We study a dynamic version of the implicit trace estimation problem. Given access to an oracle for computing matrix-vector multiplications with a dynamically changing matrix A, our goal is to maintain an accurate approximation to A's trace using as few multiplications as possible. We present a practical algorithm for solving this problem and prove that, in a natural setting, its complexity is quadratically better than the standard solution of repeatedly applying Hutchinson's stochastic trace estimator. We also provide an improved algorithm assuming slightly stronger assumptions on the dynamic matrix A. We support our theory with empirical results, showing significant computational improvements on three applications in machine learning and network science: tracking moments of the Hessian spectral density during neural network optimization, counting triangles, and estimating natural connectivity in a dynamically changing graph.
$\renewcommand{\Re}{\mathbb{R}}$ We develop a general randomized technique for solving "implic it" linear programming problems, where the collection of constraints are defined implicitly by an underlying ground set of elements. In many cases, the structure of the implicitly defined constraints can be exploited in order to obtain efficient linear program solvers. We apply this technique to obtain near-optimal algorithms for a variety of fundamental problems in geometry. For a given point set $P$ of size $n$ in $\Re^d$, we develop algorithms for computing geometric centers of a point set, including the centerpoint and the Tukey median, and several other more involved measures of centrality. For $d=2$, the new algorithms run in $O(n\log n)$ expected time, which is optimal, and for higher constant $d>2$, the expected time bound is within one logarithmic factor of $O(n^{d-1})$, which is also likely near optimal for some of the problems.
When the sizes of the state and action spaces are large, solving MDPs can be computationally prohibitive even if the probability transition matrix is known. So in practice, a number of techniques are used to approximately solve the dynamic programming problem, including lookahead, approximate policy evaluation using an m-step return, and function approximation. In a recent paper, (Efroni et al. 2019) studied the impact of lookahead on the convergence rate of approximate dynamic programming. In this paper, we show that these convergence results change dramatically when function approximation is used in conjunction with lookout and approximate policy evaluation using an m-step return. Specifically, we show that when linear function approximation is used to represent the value function, a certain minimum amount of lookahead and multi-step return is needed for the algorithm to even converge. And when this condition is met, we characterize the performance of policies obtained using such approximate policy iteration. Our results are presented for two different procedures to compute the function approximation: linear least-squares regression and gradient descent.
Nowadays, the confidentiality of data and information is of great importance for many companies and organizations. For this reason, they may prefer not to release exact data, but instead to grant researchers access to approximate data. For example, rather than providing the exact measurements of their clients, they may only provide researchers with grouped data, that is, the number of clients falling in each of a set of non-overlapping measurement intervals. The challenge is to estimate the mean and variance structure of the hidden ungrouped data based on the observed grouped data. To tackle this problem, this work considers the exact observed data likelihood and applies the Expectation-Maximization (EM) and Monte-Carlo EM (MCEM) algorithms for cases where the hidden data follow a univariate, bivariate, or multivariate normal distribution. Simulation studies are conducted to evaluate the performance of the proposed EM and MCEM algorithms. The well-known Galton data set is considered as an application example.
We address the question of characterizing and finding optimal representations for supervised learning. Traditionally, this question has been tackled using the Information Bottleneck, which compresses the inputs while retaining information about the targets, in a decoder-agnostic fashion. In machine learning, however, our goal is not compression but rather generalization, which is intimately linked to the predictive family or decoder of interest (e.g. linear classifier). We propose the Decodable Information Bottleneck (DIB) that considers information retention and compression from the perspective of the desired predictive family. As a result, DIB gives rise to representations that are optimal in terms of expected test performance and can be estimated with guarantees. Empirically, we show that the framework can be used to enforce a small generalization gap on downstream classifiers and to predict the generalization ability of neural networks.
Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models that does not require knowledge of the form of the likelihood function or any derived quantities, but can be shown to be equivalent to maximizing likelihood under some conditions. Our result holds in the non-asymptotic parametric setting, where both the capacity of the model and the number of data examples are finite. We also demonstrate encouraging experimental results.
This paper addresses the problem of viewpoint estimation of an object in a given image. It presents five key insights that should be taken into consideration when designing a CNN that solves the problem. Based on these insights, the paper proposes a network in which (i) The architecture jointly solves detection, classification, and viewpoint estimation. (ii) New types of data are added and trained on. (iii) A novel loss function, which takes into account both the geometry of the problem and the new types of data, is propose. Our network improves the state-of-the-art results for this problem by 9.8%.
In this paper, a novel image moments based model for shape estimation and tracking of an object moving with a complex trajectory is presented. The camera is assumed to be stationary looking at a moving object. Point features inside the object are sampled as measurements. An ellipsoidal approximation of the shape is assumed as a primitive shape. The shape of an ellipse is estimated using a combination of image moments. Dynamic model of image moments when the object moves under the constant velocity or coordinated turn motion model is derived as a function for the shape estimation of the object. An Unscented Kalman Filter-Interacting Multiple Model (UKF-IMM) filter algorithm is applied to estimate the shape of the object (approximated as an ellipse) and track its position and velocity. A likelihood function based on average log-likelihood is derived for the IMM filter. Simulation results of the proposed UKF-IMM algorithm with the image moments based models are presented that show the estimations of the shape of the object moving in complex trajectories. Comparison results, using intersection over union (IOU), and position and velocity root mean square errors (RMSE) as metrics, with a benchmark algorithm from literature are presented. Results on real image data captured from the quadcopter are also presented.
Many resource allocation problems in the cloud can be described as a basic Virtual Network Embedding Problem (VNEP): finding mappings of request graphs (describing the workloads) onto a substrate graph (describing the physical infrastructure). In the offline setting, the two natural objectives are profit maximization, i.e., embedding a maximal number of request graphs subject to the resource constraints, and cost minimization, i.e., embedding all requests at minimal overall cost. The VNEP can be seen as a generalization of classic routing and call admission problems, in which requests are arbitrary graphs whose communication endpoints are not fixed. Due to its applications, the problem has been studied intensively in the networking community. However, the underlying algorithmic problem is hardly understood. This paper presents the first fixed-parameter tractable approximation algorithms for the VNEP. Our algorithms are based on randomized rounding. Due to the flexible mapping options and the arbitrary request graph topologies, we show that a novel linear program formulation is required. Only using this novel formulation the computation of convex combinations of valid mappings is enabled, as the formulation needs to account for the structure of the request graphs. Accordingly, to capture the structure of request graphs, we introduce the graph-theoretic notion of extraction orders and extraction width and show that our algorithms have exponential runtime in the request graphs' maximal width. Hence, for request graphs of fixed extraction width, we obtain the first polynomial-time approximations. Studying the new notion of extraction orders we show that (i) computing extraction orders of minimal width is NP-hard and (ii) that computing decomposable LP solutions is in general NP-hard, even when restricting request graphs to planar ones.
Discrete correlation filter (DCF) based trackers have shown considerable success in visual object tracking. These trackers often make use of low to mid level features such as histogram of gradients (HoG) and mid-layer activations from convolution neural networks (CNNs). We argue that including semantically higher level information to the tracked features may provide further robustness to challenging cases such as viewpoint changes. Deep salient object detection is one example of such high level features, as it make use of semantic information to highlight the important regions in the given scene. In this work, we propose an improvement over DCF based trackers by combining saliency based and other features based filter responses. This combination is performed with an adaptive weight on the saliency based filter responses, which is automatically selected according to the temporal consistency of visual saliency. We show that our method consistently improves a baseline DCF based tracker especially in challenging cases and performs superior to the state-of-the-art. Our improved tracker operates at 9.3 fps, introducing a small computational burden over the baseline which operates at 11 fps.
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.