We consider an homogeneous ideal $I$ in the polynomial ring $S=K[x_1,\dots,$ $x_m]$ over a finite field $K=\mathbb{F}_q$ and the finite set of projective rational points $\mathbb{X}$ that it defines in the projective space $\mathbb{P}^{m-1}$. We concern ourselves with the problem of computing the vanishing ideal $I(\mathbb{X})$. This is usually done by adding the equations of the projective space $I(\mathbb{P}^{m-1})$ to $I$ and computing the radical. We give an alternative and more efficient way using the saturation with respect to the homogeneous maximal ideal.
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Let $\sigma$ be a first-order signature and let $\mathbf{W}_n$ be the set of all $\sigma$-structures with domain $[n] = \{1, \ldots, n\}$. We can think of each structure in $\mathbf{W}_n$ as representing a "possible (state of the) world". By an inference framework we mean a class $\mathbf{F}$ of pairs $(\mathbb{P}, L)$, where $\mathbb{P} = (\mathbb{P}_n : n = 1, 2, 3, \ldots)$ and each $\mathbb{P}_n$ is a probability distribution on $\mathbb{W}_n$, and $L$ is a logic with truth values in the unit interval $[0, 1]$. From the point of view of probabilistic and logical expressivity one may consider an inference framework as optimal if it allows any pair $(\mathbb{P}, L)$ where $\mathbb{P} = (\mathbb{P}_n : n = 1, 2, 3, \ldots)$ is a sequence of probability distributions on $\mathbb{W}_n$ and $L$ is a logic. But from the point of view of using a pair $(\mathbb{P}, L)$ from such an inference framework for making inferences on $\mathbb{W}_n$ when $n$ is large we face the problem of computational complexity. This motivates looking for an "optimal" trade-off (in a given context) between expressivity and computational efficiency. We define a notion that an inference framework is "asymptotically at least as expressive" as another inference framework. This relation is a preorder and we describe a (strict) partial order on the equivalence classes of some inference frameworks that in our opinion are natural in the context of machine learning and artificial intelligence. The results have bearing on issues concerning efficient learning and probabilistic inference, but are also new instances of results in finite model theory about "almost sure elimination" of extra syntactic features (e.g quantifiers) beyond the connectives. Often such a result has a logical convergence law as a corollary.
The vanishing ideal of a set of points $X\subseteq \mathbb{R}^n$ is the set of polynomials that evaluate to $0$ over all points $\mathbf{x} \in X$ and admits an efficient representation by a finite set of polynomials called generators. To accommodate the noise in the data set, we introduce the Conditional Gradients Approximately Vanishing Ideal algorithm (CGAVI) for the construction of the set of generators of the approximately vanishing ideal. The constructed set of generators captures polynomial structures in data and gives rise to a feature map that can, for example, be used in combination with a linear classifier for supervised learning. In CGAVI, we construct the set of generators by solving specific instances of (constrained) convex optimization problems with the Pairwise Frank-Wolfe algorithm (PFW). Among other things, the constructed generators inherit the LASSO generalization bound and not only vanish on the training but also on out-sample data. Moreover, CGAVI admits a compact representation of the approximately vanishing ideal by constructing few generators with sparse coefficient vectors.
The basic goal of survivable network design is to build cheap networks that guarantee the connectivity of certain pairs of nodes despite the failure of a few edges or nodes. A celebrated result by Jain [Combinatorica'01] provides a 2-approximation for a wide class of these problems. However nothing better is known even for very basic special cases, raising the natural question whether any improved approximation factor is possible at all. In this paper we address one of the most basic problems in this family for which 2 is still the best-known approximation factor, the Forest Augmentation Problem (FAP): given an undirected unweighted graph (that w.l.o.g. is a forest) and a collection of extra edges (links), compute a minimum cardinality subset of links whose addition to the graph makes it 2-edge-connected. Several better-than-2 approximation algorithms are known for the special case where the input graph is a tree, a.k.a. the Tree Augmentation Problem (TAP). Recently this was achieved also for the weighted version of TAP, and for the k-edge-connectivity generalization of TAP. These results heavily exploit the fact that the input graph is connected, a condition that does not hold in FAP. In this paper we breach the 2-approximation barrier for FAP. Our result is based on two main ingredients. First, we describe a reduction to the Path Augmentation Problem (PAP), the special case of FAP where the input graph is a collection of disjoint paths. Our reduction is not approximation preserving, however it is sufficiently accurate to improve on a factor 2 approximation. Second, we present a better-than-2 approximation algorithm for PAP, an open problem on its own. Here we exploit a novel notion of implicit credits which might turn out to be helpful in future related work.
We introduce a family of pairwise stochastic gradient estimators for gradients of expectations, which are related to the log-derivative trick, but involve pairwise interactions between samples. The simplest example of our new estimator, dubbed the fundamental trick estimator, is shown to arise from either a) introducing and approximating an integral representation based on the fundamental theorem of calculus, or b) applying the reparameterisation trick to an implicit parameterisation under infinitesimal perturbation of the parameters. From the former perspective we generalise to a reproducing kernel Hilbert space representation, giving rise to a locality parameter in the pairwise interactions mentioned above, yielding our representer trick estimator. The resulting estimators are unbiased and shown to offer an independent component of useful information in comparison with the log-derivative estimator. We provide a further novel theoretical analysis which further characterises the variance reduction afforded by the new techniques. Promising analytical and numerical examples confirm the theory and intuitions behind the new estimators.
