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To meet the extreme compute demands for deep learning across commercial and scientific applications, dataflow accelerators are becoming increasingly popular. While these "domain-specific" accelerators are not fully programmable like CPUs and GPUs, they retain varying levels of flexibility with respect to data orchestration, i.e., dataflow and tiling optimizations to enhance efficiency. There are several challenges when designing new algorithms and mapping approaches to execute the algorithms for a target problem on new hardware. Previous works have addressed these challenges individually. To address this challenge as a whole, in this work, we present a HW-SW co-design ecosystem for spatial accelerators called Union within the popular MLIR compiler infrastructure. Our framework allows exploring different algorithms and their mappings on several accelerator cost models. Union also includes a plug-and-play library of accelerator cost models and mappers which can easily be extended. The algorithms and accelerator cost models are connected via a novel mapping abstraction that captures the map space of spatial accelerators which can be systematically pruned based on constraints from the hardware, workload, and mapper. We demonstrate the value of Union for the community with several case studies which examine offloading different tensor operations(CONV/GEMM/Tensor Contraction) on diverse accelerator architectures using different mapping schemes.

Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly consistent estimators, and those which are only approximately consistent. While consistency is a desirable property, it is typically attained only under specific model assumptions. Two techniques, regression calibration and simulation extrapolation, are used frequently in a wide variety of parametric and semiparametric settings. However, in many settings these methods are only approximately consistent. We generalize these corrections, relaxing assumptions placed on replicate measurements. Under regularity conditions, the estimators are shown to be asymptotically normal, with a sandwich estimator for the asymptotic variance. Through simulation, we demonstrate the improved performance of the modified estimators, over the standard techniques, when these assumptions are violated. We motivate these corrections using the Framingham Heart Study, and apply the generalized techniques to an analysis of these data.

In this paper, we define and evaluate a weighting scheme for neighborhoods in point sets. Our weighting takes the shape of the geometry, i.e., the normal information, into account. This causes the obtained neighborhoods to be more reliable in the sense that connectivity also depends on the orientation of the point set. We utilize a sigmoid to define the weights based on the normal variation. For an evaluation of the weighting scheme, we turn to a Shannon entropy model for feature classification that can be proven to be non-degenerate for our family of weights. Based on this model, we evaluate our weighting terms on a large scale of both clean and real-world models. This evaluation provides results regarding the choice of optimal parameters within our weighting scheme. Furthermore, the large-scale evaluation also reveals that neighborhood sizes should not be fixed globally when processing models. Finally, we highlight the applicability of our weighting scheme withing the application context of denoising.

High quality user feedback data is essential to training and evaluating a successful music recommendation system, particularly one that has to balance the needs of multiple stakeholders. Most existing music datasets suffer from noisy feedback and self-selection biases inherent in the data collected by music platforms. Using the Piki Music dataset of 500k ratings collected over a two-year time period, we evaluate the performance of classic recommendation algorithms on three important stakeholders: consumers, well-known artists and lesser-known artists. We show that a matrix factorization algorithm trained on both likes and dislikes performs significantly better compared to one trained only on likes for all three stakeholders.

The problem of Approximate Nearest Neighbor (ANN) search is fundamental in computer science and has benefited from significant progress in the past couple of decades. However, most work has been devoted to pointsets whereas complex shapes have not been sufficiently treated. Here, we focus on distance functions between discretized curves in Euclidean space: they appear in a wide range of applications, from road segments to time-series in general dimension. For $\ell_p$-products of Euclidean metrics, for any $p$, we design simple and efficient data structures for ANN, based on randomized projections, which are of independent interest. They serve to solve proximity problems under a notion of distance between discretized curves, which generalizes both discrete Fr\'echet and Dynamic Time Warping distances. These are the most popular and practical approaches to comparing such curves. We offer the first data structures and query algorithms for ANN with arbitrarily good approximation factor, at the expense of increasing space usage and preprocessing time over existing methods. Query time complexity is comparable or significantly improved by our algorithms, our algorithm is especially efficient when the length of the curves is bounded.

