It is a well-known fact that there is no complete and discrete invariant on the collection of all multiparameter persistence modules. Nonetheless, many invariants have been proposed in the literature to study multiparameter persistence modules, though each invariant will lose some amount of information. One such invariant is the generalized rank invariant. This invariant is known to be complete on the class of interval decomposable persistence modules in general, under mild assumptions on the indexing poset $P$. There is often a trade-off, where the stronger an invariant is, the more expensive it is to compute in practice. The generalized rank invariant on its own is difficult to compute, whereas the standard rank invariant is readily computable through software implementations such as RIVET. We can interpolate between these two to induce new invariants via restricting the domain of the generalized rank invariant, and this family exhibits the aforementioned trade-off. This work studies the tension which exists between computational efficiency and retaining strength when restricting the domain of the generalized rank invariant. We provide a characterization result on where such restrictions are complete invariants in the setting where $P$ is finite, and furthermore show that such restricted generalized rank invariants are stable.
Consider words of length $n$. The set of all periods of a word of length $n$ is a subset of $\{0,1,2,\ldots,n-1\}$. However, any subset of $\{0,1,2,\ldots,n-1\}$ is not necessarily a valid set of periods. In a seminal paper in 1981, Guibas and Odlyzko have proposed to encode the set of periods of a word into an $n$ long binary string, called an autocorrelation, where a one at position $i$ denotes a period of $i$. They considered the question of recognizing a valid period set, and also studied the number of valid period sets for length $n$, denoted $\kappa_n$. They conjectured that $\ln(\kappa_n)$ asymptotically converges to a constant times $\ln^2(n)$. If improved lower bounds for $\ln(\kappa_n)/\ln^2(n)$ were proposed in 2001, the question of a tight upper bound has remained opened since Guibas and Odlyzko's paper. Here, we exhibit an upper bound for this fraction, which implies its convergence and closes this long standing conjecture. Moreover, we extend our result to find similar bounds for the number of correlations: a generalization of autocorrelations which encodes the overlaps between two strings.
Conventional multi-user multiple-input multiple-output (MU-MIMO) mainly focused on Gaussian signaling, independent and identically distributed (IID) channels, and a limited number of users. It will be laborious to cope with the heterogeneous requirements in next-generation wireless communications, such as various transmission data, complicated communication scenarios, and massive user access. Therefore, this paper studies a generalized MU-MIMO (GMU-MIMO) system with more practical constraints, i.e., non-Gaussian signaling, non-IID channel, and massive users and antennas. These generalized assumptions bring new challenges in theory and practice. For example, there is no accurate capacity analysis for GMU-MIMO. In addition, it is unclear how to achieve the capacity optimal performance with practical complexity. To address these challenges, a unified framework is proposed to derive the GMU-MIMO capacity and design a capacity optimal transceiver, which jointly considers encoding, modulation, detection, and decoding. Group asymmetry is developed to make a tradeoff between user rate allocation and implementation complexity. Specifically, the capacity region of group asymmetric GMU-MIMO is characterized by using the celebrated mutual information and minimum mean-square error (MMSE) lemma and the MMSE optimality of orthogonal approximate message passing (OAMP)/vector AMP (VAMP). Furthermore, a theoretically optimal multi-user OAMP/VAMP receiver and practical multi-user low-density parity-check (MU-LDPC) codes are proposed to achieve the capacity region of group asymmetric GMU-MIMO. Numerical results verify that the gaps between theoretical detection thresholds of the proposed framework with optimized MU-LDPC codes and QPSK modulation and the sum capacity of GMU-MIMO are about 0.2 dB. Moreover, their finite-length performances are about 1~2 dB away from the associated sum capacity.
Asymptotic study on the partition function $p(n)$ began with the work of Hardy and Ramanujan. Later Rademacher obtained a convergent series for $p(n)$ and an error bound was given by Lehmer. Despite having this, a full asymptotic expansion for $p(n)$ with an explicit error bound is not known. Recently O'Sullivan studied the asymptotic expansion of $p^{k}(n)$-partitions into $k$th powers, initiated by Wright, and consequently obtained an asymptotic expansion for $p(n)$ along with a concise description of the coefficients involved in the expansion but without any estimation of the error term. Here we consider a detailed and comprehensive analysis on an estimation of the error term obtained by truncating the asymptotic expansion for $p(n)$ at any positive integer $n$. This gives rise to an infinite family of inequalities for $p(n)$ which finally answers to a question proposed by Chen. Our error term estimation predominantly relies on applications of algorithmic methods from symbolic summation.
In this paper we study estimating Generalized Linear Models (GLMs) in the case where the agents (individuals) are strategic or self-interested and they concern about their privacy when reporting data. Compared with the classical setting, here we aim to design mechanisms that can both incentivize most agents to truthfully report their data and preserve the privacy of individuals' reports, while their outputs should also close to the underlying parameter. In the first part of the paper, we consider the case where the covariates are sub-Gaussian and the responses are heavy-tailed where they only have the finite fourth moments. First, motivated by the stationary condition of the maximizer of the likelihood function, we derive a novel private and closed form estimator. Based on the estimator, we propose a mechanism which has the following properties via some appropriate design of the computation and payment scheme for several canonical models such as linear regression, logistic regression and Poisson regression: (1) the mechanism is $o(1)$-jointly differentially private (with probability at least $1-o(1)$); (2) it is an $o(\frac{1}{n})$-approximate Bayes Nash equilibrium for a $(1-o(1))$-fraction of agents to truthfully report their data, where $n$ is the number of agents; (3) the output could achieve an error of $o(1)$ to the underlying parameter; (4) it is individually rational for a $(1-o(1))$ fraction of agents in the mechanism ; (5) the payment budget required from the analyst to run the mechanism is $o(1)$. In the second part, we consider the linear regression model under more general setting where both covariates and responses are heavy-tailed and only have finite fourth moments. By using an $\ell_4$-norm shrinkage operator, we propose a private estimator and payment scheme which have similar properties as in the sub-Gaussian case.
