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Structural bias or segregation of networks refers to situations where two or more disparate groups are present in the network, so that the groups are highly connected internally, but loosely connected to each other. In many cases it is of interest to increase the connectivity of disparate groups so as to, e.g., minimize social friction, or expose individuals to diverse viewpoints. A commonly-used mechanism for increasing the network connectivity is to add edge shortcuts between pairs of nodes. In many applications of interest, edge shortcuts typically translate to recommendations, e.g., what video to watch, or what news article to read next. The problem of reducing structural bias or segregation via edge shortcuts has recently been studied in the literature, and random walks have been an essential tool for modeling navigation and connectivity in the underlying networks. Existing methods, however, either do not offer approximation guarantees, or engineer the objective so that it satisfies certain desirable properties that simplify the optimization~task. In this paper we address the problem of adding a given number of shortcut edges in the network so as to directly minimize the average hitting time and the maximum hitting time between two disparate groups. Our algorithm for minimizing average hitting time is a greedy bicriteria that relies on supermodularity. In contrast, maximum hitting time is not supermodular. Despite, we develop an approximation algorithm for that objective as well, by leveraging connections with average hitting time and the asymmetric k-center problem.

Orienting the edges of an undirected graph such that the resulting digraph satisfies some given constraints is a classical problem in graph theory, with multiple algorithmic applications. In particular, an $st$-orientation orients each edge of the input graph such that the resulting digraph is acyclic, and it contains a single source $s$ and a single sink $t$. Computing an $st$-orientation of a graph can be done efficiently, and it finds notable applications in graph algorithms and in particular in graph drawing. On the other hand, finding an $st$-orientation with at most $k$ transitive edges is more challenging and it was recently proven to be NP-hard already when $k=0$. We strengthen this result by showing that the problem remains NP-hard even for graphs of bounded diameter, and for graphs of bounded vertex degree. These computational lower bounds naturally raise the question about which structural parameters can lead to tractable parameterizations of the problem. Our main result is a fixed-parameter tractable algorithm parameterized by treewidth.

We propose a graph clustering formulation based on multicut (a.k.a. weighted correlation clustering) on the complete graph. Our formulation does not need specification of the graph topology as in the original sparse formulation of multicut, making our approach simpler and potentially better performing. In contrast to unweighted correlation clustering we allow for a more expressive weighted cost structure. In dense multicut, the clustering objective is given in a factorized form as inner products of node feature vectors. This allows for an efficient formulation and inference in contrast to multicut/weighted correlation clustering, which has at least quadratic representation and computation complexity when working on the complete graph. We show how to rewrite classical greedy algorithms for multicut in our dense setting and how to modify them for greater efficiency and solution quality. In particular, our algorithms scale to graphs with tens of thousands of nodes. Empirical evidence on instance segmentation on Cityscapes and clustering of ImageNet datasets shows the merits of our approach.

The usage of numerical homogenization to obtain structure-property relations using the finite element method at both the micro and macro scale has gained much interest in the research community. However the computational cost of this so called FE\textsuperscript{2} method is so high, that algorithmic modifications and reduction methods are essential. Currently the authors proposed a monolithic algorithm. Now this algorithm is combined with ROM and ECM hyper integration, applied at finite deformations and complemented by a clustered training strategy, which lowers the training effort and the number of necessary ROM modes immensely. An implementation in terms of an extension for the already established MonolithFE\textsuperscript{2} code is provided. Numerical examples show the efficiency and accuracy of the monolithic hyper ROM FE\textsuperscript{2} method and the advantages of the clustered training strategy. The applied methods are modularly combinable as aimed in finite element approaches.

Directed acyclic graphs (DAGs) encode a lot of information about a particular distribution in their structure. However, compute required to infer these structures is typically super-exponential in the number of variables, as inference requires a sweep of a combinatorially large space of potential structures. That is, until recent advances made it possible to search this space using a differentiable metric, drastically reducing search time. While this technique -- named NOTEARS -- is widely considered a seminal work in DAG-discovery, it concedes an important property in favour of differentiability: transportability. To be transportable, the structures discovered on one dataset must apply to another dataset from the same domain. We introduce D-Struct which recovers transportability in the discovered structures through a novel architecture and loss function while remaining fully differentiable. Because D-Struct remains differentiable, our method can be easily adopted in existing differentiable architectures, as was previously done with NOTEARS. In our experiments, we empirically validate D-Struct with respect to edge accuracy and structural Hamming distance in a variety of settings.

In this paper, we introduce the Maximum Matrix Contraction problem, where we aim to contract as much as possible a binary matrix in order to maximize its density. We study the complexity and the polynomial approximability of the problem. Especially, we prove this problem to be NP-Complete and that every algorithm solving this problem is at most a $2\sqrt{n}$-approximation algorithm where n is the number of ones in the matrix. We then focus on efficient algorithms to solve the problem: an integer linear program and three heuristics.

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in some known features, that is, a linear function approximation exists. The best existing regret upper bound for this setting (Luo et al., 2021) is of order $\tilde{\mathcal O}(K^{2/3})$ (omitting all other dependencies), given access to a simulator. This paper provides two algorithms that improve the regret to $\tilde{\mathcal O}(\sqrt K)$ in the same setting. Our first algorithm makes use of a refined analysis of the Follow-the-Regularized-Leader (FTRL) algorithm with the log-barrier regularizer. This analysis allows the loss estimators to be arbitrarily negative and might be of independent interest. Our second algorithm develops a magnitude-reduced loss estimator, further removing the polynomial dependency on the number of actions in the first algorithm and leading to the optimal regret bound (up to logarithmic terms and dependency on the horizon). Moreover, we also extend the first algorithm to simulator-free linear MDPs, which achieves $\tilde{\mathcal O}(K^{8/9})$ regret and greatly improves over the best existing bound $\tilde{\mathcal O}(K^{14/15})$. This algorithm relies on a better alternative to the Matrix Geometric Resampling procedure by Neu & Olkhovskaya (2020), which could again be of independent interest.

We study variance reduction methods for extragradient (EG) algorithms for a class of variational inequalities satisfying a classical error-bound condition. Previously, linear convergence was only known to hold under strong monotonicity. The error-bound condition is much weaker than strong monotonicity and captures a larger class of problems, including bilinear saddle-point problems such as those arising from two-player zero-sum Nash equilibrium computation. We show that EG algorithms with SVRG-style variance reduction (SVRG-EG) achieve linear convergence under the error-bound condition. In addition, motivated by the empirical success of increasing iterate averaging techniques in solving saddle-point problems, we also establish new convergence results for variance-reduced EG with increasing iterate averaging. Finally, we conduct numerical experiments to demonstrate the advantage of SVRG-EG, with and without increasing iterate averaging, over deterministic EG.

Standard contrastive learning approaches usually require a large number of negatives for effective unsupervised learning and often exhibit slow convergence. We suspect this behavior is due to the suboptimal selection of negatives used for offering contrast to the positives. We counter this difficulty by taking inspiration from support vector machines (SVMs) to present max-margin contrastive learning (MMCL). Our approach selects negatives as the sparse support vectors obtained via a quadratic optimization problem, and contrastiveness is enforced by maximizing the decision margin. As SVM optimization can be computationally demanding, especially in an end-to-end setting, we present simplifications that alleviate the computational burden. We validate our approach on standard vision benchmark datasets, demonstrating better performance in unsupervised representation learning over state-of-the-art, while having better empirical convergence properties.

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.