We introduce and study the problem of dueling optimization with a monotone adversary, a generalization of (noiseless) dueling convex optimization. The goal is to design an online algorithm to find a minimizer x* for a function f:X→R, for X \subseteq R^d. In each round, the algorithm submits a pair of guesses x1 and x2, and the adversary responds with any point in the space that is at least as good as both guesses. The cost of each query is the suboptimality of the worst of the two guesses; i.e., max(f(x1) − f(x*),f(x2) − f(x*)). The goal is to minimize the number of iterations required to find an ε-optimal point and to minimize the total cost (regret) of the guesses over many rounds. Our main result is an efficient randomized algorithm for several natural choices of the function f and set X that incurs cost O(d) and iteration complexity O(d log(1/ε)^2). Moreover, our dependence on d is asymptotically optimal, as we show examples in which any randomized algorithm for this problem must incur Ω(d) cost and iteration complexity.
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A query-optimal algorithm for finding counterfactuals
We design an algorithm for finding counterfactuals with strong theoretical guarantees on its performance. For any monotone model f:Xd→{0,1} and instance x⋆, our algorithm makes
S(f)O(Δf(x⋆))⋅logd
{queries} to f and returns an {\sl optimal} counterfactual for x⋆: a nearest instance x′ to x⋆ for which f(x′)≠f(x⋆). Here S(f) is the sensitivity of f, a discrete analogue of the Lipschitz constant, and Δf(x⋆) is the distance from x⋆ to its nearest counterfactuals. The previous best known query complexity was dO(Δf(x⋆)), achievable by brute-force local search. We further prove a lower bound of S(f)Ω(Δf(x⋆))+Ω(logd) on the query complexity of any algorithm, thereby showing that the guarantees of our algorithm are essentially optimal.
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- Award ID(s):
- 2006664
- PAR ID:
- 10339733
- Date Published:
- Journal Name:
- International Conference on Machine Learning (ICML 2022)
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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