MLMay 28
Reward Learning from Best-of-$N$ Preference Data: Targets, Tradeoffs, and Design PrinciplesRattana Pukdee, Maria-Florina Balcan, Pradeep Ravikumar
Best-of-$N$ sampling is widely used to construct pairwise preference data: $N$ candidates are drawn from a base distribution, and the best is paired with a rejected response. Despite its widespread use, what Bradley--Terry (BT) reward learning extracts from such data, and how to choose $N$ and the base distribution, remain unclear. We specialize a recent analysis of preference data via its induced conditional distribution to Best-of-$N$. For independent-reference variants, we derive closed-form reward targets as explicit functions of $N$ and the base distribution, and show that they preserve the latent reward ranking. For the practical Best-vs-Random and Best-vs-Worst variants, chosen and rejected responses are coupled through the same candidate set, so exact BT representability generally fails; nevertheless, bounded-class minimizers approach the reference targets as $N$ grows. Although margin and connectivity are known to govern sample efficiency in pairwise preference learning, Best-of-$N$ couples them through $N$ in opposing directions: larger $N$ widens pairwise margins but reduces connectivity. This trade-off yields two design principles: use larger $N$ when preference labels are the bottleneck, smaller $N$ when generation is the bottleneck; and shape the base distribution to place mass between the responses whose comparison matters most at test time. Experiments on synthetic and real preference data support the predicted dependence on sample size and base-distribution shape.
GTMay 13
Bicriteria Multidimensional Mechanism Design with Side InformationMaria-Florina Balcan, Siddharth Prasad, Tuomas Sandholm
We develop a versatile methodology for multidimensional mechanism design that incorporates side information about agents to generate high welfare and high revenue simultaneously. Side information sources include advice from domain experts, predictions from machine learning models, and even the mechanism designer's gut instinct. We design a tunable mechanism that integrates side information with an improved VCG-like mechanism based on weakest types, which are agent types that generate the least welfare. We show that our mechanism, when its side information is of high quality, generates welfare and revenue competitive with the prior-free total social surplus, and its performance decays gracefully as the side information quality decreases. We consider a number of side information formats including distribution-free predictions, predictions that express uncertainty, agent types constrained to low-dimensional subspaces of the ambient type space, and the traditional setting with known priors over agent types. In each setting we design mechanisms based on weakest types and prove performance guarantees.
LGMar 3
Online Learnability of Chain-of-Thought Verifiers: Soundness and Completeness Trade-offsMaria-Florina Balcan, Avrim Blum, Kiriaki Fragkia et al. · cmu
Large language models with chain-of-thought generation have demonstrated great potential for producing complex mathematical proofs. However, their reasoning can often go astray, leading to increasing interest in formal and learned verifiers. A major challenge in learning verifiers, especially when their output will be used by the prover, is that this feedback loop may produce substantial distribution shift. Motivated by this challenge, we propose an online learning framework for learning chain-of-thought verifiers that, given a problem and a sequence of reasoning steps, check the correctness of the solution. Highlighting the asymmetric role of soundness (failure in catching errors in a proof) and completeness (flagging correct proofs as wrong) mistakes of the verifier, we introduce novel extensions of the Littlestone dimension which tightly characterize the mistake bounds for learning a verifier in the realizable setting. We provide optimal algorithms for finding the Pareto-frontier (the smallest total number of mistakes given a budget of soundness mistakes) as well as minimizing a linear combination of asymmetric costs. We further show how our learned verifiers can be used to boost the accuracy of a collection of weak provers, and enable generation of proofs beyond what they were trained on. With the mild assumption that one of the provers can generate the next reasoning step correctly with some minimal probability, we show how to learn a strong prover with small error and abstention rates.
OCApr 15, 2022
Structural Analysis of Branch-and-Cut and the Learnability of Gomory Mixed Integer CutsMaria-Florina Balcan, Siddharth Prasad, Tuomas Sandholm et al.
The incorporation of cutting planes within the branch-and-bound algorithm, known as branch-and-cut, forms the backbone of modern integer programming solvers. These solvers are the foremost method for solving discrete optimization problems and thus have a vast array of applications in machine learning, operations research, and many other fields. Choosing cutting planes effectively is a major research topic in the theory and practice of integer programming. We conduct a novel structural analysis of branch-and-cut that pins down how every step of the algorithm is affected by changes in the parameters defining the cutting planes added to the input integer program. Our main application of this analysis is to derive sample complexity guarantees for using machine learning to determine which cutting planes to apply during branch-and-cut. These guarantees apply to infinite families of cutting planes, such as the family of Gomory mixed integer cuts, which are responsible for the main breakthrough speedups of integer programming solvers. We exploit geometric and combinatorial structure of branch-and-cut in our analysis, which provides a key missing piece for the recent generalization theory of branch-and-cut.
LGMar 8, 2022
Robustly-reliable learners under poisoning attacksMaria-Florina Balcan, Avrim Blum, Steve Hanneke et al.
Data poisoning attacks, in which an adversary corrupts a training set with the goal of inducing specific desired mistakes, have raised substantial concern: even just the possibility of such an attack can make a user no longer trust the results of a learning system. In this work, we show how to achieve strong robustness guarantees in the face of such attacks across multiple axes. We provide robustly-reliable predictions, in which the predicted label is guaranteed to be correct so long as the adversary has not exceeded a given corruption budget, even in the presence of instance targeted attacks, where the adversary knows the test example in advance and aims to cause a specific failure on that example. Our guarantees are substantially stronger than those in prior approaches, which were only able to provide certificates that the prediction of the learning algorithm does not change, as opposed to certifying that the prediction is correct, as we are able to achieve in our work. Remarkably, we provide a complete characterization of learnability in this setting, in particular, nearly-tight matching upper and lower bounds on the region that can be certified, as well as efficient algorithms for computing this region given an ERM oracle. Moreover, for the case of linear separators over logconcave distributions, we provide efficient truly polynomial time algorithms (i.e., non-oracle algorithms) for such robustly-reliable predictions. We also extend these results to the active setting where the algorithm adaptively asks for labels of specific informative examples, and the difficulty is that the adversary might even be adaptive to this interaction, as well as to the agnostic learning setting where there is no perfect classifier even over the uncorrupted data.
LGMar 25, 2023
Learning with Explanation ConstraintsRattana Pukdee, Dylan Sam, J. Zico Kolter et al.
As larger deep learning models are hard to interpret, there has been a recent focus on generating explanations of these black-box models. In contrast, we may have apriori explanations of how models should behave. In this paper, we formalize this notion as learning from explanation constraints and provide a learning theoretic framework to analyze how such explanations can improve the learning of our models. One may naturally ask, "When would these explanations be helpful?" Our first key contribution addresses this question via a class of models that satisfies these explanation constraints in expectation over new data. We provide a characterization of the benefits of these models (in terms of the reduction of their Rademacher complexities) for a canonical class of explanations given by gradient information in the settings of both linear models and two layer neural networks. In addition, we provide an algorithmic solution for our framework, via a variational approximation that achieves better performance and satisfies these constraints more frequently, when compared to simpler augmented Lagrangian methods to incorporate these explanations. We demonstrate the benefits of our approach over a large array of synthetic and real-world experiments.
