A method for detecting and approximating fault lines or surfaces, respectively, or decision curves in two and three dimensions with guaranteed accuracy is presented. Reformulated as a classification problem, our method starts from a set of scattered points along with the corresponding classification algorithm to construct a representation of a decision curve by points with prescribed maximal distance to the true decision curve. Hereby, our algorithm ensures that the representing point set covers the decision curve in its entire extent and features local refinement based on the geometric properties of the decision curve. We demonstrate applications of our method to problems related to the detection of faults, to Multi-Criteria Decision Aid and, in combination with Kirsch's factorization method, to solving an inverse acoustic scattering problem. In all applications we considered in this work, our method requires significantly less pointwise classifications than previously employed algorithms.
Interval Markov Decision Processes (IMDPs) are finite-state uncertain Markov models, where the transition probabilities belong to intervals. Recently, there has been a surge of research on employing IMDPs as abstractions of stochastic systems for control synthesis. However, due to the absence of algorithms for synthesis over IMDPs with continuous action-spaces, the action-space is assumed discrete a-priori, which is a restrictive assumption for many applications. Motivated by this, we introduce continuous-action IMDPs (caIMDPs), where the bounds on transition probabilities are functions of the action variables, and study value iteration for maximizing expected cumulative rewards. Specifically, we decompose the max-min problem associated to value iteration to $|\mathcal{Q}|$ max problems, where $|\mathcal{Q}|$ is the number of states of the caIMDP. Then, exploiting the simple form of these max problems, we identify cases where value iteration over caIMDPs can be solved efficiently (e.g., with linear or convex programming). We also gain other interesting insights: e.g., in certain cases where the action set $\mathcal{A}$ is a polytope, synthesis over a discrete-action IMDP, where the actions are the vertices of $\mathcal{A}$, is sufficient for optimality. We demonstrate our results on a numerical example. Finally, we include a short discussion on employing caIMDPs as abstractions for control synthesis.
Viterbi decoders are widely used in communication systems, natural language processing (NLP), and other domains. While Viterbi decoders are compute-intensive and power-hungry, we can exploit approximations for early design space exploration (DSE) of trade-offs between accuracy, power, and area. We present Locate, a DSE framework that uses approximate adders in the critically compute and power-intensive Add-Compare-Select Unit (ACSU) of the Viterbi decoder. We demonstrate the utility of Locate for early DSE of accuracy-power-area trade-offs for two applications: communication systems and NLP, showing a range of pareto-optimal design configurations. For instance, in the communication system, using an approximate adder, we observe savings of 21.5% area and 31.02% power with only 0.142% loss in accuracy averaged across three modulation schemes. Similarly, for a Parts-of-Speech Tagger in an NLP setting, out of 15 approximate adders, 7 report 100% accuracy while saving 22.75% area and 28.79% power on average when compared to using a Carry-Lookahead Adder in the ACSU. These results show that Locate can be used synergistically with other optimization techniques to improve the end-to-end efficiency of Viterbi decoders for various application domains.
Subsampling is commonly used to overcome computational and economical bottlenecks in the analysis of finite populations and massive datasets. Existing methods are often limited in scope and use optimality criteria (e.g., A-optimality) with well-known deficiencies, such as lack of invariance to the measurement-scale of the data and parameterisation of the model. A unified theory of optimal subsampling design is still lacking. We present a theory of optimal design for general data subsampling problems, including finite population inference, parametric density estimation, and regression modelling. Our theory encompasses and generalises most existing methods in the field of optimal subdata selection based on unequal probability sampling and inverse probability weighting. We derive optimality conditions for a general class of optimality criteria, and present corresponding algorithms for finding optimal sampling schemes under Poisson and multinomial sampling designs. We present a novel class of transformation- and parameterisation-invariant linear optimality criteria which enjoy the best of two worlds: the computational tractability of A-optimality and invariance properties similar to D-optimality. The methodology is illustrated on an application in the traffic safety domain. In our experiments, the proposed invariant linear optimality criteria achieve 92-99% D-efficiency with 90-95% lower computational demand. In contrast, the A-optimality criterion has only 46% and 60% D-efficiency on two of the examples.
By exploiting the random sampling techniques, this paper derives an efficient randomized algorithm for computing a generalized CUR decomposition, which provides low-rank approximations of both matrices simultaneously in terms of some of their rows and columns. For large-scale data sets that are expensive to store and manipulate, a new variant of the discrete empirical interpolation method known as L-DEIM, which needs much lower cost and provides a significant acceleration in practice, is also combined with the random sampling approach to further improve the efficiency of our algorithm. Moreover, adopting the randomized algorithm to implement the truncation process of restricted singular value decomposition (RSVD), combined with the L-DEIM procedure, we propose a fast algorithm for computing an RSVD based CUR decomposition, which provides a coordinated low-rank approximation of the three matrices in a CUR-type format simultaneously and provides advantages over the standard CUR approximation for some applications. We establish detailed probabilistic error analysis for the algorithms and provide numerical results that show the promise of our approaches.
Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when experimenting is expensive, risky or unethical). For such applications, the reward of a given policy (the target policy) must be estimated using historical data gathered under a different policy (the behavior policy). Most methods for this learning task, referred to as Off-Policy Evaluation (OPE), do not come with accuracy and certainty guarantees. We present a novel OPE method based on Conformal Prediction that outputs an interval containing the true reward of the target policy with a prescribed level of certainty. The main challenge in OPE stems from the distribution shift due to the discrepancies between the target and the behavior policies. We propose and empirically evaluate different ways to deal with this shift. Some of these methods yield conformalized intervals with reduced length compared to existing approaches, while maintaining the same certainty level.
We study oblivious sketching for $k$-sparse linear regression under various loss functions such as an $\ell_p$ norm, or from a broad class of hinge-like loss functions, which includes the logistic and ReLU losses. We show that for sparse $\ell_2$ norm regression, there is a distribution over oblivious sketches with $\Theta(k\log(d/k)/\varepsilon^2)$ rows, which is tight up to a constant factor. This extends to $\ell_p$ loss with an additional additive $O(k\log(k/\varepsilon)/\varepsilon^2)$ term in the upper bound. This establishes a surprising separation from the related sparse recovery problem, which is an important special case of sparse regression. For this problem, under the $\ell_2$ norm, we observe an upper bound of $O(k \log (d)/\varepsilon + k\log(k/\varepsilon)/\varepsilon^2)$ rows, showing that sparse recovery is strictly easier to sketch than sparse regression. For sparse regression under hinge-like loss functions including sparse logistic and sparse ReLU regression, we give the first known sketching bounds that achieve $o(d)$ rows showing that $O(\mu^2 k\log(\mu n d/\varepsilon)/\varepsilon^2)$ rows suffice, where $\mu$ is a natural complexity parameter needed to obtain relative error bounds for these loss functions. We again show that this dimension is tight, up to lower order terms and the dependence on $\mu$. Finally, we show that similar sketching bounds can be achieved for LASSO regression, a popular convex relaxation of sparse regression, where one aims to minimize $\|Ax-b\|_2^2+\lambda\|x\|_1$ over $x\in\mathbb{R}^d$. We show that sketching dimension $O(\log(d)/(\lambda \varepsilon)^2)$ suffices and that the dependence on $d$ and $\lambda$ is tight.
We study integration and $L^2$-approximation of functions of infinitely many variables in the following setting: The underlying function space is the countably infinite tensor product of univariate Hermite spaces and the probability measure is the corresponding product of the standard normal distribution. The maximal domain of the functions from this tensor product space is necessarily a proper subset of the sequence space $\mathbb{R}^\mathbb{N}$. We establish upper and lower bounds for the minimal worst case errors under general assumptions; these bounds do match for tensor products of well-studied Hermite spaces of functions with finite or with infinite smoothness. In the proofs we employ embedding results, and the upper bounds are attained constructively with the help of multivariate decomposition methods.
Conformal prediction is a statistical tool for producing prediction regions of machine learning models that are valid with high probability. However, applying conformal prediction to time series data leads to conservative prediction regions. In fact, to obtain prediction regions over $T$ time steps with confidence $1-\delta$, {previous works require that each individual prediction region is valid} with confidence $1-\delta/T$. We propose an optimization-based method for reducing this conservatism to enable long horizon planning and verification when using learning-enabled time series predictors. Instead of considering prediction errors individually at each time step, we consider a parameterized prediction error over multiple time steps. By optimizing the parameters over an additional dataset, we find prediction regions that are not conservative. We show that this problem can be cast as a mixed integer linear complementarity program (MILCP), which we then relax into a linear complementarity program (LCP). Additionally, we prove that the relaxed LP has the same optimal cost as the original MILCP. Finally, we demonstrate the efficacy of our method on a case study using pedestrian trajectory predictors.
Communication and computation are often viewed as separate tasks. This approach is very effective from the perspective of engineering as isolated optimizations can be performed. However, for many computation-oriented applications, the main interest is a function of the local information at the devices, rather than the local information itself. In such scenarios, information theoretical results show that harnessing the interference in a multiple access channel for computation, i.e., over-the-air computation (OAC), can provide a significantly higher achievable computation rate than separating communication and computation tasks. Moreover, the gap between OAC and separation in terms of computation rate increases with more participating nodes. Given this motivation, in this study, we provide a comprehensive survey on practical OAC methods. After outlining fundamentals related to OAC, we discuss the available OAC schemes with their pros and cons. We provide an overview of the enabling mechanisms for achieving reliable computation in the wireless channel. Finally, we summarize the potential applications of OAC and point out some future directions.
Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including machine learning problems. This work concentrates on the decentralized setting, which is increasingly important but not well understood. In particular, we consider decentralized stochastic (sum-type) variational inequalities over fixed and time-varying networks. We present lower complexity bounds for both communication and local iterations and construct optimal algorithms that match these lower bounds. Our algorithms are the best among the available literature not only in the decentralized stochastic case, but also in the decentralized deterministic and non-distributed stochastic cases. Experimental results confirm the effectiveness of the presented algorithms.