NAMay 10, 2017
Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov SpacesPetros Drineas, Ilse Ipsen, Eugenia-Maria Kontopoulou et al.
This paper is concerned with approximating the dominant left singular vector space of a real matrix $A$ of arbitrary dimension, from block Krylov spaces generated by the matrix $AA^T$ and the block vector $AX$. Two classes of results are presented. First are bounds on the distance, in the two and Frobenius norms, between the Krylov space and the target space. The distance is expressed in terms of principal angles. Second are quality of approximation bounds, relative to the best approximation in the Frobenius norm. For starting guesses $X$ of full column-rank, the bounds depend on the tangent of the principal angles between $X$ and the dominant right singular vector space of $A$. The results presented here form the structural foundation for the analysis of randomized Krylov space methods. The innovative feature is a combination of traditional Lanczos convergence analysis with optimal approximations via least squares problems.
67.7LGApr 15
WIN-U: Woodbury-Informed Newton-Unlearning as a retain-free Machine Unlearning FrameworkXingjian Zhao, Mohammad Mohammadi Amiri, Malik Magdon-Ismail
Privacy concerns in LLMs have led to the rapidly growing need to enforce a data's "right to be forgotten". Machine unlearning addresses precisely this task, namely the removal of the influence of some specific data, i.e., the forget set, from a trained model. The gold standard for unlearning is to produce the model that would have been learned on only the rest of the training data, i.e., the retain set. Most existing unlearning methods rely on direct access to the retained data, which may not be practical due to privacy or cost constraints. We propose WIN-U, a retained-data free unlearning framework that requires only second order information for the originally trained model on the full data. The unlearning is performed using a single Newton-style step. Using the Woodbury matrix identity and a generalized Gauss-Newton approximation for the forget set curvature, the WIN-U update recovers the closed-form linear solution and serves as a local second-order approximation to the gold-standard retraining optimum. Extensive experiments on various vision and language benchmarks demonstrate that WIN-U achieves SOTA performance in terms of unlearning efficacy and utility preservation, while being more robust against relearning attacks compared to existing methods. Importantly, WIN-U does not require access to the retained data.
LGDec 25, 2024
Predicting Time Series of Networked Dynamical Systems without Knowing TopologyYanna Ding, Zijie Huang, Malik Magdon-Ismail et al.
Many real-world complex systems, such as epidemic spreading networks and ecosystems, can be modeled as networked dynamical systems that produce multivariate time series. Learning the intrinsic dynamics from observational data is pivotal for forecasting system behaviors and making informed decisions. However, existing methods for modeling networked time series often assume known topologies, whereas real-world networks are typically incomplete or inaccurate, with missing or spurious links that hinder precise predictions. Moreover, while networked time series often originate from diverse topologies, the ability of models to generalize across topologies has not been systematically evaluated. To address these gaps, we propose a novel framework for learning network dynamics directly from observed time-series data, when prior knowledge of graph topology or governing dynamical equations is absent. Our approach leverages continuous graph neural networks with an attention mechanism to construct a latent topology, enabling accurate reconstruction of future trajectories for network states. Extensive experiments on real and synthetic networks demonstrate that our model not only captures dynamics effectively without topology knowledge but also generalizes to unseen time series originating from diverse topologies.
LGApr 22, 2025
Consistent Causal Inference of Group Effects in Non-Targeted Trials with Finitely Many Effect LevelsGeorgios Mavroudeas, Malik Magdon-Ismail, Kristin P. Bennett et al.
A treatment may be appropriate for some group (the ``sick" group) on whom it has a positive effect, but it can also have a detrimental effect on subjects from another group (the ``healthy" group). In a non-targeted trial both sick and healthy subjects may be treated, producing heterogeneous effects within the treated group. Inferring the correct treatment effect on the sick population is then difficult, because the effects on the different groups get tangled. We propose an efficient nonparametric approach to estimating the group effects, called {\bf PCM} (pre-cluster and merge). We prove its asymptotic consistency in a general setting and show, on synthetic data, more than a 10x improvement in accuracy over existing state-of-the-art. Our approach applies more generally to consistent estimation of functions with a finite range.
