Hemant Tyagi

ML
21papers
270citations
Novelty53%
AI Score33

21 Papers

MLOct 31, 2023
Graph Matching via convex relaxation to the simplex

Ernesto Araya Valdivia, Hemant Tyagi

This paper addresses the Graph Matching problem, which consists of finding the best possible alignment between two input graphs, and has many applications in computer vision, network deanonymization and protein alignment. A common approach to tackle this problem is through convex relaxations of the NP-hard \emph{Quadratic Assignment Problem} (QAP). Here, we introduce a new convex relaxation onto the unit simplex and develop an efficient mirror descent scheme with closed-form iterations for solving this problem. Under the correlated Gaussian Wigner model, we show that the simplex relaxation admits a unique solution with high probability. In the noiseless case, this is shown to imply exact recovery of the ground truth permutation. Additionally, we establish a novel sufficiency condition for the input matrix in standard greedy rounding methods, which is less restrictive than the commonly used `diagonal dominance' condition. We use this condition to show exact one-step recovery of the ground truth (holding almost surely) via the mirror descent scheme, in the noiseless setting. We also use this condition to obtain significantly improved conditions for the GRAMPA algorithm [Fan et al. 2019] in the noiseless setting.

STMay 29, 2025
Joint estimation of smooth graph signals from partial linear measurements

Hemant Tyagi

Given an undirected and connected graph $G$ on $T$ vertices, suppose each vertex $t$ has a latent signal $x_t \in \mathbb{R}^n$ associated to it. Given partial linear measurements of the signals, for a potentially small subset of the vertices, our goal is to estimate $x_t$'s. Assuming that the signals are smooth w.r.t $G$, in the sense that the quadratic variation of the signals over the graph is small, we obtain non-asymptotic bounds on the mean squared error for jointly recovering $x_t$'s, for the smoothness penalized least squares estimator. In particular, this implies for certain choices of $G$ that this estimator is weakly consistent (as $T \rightarrow \infty$) under potentially very stringent sampling, where only one coordinate is measured per vertex for a vanishingly small fraction of the vertices. The results are extended to a ``multi-layer'' ranking problem where $x_t$ corresponds to the latent strengths of a collection of $n$ items, and noisy pairwise difference measurements are obtained at each ``layer'' $t$ via a measurement graph $G_t$. Weak consistency is established for certain choices of $G$ even when the individual $G_t$'s are very sparse and disconnected.

MLJun 6, 2024
Dynamic angular synchronization under smoothness constraints

Ernesto Araya, Mihai Cucuringu, Hemant Tyagi

Given an undirected measurement graph $\mathcal{H} = ([n], \mathcal{E})$, the classical angular synchronization problem consists of recovering unknown angles $θ_1^*,\dots,θ_n^*$ from a collection of noisy pairwise measurements of the form $(θ_i^* - θ_j^*) \mod 2π$, for all $\{i,j\} \in \mathcal{E}$. This problem arises in a variety of applications, including computer vision, time synchronization of distributed networks, and ranking from pairwise comparisons. In this paper, we consider a dynamic version of this problem where the angles, and also the measurement graphs evolve over $T$ time points. Assuming a smoothness condition on the evolution of the latent angles, we derive three algorithms for joint estimation of the angles over all time points. Moreover, for one of the algorithms, we establish non-asymptotic recovery guarantees for the mean-squared error (MSE) under different statistical models. In particular, we show that the MSE converges to zero as $T$ increases under milder conditions than in the static setting. This includes the setting where the measurement graphs are highly sparse and disconnected, and also when the measurement noise is large and can potentially increase with $T$. We complement our theoretical results with experiments on synthetic data.

