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Majority-SAT is the problem of determining whether an input $n$-variable formula in conjunctive normal form (CNF) has at least $2^{n-1}$ satisfying assignments. Majority-SAT and related problems have been studied extensively in various AI communities interested in the complexity of probabilistic planning and inference. Although Majority-SAT has been known to be PP-complete for over 40 years, the complexity of a natural variant has remained open: Majority-$k$SAT, where the input CNF formula is restricted to have clause width at most $k$. We prove that for every $k$, Majority-$k$SAT is in P. In fact, for any positive integer $k$ and rational $\rho \in (0,1)$ with bounded denominator, we give an algorithm that can determine whether a given $k$-CNF has at least $\rho \cdot 2^n$ satisfying assignments, in deterministic linear time (whereas the previous best-known algorithm ran in exponential time). Our algorithms have interesting positive implications for counting complexity and the complexity of inference, significantly reducing the known complexities of related problems such as E-MAJ-$k$SAT and MAJ-MAJ-$k$SAT. At the heart of our approach is an efficient method for solving threshold counting problems by extracting sunflowers found in the corresponding set system of a $k$-CNF. We also show that the tractability of Majority-$k$SAT is somewhat fragile. For the closely related GtMajority-SAT problem (where we ask whether a given formula has greater than $2^{n-1}$ satisfying assignments) which is known to be PP-complete, we show that GtMajority-$k$SAT is in P for $k\le 3$, but becomes NP-complete for $k\geq 4$. These results are counterintuitive, because the ``natural'' classifications of these problems would have been PP-completeness, and because there is a stark difference in the complexity of GtMajority-$k$SAT and Majority-$k$SAT for all $k\ge 4$.

Gaussian process optimization is a successful class of algorithms(e.g. GP-UCB) to optimize a black-box function through sequential evaluations. However, for functions with continuous domains, Gaussian process optimization has to rely on either a fixed discretization of the space, or the solution of a non-convex optimization subproblem at each evaluation. The first approach can negatively affect performance, while the second approach puts requires a heavy computational burden. A third option, only recently theoretically studied, is to adaptively discretize the function domain. Even though this approach avoids the extra non-convex optimization costs, the overall computational complexity is still prohibitive. An algorithm such as GP-UCB has a runtime of $O(T^4)$, where $T$ is the number of iterations. In this paper, we introduce Ada-BKB (Adaptive Budgeted Kernelized Bandit), a no-regret Gaussian process optimization algorithm for functions on continuous domains, that provably runs in $O(T^2 d_\text{eff}^2)$, where $d_\text{eff}$ is the effective dimension of the explored space, and which is typically much smaller than $T$. We corroborate our theoretical findings with experiments on synthetic non-convex functions and on the real-world problem of hyper-parameter optimization, confirming the good practical performances of the proposed approach.

A learning method is self-certified if it uses all available data to simultaneously learn a predictor and certify its quality with a statistical certificate that is valid on unseen data. Recent work has shown that neural network models trained by optimising PAC-Bayes bounds lead not only to accurate predictors, but also to tight risk certificates, bearing promise towards achieving self-certified learning. In this context, learning and certification strategies based on PAC-Bayes bounds are especially attractive due to their ability to leverage all data to learn a posterior and simultaneously certify its risk. In this paper, we assess the progress towards self-certification in probabilistic neural networks learnt by PAC-Bayes inspired objectives. We empirically compare (on 4 classification datasets) classical test set bounds for deterministic predictors and a PAC-Bayes bound for randomised self-certified predictors. We first show that both of these generalisation bounds are not too far from out-of-sample test set errors. We then show that in data starvation regimes, holding out data for the test set bounds adversely affects generalisation performance, while self-certified strategies based on PAC-Bayes bounds do not suffer from this drawback, proving that they might be a suitable choice for the small data regime. We also find that probabilistic neural networks learnt by PAC-Bayes inspired objectives lead to certificates that can be surprisingly competitive with commonly used test set bounds.

Stepped wedge cluster randomized controlled trials are typically analyzed using models that assume the full effect of the treatment is achieved instantaneously. We provide an analytical framework for scenarios in which the treatment effect varies as a function of exposure time (time since the start of treatment) and define the "effect curve" as the magnitude of the treatment effect on the linear predictor scale as a function of exposure time. The "time-averaged treatment effect", (TATE) and "long-term treatment effect" (LTE) are summaries of this curve. We analytically derive the expectation of the estimator resulting from a model that assumes an immediate treatment effect and show that it can be expressed as a weighted sum of the time-specific treatment effects corresponding to the observed exposure times. Surprisingly, although the weights sum to one, some of the weights can be negative. This implies that the estimator may be severely misleading and can even converge to a value of the opposite sign of the true TATE or LTE. We describe several models that can be used to simultaneously estimate the entire effect curve, the TATE, and the LTE, some of which make assumptions about the shape of the effect curve. We evaluate these models in a simulation study to examine the operating characteristics of the resulting estimators and apply them to two real datasets.

