13,592 research outputs found
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
Eigenvector Synchronization, Graph Rigidity and the Molecule Problem
The graph realization problem has received a great deal of attention in
recent years, due to its importance in applications such as wireless sensor
networks and structural biology. In this paper, we extend on previous work and
propose the 3D-ASAP algorithm, for the graph realization problem in
, given a sparse and noisy set of distance measurements. 3D-ASAP
is a divide and conquer, non-incremental and non-iterative algorithm, which
integrates local distance information into a global structure determination.
Our approach starts with identifying, for every node, a subgraph of its 1-hop
neighborhood graph, which can be accurately embedded in its own coordinate
system. In the noise-free case, the computed coordinates of the sensors in each
patch must agree with their global positioning up to some unknown rigid motion,
that is, up to translation, rotation and possibly reflection. In other words,
to every patch there corresponds an element of the Euclidean group Euc(3) of
rigid transformations in , and the goal is to estimate the group
elements that will properly align all the patches in a globally consistent way.
Furthermore, 3D-ASAP successfully incorporates information specific to the
molecule problem in structural biology, in particular information on known
substructures and their orientation. In addition, we also propose 3D-SP-ASAP, a
faster version of 3D-ASAP, which uses a spectral partitioning algorithm as a
preprocessing step for dividing the initial graph into smaller subgraphs. Our
extensive numerical simulations show that 3D-ASAP and 3D-SP-ASAP are very
robust to high levels of noise in the measured distances and to sparse
connectivity in the measurement graph, and compare favorably to similar
state-of-the art localization algorithms.Comment: 49 pages, 8 figure
Fast matrix computations for pair-wise and column-wise commute times and Katz scores
We first explore methods for approximating the commute time and Katz score
between a pair of nodes. These methods are based on the approach of matrices,
moments, and quadrature developed in the numerical linear algebra community.
They rely on the Lanczos process and provide upper and lower bounds on an
estimate of the pair-wise scores. We also explore methods to approximate the
commute times and Katz scores from a node to all other nodes in the graph.
Here, our approach for the commute times is based on a variation of the
conjugate gradient algorithm, and it provides an estimate of all the diagonals
of the inverse of a matrix. Our technique for the Katz scores is based on
exploiting an empirical localization property of the Katz matrix. We adopt
algorithms used for personalized PageRank computing to these Katz scores and
theoretically show that this approach is convergent. We evaluate these methods
on 17 real world graphs ranging in size from 1000 to 1,000,000 nodes. Our
results show that our pair-wise commute time method and column-wise Katz
algorithm both have attractive theoretical properties and empirical
performance.Comment: 35 pages, journal version of
http://dx.doi.org/10.1007/978-3-642-18009-5_13 which has been submitted for
publication. Please see
http://www.cs.purdue.edu/homes/dgleich/publications/2011/codes/fast-katz/ for
supplemental code
On Sampling Strategies for Neural Network-based Collaborative Filtering
Recent advances in neural networks have inspired people to design hybrid
recommendation algorithms that can incorporate both (1) user-item interaction
information and (2) content information including image, audio, and text.
Despite their promising results, neural network-based recommendation algorithms
pose extensive computational costs, making it challenging to scale and improve
upon. In this paper, we propose a general neural network-based recommendation
framework, which subsumes several existing state-of-the-art recommendation
algorithms, and address the efficiency issue by investigating sampling
strategies in the stochastic gradient descent training for the framework. We
tackle this issue by first establishing a connection between the loss functions
and the user-item interaction bipartite graph, where the loss function terms
are defined on links while major computation burdens are located at nodes. We
call this type of loss functions "graph-based" loss functions, for which varied
mini-batch sampling strategies can have different computational costs. Based on
the insight, three novel sampling strategies are proposed, which can
significantly improve the training efficiency of the proposed framework (up to
times speedup in our experiments), as well as improving the
recommendation performance. Theoretical analysis is also provided for both the
computational cost and the convergence. We believe the study of sampling
strategies have further implications on general graph-based loss functions, and
would also enable more research under the neural network-based recommendation
framework.Comment: This is a longer version (with supplementary attached) of the KDD'17
pape
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