Sampling and Reconstruction of Graph Signals via Weak Submodularity and Semidefinite Relaxation

We study the problem of sampling a bandlimited graph signal in the presence of noise, where the objective is to select a node subset of prescribed cardinality that minimizes the signal reconstruction mean squared error (MSE). To that end, we formulate the task at hand as the minimization of MSE subject to binary constraints, and approximate the resulting NP-hard problem via semidefinite programming (SDP) relaxation. Moreover, we provide an alternative formulation based on maximizing a monotone weak submodular function and propose a randomized-greedy algorithm to find a sub-optimal subset. We then derive a worst-case performance guarantee on the MSE returned by the randomized greedy algorithm for general non-stationary graph signals. The efficacy of the proposed methods is illustrated through numerical simulations on synthetic and real-world graphs. Notably, the randomized greedy algorithm yields an order-of-magnitude speedup over state-of-the-art greedy sampling schemes, while incurring only a marginal MSE performance loss

機械学習と通信のための劣モジュラ・スパース最適化手法

学位の種別: 課程博士審査委員会委員 : （主査）東京大学教授 岩田 覚, 東京大学教授 定兼 邦彦, 東京大学教授 山本 博資, 東京大学准教授 武田 朗子, 東京大学准教授 平井 広志University of Tokyo(東京大学

Learning with Structured Sparsity: From Discrete to Convex and Back.

In modern-data analysis applications, the abundance of data makes extracting meaningful information from it challenging, in terms of computation, storage, and interpretability. In this setting, exploiting sparsity in data has been essential to the development of scalable methods to problems in machine learning, statistics and signal processing. However, in various applications, the input variables exhibit structure beyond simple sparsity. This motivated the introduction of structured sparsity models, which capture such sophisticated structures, leading to a significant performance gains and better interpretability. Structured sparse approaches have been successfully applied in a variety of domains including computer vision, text processing, medical imaging, and bioinformatics. The goal of this thesis is to improve on these methods and expand their success to a wider range of applications. We thus develop novel methods to incorporate general structure a priori in learning problems, which balance computational and statistical efficiency trade-offs. To achieve this, our results bring together tools from the rich areas of discrete and convex optimization. Applying structured sparsity approaches in general is challenging because structures encountered in practice are naturally combinatorial. An effective approach to circumvent this computational challenge is to employ continuous convex relaxations. We thus start by introducing a new class of structured sparsity models, able to capture a large range of structures, which admit tight convex relaxations amenable to efficient optimization. We then present an in-depth study of the geometric and statistical properties of convex relaxations of general combinatorial structures. In particular, we characterize which structure is lost by imposing convexity and which is preserved. We then focus on the optimization of the convex composite problems that result from the convex relaxations of structured sparsity models. We develop efficient algorithmic tools to solve these problems in a non-Euclidean setting, leading to faster convergence in some cases. Finally, to handle structures that do not admit meaningful convex relaxations, we propose to use, as a heuristic, a non-convex proximal gradient method, efficient for several classes of structured sparsity models. We further extend this method to address a probabilistic structured sparsity model, we introduce to model approximately sparse signals

On the Power of Preconditioning in Sparse Linear Regression

Sparse linear regression is a fundamental problem in high-dimensional statistics, but strikingly little is known about how to efficiently solve it without restrictive conditions on the design matrix. We consider the (correlated) random design setting, where the covariates are independently drawn from a multivariate Gaussian $N(0,\Sigma)$ with $\Sigma : n \times n$, and seek estimators $\hat{w}$ minimizing $(\hat{w}-w^*)^T\Sigma(\hat{w}-w^*)$, where $w^*$ is the $k$-sparse ground truth. Information theoretically, one can achieve strong error bounds with $O(k \log n)$ samples for arbitrary $\Sigma$ and $w^*$; however, no efficient algorithms are known to match these guarantees even with $o(n)$ samples, without further assumptions on $\Sigma$ or $w^*$. As far as hardness, computational lower bounds are only known with worst-case design matrices. Random-design instances are known which are hard for the Lasso, but these instances can generally be solved by Lasso after a simple change-of-basis (i.e. preconditioning). In this work, we give upper and lower bounds clarifying the power of preconditioning in sparse linear regression. First, we show that the preconditioned Lasso can solve a large class of sparse linear regression problems nearly optimally: it succeeds whenever the dependency structure of the covariates, in the sense of the Markov property, has low treewidth -- even if $\Sigma$ is highly ill-conditioned. Second, we construct (for the first time) random-design instances which are provably hard for an optimally preconditioned Lasso. In fact, we complete our treewidth classification by proving that for any treewidth-$t$ graph, there exists a Gaussian Markov Random Field on this graph such that the preconditioned Lasso, with any choice of preconditioner, requires $\Omega(t^{1/20})$ samples to recover $O(\log n)$-sparse signals when covariates are drawn from this model.Comment: 73 pages, 5 figure