LGJul 20, 2022
Provably tuning the ElasticNet across instancesMaria-Florina Balcan, Mikhail Khodak, Dravyansh Sharma et al.
An important unresolved challenge in the theory of regularization is to set the regularization coefficients of popular techniques like the ElasticNet with general provable guarantees. We consider the problem of tuning the regularization parameters of Ridge regression, LASSO, and the ElasticNet across multiple problem instances, a setting that encompasses both cross-validation and multi-task hyperparameter optimization. We obtain a novel structural result for the ElasticNet which characterizes the loss as a function of the tuning parameters as a piecewise-rational function with algebraic boundaries. We use this to bound the structural complexity of the regularized loss functions and show generalization guarantees for tuning the ElasticNet regression coefficients in the statistical setting. We also consider the more challenging online learning setting, where we show vanishing average expected regret relative to the optimal parameter pair. We further extend our results to tuning classification algorithms obtained by thresholding regression fits regularized by Ridge, LASSO, or ElasticNet. Our results are the first general learning-theoretic guarantees for this important class of problems that avoid strong assumptions on the data distribution. Furthermore, our guarantees hold for both validation and popular information criterion objectives.
LGOct 23, 2022
Nash Equilibria and Pitfalls of Adversarial Training in Adversarial Robustness GamesMaria-Florina Balcan, Rattana Pukdee, Pradeep Ravikumar et al.
Adversarial training is a standard technique for training adversarially robust models. In this paper, we study adversarial training as an alternating best-response strategy in a 2-player zero-sum game. We prove that even in a simple scenario of a linear classifier and a statistical model that abstracts robust vs. non-robust features, the alternating best response strategy of such game may not converge. On the other hand, a unique pure Nash equilibrium of the game exists and is provably robust. We support our theoretical results with experiments, showing the non-convergence of adversarial training and the robustness of Nash equilibrium.
LGOct 7, 2022
Label Propagation with Weak SupervisionRattana Pukdee, Dylan Sam, Maria-Florina Balcan et al.
Semi-supervised learning and weakly supervised learning are important paradigms that aim to reduce the growing demand for labeled data in current machine learning applications. In this paper, we introduce a novel analysis of the classical label propagation algorithm (LPA) (Zhu & Ghahramani, 2002) that moreover takes advantage of useful prior information, specifically probabilistic hypothesized labels on the unlabeled data. We provide an error bound that exploits both the local geometric properties of the underlying graph and the quality of the prior information. We also propose a framework to incorporate multiple sources of noisy information. In particular, we consider the setting of weak supervision, where our sources of information are weak labelers. We demonstrate the ability of our approach on multiple benchmark weakly supervised classification tasks, showing improvements upon existing semi-supervised and weakly supervised methods.
DSApr 7, 2022
Accelerating ERM for data-driven algorithm design using output-sensitive techniquesMaria-Florina Balcan, Christopher Seiler, Dravyansh Sharma
Data-driven algorithm design is a promising, learning-based approach for beyond worst-case analysis of algorithms with tunable parameters. An important open problem is the design of computationally efficient data-driven algorithms for combinatorial algorithm families with multiple parameters. As one fixes the problem instance and varies the parameters, the "dual" loss function typically has a piecewise-decomposable structure, i.e. is well-behaved except at certain sharp transition boundaries. In this work we initiate the study of techniques to develop efficient ERM learning algorithms for data-driven algorithm design by enumerating the pieces of the sum dual loss functions for a collection of problem instances. The running time of our approach scales with the actual number of pieces that appear as opposed to worst case upper bounds on the number of pieces. Our approach involves two novel ingredients -- an output-sensitive algorithm for enumerating polytopes induced by a set of hyperplanes using tools from computational geometry, and an execution graph which compactly represents all the states the algorithm could attain for all possible parameter values. We illustrate our techniques by giving algorithms for pricing problems, linkage-based clustering and dynamic-programming based sequence alignment.
LGApr 6, 2023
Reliable learning in challenging environmentsMaria-Florina Balcan, Steve Hanneke, Rattana Pukdee et al.
The problem of designing learners that provide guarantees that their predictions are provably correct is of increasing importance in machine learning. However, learning theoretic guarantees have only been considered in very specific settings. In this work, we consider the design and analysis of reliable learners in challenging test-time environments as encountered in modern machine learning problems: namely `adversarial' test-time attacks (in several variations) and `natural' distribution shifts. In this work, we provide a reliable learner with provably optimal guarantees in such settings. We discuss computationally feasible implementations of the learner and further show that our algorithm achieves strong positive performance guarantees on several natural examples: for example, linear separators under log-concave distributions or smooth boundary classifiers under smooth probability distributions.
LGMay 27, 2022
Meta-Learning Adversarial BanditsMaria-Florina Balcan, Keegan Harris, Mikhail Khodak et al.
We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial setting, we design a unified meta-algorithm that yields setting-specific guarantees for two important cases: multi-armed bandits (MAB) and bandit linear optimization (BLO). For MAB, the meta-algorithm tunes the initialization, step-size, and entropy parameter of the Tsallis-entropy generalization of the well-known Exp3 method, with the task-averaged regret provably improving if the entropy of the distribution over estimated optima-in-hindsight is small. For BLO, we learn the initialization, step-size, and boundary-offset of online mirror descent (OMD) with self-concordant barrier regularizers, showing that task-averaged regret varies directly with a measure induced by these functions on the interior of the action space. Our adaptive guarantees rely on proving that unregularized follow-the-leader combined with multiplicative weights is enough to online learn a non-smooth and non-convex sequence of affine functions of Bregman divergences that upper-bound the regret of OMD.
LGSep 6, 2024
Algorithm Configuration for Structured Pfaffian SettingsMaria-Florina Balcan, Anh Tuan Nguyen, Dravyansh Sharma
Data-driven algorithm design automatically adapts algorithms to specific application domains, achieving better performance. In the context of parameterized algorithms, this approach involves tuning the algorithm's hyperparameters using problem instances drawn from the problem distribution of the target application domain. This can be achieved by maximizing empirical utilities that measure the algorithms' performance as a function of their hyperparameters, using problem instances. While empirical evidence supports the effectiveness of data-driven algorithm design, providing theoretical guarantees for several parameterized families remains challenging. This is due to the intricate behaviors of their corresponding utility functions, which typically admit piecewise discontinuous structures. In this work, we present refined frameworks for providing learning guarantees for parameterized data-driven algorithm design problems in both distributional and online learning settings. For the distributional learning setting, we introduce the \textit{Pfaffian GJ framework}, an extension of the classical \textit{GJ framework}, that is capable of providing learning guarantees for function classes for which the computation involves Pfaffian functions. Unlike the GJ framework, which is limited to function classes with computation characterized by rational functions, our proposed framework can deal with function classes involving Pfaffian functions, which are much more general and widely applicable. We then show that for many parameterized algorithms of interest, their utility function possesses a \textit{refined piecewise structure}, which automatically translates to learning guarantees using our proposed framework.