MLDec 20, 2021
An iterative clustering algorithm for the Contextual Stochastic Block Model with optimality guarantees

Guillaume Braun, Hemant Tyagi, Christophe Biernacki

Real-world networks often come with side information that can help to improve the performance of network analysis tasks such as clustering. Despite a large number of empirical and theoretical studies conducted on network clustering methods during the past decade, the added value of side information and the methods used to incorporate it optimally in clustering algorithms are relatively less understood. We propose a new iterative algorithm to cluster networks with side information for nodes (in the form of covariates) and show that our algorithm is optimal under the Contextual Symmetric Stochastic Block Model. Our algorithm can be applied to general Contextual Stochastic Block Models and avoids hyperparameter tuning in contrast to previously proposed methods. We confirm our theoretical results on synthetic data experiments where our algorithm significantly outperforms other methods, and show that it can also be applied to signed graphs. Finally we demonstrate the practical interest of our method on real data.

STDec 2, 2021
Recovering Hölder smooth functions from noisy modulo samples

Michaël Fanuel, Hemant Tyagi

In signal processing, several applications involve the recovery of a function given noisy modulo samples. The setting considered in this paper is that the samples corrupted by an additive Gaussian noise are wrapped due to the modulo operation. Typical examples of this problem arise in phase unwrapping problems or in the context of self-reset analog to digital converters. We consider a fixed design setting where the modulo samples are given on a regular grid. Then, a three stage recovery strategy is proposed to recover the ground truth signal up to a global integer shift. The first stage denoises the modulo samples by using local polynomial estimators. In the second stage, an unwrapping algorithm is applied to the denoised modulo samples on the grid. Finally, a spline based quasi-interpolant operator is used to yield an estimate of the ground truth function up to a global integer shift. For a function in Hölder class, uniform error rates are given for recovery performance with high probability. This extends recent results obtained by Fanuel and Tyagi for Lipschitz smooth functions wherein $k$NN regression was used in the denoising step.

STSep 28, 2021
Dynamic Ranking with the BTL Model: A Nearest Neighbor based Rank Centrality Method

Eglantine Karlé, Hemant Tyagi

Many applications such as recommendation systems or sports tournaments involve pairwise comparisons within a collection of $n$ items, the goal being to aggregate the binary outcomes of the comparisons in order to recover the latent strength and/or global ranking of the items. In recent years, this problem has received significant interest from a theoretical perspective with a number of methods being proposed, along with associated statistical guarantees under the assumption of a suitable generative model. While these results typically collect the pairwise comparisons as one comparison graph $G$, however in many applications - such as the outcomes of soccer matches during a tournament - the nature of pairwise outcomes can evolve with time. Theoretical results for such a dynamic setting are relatively limited compared to the aforementioned static setting. We study in this paper an extension of the classic BTL (Bradley-Terry-Luce) model for the static setting to our dynamic setup under the assumption that the probabilities of the pairwise outcomes evolve smoothly over the time domain $[0,1]$. Given a sequence of comparison graphs $(G_{t'})_{t' \in \mathcal{T}}$ on a regular grid $\mathcal{T} \subset [0,1]$, we aim at recovering the latent strengths of the items $w_t^* \in \mathbb{R}^n$ at any time $t \in [0,1]$. To this end, we adapt the Rank Centrality method - a popular spectral approach for ranking in the static case - by locally averaging the available data on a suitable neighborhood of $t$. When $(G_{t'})_{t' \in \mathcal{T}}$ is a sequence of Erdös-Renyi graphs, we provide non-asymptotic $\ell_2$ and $\ell_{\infty}$ error bounds for estimating $w_t^*$ which in particular establishes the consistency of this method in terms of $n$, and the grid size $\lvert\mathcal{T}\rvert$. We also complement our theoretical analysis with experiments on real and synthetic data.

MLMar 4, 2021
Clustering multilayer graphs with missing nodes

Guillaume Braun, Hemant Tyagi, Christophe Biernacki

Relationship between agents can be conveniently represented by graphs. When these relationships have different modalities, they are better modelled by multilayer graphs where each layer is associated with one modality. Such graphs arise naturally in many contexts including biological and social networks. Clustering is a fundamental problem in network analysis where the goal is to regroup nodes with similar connectivity profiles. In the past decade, various clustering methods have been extended from the unilayer setting to multilayer graphs in order to incorporate the information provided by each layer. While most existing works assume - rather restrictively - that all layers share the same set of nodes, we propose a new framework that allows for layers to be defined on different sets of nodes. In particular, the nodes not recorded in a layer are treated as missing. Within this paradigm, we investigate several generalizations of well-known clustering methods in the complete setting to the incomplete one and prove some consistency results under the Multi-Layer Stochastic Block Model assumption. Our theoretical results are complemented by thorough numerical comparisons between our proposed algorithms on synthetic data, and also on real datasets, thus highlighting the promising behaviour of our methods in various settings.