In order to avoid the curse of dimensionality, frequently encountered in Big Data analysis, there was a vast development in the field of linear and nonlinear dimension reduction techniques in recent years. These techniques (sometimes referred to as manifold learning) assume that the scattered input data is lying on a lower dimensional manifold, thus the high dimensionality problem can be overcome by learning the lower dimensionality behavior. However, in real life applications, data is often very noisy. In this work, we propose a method to approximate $\mathcal{M}$ a $d$-dimensional $C^{m+1}$ smooth submanifold of $\mathbb{R}^n$ ($d \ll n$) based upon noisy scattered data points (i.e., a data cloud). We assume that the data points are located "near" the lower dimensional manifold and suggest a non-linear moving least-squares projection on an approximating $d$-dimensional manifold. Under some mild assumptions, the resulting approximant is shown to be infinitely smooth and of high approximation order (i.e., $O(h^{m+1})$, where $h$ is the fill distance and $m$ is the degree of the local polynomial approximation). The method presented here assumes no analytic knowledge of the approximated manifold and the approximation algorithm is linear in the large dimension $n$. Furthermore, the approximating manifold can serve as a framework to perform operations directly on the high dimensional data in a computationally efficient manner. This way, the preparatory step of dimension reduction, which induces distortions to the data, can be avoided altogether.

Proximal Policy Optimization (PPO) is a highly popular model-free reinforcement learning (RL) approach. However, in continuous state and actions spaces and a Gaussian policy -- common in computer animation and robotics -- PPO is prone to getting stuck in local optima. In this paper, we observe a tendency of PPO to prematurely shrink the exploration variance, which naturally leads to slow progress. Motivated by this, we borrow ideas from CMA-ES, a black-box optimization method designed for intelligent adaptive Gaussian exploration, to derive PPO-CMA, a novel proximal policy optimization approach that can expand the exploration variance on objective function slopes and shrink the variance when close to the optimum. This is implemented by using separate neural networks for policy mean and variance and training the mean and variance in separate passes. Our experiments demonstrate a clear improvement over vanilla PPO in many difficult OpenAI Gym MuJoCo tasks.

We show that for the problem of testing if a matrix $A \in F^{n \times n}$ has rank at most $d$, or requires changing an $\epsilon$-fraction of entries to have rank at most $d$, there is a non-adaptive query algorithm making $\widetilde{O}(d^2/\epsilon)$ queries. Our algorithm works for any field $F$. This improves upon the previous $O(d^2/\epsilon^2)$ bound (SODA'03), and bypasses an $\Omega(d^2/\epsilon^2)$ lower bound of (KDD'14) which holds if the algorithm is required to read a submatrix. Our algorithm is the first such algorithm which does not read a submatrix, and instead reads a carefully selected non-adaptive pattern of entries in rows and columns of $A$. We complement our algorithm with a matching query complexity lower bound for non-adaptive testers over any field. We also give tight bounds of $\widetilde{\Theta}(d^2)$ queries in the sensing model for which query access comes in the form of $\langle X_i, A\rangle:=tr(X_i^\top A)$; perhaps surprisingly these bounds do not depend on $\epsilon$. We next develop a novel property testing framework for testing numerical properties of a real-valued matrix $A$ more generally, which includes the stable rank, Schatten-$p$ norms, and SVD entropy. Specifically, we propose a bounded entry model, where $A$ is required to have entries bounded by $1$ in absolute value. We give upper and lower bounds for a wide range of problems in this model, and discuss connections to the sensing model above.

The availability of large microarray data has led to a growing interest in biclustering methods in the past decade. Several algorithms have been proposed to identify subsets of genes and conditions according to different similarity measures and under varying constraints. In this paper we focus on the exclusive row biclustering problem for gene expression data sets, in which each row can only be a member of a single bicluster while columns can participate in multiple ones. This type of biclustering may be adequate, for example, for clustering groups of cancer patients where each patient (row) is expected to be carrying only a single type of cancer, while each cancer type is associated with multiple (and possibly overlapping) genes (columns). We present a novel method to identify these exclusive row biclusters through a combination of existing biclustering algorithms and combinatorial auction techniques. We devise an approach for tuning the threshold for our algorithm based on comparison to a null model in the spirit of the Gap statistic approach. We demonstrate our approach on both synthetic and real-world gene expression data and show its power in identifying large span non-overlapping rows sub matrices, while considering their unique nature. The Gap statistic approach succeeds in identifying appropriate thresholds in all our examples.

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by numerical experiments with real and synthetic data.