LGJul 5, 2023
Meta-Learning Adversarial Bandit AlgorithmsMikhail Khodak, Ilya Osadchiy, Keegan Harris et al.
We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online partial-information setting, we design meta-algorithms that combine outer learners to simultaneously tune the initialization and other hyperparameters of an inner learner for two important cases: multi-armed bandits (MAB) and bandit linear optimization (BLO). For MAB, the meta-learners initialize and set hyperparameters of the Tsallis-entropy generalization of Exp3, with the task-averaged regret improving if the entropy of the optima-in-hindsight is small. For BLO, we learn to initialize and tune online mirror descent (OMD) with self-concordant barrier regularizers, showing that task-averaged regret varies directly with an action space-dependent measure they induce. Our guarantees rely on proving that unregularized follow-the-leader combined with two levels of low-dimensional hyperparameter tuning is enough to learn a sequence of affine functions of non-Lipschitz and sometimes non-convex Bregman divergences bounding the regret of OMD.
GTSep 4, 2024
Subsidy design for better social outcomesMaria-Florina Balcan, Matteo Pozzi, Dravyansh Sharma
Overcoming the impact of selfish behavior of rational players in multiagent systems is a fundamental problem in game theory. Without any intervention from a central agent, strategic users take actions in order to maximize their personal utility, which can lead to extremely inefficient overall system performance, often indicated by a high Price of Anarchy. Recent work (Lin et al. 2021) investigated and formalized yet another undesirable behavior of rational agents, that of avoiding freely available information about the game for selfish reasons, leading to worse social outcomes. A central planner can significantly mitigate these issues by injecting a subsidy to reduce certain costs associated with the system and obtain net gains in the system performance. Crucially, the planner needs to determine how to allocate this subsidy effectively. We formally show that designing subsidies that perfectly optimize the social good, in terms of minimizing the Price of Anarchy or preventing the information avoidance behavior, is computationally hard under standard complexity theoretic assumptions. On the positive side, we show that we can learn provably good values of subsidy in repeated games coming from the same domain. This data-driven subsidy design approach avoids solving computationally hard problems for unseen games by learning over polynomially many games. We also show that optimal subsidy can be learned with no-regret given an online sequence of games, under mild assumptions on the cost matrix. Our study focuses on two distinct games: a Bayesian extension of the well-studied fair cost-sharing game, and a component maintenance game with engineering applications.
GTFeb 22, 2023
New Guarantees for Learning Revenue Maximizing Menus of Lotteries and Two-Part TariffsMaria-Florina Balcan, Hedyeh Beyhaghi
We advance a recently flourishing line of work at the intersection of learning theory and computational economics by studying the learnability of two classes of mechanisms prominent in economics, namely menus of lotteries and two-part tariffs. The former is a family of randomized mechanisms designed for selling multiple items, known to achieve revenue beyond deterministic mechanisms, while the latter is designed for selling multiple units (copies) of a single item with applications in real-world scenarios such as car or bike-sharing services. We focus on learning high-revenue mechanisms of this form from buyer valuation data in both distributional settings, where we have access to buyers' valuation samples up-front, and the more challenging and less-studied online settings, where buyers arrive one-at-a-time and no distributional assumption is made about their values. We provide a suite of results with regard to these two families of mechanisms. We provide the first online learning algorithms for menus of lotteries and two-part tariffs with strong regret-bound guarantees. Since the space of parameters is infinite and the revenue functions have discontinuities, the known techniques do not readily apply. However, we are able to provide a reduction to online learning over a finite number of experts, in our case, a finite number of parameters. Furthermore, in the limited buyers type case, we show a reduction to online linear optimization, which allows us to obtain no-regret guarantees by presenting buyers with menus that correspond to a barycentric spanner. In addition, we provide algorithms with improved running times over prior work for the distributional settings. Finally, we demonstrate how techniques from the recent literature in data-driven algorithm design are insufficient for our studied problems.
LGDec 1, 2025
The Active and Noise-Tolerant Strategic PerceptronMaria-Florina Balcan, Hedyeh Beyhaghi
We initiate the study of active learning algorithms for classifying strategic agents. Active learning is a well-established framework in machine learning in which the learner selectively queries labels, often achieving substantially higher accuracy and efficiency than classical supervised methods-especially in settings where labeling is costly or time-consuming, such as hiring, admissions, and loan decisions. Strategic classification, however, addresses scenarios where agents modify their features to obtain more favorable outcomes, resulting in observed data that is not truthful. Such manipulation introduces challenges beyond those in learning from clean data. Our goal is to design active and noise-tolerant algorithms that remain effective in strategic environments-algorithms that classify strategic agents accurately while issuing as few label requests as possible. The central difficulty is to simultaneously account for strategic manipulation and preserve the efficiency gains of active learning. Our main result is an algorithm for actively learning linear separators in the strategic setting that preserves the exponential improvement in label complexity over passive learning previously obtained only in the non-strategic case. Specifically, for data drawn uniformly from the unit sphere, we show that a modified version of the Active Perceptron algorithm [DKM05,YZ17] achieves excess error $ε$ using only $\tilde{O}(d \ln \frac{1}ε)$ label queries and incurs at most $\tilde{O}(d \ln \frac{1}ε)$ additional mistakes relative to the optimal classifier, even in the nonrealizable case, when a $\tildeΩ(ε)$ fraction of inputs have inconsistent labels with the optimal classifier. The algorithm is computationally efficient and, under these distributional assumptions, requires substantially fewer label queries than prior work on strategic Perceptron [ABBN21].
LGOct 3, 2023
Learning to Relax: Setting Solver Parameters Across a Sequence of Linear System InstancesMikhail Khodak, Edmond Chow, Maria-Florina Balcan et al.
Solving a linear system $Ax=b$ is a fundamental scientific computing primitive for which numerous solvers and preconditioners have been developed. These come with parameters whose optimal values depend on the system being solved and are often impossible or too expensive to identify; thus in practice sub-optimal heuristics are used. We consider the common setting in which many related linear systems need to be solved, e.g. during a single numerical simulation. In this scenario, can we sequentially choose parameters that attain a near-optimal overall number of iterations, without extra matrix computations? We answer in the affirmative for Successive Over-Relaxation (SOR), a standard solver whose parameter $ω$ has a strong impact on its runtime. For this method, we prove that a bandit online learning algorithm--using only the number of iterations as feedback--can select parameters for a sequence of instances such that the overall cost approaches that of the best fixed $ω$ as the sequence length increases. Furthermore, when given additional structural information, we show that a contextual bandit method asymptotically achieves the performance of the instance-optimal policy, which selects the best $ω$ for each instance. Our work provides the first learning-theoretic treatment of high-precision linear system solvers and the first end-to-end guarantees for data-driven scientific computing, demonstrating theoretically the potential to speed up numerical methods using well-understood learning algorithms.
