We define and investigate the problem of $\textit{c-approximate window search}$: approximate nearest neighbor search where each point in the dataset has a numeric label, and the goal is to find nearest neighbors to queries within arbitrary label ranges. Many semantic search problems, such as image and document search with timestamp filters, or product search with cost filters, are natural examples of this problem. We propose and theoretically analyze a modular tree-based framework for transforming an index that solves the traditional c-approximate nearest neighbor problem into a data structure that solves window search. On standard nearest neighbor benchmark datasets equipped with random label values, adversarially constructed embeddings, and image search embeddings with real timestamps, we obtain up to a $75\times$ speedup over existing solutions at the same level of recall.
As emerging digital assets, NFTs are susceptible to anomalous trading behaviors due to the lack of stringent regulatory mechanisms, potentially causing economic losses. In this paper, we conduct the first systematic analysis of four non-fungible tokens (NFT) markets. Specifically, we analyze more than 25 million transactions within these markets, to explore the evolution of wash trade activities. Furthermore, we propose a heuristic algorithm that integrates the network characteristics of transactions with behavioral analysis, to detect wash trading activities in NFT markets. Our findings indicate that NFT markets with incentivized structures exhibit higher proportions of wash trading volume compared to those without incentives. Notably, the LooksRare and X2Y2 markets are detected with wash trading volume proportions as high as 94.5% and 84.2%, respectively.
We study the problem of robust multivariate polynomial regression: let $p\colon\mathbb{R}^n\to\mathbb{R}$ be an unknown $n$-variate polynomial of degree at most $d$ in each variable. We are given as input a set of random samples $(\mathbf{x}_i,y_i) \in [-1,1]^n \times \mathbb{R}$ that are noisy versions of $(\mathbf{x}_i,p(\mathbf{x}_i))$. More precisely, each $\mathbf{x}_i$ is sampled independently from some distribution $\chi$ on $[-1,1]^n$, and for each $i$ independently, $y_i$ is arbitrary (i.e., an outlier) with probability at most $\rho < 1/2$, and otherwise satisfies $|y_i-p(\mathbf{x}_i)|\leq\sigma$. The goal is to output a polynomial $\hat{p}$, of degree at most $d$ in each variable, within an $\ell_\infty$-distance of at most $O(\sigma)$ from $p$. Kane, Karmalkar, and Price [FOCS'17] solved this problem for $n=1$. We generalize their results to the $n$-variate setting, showing an algorithm that achieves a sample complexity of $O_n(d^n\log d)$, where the hidden constant depends on $n$, if $\chi$ is the $n$-dimensional Chebyshev distribution. The sample complexity is $O_n(d^{2n}\log d)$, if the samples are drawn from the uniform distribution instead. The approximation error is guaranteed to be at most $O(\sigma)$, and the run-time depends on $\log(1/\sigma)$. In the setting where each $\mathbf{x}_i$ and $y_i$ are known up to $N$ bits of precision, the run-time's dependence on $N$ is linear. We also show that our sample complexities are optimal in terms of $d^n$. Furthermore, we show that it is possible to have the run-time be independent of $1/\sigma$, at the cost of a higher sample complexity.
We study polynomial-time approximation algorithms for (edge/vertex) Sparsest Cut and Small Set Expansion in terms of $k$, the number of edges or vertices cut in the optimal solution. Our main results are $\mathcal{O}(\text{polylog}\, k)$-approximation algorithms for various versions in this setting. Our techniques involve an extension of the notion of sample sets (Feige and Mahdian STOC'06), originally developed for small balanced cuts, to sparse cuts in general. We then show how to combine this notion of sample sets with two algorithms, one based on an existing framework of LP rounding and another new algorithm based on the cut-matching game, to get such approximation algorithms. Our cut-matching game algorithm can be viewed as a local version of the cut-matching game by Khandekar, Khot, Orecchia and Vishnoi and certifies an expansion of every vertex set of size $s$ in $\mathcal{O}(\log s)$ rounds. These techniques may be of independent interest. As corollaries of our results, we also obtain an $\mathcal{O}(\log opt)$-approximation for min-max graph partitioning, where $opt$ is the min-max value of the optimal cut, and improve the bound on the size of multicut mimicking networks computable in polynomial time.
