Cakewalk Sampling

We study the task of finding good local optima in combinatorial optimization problems. Although combinatorial optimization is NP-hard in general, locally optimal solutions are frequently used in practice. Local search methods however typically converge to a limited set of optima that depend on their initialization. Sampling methods on the other hand can access any valid solution, and thus can be used either directly or alongside methods of the former type as a way for finding good local optima. Since the effectiveness of this strategy depends on the sampling distribution, we derive a robust learning algorithm that adapts sampling distributions towards good local optima of arbitrary objective functions. As a first use case, we empirically study the efficiency in which sampling methods can recover locally maximal cliques in undirected graphs. Not only do we show how our adaptive sampler outperforms related methods, we also show how it can even approach the performance of established clique algorithms. As a second use case, we consider how greedy algorithms can be combined with our adaptive sampler, and we demonstrate how this leads to superior performance in k-medoid clustering. Together, these findings suggest that our adaptive sampler can provide an effective strategy to combinatorial optimization problems that arise in practice.Comment: Accepted as a conference paper by AAAI-2020 (oral presentation

Improving the smoothed complexity of FLIP for max cut problems

Finding locally optimal solutions for max-cut and max-$k$-cut are well-known PLS-complete problems. An instinctive approach to finding such a locally optimum solution is the FLIP method. Even though FLIP requires exponential time in worst-case instances, it tends to terminate quickly in practical instances. To explain this discrepancy, the run-time of FLIP has been studied in the smoothed complexity framework. Etscheid and R\"{o}glin showed that the smoothed complexity of FLIP for max-cut in arbitrary graphs is quasi-polynomial. Angel, Bubeck, Peres, and Wei showed that the smoothed complexity of FLIP for max-cut in complete graphs is $O(\phi^5n^{15.1})$, where $\phi$ is an upper bound on the random edge-weight density and $n$ is the number of vertices in the input graph. While Angel et al.'s result showed the first polynomial smoothed complexity, they also conjectured that their run-time bound is far from optimal. In this work, we make substantial progress towards improving the run-time bound. We prove that the smoothed complexity of FLIP in complete graphs is $O(\phi n^{7.83})$. Our results are based on a carefully chosen matrix whose rank captures the run-time of the method along with improved rank bounds for this matrix and an improved union bound based on this matrix. In addition, our techniques provide a general framework for analyzing FLIP in the smoothed framework. We illustrate this general framework by showing that the smoothed complexity of FLIP for max-$3$-cut in complete graphs is polynomial and for max-$k$-cut in arbitrary graphs is quasi-polynomial. We believe that our techniques should also be of interest towards addressing the smoothed complexity of FLIP for max-$k$-cut in complete graphs for larger constants $k$.Comment: 36 page

Globally Optimal Crowdsourcing Quality Management

We study crowdsourcing quality management, that is, given worker responses to a set of tasks, our goal is to jointly estimate the true answers for the tasks, as well as the quality of the workers. Prior work on this problem relies primarily on applying Expectation-Maximization (EM) on the underlying maximum likelihood problem to estimate true answers as well as worker quality. Unfortunately, EM only provides a locally optimal solution rather than a globally optimal one. Other solutions to the problem (that do not leverage EM) fail to provide global optimality guarantees as well. In this paper, we focus on filtering, where tasks require the evaluation of a yes/no predicate, and rating, where tasks elicit integer scores from a finite domain. We design algorithms for finding the global optimal estimates of correct task answers and worker quality for the underlying maximum likelihood problem, and characterize the complexity of these algorithms. Our algorithms conceptually consider all mappings from tasks to true answers (typically a very large number), leveraging two key ideas to reduce, by several orders of magnitude, the number of mappings under consideration, while preserving optimality. We also demonstrate that these algorithms often find more accurate estimates than EM-based algorithms. This paper makes an important contribution towards understanding the inherent complexity of globally optimal crowdsourcing quality management

Spectral Sequence Motif Discovery

Sequence discovery tools play a central role in several fields of computational biology. In the framework of Transcription Factor binding studies, motif finding algorithms of increasingly high performance are required to process the big datasets produced by new high-throughput sequencing technologies. Most existing algorithms are computationally demanding and often cannot support the large size of new experimental data. We present a new motif discovery algorithm that is built on a recent machine learning technique, referred to as Method of Moments. Based on spectral decompositions, this method is robust under model misspecification and is not prone to locally optimal solutions. We obtain an algorithm that is extremely fast and designed for the analysis of big sequencing data. In a few minutes, we can process datasets of hundreds of thousand sequences and extract motif profiles that match those computed by various state-of-the-art algorithms.Comment: 20 pages, 3 figures, 1 tabl