LGJan 23, 2025
Sample complexity of data-driven tuning of model hyperparameters in neural networks with structured parameter-dependent dual functionMaria-Florina Balcan, Anh Tuan Nguyen, Dravyansh Sharma
Modern machine learning algorithms, especially deep learning based techniques, typically involve careful hyperparameter tuning to achieve the best performance. Despite the surge of intense interest in practical techniques like Bayesian optimization and random search based approaches to automating this laborious and compute intensive task, the fundamental learning theoretic complexity of tuning hyperparameters for deep neural networks is poorly understood. Inspired by this glaring gap, we initiate the formal study of hyperparameter tuning complexity in deep learning through a recently introduced data driven setting. We assume that we have a series of deep learning tasks, and we have to tune hyperparameters to do well on average over the distribution of tasks. A major difficulty is that the utility function as a function of the hyperparameter is very volatile and furthermore, it is given implicitly by an optimization problem over the model parameters. To tackle this challenge, we introduce a new technique to characterize the discontinuities and oscillations of the utility function on any fixed problem instance as we vary the hyperparameter; our analysis relies on subtle concepts including tools from differential/algebraic geometry and constrained optimization. This can be used to show that the learning theoretic complexity of the corresponding family of utility functions is bounded. We instantiate our results and provide sample complexity bounds for concrete applications tuning a hyperparameter that interpolates neural activation functions and setting the kernel parameter in graph neural networks.
LGMay 24, 2024
Learning accurate and interpretable tree-based modelsMaria-Florina Balcan, Dravyansh Sharma
Decision trees and their ensembles are popular in machine learning as easy-to-understand models. Several techniques have been proposed in the literature for learning tree-based classifiers, with different techniques working well for data from different domains. In this work, we develop approaches to design tree-based learning algorithms given repeated access to data from the same domain. We study multiple formulations covering different aspects and popular techniques for learning decision tree based approaches. We propose novel parameterized classes of node splitting criteria in top-down algorithms, which interpolate between popularly used entropy and Gini impurity based criteria, and provide theoretical bounds on the number of samples needed to learn the splitting function appropriate for the data at hand. We also study the sample complexity of tuning prior parameters in Bayesian decision tree learning, and extend our results to decision tree regression. We further consider the problem of tuning hyperparameters in pruning the decision tree for classical pruning algorithms including min-cost complexity pruning. In addition, our techniques can be used to optimize the explainability versus accuracy trade-off when using decision trees. We extend our results to tuning popular tree-based ensembles, including random forests and gradient-boosted trees. We demonstrate the significance of our approach on real world datasets by learning data-specific decision trees which are simultaneously more accurate and interpretable.
LGJan 31, 2025
Nearly-Optimal Bandit Learning in Stackelberg Games with Side InformationMaria-Florina Balcan, Martino Bernasconi, Matteo Castiglioni et al.
We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual information and commits to a mixed strategy, after which the follower best-responds. We provide learning algorithms for the leader which achieve $O(T^{1/2})$ regret under bandit feedback, an improvement from the previously best-known rates of $O(T^{2/3})$. Our algorithms rely on a reduction to linear contextual bandits in the utility space: In each round, a linear contextual bandit algorithm recommends a utility vector, which our algorithm inverts to determine the leader's mixed strategy. We extend our algorithms to the setting in which the leader's utility function is unknown, and also apply it to the problems of bidding in second-price auctions with side information and online Bayesian persuasion with public and private states. Finally, we observe that our algorithms empirically outperform previous results on numerical simulations.
GTFeb 13, 2024
Regret Minimization in Stackelberg Games with Side InformationKeegan Harris, Zhiwei Steven Wu, Maria-Florina Balcan
Algorithms for playing in Stackelberg games have been deployed in real-world domains including airport security, anti-poaching efforts, and cyber-crime prevention. However, these algorithms often fail to take into consideration the additional information available to each player (e.g. traffic patterns, weather conditions, network congestion), which may significantly affect both players' optimal strategies. We formalize such settings as Stackelberg games with side information, in which both players observe an external context before playing. The leader commits to a (context-dependent) strategy, and the follower best-responds to both the leader's strategy and the context. We focus on the online setting in which a sequence of followers arrive over time, and the context may change from round-to-round. In sharp contrast to the non-contextual version, we show that it is impossible for the leader to achieve no-regret in the full adversarial setting. Motivated by this result, we show that no-regret learning is possible in two natural relaxations: the setting in which the sequence of followers is chosen stochastically and the sequence of contexts is adversarial, and the setting in which contexts are stochastic and follower types are adversarial.
MLFeb 1, 2024
Spectrally Transformed Kernel RegressionRuntian Zhai, Rattana Pukdee, Roger Jin et al.
Unlabeled data is a key component of modern machine learning. In general, the role of unlabeled data is to impose a form of smoothness, usually from the similarity information encoded in a base kernel, such as the $ε$-neighbor kernel or the adjacency matrix of a graph. This work revisits the classical idea of spectrally transformed kernel regression (STKR), and provides a new class of general and scalable STKR estimators able to leverage unlabeled data. Intuitively, via spectral transformation, STKR exploits the data distribution for which unlabeled data can provide additional information. First, we show that STKR is a principled and general approach, by characterizing a universal type of "target smoothness", and proving that any sufficiently smooth function can be learned by STKR. Second, we provide scalable STKR implementations for the inductive setting and a general transformation function, while prior work is mostly limited to the transductive setting. Third, we derive statistical guarantees for two scenarios: STKR with a known polynomial transformation, and STKR with kernel PCA when the transformation is unknown. Overall, we believe that this work helps deepen our understanding of how to work with unlabeled data, and its generality makes it easier to inspire new methods.
LGMay 28, 2025
On Learning Verifiers for Chain-of-Thought ReasoningMaria-Florina Balcan, Avrim Blum, Zhiyuan Li et al.
Chain-of-Thought reasoning has emerged as a powerful approach for solving complex mathematical and logical problems. However, it can often veer off track through incorrect or unsubstantiated inferences. Formal mathematical reasoning, which can be checked with a formal verifier, is one approach to addressing this issue. However, currently LLMs are simply not good enough to solve complex problems in a formal way, and even just formalizing an informal problem statement can be challenging. Motivated by this fact, in this work we consider the problem of learning reliable verifiers for natural language Chain-of-Thought reasoning. That is, given a problem statement and step-by-step solution in natural language, the aim of the verifier is to output [Yes] if the reasoning steps in the solution are all valid, and [No] otherwise. In this work we give a formal PAC-learning framework for studying this problem. We propose and analyze several natural verification goals, at different levels of strength, in this framework. We provide sample complexity upper-bounds for learning verifiers satisfying these goals, as well as lower-bound and impossibility results for learning other natural verification objectives without additional assumptions.
