Approximate Computation and Implicit Regularization for Very Large-scale Data Analysis

Database theory and database practice are typically the domain of computer scientists who adopt what may be termed an algorithmic perspective on their data. This perspective is very different than the more statistical perspective adopted by statisticians, scientific computers, machine learners, and other who work on what may be broadly termed statistical data analysis. In this article, I will address fundamental aspects of this algorithmic-statistical disconnect, with an eye to bridging the gap between these two very different approaches. A concept that lies at the heart of this disconnect is that of statistical regularization, a notion that has to do with how robust is the output of an algorithm to the noise properties of the input data. Although it is nearly completely absent from computer science, which historically has taken the input data as given and modeled algorithms discretely, regularization in one form or another is central to nearly every application domain that applies algorithms to noisy data. By using several case studies, I will illustrate, both theoretically and empirically, the nonobvious fact that approximate computation, in and of itself, can implicitly lead to statistical regularization. This and other recent work suggests that, by exploiting in a more principled way the statistical properties implicit in worst-case algorithms, one can in many cases satisfy the bicriteria of having algorithms that are scalable to very large-scale databases and that also have good inferential or predictive properties.Comment: To appear in the Proceedings of the 2012 ACM Symposium on Principles of Database Systems (PODS 2012

Survey propagation at finite temperature: application to a Sourlas code as a toy model

In this paper we investigate a finite temperature generalization of survey propagation, by applying it to the problem of finite temperature decoding of a biased finite connectivity Sourlas code for temperatures lower than the Nishimori temperature. We observe that the result is a shift of the location of the dynamical critical channel noise to larger values than the corresponding dynamical transition for belief propagation, as suggested recently by Migliorini and Saad for LDPC codes. We show how the finite temperature 1-RSB SP gives accurate results in the regime where competing approaches fail to converge or fail to recover the retrieval state

Gossip Dual Averaging for Decentralized Optimization of Pairwise Functions

In decentralized networks (of sensors, connected objects, etc.), there is an important need for efficient algorithms to optimize a global cost function, for instance to learn a global model from the local data collected by each computing unit. In this paper, we address the problem of decentralized minimization of pairwise functions of the data points, where these points are distributed over the nodes of a graph defining the communication topology of the network. This general problem finds applications in ranking, distance metric learning and graph inference, among others. We propose new gossip algorithms based on dual averaging which aims at solving such problems both in synchronous and asynchronous settings. The proposed framework is flexible enough to deal with constrained and regularized variants of the optimization problem. Our theoretical analysis reveals that the proposed algorithms preserve the convergence rate of centralized dual averaging up to an additive bias term. We present numerical simulations on Area Under the ROC Curve (AUC) maximization and metric learning problems which illustrate the practical interest of our approach

Clustering Algorithms for Scale-free Networks and Applications to Cloud Resource Management

In this paper we introduce algorithms for the construction of scale-free networks and for clustering around the nerve centers, nodes with a high connectivity in a scale-free networks. We argue that such overlay networks could support self-organization in a complex system like a cloud computing infrastructure and allow the implementation of optimal resource management policies.Comment: 14 pages, 8 Figurs, Journa

The random K-satisfiability problem: from an analytic solution to an efficient algorithm

We study the problem of satisfiability of randomly chosen clauses, each with K Boolean variables. Using the cavity method at zero temperature, we find the phase diagram for the K=3 case. We show the existence of an intermediate phase in the satisfiable region, where the proliferation of metastable states is at the origin of the slowdown of search algorithms. The fundamental order parameter introduced in the cavity method, which consists of surveys of local magnetic fields in the various possible states of the system, can be computed for one given sample. These surveys can be used to invent new types of algorithms for solving hard combinatorial optimizations problems. One such algorithm is shown here for the 3-sat problem, with very good performances.Comment: 38 pages, 13 figures; corrected typo