We study the two inference problems of detecting and recovering an isolated community of \emph{general} structure planted in a random graph. The detection problem is formalized as a hypothesis testing problem, where under the null hypothesis, the graph is a realization of an Erd\H{o}s-R\'{e}nyi random graph $\mathcal{G}(n,q)$ with edge density $q\in(0,1)$; under the alternative, there is an unknown structure $\Gamma_k$ on $k$ nodes, planted in $\mathcal{G}(n,q)$, such that it appears as an \emph{induced subgraph}. In case of a successful detection, we are concerned with the task of recovering the corresponding structure. For these problems, we investigate the fundamental limits from both the statistical and computational perspectives. Specifically, we derive lower bounds for detecting/recovering the structure $\Gamma_k$ in terms of the parameters $(n,k,q)$, as well as certain properties of $\Gamma_k$, and exhibit computationally unbounded optimal algorithms that achieve these lower bounds. We also consider the problem of testing in polynomial-time. As is customary in many similar structured high-dimensional problems, our model undergoes an "easy-hard-impossible" phase transition and computational constraints can severely penalize the statistical performance. To provide an evidence for this phenomenon, we show that the class of low-degree polynomials algorithms match the statistical performance of the polynomial-time algorithms we develop.
We investigate a clustering problem with data from a mixture of Gaussians that share a common but unknown, and potentially ill-conditioned, covariance matrix. We start by considering Gaussian mixtures with two equally-sized components and derive a Max-Cut integer program based on maximum likelihood estimation. We prove its solutions achieve the optimal misclassification rate when the number of samples grows linearly in the dimension, up to a logarithmic factor. However, solving the Max-cut problem appears to be computationally intractable. To overcome this, we develop an efficient spectral algorithm that attains the optimal rate but requires a quadratic sample size. Although this sample complexity is worse than that of the Max-cut problem, we conjecture that no polynomial-time method can perform better. Furthermore, we gather numerical and theoretical evidence that supports the existence of a statistical-computational gap. Finally, we generalize the Max-Cut program to a $k$-means program that handles multi-component mixtures with possibly unequal weights. It enjoys similar optimality guarantees for mixtures of distributions that satisfy a transportation-cost inequality, encompassing Gaussian and strongly log-concave distributions.
In this paper we revisit the binary hypothesis testing problem with one-sided compression. Specifically we assume that the distribution in the null hypothesis is a mixture distribution of iid components. The distribution under the alternative hypothesis is a mixture of products of either iid distributions or finite order Markov distributions with stationary transition kernels. The problem is studied under the Neyman-Pearson framework in which our main interest is the maximum error exponent of the second type of error. We derive the optimal achievable error exponent and under a further sufficient condition establish the maximum $\epsilon$-achievable error exponent. It is shown that to obtain the latter, the study of the exponentially strong converse is needed. Using a simple code transfer argument we also establish new results for the Wyner-Ahlswede-K{\"o}rner problem in which the source distribution is a mixture of iid components.
In the current work we are concerned with sequences of graphs having a grid geometry, with a uniform local structure in a bounded domain $\Omega\subset {\mathbb R}^d$, $d\ge 1$. When $\Omega=[0,1]$, such graphs include the standard Toeplitz graphs and, for $\Omega=[0,1]^d$, the considered class includes $d$-level Toeplitz graphs. In the general case, the underlying sequence of adjacency matrices has a canonical eigenvalue distribution, in the Weyl sense, and it has been shown in the theoretical part of this work that we can associate to it a symbol $\boldsymbol{\mathfrak{f}}$. The knowledge of the symbol and of its basic analytical features provides key information on the eigenvalue structure in terms of localization, spectral gap, clustering, and global distribution. In the present paper, many different applications are discussed and various numerical examples are presented in order to underline the practical use of the developed theory. Tests and applications are mainly obtained from the approximation of differential operators via numerical schemes such as Finite Differences (FDs), Finite Elements (FEs), and Isogeometric Analysis (IgA). Moreover, we show that more applications can be taken into account, since the results presented here can be applied as well to study the spectral properties of adjacency matrices and Laplacian operators of general large graphs and networks, whenever the involved matrices enjoy a uniform local structure.
This work proposes a multi-agent filtering algorithm over graphs for finite-state hidden Markov models (HMMs), which can be used for sequential state estimation or for tracking opinion formation over dynamic social networks. We show that the difference from the optimal centralized Bayesian solution is asymptotically bounded for geometrically ergodic transition models. Experiments illustrate the theoretical findings and in particular, demonstrate the superior performance of the proposed algorithm compared to a state-of-the-art social learning algorithm.