LGJul 7, 2025
Distribution-dependent Generalization Bounds for Tuning Linear Regression Across TasksMaria-Florina Balcan, Saumya Goyal, Dravyansh Sharma
Modern regression problems often involve high-dimensional data and a careful tuning of the regularization hyperparameters is crucial to avoid overly complex models that may overfit the training data while guaranteeing desirable properties like effective variable selection. We study the recently introduced direction of tuning regularization hyperparameters in linear regression across multiple related tasks. We obtain distribution-dependent bounds on the generalization error for the validation loss when tuning the L1 and L2 coefficients, including ridge, lasso and the elastic net. In contrast, prior work develops bounds that apply uniformly to all distributions, but such bounds necessarily degrade with feature dimension, d. While these bounds are shown to be tight for worst-case distributions, our bounds improve with the "niceness" of the data distribution. Concretely, we show that under additional assumptions that instances within each task are i.i.d. draws from broad well-studied classes of distributions including sub-Gaussians, our generalization bounds do not get worse with increasing d, and are much sharper than prior work for very large d. We also extend our results to a generalization of ridge regression, where we achieve tighter bounds that take into account an estimate of the mean of the ground truth distribution.
LGFeb 10
What Does Preference Learning Recover from Pairwise Comparison Data?Rattana Pukdee, Maria-Florina Balcan, Pradeep Ravikumar
Pairwise preference learning is central to machine learning, with recent applications in aligning language models with human preferences. A typical dataset consists of triplets $(x, y^+, y^-)$, where response $y^+$ is preferred over response $y^-$ for context $x$. The Bradley--Terry (BT) model is the predominant approach, modeling preference probabilities as a function of latent score differences. Standard practice assumes data follows this model and learns the latent scores accordingly. However, real data may violate this assumption, and it remains unclear what BT learning recovers in such cases. Starting from triplet comparison data, we formalize the preference information it encodes through the conditional preference distribution (CPRD). We give precise conditions for when BT is appropriate for modeling the CPRD, and identify factors governing sample efficiency -- namely, margin and connectivity. Together, these results offer a data-centric foundation for understanding what preference learning actually recovers.
GTApr 11, 2025
Learning in Structured Stackelberg GamesMaria-Florina Balcan, Kiriaki Fragkia, Keegan Harris · cmu
We study structured Stackelberg games, in which both players (the leader and the follower) observe contextual information about the state of the world at time of play. The leader plays against one of a finite number of followers, but the follower's type is not known until after the game has ended. Importantly, we assume a fixed relationship between the contextual information and the follower's type, thereby allowing the leader to leverage this additional structure when deciding her strategy. Under this setting, we find that standard learning theoretic measures of complexity do not characterize the difficulty of the leader's learning task. Instead, we introduce a new notion of dimension, the Stackelberg-Littlestone dimension, which we show characterizes the instance-optimal regret of the leader in the online setting. Based on this, we also provide a provably optimal learning algorithm. We extend our results to the distributional setting, where we use two new notions of dimension, the $γ$-Stackelberg-Natarajan dimension and $γ$-Stackelberg-Graph dimension. We prove that these control the sample complexity lower and upper bounds respectively, and we design a simple, improper algorithm that achieves the upper bound.
LGFeb 18, 2022
Learning Predictions for Algorithms with PredictionsMikhail Khodak, Maria-Florina Balcan, Ameet Talwalkar et al.
A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms can take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions to improve competitive ratios, running times, or other performance measures, less effort has been devoted to the question of how to obtain the predictions themselves, especially in the critical online setting. We introduce a general design approach for algorithms that learn predictors: (1) identify a functional dependence of the performance measure on the prediction quality and (2) apply techniques from online learning to learn predictors, tune robustness-consistency trade-offs, and bound the sample complexity. We demonstrate the effectiveness of our approach by applying it to bipartite matching, ski-rental, page migration, and job scheduling. In several settings we improve upon multiple existing results while utilizing a much simpler analysis, while in the others we provide the first learning-theoretic guarantees.
LGNov 18, 2021
Improved Sample Complexity Bounds for Branch-and-CutMaria-Florina Balcan, Siddharth Prasad, Tuomas Sandholm et al.
Branch-and-cut is the most widely used algorithm for solving integer programs, employed by commercial solvers like CPLEX and Gurobi. Branch-and-cut has a wide variety of tunable parameters that have a huge impact on the size of the search tree that it builds, but are challenging to tune by hand. An increasingly popular approach is to use machine learning to tune these parameters: using a training set of integer programs from the application domain at hand, the goal is to find a configuration with strong predicted performance on future, unseen integer programs from the same domain. If the training set is too small, a configuration may have good performance over the training set but poor performance on future integer programs. In this paper, we prove sample complexity guarantees for this procedure, which bound how large the training set should be to ensure that for any configuration, its average performance over the training set is close to its expected future performance. Our guarantees apply to parameters that control the most important aspects of branch-and-cut: node selection, branching constraint selection, and cutting plane selection, and are sharper and more general than those found in prior research.
LGAug 19, 2021
Learning-to-learn non-convex piecewise-Lipschitz functionsMaria-Florina Balcan, Mikhail Khodak, Dravyansh Sharma et al.
We analyze the meta-learning of the initialization and step-size of learning algorithms for piecewise-Lipschitz functions, a non-convex setting with applications to both machine learning and algorithms. Starting from recent regret bounds for the exponential forecaster on losses with dispersed discontinuities, we generalize them to be initialization-dependent and then use this result to propose a practical meta-learning procedure that learns both the initialization and the step-size of the algorithm from multiple online learning tasks. Asymptotically, we guarantee that the average regret across tasks scales with a natural notion of task-similarity that measures the amount of overlap between near-optimal regions of different tasks. Finally, we instantiate the method and its guarantee in two important settings: robust meta-learning and multi-task data-driven algorithm design.
LGJun 8, 2021
Federated Hyperparameter Tuning: Challenges, Baselines, and Connections to Weight-SharingMikhail Khodak, Renbo Tu, Tian Li et al.
Tuning hyperparameters is a crucial but arduous part of the machine learning pipeline. Hyperparameter optimization is even more challenging in federated learning, where models are learned over a distributed network of heterogeneous devices; here, the need to keep data on device and perform local training makes it difficult to efficiently train and evaluate configurations. In this work, we investigate the problem of federated hyperparameter tuning. We first identify key challenges and show how standard approaches may be adapted to form baselines for the federated setting. Then, by making a novel connection to the neural architecture search technique of weight-sharing, we introduce a new method, FedEx, to accelerate federated hyperparameter tuning that is applicable to widely-used federated optimization methods such as FedAvg and recent variants. Theoretically, we show that a FedEx variant correctly tunes the on-device learning rate in the setting of online convex optimization across devices. Empirically, we show that FedEx can outperform natural baselines for federated hyperparameter tuning by several percentage points on the Shakespeare, FEMNIST, and CIFAR-10 benchmarks, obtaining higher accuracy using the same training budget.
