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Modern machine learning has achieved impressive prediction performance, but often sacrifices interpretability, a critical consideration in many problems. Here, we propose Fast Interpretable Greedy-Tree Sums (FIGS), an algorithm for fitting concise rule-based models. Specifically, FIGS generalizes the CART algorithm to simultaneously grow a flexible number of trees in a summation. The total number of splits across all the trees can be restricted by a pre-specified threshold, thereby keeping both the size and number of its trees under control. When both are small, the fitted tree-sum can be easily visualized and written out by hand, making it highly interpretable. A partially oracle theoretical result hints at the potential for FIGS to overcome a key weakness of single-tree models by disentangling additive components of generative additive models, thereby reducing redundancy from repeated splits on the same feature. Furthermore, given oracle access to optimal tree structures, we obtain L2 generalization bounds for such generative models in the case of C1 component functions, matching known minimax rates in some cases. Extensive experiments across a wide array of real-world datasets show that FIGS achieves state-of-the-art prediction performance (among all popular rule-based methods) when restricted to just a few splits (e.g. less than 20). We find empirically that FIGS is able to avoid repeated splits, and often provides more concise decision rules than fitted decision trees, without sacrificing predictive performance. All code and models are released in a full-fledged package on Github \url{//github.com/csinva/imodels}.

Yedidia, Freeman, Weiss have shown in their reference article, "Constructing Free Energy Approximations and Generalized Belief Propagation Algorithms", that there is a variational principle underlying the General Belief Propagation, by introducing a region-based free energy approximation of the MaxEnt free energy, that we will call the Generalized Bethe free energy. They sketched a proof that fixed points of the General Belief Propagation are critical points of this free energy, this proof was completed in the thesis of Peltre. In this paper we identify a class of optimization problems defined as patching local optimization problems and associated message passing algorithms for which such correspondence between critical points and fix points of the algorithms holds. This framework holds many applications one of which being a PCA for filtered data and a region-based approximation of MaxEnT with stochastic compatibility constraints on the region probabilities. Such approach is particularly adapted for inference with multimodal integration, inference on scenes with multiple views.

Gradient coding is a coding theoretic framework to provide robustness against slow or unresponsive machines, known as stragglers, in distributed machine learning applications. Recently, Kadhe et al. proposed a gradient code based on a combinatorial design, called balanced incomplete block design (BIBD), which is shown to outperform many existing gradient codes in worst-case adversarial straggling scenarios. However, parameters for which such BIBD constructions exist are very limited. In this paper, we aim to overcome such limitations and construct gradient codes which exist for a wide range of system parameters while retaining the superior performance of BIBD gradient codes. Two such constructions are proposed, one based on a probabilistic construction that relax the stringent BIBD gradient code constraints, and the other based on taking the Kronecker product of existing gradient codes. The proposed gradient codes allow flexible choices of system parameters while retaining comparable error performance.

In recent work (Maierhofer & Huybrechs, 2022, Adv. Comput. Math.), the authors showed that least-squares oversampling can improve the convergence properties of collocation methods for boundary integral equations involving operators of certain pseudo-differential form. The underlying principle is that the discrete method approximates a Bubnov$-$Galerkin method in a suitable sense. In the present work, we extend this analysis to the case when the integral operator is perturbed by a compact operator $\mathcal{K}$ which is continuous as a map on Sobolev spaces on the boundary, $\mathcal{K}:H^{p}\rightarrow H^{q}$ for all $p,q\in\mathbb{R}$. This study is complicated by the fact that both the test and trial functions in the discrete Bubnov-Galerkin orthogonality conditions are modified over the unperturbed setting. Our analysis guarantees that previous results concerning optimal convergence rates and sufficient rates of oversampling are preserved in the more general case. Indeed, for the first time, this analysis provides a complete explanation of the advantages of least-squares oversampled collocation for boundary integral formulations of the Laplace equation on arbitrary smooth Jordan curves in 2D. Our theoretical results are shown to be in very good agreement with numerical experiments.

