Goldberger, Jacob, Leshem, Amir

This paper proposes a new algorithm for the linear least squares problem where the unknown variables are constrained to be in a finite set. The factor graph that corresponds to this problem is very loopy; in fact, it is a complete graph. The algorithm described here is based on an optimal tree approximation of the Gaussian density of the unconstrained linear system. It is shown that even though the approximation is not directly applied to the exact discrete distribution, applying the BP algorithm to the modified factor graph outperforms current methods in terms of both performance and complexity. The improved performance of the proposed algorithm is demonstrated on the problem of MIMO detection.

Bistritz, Ilai, Leshem, Amir

We consider a multi-armed bandit game where N players compete for K arms for T turns. Each player has different expected rewards for the arms, and the instantaneous rewards are independent and identically distributed. Performance is measured using the expected sum of regrets, compared to the optimal assignment of arms to players. We assume that each player only knows her actions and the reward she received each turn. Players cannot observe the actions of other players, and no communication between players is possible.

Yemini, Michal, Leshem, Amir, Somekh-Baruch, Anelia

This paper presents an algorithm and regret analysis for the restless hidden Markov bandit problem with linear rewards. In this problem the reward received by the decision maker is a random linear function which depends on the arm selected and a hidden state. In contrast to previous works on Markovian bandits, we do not assume that the decision maker receives information regarding the state of the system, but has to infer it based on its actions and the received reward. Surprisingly, we can still maintain logarithmic regret in the case of polyhedral action set. Furthermore, the regret does not depend on the number of extreme points in the action space.

Bistritz, Ilai, Leshem, Amir

We consider a multi-armed bandit game where N players compete for K arms for T turns. Each player has different expected rewards for the arms, and the instantaneous rewards are independent and identically distributed. Performance is measured using the expected sum of regrets, compared to the optimal assignment of arms to players. We assume that each player only knows her actions and the reward she received each turn. Players cannot observe the actions of other players, and no communication between players is possible. We present a distributed algorithm and prove that it achieves an expected sum of regrets of near-O\left(\log^{2}T\right). This is the first algorithm to achieve a poly-logarithmic regret in this fully distributed scenario. All other works have assumed that either all players have the same vector of expected rewards or that communication between players is possible.

Bistritz, Ilai, Leshem, Amir

Wai, Hoi-To, Scaglione, Anna, Harush, Uzi, Barzel, Baruch, Leshem, Amir

Reconstructing the causal network in a complex dynamical system plays a crucial role in many applications, from sub-cellular biology to economic systems. Here we focus on inferring gene regulation networks (GRNs) from perturbation or gene deletion experiments. Despite their scientific merit, such perturbation experiments are not often used for such inference due to their costly experimental procedure, requiring significant resources to complete the measurement of every single experiment. To overcome this challenge, we develop the Robust IDentification of Sparse networks (RIDS) method that reconstructs the GRN from a small number of perturbation experiments. Our method uses the gene expression data observed in each experiment and translates that into a steady state condition of the system's nonlinear interaction dynamics. Applying a sparse optimization criterion, we are able to extract the parameters of the underlying weighted network, even from very few experiments. In fact, we demonstrate analytically that, under certain conditions, the GRN can be perfectly reconstructed using $K = \Omega (d_{max})$ perturbation experiments, where $d_{max}$ is the maximum in-degree of the GRN, a small value for realistic sparse networks, indicating that RIDS can achieve high performance with a scalable number of experiments. We test our method on both synthetic and experimental data extracted from the DREAM5 network inference challenge. We show that the RIDS achieves superior performance compared to the state-of-the-art methods, while requiring as few as ~60% less experimental data. Moreover, as opposed to almost all competing methods, RIDS allows us to infer the directionality of the GRN links, allowing us to infer empirical GRNs, without relying on the commonly provided list of transcription factors.

Wai, Hoi-To, Scaglione, Anna, Leshem, Amir

This paper develops an active sensing method to estimate the relative weight (or trust) agents place on their neighbors' information in a social network. The model used for the regression is based on the steady state equation in the linear DeGroot model under the influence of stubborn agents, i.e., agents whose opinions are not influenced by their neighbors. This method can be viewed as a \emph{social RADAR}, where the stubborn agents excite the system and the latter can be estimated through the reverberation observed from the analysis of the agents' opinions. The social network sensing problem can be interpreted as a blind compressed sensing problem with a sparse measurement matrix. We prove that the network structure will be revealed when a sufficient number of stubborn agents independently influence a number of ordinary (non-stubborn) agents. We investigate the scenario with a deterministic or randomized DeGroot model and propose a consistent estimator of the steady states for the latter scenario. Simulation results on synthetic and real world networks support our findings.

Goldberger, Jacob, Leshem, Amir

This paper proposes a new algorithm for the linear least squares problem where the unknown variables are constrained to be in a finite set. The factor graph that corresponds to this problem is very loopy; in fact, it is a complete graph. Hence, applying the Belief Propagation (BP) algorithm yields very poor results. The algorithm described here is based on an optimal tree approximation of the Gaussian density of the unconstrained linear system. It is shown that even though the approximation is not directly applied to the exact discrete distribution, applying the BP algorithm to the modified factor graph outperforms current methods in terms of both performance and complexity. The improved performance of the proposed algorithm is demonstrated on the problem of MIMO detection.