AIJun 8, 2021
Sample Complexity of Tree Search Configuration: Cutting Planes and BeyondMaria-Florina Balcan, Siddharth Prasad, Tuomas Sandholm et al.
Cutting-plane methods have enabled remarkable successes in integer programming over the last few decades. State-of-the-art solvers integrate a myriad of cutting-plane techniques to speed up the underlying tree-search algorithm used to find optimal solutions. In this paper we prove the first guarantees for learning high-performing cut-selection policies tailored to the instance distribution at hand using samples. We first bound the sample complexity of learning cutting planes from the canonical family of Chvátal-Gomory cuts. Our bounds handle any number of waves of any number of cuts and are fine tuned to the magnitudes of the constraint coefficients. Next, we prove sample complexity bounds for more sophisticated cut selection policies that use a combination of scoring rules to choose from a family of cuts. Finally, beyond the realm of cutting planes for integer programming, we develop a general abstraction of tree search that captures key components such as node selection and variable selection. For this abstraction, we bound the sample complexity of learning a good policy for building the search tree.
LGMar 18, 2021
Data driven semi-supervised learningMaria-Florina Balcan, Dravyansh Sharma
We consider a novel data driven approach for designing learning algorithms that can effectively learn with only a small number of labeled examples. This is crucial for modern machine learning applications where labels are scarce or expensive to obtain. We focus on graph-based techniques, where the unlabeled examples are connected in a graph under the implicit assumption that similar nodes likely have similar labels. Over the past decades, several elegant graph-based semi-supervised learning algorithms for how to infer the labels of the unlabeled examples given the graph and a few labeled examples have been proposed. However, the problem of how to create the graph (which impacts the practical usefulness of these methods significantly) has been relegated to domain-specific art and heuristics and no general principles have been proposed. In this work we present a novel data driven approach for learning the graph and provide strong formal guarantees in both the distributional and online learning formalizations. We show how to leverage problem instances coming from an underlying problem domain to learn the graph hyperparameters from commonly used parametric families of graphs that perform well on new instances coming from the same domain. We obtain low regret and efficient algorithms in the online setting, and generalization guarantees in the distributional setting. We also show how to combine several very different similarity metrics and learn multiple hyperparameters, providing general techniques to apply to large classes of problems. We expect some of the tools and techniques we develop along the way to be of interest beyond semi-supervised learning, for data driven algorithms for combinatorial problems more generally.
AIDec 24, 2020
Generalization in portfolio-based algorithm selectionMaria-Florina Balcan, Tuomas Sandholm, Ellen Vitercik
Portfolio-based algorithm selection has seen tremendous practical success over the past two decades. This algorithm configuration procedure works by first selecting a portfolio of diverse algorithm parameter settings, and then, on a given problem instance, using an algorithm selector to choose a parameter setting from the portfolio with strong predicted performance. Oftentimes, both the portfolio and the algorithm selector are chosen using a training set of typical problem instances from the application domain at hand. In this paper, we provide the first provable guarantees for portfolio-based algorithm selection. We analyze how large the training set should be to ensure that the resulting algorithm selector's average performance over the training set is close to its future (expected) performance. This involves analyzing three key reasons why these two quantities may diverge: 1) the learning-theoretic complexity of the algorithm selector, 2) the size of the portfolio, and 3) the learning-theoretic complexity of the algorithm's performance as a function of its parameters. We introduce an end-to-end learning-theoretic analysis of the portfolio construction and algorithm selection together. We prove that if the portfolio is large, overfitting is inevitable, even with an extremely simple algorithm selector. With experiments, we illustrate a tradeoff exposed by our theoretical analysis: as we increase the portfolio size, we can hope to include a well-suited parameter setting for every possible problem instance, but it becomes impossible to avoid overfitting.
LGDec 19, 2020
Scalable and Provably Accurate Algorithms for Differentially Private Distributed Decision Tree LearningKaiwen Wang, Travis Dick, Maria-Florina Balcan
This paper introduces the first provably accurate algorithms for differentially private, top-down decision tree learning in the distributed setting (Balcan et al., 2012). We propose DP-TopDown, a general privacy preserving decision tree learning algorithm, and present two distributed implementations. Our first method NoisyCounts naturally extends the single machine algorithm by using the Laplace mechanism. Our second method LocalRNM significantly reduces communication and added noise by performing local optimization at each data holder. We provide the first utility guarantees for differentially private top-down decision tree learning in both the single machine and distributed settings. These guarantees show that the error of the privately-learned decision tree quickly goes to zero provided that the dataset is sufficiently large. Our extensive experiments on real datasets illustrate the trade-offs of privacy, accuracy and generalization when learning private decision trees in the distributed setting.
DSNov 14, 2020
Data-driven Algorithm DesignMaria-Florina Balcan
Data driven algorithm design is an important aspect of modern data science and algorithm design. Rather than using off the shelf algorithms that only have worst case performance guarantees, practitioners often optimize over large families of parametrized algorithms and tune the parameters of these algorithms using a training set of problem instances from their domain to determine a configuration with high expected performance over future instances. However, most of this work comes with no performance guarantees. The challenge is that for many combinatorial problems of significant importance including partitioning, subset selection, and alignment problems, a small tweak to the parameters can cause a cascade of changes in the algorithm's behavior, so the algorithm's performance is a discontinuous function of its parameters. In this chapter, we survey recent work that helps put data-driven combinatorial algorithm design on firm foundations. We provide strong computational and statistical performance guarantees, both for the batch and online scenarios where a collection of typical problem instances from the given application are presented either all at once or in an online fashion, respectively.
LGOct 13, 2020
An Analysis of Robustness of Non-Lipschitz NetworksMaria-Florina Balcan, Avrim Blum, Dravyansh Sharma et al.
Despite significant advances, deep networks remain highly susceptible to adversarial attack. One fundamental challenge is that small input perturbations can often produce large movements in the network's final-layer feature space. In this paper, we define an attack model that abstracts this challenge, to help understand its intrinsic properties. In our model, the adversary may move data an arbitrary distance in feature space but only in random low-dimensional subspaces. We prove such adversaries can be quite powerful: defeating any algorithm that must classify any input it is given. However, by allowing the algorithm to abstain on unusual inputs, we show such adversaries can be overcome when classes are reasonably well-separated in feature space. We further provide strong theoretical guarantees for setting algorithm parameters to optimize over accuracy-abstention trade-offs using data-driven methods. Our results provide new robustness guarantees for nearest-neighbor style algorithms, and also have application to contrastive learning, where we empirically demonstrate the ability of such algorithms to obtain high robust accuracy with low abstention rates. Our model is also motivated by strategic classification, where entities being classified aim to manipulate their observable features to produce a preferred classification, and we provide new insights into that area as well.
