Frequent Directions, as a deterministic matrix sketching technique, has been proposed for tackling low-rank approximation problems. This method has a high degree of accuracy and practicality, but experiences a lot of computational cost for large-scale data. Several recent works on the randomized version of Frequent Directions greatly improve the computational efficiency, but unfortunately sacrifice some precision. To remedy such issue, this paper aims to find a more accurate projection subspace to further improve the efficiency and effectiveness of the existing Frequent Directions techniques. Specifically, by utilizing the power of Block Krylov Iteration and random projection technique, this paper presents a fast and accurate Frequent Directions algorithm named as r-BKIFD. The rigorous theoretical analysis shows that the proposed r-BKIFD has a comparable error bound with original Frequent Directions, and the approximation error can be arbitrarily small when the number of iterations is chosen appropriately. Extensive experimental results on both synthetic and real data further demonstrate the superiority of r-BKIFD over several popular Frequent Directions algorithms, both in terms of computational efficiency and accuracy.
It is well-known that an algorithm exists which approximates the NP-complete problem of Set Cover within a factor of ln(n), and it was recently proven that this approximation ratio is optimal unless P = NP. This optimality result is the product of many advances in characterizations of NP, in terms of interactive proof systems and probabilistically checkable proofs (PCP), and improvements to the analyses thereof. However, as a result, it is difficult to extract the development of Set Cover approximation bounds from the greater scope of proof system analysis. This paper attempts to present a chronological progression of results on lower-bounding the approximation ratio of Set Cover. We analyze a series of proofs of progressively better bounds and unify the results under similar terminologies and frameworks to provide an accurate comparison of proof techniques and their results. We also treat many preliminary results as black-boxes to better focus our analysis on the core reductions to Set Cover instances. The result is alternative versions of several hardness proofs, beginning with initial inapproximability results and culminating in a version of the proof that ln(n) is a tight lower bound.
The multi-commodity flow-cut gap is a fundamental parameter that affects the performance of several divide \& conquer algorithms, and has been extensively studied for various classes of undirected graphs. It has been shown by Linial, London and Rabinovich and by Aumann and Rabani that for general $n$-vertex graphs it is bounded by $O(\log n)$ and the Gupta-Newman-Rabinovich-Sinclair conjecture asserts that it is $O(1)$ for any family of graphs that excludes some fixed minor. We show that the multicommodity flow-cut gap on \emph{directed} planar graphs is $O(\log^3 n)$. This is the first \emph{sub-polynomial} bound for any family of directed graphs of super-constant treewidth. We remark that for general directed graphs, it has been shown by Chuzhoy and Khanna that the gap is $\widetilde{\Omega}(n^{1/7})$, even for directed acyclic graphs. As a direct consequence of our result, we also obtain the first polynomial-time polylogarithmic-approximation algorithms for the Directed Non-Bipartite Sparsest-Cut, and the Directed Multicut problems for directed planar graphs, which extends the long-standing result for undirectd planar graphs by Rao (with a slightly weaker bound). At the heart of our result we investigate low-distortion quasimetric embeddings into \emph{directed} $\ell_1$. More precisely, we construct $O(\log^2 n)$-Lipschitz quasipartitions for the shortest-path quasimetric spaces of planar digraphs, which generalize the notion of Lipschitz partitions from the theory of metric embeddings. This construction combines ideas from the theory of bi-Lipschitz embeddings, with tools form data structures on directed planar graphs.
Constructed by the neural network, variational autoencoder has the overfitting problem caused by setting too many neural units, we develop an adaptive dimension reduction algorithm that can automatically learn the dimension of latent variable vector, moreover, the dimension of every hidden layer. This approach not only apply to the variational autoencoder but also other variants like Conditional VAE(CVAE), and we show the empirical results on six data sets which presents the universality and efficiency of this algorithm. The key advantages of this algorithm is that it can converge the dimension of latent variable vector which approximates the dimension reaches minimum loss of variational autoencoder(VAE), also speeds up the generating and computing speed by reducing the neural units.
Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan} in a low-rank subspace. However, the optimal transport plan is often not low-rank, which tends to yield large approximation errors. For example, when Monge's \emph{transport map} exists, the transport plan is full rank. This paper concerns the computation of the OT distance with adequate accuracy and efficiency. A novel approximation for OT is proposed, in which the transport plan can be decomposed into the sum of a low-rank matrix and a sparse one. We theoretically analyze the approximation error. An augmented Lagrangian method is then designed to efficiently calculate the transport plan.