MLDec 29, 2020
An extension of the angular synchronization problem to the heterogeneous setting

Mihai Cucuringu, Hemant Tyagi

Given an undirected measurement graph $G = ([n], E)$, the classical angular synchronization problem consists of recovering unknown angles $θ_1,\dots,θ_n$ from a collection of noisy pairwise measurements of the form $(θ_i - θ_j) \mod 2π$, for each $\{i,j\} \in E$. This problem arises in a variety of applications, including computer vision, time synchronization of distributed networks, and ranking from preference relationships. In this paper, we consider a generalization to the setting where there exist $k$ unknown groups of angles $θ_{l,1}, \dots,θ_{l,n}$, for $l=1,\dots,k$. For each $ \{i,j\} \in E$, we are given noisy pairwise measurements of the form $θ_{\ell,i} - θ_{\ell,j}$ for an unknown $\ell \in \{1,2,\ldots,k\}$. This can be thought of as a natural extension of the angular synchronization problem to the heterogeneous setting of multiple groups of angles, where the measurement graph has an unknown edge-disjoint decomposition $G = G_1 \cup G_2 \ldots \cup G_k$, where the $G_i$'s denote the subgraphs of edges corresponding to each group. We propose a probabilistic generative model for this problem, along with a spectral algorithm for which we provide a detailed theoretical analysis in terms of robustness against both sampling sparsity and noise. The theoretical findings are complemented by a comprehensive set of numerical experiments, showcasing the efficacy of our algorithm under various parameter regimes. Finally, we consider an application of bi-synchronization to the graph realization problem, and provide along the way an iterative graph disentangling procedure that uncovers the subgraphs $G_i$, $i=1,\ldots,k$ which is of independent interest, as it is shown to improve the final recovery accuracy across all the experiments considered.

MLNov 3, 2020
Regularized spectral methods for clustering signed networks

Mihai Cucuringu, Apoorv Vikram Singh, Déborah Sulem et al.

We study the problem of $k$-way clustering in signed graphs. Considerable attention in recent years has been devoted to analyzing and modeling signed graphs, where the affinity measure between nodes takes either positive or negative values. Recently, Cucuringu et al. [CDGT 2019] proposed a spectral method, namely SPONGE (Signed Positive over Negative Generalized Eigenproblem), which casts the clustering task as a generalized eigenvalue problem optimizing a suitably defined objective function. This approach is motivated by social balance theory, where the clustering task aims to decompose a given network into disjoint groups, such that individuals within the same group are connected by as many positive edges as possible, while individuals from different groups are mainly connected by negative edges. Through extensive numerical simulations, SPONGE was shown to achieve state-of-the-art empirical performance. On the theoretical front, [CDGT 2019] analyzed SPONGE and the popular Signed Laplacian method under the setting of a Signed Stochastic Block Model (SSBM), for $k=2$ equal-sized clusters, in the regime where the graph is moderately dense. In this work, we build on the results in [CDGT 2019] on two fronts for the normalized versions of SPONGE and the Signed Laplacian. Firstly, for both algorithms, we extend the theoretical analysis in [CDGT 2019] to the general setting of $k \geq 2$ unequal-sized clusters in the moderately dense regime. Secondly, we introduce regularized versions of both methods to handle sparse graphs -- a regime where standard spectral methods underperform -- and provide theoretical guarantees under the same SSBM model. To the best of our knowledge, regularized spectral methods have so far not been considered in the setting of clustering signed graphs. We complement our theoretical results with an extensive set of numerical experiments on synthetic data.

