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This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized by a known, observed dissimilarity measure over spatial indices. Observations are partitioned into clusters with the use of an unsupervised clustering algorithm applied to the dissimilarity measure. Once the partition into clusters is learned, a cluster-based inference procedure is applied to a statistical hypothesis testing procedure. The procedure proposed in the paper allows the number of clusters to depend on the data, which gives researchers a principled method for choosing an appropriate clustering level. The paper gives conditions under which the proposed procedure asymptotically attains correct size. A simulation study shows that the proposed procedure attains near nominal size in finite samples in a variety of statistical testing problems with dependent data.

Embedding graphs in a geographical or latent space, i.e., inferring locations for vertices in Euclidean space or on a smooth submanifold, is a common task in network analysis, statistical inference, and graph visualization. We consider the classic model of random geometric graphs where $n$ points are scattered uniformly in a square of area $n$, and two points have an edge between them if and only if their Euclidean distance is less than $r$. The reconstruction problem then consists of inferring the vertex positions, up to symmetry, given only the adjacency matrix of the resulting graph. We give an algorithm that, if $r=n^\alpha$ for $\alpha > 0$, with high probability reconstructs the vertex positions with a maximum error of $O(n^\beta)$ where $\beta=1/2-(4/3)\alpha$, until $\alpha \ge 3/8$ where $\beta=0$ and the error becomes $O(\sqrt{\log n})$. This improves over earlier results, which were unable to reconstruct with error less than $r$. Our method estimates Euclidean distances using a hybrid of graph distances and short-range estimates based on the number of common neighbors. We sketch proofs that our results also apply on the surface of a sphere, and (with somewhat different exponents) in any fixed dimension.

Structural learning of directed acyclic graphs (DAGs) or Bayesian networks has been studied extensively under the assumption that data are independent. We propose a new Gaussian DAG model for dependent data which assumes the observations are correlated according to an undirected network. Under this model, we develop a method to estimate the DAG structure given a topological ordering of the nodes. The proposed method jointly estimates the Bayesian network and the correlations among observations by optimizing a scoring function based on penalized likelihood. We show that under some mild conditions, the proposed method produces consistent estimators after one iteration. Extensive numerical experiments also demonstrate that by jointly estimating the DAG structure and the sample correlation, our method achieves much higher accuracy in structure learning. When the node ordering is unknown, through experiments on synthetic and real data, we show that our algorithm can be used to estimate the correlations between samples, with which we can de-correlate the dependent data to significantly improve the performance of classical DAG learning methods.

A Happiness Maximizing Set (HMS) is a useful concept in which a smaller subset of a database is selected while mostly preserving the best scores along every possible utility function. In this paper, we study the Average Happiness Maximizing Sets (AHMS) and $k$-Happiness Maximizing Sets ($k$-HMS) problems. Specifically, AHMS maximizes the average of this ratio within a distribution of utility functions. Meanwhile, $k$-HMS selects $r$ records from the database such that the minimum happiness ratio between the $k$-th best score in the database and the best score in the selected records for any possible utility function is maximized. AHMS and $k$-HMS seek the same optimal solutions as the more established Average Regret Minimizing Sets (ARMS) and $k$-Regret Minimizing Sets ($k$-RMS) problems, respectively, but the use of the happiness metric allows for the derivation of stronger theoretical results and more natural approximation schemes. We provide approximation algorithms for AHMS with better approximation ratios and time complexities than known algorithms for ARMS. Next, we show that the problem of approximating $k$-HMS within any finite factor is NP-Hard when the dimensionality of the database is unconstrained and extend the result to an inapproximability proof of $k$-RMS. Finally, we provide dataset reduction schemes which can be used to reduce the runtime of existing heuristic based algorithms, as well as to derive polynomial-time approximation schemes for both $k$-HMS when dimensionality is fixed. We further provide experimental validation showing that our AHMS algorithm achieves the same happiness as the existing Greedy Shrink FAM algorithm while running faster by over 2 orders of magnitude on even small datasets while our reduction scheme was able to reduce runtimes of existing $k$-RMS solvers by up to 92\%.

Current PB solvers implement many techniques inspired by the CDCL architecture of modern SAT solvers, so as to benefit from its practical efficiency. However, they also need to deal with the fact that many of the properties leveraged by this architecture are no longer true when considering PB constraints. In this paper, we focus on one of these properties, namely the optimality of the so-called first unique implication point (1-UIP). While it is well known that learning the first assertive clause produced during conflict analysis ensures to perform the highest possible backjump in a SAT solver, we show that there is no such guarantee in the presence of PB constraints. We also introduce and evaluate different approaches designed to improve the backjump level identified during conflict analysis by allowing to continue the analysis after reaching the 1-UIP. Our experiments show that sub-optimal backjumps are fairly common in PB solvers, even though their impact on the solver is not clear.