Recently (Elkin, Filtser, Neiman 2017) introduced the concept of a {\it terminal embedding} from one metric space $(X,d_X)$ to another $(Y,d_Y)$ with a set of designated terminals $T\subset X$. Such an embedding $f$ is said to have distortion $\rho\ge 1$ if $\rho$ is the smallest value such that there exists a constant $C>0$ satisfying \begin{equation*} \forall x\in T\ \forall q\in X,\ C d_X(x, q) \le d_Y(f(x), f(q)) \le C \rho d_X(x, q) . \end{equation*} When $X,Y$ are both Euclidean metrics with $Y$ being $m$-dimensional, recently (Narayanan, Nelson 2019), following work of (Mahabadi, Makarychev, Makarychev, Razenshteyn 2018), showed that distortion $1+\epsilon$ is achievable via such a terminal embedding with $m = O(\epsilon^{-2}\log n)$ for $n := |T|$. This generalizes the Johnson-Lindenstrauss lemma, which only preserves distances within $T$ and not to $T$ from the rest of space. The downside of prior work is that evaluating their embedding on some $q\in \mathbb{R}^d$ required solving a semidefinite program with $\Theta(n)$ constraints in~$m$ variables and thus required some superlinear $\mathrm{poly}(n)$ runtime. Our main contribution in this work is to give a new data structure for computing terminal embeddings. We show how to pre-process $T$ to obtain an almost linear-space data structure that supports computing the terminal embedding image of any $q\in\mathbb{R}^d$ in sublinear time $O^* (n^{1-\Theta(\epsilon^2)} + d)$. To accomplish this, we leverage tools developed in the context of approximate nearest neighbor search.
We consider a binary decision aggregation problem in the presence of both truthful and adversarial experts. The truthful experts will report their private signals truthfully with proper incentive, while the adversarial experts can report arbitrarily. The decision maker needs to design a robust aggregator to forecast the true state of the world based on the reports of experts. The decision maker does not know the specific information structure, which is a joint distribution of signals, states, and strategies of adversarial experts. We want to find the optimal aggregator minimizing regret under the worst information structure. The regret is defined by the difference in expected loss between the aggregator and a benchmark who makes the optimal decision given the joint distribution and reports of truthful experts. We prove that when the truthful experts are symmetric and adversarial experts are not too numerous, the truncated mean is optimal, which means that we remove some lowest reports and highest reports and take averaging among the left reports. Moreover, for many settings, the optimal aggregators are in the family of piecewise linear functions. The regret is independent of the total number of experts but only depends on the ratio of adversaries. We evaluate our aggregators by numerical experiment in an ensemble learning task. We also obtain some negative results for the aggregation problem with adversarial experts under some more general information structures and experts' report space.
Optimal transport (OT) theory has reshaped the field of generative modeling: Combined with neural networks, recent \textit{Neural OT} (N-OT) solvers use OT as an inductive bias, to focus on ``thrifty'' mappings that minimize average displacement costs. This core principle has fueled the successful application of N-OT solvers to high-stakes scientific challenges, notably single-cell genomics. N-OT solvers are, however, increasingly confronted with practical challenges: while most N-OT solvers can handle squared-Euclidean costs, they must be repurposed to handle more general costs; their reliance on deterministic Monge maps as well as mass conservation constraints can easily go awry in the presence of outliers; mapping points \textit{across} heterogeneous spaces is out of their reach. While each of these challenges has been explored independently, we propose a new framework that can handle, natively, all of these needs. The \textit{generative entropic neural OT} (GENOT) framework models the conditional distribution $\pi_\varepsilon(\*y|\*x)$ of an optimal \textit{entropic} coupling $\pi_\varepsilon$, using conditional flow matching. GENOT is generative, and can transport points \textit{across} spaces, guided by sample-based, unbalanced solutions to the Gromov-Wasserstein problem, that can use any cost. We showcase our approach on both synthetic and single-cell datasets, using GENOT to model cell development, predict cellular responses, and translate between data modalities.