STSep 10, 2020
Error analysis for denoising smooth modulo signals on a graph

Hemant Tyagi

In many applications, we are given access to noisy modulo samples of a smooth function with the goal being to robustly unwrap the samples, i.e., to estimate the original samples of the function. In a recent work, Cucuringu and Tyagi proposed denoising the modulo samples by first representing them on the unit complex circle and then solving a smoothness regularized least squares problem -- the smoothness measured w.r.t the Laplacian of a suitable proximity graph $G$ -- on the product manifold of unit circles. This problem is a quadratically constrained quadratic program (QCQP) which is nonconvex, hence they proposed solving its sphere-relaxation leading to a trust region subproblem (TRS). In terms of theoretical guarantees, $\ell_2$ error bounds were derived for (TRS). These bounds are however weak in general and do not really demonstrate the denoising performed by (TRS). In this work, we analyse the (TRS) as well as an unconstrained relaxation of (QCQP). For both these estimators we provide a refined analysis in the setting of Gaussian noise and derive noise regimes where they provably denoise the modulo observations w.r.t the $\ell_2$ norm. The analysis is performed in a general setting where $G$ is any connected graph.

STSep 10, 2020
Denoising modulo samples: k-NN regression and tightness of SDP relaxation

Michaël Fanuel, Hemant Tyagi

Many modern applications involve the acquisition of noisy modulo samples of a function $f$, with the goal being to recover estimates of the original samples of $f$. For a Lipschitz function $f:[0,1]^d \to \mathbb{R}$, suppose we are given the samples $y_i = (f(x_i) + η_i)\bmod 1; \quad i=1,\dots,n$ where $η_i$ denotes noise. Assuming $η_i$ are zero-mean i.i.d Gaussian's, and $x_i$'s form a uniform grid, we derive a two-stage algorithm that recovers estimates of the samples $f(x_i)$ with a uniform error rate $O((\frac{\log n}{n})^{\frac{1}{d+2}})$ holding with high probability. The first stage involves embedding the points on the unit complex circle, and obtaining denoised estimates of $f(x_i)\bmod 1$ via a $k$NN (nearest neighbor) estimator. The second stage involves a sequential unwrapping procedure which unwraps the denoised mod $1$ estimates from the first stage. The estimates of the samples $f(x_i)$ can be subsequently utilized to construct an estimate of the function $f$, with the aforementioned uniform error rate. Recently, Cucuringu and Tyagi proposed an alternative way of denoising modulo $1$ data which works with their representation on the unit complex circle. They formulated a smoothness regularized least squares problem on the product manifold of unit circles, where the smoothness is measured with respect to the Laplacian of a proximity graph $G$ involving the $x_i$'s. This is a nonconvex quadratically constrained quadratic program (QCQP) hence they proposed solving its semidefinite program (SDP) based relaxation. We derive sufficient conditions under which the SDP is a tight relaxation of the QCQP. Hence under these conditions, the global solution of QCQP can be obtained in polynomial time.

MLJun 6, 2019
Ranking and synchronization from pairwise measurements via SVD

Alexandre d'Aspremont, Mihai Cucuringu, Hemant Tyagi

Given a measurement graph $G= (V,E)$ and an unknown signal $r \in \mathbb{R}^n$, we investigate algorithms for recovering $r$ from pairwise measurements of the form $r_i - r_j$; $\{i,j\} \in E$. This problem arises in a variety of applications, such as ranking teams in sports data and time synchronization of distributed networks. Framed in the context of ranking, the task is to recover the ranking of $n$ teams (induced by $r$) given a small subset of noisy pairwise rank offsets. We propose a simple SVD-based algorithmic pipeline for both the problem of time synchronization and ranking. We provide a detailed theoretical analysis in terms of robustness against both sampling sparsity and noise perturbations with outliers, using results from matrix perturbation and random matrix theory. Our theoretical findings are complemented by a detailed set of numerical experiments on both synthetic and real data, showcasing the competitiveness of our proposed algorithms with other state-of-the-art methods.

