Courcelle's theorem and its adaptations to cliquewidth have shaped the field of exact parameterized algorithms and are widely considered the archetype of algorithmic meta-theorems. In the past decade, there has been growing interest in developing parameterized approximation algorithms for problems which are not captured by Courcelle's theorem and, in particular, are considered not fixed-parameter tractable under the associated widths. We develop a generalization of Courcelle's theorem that yields efficient approximation schemes for any problem that can be captured by an expanded logic we call Blocked CMSO, capable of making logical statements about the sizes of set variables via so-called weight comparisons. The logic controls weight comparisons via the quantifier-alternation depth of the involved variables, allowing full comparisons for zero-alternation variables and limited comparisons for one-alternation variables. We show that the developed framework threads the very needle of tractability: on one hand it can describe a broad range of approximable problems, while on the other hand we show that the restrictions of our logic cannot be relaxed under well-established complexity assumptions. The running time of our approximation scheme is polynomial in $1/\varepsilon$, allowing us to fully interpolate between faster approximate algorithms and slower exact algorithms. This provides a unified framework to explain the tractability landscape of graph problems parameterized by treewidth and cliquewidth, as well as classical non-graph problems such as Subset Sum and Knapsack.
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This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses the unadjusted Hamiltonian Monte Carlo method. Assuming that the target distribution $\pi$ satisfies a log-Sobolev inequality and mild conditions on the corresponding potential function, we establish quantitative bounds on the relative entropy of the iterates defined by the algorithm, with respect to $\pi$. Our approach is based on a perturbative and discrete version of the modified entropy method developed to establish hypocoercivity for the continuous-time kinetic Langevin process. As a corollary of our main result, we are able to derive complexity bounds for the class of algorithms at hand. In particular, we show that the total number of iterations to achieve a target accuracy $\varepsilon >0$ is of order $d/\varepsilon^{1/4}$, where $d$ is the dimension of the problem. This result can be further improved in the case of weakly interacting mean field potentials, for which we find a total number of iterations of order $(d/\varepsilon)^{1/4}$.
In federated frequency estimation (FFE), multiple clients work together to estimate the frequencies of their collective data by communicating with a server that respects the privacy constraints of Secure Summation (SecSum), a cryptographic multi-party computation protocol that ensures that the server can only access the sum of client-held vectors. For single-round FFE, it is known that count sketching is nearly information-theoretically optimal for achieving the fundamental accuracy-communication trade-offs [Chen et al., 2022]. However, we show that under the more practical multi-round FEE setting, simple adaptations of count sketching are strictly sub-optimal, and we propose a novel hybrid sketching algorithm that is provably more accurate. We also address the following fundamental question: how should a practitioner set the sketch size in a way that adapts to the hardness of the underlying problem? We propose a two-phase approach that allows for the use of a smaller sketch size for simpler problems (e.g. near-sparse or light-tailed distributions). We conclude our work by showing how differential privacy can be added to our algorithm and verifying its superior performance through extensive experiments conducted on large-scale datasets.
This paper presents a novel approach to Bayesian nonparametric spectral analysis of stationary multivariate time series. Starting with a parametric vector-autoregressive model, the parametric likelihood is nonparametrically adjusted in the frequency domain to account for potential deviations from parametric assumptions. We show mutual contiguity of the nonparametrically corrected likelihood, the multivariate Whittle likelihood approximation and the exact likelihood for Gaussian time series. A multivariate extension of the nonparametric Bernstein-Dirichlet process prior for univariate spectral densities to the space of Hermitian positive definite spectral density matrices is specified directly on the correction matrices. An infinite series representation of this prior is then used to develop a Markov chain Monte Carlo algorithm to sample from the posterior distribution. The code is made publicly available for ease of use and reproducibility. With this novel approach we provide a generalization of the multivariate Whittle-likelihood-based method of Meier et al. (2020) as well as an extension of the nonparametrically corrected likelihood for univariate stationary time series of Kirch et al. (2019) to the multivariate case. We demonstrate that the nonparametrically corrected likelihood combines the efficiencies of a parametric with the robustness of a nonparametric model. Its numerical accuracy is illustrated in a comprehensive simulation study. We illustrate its practical advantages by a spectral analysis of two environmental time series data sets: a bivariate time series of the Southern Oscillation Index and fish recruitment and time series of windspeed data at six locations in California.
In this paper, we use the optimization formulation of nonlinear Kalman filtering and smoothing problems to develop second-order variants of iterated Kalman smoother (IKS) methods. We show that Newton's method corresponds to a recursion over affine smoothing problems on a modified state-space model augmented by a pseudo measurement. The first and second derivatives required in this approach can be efficiently computed with widely available automatic differentiation tools. Furthermore, we show how to incorporate line-search and trust-region strategies into the proposed second-order IKS algorithm in order to regularize updates between iterations. Finally, we provide numerical examples to demonstrate the method's efficiency in terms of runtime compared to its batch counterpart.
In recent years, Machine Learning algorithms, in particular supervised learning techniques, have been shown to be very effective in solving regression problems. We compare the performance of a newly proposed regression algorithm against four conventional machine learning algorithms namely, Decision Trees, Random Forest, k-Nearest Neighbours and XG Boost. The proposed algorithm was presented in detail in a previous paper but detailed comparisons were not included. We do an in-depth comparison, using the Mean Absolute Error (MAE) as the performance metric, on a diverse set of datasets to illustrate the great potential and robustness of the proposed approach. The reader is free to replicate our results since we have provided the source code in a GitHub repository while the datasets are publicly available.
