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1. Robust Outlier Arm Identification

   Zhu, Yinglun; Katariya, Sumeet; Nowak, Robert (July 2020, International Conference on Machine Learning)

   We study the problem of Robust Outlier Arm Identification (ROAI), where the goal is to identify arms whose expected rewards deviate substantially from the majority, by adaptively sampling from their reward distributions. We compute the outlier threshold using the median and median absolute deviation of the expected rewards. This is a robust choice for the threshold compared to using the mean and standard deviation, since it can identify outlier arms even in the presence of extreme outlier values. Our setting is different from existing pure exploration problems where the threshold is pre-specified as a given value or rank. This is useful in applications where the goal is to identify the set of promising items but the cardinality of this set is unknown, such as finding promising drugs for a new disease or identifying items favored by a population. We propose two 𝛿 -PAC algorithms for ROAI, which includes the first UCB-style algorithm for outlier detection, and derive upper bounds on their sample complexity. We also prove a matching, up to logarithmic factors, worst case lower bound for the problem, indicating that our upper bounds are generally unimprovable. Experimental results show that our algorithms are both robust and about 5 x sample efficient compared to state-of-the-art. 

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2. Spectral Lower Bounds on the I/O Complexity of Computation Graphs

   https://doi.org/10.1145/3350755.3400210  

   Jain, Saachi; Zaharia, Matei (July 2020, SPAA 2020)

   null (Ed.)

   We consider the problem of finding lower bounds on the I/O complexity of arbitrary computations in a two level memory hierarchy. Executions of complex computations can be formalized as an evaluation order over the underlying computation graph. However, prior methods for finding I/O lower bounds leverage the graph structures for specific problems (e.g matrix multiplication) which cannot be applied to arbitrary graphs. In this paper, we first present a novel method to bound the I/O of any computation graph using the first few eigenvalues of the graph’s Laplacian. We further extend this bound to the parallel setting. This spectral bound is not only efficiently computable by power iteration, but can also be computed in closed form for graphs with known spectra. We apply our spectral method to compute closed-form analytical bounds on two computation graphs (the Bellman-Held-Karp algorithm for the traveling salesman problem and the Fast Fourier Transform), as well as provide a probabilistic bound for random Erdős Rényi graphs. We empirically validate our bound on four computation graphs, and find that our method provides tighter bounds than current empirical methods and behaves similarly to previously published I/O bounds. 

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3. A Unified Analysis of First-Order Methods for Smooth Games via Integral Quadratic Constraints

   Zhang, Guodong; Bao, Xuchan; Lessard, Laurent; Grosse, Roger (January 2021, Journal of machine learning research)

   The theory of integral quadratic constraints (IQCs) allows the certification of exponential convergence of interconnected systems containing nonlinear or uncertain elements. In this work, we adapt the IQC theory to study first-order methods for smooth and strongly-monotone games and show how to design tailored quadratic constraints to get tight upper bounds of convergence rates. Using this framework, we recover the existing bound for the gradient method~(GD), derive sharper bounds for the proximal point method~(PPM) and optimistic gradient method~(OG), and provide for the first time a global convergence rate for the negative momentum method~(NM) with an iteration complexity O(κ1.5), which matches its known lower bound. In addition, for time-varying systems, we prove that the gradient method with optimal step size achieves the fastest provable worst-case convergence rate with quadratic Lyapunov functions. Finally, we further extend our analysis to stochastic games and study the impact of multiplicative noise on different algorithms. We show that it is impossible for an algorithm with one step of memory to achieve acceleration if it only queries the gradient once per batch (in contrast with the stochastic strongly-convex optimization setting, where such acceleration has been demonstrated). However, we exhibit an algorithm which achieves acceleration with two gradient queries per batch. 

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4. Local Enumeration and Majority Lower Bounds

   https://doi.org/10.4230/LIPIcs.CCC.2024.17  

   Gurumukhani, Mohit; Paturi, Ramamohan; Pudlák, Pavel; Saks, Michael; Talebanfard, Navid (January 2024, Schloss Dagstuhl – Leibniz-Zentrum für Informatik)

   Santhanam, Rahul (Ed.)

   Depth-3 circuit lower bounds and k-SAT algorithms are intimately related; the state-of-the-art Σ^k_3-circuit lower bound (Or-And-Or circuits with bottom fan-in at most k) and the k-SAT algorithm of Paturi, Pudlák, Saks, and Zane (J. ACM'05) are based on the same combinatorial theorem regarding k-CNFs. In this paper we define a problem which reveals new interactions between the two, and suggests a concrete approach to significantly stronger circuit lower bounds and improved k-SAT algorithms. For a natural number k and a parameter t, we consider the Enum(k, t) problem defined as follows: given an n-variable k-CNF and an initial assignment α, output all satisfying assignments at Hamming distance t(n) of α, assuming that there are no satisfying assignments of Hamming distance less than t(n) of α. We observe that an upper bound b(n, k, t) on the complexity of Enum(k, t) simultaneously implies depth-3 circuit lower bounds and k-SAT algorithms: - Depth-3 circuits: Any Σ^k_3 circuit computing the Majority function has size at least binom(n,n/2)/b(n, k, n/2). - k-SAT: There exists an algorithm solving k-SAT in time O(∑_{t=1}^{n/2}b(n, k, t)). A simple construction shows that b(n, k, n/2) ≥ 2^{(1 - O(log(k)/k))n}. Thus, matching upper bounds for b(n, k, n/2) would imply a Σ^k_3-circuit lower bound of 2^Ω(log(k)n/k) and a k-SAT upper bound of 2^{(1 - Ω(log(k)/k))n}. The former yields an unrestricted depth-3 lower bound of 2^ω(√n) solving a long standing open problem, and the latter breaks the Super Strong Exponential Time Hypothesis. In this paper, we propose a randomized algorithm for Enum(k, t) and introduce new ideas to analyze it. We demonstrate the power of our ideas by considering the first non-trivial instance of the problem, i.e., Enum(3, n/2). We show that the expected running time of our algorithm is 1.598ⁿ, substantially improving on the trivial bound of 3^{n/2} ≃ 1.732ⁿ. This already improves Σ^3_3 lower bounds for Majority function to 1.251ⁿ. The previous bound was 1.154ⁿ which follows from the work of Håstad, Jukna, and Pudlák (Comput. Complex.'95). By restricting ourselves to monotone CNFs, Enum(k, t) immediately becomes a hypergraph Turán problem. Therefore our techniques might be of independent interest in extremal combinatorics. 

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5. Linear Spectral Estimators and an Application to Phase Retrieval

   Ghods, Ramina; Lan, Andrew; Goldstein, Tom; Studer, Christoph (June 2018, Proceedings of the 35th International Conference on Machine Learning)

   Phase retrieval refers to the problem of recovering real- or complex-valued vectors from magnitude measurements. The best-known algorithms for this problem are iterative in nature and rely on so-called spectral initializers that provide accurate initialization vectors. We propose a novel class of estimators suitable for general nonlinear measurement systems, called linear spectral estimators (LSPEs), which can be used to compute accurate initialization vectors for phase retrieval problems. The proposed LSPEs not only provide accurate initialization vectors for noisy phase retrieval systems with structured or random measurement matrices, but also enable the derivation of sharp and nonasymptotic mean-squared error bounds. We demonstrate the efficacy of LSPEs on synthetic and real-world phase retrieval problems, and we show that our estimators significantly outperform existing methods for structured measurement systems that arise in practice. 

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