We present dynamic algorithms with polylogarithmic update time for estimating the size of the maximum matching of a graph undergoing edge insertions and deletions with approximation ratio strictly better than $2$. Specifically, we obtain a $1+\frac{1}{\sqrt{2}}+\epsilon\approx 1.707+\epsilon$ approximation in bipartite graphs and a $1.973+\epsilon$ approximation in general graphs. We thus answer in the affirmative the major open question first posed in the influential work of Onak and Rubinfeld (STOC'10) and repeatedly asked in the dynamic graph algorithms literature. Our randomized algorithms also work against an adaptive adversary and guarantee worst-case polylog update time, both w.h.p. Our algorithms are based on simulating new two-pass streaming matching algorithms in the dynamic setting. Our key new idea is to invoke the recent sublinear-time matching algorithm of Behnezhad (FOCS'21) in a white-box manner to efficiently simulate the second pass of our streaming algorithms, while bypassing the well-known vertex-update barrier.
We study the fundamental problem of sampling independent events, called subset sampling. Specifically, consider a set of $n$ events $S=\{x_1, \ldots, x_n\}$, where each event $x_i$ has an associated probability $p(x_i)$. The subset sampling problem aims to sample a subset $T \subseteq S$, such that every $x_i$ is independently included in $S$ with probability $p_i$. A naive solution is to flip a coin for each event, which takes $O(n)$ time. However, the specific goal is to develop data structures that allow drawing a sample in time proportional to the expected output size $\mu=\sum_{i=1}^n p(x_i)$, which can be significantly smaller than $n$ in many applications. The subset sampling problem serves as an important building block in many tasks and has been the subject of various research for more than a decade. However, most of the existing subset sampling approaches are conducted in a static setting, where the events or their associated probability in set $S$ is not allowed to be changed over time. These algorithms incur either large query time or update time in a dynamic setting despite the ubiquitous time-evolving events with changing probability in real life. Therefore, it is a pressing need, but still, an open problem, to design efficient dynamic subset sampling algorithms. In this paper, we propose ODSS, the first optimal dynamic subset sampling algorithm. The expected query time and update time of ODSS are both optimal, matching the lower bounds of the subset sampling problem. We present a nontrivial theoretical analysis to demonstrate the superiority of ODSS. We also conduct comprehensive experiments to empirically evaluate the performance of ODSS. Moreover, we apply ODSS to a concrete application: influence maximization. We empirically show that our ODSS can improve the complexities of existing influence maximization algorithms on large real-world evolving social networks.
Line coverage is the task of servicing a given set of one-dimensional features in an environment. It is important for the inspection of linear infrastructure such as road networks, power lines, and oil and gas pipelines. This paper addresses the single robot line coverage problem for aerial and ground robots by modeling it as an optimization problem on a graph. The problem belongs to the broad class of arc routing problems and is closely related to the rural postman problem (RPP) on asymmetric graphs. The paper presents an integer linear programming formulation with proofs of correctness. Using the minimum cost flow problem, we develop approximation algorithms with guarantees on the solution quality. These guarantees also improve the existing results for the asymmetric RPP. The main algorithm partitions the problem into three cases based on the structure of the required graph, i.e., the graph induced by the features that require servicing. We evaluate our algorithms on road networks from the 50 most populous cities in the world, consisting of up to 730 road segments. The algorithms, augmented with improvement heuristics, run within 3s and generate solutions that are within 10% of the optimum. We experimentally demonstrate our algorithms with commercial UAVs.
We consider sketching algorithms which first compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low-rank approximation and regression. In the learning-based sketching paradigm proposed by~\cite{indyk2019learning}, the sketch matrix is found by choosing a random sparse matrix, e.g., CountSketch, and then the values of its non-zero entries are updated by running gradient descent on a training data set. Despite the growing body of work on this paradigm, a noticeable omission is that the locations of the non-zero entries of previous algorithms were fixed, and only their values were learned. In this work, we propose the first learning-based algorithms that also optimize the locations of the non-zero entries. Our first proposed algorithm is based on a greedy algorithm. However, one drawback of the greedy algorithm is its slower training time. We fix this issue and propose approaches for learning a sketching matrix for both low-rank approximation and Hessian approximation for second order optimization. The latter is helpful for a range of constrained optimization problems, such as LASSO and matrix estimation with a nuclear norm constraint. Both approaches achieve good accuracy with a fast running time. Moreover, our experiments suggest that our algorithm can still reduce the error significantly even if we only have a very limited number of training matrices.
Real-time computation of optimal control is a challenging problem and, to solve this difficulty, many frameworks proposed to use learning techniques to learn (possibly sub-optimal) controllers and enable their usage in an online fashion. Among these techniques, the optimal motion framework is a simple, yet powerful technique, that obtained success in many complex real-world applications. The main idea of this approach is to take advantage of dynamic motion primitives, a widely used tool in robotics to learn trajectories from demonstrations. While usually these demonstrations come from humans, the optimal motion framework is based on demonstrations coming from optimal solutions, such as the ones obtained by numeric solvers. As usual in many learning techniques, a drawback of this approach is that it is hard to estimate the suboptimality of learned solutions, since finding easily computable and non-trivial upper bounds to the error between an optimal solution and a learned solution is, in general, unfeasible. However, we show in this paper that it is possible to estimate this error for a broad class of problems. Furthermore, we apply this estimation technique to achieve a novel and more efficient sampling scheme to be used within the optimal motion framework, enabling the usage of this framework in some scenarios where the computational resources are limited.
