In this paper, we study the computation of the rate-distortion-perception function (RDPF) for discrete memoryless sources subject to a single-letter average distortion constraint and a perception constraint that belongs to the family of f-divergences. For that, we leverage the fact that RDPF, assuming mild regularity conditions on the perception constraint, forms a convex programming problem. We first develop parametric characterizations of the optimal solution and utilize them in an alternating minimization approach for which we prove convergence guarantees. The resulting structure of the iterations of the alternating minimization approach renders the implementation of a generalized Blahut-Arimoto (BA) type of algorithm infeasible. To overcome this difficulty, we propose a relaxed formulation of the structure of the iterations in the alternating minimization approach, which allows for the implementation of an approximate iterative scheme. This approximation is shown, via the derivation of necessary and sufficient conditions, to guarantee convergence to a globally optimal solution. We also provide sufficient conditions on the distortion and the perception constraints which guarantee that our algorithm converges exponentially fast. We corroborate our theoretical results with numerical simulations, and we draw connections with existing results.
We present a novel method to compute the relative pose of multi-camera systems using two affine correspondences (ACs). Existing solutions to the multi-camera relative pose estimation are either restricted to special cases of motion, have too high computational complexity, or require too many point correspondences (PCs). Thus, these solvers impede an efficient or accurate relative pose estimation when applying RANSAC as a robust estimator. This paper shows that the 6DOF relative pose estimation problem using ACs permits a feasible minimal solution, when exploiting the geometric constraints between ACs and multi-camera systems using a special parameterization. We present a problem formulation based on two ACs that encompass two common types of ACs across two views, i.e., inter-camera and intra-camera. Moreover, the framework for generating the minimal solvers can be extended to solve various relative pose estimation problems, e.g., 5DOF relative pose estimation with known rotation angle prior. Experiments on both virtual and real multi-camera systems prove that the proposed solvers are more efficient than the state-of-the-art algorithms, while resulting in a better relative pose accuracy. Source code is available at //github.com/jizhaox/relpose-mcs-depth.
We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well studied, the optimal policy in this case may not be deterministic and could mix between several arms. This changes the geometry of the problem which we characterize via an information-theoretic lower bound. We introduce two asymptotically optimal algorithms for this setting, one based on the Track-and-Stop method and the other based on a game-theoretic approach. Both these algorithms try to track an optimal allocation based on the lower bound and computed by a weighted projection onto the boundary of a normal cone. Finally, we provide empirical results that validate our bounds and visualize how constraints change the hardness of the problem.
It is well-known that one can construct solutions to the nonlocal Cahn-Hilliard equation with singular potentials via Yosida approximation with parameter $\lambda \to 0$. The usual method is based on compactness arguments and does not provide any rate of convergence. Here, we fill the gap and we obtain an explicit convergence rate $\sqrt{\lambda}$. The proof is based on the theory of maximal monotone operators and an observation that the nonlocal operator is of Hilbert-Schmidt type. Our estimate can provide convergence result for the Galerkin methods where the parameter $\lambda$ could be linked to the discretization parameters, yielding appropriate error estimates.
The algebraic degree is an important parameter of Boolean functions used in cryptography. When a function in a large number of variables is not given explicitly in algebraic normal form, it might not be feasible to compute its degree. Instead, one can try to estimate the degree using probabilistic tests. We propose a probabilistic test for deciding whether the algebraic degree of a Boolean function $f$ is below a certain value $k$. The test involves picking an affine space of dimension $k$ and testing whether the values on $f$ on that space sum up to zero. If $deg(f)<k$, then $f$ will always pass the test, otherwise it will sometimes pass and sometimes fail the test, depending on which affine space was chosen. The probability of failing the proposed test is closely related to the number of monomials of degree $k$ in a polynomial $g$, averaged over all the polynomials $g$ which are affine equivalent to $f$. We initiate the study of the probability of failing the proposed ``$deg(f)<k$'' test. We show that in the particular case when the degree of $f$ is actually equal to $k$, the probability will be in the interval $(0.288788, 0.5]$, and therefore a small number of runs of the test is sufficient to give, with very high probability, the correct answer. Exact values of this probability for all the polynomials in 8 variables were computed using the representatives listed by Hou and by Langevin and Leander.