CRSep 3, 2023
The Normal Distributions Indistinguishability Spectrum and its Application to Privacy-Preserving Machine LearningYun Lu, Malik Magdon-Ismail, Yu Wei et al.
Differential Privacy (DP) (and its variants) is the most common method for machine learning (ML) on privacy-sensitive data. In big data analytics, one often uses randomized sketching/aggregation algorithms to make processing high-dimensional data tractable. Intuitively, such ML algorithms should provide some inherent privacy, yet most existing DP mechanisms do not leverage or under-utilize this inherent randomness, resulting in potentially redundant noising. The motivating question of our work is: (How) can we improve the utility of DP mechanisms for randomized ML queries, by leveraging the randomness of the query itself? Towards a (positive) answer, our key contribution is (proving) what we call the NDIS theorem, a theoretical result with several practical implications. In a nutshell, NDIS is a closed-form analytic computation for the (varepsilon,delta)-indistinguishability-spectrum (IS) of two arbitrary normal distributions N1 and N2, i.e., the optimal delta (for any given varepsilon) such that N1 and N2 are (varepsilon,delta)-close according to the DP distance. The importance of the NDIS theorem lies in that (1) it yields efficient estimators for IS, and (2) it allows us to analyze DP-mechanism with normally-distributed outputs, as well as more general mechanisms by leveraging their behavior on large inputs. We apply the NDIS theorem to derive DP mechanisms for queries with normally-distributed outputs--i.e., Gaussian Random Projections (RP)--and for more general queries--i.e., Ordinary Least Squares (OLS). Compared to existing techniques, our new DP mechanisms achieve superior privacy/utility trade-offs by leveraging the randomness of the underlying algorithms. We then apply the NDIS theorem to a data-driven DP notion--in particular relative DP introduced by Lu et al. [S&P 2024]. Our method identifies the range of (varepsilon,delta) for which no additional noising is needed.
LGMay 12, 2023
Reduced Label Complexity For Tight $\ell_2$ RegressionAlex Gittens, Malik Magdon-Ismail
Given data ${\rm X}\in\mathbb{R}^{n\times d}$ and labels $\mathbf{y}\in\mathbb{R}^{n}$ the goal is find $\mathbf{w}\in\mathbb{R}^d$ to minimize $\Vert{\rm X}\mathbf{w}-\mathbf{y}\Vert^2$. We give a polynomial algorithm that, \emph{oblivious to $\mathbf{y}$}, throws out $n/(d+\sqrt{n})$ data points and is a $(1+d/n)$-approximation to optimal in expectation. The motivation is tight approximation with reduced label complexity (number of labels revealed). We reduce label complexity by $Ω(\sqrt{n})$. Open question: Can label complexity be reduced by $Ω(n)$ with tight $(1+d/n)$-approximation?
SEAug 25, 2021
Learning GraphQL Query Costs (Extended Version)Georgios Mavroudeas, Guillaume Baudart, Alan Cha et al.
GraphQL is a query language for APIs and a runtime for executing those queries, fetching the requested data from existing microservices, REST APIs, databases, or other sources. Its expressiveness and its flexibility have made it an attractive candidate for API providers in many industries, especially through the web. A major drawback to blindly servicing a client's query in GraphQL is that the cost of a query can be unexpectedly large, creating computation and resource overload for the provider, and API rate-limit overages and infrastructure overload for the client. To mitigate these drawbacks, it is necessary to efficiently estimate the cost of a query before executing it. Estimating query cost is challenging, because GraphQL queries have a nested structure, GraphQL APIs follow different design conventions, and the underlying data sources are hidden. Estimates based on worst-case static query analysis have had limited success because they tend to grossly overestimate cost. We propose a machine-learning approach to efficiently and accurately estimate the query cost. We also demonstrate the power of this approach by testing it on query-response data from publicly available commercial APIs. Our framework is efficient and predicts query costs with high accuracy, consistently outperforming the static analysis by a large margin.
