with Google My Business will appear both in Search and Maps results, making it easy for users to find what they're looking for without being redirected.
Boosting Variational Inference With Locally Adaptive Step-Sizes
Dresdner, Gideon, Shekhar, Saurav, Pedregosa, Fabian, Locatello, Francesco, Rätsch, Gunnar
Variational Inference makes a trade-off between the capacity of the variational family and the tractability of finding an approximate posterior distribution. Instead, Boosting Variational Inference allows practitioners to obtain increasingly good posterior approximations by spending more compute. The main obstacle to widespread adoption of Boosting Variational Inference is the amount of resources necessary to improve over a strong Variational Inference baseline. In our work, we trace this limitation back to the global curvature of the KL-divergence. We characterize how the global curvature impacts time and memory consumption, address the problem with the notion of local curvature, and provide a novel approximate backtracking algorithm for estimating local curvature. We give new theoretical convergence rates for our algorithms and provide experimental validation on synthetic and real-world datasets.
Efficient Local Search based on Dynamic Connectivity Maintenance for Minimum Connected Dominating Set
Zhang, Xindi, Li, Bohan, Cai, Shaowei, Wang, Yiyuan
The minimum connected dominating set (MCDS) problem is an important extension of the minimum dominating set problem, with wide applications, especially in wireless networks. Most previous works focused on solving MCDS problem in graphs with relatively small size, mainly due to the complexity of maintaining connectivity. This paper explores techniques for solving MCDS problem in massive real-world graphs with wide practical importance. Firstly, we propose a local greedy construction method with reasoning rule called 1hopReason. Secondly and most importantly, a hybrid dynamic connectivity maintenance method (HDC+) is designed to switch alternately between a novel fast connectivity maintenance method based on spanning tree and its previous counterpart. Thirdly, we adopt a two-level vertex selection heuristic with a newly proposed scoring function called chronosafety to make the algorithm more considerate when selecting vertices. We design a new local search algorithm called FastCDS based on the three ideas. Experiments show that FastCDS significantly outperforms five state-of-the-art MCDS algorithms on both massive graphs and classic benchmarks.
Reconfiguring Hybrid Systems Using SAT
Balzereit, Kaja, Niggemann, Oliver
Reconfiguration aims at recovering a system from a fault by automatically adapting the system configuration, such that the system goal can be reached again. Classical approaches typically use a set of pre-defined faults for which corresponding recovery actions are defined manually. This is not possible for modern hybrid systems which are characterized by frequent changes. Instead, AI-based approaches are needed which leverage on a model of the non-faulty system and which search for a set of reconfiguration operations which will establish a valid behavior again. This work presents a novel algorithm which solves three main challenges: (i) Only a model of the non-faulty system is needed, i.e. the faulty behavior does not need to be modeled. (ii) It discretizes and reduces the search space which originally is too large -- mainly due to the high number of continuous system variables and control signals. (iii) It uses a SAT solver for propositional logic for two purposes: First, it defines the binary concept of validity. Second, it implements the search itself -- sacrificing the optimal solution for a quick identification of an arbitrary solution. It is shown that the approach is able to reconfigure faults on simulated process engineering systems.