We consider the k-diameter clustering problem, where the goal is to partition a set of points in a metric space into $k$ clusters, minimizing the maximum distance between any two points in the same cluster. In general metrics, k-diameter is known to be NP-hard, while it has a $2$-approximation algorithm (Gonzalez'85). Complementing this algorithm, it is known that k-diameter is NP-hard to approximate within a factor better than $2$ in the $\ell_1$ and $\ell_\infty$ metrics, and within a factor of $1.969$ in the $\ell_2$ metric (Feder-Greene'88). When $k\geq 3$ is fixed, k-diameter remains NP-hard to approximate within a factor better than $2$ in the $\ell_\infty$ metric (Megiddo'90). However, its approximability in this setting has not previously been studied in the $\ell_1$ and $\ell_2$ metrics, though a $1.415$-approximation algorithm in the $\ell_2$ metric follows from a known result (Badoiu et al.'02). In this paper, we address the remaining gap by showing new hardness of approximation results that hold even when $k=3$. Specifically, we prove that 3-diameter is NP-hard to approximate within a factor better than $1.5$ in the $\ell_1$ metric, and within a factor of $1.304$ in the $\ell_2$ metric.
We provide a framework to analyze the convergence of discretized kinetic Langevin dynamics for $M$-$\nabla$Lipschitz, $m$-convex potentials. Our approach gives convergence rates of $\mathcal{O}(m/M)$, with explicit stepsize restrictions, which are of the same order as the stability threshold for Gaussian targets and are valid for a large interval of the friction parameter. We apply this methodology to various integration schemes which are popular in the molecular dynamics and machine learning communities. Finally, we introduce the property "$\gamma$-limit convergent" (GLC) to characterize underdamped Langevin schemes that converge to overdamped dynamics in the high-friction limit and which have stepsize restrictions that are independent of the friction parameter; we show that this property is not generic by exhibiting methods from both the class and its complement. We further provide asymptotic bias estimates for the BAOAB scheme, which remain accurate in the high-friction limit by comparison to a modified stochastic dynamics which preserves the invariant measure.
Recent generalizations of the Hopfield model of associative memories are able to store a number $P$ of random patterns that grows exponentially with the number $N$ of neurons, $P=\exp(\alpha N)$. Besides the huge storage capacity, another interesting feature of these networks is their connection to the attention mechanism which is part of the Transformer architectures widely applied in deep learning. In this work, we study a generic family of pattern ensembles using a statistical mechanics analysis which gives exact asymptotic thresholds for the retrieval of a typical pattern, $\alpha_1$, and lower bounds for the maximum of the load $\alpha$ for which all patterns can be retrieved, $\alpha_c$, as well as sizes of attraction basins. We discuss in detail the cases of Gaussian and spherical patterns, and show that they display rich and qualitatively different phase diagrams.
When using ordinal patterns, which describe the ordinal structure within a data vector, the problem of ties appeared permanently. So far, model classes were used which do not allow for ties; randomization has been another attempt to overcome this problem. Often, time periods with constant values even have been counted as times of monotone increase. To overcome this, a new approach is proposed: it explicitly allows for ties and, hence, considers more patterns than before. Ties are no longer seen as nuisance, but to carry valuable information. Limit theorems in the new framework are provided, both, for a single time series and for the dependence between two time series. The methods are used on hydrological data sets. It is common to distinguish five flood classes (plus 'absence of flood'). Considering data vectors of these classes at a certain gauge in a river basin, one will usually encounter several ties. Co-monotonic behavior between the data sets of two gauges (increasing, constant, decreasing) can be detected by the method as well as spatial patterns. Thus, it helps to analyze the strength of dependence between different gauges in an intuitive way. This knowledge can be used to asses risk and to plan future construction projects.
Computational complexity is a key limitation of genomic analyses. Thus, over the last 30 years, researchers have proposed numerous fast heuristic methods that provide computational relief. Comparing genomic sequences is one of the most fundamental computational steps in most genomic analyses. Due to its high computational complexity, optimized exact and heuristic algorithms are still being developed. We find that these methods are highly sensitive to the underlying data, its quality, and various hyperparameters. Despite their wide use, no in-depth analysis has been performed, potentially falsely discarding genetic sequences from further analysis and unnecessarily inflating computational costs. We provide the first analysis and benchmark of this heterogeneity. We deliver an actionable overview of the 11 most widely used state-of-the-art methods for comparing genomic sequences. We also inform readers about their advantages and downsides using thorough experimental evaluation and different real datasets from all major manufacturers (i.e., Illumina, ONT, and PacBio). SequenceLab is publicly available at //github.com/CMU-SAFARI/SequenceLab.