MLApr 18, 2019
SPONGE: A generalized eigenproblem for clustering signed networks

Mihai Cucuringu, Peter Davies, Aldo Glielmo et al.

We introduce a principled and theoretically sound spectral method for $k$-way clustering in signed graphs, where the affinity measure between nodes takes either positive or negative values. Our approach is motivated by social balance theory, where the task of clustering aims to decompose the network into disjoint groups, such that individuals within the same group are connected by as many positive edges as possible, while individuals from different groups are connected by as many negative edges as possible. Our algorithm relies on a generalized eigenproblem formulation inspired by recent work on constrained clustering. We provide theoretical guarantees for our approach in the setting of a signed stochastic block model, by leveraging tools from matrix perturbation theory and random matrix theory. An extensive set of numerical experiments on both synthetic and real data shows that our approach compares favorably with state-of-the-art methods for signed clustering, especially for large number of clusters and sparse measurement graphs.

NAMay 1, 2019
Learning general sparse additive models from point queries in high dimensions

Hemant Tyagi, Jan Vybiral

We consider the problem of learning a $d$-variate function $f$ defined on the cube $[-1,1]^d\subset {\mathbb R}^d$, where the algorithm is assumed to have black box access to samples of $f$ within this domain. Denote ${\mathcal S}_r \subset {[d] \choose r}; r=1,\dots,r_0$ to be sets consisting of unknown $r$-wise interactions amongst the coordinate variables. We then focus on the setting where $f$ has an additive structure, i.e., it can be represented as $$f = \sum_{{\mathbf j} \in {\mathcal S}_1} ϕ_{\mathbf j} + \sum_{{\mathbf j} \in {\mathcal S}_2} ϕ_{\mathbf j} + \dots + \sum_{{\mathbf j} \in {\mathcal S}_{r_0}} ϕ_{\mathbf j},$$ where each $ϕ_{\mathbf j}$; ${\mathbf j} \in {\cal S}_r$ is at most $r$-variate for $1 \leq r \leq r_0$. We derive randomized algorithms that query $f$ at carefully constructed set of points, and exactly recover each ${\mathcal S}_r$ with high probability. In contrary to the previous work, our analysis does not rely on numerical approximation of derivatives by finite order differences.

MLMar 9, 2018
Provably robust estimation of modulo 1 samples of a smooth function with applications to phase unwrapping

Mihai Cucuringu, Hemant Tyagi

Consider an unknown smooth function $f: [0,1]^d \rightarrow \mathbb{R}$, and say we are given $n$ noisy mod 1 samples of $f$, i.e., $y_i = (f(x_i) + η_i)\mod 1$, for $x_i \in [0,1]^d$, where $η_i$ denotes the noise. Given the samples $(x_i,y_i)_{i=1}^{n}$, our goal is to recover smooth, robust estimates of the clean samples $f(x_i) \bmod 1$. We formulate a natural approach for solving this problem, which works with angular embeddings of the noisy mod 1 samples over the unit circle, inspired by the angular synchronization framework. This amounts to solving a smoothness regularized least-squares problem -- a quadratically constrained quadratic program (QCQP) -- where the variables are constrained to lie on the unit circle. Our approach is based on solving its relaxation, which is a trust-region sub-problem and hence solvable efficiently. We provide theoretical guarantees demonstrating its robustness to noise for adversarial, and random Gaussian and Bernoulli noise models. To the best of our knowledge, these are the first such theoretical results for this problem. We demonstrate the robustness and efficiency of our approach via extensive numerical simulations on synthetic data, along with a simple least-squares solution for the unwrapping stage, that recovers the original samples of $f$ (up to a global shift). It is shown to perform well at high levels of noise, when taking as input the denoised modulo $1$ samples. Finally, we also consider two other approaches for denoising the modulo 1 samples that leverage tools from Riemannian optimization on manifolds, including a Burer-Monteiro approach for a semidefinite programming relaxation of our formulation. For the two-dimensional version of the problem, which has applications in radar interferometry, we are able to solve instances of real-world data with a million sample points in under 10 seconds, on a personal laptop.

