More Like this

1. Fast First-Order Methods for Monotone Strongly DR-Submodular Maximization

   Sadeghi, Omid; Fazel, Maryam (January 2023, Proceedings of SIAM Conference on Applied and Computational Discrete Algorithms)

   Berry, Jonathan; Shmoys, David; Cowen, Lenore; Naumann, Uwe (Ed.)

   Continuous DR-submodular functions are a class of functions that satisfy the Diminishing Returns (DR) property, which implies that they are concave along non-negative directions. Existing works have studied monotone continuous DR-submodular maximization subject to a convex constraint and have proposed efficient algorithms with approximation guarantees. However, in many applications, e. g., computing the stability number of a graph and mean-field inference for probabilistic log-submodular models, the DR-submodular function has the additional property of being strongly concave along non-negative directions that could be utilized for obtaining faster convergence rates. In this paper, we first introduce and characterize the class of strongly DR-submodular functions and show how such a property implies strong concavity along non-negative directions. Then, we study L-smooth monotone strongly DR-submodular functions that have bounded curvature, and we show how to exploit such additional structure to obtain algorithms with improved approximation guarantees and faster convergence rates for the maximization problem. In particular, we propose the SDRFW algorithm that matches the provably optimal approximation ratio after only iterations, where c ∈ [0,1] and μ ≥ 0 are the curvature and the strong DR-submodularity parameter. Furthermore, we study the Projected Gradient Ascent (PGA) method for this problem and provide a refined analysis of the algorithm with an improved approximation ratio (compared to ½ in prior works) and a linear convergence rate. Given that both algorithms require knowledge of the smoothness parameter L, we provide a novel characterization of L for DR-submodular functions showing that in many cases, computing L could be formulated as a convex optimization problem, i. e., a geometric program, that could be solved efficiently. Experimental results illustrate and validate the efficiency and effectiveness of our algorithms. 

   more » « less
2. Optimal Algorithms for Continuous Non-monotone Submodular and DR-Submodular Maximization

   Niazadeh, Rad; Roughgarden, Tim; Wang, Joshua R. (April 2020, Journal of machine learning research)

   Kraus, Andreas (Ed.)

   In this paper we study the fundamental problems of maximizing a continuous nonmonotone submodular function over the hypercube, both with and without coordinate-wise concavity. This family of optimization problems has several applications in machine learning, economics, and communication systems. Our main result is the first 1 2 -approximation algorithm for continuous submodular function maximization; this approximation factor of 1 2 is the best possible for algorithms that only query the objective function at polynomially many points. For the special case of DR-submodular maximization, i.e. when the submodular function is also coordinate-wise concave along all coordinates, we provide a different 1 2 -approximation algorithm that runs in quasi-linear time. Both these results improve upon prior work (Bian et al., 2017a,b; Soma and Yoshida, 2017). Our first algorithm uses novel ideas such as reducing the guaranteed approximation problem to analyzing a zero-sum game for each coordinate, and incorporates the geometry of this zero-sum game to fix the value at this coordinate. Our second algorithm exploits coordinate-wise concavity to identify a monotone equilibrium condition sufficient for getting the required approximation guarantee, and hunts for the equilibrium point using binary search. We further run experiments to verify the performance of our proposed algorithms in related machine learning applications. 

   more » « less
3. Optimal Algorithms for Continuous Non-monotone Submodular and DR-Submodular Maximization

   Niazadeh, Rad; Roughgarden, Tim; Wang, Joshua R. (December 2018, 31st Annual Conference on Neural Information Processing Systems (NeurIPS), December 2018.)

   This paper considers the problems of maximizing a continuous non-monotone submodular function over the hypercube, both with and without coordinate-wise concavity. This family of optimization problems has several applications in machine learning, economics, and communication systems. The main result is the first 1/2-approximation algorithm for continuous submodular function maximization; this approximation factor of 1/2 is the best possible for algorithms that only query the objective function at polynomially many points. For the special case of DR-submodular maximization, i.e. when the submodular functions are also coordinate-wise concave along all coordinates, we provide a different 1 2-approximation algorithm that runs in quasi-linear time. 

   more » « less
4. EPSOM-Hyb: A General Purpose Estimator of Log-Marginal Likelihoods with Applications in Probabilistic Graphical Models

   https://doi.org/10.3390/a17050213  

   Chuu, Eric; Niu, Yabo; Bhattacharya, Anirban; Pati, Debdeep (May 2024, Algorithms)

   We consider the estimation of the marginal likelihood in Bayesian statistics, with primary emphasis on Gaussian graphical models, where the intractability of the marginal likelihood in high dimensions is a frequently researched problem. We propose a general algorithm that can be widely applied to a variety of problem settings and excels particularly when dealing with near log-concave posteriors. Our method builds upon a previously posited algorithm that uses MCMC samples to partition the parameter space and forms piecewise constant approximations over these partition sets as a means of estimating the normalizing constant. In this paper, we refine the aforementioned local approximations by taking advantage of the shape of the target distribution and leveraging an expectation propagation algorithm to approximate Gaussian integrals over rectangular polytopes. Our numerical experiments show the versatility and accuracy of the proposed estimator, even as the parameter space increases in dimension and becomes more complicated. 

   more » « less
5. Towards Understanding the Dynamics of the First-Order Adversaries

   Deng, Z; He, H; Huang, J; Su, W (January 2020, Proceedings of Machine Learning Research)

   Daumé, H; Singh, A (Ed.)

   An acknowledged weakness of neural networks is their vulnerability to adversarial perturbations to the inputs. To improve the robustness of these models, one of the most popular defense mechanisms is to alternatively maximize the loss over the constrained perturbations (or called adversaries) on the inputs using projected gradient ascent and minimize over weights. In this paper, we analyze the dynamics of the maximization step towards understanding the experimentally observed effectiveness of this defense mechanism. Specifically, we investigate the non-concave landscape of the adversaries for a two-layer neural network with a quadratic loss. Our main result proves that projected gradient ascent finds a local maximum of this non-concave problem in a polynomial number of iterations with high probability. To our knowledge, this is the first work that provides a convergence analysis of the first-order adversaries. Moreover, our analysis demonstrates that, in the initial phase of adversarial training, the scale of the inputs matters in the sense that a smaller input scale leads to faster convergence of adversarial training and a “more regular” landscape. Finally, we show that these theoretical findings are in excellent agreement with a series of experiments. 

   more » « less