skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.

Attention:

The NSF Public Access Repository (PAR) system and access will be unavailable from 11:00 PM ET on Friday, May 16 until 2:00 AM ET on Saturday, May 17 due to maintenance. We apologize for the inconvenience.


Title: Distributionally Robust Losses for Latent Covariate Mixtures
While modern large-scale data sets often consist of heterogeneous subpopulations—for example, multiple demographic groups or multiple text corpora—the standard practice of minimizing average loss fails to guarantee uniformly low losses across all subpopulations. We propose a convex procedure that controls the worst case performance over all subpopulations of a given size. Our procedure comes with finite-sample (nonparametric) convergence guarantees on the worst-off subpopulation. Empirically, we observe on lexical similarity, wine quality, and recidivism prediction tasks that our worst case procedure learns models that do well against unseen subpopulations.  more » « less
Award ID(s):
2006777
PAR ID:
10378817
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Operations Research
ISSN:
0030-364X
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. null (Ed.)
    Maximal Independent Set (MIS) is one of the fundamental problems in distributed computing. The round (time) complexity of distributed MIS has traditionally focused on the worst-case time for all nodes to finish. The best-known (randomized) MIS algorithms take O(log n) worst-case rounds on general graphs (where n is the number of nodes). Breaking the O(log n) worst-case bound has been a longstanding open problem, while currently the best-known lower bound is [EQUATION] rounds. Motivated by the goal to reduce total energy consumption in energy-constrained networks such as sensor and ad hoc wireless networks, we take an alternative approach to measuring performance. We focus on minimizing the total (or equivalently, the average) time for all nodes to finish. It is not clear whether the currently best-known algorithms yield constant-round (or even o(log n)) node-averaged round complexity for MIS in general graphs. We posit the sleeping model, a generalization of the traditional model, that allows nodes to enter either "sleep" or "waking" states at any round. While waking state corresponds to the default state in the traditional model, in sleeping state a node is "offline", i.e., it does not send or receive messages (and messages sent to it are dropped as well) and does not incur any time, communication, or local computation cost. Hence, in this model, only rounds in which a node is awake are counted and we are interested in minimizing the average as well as the worst-case number of rounds a node spends in the awake state, besides the traditional worst-case round complexity (i.e., the rounds for all nodes to finish including both the awake and sleeping rounds). Our main result is that we show that MIS can be solved in (expected) O(1) rounds under node-averaged awake complexity measure in the sleeping model. In particular, we present a randomized distributed algorithm for MIS that has expected O(1)-rounds node-averaged awake complexity and, with high probability1 has O(log n)-rounds worst-case awake complexity and O(log3.41 n)-rounds worst-case complexity. Our work is a step towards understanding the node-averaged complexity of MIS both in the traditional and sleeping models, as well as designing energy-efficient distributed algorithms for energy-constrained networks. 
    more » « less
  2. Abstract Recent work has shown that Tor is vulnerable to attacks that manipulate inter-domain routing to compromise user privacy. Proposed solutions such as Counter-RAPTOR [29] attempt to ameliorate this issue by favoring Tor entry relays that have high resilience to these attacks. However, because these defenses bias Tor path selection on the identity of the client, they invariably leak probabilistic information about client identities. In this work, we make the following contributions. First, we identify a novel means to quantify privacy leakage in guard selection algorithms using the metric of Max-Divergence. Max-Divergence ensures that probabilistic privacy loss is within strict bounds while also providing composability over time. Second, we utilize Max-Divergence and multiple notions of entropy to understand privacy loss in the worst-case for Counter-RAPTOR. Our worst-case analysis provides a fresh perspective to the field, as prior work such as Counter-RAPTOR only analyzed average case-privacy loss. Third, we propose modifications to Counter-RAPTOR that incorporate worst-case Max-Divergence in its design. Specifically, we utilize the exponential mechanism (a mechanism for differential privacy) to guarantee a worst-case bound on Max-Divergence/privacy loss. For the quality function used in the exponential mechanism, we show that a Monte-Carlo sampling-based method for stochastic optimization can be used to improve multi-dimensional trade-offs between security, privacy, and performance. Finally, we demonstrate that compared to Counter-RAPTOR, our approach achieves an 83% decrease in Max-Divergence after one guard selection and a 245% increase in worst-case Shannon entropy after 5 guard selections. Notably, experimental evaluations using the Shadow emulator shows that our approach provides these privacy benefits with minimal impact on system performance. 
    more » « less
  3. We investigate competitive online algorithms for online convex optimization (OCO) problems with linear in-stage costs, switching costs and ramp constraints. While OCO problems have been extensively studied in the literature, there are limited results on the corresponding online solutions that can attain small competitive ratios. We first develop a powerful computational framework that can compute an optimized competitive ratio based on the class of affine policies. Our computational framework can handle a fairly general class of costs and constraints. Compared to other competitive results in the literature, a key feature of our proposed approach is that it can handle scenarios where infeasibility may arise due to hard feasibility constraints. Second, we design a robustification procedure to produce an online algorithm that can attain good performance for both average-case and worst-case inputs. We conduct a case study on Network Functions Virtualization (NFV) orchestration and scaling to demonstrate the effectiveness of our proposed methods. 
    more » « less
  4. Koyejo, S.; Mohamed, S.; Agarwal, A.; Belgrave, D.; Cho, K.; Oh, A. (Ed.)
    While much progress has been made in understanding the minimax sample complexity of reinforcement learning (RL)—the complexity of learning on the “worst-case” instance—such measures of complexity often do not capture the true difficulty of learning. In practice, on an “easy” instance, we might hope to achieve a complexity far better than that achievable on the worst-case instance. In this work we seek to understand the “instance-dependent” complexity of learning near-optimal policies (PAC RL) in the setting of RL with linear function approximation. We propose an algorithm, Pedel, which achieves a fine-grained instance-dependent measure of complexity, the first of its kind in the RL with function approximation setting, thereby capturing the difficulty of learning on each particular problem instance. Through an explicit example, we show that Pedel yields provable gains over low-regret, minimax-optimal algorithms and that such algorithms are unable to hit the instance-optimal rate. Our approach relies on a novel online experiment design-based procedure which focuses the exploration budget on the “directions” most relevant to learning a near-optimal policy, and may be of independent interest. 
    more » « less
  5. Non-negative matrix factorization (NMF) is a highly celebrated algorithm for matrix decomposition that guarantees non-negative factors. The underlying optimization problem is computationally intractable, yet in practice, gradient-descent-based methods often find good solutions. In this paper, we revisit the NMF optimization problem and analyze its loss landscape in non-worst-case settings. It has recently been observed that gradients in deep networks tend to point towards the final minimizer throughout the optimization procedure. We show that a similar property holds (with high probability) for NMF, provably in a non-worst case model with a planted solution, and empirically across an extensive suite of real-world NMF problems. Our analysis predicts that this property becomes more likely with growing number of parameters, and experiments suggest that a similar trend might also hold for deep neural networks---turning increasing dataset sizes and model sizes into a blessing from an optimization perspective. 
    more » « less