LGOct 10, 2020
Noise in ClassificationMaria-Florina Balcan, Nika Haghtalab
This chapter considers the computational and statistical aspects of learning linear thresholds in presence of noise. When there is no noise, several algorithms exist that efficiently learn near-optimal linear thresholds using a small amount of data. However, even a small amount of adversarial noise makes this problem notoriously hard in the worst-case. We discuss approaches for dealing with these negative results by exploiting natural assumptions on the data-generating process.
AIJun 21, 2020
Refined bounds for algorithm configuration: The knife-edge of dual class approximabilityMaria-Florina Balcan, Tuomas Sandholm, Ellen Vitercik
Automating algorithm configuration is growing increasingly necessary as algorithms come with more and more tunable parameters. It is common to tune parameters using machine learning, optimizing performance metrics such as runtime and solution quality. The training set consists of problem instances from the specific domain at hand. We investigate a fundamental question about these techniques: how large should the training set be to ensure that a parameter's average empirical performance over the training set is close to its expected, future performance? We answer this question for algorithm configuration problems that exhibit a widely-applicable structure: the algorithm's performance as a function of its parameters can be approximated by a "simple" function. We show that if this approximation holds under the L-infinity norm, we can provide strong sample complexity bounds. On the flip side, if the approximation holds only under the L-p norm for p smaller than infinity, it is not possible to provide meaningful sample complexity bounds in the worst case. We empirically evaluate our bounds in the context of integer programming, one of the most powerful tools in computer science. Via experiments, we obtain sample complexity bounds that are up to 700 times smaller than the previously best-known bounds.
LGApr 16, 2020
Geometry-Aware Gradient Algorithms for Neural Architecture SearchLiam Li, Mikhail Khodak, Maria-Florina Balcan et al.
Recent state-of-the-art methods for neural architecture search (NAS) exploit gradient-based optimization by relaxing the problem into continuous optimization over architectures and shared-weights, a noisy process that remains poorly understood. We argue for the study of single-level empirical risk minimization to understand NAS with weight-sharing, reducing the design of NAS methods to devising optimizers and regularizers that can quickly obtain high-quality solutions to this problem. Invoking the theory of mirror descent, we present a geometry-aware framework that exploits the underlying structure of this optimization to return sparse architectural parameters, leading to simple yet novel algorithms that enjoy fast convergence guarantees and achieve state-of-the-art accuracy on the latest NAS benchmarks in computer vision. Notably, we exceed the best published results for both CIFAR and ImageNet on both the DARTS search space and NAS-Bench201; on the latter we achieve near-oracle-optimal performance on CIFAR-10 and CIFAR-100. Together, our theory and experiments demonstrate a principled way to co-design optimizers and continuous relaxations of discrete NAS search spaces.
LGAug 8, 2019
How much data is sufficient to learn high-performing algorithms? Generalization guarantees for data-driven algorithm designMaria-Florina Balcan, Dan DeBlasio, Travis Dick et al.
Algorithms often have tunable parameters that impact performance metrics such as runtime and solution quality. For many algorithms used in practice, no parameter settings admit meaningful worst-case bounds, so the parameters are made available for the user to tune. Alternatively, parameters may be tuned implicitly within the proof of a worst-case approximation ratio or runtime bound. Worst-case instances, however, may be rare or nonexistent in practice. A growing body of research has demonstrated that data-driven algorithm design can lead to significant improvements in performance. This approach uses a training set of problem instances sampled from an unknown, application-specific distribution and returns a parameter setting with strong average performance on the training set. We provide a broadly applicable theory for deriving generalization guarantees that bound the difference between the algorithm's average performance over the training set and its expected performance. Our results apply no matter how the parameters are tuned, be it via an automated or manual approach. The challenge is that for many types of algorithms, performance is a volatile function of the parameters: slightly perturbing the parameters can cause large changes in behavior. Prior research has proved generalization bounds by employing case-by-case analyses of greedy algorithms, clustering algorithms, integer programming algorithms, and selling mechanisms. We uncover a unifying structure which we use to prove extremely general guarantees, yet we recover the bounds from prior research. Our guarantees apply whenever an algorithm's performance is a piecewise-constant, -linear, or -- more generally -- piecewise-structured function of its parameters. Our theory also implies novel bounds for voting mechanisms and dynamic programming algorithms from computational biology.
LGJul 22, 2019
Learning piecewise Lipschitz functions in changing environmentsMaria-Florina Balcan, Travis Dick, Dravyansh Sharma
Optimization in the presence of sharp (non-Lipschitz), unpredictable (w.r.t. time and amount) changes is a challenging and largely unexplored problem of great significance. We consider the class of piecewise Lipschitz functions, which is the most general online setting considered in the literature for the problem, and arises naturally in various combinatorial algorithm selection problems where utility functions can have sharp discontinuities. The usual performance metric of $\mathit{static}$ regret minimizes the gap between the payoff accumulated and that of the best fixed point for the entire duration, and thus fails to capture changing environments. Shifting regret is a useful alternative, which allows for up to $s$ environment shifts. In this work we provide an $O(\sqrt{sdT\log T}+sT^{1-β})$ regret bound for $β$-dispersed functions, where $β$ roughly quantifies the rate at which discontinuities appear in the utility functions in expectation (typically $β\ge1/2$ in problems of practical interest). We also present a lower bound tight up to sub-logarithmic factors. We further obtain improved bounds when selecting from a small pool of experts. We empirically demonstrate a key application of our algorithms to online clustering problems on popular benchmarks.
LGJul 1, 2019
Learning to LinkMaria-Florina Balcan, Travis Dick, Manuel Lang
Clustering is an important part of many modern data analysis pipelines, including network analysis and data retrieval. There are many different clustering algorithms developed by various communities, and it is often not clear which algorithm will give the best performance on a specific clustering task. Similarly, we often have multiple ways to measure distances between data points, and the best clustering performance might require a non-trivial combination of those metrics. In this work, we study data-driven algorithm selection and metric learning for clustering problems, where the goal is to simultaneously learn the best algorithm and metric for a specific application. The family of clustering algorithms we consider is parameterized linkage based procedures that includes single and complete linkage. The family of distance functions we learn over are convex combinations of base distance functions. We design efficient learning algorithms which receive samples from an application-specific distribution over clustering instances and simultaneously learn both a near-optimal distance and clustering algorithm from these classes. We also carry out a comprehensive empirical evaluation of our techniques showing that they can lead to significantly improved clustering performance.