Local search is a powerful heuristic in optimization and computer science, the complexity of which has been studied in the white box and black box models. In the black box model, we are given a graph $G = (V,E)$ and oracle access to a function $f : V \to \mathbb{R}$. The local search problem is to find a vertex $v$ that is a local minimum, i.e. with $f(v) \leq f(u)$ for all $(u,v) \in E$, using as few queries to the oracle as possible. We show that if a graph $G$ admits a lazy, irreducible, and reversible Markov chain with stationary distribution $\pi$, then the randomized query complexity of local search on $G$ is $\Omega\left( \frac{\sqrt{n}}{t_{mix} \cdot \exp(3\sigma)}\right)$, where $t_{mix}$ is the mixing time of the chain and $\sigma = \max_{u,v \in V(G)} \frac{\pi(v)}{\pi(u)}.$ This theorem formally establishes a connection between the query complexity of local search and the mixing time of the fastest mixing Markov chain for the given graph. We also get several corollaries that lower bound the complexity as a function of the spectral gap, one of which slightly improves a result from prior work.
It is important to detect anomalous inputs when deploying machine learning systems. The use of larger and more complex inputs in deep learning magnifies the difficulty of distinguishing between anomalous and in-distribution examples. At the same time, diverse image and text data are available in enormous quantities. We propose leveraging these data to improve deep anomaly detection by training anomaly detectors against an auxiliary dataset of outliers, an approach we call Outlier Exposure (OE). This enables anomaly detectors to generalize and detect unseen anomalies. In extensive experiments on natural language processing and small- and large-scale vision tasks, we find that Outlier Exposure significantly improves detection performance. We also observe that cutting-edge generative models trained on CIFAR-10 may assign higher likelihoods to SVHN images than to CIFAR-10 images; we use OE to mitigate this issue. We also analyze the flexibility and robustness of Outlier Exposure, and identify characteristics of the auxiliary dataset that improve performance.
Recently, graph neural networks (GNNs) have revolutionized the field of graph representation learning through effectively learned node embeddings, and achieved state-of-the-art results in tasks such as node classification and link prediction. However, current GNN methods are inherently flat and do not learn hierarchical representations of graphs---a limitation that is especially problematic for the task of graph classification, where the goal is to predict the label associated with an entire graph. Here we propose DiffPool, a differentiable graph pooling module that can generate hierarchical representations of graphs and can be combined with various graph neural network architectures in an end-to-end fashion. DiffPool learns a differentiable soft cluster assignment for nodes at each layer of a deep GNN, mapping nodes to a set of clusters, which then form the coarsened input for the next GNN layer. Our experimental results show that combining existing GNN methods with DiffPool yields an average improvement of 5-10% accuracy on graph classification benchmarks, compared to all existing pooling approaches, achieving a new state-of-the-art on four out of five benchmark data sets.
Deep neural networks (DNNs) have been found to be vulnerable to adversarial examples resulting from adding small-magnitude perturbations to inputs. Such adversarial examples can mislead DNNs to produce adversary-selected results. Different attack strategies have been proposed to generate adversarial examples, but how to produce them with high perceptual quality and more efficiently requires more research efforts. In this paper, we propose AdvGAN to generate adversarial examples with generative adversarial networks (GANs), which can learn and approximate the distribution of original instances. For AdvGAN, once the generator is trained, it can generate adversarial perturbations efficiently for any instance, so as to potentially accelerate adversarial training as defenses. We apply AdvGAN in both semi-whitebox and black-box attack settings. In semi-whitebox attacks, there is no need to access the original target model after the generator is trained, in contrast to traditional white-box attacks. In black-box attacks, we dynamically train a distilled model for the black-box model and optimize the generator accordingly. Adversarial examples generated by AdvGAN on different target models have high attack success rate under state-of-the-art defenses compared to other attacks. Our attack has placed the first with 92.76% accuracy on a public MNIST black-box attack challenge.