873 research outputs found
An Improved Private Mechanism for Small Databases
We study the problem of answering a workload of linear queries ,
on a database of size at most drawn from a universe
under the constraint of (approximate) differential privacy.
Nikolov, Talwar, and Zhang~\cite{NTZ} proposed an efficient mechanism that, for
any given and , answers the queries with average error that is
at most a factor polynomial in and
worse than the best possible. Here we improve on this guarantee and give a
mechanism whose competitiveness ratio is at most polynomial in and
, and has no dependence on . Our mechanism
is based on the projection mechanism of Nikolov, Talwar, and Zhang, but in
place of an ad-hoc noise distribution, we use a distribution which is in a
sense optimal for the projection mechanism, and analyze it using convex duality
and the restricted invertibility principle.Comment: To appear in ICALP 2015, Track
Tightness of the maximum likelihood semidefinite relaxation for angular synchronization
Maximum likelihood estimation problems are, in general, intractable
optimization problems. As a result, it is common to approximate the maximum
likelihood estimator (MLE) using convex relaxations. In some cases, the
relaxation is tight: it recovers the true MLE. Most tightness proofs only apply
to situations where the MLE exactly recovers a planted solution (known to the
analyst). It is then sufficient to establish that the optimality conditions
hold at the planted signal. In this paper, we study an estimation problem
(angular synchronization) for which the MLE is not a simple function of the
planted solution, yet for which the convex relaxation is tight. To establish
tightness in this context, the proof is less direct because the point at which
to verify optimality conditions is not known explicitly.
Angular synchronization consists in estimating a collection of phases,
given noisy measurements of the pairwise relative phases. The MLE for angular
synchronization is the solution of a (hard) non-bipartite Grothendieck problem
over the complex numbers. We consider a stochastic model for the data: a
planted signal (that is, a ground truth set of phases) is corrupted with
non-adversarial random noise. Even though the MLE does not coincide with the
planted signal, we show that the classical semidefinite relaxation for it is
tight, with high probability. This holds even for high levels of noise.Comment: 2 figure
A Tensor Analogy of Yuan's Theorem of the Alternative and Polynomial Optimization with Sign structure
Yuan's theorem of the alternative is an important theoretical tool in
optimization, which provides a checkable certificate for the infeasibility of a
strict inequality system involving two homogeneous quadratic functions. In this
paper, we provide a tractable extension of Yuan's theorem of the alternative to
the symmetric tensor setting. As an application, we establish that the optimal
value of a class of nonconvex polynomial optimization problems with suitable
sign structure (or more explicitly, with essentially non-positive coefficients)
can be computed by a related convex conic programming problem, and the optimal
solution of these nonconvex polynomial optimization problems can be recovered
from the corresponding solution of the convex conic programming problem.
Moreover, we obtain that this class of nonconvex polynomial optimization
problems enjoy exact sum-of-squares relaxation, and so, can be solved via a
single semidefinite programming problem.Comment: acceted by Journal of Optimization Theory and its application, UNSW
preprint, 22 page
A Riemannian low-rank method for optimization over semidefinite matrices with block-diagonal constraints
We propose a new algorithm to solve optimization problems of the form for a smooth function under the constraints that is positive
semidefinite and the diagonal blocks of are small identity matrices. Such
problems often arise as the result of relaxing a rank constraint (lifting). In
particular, many estimation tasks involving phases, rotations, orthonormal
bases or permutations fit in this framework, and so do certain relaxations of
combinatorial problems such as Max-Cut. The proposed algorithm exploits the
facts that (1) such formulations admit low-rank solutions, and (2) their
rank-restricted versions are smooth optimization problems on a Riemannian
manifold. Combining insights from both the Riemannian and the convex geometries
of the problem, we characterize when second-order critical points of the smooth
problem reveal KKT points of the semidefinite problem. We compare against state
of the art, mature software and find that, on certain interesting problem
instances, what we call the staircase method is orders of magnitude faster, is
more accurate and scales better. Code is available.Comment: 37 pages, 3 figure
Perron vector optimization applied to search engines
In the last years, Google's PageRank optimization problems have been
extensively studied. In that case, the ranking is given by the invariant
measure of a stochastic matrix. In this paper, we consider the more general
situation in which the ranking is determined by the Perron eigenvector of a
nonnegative, but not necessarily stochastic, matrix, in order to cover
Kleinberg's HITS algorithm. We also give some results for Tomlin's HOTS
algorithm. The problem consists then in finding an optimal outlink strategy
subject to design constraints and for a given search engine.
We study the relaxed versions of these problems, which means that we should
accept weighted hyperlinks. We provide an efficient algorithm for the
computation of the matrix of partial derivatives of the criterion, that uses
the low rank property of this matrix. We give a scalable algorithm that couples
gradient and power iterations and gives a local minimum of the Perron vector
optimization problem. We prove convergence by considering it as an approximate
gradient method.
We then show that optimal linkage stategies of HITS and HOTS optimization
problems verify a threshold property. We report numerical results on fragments
of the real web graph for these search engine optimization problems.Comment: 28 pages, 5 figure
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