LGApr 16, 2021
NoisyCUR: An algorithm for two-cost budgeted matrix completionDong Hu, Alex Gittens, Malik Magdon-Ismail
Matrix completion is a ubiquitous tool in machine learning and data analysis. Most work in this area has focused on the number of observations necessary to obtain an accurate low-rank approximation. In practice, however, the cost of observations is an important limiting factor, and experimentalists may have on hand multiple modes of observation with differing noise-vs-cost trade-offs. This paper considers matrix completion subject to such constraints: a budget is imposed and the experimentalist's goal is to allocate this budget between two sampling modalities in order to recover an accurate low-rank approximation. Specifically, we consider that it is possible to obtain low noise, high cost observations of individual entries or high noise, low cost observations of entire columns. We introduce a regression-based completion algorithm for this setting and experimentally verify the performance of our approach on both synthetic and real data sets. When the budget is low, our algorithm outperforms standard completion algorithms. When the budget is high, our algorithm has comparable error to standard nuclear norm completion algorithms and requires much less computational effort.
LGSep 1, 2020
Training Deep Neural Networks with Constrained Learning ParametersPrasanna Date, Christopher D. Carothers, John E. Mitchell et al.
Today's deep learning models are primarily trained on CPUs and GPUs. Although these models tend to have low error, they consume high power and utilize large amount of memory owing to double precision floating point learning parameters. Beyond the Moore's law, a significant portion of deep learning tasks would run on edge computing systems, which will form an indispensable part of the entire computation fabric. Subsequently, training deep learning models for such systems will have to be tailored and adopted to generate models that have the following desirable characteristics: low error, low memory, and low power. We believe that deep neural networks (DNNs), where learning parameters are constrained to have a set of finite discrete values, running on neuromorphic computing systems would be instrumental for intelligent edge computing systems having these desirable characteristics. To this extent, we propose the Combinatorial Neural Network Training Algorithm (CoNNTrA), that leverages a coordinate gradient descent-based approach for training deep learning models with finite discrete learning parameters. Next, we elaborate on the theoretical underpinnings and evaluate the computational complexity of CoNNTrA. As a proof of concept, we use CoNNTrA to train deep learning models with ternary learning parameters on the MNIST, Iris and ImageNet data sets and compare their performance to the same models trained using Backpropagation. We use following performance metrics for the comparison: (i) Training error; (ii) Validation error; (iii) Memory usage; and (iv) Training time. Our results indicate that CoNNTrA models use 32x less memory and have errors at par with the Backpropagation models.
PEAug 24, 2020
A New Mathematical Model for Controlled Pandemics Like COVID-19 : AI Implemented PredictionsLiam Dowling Jones, Malik Magdon-Ismail, Laura Mersini-Houghton et al.
We present a new mathematical model to explicitly capture the effects that the three restriction measures: the lockdown date and duration, social distancing and masks, and, schools and border closing, have in controlling the spread of COVID-19 infections $i(r, t)$. Before restrictions were introduced, the random spread of infections as described by the SEIR model grew exponentially. The addition of control measures introduces a mixing of order and disorder in the system's evolution which fall under a different mathematical class of models that can eventually lead to critical phenomena. A generic analytical solution is hard to obtain. We use machine learning to solve the new equations for $i(r,t)$, the infections $i$ in any region $r$ at time $t$ and derive predictions for the spread of infections over time as a function of the strength of the specific measure taken and their duration. The machine is trained in all of the COVID-19 published data for each region, county, state, and country in the world. It utilizes optimization to learn the best-fit values of the model's parameters from past data in each region in the world, and it updates the predicted infections curves for any future restrictions that may be added or relaxed anywhere. We hope this interdisciplinary effort, a new mathematical model that predicts the impact of each measure in slowing down infection spread combined with the solving power of machine learning, is a useful tool in the fight against the current pandemic and potentially future ones.
