Random projections for Bayesian regression

This article deals with random projections applied as a data reduction technique for Bayesian regression analysis. We show sufficient conditions under which the entire $d$-dimensional distribution is approximately preserved under random projections by reducing the number of data points from $n$ to $k\in O(\operatorname{poly}(d/\varepsilon))$ in the case $n\gg d$. Under mild assumptions, we prove that evaluating a Gaussian likelihood function based on the projected data instead of the original data yields a $(1+O(\varepsilon))$-approximation in terms of the $\ell_2$ Wasserstein distance. Our main result shows that the posterior distribution of Bayesian linear regression is approximated up to a small error depending on only an $\varepsilon$-fraction of its defining parameters. This holds when using arbitrary Gaussian priors or the degenerate case of uniform distributions over $\mathbb{R}^d$ for $\beta$. Our empirical evaluations involve different simulated settings of Bayesian linear regression. Our experiments underline that the proposed method is able to recover the regression model up to small error while considerably reducing the total running time

Scalable Facility Location for Massive Graphs on Pregel-like Systems

We propose a new scalable algorithm for facility location. Facility location is a classic problem, where the goal is to select a subset of facilities to open, from a set of candidate facilities F , in order to serve a set of clients C. The objective is to minimize the total cost of opening facilities plus the cost of serving each client from the facility it is assigned to. In this work, we are interested in the graph setting, where the cost of serving a client from a facility is represented by the shortest-path distance on the graph. This setting allows to model natural problems arising in the Web and in social media applications. It also allows to leverage the inherent sparsity of such graphs, as the input is much smaller than the full pairwise distances between all vertices. To obtain truly scalable performance, we design a parallel algorithm that operates on clusters of shared-nothing machines. In particular, we target modern Pregel-like architectures, and we implement our algorithm on Apache Giraph. Our solution makes use of a recent result to build sketches for massive graphs, and of a fast parallel algorithm to find maximal independent sets, as building blocks. In so doing, we show how these problems can be solved on a Pregel-like architecture, and we investigate the properties of these algorithms. Extensive experimental results show that our algorithm scales gracefully to graphs with billions of edges, while obtaining values of the objective function that are competitive with a state-of-the-art sequential algorithm