Constrained Learning And Inference

Data and learning have become core components of the information processing and autonomous systems upon which we increasingly rely on to select job applicants, analyze medical data, and drive cars. As these systems become ubiquitous, so does the need to curtail their behavior. Left untethered, they are susceptible to tampering (adversarial examples) and prone to prejudiced and unsafe actions. Currently, the response of these systems is tailored by leveraging domain expert knowledge to either construct models that embed the desired properties or tune the training objective so as to promote them. While effective, these solutions are often targeted to specific behaviors, contexts, and sometimes even problem instances and are typically not transferable across models and applications. What is more, the growing scale and complexity of modern information processing and autonomous systems renders this manual behavior tuning infeasible. Already today, explainability, interpretability, and transparency combined with human judgment are no longer enough to design systems that perform according to specifications. The present thesis addresses these issues by leveraging constrained statistical optimization. More specifically, it develops the theoretical underpinnings of constrained learning and constrained inference to provide tools that enable solving statistical problems under requirements. Starting with the task of learning under requirements, it develops a generalization theory of constrained learning akin to the existing unconstrained one. By formalizing the concept of probability approximately correct constrained (PACC) learning, it shows that constrained learning is as hard as its unconstrained learning and establishes the constrained counterpart of empirical risk minimization (ERM) as a PACC learner. To overcome challenges involved in solving such non-convex constrained optimization problems, it derives a dual learning rule that enables constrained learning tasks to be tackled by through unconstrained learning problems only. It therefore concludes that if we can deal with classical, unconstrained learning tasks, then we can deal with learning tasks with requirements. The second part of this thesis addresses the issue of constrained inference. In particular, the issue of performing inference using sparse nonlinear function models, combinatorial constrained with quadratic objectives, and risk constraints. Such models arise in nonlinear line spectrum estimation, functional data analysis, sensor selection, actuator scheduling, experimental design, and risk-aware estimation. Although inference problems assume that models and distributions are known, each of these constraints pose serious challenges that hinder their use in practice. Sparse nonlinear functional models lead to infinite dimensional, non-convex optimization programs that cannot be discretized without leading to combinatorial, often NP-hard, problems. Rather than using surrogates and relaxations, this work relies on duality to show that despite their apparent complexity, these models can be fit efficiently, i.e., in polynomial time. While quadratic objectives are typically tractable (often even in closed form), they lead to non-submodular optimization problems when subject to cardinality or matroid constraints. While submodular functions are sometimes used as surrogates, this work instead shows that quadratic functions are close to submodular and can also be optimized near-optimally. The last chapter of this thesis is dedicated to problems involving risk constraints, in particular, bounded predictive mean square error variance estimation. Despite being non-convex, such problems are equivalent to a quadratically constrained quadratic program from which a closed-form estimator can be extracted. These results are used throughout this thesis to tackle problems in signal processing, machine learning, and control, such as fair learning, robust learning, nonlinear line spectrum estimation, actuator scheduling, experimental design, and risk-aware estimation. Yet, they are applicable much beyond these illustrations to perform safe reinforcement learning, sensor selection, multiresolution kernel estimation, and wireless resource allocation, to name a few

Learning with Submodular Functions: A Convex Optimization Perspective

International audienceSubmodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful set of regularization functions for supervised and unsupervised learning. In this monograph, we present the theory of submodular functions from a convex analysis perspective, presenting tight links between certain polyhedra, combinatorial optimization and convex optimization problems. In particular, we show how submodular function minimization is equivalent to solving a wide variety of convex optimization problems. This allows the derivation of new efficient algorithms for approximate and exact submodular function minimization with theoretical guarantees and good practical performance. By listing many examples of submodular functions, we review various applications to machine learning, such as clustering, experimental design, sensor placement, graphical model structure learning or subset selection, as well as a family of structured sparsity-inducing norms that can be derived and used from submodular functions