PEMar 17, 2020
Machine Learning the Phenomenology of COVID-19 From Early Infection DynamicsMalik Magdon-Ismail
We present a robust data-driven machine learning analysis of the COVID-19 pandemic from its early infection dynamics, specifically infection counts over time. The goal is to extract actionable public health insights. These insights include the infectious force, the rate of a mild infection becoming serious, estimates for asymtomatic infections and predictions of new infections over time. We focus on USA data starting from the first confirmed infection on January 20 2020. Our methods reveal significant asymptomatic (hidden) infection, a lag of about 10 days, and we quantitatively confirm that the infectious force is strong with about a 0.14% transition from mild to serious infection. Our methods are efficient, robust and general, being agnostic to the specific virus and applicable to different populations or cohorts.
LGSep 27, 2019
Fast Fixed Dimension L2-Subspace Embeddings of Arbitrary Accuracy, With Application to L1 and L2 TasksMalik Magdon-Ismail, Alex Gittens
We give a fast oblivious L2-embedding of $A\in \mathbb{R}^{n x d}$ to $B\in \mathbb{R}^{r x d}$ satisfying $(1-\varepsilon)\|A x\|_2^2 \le \|B x\|_2^2 <= (1+\varepsilon) \|Ax\|_2^2.$ Our embedding dimension $r$ equals $d$, a constant independent of the distortion $\varepsilon$. We use as a black-box any L2-embedding $Π^T A$ and inherit its runtime and accuracy, effectively decoupling the dimension $r$ from runtime and accuracy, allowing downstream machine learning applications to benefit from both a low dimension and high accuracy (in prior embeddings higher accuracy means higher dimension). We give applications of our L2-embedding to regression, PCA and statistical leverage scores. We also give applications to L1: 1.) An oblivious L1-embedding with dimension $d+O(d\ln^{1+η} d)$ and distortion $O((d\ln d)/\ln\ln d)$, with application to constructing well-conditioned bases; 2.) Fast approximation of L1-Lewis weights using our L2 embedding to quickly approximate L2-leverage scores.
CVFeb 21, 2019
Quantifying contribution and propagation of error from computational steps, algorithms and hyperparameter choices in image classification pipelinesAritra Chowdhury, Malik Magdon-Ismail, Bulent Yener
Data science relies on pipelines that are organized in the form of interdependent computational steps. Each step consists of various candidate algorithms that maybe used for performing a particular function. Each algorithm consists of several hyperparameters. Algorithms and hyperparameters must be optimized as a whole to produce the best performance. Typical machine learning pipelines consist of complex algorithms in each of the steps. Not only is the selection process combinatorial, but it is also important to interpret and understand the pipelines. We propose a method to quantify the importance of different components in the pipeline, by computing an error contribution relative to an agnostic choice of computational steps, algorithms and hyperparameters. We also propose a methodology to quantify the propagation of error from individual components of the pipeline with the help of a naive set of benchmark algorithms not involved in the pipeline. We demonstrate our methodology on image classification pipelines. The agnostic and naive methodologies quantify the error contribution and propagation respectively from the computational steps, algorithms and hyperparameters in the image classification pipeline. We show that algorithm selection and hyperparameter optimization methods like grid search, random search and Bayesian optimization can be used to quantify the error contribution and propagation, and that random search is able to quantify them more accurately than Bayesian optimization. This methodology can be used by domain experts to understand machine learning and data analysis pipelines in terms of their individual components, which can help in prioritizing different components of the pipeline.
LGJan 23, 2019
PD-ML-Lite: Private Distributed Machine Learning from Lighweight CryptographyMaksim Tsikhanovich, Malik Magdon-Ismail, Muhammad Ishaq et al.
Privacy is a major issue in learning from distributed data. Recently the cryptographic literature has provided several tools for this task. However, these tools either reduce the quality/accuracy of the learning algorithm---e.g., by adding noise---or they incur a high performance penalty and/or involve trusting external authorities. We propose a methodology for {\sl private distributed machine learning from light-weight cryptography} (in short, PD-ML-Lite). We apply our methodology to two major ML algorithms, namely non-negative matrix factorization (NMF) and singular value decomposition (SVD). Our resulting protocols are communication optimal, achieve the same accuracy as their non-private counterparts, and satisfy a notion of privacy---which we define---that is both intuitive and measurable. Our approach is to use lightweight cryptographic protocols (secure sum and normalized secure sum) to build learning algorithms rather than wrap complex learning algorithms in a heavy-cost MPC framework. We showcase our algorithms' utility and privacy on several applications: for NMF we consider topic modeling and recommender systems, and for SVD, principal component regression, and low rank approximation.
