Query Learning with Exponential Query Costs

In query learning, the goal is to identify an unknown object while minimizing the number of "yes" or "no" questions (queries) posed about that object. A well-studied algorithm for query learning is known as generalized binary search (GBS). We show that GBS is a greedy algorithm to optimize the expected number of queries needed to identify the unknown object. We also generalize GBS in two ways. First, we consider the case where the cost of querying grows exponentially in the number of queries and the goal is to minimize the expected exponential cost. Then, we consider the case where the objects are partitioned into groups, and the objective is to identify only the group to which the object belongs. We derive algorithms to address these issues in a common, information-theoretic framework. In particular, we present an exact formula for the objective function in each case involving Shannon or Renyi entropy, and develop a greedy algorithm for minimizing it. Our algorithms are demonstrated on two applications of query learning, active learning and emergency response.Comment: 15 page

Information and Decision Theoretic Approaches to Problems in Active Diagnosis.

In applications such as active learning or disease/fault diagnosis, one often encounters the problem of identifying an unknown object while minimizing the number of ``yes" or ``no" questions (queries) posed about that object. This problem has been commonly referred to as object/entity identification or active diagnosis in the literature. In this thesis, we consider several extensions of this fundamental problem that are motivated by practical considerations in real-world, time-critical identification tasks such as emergency response. First, we consider the problem where the objects are partitioned into groups, and the goal is to identify only the group to which the object belongs. We then consider the case where the cost of identifying an object grows exponentially in the number of queries. To address these problems we show that a standard algorithm for object identification, known as the splitting algorithm or generalized binary search (GBS), may be viewed as a generalization of Shannon-Fano coding. We then extend this result to the group-based and the exponential cost settings, leading to new, improved algorithms. We then study the problem of active diagnosis under persistent query noise. Previous work in this area either assumed that the noise is independent or that the underlying query noise distribution is completely known. We make no such assumptions, and introduce an algorithm that returns a ranked list of objects, such that the expected rank of the true object is optimized. Finally, we study the problem of active diagnosis where multiple objects are present, such as in disease/fault diagnosis. Current algorithms in this area have an exponential time complexity making them slow and intractable. We address this issue by proposing an extension of our rank-based approach to the multiple object scenario, where we optimize the area under the ROC curve of the rank-based output. The AUC criterion allows us to make a simplifying assumption that significantly reduces the complexity of active diagnosis (from exponential to near quadratic), with little or no compromise on the performance quality. Further, we demonstrate the performance of the proposed algorithms through extensive experiments on both synthetic and real world datasets.Ph.D.Electrical Engineering: SystemsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/91606/1/gowtham_1.pd

Single-Step Quantum Search Using Problem Structure

The structure of satisfiability problems is used to improve search algorithms for quantum computers and reduce their required coherence times by using only a single coherent evaluation of problem properties. The structure of random k-SAT allows determining the asymptotic average behavior of these algorithms, showing they improve on quantum algorithms, such as amplitude amplification, that ignore detailed problem structure but remain exponential for hard problem instances. Compared to good classical methods, the algorithm performs better, on average, for weakly and highly constrained problems but worse for hard cases. The analytic techniques introduced here also apply to other quantum algorithms, supplementing the limited evaluation possible with classical simulations and showing how quantum computing can use ensemble properties of NP search problems.Comment: 39 pages, 12 figures. Revision describes further improvement with multiple steps (section 7). See also http://www.parc.xerox.com/dynamics/www/quantum.htm

Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer

We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success rates. The formulation incorporates transaction costs (including permanent and temporary market impact), and, significantly, the solution does not require the inversion of a covariance matrix. The discrete multi-period portfolio optimization problem we solve is significantly harder than the continuous variable problem. We present insight into how results may be improved using suitable software enhancements, and why current quantum annealing technology limits the size of problem that can be successfully solved today. The formulation presented is specifically designed to be scalable, with the expectation that as quantum annealing technology improves, larger problems will be solvable using the same techniques.Comment: 7 pages; expanded and update

Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence

Block coordinate descent (BCD) methods are widely-used for large-scale numerical optimization because of their cheap iteration costs, low memory requirements, amenability to parallelization, and ability to exploit problem structure. Three main algorithmic choices influence the performance of BCD methods: the block partitioning strategy, the block selection rule, and the block update rule. In this paper we explore all three of these building blocks and propose variations for each that can lead to significantly faster BCD methods. We (i) propose new greedy block-selection strategies that guarantee more progress per iteration than the Gauss-Southwell rule; (ii) explore practical issues like how to implement the new rules when using "variable" blocks; (iii) explore the use of message-passing to compute matrix or Newton updates efficiently on huge blocks for problems with a sparse dependency between variables; and (iv) consider optimal active manifold identification, which leads to bounds on the "active set complexity" of BCD methods and leads to superlinear convergence for certain problems with sparse solutions (and in some cases finite termination at an optimal solution). We support all of our findings with numerical results for the classic machine learning problems of least squares, logistic regression, multi-class logistic regression, label propagation, and L1-regularization