Iterative distributed optimization algorithms involve multiple agents that communicate with each other, over time, in order to minimize/maximize a global objective. In the presence of unreliable communication networks, the Age-of-Information (AoI), which measures the freshness of data received, may be large and hence hinder algorithmic convergence. In this paper, we study the convergence of general distributed gradient-based optimization algorithms in the presence of communication that neither happens periodically nor at stochastically independent points in time. We show that convergence is guaranteed provided the random variables associated with the AoI processes are stochastically dominated by a random variable with finite first moment. This improves on previous requirements of boundedness of more than the first moment. We then introduce stochastically strongly connected (SSC) networks, a new stochastic form of strong connectedness for time-varying networks. We show: If for any $p \ge0$ the processes that describe the success of communication between agents in a SSC network are $\alpha$-mixing with $n^{p-1}\alpha(n)$ summable, then the associated AoI processes are stochastically dominated by a random variable with finite $p$-th moment. In combination with our first contribution, this implies that distributed stochastic gradient descend converges in the presence of AoI, if $\alpha(n)$ is summable.

LDPC codes constructed from permutation matrices have recently attracted the interest of many researchers. A crucial point when dealing with such codes is trying to avoid cycles of short length in the associated Tanner graph, i.e. obtaining a possibly large girth. In this paper, we provide a framework to obtain constructions of such codes. We relate criteria for the existence of cycles of a certain length with some number-theoretic concepts, in particular with the so-called Sidon sets. In this way we obtain examples of LDPC codes with a certain girth. Finally, we extend our constructions to also obtain irregular LDPC codes.

The Schl\"omilch integral, a generalization of the Dirichlet integral on the simplex, and related probability distributions are reviewed. A distribution that unifies several generalizations of the Dirichlet distribution is presented, with special cases including the scaled Dirichlet distribution and certain Dirichlet mixture distributions. Moments and log-ratio covariances are found, where tractable. The normalization of the distribution motivates a definition, in terms of a simplex integral representation, of complete homogeneous symmetric polynomials of fractional degree.

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.

We consider the exploration-exploitation trade-off in reinforcement learning and we show that an agent imbued with a risk-seeking utility function is able to explore efficiently, as measured by regret. The parameter that controls how risk-seeking the agent is can be optimized exactly, or annealed according to a schedule. We call the resulting algorithm K-learning and show that the corresponding K-values are optimistic for the expected Q-values at each state-action pair. The K-values induce a natural Boltzmann exploration policy for which the `temperature' parameter is equal to the risk-seeking parameter. This policy achieves an expected regret bound of $\tilde O(L^{3/2} \sqrt{S A T})$, where $L$ is the time horizon, $S$ is the number of states, $A$ is the number of actions, and $T$ is the total number of elapsed time-steps. This bound is only a factor of $L$ larger than the established lower bound. K-learning can be interpreted as mirror descent in the policy space, and it is similar to other well-known methods in the literature, including Q-learning, soft-Q-learning, and maximum entropy policy gradient, and is closely related to optimism and count based exploration methods. K-learning is simple to implement, as it only requires adding a bonus to the reward at each state-action and then solving a Bellman equation. We conclude with a numerical example demonstrating that K-learning is competitive with other state-of-the-art algorithms in practice.

We consider the task of learning the parameters of a {\em single} component of a mixture model, for the case when we are given {\em side information} about that component, we call this the "search problem" in mixture models. We would like to solve this with computational and sample complexity lower than solving the overall original problem, where one learns parameters of all components. Our main contributions are the development of a simple but general model for the notion of side information, and a corresponding simple matrix-based algorithm for solving the search problem in this general setting. We then specialize this model and algorithm to four common scenarios: Gaussian mixture models, LDA topic models, subspace clustering, and mixed linear regression. For each one of these we show that if (and only if) the side information is informative, we obtain parameter estimates with greater accuracy, and also improved computation complexity than existing moment based mixture model algorithms (e.g. tensor methods). We also illustrate several natural ways one can obtain such side information, for specific problem instances. Our experiments on real data sets (NY Times, Yelp, BSDS500) further demonstrate the practicality of our algorithms showing significant improvement in runtime and accuracy.