SIJan 15, 2019
Network Lens: Node Classification in Topologically Heterogeneous NetworksKshiteesh Hegde, Malik Magdon-Ismail
We study the problem of identifying different behaviors occurring in different parts of a large heterogenous network. We zoom in to the network using lenses of different sizes to capture the local structure of the network. These network signatures are then weighted to provide a set of predicted labels for every node. We achieve a peak accuracy of $\sim42\%$ (random=$11\%$) on two networks with $\sim100,000$ and $\sim1,000,000$ nodes each. Further, we perform better than random even when the given node is connected to up to 5 different types of networks. Finally, we perform this analysis on homogeneous networks and show that highly structured networks have high homogeneity.
SIJan 15, 2019
The Intrinsic Scale of Networks is SmallMalik Magdon-Ismail, Kshiteesh Hegde
We define the intrinsic scale at which a network begins to reveal its identity as the scale at which subgraphs in the network (created by a random walk) are distinguishable from similar sized subgraphs in a perturbed copy of the network. We conduct an extensive study of intrinsic scale for several networks, ranging from structured (e.g. road networks) to ad-hoc and unstructured (e.g. crowd sourced information networks), to biological. We find: (a) The intrinsic scale is surprisingly small (7-20 vertices), even though the networks are many orders of magnitude larger. (b) The intrinsic scale quantifies ``structure'' in a network -- networks which are explicitly constructed for specific tasks have smaller intrinsic scale. (c) The structure at different scales can be fragile (easy to disrupt) or robust.
LGMay 6, 2018
Examining the Use of Neural Networks for Feature Extraction: A Comparative Analysis using Deep Learning, Support Vector Machines, and K-Nearest Neighbor ClassifiersStephen Notley, Malik Magdon-Ismail
Neural networks in many varieties are touted as very powerful machine learning tools because of their ability to distill large amounts of information from different forms of data, extracting complex features and enabling powerful classification abilities. In this study, we use neural networks to extract features from both images and numeric data and use these extracted features as inputs for other machine learning models, namely support vector machines (SVMs) and k-nearest neighbor classifiers (KNNs), in order to see if neural-network-extracted features enhance the capabilities of these models. We tested 7 different neural network architectures in this manner, 4 for images and 3 for numeric data, training each for varying lengths of time and then comparing the results of the neural network independently to those of an SVM and KNN on the data, and finally comparing these results to models of SVM and KNN trained using features extracted via the neural network architecture. This process was repeated on 3 different image datasets and 2 different numeric datasets. The results show that, in many cases, the features extracted using the neural network significantly improve the capabilities of SVMs and KNNs compared to running these algorithms on the raw features, and in some cases also surpass the performance of the neural network alone. This in turn suggests that it may be a reasonable practice to use neural networks as a means to extract features for classification by other machine learning models for some datasets.
CVApr 17, 2018
Network Signatures from Image Representation of Adjacency Matrices: Deep/Transfer Learning for Subgraph ClassificationKshiteesh Hegde, Malik Magdon-Ismail, Ram Ramanathan et al.
We propose a novel subgraph image representation for classification of network fragments with the targets being their parent networks. The graph image representation is based on 2D image embeddings of adjacency matrices. We use this image representation in two modes. First, as the input to a machine learning algorithm. Second, as the input to a pure transfer learner. Our conclusions from several datasets are that (a) deep learning using our structured image features performs the best compared to benchmark graph kernel and classical features based methods; and, (b) pure transfer learning works effectively with minimum interference from the user and is robust against small data.
