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We study the problem of finding the maximum of a function defined on the nodes of a connected graph. The goal is to identify a node where the function obtains its maximum. We focus on local iterative algorithms, which traverse the nodes of the graph along a path, and the next iterate is chosen from the neighbors of the current iterate with probability distribution determined by the function values at the current iterate and its neighbors. We study two algorithms corresponding to a Metropolis-Hastings random walk with different transition kernels: (i) The first algorithm is an exponentially weighted random walk governed by a parameter gamma. (ii) The second algorithm is defined with respect to the graph Laplacian and a smoothness parameter k. We derive convergence rates for the two algorithms in terms of total variation distance and hitting times. We also provide simulations showing the relative convergence rates of our algorithms in comparison to an unbiased random walk, as a function of the smoothness of the graph function. Our algorithms may be categorized as a new class of “descent-based” methods for function maximization on the nodes of a graph.
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Higher-Order Total Variation Classes on Grids: Minimax Theory and Trend Filtering Methods.
We consider the problem of estimating the values of a function over n nodes of a d-dimensional grid graph (having equal side lengths) from noisy observations. The function is assumed to be smooth, but is allowed to exhibit different amounts of smoothness at different regions in the grid. Such heterogeneity eludes classical measures of smoothness from nonparametric statistics, such as Holder smoothness. Meanwhile, total variation (TV) smoothness classes allow for heterogeneity, but are restrictive in another sense: only constant functions count as perfectly smooth (achieve zero TV). To move past this, we define two new higher-order TV classes, based on two ways of compiling the discrete derivatives of a parameter across the nodes. We relate these two new classes to Holder classes, and derive lower bounds on their minimax errors. We also analyze two naturally associated trend filtering methods; when d=2, each is seen to be rate optimal over the appropriate class.
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- Award ID(s):
- 1712996
- PAR ID:
- 10061393
- Date Published:
- Journal Name:
- Advances in neural information processing systems
- Volume:
- 30
- ISSN:
- 1049-5258
- Page Range / eLocation ID:
- 5800--5810
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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