LGMar 16, 2022
NURD: Negative-Unlabeled Learning for Online Datacenter Straggler PredictionYi Ding, Avinash Rao, Hyebin Song et al. · mit
Datacenters execute large computational jobs, which are composed of smaller tasks. A job completes when all its tasks finish, so stragglers -- rare, yet extremely slow tasks -- are a major impediment to datacenter performance. Accurately predicting stragglers would enable proactive intervention, allowing datacenter operators to mitigate stragglers before they delay a job. While much prior work applies machine learning to predict computer system performance, these approaches rely on complete labels -- i.e., sufficient examples of all possible behaviors, including straggling and non-straggling -- or strong assumptions about the underlying latency distributions -- e.g., whether Gaussian or not. Within a running job, however, none of this information is available until stragglers have revealed themselves when they have already delayed the job. To predict stragglers accurately and early without labeled positive examples or assumptions on latency distributions, this paper presents NURD, a novel Negative-Unlabeled learning approach with Reweighting and Distribution-compensation that only trains on negative and unlabeled streaming data. The key idea is to train a predictor using finished tasks of non-stragglers to predict latency for unlabeled running tasks, and then reweight each unlabeled task's prediction based on a weighting function of its feature space. We evaluate NURD on two production traces from Google and Alibaba, and find that compared to the best baseline approach, NURD produces 2--11 percentage point increases in the F1 score in terms of prediction accuracy, and 2.0--8.8 percentage point improvements in job completion time.
MLMar 1, 2025
Semi-Parametric Batched Global Multi-Armed Bandits with CovariatesSakshi Arya, Hyebin Song
The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. Moreover, in many practical applications, such as personalized medicine and recommendation systems, feedback is provided in batches, contextual information is available at the time of decision-making, and rewards from different arms are related rather than independent. We propose a novel semi-parametric framework for batched bandits with covariates and a shared parameter across arms, leveraging the single-index regression (SIR) model to capture relationships between arm rewards while balancing interpretability and flexibility. Our algorithm, Batched single-Index Dynamic binning and Successive arm elimination (BIDS), employs a batched successive arm elimination strategy with a dynamic binning mechanism guided by the single-index direction. We consider two settings: one where a pilot direction is available and another where the direction is estimated from data, deriving theoretical regret bounds for both cases. When a pilot direction is available with sufficient accuracy, our approach achieves minimax-optimal rates (with $d = 1$) for nonparametric batched bandits, circumventing the curse of dimensionality. Extensive experiments on simulated and real-world datasets demonstrate the effectiveness of our algorithm compared to the nonparametric batched bandit method introduced by \cite{jiang2024batched}.
MLMar 25, 2021
Prediction in the presence of response-dependent missing labelsHyebin Song, Garvesh Raskutti, Rebecca Willett
In a variety of settings, limitations of sensing technologies or other sampling mechanisms result in missing labels, where the likelihood of a missing label in the training set is an unknown function of the data. For example, satellites used to detect forest fires cannot sense fires below a certain size threshold. In such cases, training datasets consist of positive and pseudo-negative observations where pseudo-negative observations can be either true negatives or undetected positives with small magnitudes. We develop a new methodology and non-convex algorithm P(ositive) U(nlabeled) - O(ccurrence) M(agnitude) M(ixture) which jointly estimates the occurrence and detection likelihood of positive samples, utilizing prior knowledge of the detection mechanism. Our approach uses ideas from positive-unlabeled (PU)-learning and zero-inflated models that jointly estimate the magnitude and occurrence of events. We provide conditions under which our model is identifiable and prove that even though our approach leads to a non-convex objective, any local minimizer has optimal statistical error (up to a log term) and projected gradient descent has geometric convergence rates. We demonstrate on both synthetic data and a California wildfire dataset that our method out-performs existing state-of-the-art approaches.
MLMar 20, 2018
Graph-based regularization for regression problems with alignment and highly-correlated designsYuan Li, Benjamin Mark, Garvesh Raskutti et al.
Sparse models for high-dimensional linear regression and machine learning have received substantial attention over the past two decades. Model selection, or determining which features or covariates are the best explanatory variables, is critical to the interpretability of a learned model. Much of the current literature assumes that covariates are only mildly correlated. However, in many modern applications covariates are highly correlated and do not exhibit key properties (such as the restricted eigenvalue condition, restricted isometry property, or other related assumptions). This work considers a high-dimensional regression setting in which a graph governs both correlations among the covariates and the similarity among regression coefficients -- meaning there is \emph{alignment} between the covariates and regression coefficients. Using side information about the strength of correlations among features, we form a graph with edge weights corresponding to pairwise covariances. This graph is used to define a graph total variation regularizer that promotes similar weights for correlated features. This work shows how the proposed graph-based regularization yields mean-squared error guarantees for a broad range of covariance graph structures. These guarantees are optimal for many specific covariance graphs, including block and lattice graphs. Our proposed approach outperforms other methods for highly-correlated design in a variety of experiments on synthetic data and real biochemistry data.