LGFeb 19, 2016
Node-By-Node Greedy Deep Learning for Interpretable FeaturesKe Wu, Malik Magdon-Ismail
Multilayer networks have seen a resurgence under the umbrella of deep learning. Current deep learning algorithms train the layers of the network sequentially, improving algorithmic performance as well as providing some regularization. We present a new training algorithm for deep networks which trains \emph{each node in the network} sequentially. Our algorithm is orders of magnitude faster, creates more interpretable internal representations at the node level, while not sacrificing on the ultimate out-of-sample performance.
DSOct 14, 2015
Column Selection via Adaptive SamplingSaurabh Paul, Malik Magdon-Ismail, Petros Drineas
Selecting a good column (or row) subset of massive data matrices has found many applications in data analysis and machine learning. We propose a new adaptive sampling algorithm that can be used to improve any relative-error column selection algorithm. Our algorithm delivers a tighter theoretical bound on the approximation error which we also demonstrate empirically using two well known relative-error column subset selection algorithms. Our experimental results on synthetic and real-world data show that our algorithm outperforms non-adaptive sampling as well as prior adaptive sampling approaches.
LGMar 12, 2015
Approximating Sparse PCA from Incomplete DataAbhisek Kundu, Petros Drineas, Malik Magdon-Ismail
We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the original data matrix, then one can recover a near optimal solution to the optimization problem by using the sketch. In particular, we use this approach to obtain sparse principal components and show that for \math{m} data points in \math{n} dimensions, \math{O(ε^{-2}\tilde k\max\{m,n\})} elements gives an \mathε-additive approximation to the sparse PCA problem (\math{\tilde k} is the stable rank of the data matrix). We demonstrate our algorithms extensively on image, text, biological and financial data. The results show that not only are we able to recover the sparse PCAs from the incomplete data, but by using our sparse sketch, the running time drops by a factor of five or more.
ITMar 2, 2015
Recovering PCA from Hybrid-$(\ell_1,\ell_2)$ Sparse Sampling of Data ElementsAbhisek Kundu, Petros Drineas, Malik Magdon-Ismail
This paper addresses how well we can recover a data matrix when only given a few of its elements. We present a randomized algorithm that element-wise sparsifies the data, retaining only a few its elements. Our new algorithm independently samples the data using sampling probabilities that depend on both the squares ($\ell_2$ sampling) and absolute values ($\ell_1$ sampling) of the entries. We prove that the hybrid algorithm recovers a near-PCA reconstruction of the data from a sublinear sample-size: hybrid-($\ell_1,\ell_2$) inherits the $\ell_2$-ability to sample the important elements as well as the regularization properties of $\ell_1$ sampling, and gives strictly better performance than either $\ell_1$ or $\ell_2$ on their own. We also give a one-pass version of our algorithm and show experiments to corroborate the theory.
LGFeb 23, 2015
Optimal Sparse Linear Auto-Encoders and Sparse PCAMalik Magdon-Ismail, Christos Boutsidis
Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the interpretability of the features. We study the problem of constructing optimal sparse linear auto-encoders. Two natural questions in such a setting are: i) Given a level of sparsity, what is the best approximation to PCA that can be achieved? ii) Are there low-order polynomial-time algorithms which can asymptotically achieve this optimal tradeoff between the sparsity and the approximation quality? In this work, we answer both questions by giving efficient low-order polynomial-time algorithms for constructing asymptotically \emph{optimal} linear auto-encoders (in particular, sparse features with near-PCA reconstruction error) and demonstrate the performance of our algorithms on real data.
LGFeb 19, 2015
NP-Hardness and Inapproximability of Sparse PCAMalik Magdon-Ismail
We give a reduction from {\sc clique} to establish that sparse PCA is NP-hard. The reduction has a gap which we use to exclude an FPTAS for sparse PCA (unless P=NP). Under weaker complexity assumptions, we also exclude polynomial constant-factor approximation algorithms.
