Shampoo: Preconditioned Stochastic Tensor Optimization

Preconditioned gradient methods are among the most general and powerful tools in optimization. However, preconditioning requires storing and manipulating prohibitively large matrices. We describe and analyze a new structure-aware preconditioning algorithm, called Shampoo, for stochastic optimization over tensor spaces. Shampoo maintains a set of preconditioning matrices, each of which operates on a single dimension, contracting over the remaining dimensions. We establish convergence guarantees in the stochastic convex setting, the proof of which builds upon matrix trace inequalities. Our experiments with state-of-the-art deep learning models show that Shampoo is capable of converging considerably faster than commonly used optimizers. Although it involves a more complex update rule, Shampoo's runtime per step is comparable to that of simple gradient methods such as SGD, AdaGrad, and Adam

A Novel Piecewise Linear Recursive Convolution Approach for Dispersive Media Using the Finite-Difference Time-Domain Method

Peer reviewedPublisher PD

String Synchronizing Sets: Sublinear-Time BWT Construction and Optimal LCE Data Structure

Burrows-Wheeler transform (BWT) is an invertible text transformation that, given a text $T$ of length $n$, permutes its symbols according to the lexicographic order of suffixes of $T$. BWT is one of the most heavily studied algorithms in data compression with numerous applications in indexing, sequence analysis, and bioinformatics. Its construction is a bottleneck in many scenarios, and settling the complexity of this task is one of the most important unsolved problems in sequence analysis that has remained open for 25 years. Given a binary string of length $n$, occupying $O(n/\log n)$ machine words, the BWT construction algorithm due to Hon et al. (SIAM J. Comput., 2009) runs in $O(n)$ time and $O(n/\log n)$ space. Recent advancements (Belazzougui, STOC 2014, and Munro et al., SODA 2017) focus on removing the alphabet-size dependency in the time complexity, but they still require $\Omega(n)$ time. In this paper, we propose the first algorithm that breaks the $O(n)$-time barrier for BWT construction. Given a binary string of length $n$, our procedure builds the Burrows-Wheeler transform in $O(n/\sqrt{\log n})$ time and $O(n/\log n)$ space. We complement this result with a conditional lower bound proving that any further progress in the time complexity of BWT construction would yield faster algorithms for the very well studied problem of counting inversions: it would improve the state-of-the-art $O(m\sqrt{\log m})$-time solution by Chan and P\v{a}tra\c{s}cu (SODA 2010). Our algorithm is based on a novel concept of string synchronizing sets, which is of independent interest. As one of the applications, we show that this technique lets us design a data structure of the optimal size $O(n/\log n)$ that answers Longest Common Extension queries (LCE queries) in $O(1)$ time and, furthermore, can be deterministically constructed in the optimal $O(n/\log n)$ time.Comment: Full version of a paper accepted to STOC 201

Accelerated filtering on graphs using Lanczos method

Signal-processing on graphs has developed into a very active field of research during the last decade. In particular, the number of applications using frames constructed from graphs, like wavelets on graphs, has substantially increased. To attain scalability for large graphs, fast graph-signal filtering techniques are needed. In this contribution, we propose an accelerated algorithm based on the Lanczos method that adapts to the Laplacian spectrum without explicitly computing it. The result is an accurate, robust, scalable and efficient algorithm. Compared to existing methods based on Chebyshev polynomials, our solution achieves higher accuracy without increasing the overall complexity significantly. Furthermore, it is particularly well suited for graphs with large spectral gaps

Hardness of Exact Distance Queries in Sparse Graphs Through Hub Labeling

A distance labeling scheme is an assignment of bit-labels to the vertices of an undirected, unweighted graph such that the distance between any pair of vertices can be decoded solely from their labels. An important class of distance labeling schemes is that of hub labelings, where a node $v \in G$ stores its distance to the so-called hubs $S_v \subseteq V$, chosen so that for any $u,v \in V$ there is $w \in S_u \cap S_v$ belonging to some shortest $uv$ path. Notice that for most existing graph classes, the best distance labelling constructions existing use at some point a hub labeling scheme at least as a key building block. Our interest lies in hub labelings of sparse graphs, i.e., those with $|E(G)| = O(n)$, for which we show a lowerbound of $\frac{n}{2^{O(\sqrt{\log n})}}$ for the average size of the hubsets. Additionally, we show a hub-labeling construction for sparse graphs of average size $O(\frac{n}{RS(n)^{c}})$ for some $0 < c < 1$, where $RS(n)$ is the so-called Ruzsa-Szemer{\'e}di function, linked to structure of induced matchings in dense graphs. This implies that further improving the lower bound on hub labeling size to $\frac{n}{2^{(\log n)^{o(1)}}}$ would require a breakthrough in the study of lower bounds on $RS(n)$, which have resisted substantial improvement in the last 70 years. For general distance labeling of sparse graphs, we show a lowerbound of $\frac{1}{2^{O(\sqrt{\log n})}} SumIndex(n)$, where $SumIndex(n)$ is the communication complexity of the Sum-Index problem over $Z_n$. Our results suggest that the best achievable hub-label size and distance-label size in sparse graphs may be $\Theta(\frac{n}{2^{(\log n)^c}})$ for some $0<c < 1$

A network-based rating system and its resistance to bribery

We study a rating system in which a set of individuals (e.g., the customers of a restaurant) evaluate a given service (e.g, the restaurant), with their aggregated opinion determining the probability of all individuals to use the service and thus its generated revenue. We explicitly model the influence relation by a social network, with individuals being influenced by the evaluation of their trusted peers. On top of that we allow a malicious service provider (e.g., the restaurant owner) to bribe some individuals, i.e., to invest a part of his or her expected income to modify their opinion, therefore influencing his or her final gain. We analyse the effect of bribing strategies under various constraints, and we show under what conditions the system is bribery-proof, i.e., no bribing strategy yields a strictly positive expected gain to the service provider

On the Sample Complexity of Subspace Learning

A large number of algorithms in machine learning, from principal component analysis (PCA), and its non-linear (kernel) extensions, to more recent spectral embedding and support estimation methods, rely on estimating a linear subspace from samples. In this paper we introduce a general formulation of this problem and derive novel learning error estimates. Our results rely on natural assumptions on the spectral properties of the covariance operator associated to the data distribu- tion, and hold for a wide class of metrics between subspaces. As special cases, we discuss sharp error estimates for the reconstruction properties of PCA and spectral support estimation. Key to our analysis is an operator theoretic approach that has broad applicability to spectral learning methods.Comment: Extendend Version of conference pape