cluster graph
Learning Multinomial Logits in $O(n \log n)$ time
Chierichetti, Flavio, Giacchini, Mirko, Kumar, Ravi, Lattanzi, Silvio, Panconesi, Alessandro, Tani, Erasmo, Tomkins, Andrew
A Multinomial Logit (MNL) model is composed of a finite universe of items $[n]=\{1,..., n\}$, each assigned a positive weight. A query specifies an admissible subset -- called a slate -- and the model chooses one item from that slate with probability proportional to its weight. This query model is also known as the Plackett-Luce model or conditional sampling oracle in the literature. Although MNLs have been studied extensively, a basic computational question remains open: given query access to slates, how efficiently can we learn weights so that, for every slate, the induced choice distribution is within total variation distance $\varepsilon$ of the ground truth? This question is central to MNL learning and has direct implications for modern recommender system interfaces. We provide two algorithms for this task, one with adaptive queries and one with non-adaptive queries. Each algorithm outputs an MNL $M'$ that induces, for each slate $S$, a distribution $M'_S$ on $S$ that is within $\varepsilon$ total variation distance of the true distribution. Our adaptive algorithm makes $O\left(\frac{n}{\varepsilon^{3}}\log n\right)$ queries, while our non-adaptive algorithm makes $O\left(\frac{n^{2}}{\varepsilon^{3}}\log n \log\frac{n}{\varepsilon}\right)$ queries. Both algorithms query only slates of size two and run in time proportional to their query complexity. We complement these upper bounds with lower bounds of $ฮฉ\left(\frac{n}{\varepsilon^{2}}\log n\right)$ for adaptive queries and $ฮฉ\left(\frac{n^{2}}{\varepsilon^{2}}\log n\right)$ for non-adaptive queries, thus proving that our adaptive algorithm is optimal in its dependence on the support size $n$, while the non-adaptive one is tight within a $\log n$ factor.
Supplementary material A Experimental details
We are using JAX [ Bradbury et al., 2018 ]. All the models except for section C.4 have been trained with Softmax loss normalized as Batch Norm: we are using JAX's Stax implementation of Batch Norm which doesn't keep track of Trained on 512 samples of MNIST. MaxPool((2,2), 'V ALID') performs max pooling with'V ALID' padding Trained on CIFAR-10 without data augmentation. The WRN experiments are run on v3-8 TPUs and the rest on P100 GPUs. Here we describe the particularities of each figure.
On Lifting the Gibbs Sampling Algorithm
First-order probabilistic models combine the power of first-order logic, the de facto tool for handling relational structure, with probabilistic graphical models, the de facto tool for handling uncertainty. Lifted probabilistic inference algorithms for them have been the subject of much recent research. The main idea in these algorithms is to improve the accuracy and scalability of existing graphical models' inference algorithms by exploiting symmetry in the first-order representation. In this paper, we consider blocked Gibbs sampling, an advanced MCMC scheme, and lift it to the first-order level. We propose to achieve this by partitioning the first-order atoms in the model into a set of disjoint clusters such that exact lifted inference is polynomial in each cluster given an assignment to all other atoms not in the cluster. We propose an approach for constructing the clusters and show how it can be used to trade accuracy with computational complexity in a principled manner. Our experimental evaluation shows that lifted Gibbs sampling is superior to the propositional algorithm in terms of accuracy, scalability and convergence.
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This paper introduces a variational framework for planning in infinite-horizon factored MDPs. Leveraging previous work by Liu and Ihler [13], a variational "dual" representation of the maximum expected reward problem (Bellman equation) is considered. Exploiting the factored structure of the transition probabilities and the additive form of the rewards, they introduce an approximation which can be solved by a double-loop Belief-propagation style algorithm. This algorithm is shown to outperform approximate policy iteration and approximate linear programming on several instances of a disease management and a viral marketing MDP. The main contribution of this paper is an extension of the previous approach of Liu and Ihler [13] from influence diagrams to an infinite horizon MDP case.
Variational Planning for Graph-based MDPs Qiang Cheng Qiang Liu Feng Chen
Markov Decision Processes (MDPs) are extremely useful for modeling and solving sequential decision making problems. Graph-based MDPs provide a compact representation for MDPs with large numbers of random variables. However, the complexity of exactly solving a graph-based MDP usually grows exponentially in the number of variables, which limits their application. We present a new variational framework to describe and solve the planning problem of MDPs, and derive both exact and approximate planning algorithms. In particular, by exploiting the graph structure of graph-based MDPs, we propose a factored variational value iteration algorithm in which the value function is first approximated by the multiplication of local-scope value functions, then solved by minimizing a Kullback-Leibler (KL) divergence. The KL divergence is optimized using the belief propagation algorithm, with complexity exponential in only the cluster size of the graph. Experimental comparison on different models shows that our algorithm outperforms existing approximation algorithms at finding good policies.
Modification-Fair Cluster Editing
Froese, Vincent, Kellerhals, Leon, Niedermeier, Rolf
The classic Cluster Editing problem (also known as Correlation Clustering) asks to transform a given graph into a disjoint union of cliques (clusters) by a small number of edge modifications. When applied to vertex-colored graphs (the colors representing subgroups), standard algorithms for the NP-hard Cluster Editing problem may yield solutions that are biased towards subgroups of data (e.g., demographic groups), measured in the number of modifications incident to the members of the subgroups. We propose a modification fairness constraint which ensures that the number of edits incident to each subgroup is proportional to its size. To start with, we study Modification-Fair Cluster Editing for graphs with two vertex colors. We show that the problem is NP-hard even if one may only insert edges within a subgroup; note that in the classic "non-fair" setting, this case is trivially polynomial-time solvable. However, in the more general editing form, the modification-fair variant remains fixed-parameter tractable with respect to the number of edge edits. We complement these and further theoretical results with an empirical analysis of our model on real-world social networks where we find that the price of modification-fairness is surprisingly low, that is, the cost of optimal modification-fair solutions differs from the cost of optimal "non-fair" solutions only by a small percentage.
LDPC codes: tracking non-stationary channel noise using sequential variational Bayesian estimates
Toit, J du, Preez, J du, Wolhuter, R
We present a sequential Bayesian learning method for tracking non-stationary signal-to-noise ratios in LDPC codes using probabilistic graphical models. We represent the LDPC code as a cluster graph using a general purpose cluster graph construction algorithm called the layered trees running intersection property (LTRIP) algorithm. The channel noise estimator is a global Gamma cluster, which we extend to allow for Bayesian tracking of non-stationary noise variation. We evaluate our proposed model on real-world 5G drive test data. Our results show that our model is capable of tracking non-stationary channel noise, which outperforms an LDPC code with a fixed knowledge of the actual average channel noise.