A Dantzig Selector Approach to Temporal Difference Learning

LSTD is a popular algorithm for value function approximation. Whenever the number of features is larger than the number of samples, it must be paired with some form of regularization. In particular, L1-regularization methods tend to perform feature selection by promoting sparsity, and thus, are well-suited for high-dimensional problems. However, since LSTD is not a simple regression algorithm, but it solves a fixed--point problem, its integration with L1-regularization is not straightforward and might come with some drawbacks (e.g., the P-matrix assumption for LASSO-TD). In this paper, we introduce a novel algorithm obtained by integrating LSTD with the Dantzig Selector. We investigate the performance of the proposed algorithm and its relationship with the existing regularized approaches, and show how it addresses some of their drawbacks.Comment: Appears in Proceedings of the 29th International Conference on Machine Learning (ICML 2012

Foothill: A Quasiconvex Regularization for Edge Computing of Deep Neural Networks

Deep neural networks (DNNs) have demonstrated success for many supervised learning tasks, ranging from voice recognition, object detection, to image classification. However, their increasing complexity might yield poor generalization error that make them hard to be deployed on edge devices. Quantization is an effective approach to compress DNNs in order to meet these constraints. Using a quasiconvex base function in order to construct a binary quantizer helps training binary neural networks (BNNs) and adding noise to the input data or using a concrete regularization function helps to improve generalization error. Here we introduce foothill function, an infinitely differentiable quasiconvex function. This regularizer is flexible enough to deform towards $L_1$ and $L_2$ penalties. Foothill can be used as a binary quantizer, as a regularizer, or as a loss. In particular, we show this regularizer reduces the accuracy gap between BNNs and their full-precision counterpart for image classification on ImageNet.Comment: Accepted in 16th International Conference of Image Analysis and Recognition (ICIAR 2019

Algorithmic and Statistical Perspectives on Large-Scale Data Analysis

In recent years, ideas from statistics and scientific computing have begun to interact in increasingly sophisticated and fruitful ways with ideas from computer science and the theory of algorithms to aid in the development of improved worst-case algorithms that are useful for large-scale scientific and Internet data analysis problems. In this chapter, I will describe two recent examples---one having to do with selecting good columns or features from a (DNA Single Nucleotide Polymorphism) data matrix, and the other having to do with selecting good clusters or communities from a data graph (representing a social or information network)---that drew on ideas from both areas and that may serve as a model for exploiting complementary algorithmic and statistical perspectives in order to solve applied large-scale data analysis problems.Comment: 33 pages. To appear in Uwe Naumann and Olaf Schenk, editors, "Combinatorial Scientific Computing," Chapman and Hall/CRC Press, 201