Stochastic Bilevel optimization usually involves minimizing an upper-level (UL) function that is dependent on the arg-min of a strongly-convex lower-level (LL) function. Several algorithms utilize Neumann series to approximate certain matrix inverses involved in estimating the implicit gradient of the UL function (hypergradient). The state-of-the-art StOchastic Bilevel Algorithm (SOBA) [16] instead uses stochastic gradient descent steps to solve the linear system associated with the explicit matrix inversion. This modification enables SOBA to match the lower bound of sample complexity for the single-level counterpart in non-convex settings. Unfortunately, the current analysis of SOBA relies on the assumption of higher-order smoothness for the UL and LL functions to achieve optimality. In this paper, we introduce a novel fully single-loop and Hessian-inversion-free algorithmic framework for stochastic bilevel optimization and present a tighter analysis under standard smoothness assumptions (first-order Lipschitzness of the UL function and second-order Lipschitzness of the LL function). Furthermore, we show that by a slight modification of our approach, our algorithm can handle a more general multi-objective robust bilevel optimization problem. For this case, we obtain the state-of-the-art oracle complexity results demonstrating the generality of both the proposed algorithmic and analytic frameworks. Numerical experiments demonstrate the performance gain of the proposed algorithms over existing ones.
Repeated use of a data sample via adaptively chosen queries can rapidly lead to overfitting, wherein the empirical evaluation of queries on the sample significantly deviates from their mean with respect to the underlying data distribution. It turns out that simple noise addition algorithms suffice to prevent this issue, and differential privacy-based analysis of these algorithms shows that they can handle an asymptotically optimal number of queries. However, differential privacy's worst-case nature entails scaling such noise to the range of the queries even for highly-concentrated queries, or introducing more complex algorithms. In this paper, we prove that straightforward noise-addition algorithms already provide variance-dependent guarantees that also extend to unbounded queries. This improvement stems from a novel characterization that illuminates the core problem of adaptive data analysis. We show that the harm of adaptivity results from the covariance between the new query and a Bayes factor-based measure of how much information about the data sample was encoded in the responses given to past queries. We then leverage this characterization to introduce a new data-dependent stability notion that can bound this covariance.
We consider the problem of learning from data corrupted by underrepresentation bias, where positive examples are filtered from the data at different, unknown rates for a fixed number of sensitive groups. We show that with a small amount of unbiased data, we can efficiently estimate the group-wise drop-out parameters, even in settings where intersectional group membership makes learning each intersectional rate computationally infeasible. Using this estimate for the group-wise drop-out rate, we construct a re-weighting scheme that allows us to approximate the loss of any hypothesis on the true distribution, even if we only observe the empirical error on a biased sample. Finally, we present an algorithm encapsulating this learning and re-weighting process, and we provide strong PAC-style guarantees that, with high probability, our estimate of the risk of the hypothesis over the true distribution will be arbitrarily close to the true risk.
In this paper, we present a novel characterization of the smoothness of a model based on basic principles of Large Deviation Theory. In contrast to prior work, where the smoothness of a model is normally characterized by a real value (e.g., the weights' norm), we show that smoothness can be described by a simple real-valued function. Based on this concept of smoothness, we propose an unifying theoretical explanation of why some interpolators generalize remarkably well and why a wide range of modern learning techniques (i.e., stochastic gradient descent, $\ell_2$-norm regularization, data augmentation, invariant architectures, and overparameterization) are able to find them. The emergent conclusion is that all these methods provide complimentary procedures that bias the optimizer to smoother interpolators, which, according to this theoretical analysis, are the ones with better generalization error.
We consider the problem of sequentially maximising an unknown function over a set of actions while ensuring that every sampled point has a function value below a given safety threshold. We model the function using kernel-based and Gaussian process methods, while differing from previous works in our assumption that the function is monotonically increasing with respect to a \emph{safety variable}. This assumption is motivated by various practical applications such as adaptive clinical trial design and robotics. Taking inspiration from the \textsc{\sffamily GP-UCB} and \textsc{\sffamily SafeOpt} algorithms, we propose an algorithm, monotone safe {\sffamily UCB} (\textsc{\sffamily M-SafeUCB}) for this task. We show that \textsc{\sffamily M-SafeUCB} enjoys theoretical guarantees in terms of safety, a suitably-defined regret notion, and approximately finding the entire safe boundary. In addition, we illustrate that the monotonicity assumption yields significant benefits in terms of the guarantees obtained, as well as algorithmic simplicity and efficiency. We support our theoretical findings by performing empirical evaluations on a variety of functions, including a simulated clinical trial experiment.
When is heterogeneity in the composition of an autonomous robotic team beneficial and when is it detrimental? We investigate and answer this question in the context of a minimally viable model that examines the role of heterogeneous speeds in perimeter defense problems, where defenders share a total allocated speed budget. We consider two distinct problem settings and develop strategies based on dynamic programming and on local interaction rules. We present a theoretical analysis of both approaches and our results are extensively validated using simulations. Interestingly, our results demonstrate that the viability of heterogeneous teams depends on the amount of information available to the defenders. Moreover, our results suggest a universality property: across a wide range of problem parameters the optimal ratio of the speeds of the defenders remains nearly constant.