The edges of the characteristic imset polytope, $\operatorname{CIM}_p$, were recently shown to have strong connections to causal discovery as many algorithms could be interpreted as greedy restricted edge-walks, even though only a strict subset of the edges are known. To better understand the general edge structure of the polytope we describe the edge structure of faces with a clear combinatorial interpretation: for any undirected graph $G$ we have the face $\operatorname{CIM}_G$, the convex hull of the characteristic imsets of DAGs with skeleton $G$. We give a full edge-description of $\operatorname{CIM}_G$ when $G$ is a tree, leading to interesting connections to other polytopes. In particular the well-studied stable set polytope can be recovered as a face of $\operatorname{CIM}_G$ when $G$ is a tree. Building on this connection we are also able to give a description of all edges of $\operatorname{CIM}_G$ when $G$ is a cycle, suggesting possible inroads for generalization. We then introduce an algorithm for learning directed trees from data, utilizing our newly discovered edges, that outperforms classical methods on simulated Gaussian data.
In the well-known complexity class NP, many combinatorial problems can be found, whose optimization counterpart are important for many practical settings. Those problems usually consider full knowledge about the input and optimize on this specific input. In a practical setting, however, uncertainty in the input data is a usual phenomenon, whereby this is normally not covered in optimization versions of NP problems. One concept to model the uncertainty in the input data, is \textit{recoverable robustness}. In this setting, a solution on the input is calculated, whereby a possible recovery to a good solution should be guaranteed, whenever uncertainty manifests itself. That is, a solution $\texttt{s}_0$ for the base scenario $\textsf{S}_0$ as well as a solution \texttt{s} for every possible scenario of scenario set \textsf{S} has to be calculated. In other words, not only solution $\texttt{s}_0$ for instance $\textsf{S}_0$ is calculated but solutions \texttt{s} for all scenarios from \textsf{S} are prepared to correct possible errors through uncertainty. This paper introduces a specific concept of recoverable robust problems: Hamming Distance Recoverable Robust Problems. In this setting, solutions $\texttt{s}_0$ and \texttt{s} have to be calculated, such that $\texttt{s}_0$ and \texttt{s} may only differ in at most $\kappa$ elements. That is, one can recover from a harmful scenario by choosing a different solution, which is not too far away from the first solution. This paper surveys the complexity of Hamming distance recoverable robust version of optimization problems, typically found in NP for different types of scenarios. The complexity is primarily situated in the lower levels of the polynomial hierarchy. The main contribution of the paper is that recoverable robust problems with compression-encoded scenarios and $m \in \mathbb{N}$ recoveries are $\Sigma^P_{2m+1}$-complete.
Invariant risk minimization (IRM) has recently emerged as a promising alternative for domain generalization. Nevertheless, the loss function is difficult to optimize for nonlinear classifiers and the original optimization objective could fail when pseudo-invariant features and geometric skews exist. Inspired by IRM, in this paper we propose a novel formulation for domain generalization, dubbed invariant information bottleneck (IIB). IIB aims at minimizing invariant risks for nonlinear classifiers and simultaneously mitigating the impact of pseudo-invariant features and geometric skews. Specifically, we first present a novel formulation for invariant causal prediction via mutual information. Then we adopt the variational formulation of the mutual information to develop a tractable loss function for nonlinear classifiers. To overcome the failure modes of IRM, we propose to minimize the mutual information between the inputs and the corresponding representations. IIB significantly outperforms IRM on synthetic datasets, where the pseudo-invariant features and geometric skews occur, showing the effectiveness of proposed formulation in overcoming failure modes of IRM. Furthermore, experiments on DomainBed show that IIB outperforms $13$ baselines by $0.9\%$ on average across $7$ real datasets.
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.
In this paper, we propose a one-stage online clustering method called Contrastive Clustering (CC) which explicitly performs the instance- and cluster-level contrastive learning. To be specific, for a given dataset, the positive and negative instance pairs are constructed through data augmentations and then projected into a feature space. Therein, the instance- and cluster-level contrastive learning are respectively conducted in the row and column space by maximizing the similarities of positive pairs while minimizing those of negative ones. Our key observation is that the rows of the feature matrix could be regarded as soft labels of instances, and accordingly the columns could be further regarded as cluster representations. By simultaneously optimizing the instance- and cluster-level contrastive loss, the model jointly learns representations and cluster assignments in an end-to-end manner. Extensive experimental results show that CC remarkably outperforms 17 competitive clustering methods on six challenging image benchmarks. In particular, CC achieves an NMI of 0.705 (0.431) on the CIFAR-10 (CIFAR-100) dataset, which is an up to 19\% (39\%) performance improvement compared with the best baseline.
With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.