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Multi-Step Stochastic ADMM in High Dimensions: Applications to Sparse Optimization and Noisy Matrix Decomposition
Sedghi, Hanie, Anandkumar, Anima, Jonckheere, Edmond
We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the modified ADMM method has an optimal convergence rate of $\mathcal{O}(s\log d/T)$, where $s$ is the sparsity level, $d$ is the data dimension and $T$ is the number of steps. This matches with the minimax lower bounds for sparse estimation. For matrix decomposition into sparse and low rank components, we provide the first guarantees for any online method, and prove a convergence rate of $\tilde{\mathcal{O}}((s+r)\beta^2(p) /T) + \mathcal{O}(1/p)$ for a $p\times p$ matrix, where $s$ is the sparsity level, $r$ is the rank and $\Theta(\sqrt{p})\leq \beta(p)\leq \Theta(p)$. Our guarantees match the minimax lower bound with respect to $s,r$ and $T$. In addition, we match the minimax lower bound with respect to the matrix dimension $p$, i.e. $\beta(p)=\Theta(\sqrt{p})$, for many important statistical models including the independent noise model, the linear Bayesian network and the latent Gaussian graphical model under some conditions. Our ADMM method is based on epoch-based annealing and consists of inexpensive steps which involve projections on to simple norm balls. Experiments show that for both sparse optimization and matrix decomposition problems, our algorithm outperforms the state-of-the-art methods. In particular, we reach higher accuracy with same time complexity.
Using Monte Carlo method for searching partitionings of hard variants of Boolean satisfiability problem
Semenov, Alexander, Zaikin, Oleg
In this paper we propose the approach for constructing partitionings of hard variants of the Boolean satisfiability problem (SAT). Such partitionings can be used for solving corresponding SAT instances in parallel. For the same SAT instance one can construct different partitionings, each of them is a set of simplified versions of the original SAT instance. The effectiveness of an arbitrary partitioning is determined by the total time of solving of all SAT instances from it. We suggest the approach, based on the Monte Carlo method, for estimating time of processing of an arbitrary partitioning. With each partitioning we associate a point in the special finite search space. The estimation of effectiveness of the particular partitioning is the value of predictive function in the corresponding point of this space. The problem of search for an effective partitioning can be formulated as a problem of optimization of the predictive function. We use metaheuristic algorithms (simulated annealing and tabu search) to move from point to point in the search space. In our computational experiments we found partitionings for SAT instances encoding problems of inversion of some cryptographic functions. Several of these SAT instances with realistic predicted solving time were successfully solved on a computing cluster and in the volunteer computing project SAT@home. The solving time agrees well with estimations obtained by the proposed method.
S2: An Efficient Graph Based Active Learning Algorithm with Application to Nonparametric Classification
Dasarathy, Gautam, Nowak, Robert, Zhu, Xiaojin
This paper investigates the problem of active learning for binary label prediction on a graph. We introduce a simple and label-efficient algorithm called S2 for this task. At each step, S2 selects the vertex to be labeled based on the structure of the graph and all previously gathered labels. Specifically, S2 queries for the label of the vertex that bisects the *shortest shortest* path between any pair of oppositely labeled vertices. We present a theoretical estimate of the number of queries S2 needs in terms of a novel parametrization of the complexity of binary functions on graphs. We also present experimental results demonstrating the performance of S2 on both real and synthetic data. While other graph-based active learning algorithms have shown promise in practice, our algorithm is the first with both good performance and theoretical guarantees. Finally, we demonstrate the implications of the S2 algorithm to the theory of nonparametric active learning. In particular, we show that S2 achieves near minimax optimal excess risk for an important class of nonparametric classification problems.
First-order regret bounds for combinatorial semi-bandits
We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions. After making each decision, the learner observes the losses associated with its action, but not other losses. For this problem, there are several learning algorithms that guarantee that the learner's expected regret grows as $\widetilde{O}(\sqrt{T})$ with the number of rounds $T$. In this paper, we propose an algorithm that improves this scaling to $\widetilde{O}(\sqrt{{L_T^*}})$, where $L_T^*$ is the total loss of the best action. Our algorithm is among the first to achieve such guarantees in a partial-feedback scheme, and the first one to do so in a combinatorial setting.
A Preliminary Selection of Problems in Heuristic Search
López, Carlos Linares (Universidad Carlos III de Madrid) | Saffidine, Abdallah (University of New South Wales)
The Heuristic Search community has been concentrating much effort during the last decades in solving more and more efficiently the SHORTEST PATH problem (SPP). As a result, a valuable body of scientific results has been produced, mostly in the form of heuristics and search algorithms. However, not much attention has been given to other problems even if they result from slight variations of the typical problems addressed by the community. Furthermore, other communities attempt at solving hard combinatorial problems which might be well solved with heuristic search. In this paper, an attempt is presented to introduce a preliminary selection of relevant problems that goes well beyond the classical SPP.
