Optimal $k$-thresholding algorithms are a class of sparse signal recovery algorithms that overcome the shortcomings of traditional hard thresholding algorithms caused by the oscillation of the residual function. In this paper, we provide a novel theoretical analysis for the data-time tradeoffs of optimal $k$-thresholding algorithms. Both the analysis and numerical results demonstrate that when the number of measurements is small, the algorithms cannot converge; when the number of measurements is suitably large, the number of measurements required for successful recovery has a negative correlation with the number of iterations and the algorithms can achieve linear convergence. Furthermore, the theory presents that the transition point of the number of measurements is on the order of $k \log({en}/{k})$, where $n$ is the dimension of the target signal.
It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the object of interest for applications such as generative modeling is the underlying optimal transport map. Hence, computational and statistical guarantees need to be obtained for the estimated maps themselves. In this paper, we propose the first tractable algorithm for which the statistical $L^2$ error on the maps nearly matches the existing minimax lower-bounds for smooth map estimation. Our method is based on solving the semi-dual formulation of optimal transport with an infinite-dimensional sum-of-squares reformulation, and leads to an algorithm which has dimension-free polynomial rates in the number of samples, with potentially exponentially dimension-dependent constants.
The time-dependent quadratic minimization (TDQM) problem appears in many applications and research projects. It has been reported that the zeroing neural network (ZNN) models can effectively solve the TDQM problem. However, the convergent and robust performance of the existing ZNN models are restricted for lack of a joint-action mechanism of adaptive coefficient and integration enhanced term. Consequently, the residual-based adaption coefficient zeroing neural network (RACZNN) model with integration term is proposed in this paper for solving the TDQM problem. The adaptive coefficient is proposed to improve the performance of convergence and the integration term is embedded to ensure the RACZNN model can maintain reliable robustness while perturbed by variant measurement noises. Compared with the state-of-the-art models, the proposed RACZNN model owns faster convergence and more reliable robustness. Then, theorems are provided to prove the convergence of the RACZNN model. Finally, corresponding quantitative numerical experiments are designed and performed in this paper to verify the performance of the proposed RACZNN model.
Reward is the driving force for reinforcement-learning agents. This paper is dedicated to understanding the expressivity of reward as a way to capture tasks that we would want an agent to perform. We frame this study around three new abstract notions of "task" that might be desirable: (1) a set of acceptable behaviors, (2) a partial ordering over behaviors, or (3) a partial ordering over trajectories. Our main results prove that while reward can express many of these tasks, there exist instances of each task type that no Markov reward function can capture. We then provide a set of polynomial-time algorithms that construct a Markov reward function that allows an agent to optimize tasks of each of these three types, and correctly determine when no such reward function exists. We conclude with an empirical study that corroborates and illustrates our theoretical findings.
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.
We address the issue of tuning hyperparameters (HPs) for imitation learning algorithms in the context of continuous-control, when the underlying reward function of the demonstrating expert cannot be observed at any time. The vast literature in imitation learning mostly considers this reward function to be available for HP selection, but this is not a realistic setting. Indeed, would this reward function be available, it could then directly be used for policy training and imitation would not be necessary. To tackle this mostly ignored problem, we propose a number of possible proxies to the external reward. We evaluate them in an extensive empirical study (more than 10'000 agents across 9 environments) and make practical recommendations for selecting HPs. Our results show that while imitation learning algorithms are sensitive to HP choices, it is often possible to select good enough HPs through a proxy to the reward function.
To learn intrinsic low-dimensional structures from high-dimensional data that most discriminate between classes, we propose the principle of Maximal Coding Rate Reduction ($\text{MCR}^2$), an information-theoretic measure that maximizes the coding rate difference between the whole dataset and the sum of each individual class. We clarify its relationships with most existing frameworks such as cross-entropy, information bottleneck, information gain, contractive and contrastive learning, and provide theoretical guarantees for learning diverse and discriminative features. The coding rate can be accurately computed from finite samples of degenerate subspace-like distributions and can learn intrinsic representations in supervised, self-supervised, and unsupervised settings in a unified manner. Empirically, the representations learned using this principle alone are significantly more robust to label corruptions in classification than those using cross-entropy, and can lead to state-of-the-art results in clustering mixed data from self-learned invariant features.
Graph neural networks (GNNs) are effective machine learning models for various graph learning problems. Despite their empirical successes, the theoretical limitations of GNNs have been revealed recently. Consequently, many GNN models have been proposed to overcome these limitations. In this survey, we provide a comprehensive overview of the expressive power of GNNs and provably powerful variants of GNNs.
In this paper, from a theoretical perspective, we study how powerful graph neural networks (GNNs) can be for learning approximation algorithms for combinatorial problems. To this end, we first establish a new class of GNNs that can solve strictly a wider variety of problems than existing GNNs. Then, we bridge the gap between GNN theory and the theory of distributed local algorithms to theoretically demonstrate that the most powerful GNN can learn approximation algorithms for the minimum dominating set problem and the minimum vertex cover problem with some approximation ratios and that no GNN can perform better than with these ratios. This paper is the first to elucidate approximation ratios of GNNs for combinatorial problems. Furthermore, we prove that adding coloring or weak-coloring to each node feature improves these approximation ratios. This indicates that preprocessing and feature engineering theoretically strengthen model capabilities.
In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective function, and (2) the Lipschitz continuity of local individual functions. Under the local regularity assumption, we provide the first optimal first-order decentralized algorithm called multi-step primal-dual (MSPD) and its corresponding optimal convergence rate. A notable aspect of this result is that, for non-smooth functions, while the dominant term of the error is in $O(1/\sqrt{t})$, the structure of the communication network only impacts a second-order term in $O(1/t)$, where $t$ is time. In other words, the error due to limits in communication resources decreases at a fast rate even in the case of non-strongly-convex objective functions. Under the global regularity assumption, we provide a simple yet efficient algorithm called distributed randomized smoothing (DRS) based on a local smoothing of the objective function, and show that DRS is within a $d^{1/4}$ multiplicative factor of the optimal convergence rate, where $d$ is the underlying dimension.
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.