MLOct 27, 2017
On denoising modulo 1 samples of a function

Mihai Cucuringu, Hemant Tyagi

Consider an unknown smooth function $f: [0,1] \rightarrow \mathbb{R}$, and say we are given $n$ noisy$\mod 1$ samples of $f$, i.e., $y_i = (f(x_i) + η_i)\mod 1$ for $x_i \in [0,1]$, where $η_i$ denotes noise. Given the samples $(x_i,y_i)_{i=1}^{n}$ our goal is to recover smooth, robust estimates of the clean samples $f(x_i) \bmod 1$. We formulate a natural approach for solving this problem which works with representations of mod 1 values over the unit circle. This amounts to solving a quadratically constrained quadratic program (QCQP) with non-convex constraints involving points lying on the unit circle. Our proposed approach is based on solving its relaxation which is a trust-region sub-problem, and hence solvable efficiently. We demonstrate its robustness to noise % of our approach via extensive simulations on several synthetic examples, and provide a detailed theoretical analysis.

LGMay 2, 2016
Algorithms for Learning Sparse Additive Models with Interactions in High Dimensions

Hemant Tyagi, Anastasios Kyrillidis, Bernd Gärtner et al.

A function $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is a Sparse Additive Model (SPAM), if it is of the form $f(\mathbf{x}) = \sum_{l \in \mathcal{S}}φ_{l}(x_l)$ where $\mathcal{S} \subset [d]$, $|\mathcal{S}| \ll d$. Assuming $φ$'s, $\mathcal{S}$ to be unknown, there exists extensive work for estimating $f$ from its samples. In this work, we consider a generalized version of SPAMs, that also allows for the presence of a sparse number of second order interaction terms. For some $\mathcal{S}_1 \subset [d], \mathcal{S}_2 \subset {[d] \choose 2}$, with $|\mathcal{S}_1| \ll d, |\mathcal{S}_2| \ll d^2$, the function $f$ is now assumed to be of the form: $\sum_{p \in \mathcal{S}_1}φ_{p} (x_p) + \sum_{(l,l^{\prime}) \in \mathcal{S}_2}φ_{(l,l^{\prime})} (x_l,x_{l^{\prime}})$. Assuming we have the freedom to query $f$ anywhere in its domain, we derive efficient algorithms that provably recover $\mathcal{S}_1,\mathcal{S}_2$ with finite sample bounds. Our analysis covers the noiseless setting where exact samples of $f$ are obtained, and also extends to the noisy setting where the queries are corrupted with noise. For the noisy setting in particular, we consider two noise models namely: i.i.d Gaussian noise and arbitrary but bounded noise. Our main methods for identification of $\mathcal{S}_2$ essentially rely on estimation of sparse Hessian matrices, for which we provide two novel compressed sensing based schemes. Once $\mathcal{S}_1, \mathcal{S}_2$ are known, we show how the individual components $φ_p$, $φ_{(l,l^{\prime})}$ can be estimated via additional queries of $f$, with uniform error bounds. Lastly, we provide simulation results on synthetic data that validate our theoretical findings.

LGApr 18, 2016
Learning Sparse Additive Models with Interactions in High Dimensions

Hemant Tyagi, Anastasios Kyrillidis, Bernd Gärtner et al.

A function $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is referred to as a Sparse Additive Model (SPAM), if it is of the form $f(\mathbf{x}) = \sum_{l \in \mathcal{S}}φ_{l}(x_l)$, where $\mathcal{S} \subset [d]$, $|\mathcal{S}| \ll d$. Assuming $φ_l$'s and $\mathcal{S}$ to be unknown, the problem of estimating $f$ from its samples has been studied extensively. In this work, we consider a generalized SPAM, allowing for second order interaction terms. For some $\mathcal{S}_1 \subset [d], \mathcal{S}_2 \subset {[d] \choose 2}$, the function $f$ is assumed to be of the form: $$f(\mathbf{x}) = \sum_{p \in \mathcal{S}_1}φ_{p} (x_p) + \sum_{(l,l^{\prime}) \in \mathcal{S}_2}φ_{(l,l^{\prime})} (x_{l},x_{l^{\prime}}).$$ Assuming $φ_{p},φ_{(l,l^{\prime})}$, $\mathcal{S}_1$ and, $\mathcal{S}_2$ to be unknown, we provide a randomized algorithm that queries $f$ and exactly recovers $\mathcal{S}_1,\mathcal{S}_2$. Consequently, this also enables us to estimate the underlying $φ_p, φ_{(l,l^{\prime})}$. We derive sample complexity bounds for our scheme and also extend our analysis to include the situation where the queries are corrupted with noise -- either stochastic, or arbitrary but bounded. Lastly, we provide simulation results on synthetic data, that validate our theoretical findings.