The Spurious Path Problem in Abstraction
Fan, Gaojian (University of Alberta) | Holte, Robert C. (University of Alberta)
Abstraction is a powerful technique in search and planning. A fundamental problem of abstraction is that it can create spurious paths, i.e., abstract paths that do not correspond to valid concrete paths. In this paper, we define spurious paths as a generalization of spurious states. We show that spurious paths can be categorized into two types: state-independent spurious paths and state-specific spurious paths. We present a practical method that eliminates state-independent spurious paths, as well as state-specific spurious paths when integrated with mutex detection methods. We provide syntactical conditions under which our method can remove state-independent spurious paths completely. We demonstrate that eliminating spurious paths can improve a heuristic substantially, even in abstract spaces that are free of spurious states.
Improved Multi-Heuristic A* for Searching with Uncalibrated Heuristics
Narayanan, Venkatraman (Carnegie Mellon University) | Aine, Sandip (Indraprastha Institute of Information Technology, Delhi) | Likhachev, Maxim (Carnegie Mellon University)
Recently, several researchers have brought forth the benefits of searching with multiple (and possibly inadmissible) heuristics, arguing how different heuristics could be independently useful in different parts of the state space. However, algorithms that use inadmissible heuristics in the traditional best-first sense, such as the recently developed Multi-Heuristic A* (MHA*), are subject to a crippling calibration problem: they prioritize nodes for expansion by additively combining the cost-to-come and the inadmissible heuristics even if those heuristics have no connection with the cost-to-go (e.g., the heuristics are uncalibrated) . For instance, if the inadmissible heuristic were an order of magnitude greater than the perfect heuristic, an algorithm like MHA* would simply reduce to a weighted A* search with one consistent heuristic. In this work, we introduce a general multi-heuristic search framework that solves the calibration problem and as a result a) facilitates the effective use of multiple uncalibrated inadmissible heuristics, and b) provides significantly better performance than MHA* whenever tighter sub-optimality bounds on solution quality are desired. Experimental evaluations on a complex full-body robotics motion planning problem and large sliding tile puzzles demonstrate the benefits of our framework.
ICBS: The Improved Conflict-Based Search Algorithm for Multi-Agent Pathfinding
Boyarski, Eli (Bar-Ilan University) | Felner, Ariel (Ben-Gurion University of the Negev) | Stern, Roni (Ben-Gurion University of the Negev) | Sharon, Guni (Ben-Gurion University of the Negev) | Betzalel, Oded (Ben-Gurion University of the Negev) | Tolpin, David (Ben-Gurion University of the Negev) | Shimony, Eyal (Ben-Gurion University of the Negev)
Conflict-Based Search (CBS) and its generalization, Meta-Agent CBS are amongst the strongest newly introduced algorithms for Multi-Agent Path Finding. This paper introduces ICBS, an improved version of CBS. ICBS incorporates three orthogonal improvements to CBS which are systematically described and studied. Experimental results show that each of these improvements reduces the runtime over basic CBS by up to 20x in many cases. When all three improvements are combined, an even larger improvement is achieved, producing state-ofthe art results for a number of domains.
Empowering Mini-Bucket in Anytime Heuristic Search with Look-Ahead: Preliminary Evaluation
Lam, William (University of California, Irvine) | Kask, Kalev (University of California, Irvine) | Dechter, Rina (University of California, Irvine)
The paper explores the potential of look-ahead methods within the context of AND/OR search in graphical models using the Mini-Bucket heuristic for combinatorial optimization tasks (e.g., weighted CSPS or MAP inference). We study how these methods can be used to compensate for the approximation error of the initially generated Mini-Bucket heuristics, within the context of anytime Branch-And-Bound search.
Finding and Exploiting LTL Trajectory Constraints in Heuristic Search
Simon, Salomé (University of Basel) | Röger, Gabriele (University of Basel)
Temporal logics allow to formulate and reason about the development A unified formalism for these techniques would offer two of logic-based systems, for example about paths main advantages: decoupling the derivation and exploitation in factored state spaces. These are for instance common in of information and easily combining different sources planning, where temporal logics have always been present. of information. As one extreme, the entire planning task can be specified in a Currently the derivation and exploitation of information temporal logic language and plans are generated by theorem are integrated in most cases: someone proposes a new source proving (Koehler and Treinen 1995) or model construction of information and shows how it can correctly be exploited (Cerrito and Mayer 1998).