Both resources in the natural environment and concepts in a semantic space are distributed patchily, with large gaps in between the patches. To describe people's internal and external foraging behavior, various random walk models have been proposed. In particular, internal foraging has been modeled as sampling: in order to gather relevant information for making a decision, people draw samples from a mental representation using random-walk algorithms such as Markov chain Monte Carlo (MCMC). However, two common empirical observations argue against people using simple sampling algorithms such as MCMC for internal foraging. First, the distance between samples is often best described by a Levy flight distribution: the probability of the distance between two successive locations follows a power-law on the distances.

Model interpretability is an increasingly important component of practical machine learning. Some of the most common forms of interpretability systems are example-based, local, and global explanations. One of the main challenges in interpretability is designing explanation systems that can capture aspects of each of these explanation types, in order to develop a more thorough understanding of the model. We address this challenge in a novel model called MAPLE that uses local linear modeling techniques along with a dual interpretation of random forests (both as a supervised neighborhood approach and as a feature selection method). MAPLE has two fundamental advantages over existing interpretability systems. First, while it is effective as a black-box explanation system, MAPLE itself is a highly accurate predictive model that provides faithful self explanations, and thus sidesteps the typical accuracy-interpretability trade-off. Specifically, we demonstrate, on several UCI datasets, that MAPLE is at least as accurate as random forests and that it produces more faithful local explanations than LIME, a popular interpretability system. Second, MAPLE provides both example-based and local explanations and can detect global patterns, which allows it to diagnose limitations in its local explanations.

Cubic-regularized Newton's method (CR) is a popular algorithm that guarantees to produce a second-order stationary solution for solving nonconvex optimization problems. However, existing understandings of convergence rate of CR are conditioned on special types of geometrical properties of the objective function. In this paper, we explore the asymptotic convergence rate of CR by exploiting the ubiquitous Kurdyka-Lojasiewicz (KL) property of the nonconvex objective functions. In specific, we characterize the asymptotic convergence rate of various types of optimality measures for CR including function value gap, variable distance gap, gradient norm and least eigenvalue of the Hessian matrix. Our results fully characterize the diverse convergence behaviors of these optimality measures in the full parameter regime of the KL property. Moreover, we show that the obtained asymptotic convergence rates of CR are order-wise faster than those of first-order gradient descent algorithms under the KL property.

Huge scale machine learning problems are nowadays tackled by distributed optimization algorithms, i.e. algorithms that leverage the compute power of many devices for training. The communication overhead is a key bottleneck that hinders perfect scalability. Various recent works proposed to use quantization or sparsification techniques to reduce the amount of data that needs to be communicated, for instance by only sending the most significant entries of the stochastic gradient (top-k sparsification). Whilst such schemes showed very promising performance in practice, they have eluded theoretical analysis so far. In this work we analyze Stochastic Gradient Descent (SGD) with k-sparsification or compression (for instance top-k or random-k) and show that this scheme converges at the same rate as vanilla SGD when equipped with error compensation (keeping track of accumulated errors in memory). That is, communication can be reduced by a factor of the dimension of the problem (sometimes even more) whilst still converging at the same rate. We present numerical experiments to illustrate the theoretical findings and the good scalability for distributed applications.

Classically, the time complexity of a first-order method is estimated by its number of gradient computations. In this paper, we study a more refined complexity by taking into account the ``lingering'' of gradients: once a gradient is computed at $x_k$, the additional time to compute gradients at $x_{k+1},x_{k+2},\dots$ may be reduced. We show how this improves the running time of gradient descent and SVRG. For instance, if the additional time'' scales linearly with respect to the traveled distance, then the convergence rate'' of gradient descent can be improved from $1/T$ to $\exp(-T^{1/3})$. On the empirical side, we solve a hypothetical revenue management problem on the Yahoo!

Monte Carlo sampling in high-dimensional, low-sample settings is important in many machine learning tasks. We improve current methods for sampling in Euclidean spaces by avoiding independence, and instead consider ways to couple samples. We show fundamental connections to optimal transport theory, leading to novel sampling algorithms, and providing new theoretical grounding for existing strategies. We compare our new strategies against prior methods for improving sample efficiency, including QMC, by studying discrepancy. We explore our findings empirically, and observe benefits of our sampling schemes for reinforcement learning and generative modelling.

We propose to solve a label ranking problem as a structured output regression task. In this view, we adopt a least square surrogate loss approach that solves a supervised learning problem in two steps: a regression step in a well-chosen feature space and a pre-image (or decoding) step. We use specific feature maps/embeddings for ranking data, which convert any ranking/permutation into a vector representation. These embeddings are all well-tailored for our approach, either by resulting in consistent estimators, or by solving trivially the pre-image problem which is often the bottleneck in structured prediction. Their extension to the case of incomplete or partial rankings is also discussed. Finally, we provide empirical results on synthetic and real-world datasets showing the relevance of our method.

We study the set of continuous functions that admit no spurious local optima (i.e.

Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional structures underlying such data. However, we currently lack a theoretical understanding of the algorithmic behavior of low-rank tensor decompositions. We derive Bayesian approximate message passing (AMP) algorithms for recovering arbitrarily shaped low-rank tensors buried within noise, and we employ dynamic mean field theory to precisely characterize their performance. Our theory reveals the existence of phase transitions between easy, hard and impossible inference regimes, and displays an excellent match with simulations. Moreover, it reveals several qualitative surprises compared to the behavior of symmetric, cubic tensor decomposition. Finally, we compare our AMP algorithm to the most commonly used algorithm, alternating least squares (ALS), and demonstrate that AMP significantly outperforms ALS in the presence of noise.

Prior work has investigated variations of prediction markets that preserve participants' (differential) privacy, which formed the basis of useful mechanisms for purchasing data for machine learning objectives. Such markets required potentially unlimited financial subsidy, however, making them impractical. In this work, we design an adaptively-growing prediction market with a bounded financial subsidy, while achieving privacy, incentives to produce accurate predictions, and precision in the sense that market prices are not heavily impacted by the added privacy-preserving noise. We briefly discuss how our mechanism can extend to the data-purchasing setting, and its relationship to traditional learning algorithms.