Largest small polygons: A sequential convex optimization approach

A small polygon is a polygon of unit diameter. The maximal area of a small polygon with $n=2m$ vertices is not known when $m\ge 7$. Finding the largest small $n$-gon for a given number $n\ge 3$ can be formulated as a nonconvex quadratically constrained quadratic optimization problem. We propose to solve this problem with a sequential convex optimization approach, which is a ascent algorithm guaranteeing convergence to a locally optimal solution. Numerical experiments on polygons with up to $n=128$ sides suggest that optimal solutions obtained are near-global. Indeed, for even $6 \le n \le 12$, the algorithm proposed in this work converges to known global optimal solutions found in the literature

Finding High-Dimensional D-OptimalDesigns for Logistic Models via Differential Evolution

D-optimal designs are frequently used in controlled experiments to obtain the most accurateestimate of model parameters at minimal cost. Finding them can be a challenging task, especially whenthere are many factors in a nonlinear model. As the number of factors becomes large and interact withone another, there are many more variables to optimize and the D-optimal design problem becomes highdimensionaland non-separable. Consequently, premature convergence issues arise. Candidate solutions gettrapped in local optima and the classical gradient-based optimization approaches to search for the D-optimaldesigns rarely succeed. We propose a specially designed version of differential evolution (DE) which is arepresentative gradient-free optimization approach to solve such high-dimensional optimization problems.The proposed specially designed DE uses a new novelty-based mutation strategy to explore the variousregions in the search space. The exploration of the regions will be carried out differently from the previouslyexplored regions and the diversity of the population can be preserved. The proposed novelty-based mutationstrategy is collaborated with two common DE mutation strategies to balance exploration and exploitationat the early or medium stage of the evolution. Additionally, we adapt the control parameters of DE as theevolution proceeds. Using logistic models with several factors on various design spaces as examples, oursimulation results show our algorithm can find D-optimal designs efficiently and the algorithm outperformsits competitors. As an application, we apply our algorithm and re-design a 10-factor car refueling experimentwith discrete and continuous factors and selected pairwise interactions. Our proposed algorithm was able toconsistently outperform the other algorithms and find a more efficient D-optimal design for the problem

Detecting hierarchical and overlapping network communities using locally optimal modularity changes

Agglomerative clustering is a well established strategy for identifying communities in networks. Communities are successively merged into larger communities, coarsening a network of actors into a more manageable network of communities. The order in which merges should occur is not in general clear, necessitating heuristics for selecting pairs of communities to merge. We describe a hierarchical clustering algorithm based on a local optimality property. For each edge in the network, we associate the modularity change for merging the communities it links. For each community vertex, we call the preferred edge that edge for which the modularity change is maximal. When an edge is preferred by both vertices that it links, it appears to be the optimal choice from the local viewpoint. We use the locally optimal edges to define the algorithm: simultaneously merge all pairs of communities that are connected by locally optimal edges that would increase the modularity, redetermining the locally optimal edges after each step and continuing so long as the modularity can be further increased. We apply the algorithm to model and empirical networks, demonstrating that it can efficiently produce high-quality community solutions. We relate the performance and implementation details to the structure of the resulting community hierarchies. We additionally consider a complementary local clustering algorithm, describing how to identify overlapping communities based on the local optimality condition.Comment: 10 pages; 4 tables, 3 figure

A polynomial training algorithm for calculating perceptrons of optimal stability

Recomi (REpeated COrrelation Matrix Inversion) is a polynomially fast algorithm for searching optimally stable solutions of the perceptron learning problem. For random unbiased and biased patterns it is shown that the algorithm is able to find optimal solutions, if any exist, in at worst O(N^4) floating point operations. Even beyond the critical storage capacity alpha_c the algorithm is able to find locally stable solutions (with negative stability) at the same speed. There are no divergent time scales in the learning process. A full proof of convergence cannot yet be given, only major constituents of a proof are shown.Comment: 11 pages, Latex, 4 EPS figure