The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach, specialized algorithms are typically required to solve the corresponding high-dimensional non-smooth optimization for large instances. Iteratively Reweighted Least Squares (IRLS) is a widely used algorithm for this purpose due its excellent numerical performance. However, while existing theory is able to guarantee convergence of this algorithm to the minimizer, it does not provide a global convergence rate. In this paper, we prove that a variant of IRLS converges with a global linear rate to a sparse solution, i.e., with a linear error decrease occurring immediately from any initialization, if the measurements fulfill the usual null space property assumption. We support our theory by numerical experiments showing that our linear rate captures the correct dimension dependence. We anticipate that our theoretical findings will lead to new insights for many other use cases of the IRLS algorithm, such as in low-rank matrix recovery.
Many representative graph neural networks, $e.g.$, GPR-GNN and ChebyNet, approximate graph convolutions with graph spectral filters. However, existing work either applies predefined filter weights or learns them without necessary constraints, which may lead to oversimplified or ill-posed filters. To overcome these issues, we propose $\textit{BernNet}$, a novel graph neural network with theoretical support that provides a simple but effective scheme for designing and learning arbitrary graph spectral filters. In particular, for any filter over the normalized Laplacian spectrum of a graph, our BernNet estimates it by an order-$K$ Bernstein polynomial approximation and designs its spectral property by setting the coefficients of the Bernstein basis. Moreover, we can learn the coefficients (and the corresponding filter weights) based on observed graphs and their associated signals and thus achieve the BernNet specialized for the data. Our experiments demonstrate that BernNet can learn arbitrary spectral filters, including complicated band-rejection and comb filters, and it achieves superior performance in real-world graph modeling tasks.
In order to avoid the curse of dimensionality, frequently encountered in Big Data analysis, there was a vast development in the field of linear and nonlinear dimension reduction techniques in recent years. These techniques (sometimes referred to as manifold learning) assume that the scattered input data is lying on a lower dimensional manifold, thus the high dimensionality problem can be overcome by learning the lower dimensionality behavior. However, in real life applications, data is often very noisy. In this work, we propose a method to approximate $\mathcal{M}$ a $d$-dimensional $C^{m+1}$ smooth submanifold of $\mathbb{R}^n$ ($d \ll n$) based upon noisy scattered data points (i.e., a data cloud). We assume that the data points are located "near" the lower dimensional manifold and suggest a non-linear moving least-squares projection on an approximating $d$-dimensional manifold. Under some mild assumptions, the resulting approximant is shown to be infinitely smooth and of high approximation order (i.e., $O(h^{m+1})$, where $h$ is the fill distance and $m$ is the degree of the local polynomial approximation). The method presented here assumes no analytic knowledge of the approximated manifold and the approximation algorithm is linear in the large dimension $n$. Furthermore, the approximating manifold can serve as a framework to perform operations directly on the high dimensional data in a computationally efficient manner. This way, the preparatory step of dimension reduction, which induces distortions to the data, can be avoided altogether.
UMAP (Uniform Manifold Approximation and Projection) is a novel manifold learning technique for dimension reduction. UMAP is constructed from a theoretical framework based in Riemannian geometry and algebraic topology. The result is a practical scalable algorithm that applies to real world data. The UMAP algorithm is competitive with t-SNE for visualization quality, and arguably preserves more of the global structure with superior run time performance. Furthermore, UMAP has no computational restrictions on embedding dimension, making it viable as a general purpose dimension reduction technique for machine learning.
Many resource allocation problems in the cloud can be described as a basic Virtual Network Embedding Problem (VNEP): finding mappings of request graphs (describing the workloads) onto a substrate graph (describing the physical infrastructure). In the offline setting, the two natural objectives are profit maximization, i.e., embedding a maximal number of request graphs subject to the resource constraints, and cost minimization, i.e., embedding all requests at minimal overall cost. The VNEP can be seen as a generalization of classic routing and call admission problems, in which requests are arbitrary graphs whose communication endpoints are not fixed. Due to its applications, the problem has been studied intensively in the networking community. However, the underlying algorithmic problem is hardly understood. This paper presents the first fixed-parameter tractable approximation algorithms for the VNEP. Our algorithms are based on randomized rounding. Due to the flexible mapping options and the arbitrary request graph topologies, we show that a novel linear program formulation is required. Only using this novel formulation the computation of convex combinations of valid mappings is enabled, as the formulation needs to account for the structure of the request graphs. Accordingly, to capture the structure of request graphs, we introduce the graph-theoretic notion of extraction orders and extraction width and show that our algorithms have exponential runtime in the request graphs' maximal width. Hence, for request graphs of fixed extraction width, we obtain the first polynomial-time approximations. Studying the new notion of extraction orders we show that (i) computing extraction orders of minimal width is NP-hard and (ii) that computing decomposable LP solutions is in general NP-hard, even when restricting request graphs to planar ones.
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by numerical experiments with real and synthetic data.