Robust Wide-Baseline Stereo Matching for Sparsely Textured Scenes

The task of wide baseline stereo matching algorithms is to identify corresponding elements in pairs of overlapping images taken from significantly different viewpoints. Such algorithms are a key ingredient to many computer vision applications, including object recognition, automatic camera orientation, 3D reconstruction and image registration. Although today's methods for wide baseline stereo matching produce reliable results for typical application scenarios, they assume properties of the image data that are not always granted, for example a significant amount of distinctive surface texture. For such problems, highly advanced algorithms have been proposed, which are often very problem specific, difficult to implement and hard to transfer to new matching problems. The motivation for our work comes from the belief that we can find a generic formulation for robust wide baseline image matching that is able to solve difficult matching problems and at the same time applicable to a variety of applications. It should be easy to implement, and have good semantic interpretability. Therefore our key contribution is the development of a generic statistical model for wide baseline stereo matching, which seamlessly integrates different types of image features, similarity measures and spatial feature relationships as information cues. It unifies the ideas of existing approaches into a Bayesian formulation, which has a clear statistical interpretation as the MAP estimate of a binary classification problem. The model ultimately takes the form of a global minimization problem that can be solved with standard optimization techniques. The particular type of features, measures, and spatial relationships however is not prescribed. A major advantage of our model over existing approaches is its ability to compensate weaknesses in one information cue implicitly by exploiting the strength of others. In our experiments we concentrate on images of sparsely textured scenes as a specifically difficult matching problem. Here the amount of stable image features is typically rather small, and the distinctiveness of feature descriptions often low. We use the proposed framework to implement a wide baseline stereo matching algorithm that can deal better with poor texture than established methods. For demonstrating the practical relevance, we also apply this algorithm to a system for automatic image orientation. Here, the task is to reconstruct the relative 3D positions and orientations of the cameras corresponding to a set of overlapping images. We show that our implementation leads to more successful results in case of sparsely textured scenes, while still retaining state of the art performance on standard datasets.Robuste Merkmalszuordnung für Bildpaare schwach texturierter Szenen mit deutlicher Stereobasis Die Aufgabe von Wide Baseline Stereo Matching Algorithmen besteht darin, korrespondierende Elemente in Paaren überlappender Bilder mit deutlich verschiedenen Kamerapositionen zu bestimmen. Solche Algorithmen sind ein grundlegender Baustein für zahlreiche Computer Vision Anwendungen wie Objekterkennung, automatische Kameraorientierung, 3D Rekonstruktion und Bildregistrierung. Die heute etablierten Verfahren für Wide Baseline Stereo Matching funktionieren in typischen Anwendungsszenarien sehr zuverlässig. Sie setzen jedoch Eigenschaften der Bilddaten voraus, die nicht immer gegeben sind, wie beispielsweise einen hohen Anteil markanter Textur. Für solche Fälle wurden sehr komplexe Verfahren entwickelt, die jedoch oft nur auf sehr spezifische Probleme anwendbar sind, einen hohen Implementierungsaufwand erfordern, und sich zudem nur schwer auf neue Matchingprobleme übertragen lassen. Die Motivation für diese Arbeit entstand aus der Überzeugung, dass es eine möglichst allgemein anwendbare Formulierung für robustes Wide Baseline Stereo Matching geben muß, die sich zur Lösung schwieriger Zuordnungsprobleme eignet und dennoch leicht auf verschiedenartige Anwendungen angepasst werden kann. Sie sollte leicht implementierbar sein und eine hohe semantische Interpretierbarkeit aufweisen. Unser Hauptbeitrag besteht daher in der Entwicklung eines allgemeinen statistischen Modells für Wide Baseline Stereo Matching, das verschiedene Typen von Bildmerkmalen, Ähnlichkeitsmaßen und räumlichen Beziehungen nahtlos als Informationsquellen integriert. Es führt Ideen bestehender Lösungsansätze in einer Bayes'schen Formulierung zusammen, die eine klare Interpretation als MAP Schätzung eines binären Klassifikationsproblems hat. Das Modell nimmt letztlich die Form eines globalen Minimierungsproblems an, das mit herkömmlichen Optimierungsverfahren gelöst werden kann. Der konkrete Typ der verwendeten Bildmerkmale, Ähnlichkeitsmaße und räumlichen Beziehungen ist nicht explizit vorgeschrieben. Ein wichtiger Vorteil unseres Modells gegenüber vergleichbaren Verfahren ist seine Fähigkeit, Schwachpunkte einer Informationsquelle implizit durch die Stärken anderer Informationsquellen zu kompensieren. In unseren Experimenten konzentrieren wir uns insbesondere auf Bilder schwach texturierter Szenen als ein Beispiel schwieriger Zuordnungsprobleme. Die Anzahl stabiler Bildmerkmale ist hier typischerweise gering, und die Unterscheidbarkeit der Merkmalsbeschreibungen schlecht. Anhand des vorgeschlagenen Modells implementieren wir einen konkreten Wide Baseline Stereo Matching Algorithmus, der besser mit schwacher Textur umgehen kann als herkömmliche Verfahren. Um die praktische Relevanz zu verdeutlichen, wenden wir den Algorithmus für die automatische Bildorientierung an. Hier besteht die Aufgabe darin, zu einer Menge überlappender Bilder die relativen 3D Kamerapositionen und Kameraorientierungen zu bestimmen. Wir zeigen, dass der Algorithmus im Fall schwach texturierter Szenen bessere Ergebnisse als etablierte Verfahren ermöglicht, und dennoch bei Standard-Datensätzen vergleichbare Ergebnisse liefert