LGJun 6, 2019
Adaptive Gradient-Based Meta-Learning MethodsMikhail Khodak, Maria-Florina Balcan, Ameet Talwalkar
We build a theoretical framework for designing and understanding practical meta-learning methods that integrates sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential prediction algorithms. Our approach enables the task-similarity to be learned adaptively, provides sharper transfer-risk bounds in the setting of statistical learning-to-learn, and leads to straightforward derivations of average-case regret bounds for efficient algorithms in settings where the task-environment changes dynamically or the tasks share a certain geometric structure. We use our theory to modify several popular meta-learning algorithms and improve their meta-test-time performance on standard problems in few-shot learning and federated learning.
LGMay 26, 2019
Learning to Optimize Computational Resources: Frugal Training with Generalization GuaranteesMaria-Florina Balcan, Tuomas Sandholm, Ellen Vitercik
Algorithms typically come with tunable parameters that have a considerable impact on the computational resources they consume. Too often, practitioners must hand-tune the parameters, a tedious and error-prone task. A recent line of research provides algorithms that return nearly-optimal parameters from within a finite set. These algorithms can be used when the parameter space is infinite by providing as input a random sample of parameters. This data-independent discretization, however, might miss pockets of nearly-optimal parameters: prior research has presented scenarios where the only viable parameters lie within an arbitrarily small region. We provide an algorithm that learns a finite set of promising parameters from within an infinite set. Our algorithm can help compile a configuration portfolio, or it can be used to select the input to a configuration algorithm for finite parameter spaces. Our approach applies to any configuration problem that satisfies a simple yet ubiquitous structure: the algorithm's performance is a piecewise constant function of its parameters. Prior research has exhibited this structure in domains from integer programming to clustering.
LGApr 18, 2019
Semi-bandit Optimization in the Dispersed SettingMaria-Florina Balcan, Travis Dick, Wesley Pegden
The goal of data-driven algorithm design is to obtain high-performing algorithms for specific application domains using machine learning and data. Across many fields in AI, science, and engineering, practitioners will often fix a family of parameterized algorithms and then optimize those parameters to obtain good performance on example instances from the application domain. In the online setting, we must choose algorithm parameters for each instance as they arrive, and our goal is to be competitive with the best fixed algorithm in hindsight. There are two major challenges in online data-driven algorithm design. First, it can be computationally expensive to evaluate the loss functions that map algorithm parameters to performance, which often require the learner to run a combinatorial algorithm to measure its performance. Second, the losses can be extremely volatile and have sharp discontinuities. However, we show that in many applications, evaluating the loss function for one algorithm choice can sometimes reveal the loss for a range of similar algorithms, essentially for free. We develop online optimization algorithms capable of using this kind of extra information by working in the semi-bandit feedback setting. Our algorithms achieve regret bounds that are essentially as good as algorithms under full-information feedback and are significantly more computationally efficient. We apply our semi-bandit results to obtain the first provable guarantees for data-driven algorithm design for linkage-based clustering and we improve the best regret bounds for designing greedy knapsack algorithms.
LGFeb 27, 2019
Provable Guarantees for Gradient-Based Meta-LearningMikhail Khodak, Maria-Florina Balcan, Ameet Talwalkar
We study the problem of meta-learning through the lens of online convex optimization, developing a meta-algorithm bridging the gap between popular gradient-based meta-learning and classical regularization-based multi-task transfer methods. Our method is the first to simultaneously satisfy good sample efficiency guarantees in the convex setting, with generalization bounds that improve with task-similarity, while also being computationally scalable to modern deep learning architectures and the many-task setting. Despite its simplicity, the algorithm matches, up to a constant factor, a lower bound on the performance of any such parameter-transfer method under natural task similarity assumptions. We use experiments in both convex and deep learning settings to verify and demonstrate the applicability of our theory.
DSOct 18, 2018
Testing Matrix Rank, OptimallyMaria-Florina Balcan, Yi Li, David P. Woodruff et al.
We show that for the problem of testing if a matrix $A \in F^{n \times n}$ has rank at most $d$, or requires changing an $ε$-fraction of entries to have rank at most $d$, there is a non-adaptive query algorithm making $\widetilde{O}(d^2/ε)$ queries. Our algorithm works for any field $F$. This improves upon the previous $O(d^2/ε^2)$ bound (SODA'03), and bypasses an $Ω(d^2/ε^2)$ lower bound of (KDD'14) which holds if the algorithm is required to read a submatrix. Our algorithm is the first such algorithm which does not read a submatrix, and instead reads a carefully selected non-adaptive pattern of entries in rows and columns of $A$. We complement our algorithm with a matching query complexity lower bound for non-adaptive testers over any field. We also give tight bounds of $\widetildeΘ(d^2)$ queries in the sensing model for which query access comes in the form of $\langle X_i, A\rangle:=tr(X_i^\top A)$; perhaps surprisingly these bounds do not depend on $ε$. We next develop a novel property testing framework for testing numerical properties of a real-valued matrix $A$ more generally, which includes the stable rank, Schatten-$p$ norms, and SVD entropy. Specifically, we propose a bounded entry model, where $A$ is required to have entries bounded by $1$ in absolute value. We give upper and lower bounds for a wide range of problems in this model, and discuss connections to the sensing model above.
LGSep 23, 2018
Envy-Free ClassificationMaria-Florina Balcan, Travis Dick, Ritesh Noothigattu et al.
In classic fair division problems such as cake cutting and rent division, envy-freeness requires that each individual (weakly) prefer his allocation to anyone else's. On a conceptual level, we argue that envy-freeness also provides a compelling notion of fairness for classification tasks. Our technical focus is the generalizability of envy-free classification, i.e., understanding whether a classifier that is envy free on a sample would be almost envy free with respect to the underlying distribution with high probability. Our main result establishes that a small sample is sufficient to achieve such guarantees, when the classifier in question is a mixture of deterministic classifiers that belong to a family of low Natarajan dimension.
DSSep 19, 2018
Data-Driven Clustering via Parameterized Lloyd's FamiliesMaria-Florina Balcan, Travis Dick, Colin White
Algorithms for clustering points in metric spaces is a long-studied area of research. Clustering has seen a multitude of work both theoretically, in understanding the approximation guarantees possible for many objective functions such as k-median and k-means clustering, and experimentally, in finding the fastest algorithms and seeding procedures for Lloyd's algorithm. The performance of a given clustering algorithm depends on the specific application at hand, and this may not be known up front. For example, a "typical instance" may vary depending on the application, and different clustering heuristics perform differently depending on the instance. In this paper, we define an infinite family of algorithms generalizing Lloyd's algorithm, with one parameter controlling the initialization procedure, and another parameter controlling the local search procedure. This family of algorithms includes the celebrated k-means++ algorithm, as well as the classic farthest-first traversal algorithm. We design efficient learning algorithms which receive samples from an application-specific distribution over clustering instances and learn a near-optimal clustering algorithm from the class. We show the best parameters vary significantly across datasets such as MNIST, CIFAR, and mixtures of Gaussians. Our learned algorithms never perform worse than k-means++, and on some datasets we see significant improvements.