MLJun 1, 2014
Feature Selection for Linear SVM with Provable GuaranteesSaurabh Paul, Malik Magdon-Ismail, Petros Drineas
We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised approach is based on sampling features from support vectors. We prove that the margin in the feature space is preserved to within $ε$-relative error of the margin in the full feature space in the worst-case. In the unsupervised setting, we also provide worst-case guarantees of the radius of the minimum enclosing ball, thereby ensuring comparable generalization as in the full feature space and resolving an open problem posed in Dasgupta et al. We present extensive experiments on real-world datasets to support our theory and to demonstrate that our method is competitive and often better than prior state-of-the-art, for which there are no known provable guarantees.
DSJul 19, 2012
The Fast Cauchy Transform and Faster Robust Linear RegressionKenneth L. Clarkson, Petros Drineas, Malik Magdon-Ismail et al.
We provide fast algorithms for overconstrained $\ell_p$ regression and related problems: for an $n\times d$ input matrix $A$ and vector $b\in\mathbb{R}^n$, in $O(nd\log n)$ time we reduce the problem $\min_{x\in\mathbb{R}^d} \|Ax-b\|_p$ to the same problem with input matrix $\tilde A$ of dimension $s \times d$ and corresponding $\tilde b$ of dimension $s\times 1$. Here, $\tilde A$ and $\tilde b$ are a coreset for the problem, consisting of sampled and rescaled rows of $A$ and $b$; and $s$ is independent of $n$ and polynomial in $d$. Our results improve on the best previous algorithms when $n\gg d$, for all $p\in[1,\infty)$ except $p=2$. We also provide a suite of improved results for finding well-conditioned bases via ellipsoidal rounding, illustrating tradeoffs between running time and conditioning quality, including a one-pass conditioning algorithm for general $\ell_p$ problems. We also provide an empirical evaluation of implementations of our algorithms for $p=1$, comparing them with related algorithms. Our empirical results show that, in the asymptotic regime, the theory is a very good guide to the practical performance of these algorithms. Our algorithms use our faster constructions of well-conditioned bases for $\ell_p$ spaces and, for $p=1$, a fast subspace embedding of independent interest that we call the Fast Cauchy Transform: a distribution over matrices $Π:\mathbb{R}^n\mapsto \mathbb{R}^{O(d\log d)}$, found obliviously to $A$, that approximately preserves the $\ell_1$ norms: that is, with large probability, simultaneously for all $x$, $\|Ax\|_1 \approx \|ΠAx\|_1$, with distortion $O(d^{2+η})$, for an arbitrarily small constant $η>0$; and, moreover, $ΠA$ can be computed in $O(nd\log d)$ time. The techniques underlying our Fast Cauchy Transform include fast Johnson-Lindenstrauss transforms, low-coherence matrices, and rescaling by Cauchy random variables.
DSFeb 16, 2012
Near-optimal Coresets For Least-Squares RegressionChristos Boutsidis, Petros Drineas, Malik Magdon-Ismail
We study (constrained) least-squares regression as well as multiple response least-squares regression and ask the question of whether a subset of the data, a coreset, suffices to compute a good approximate solution to the regression. We give deterministic, low order polynomial-time algorithms to construct such coresets with approximation guarantees, together with lower bounds indicating that there is not much room for improvement upon our results.
LGFeb 14, 2012
Near-Optimal Target Learning With Stochastic Binary SignalsMithun Chakraborty, Sanmay Das, Malik Magdon-Ismail
We study learning in a noisy bisection model: specifically, Bayesian algorithms to learn a target value V given access only to noisy realizations of whether V is less than or greater than a threshold theta. At step t = 0, 1, 2, ..., the learner sets threshold theta t and observes a noisy realization of sign(V - theta t). After T steps, the goal is to output an estimate V^ which is within an eta-tolerance of V . This problem has been studied, predominantly in environments with a fixed error probability q < 1/2 for the noisy realization of sign(V - theta t). In practice, it is often the case that q can approach 1/2, especially as theta -> V, and there is little known when this happens. We give a pseudo-Bayesian algorithm which provably converges to V. When the true prior matches our algorithm's Gaussian prior, we show near-optimal expected performance. Our methods extend to the general multiple-threshold setting where the observation noisily indicates which of k >= 2 regions V belongs to.