Efficient Estimation of Signals via Non-Convex Approaches

This dissertation aims to highlight the importance of methodological development and the need for tailored algorithms in non-convex statistical problems. Specifically, we study three non-convex estimation problems with novel ideas and techniques in both statistical methodologies and algorithmic designs. Chapter 2 discusses my work with Zhou Fan on estimation of a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. In this work, we propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty given by the ``$\ell_0$-norm\u27\u27 of the signal\u27s discrete graph gradient. The method uses a non-convex variant of proximal gradient descent, applying the alpha-expansion procedure to approximate the proximal mapping in each iteration, and using a geometric decay of the penalty parameter across iterations to ensure convergence. Under a cut-restricted isometry property for the measurement design, we prove global recovery guarantees for the estimated signal. For standard Gaussian designs, the required number of measurements is independent of the graph structure, and improves upon worst-case guarantees for total-variation (TV) compressed sensing on the 1-D line and 2-D lattice graphs by polynomial and logarithmic factors, respectively. The method empirically yields lower mean-squared recovery error compared with TV regularization in regimes of moderate undersampling and moderate to high signal-to-noise, for several examples of changepoint signals and gradient-sparse phantom images. Chapter 3 discusses my work with Zhou Fan and Sahand Negahban on tree-projected gradient descent for estimating gradient-sparse parameters. We consider estimating a gradient-sparse parameter $\boldsymbol{\theta}^*\in\mathbb{R}^p$, having strong gradient-sparsity $s^*:=\|\nabla_G \boldsymbol{\theta}^*\|_0$ on an underlying graph $G$. Given observations$Z_1,\ldots,Z_n$ and a smooth, convex loss function $\mathcal{L}$ for which our parameter of interest $\boldsymbol{\theta}^*$ minimizes the population risk \mathbb{E}[\mathcal{L}(\btheta;Z_1,\ldots,Z_n)], we propose to estimate $\boldsymbol{\theta}^*$ by a projected gradient descent algorithm that iteratively and approximately projects gradient steps onto spaces of vectors having small gradient-sparsity over low-degree spanning trees of $G$. We show that, under suitable restricted strong convexity and smoothness assumptions for the loss, the resulting estimator achieves the squared-error risk $\frac{s^*}{n} \log (1+\frac{p}{s^*})$ up to a multiplicative constant that is independent of $G$. In contrast, previous polynomial-time algorithms have only been shown to achieve this guarantee in more specialized settings, or under additional assumptions for $G$ and/or the sparsity pattern of $\nabla_G \boldsymbol{\theta}^*$. As applications of our general framework, we apply our results to the examples of linear models and generalized linear models with random design. Chapter 4 discusses my joint work with Zhou Fan, Roy R. Lederman, Yi Sun, and Tianhao Wang on maximum likelihood for high-noise group orbit estimation. Motivated by applications to single-particle cryo-electron microscopy (cryo-EM), we study several problems of function estimation in a low SNR regime, where samples are observed under random rotations of the function domain. In a general framework of group orbit estimation with linear projection, we describe a stratification of the Fisher information eigenvalues according to a sequence of transcendence degrees in the invariant algebra, and relate critical points of the log-likelihood landscape to a sequence of method-of-moments optimization problems. This extends previous results for a discrete rotation group without projection. We then compute these transcendence degrees and the forms of these moment optimization problems for several examples of function estimation under $\mathsf{SO}(2)$ and $\mathsf{SO}(3)$ rotations. For several of these examples, we affirmatively resolve numerical conjectures that $3^\text{rd}$-order moments are sufficient to locally identify a generic signal up to its rotational orbit, and also confirm the existence of spurious local optima for the landscape of the population log-likelihood. For low-dimensional approximations of the electric potential maps of two small protein molecules, we empirically verify that the noise-scalings of the Fisher information eigenvalues conform with these theoretical predictions over a range of SNR, in a model of $\mathsf{SO}(3)$ rotations without projection