As soon as abstract mathematical computations were adapted to computation on digital computers, the problem of efficient representation, manipulation, and communication of the numerical values in those computations arose. Strongly related to the problem of numerical representation is the problem of quantization: in what manner should a set of continuous real-valued numbers be distributed over a fixed discrete set of numbers to minimize the number of bits required and also to maximize the accuracy of the attendant computations? This perennial problem of quantization is particularly relevant whenever memory and/or computational resources are severely restricted, and it has come to the forefront in recent years due to the remarkable performance of Neural Network models in computer vision, natural language processing, and related areas. Moving from floating-point representations to low-precision fixed integer values represented in four bits or less holds the potential to reduce the memory footprint and latency by a factor of 16x; and, in fact, reductions of 4x to 8x are often realized in practice in these applications. Thus, it is not surprising that quantization has emerged recently as an important and very active sub-area of research in the efficient implementation of computations associated with Neural Networks. In this article, we survey approaches to the problem of quantizing the numerical values in deep Neural Network computations, covering the advantages/disadvantages of current methods. With this survey and its organization, we hope to have presented a useful snapshot of the current research in quantization for Neural Networks and to have given an intelligent organization to ease the evaluation of future research in this area.

We propose two generic methods for improving semi-supervised learning (SSL). The first integrates weight perturbation (WP) into existing "consistency regularization" (CR) based methods. We implement WP by leveraging variational Bayesian inference (VBI). The second method proposes a novel consistency loss called "maximum uncertainty regularization" (MUR). While most consistency losses act on perturbations in the vicinity of each data point, MUR actively searches for "virtual" points situated beyond this region that cause the most uncertain class predictions. This allows MUR to impose smoothness on a wider area in the input-output manifold. Our experiments show clear improvements in classification errors of various CR based methods when they are combined with VBI or MUR or both.

Network embedding has attracted considerable research attention recently. However, the existing methods are incapable of handling billion-scale networks, because they are computationally expensive and, at the same time, difficult to be accelerated by distributed computing schemes. To address these problems, we propose RandNE, a novel and simple billion-scale network embedding method. Specifically, we propose a Gaussian random projection approach to map the network into a low-dimensional embedding space while preserving the high-order proximities between nodes. To reduce the time complexity, we design an iterative projection procedure to avoid the explicit calculation of the high-order proximities. Theoretical analysis shows that our method is extremely efficient, and friendly to distributed computing schemes without any communication cost in the calculation. We demonstrate the efficacy of RandNE over state-of-the-art methods in network reconstruction and link prediction tasks on multiple datasets with different scales, ranging from thousands to billions of nodes and edges.

Owing to the recent advances in "Big Data" modeling and prediction tasks, variational Bayesian estimation has gained popularity due to their ability to provide exact solutions to approximate posteriors. One key technique for approximate inference is stochastic variational inference (SVI). SVI poses variational inference as a stochastic optimization problem and solves it iteratively using noisy gradient estimates. It aims to handle massive data for predictive and classification tasks by applying complex Bayesian models that have observed as well as latent variables. This paper aims to decentralize it allowing parallel computation, secure learning and robustness benefits. We use Alternating Direction Method of Multipliers in a top-down setting to develop a distributed SVI algorithm such that independent learners running inference algorithms only require sharing the estimated model parameters instead of their private datasets. Our work extends the distributed SVI-ADMM algorithm that we first propose, to an ADMM-based networked SVI algorithm in which not only are the learners working distributively but they share information according to rules of a graph by which they form a network. This kind of work lies under the umbrella of `deep learning over networks' and we verify our algorithm for a topic-modeling problem for corpus of Wikipedia articles. We illustrate the results on latent Dirichlet allocation (LDA) topic model in large document classification, compare performance with the centralized algorithm, and use numerical experiments to corroborate the analytical results.

Image segmentation is an important component of many image understanding systems. It aims to group pixels in a spatially and perceptually coherent manner. Typically, these algorithms have a collection of parameters that control the degree of over-segmentation produced. It still remains a challenge to properly select such parameters for human-like perceptual grouping. In this work, we exploit the diversity of segments produced by different choices of parameters. We scan the segmentation parameter space and generate a collection of image segmentation hypotheses (from highly over-segmented to under-segmented). These are fed into a cost minimization framework that produces the final segmentation by selecting segments that: (1) better describe the natural contours of the image, and (2) are more stable and persistent among all the segmentation hypotheses. We compare our algorithm's performance with state-of-the-art algorithms, showing that we can achieve improved results. We also show that our framework is robust to the choice of segmentation kernel that produces the initial set of hypotheses.