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A bipartite experiment consists of one set of units being assigned treatments and another set of units for which we measure outcomes. The two sets of units are connected by a bipartite graph, governing how the treated units can affect the outcome units. In this paper, we consider estimation of the average total treatment effect in the bipartite experimental framework under a linear exposure-response model. We introduce the Exposure Reweighted Linear (ERL) estimator, and show that the estimator is unbiased, consistent and asymptotically normal, provided that the bipartite graph is sufficiently sparse. To facilitate inference, we introduce an unbiased and consistent estimator of the variance of the ERL point estimator. In addition, we introduce a cluster-based design, Exposure-Design, that uses heuristics to increase the precision of the ERL estimator by realizing a desirable exposure distribution.

We study variants of the mean problem under the $p$-Dynamic Time Warping ($p$-DTW) distance, a popular and robust distance measure for sequential data. In our setting we are given a set of finite point sequences over an arbitrary metric space and we want to compute a mean point sequence of given length that minimizes the sum of $p$-DTW distances, each raised to the $q$th power, between the input sequences and the mean sequence. In general, the problem is $\mathrm{NP}$-hard and known not to be fixed-parameter tractable in the number of sequences. We show that it is even hard to approximate within any constant factor unless $\mathrm{P} = \mathrm{NP}$ and moreover if there exists a $\delta>0$ such that there is a $(\log n)^{\delta}$-approximation algorithm for DTW mean then $\mathrm{NP} \subseteq \mathrm{QP}$. On the positive side, we show that restricting the length of the mean sequence significantly reduces the hardness of the problem. We give an exact algorithm running in polynomial time for constant-length means. We explore various approximation algorithms that provide a trade-off between the approximation factor and the running time. Our approximation algorithms have a running time with only linear dependency on the number of input sequences. In addition, we use our mean algorithms to obtain clustering algorithms with theoretical guarantees.

This paper deals with the grouped variable selection problem. A widely used strategy is to equip the loss function with a sparsity-promoting penalty. Existing methods include the group Lasso, group SCAD, and group MCP. The group Lasso solves a convex optimization problem but is plagued by underestimation bias. The group SCAD and group MCP avoid the estimation bias but require solving a non-convex optimization problem that suffers from local optima. In this work, we propose an alternative method based on the generalized minimax concave (GMC) penalty, which is a folded concave penalty that can maintain the convexity of the objective function. We develop a new method for grouped variable selection in linear regression, the group GMC, that generalizes the strategy of the original GMC estimator. We present an efficient algorithm for computing the group GMC estimator. We also prove properties of the solution path to guide its numerical computation and tuning parameter selection in practice. We establish error bounds for both the group GMC and original GMC estimators. A rich set of simulation studies and a real data application indicate that the proposed group GMC approach outperforms existing methods in several different aspects under a wide array of scenarios.

Seismic networks provide data that are used as basis both for public safety decisions and for scientific research. Their configuration affects the data completeness, which in turn, critically affects several seismological scientific targets (e.g., earthquake prediction, seismic hazard...). In this context, a key aspect is how to map earthquakes density in seismogenic areas from censored data or even in areas that are not covered by the network. We propose to predict the spatial distribution of earthquakes from the knowledge of presence locations and geological relationships, taking into account any interactions between records. Namely, in a more general setting, we aim to estimate the intensity function of a point process, conditional to its censored realization, as in geostatistics for continuous processes. We define a predictor as the best linear unbiased combination of the observed point pattern. We show that the weight function associated to the predictor is the solution of a Fredholm equation of second kind. Both the kernel and the source term of the Fredholm equation are related to the first-and second-order characteristics of the point process through the intensity and the pair correlation function. Results are presented and illustrated on simulated non-stationary point processes and real data for mapping Greek Hellenic seismicity in a region with unreliable and incomplete records.

Many applications require the collection of data on different variables or measurements over many system performance metrics. We term those broadly as measures or variables. Often data collection along each measure incurs a cost, thus it is desirable to consider the cost of measures in modeling. This is a fairly new class of problems in the area of cost-sensitive learning. A few attempts have been made to incorporate costs in combining and selecting measures. However, existing studies either do not strictly enforce a budget constraint, or are not the `most' cost effective. With a focus on classification problem, we propose a computationally efficient approach that could find a near optimal model under a given budget by exploring the most `promising' part of the solution space. Instead of outputting a single model, we produce a model schedule -- a list of models, sorted by model costs and expected predictive accuracy. This could be used to choose the model with the best predictive accuracy under a given budget, or to trade off between the budget and the predictive accuracy. Experiments on some benchmark datasets show that our approach compares favorably to competing methods.