MLDec 1, 2013
Stochastic continuum armed bandit problem of few linear parameters in high dimensions

Hemant Tyagi, Sebastian Stich, Bernd Gärtner

We consider a stochastic continuum armed bandit problem where the arms are indexed by the $\ell_2$ ball $B_{d}(1+ν)$ of radius $1+ν$ in $\mathbb{R}^d$. The reward functions $r :B_{d}(1+ν) \rightarrow \mathbb{R}$ are considered to intrinsically depend on $k \ll d$ unknown linear parameters so that $r(\mathbf{x}) = g(\mathbf{A} \mathbf{x})$ where $\mathbf{A}$ is a full rank $k \times d$ matrix. Assuming the mean reward function to be smooth we make use of results from low-rank matrix recovery literature and derive an efficient randomized algorithm which achieves a regret bound of $O(C(k,d) n^{\frac{1+k}{2+k}} (\log n)^{\frac{1}{2+k}})$ with high probability. Here $C(k,d)$ is at most polynomial in $d$ and $k$ and $n$ is the number of rounds or the sampling budget which is assumed to be known beforehand.

MLOct 7, 2013
Learning Non-Parametric Basis Independent Models from Point Queries via Low-Rank Methods

Hemant Tyagi, Volkan Cevher

We consider the problem of learning multi-ridge functions of the form f(x) = g(Ax) from point evaluations of f. We assume that the function f is defined on an l_2-ball in R^d, g is twice continuously differentiable almost everywhere, and A \in R^{k \times d} is a rank k matrix, where k << d. We propose a randomized, polynomial-complexity sampling scheme for estimating such functions. Our theoretical developments leverage recent techniques from low rank matrix recovery, which enables us to derive a polynomial time estimator of the function f along with uniform approximation guarantees. We prove that our scheme can also be applied for learning functions of the form: f(x) = \sum_{i=1}^{k} g_i(a_i^T x), provided f satisfies certain smoothness conditions in a neighborhood around the origin. We also characterize the noise robustness of the scheme. Finally, we present numerical examples to illustrate the theoretical bounds in action.

LGApr 21, 2013
Continuum armed bandit problem of few variables in high dimensions

Hemant Tyagi, Bernd Gärtner

We consider the stochastic and adversarial settings of continuum armed bandits where the arms are indexed by [0,1]^d. The reward functions r:[0,1]^d -> R are assumed to intrinsically depend on at most k coordinate variables implying r(x_1,..,x_d) = g(x_{i_1},..,x_{i_k}) for distinct and unknown i_1,..,i_k from {1,..,d} and some locally Holder continuous g:[0,1]^k -> R with exponent 0 < alpha <= 1. Firstly, assuming (i_1,..,i_k) to be fixed across time, we propose a simple modification of the CAB1 algorithm where we construct the discrete set of sampling points to obtain a bound of O(n^((alpha+k)/(2*alpha+k)) (log n)^((alpha)/(2*alpha+k)) C(k,d)) on the regret, with C(k,d) depending at most polynomially in k and sub-logarithmically in d. The construction is based on creating partitions of {1,..,d} into k disjoint subsets and is probabilistic, hence our result holds with high probability. Secondly we extend our results to also handle the more general case where (i_1,...,i_k) can change over time and derive regret bounds for the same.