Category theory can be used to state formulas in First-Order Logic without using set membership. Several notable results in logic such as proof of the continuum hypothesis can be elegantly rewritten in category theory. We propose in this paper a reformulation of the usual set-theoretical semantics of the description logic $\mathcal{ALC}$ by using categorical language. In this setting, ALC concepts are represented as objects, concept subsumptions as arrows, and memberships as logical quantifiers over objects and arrows of categories. Such a category-theoretical semantics provides a more modular representation of the semantics of $\mathcal{ALC}$ and a new way to design algorithms for reasoning.
SVD (singular value decomposition) is one of the basic tools of machine learning, allowing to optimize basis for a given matrix. However, sometimes we have a set of matrices $\{A_k\}_k$ instead, and would like to optimize a single common basis for them: find orthogonal matrices $U$, $V$, such that $\{U^T A_k V\}$ set of matrices is somehow simpler. For example DCT-II is orthonormal basis of functions commonly used in image/video compression - as discussed here, this kind of basis can be quickly automatically optimized for a given dataset. While also discussed gradient descent optimization might be computationally costly, there is proposed CSVD (common SVD): fast general approach based on SVD. Specifically, we choose $U$ as built of eigenvectors of $\sum_i (w_k)^q (A_k A_k^T)^p$ and $V$ of $\sum_k (w_k)^q (A_k^T A_k)^p$, where $w_k$ are their weights, $p,q>0$ are some chosen powers e.g. 1/2, optionally with normalization e.g. $A \to A - rc^T$ where $r_i=\sum_j A_{ij}, c_j =\sum_i A_{ij}$.
We provide a decision theoretic analysis of bandit experiments. The setting corresponds to a dynamic programming problem, but solving this directly is typically infeasible. Working within the framework of diffusion asymptotics, we define suitable notions of asymptotic Bayes and minimax risk for bandit experiments. For normally distributed rewards, the minimal Bayes risk can be characterized as the solution to a nonlinear second-order partial differential equation (PDE). Using a limit of experiments approach, we show that this PDE characterization also holds asymptotically under both parametric and non-parametric distribution of the rewards. The approach further describes the state variables it is asymptotically sufficient to restrict attention to, and therefore suggests a practical strategy for dimension reduction. The upshot is that we can approximate the dynamic programming problem defining the bandit experiment with a PDE which can be efficiently solved using sparse matrix routines. We derive the optimal Bayes and minimax policies from the numerical solutions to these equations. The proposed policies substantially dominate existing methods such as Thompson sampling. The framework also allows for substantial generalizations to the bandit problem such as time discounting and pure exploration motives.
Existing inferential methods for small area data involve a trade-off between maintaining area-level frequentist coverage rates and improving inferential precision via the incorporation of indirect information. In this article, we propose a method to obtain an area-level prediction region for a future observation which mitigates this trade-off. The proposed method takes a conformal prediction approach in which the conformity measure is the posterior predictive density of a working model that incorporates indirect information. The resulting prediction region has guaranteed frequentist coverage regardless of the working model, and, if the working model assumptions are accurate, the region has minimum expected volume compared to other regions with the same coverage rate. When constructed under a normal working model, we prove such a prediction region is an interval and construct an efficient algorithm to obtain the exact interval. We illustrate the performance of our method through simulation studies and an application to EPA radon survey data.
The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have nowadays gained particular attention. In this paper, we study two variants of this kind, namely, the Stochastic Variance Reduced Gradient Langevin Dynamics and the Stochastic Recursive Gradient Langevin Dynamics. We prove their convergence to the objective distribution in terms of KL-divergence under the sole assumptions of smoothness and Log-Sobolev inequality which are weaker conditions than those used in prior works for these algorithms. With the batch size and the inner loop length set to $\sqrt{n}$, the gradient complexity to achieve an $\epsilon$-precision is $\tilde{O}((n+dn^{1/2}\epsilon^{-1})\gamma^2 L^2\alpha^{-2})$, which is an improvement from any previous analyses. We also show some essential applications of our result to non-convex optimization.
The problem of scheduling unrelated machines has been studied since the inception of algorithmic mechanism design~\cite{NR99}. It is a resource allocation problem that entails assigning $m$ tasks to $n$ machines for execution. Machines are regarded as strategic agents who may lie about their execution costs so as to minimize their allocated workload. To address the situation when monetary payment is not an option to compensate the machines' costs, \citeauthor{DBLP:journals/mst/Koutsoupias14} [2014] devised two \textit{truthful} mechanisms, K and P respectively, that achieve an approximation ratio of $\frac{n+1}{2}$ and $n$, for social cost minimization. In addition, no truthful mechanism can achieve an approximation ratio better than $\frac{n+1}{2}$. Hence, mechanism K is optimal. While approximation ratio provides a strong worst-case guarantee, it also limits us to a comprehensive understanding of mechanism performance on various inputs. This paper investigates these two scheduling mechanisms beyond the worst case. We first show that mechanism K achieves a smaller social cost than mechanism P on every input. That is, mechanism K is pointwise better than mechanism P. Next, for each task $j$, when machines' execution costs $t_i^j$ are independent and identically drawn from a task-specific distribution $F^j(t)$, we show that the average-case approximation ratio of mechanism K converges to a constant. This bound is tight for mechanism K. For a better understanding of this distribution dependent constant, on the one hand, we estimate its value by plugging in a few common distributions; on the other, we show that this converging bound improves a known bound \cite{DBLP:conf/aaai/Zhang18} which only captures the single-task setting. Last, we find that the average-case approximation ratio of mechanism P converges to the same constant.
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