It is well-known that an algorithm exists which approximates the NP-complete problem of Set Cover within a factor of ln(n), and it was recently proven that this approximation ratio is optimal unless P = NP. This optimality result is the product of many advances in characterizations of NP, in terms of interactive proof systems and probabilistically checkable proofs (PCP), and improvements to the analyses thereof. However, as a result, it is difficult to extract the development of Set Cover approximation bounds from the greater scope of proof system analysis. This paper attempts to present a chronological progression of results on lower-bounding the approximation ratio of Set Cover. We analyze a series of proofs of progressively better bounds and unify the results under similar terminologies and frameworks to provide an accurate comparison of proof techniques and their results. We also treat many preliminary results as black-boxes to better focus our analysis on the core reductions to Set Cover instances. The result is alternative versions of several hardness proofs, beginning with initial inapproximability results and culminating in a version of the proof that ln(n) is a tight lower bound.

Many representative graph neural networks, $e.g.$, GPR-GNN and ChebyNet, approximate graph convolutions with graph spectral filters. However, existing work either applies predefined filter weights or learns them without necessary constraints, which may lead to oversimplified or ill-posed filters. To overcome these issues, we propose $\textit{BernNet}$, a novel graph neural network with theoretical support that provides a simple but effective scheme for designing and learning arbitrary graph spectral filters. In particular, for any filter over the normalized Laplacian spectrum of a graph, our BernNet estimates it by an order-$K$ Bernstein polynomial approximation and designs its spectral property by setting the coefficients of the Bernstein basis. Moreover, we can learn the coefficients (and the corresponding filter weights) based on observed graphs and their associated signals and thus achieve the BernNet specialized for the data. Our experiments demonstrate that BernNet can learn arbitrary spectral filters, including complicated band-rejection and comb filters, and it achieves superior performance in real-world graph modeling tasks.

Model complexity is a fundamental problem in deep learning. In this paper we conduct a systematic overview of the latest studies on model complexity in deep learning. Model complexity of deep learning can be categorized into expressive capacity and effective model complexity. We review the existing studies on those two categories along four important factors, including model framework, model size, optimization process and data complexity. We also discuss the applications of deep learning model complexity including understanding model generalization capability, model optimization, and model selection and design. We conclude by proposing several interesting future directions.

Pre-trained deep neural network language models such as ELMo, GPT, BERT and XLNet have recently achieved state-of-the-art performance on a variety of language understanding tasks. However, their size makes them impractical for a number of scenarios, especially on mobile and edge devices. In particular, the input word embedding matrix accounts for a significant proportion of the model's memory footprint, due to the large input vocabulary and embedding dimensions. Knowledge distillation techniques have had success at compressing large neural network models, but they are ineffective at yielding student models with vocabularies different from the original teacher models. We introduce a novel knowledge distillation technique for training a student model with a significantly smaller vocabulary as well as lower embedding and hidden state dimensions. Specifically, we employ a dual-training mechanism that trains the teacher and student models simultaneously to obtain optimal word embeddings for the student vocabulary. We combine this approach with learning shared projection matrices that transfer layer-wise knowledge from the teacher model to the student model. Our method is able to compress the BERT_BASE model by more than 60x, with only a minor drop in downstream task metrics, resulting in a language model with a footprint of under 7MB. Experimental results also demonstrate higher compression efficiency and accuracy when compared with other state-of-the-art compression techniques.

Spectral graph convolutional neural networks (CNNs) require approximation to the convolution to alleviate the computational complexity, resulting in performance loss. This paper proposes the topology adaptive graph convolutional network (TAGCN), a novel graph convolutional network defined in the vertex domain. We provide a systematic way to design a set of fixed-size learnable filters to perform convolutions on graphs. The topologies of these filters are adaptive to the topology of the graph when they scan the graph to perform convolution. The TAGCN not only inherits the properties of convolutions in CNN for grid-structured data, but it is also consistent with convolution as defined in graph signal processing. Since no approximation to the convolution is needed, TAGCN exhibits better performance than existing spectral CNNs on a number of data sets and is also computationally simpler than other recent methods.