Given an undirected graph $G=(V,E)$, a vertex $v\in V$ is edge-vertex (ev) dominated by an edge $e\in E$ if $v$ is either incident to $e$ or incident to an adjacent edge of $e$. A set $S^{ev}\subseteq E$ is an edge-vertex dominating set (referred to as ev-dominating set) of $G$ if every vertex of $G$ is ev-dominated by at least one edge of $S^{ev}$. The minimum cardinality of an ev-dominating set is the ev-domination number. The edge-vertex dominating set problem is to find a minimum ev-domination number. In this paper we prove that the ev-dominating set problem is {\tt NP-hard} on unit disk graphs. We also prove that this problem admits a polynomial-time approximation scheme on unit disk graphs. Finally, we give a simple 5-factor linear-time approximation algorithm.
This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly useful for event detection in sensor networks where data correlation often occurs among observations of devices in the presence of a signal of interest. By focusing on the case of two devices because of their tractability, we begin by investigating conditions on Type I error probability restrictions under which the minimum Type II error admits an exponential behavior with the sample size. Then, we study the finite sample-size regime of this problem. We derive new upper and lower bounds for the gap between the minimum Type II error and its exponential approximation under different setups, including restrictions imposed on the vanishing Type I error probability. Our theoretical results shed light on the sample-size regimes at which approximations of the Type II error probability via error exponents became informative enough in the sense of predicting well the actual error probability. We finally discuss an application of our results where the gap is evaluated numerically, and we show that exponential approximations are not only tractable but also a valuable proxy for the Type II probability of error in the finite-length regime.
The problem of Approximate Nearest Neighbor (ANN) search is fundamental in computer science and has benefited from significant progress in the past couple of decades. However, most work has been devoted to pointsets whereas complex shapes have not been sufficiently treated. Here, we focus on distance functions between discretized curves in Euclidean space: they appear in a wide range of applications, from road segments to time-series in general dimension. For $\ell_p$-products of Euclidean metrics, for any $p$, we design simple and efficient data structures for ANN, based on randomized projections, which are of independent interest. They serve to solve proximity problems under a notion of distance between discretized curves, which generalizes both discrete Fr\'echet and Dynamic Time Warping distances. These are the most popular and practical approaches to comparing such curves. We offer the first data structures and query algorithms for ANN with arbitrarily good approximation factor, at the expense of increasing space usage and preprocessing time over existing methods. Query time complexity is comparable or significantly improved by our algorithms, our algorithm is especially efficient when the length of the curves is bounded.
Graph neural networks (GNNs) are a popular class of machine learning models whose major advantage is their ability to incorporate a sparse and discrete dependency structure between data points. Unfortunately, GNNs can only be used when such a graph-structure is available. In practice, however, real-world graphs are often noisy and incomplete or might not be available at all. With this work, we propose to jointly learn the graph structure and the parameters of graph convolutional networks (GCNs) by approximately solving a bilevel program that learns a discrete probability distribution on the edges of the graph. This allows one to apply GCNs not only in scenarios where the given graph is incomplete or corrupted but also in those where a graph is not available. We conduct a series of experiments that analyze the behavior of the proposed method and demonstrate that it outperforms related methods by a significant margin.
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.
Inferring missing links in knowledge graphs (KG) has attracted a lot of attention from the research community. In this paper, we tackle a practical query answering task involving predicting the relation of a given entity pair. We frame this prediction problem as an inference problem in a probabilistic graphical model and aim at resolving it from a variational inference perspective. In order to model the relation between the query entity pair, we assume that there exists an underlying latent variable (paths connecting two nodes) in the KG, which carries the equivalent semantics of their relations. However, due to the intractability of connections in large KGs, we propose to use variation inference to maximize the evidence lower bound. More specifically, our framework (\textsc{Diva}) is composed of three modules, i.e. a posterior approximator, a prior (path finder), and a likelihood (path reasoner). By using variational inference, we are able to incorporate them closely into a unified architecture and jointly optimize them to perform KG reasoning. With active interactions among these sub-modules, \textsc{Diva} is better at handling noise and coping with more complex reasoning scenarios. In order to evaluate our method, we conduct the experiment of the link prediction task on multiple datasets and achieve state-of-the-art performances on both datasets.