In the context of interactive proofs, a "folding scheme" (popularized by Nova) is a way to combine multiple instances of a constraint system into a single instance, so the validity of the multiple instances can statistically be reduced to the validity of a single one. We show how Nova folding can be generalized to ``custom'' gates and extra rounds of verifier randomness. As an application of this extension, we present Origami, the first (to our knowledge) known example of a folding scheme for lookups.
We provide an analysis of the squared Wasserstein-2 ($W_2$) distance between two probability distributions associated with two stochastic differential equations (SDEs). Based on this analysis, we propose the use of a squared $W_2$ distance-based loss functions in the \textit{reconstruction} of SDEs from noisy data. To demonstrate the practicality of our Wasserstein distance-based loss functions, we performed numerical experiments that demonstrate the efficiency of our method in reconstructing SDEs that arise across a number of applications.
Spectral precision matrix, the inverse of a spectral density matrix, is an object of central interest in frequency-domain analysis of multivariate time series. Estimation of spectral precision matrix is a key step in calculating partial coherency and graphical model selection of stationary time series. When the dimension of a multivariate time series is moderate to large, traditional estimators of spectral density matrices such as averaged periodograms tend to be severely ill-conditioned, and one needs to resort to suitable regularization strategies involving optimization over complex variables. In this work, we propose complex graphical Lasso (CGLASSO), an $\ell_1$-penalized estimator of spectral precision matrix based on local Whittle likelihood maximization. We develop fast $\textit{pathwise coordinate descent}$ algorithms for implementing CGLASSO on large dimensional time series data sets. At its core, our algorithmic development relies on a ring isomorphism between complex and real matrices that helps map a number of optimization problems over complex variables to similar optimization problems over real variables. This finding may be of independent interest and more broadly applicable for high-dimensional statistical analysis with complex-valued data. We also present a complete non-asymptotic theory of our proposed estimator which shows that consistent estimation is possible in high-dimensional regime as long as the underlying spectral precision matrix is suitably sparse. We compare the performance of CGLASSO with competing alternatives on simulated data sets, and use it to construct partial coherence network among brain regions from a real fMRI data set.
As soon as abstract mathematical computations were adapted to computation on digital computers, the problem of efficient representation, manipulation, and communication of the numerical values in those computations arose. Strongly related to the problem of numerical representation is the problem of quantization: in what manner should a set of continuous real-valued numbers be distributed over a fixed discrete set of numbers to minimize the number of bits required and also to maximize the accuracy of the attendant computations? This perennial problem of quantization is particularly relevant whenever memory and/or computational resources are severely restricted, and it has come to the forefront in recent years due to the remarkable performance of Neural Network models in computer vision, natural language processing, and related areas. Moving from floating-point representations to low-precision fixed integer values represented in four bits or less holds the potential to reduce the memory footprint and latency by a factor of 16x; and, in fact, reductions of 4x to 8x are often realized in practice in these applications. Thus, it is not surprising that quantization has emerged recently as an important and very active sub-area of research in the efficient implementation of computations associated with Neural Networks. In this article, we survey approaches to the problem of quantizing the numerical values in deep Neural Network computations, covering the advantages/disadvantages of current methods. With this survey and its organization, we hope to have presented a useful snapshot of the current research in quantization for Neural Networks and to have given an intelligent organization to ease the evaluation of future research in this area.
Neural machine translation (NMT) is a deep learning based approach for machine translation, which yields the state-of-the-art translation performance in scenarios where large-scale parallel corpora are available. Although the high-quality and domain-specific translation is crucial in the real world, domain-specific corpora are usually scarce or nonexistent, and thus vanilla NMT performs poorly in such scenarios. Domain adaptation that leverages both out-of-domain parallel corpora as well as monolingual corpora for in-domain translation, is very important for domain-specific translation. In this paper, we give a comprehensive survey of the state-of-the-art domain adaptation techniques for NMT.
Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use as a layer in neural networks trained by backpropagation. To address this issue, we propose to smooth the max operator in the dynamic programming recursion, using a strongly convex regularizer. This allows to relax both the optimal value and solution of the original combinatorial problem, and turns a broad class of DP algorithms into differentiable operators. Theoretically, we provide a new probabilistic perspective on backpropagating through these DP operators, and relate them to inference in graphical models. We derive two particular instantiations of our framework, a smoothed Viterbi algorithm for sequence prediction and a smoothed DTW algorithm for time-series alignment. We showcase these instantiations on two structured prediction tasks and on structured and sparse attention for neural machine translation.