In a Subgraph Problem we are given some graph and want to find a feasible subgraph that optimizes some measure. We consider Multistage Subgraph Problems (MSPs), where we are given a sequence of graph instances (stages) and are asked to find a sequence of subgraphs, one for each stage, such that each is optimal for its respective stage and the subgraphs for subsequent stages are as similar as possible. We present a framework that provides a $(1/\sqrt{2\chi})$-approximation algorithm for the $2$-stage restriction of an MSP if the similarity of subsequent solutions is measured as the intersection cardinality and said MSP is preficient, i.e., we can efficiently find a single-stage solution that prefers some given subset. The approximation factor is dependent on the instance's intertwinement $\chi$, a similarity measure for multistage graphs. We also show that for any MSP, independent of similarity measure and preficiency, given an exact or approximation algorithm for a constant number of stages, we can approximate the MSP for an unrestricted number of stages. Finally, we combine and apply these results and show that the above restrictions describe a very rich class of MSPs and that proving membership for this class is mostly straightforward. As examples, we explicitly state these proofs for natural multistage versions of Perfect Matching, Shortest s-t-Path, Minimum s-t-Cut and further classical problems on bipartite or planar graphs, namely Maximum Cut, Vertex Cover, Independent Set, and Biclique.
To accelerate distributed training, many gradient compression methods have been proposed to alleviate the communication bottleneck in synchronous stochastic gradient descent (S-SGD), but their efficacy in real-world applications still remains unclear. In this work, we first evaluate the efficiency of three representative compression methods (quantization with Sign-SGD, sparsification with Top-k SGD, and low-rank with Power-SGD) on a 32-GPU cluster. The results show that they cannot always outperform well-optimized S-SGD or even worse due to their incompatibility with three key system optimization techniques (all-reduce, pipelining, and tensor fusion) in S-SGD. To this end, we propose a novel gradient compression method, called alternate compressed Power-SGD (ACP-SGD), which alternately compresses and communicates low-rank matrices. ACP-SGD not only significantly reduces the communication volume, but also enjoys the three system optimizations like S-SGD. Compared with Power-SGD, the optimized ACP-SGD can largely reduce the compression and communication overheads, while achieving similar model accuracy. In our experiments, ACP-SGD achieves an average of 4.06x and 1.43x speedups over S-SGD and Power-SGD, respectively, and it consistently outperforms other baselines across different setups (from 8 GPUs to 64 GPUs and from 1Gb/s Ethernet to 100Gb/s InfiniBand).
This paper develops an approximation to the (effective) $p$-resistance and applies it to multi-class clustering. Spectral methods based on the graph Laplacian and its generalization to the graph $p$-Laplacian have been a backbone of non-euclidean clustering techniques. The advantage of the $p$-Laplacian is that the parameter $p$ induces a controllable bias on cluster structure. The drawback of $p$-Laplacian eigenvector based methods is that the third and higher eigenvectors are difficult to compute. Thus, instead, we are motivated to use the $p$-resistance induced by the $p$-Laplacian for clustering. For $p$-resistance, small $p$ biases towards clusters with high internal connectivity while large $p$ biases towards clusters of small ``extent,'' that is a preference for smaller shortest-path distances between vertices in the cluster. However, the $p$-resistance is expensive to compute. We overcome this by developing an approximation to the $p$-resistance. We prove upper and lower bounds on this approximation and observe that it is exact when the graph is a tree. We also provide theoretical justification for the use of $p$-resistance for clustering. Finally, we provide experiments comparing our approximated $p$-resistance clustering to other $p$-Laplacian based methods.
We consider the problem of estimating a scalar target parameter in the presence of nuisance parameters. Replacing the unknown nuisance parameter with a nonparametric estimator, e.g.,a machine learning (ML) model, is convenient but has shown to be inefficient due to large biases. Modern methods, such as the targeted minimum loss-based estimation (TMLE) and double machine learning (DML), achieve optimal performance under flexible assumptions by harnessing ML estimates while mitigating the plug-in bias. To avoid a sub-optimal bias-variance trade-off, these methods perform a debiasing step of the plug-in pre-estimate. Existing debiasing methods require the influence function of the target parameter as input. However, deriving the IF requires specialized expertise and thus obstructs the adaptation of these methods by practitioners. We propose a novel way to debias plug-in estimators which (i) is efficient, (ii) does not require the IF to be implemented, (iii) is computationally tractable, and therefore can be readily adapted to new estimation problems and automated without analytic derivations by the user. We build on the TMLE framework and update a plug-in estimate with a regularized likelihood maximization step over a nonparametric model constructed with a reproducing kernel Hilbert space (RKHS), producing an efficient plug-in estimate for any regular target parameter. Our method, thus, offers the efficiency of competing debiasing techniques without sacrificing the utility of the plug-in approach.
Random graph models are playing an increasingly important role in science and industry, and finds their applications in a variety of fields ranging from social and traffic networks, to recommendation systems and molecular genetics. In this paper, we perform an in-depth analysis of the random Kronecker graph model proposed in \cite{leskovec2010kronecker}, when the number of graph vertices $N$ is large. Built upon recent advances in random matrix theory, we show, in the dense regime, that the random Kronecker graph adjacency matrix follows approximately a signal-plus-noise model, with a small-rank (of order at most $\log N$) signal matrix that is linear in the graph parameters and a random noise matrix having a quarter-circle-form singular value distribution. This observation allows us to propose a ``denoise-and-solve'' meta algorithm to approximately infer the graph parameters, with reduced computational complexity and (asymptotic) performance guarantee. Numerical experiments of graph inference and graph classification on both synthetic and realistic graphs are provided to support the advantageous performance of the proposed approach.
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