In this paper, we study the well-known "Heavy Ball" method for convex and nonconvex optimization introduced by Polyak in 1964, and establish its convergence under a variety of situations. Traditionally, most algorithms use "full-coordinate update," that is, at each step, every component of the argument is updated. However, when the dimension of the argument is very high, it is more efficient to update some but not all components of the argument at each iteration. We refer to this as "batch updating" in this paper. When gradient-based algorithms are used together with batch updating, in principle it is sufficient to compute only those components of the gradient for which the argument is to be updated. However, if a method such as backpropagation is used to compute these components, computing only some components of gradient does not offer much savings over computing the entire gradient. Therefore, to achieve a noticeable reduction in CPU usage at each step, one can use first-order differences to approximate the gradient. The resulting estimates are biased, and also have unbounded variance. Thus some delicate analysis is required to ensure that the HB algorithm converge when batch updating is used instead of full-coordinate updating, and/or approximate gradients are used instead of true gradients. In this paper, we establish the almost sure convergence of the iterations to the stationary point(s) of the objective function under suitable conditions; in addition, we also derive upper bounds on the rate of convergence. To the best of our knowledge, there is no other paper that combines all of these features. This paper is dedicated to the memory of Boris Teodorovich Polyak
This paper addresses intra-client and inter-client covariate shifts in federated learning (FL) with a focus on the overall generalization performance. To handle covariate shifts, we formulate a new global model training paradigm and propose Federated Importance-Weighted Empirical Risk Minimization (FTW-ERM) along with improving density ratio matching methods without requiring perfect knowledge of the supremum over true ratios. We also propose the communication-efficient variant FITW-ERM with the same level of privacy guarantees as those of classical ERM in FL. We theoretically show that FTW-ERM achieves smaller generalization error than classical ERM under certain settings. Experimental results demonstrate the superiority of FTW-ERM over existing FL baselines in challenging imbalanced federated settings in terms of data distribution shifts across clients.
Private Information Retrieval (PIR) schemes allow a client to retrieve any file of interest, while hiding the file identity from the database servers. In contrast to most existing PIR schemes that assume honest-but-curious servers, we study the case of dishonest servers. The latter provide incorrect answers and try to persuade the client to output the wrong result. We introduce several PIR schemes with information-theoretic privacy and result verification for the case of two servers. Security guarantees can be information-theoretical or computational, and the verification keys can be public or private. In this work, our main performance metric is the download rate.
We introduce a flexible framework that produces high-quality almost-exact matches for causal inference. Most prior work in matching uses ad-hoc distance metrics, often leading to poor quality matches, particularly when there are irrelevant covariates. In this work, we learn an interpretable distance metric for matching, which leads to substantially higher quality matches. The learned distance metric stretches the covariate space according to each covariate's contribution to outcome prediction: this stretching means that mismatches on important covariates carry a larger penalty than mismatches on irrelevant covariates. Our ability to learn flexible distance metrics leads to matches that are interpretable and useful for the estimation of conditional average treatment effects.
We study the problem of privately estimating the parameters of $d$-dimensional Gaussian Mixture Models (GMMs) with $k$ components. For this, we develop a technique to reduce the problem to its non-private counterpart. This allows us to privatize existing non-private algorithms in a blackbox manner, while incurring only a small overhead in the sample complexity and running time. As the main application of our framework, we develop an $(\varepsilon, \delta)$-differentially private algorithm to learn GMMs using the non-private algorithm of Moitra and Valiant [MV10] as a blackbox. Consequently, this gives the first sample complexity upper bound and first polynomial time algorithm for privately learning GMMs without any boundedness assumptions on the parameters. As part of our analysis, we prove a tight (up to a constant factor) lower bound on the total variation distance of high-dimensional Gaussians which can be of independent interest.
Data in Knowledge Graphs often represents part of the current state of the real world. Thus, to stay up-to-date the graph data needs to be updated frequently. To utilize information from Knowledge Graphs, many state-of-the-art machine learning approaches use embedding techniques. These techniques typically compute an embedding, i.e., vector representations of the nodes as input for the main machine learning algorithm. If a graph update occurs later on -- specifically when nodes are added or removed -- the training has to be done all over again. This is undesirable, because of the time it takes and also because downstream models which were trained with these embeddings have to be retrained if they change significantly. In this paper, we investigate embedding updates that do not require full retraining and evaluate them in combination with various embedding models on real dynamic Knowledge Graphs covering multiple use cases. We study approaches that place newly appearing nodes optimally according to local information, but notice that this does not work well. However, we find that if we continue the training of the old embedding, interleaved with epochs during which we only optimize for the added and removed parts, we obtain good results in terms of typical metrics used in link prediction. This performance is obtained much faster than with a complete retraining and hence makes it possible to maintain embeddings for dynamic Knowledge Graphs.