Deterministic models for radiation transport describe the density of radiation particles moving through a background material. In radiation therapy applications, the phase space of this density is composed of energy, spatial position and direction of flight. The resulting six-dimensional phase space prohibits fine numerical discretizations, which are essential for the construction of accurate and reliable treatment plans. In this work, we tackle the high dimensional phase space through a dynamical low-rank approximation of the particle density. Dynamical low-rank approximation (DLRA) evolves the solution on a low-rank manifold in time. Interpreting the energy variable as a pseudo-time lets us employ the DLRA framework to represent the solution of the radiation transport equation on a low-rank manifold for every energy. Stiff scattering terms are treated through an efficient implicit energy discretization and a rank adaptive integrator is chosen to dynamically adapt the rank in energy. To facilitate the use of boundary conditions and reduce the overall rank, the radiation transport equation is split into collided and uncollided particles through a collision source method. Uncollided particles are described by a directed quadrature set guaranteeing low computational costs, whereas collided particles are represented by a low-rank solution. It can be shown that the presented method is L$^2$-stable under a time step restriction which does not depend on stiff scattering terms. Moreover, the implicit treatment of scattering does not require numerical inversions of matrices. Numerical results for radiation therapy configurations as well as the line source benchmark underline the efficiency of the proposed method.

This paper studies the expressive power of artificial neural networks (NNs) with rectified linear units. To study them as a model of real-valued computation, we introduce the concept of Max-Affine Arithmetic Programs and show equivalence between them and NNs concerning natural complexity measures. We then use this result to show that two fundamental combinatorial optimization problems can be solved with polynomial-size NNs, which is equivalent to the existence of very special strongly polynomial time algorithms. First, we show that for any undirected graph with $n$ nodes, there is an NN of size $\mathcal{O}(n^3)$ that takes the edge weights as input and computes the value of a minimum spanning tree of the graph. Second, we show that for any directed graph with $n$ nodes and $m$ arcs, there is an NN of size $\mathcal{O}(m^2n^2)$ that takes the arc capacities as input and computes a maximum flow. These results imply in particular that the solutions of the corresponding parametric optimization problems where all edge weights or arc capacities are free parameters can be encoded in polynomial space and evaluated in polynomial time, and that such an encoding is provided by an NN.

We consider sensitivity of a generic stochastic optimization problem to model uncertainty. We take a non-parametric approach and capture model uncertainty using Wasserstein balls around the postulated model. We provide explicit formulae for the first order correction to both the value function and the optimizer and further extend our results to optimization under linear constraints. We present applications to statistics, machine learning, mathematical finance and uncertainty quantification. In particular, we provide explicit first-order approximation for square-root LASSO regression coefficients and deduce coefficient shrinkage compared to the ordinary least squares regression. We consider robustness of call option pricing and deduce a new Black-Scholes sensitivity, a non-parametric version of the so-called Vega. We also compute sensitivities of optimized certainty equivalents in finance and propose measures to quantify robustness of neural networks to adversarial examples.

Despite their overwhelming capacity to overfit, deep neural networks trained by specific optimization algorithms tend to generalize well to unseen data. Recently, researchers explained it by investigating the implicit regularization effect of optimization algorithms. A remarkable progress is the work (Lyu&Li, 2019), which proves gradient descent (GD) maximizes the margin of homogeneous deep neural networks. Except GD, adaptive algorithms such as AdaGrad, RMSProp and Adam are popular owing to their rapid training process. However, theoretical guarantee for the generalization of adaptive optimization algorithms is still lacking. In this paper, we study the implicit regularization of adaptive optimization algorithms when they are optimizing the logistic loss on homogeneous deep neural networks. We prove that adaptive algorithms that adopt exponential moving average strategy in conditioner (such as Adam and RMSProp) can maximize the margin of the neural network, while AdaGrad that directly sums historical squared gradients in conditioner can not. It indicates superiority on generalization of exponential moving average strategy in the design of the conditioner. Technically, we provide a unified framework to analyze convergent direction of adaptive optimization algorithms by constructing novel adaptive gradient flow and surrogate margin. Our experiments can well support the theoretical findings on convergent direction of adaptive optimization algorithms.

Influence maximization is the task of selecting a small number of seed nodes in a social network to maximize the spread of the influence from these seeds, and it has been widely investigated in the past two decades. In the canonical setting, the whole social network as well as its diffusion parameters is given as input. In this paper, we consider the more realistic sampling setting where the network is unknown and we only have a set of passively observed cascades that record the set of activated nodes at each diffusion step. We study the task of influence maximization from these cascade samples (IMS), and present constant approximation algorithms for this task under mild conditions on the seed set distribution. To achieve the optimization goal, we also provide a novel solution to the network inference problem, that is, learning diffusion parameters and the network structure from the cascade data. Comparing with prior solutions, our network inference algorithm requires weaker assumptions and does not rely on maximum-likelihood estimation and convex programming. Our IMS algorithms enhance the learning-and-then-optimization approach by allowing a constant approximation ratio even when the diffusion parameters are hard to learn, and we do not need any assumption related to the network structure or diffusion parameters.

Non-convex optimization is ubiquitous in modern machine learning. Researchers devise non-convex objective functions and optimize them using off-the-shelf optimizers such as stochastic gradient descent and its variants, which leverage the local geometry and update iteratively. Even though solving non-convex functions is NP-hard in the worst case, the optimization quality in practice is often not an issue -- optimizers are largely believed to find approximate global minima. Researchers hypothesize a unified explanation for this intriguing phenomenon: most of the local minima of the practically-used objectives are approximately global minima. We rigorously formalize it for concrete instances of machine learning problems.