An Exponential Lower Bound on the Complexity of Regularization Paths

For a variety of regularized optimization problems in machine learning, algorithms computing the entire solution path have been developed recently. Most of these methods are quadratic programs that are parameterized by a single parameter, as for example the Support Vector Machine (SVM). Solution path algorithms do not only compute the solution for one particular value of the regularization parameter but the entire path of solutions, making the selection of an optimal parameter much easier. It has been assumed that these piecewise linear solution paths have only linear complexity, i.e. linearly many bends. We prove that for the support vector machine this complexity can be exponential in the number of training points in the worst case. More strongly, we construct a single instance of n input points in d dimensions for an SVM such that at least \Theta(2^{n/2}) = \Theta(2^d) many distinct subsets of support vectors occur as the regularization parameter changes.Comment: Journal version, 28 Pages, 5 Figure

The s-monotone index selection rules for pivot algorithms of linear programming

In this paper we introduce the concept of s-monotone index selection rule for linear programming problems. We show that several known anti-cycling pivot rules like the minimal index, Last-In–First-Out and the most-often-selected-variable pivot rules are s-monotone index selection rules. Furthermore, we show a possible way to define new s-monotone pivot rules. We prove that several known algorithms like the primal (dual) simplex, MBU-simplex algorithms and criss-cross algorithm with s-monotone pivot rules are finite methods. We implemented primal simplex and primal MBU-simplex algorithms, in MATLAB, using three s-monotone index selection rules, the minimal-index, the Last-In–First-Out (LIFO) and the Most-Often-Selected-Variable (MOSV) index selection rule. Numerical results demonstrate the viability of the above listed s-monotone index selection rules in the framework of pivot algorithms

Contract-Based General-Purpose GPU Programming

Using GPUs as general-purpose processors has revolutionized parallel computing by offering, for a large and growing set of algorithms, massive data-parallelization on desktop machines. An obstacle to widespread adoption, however, is the difficulty of programming them and the low-level control of the hardware required to achieve good performance. This paper suggests a programming library, SafeGPU, that aims at striking a balance between programmer productivity and performance, by making GPU data-parallel operations accessible from within a classical object-oriented programming language. The solution is integrated with the design-by-contract approach, which increases confidence in functional program correctness by embedding executable program specifications into the program text. We show that our library leads to modular and maintainable code that is accessible to GPGPU non-experts, while providing performance that is comparable with hand-written CUDA code. Furthermore, runtime contract checking turns out to be feasible, as the contracts can be executed on the GPU

Voxel selection in fMRI data analysis based on sparse representation

Multivariate pattern analysis approaches toward detection of brain regions from fMRI data have been gaining attention recently. In this study, we introduce an iterative sparse-representation-based algorithm for detection of voxels in functional MRI (fMRI) data with task relevant information. In each iteration of the algorithm, a linear programming problem is solved and a sparse weight vector is subsequently obtained. The final weight vector is the mean of those obtained in all iterations. The characteristics of our algorithm are as follows: 1) the weight vector (output) is sparse; 2) the magnitude of each entry of the weight vector represents the significance of its corresponding variable or feature in a classification or regression problem; and 3) due to the convergence of this algorithm, a stable weight vector is obtained. To demonstrate the validity of our algorithm and illustrate its application, we apply the algorithm to the Pittsburgh Brain Activity Interpretation Competition 2007 functional fMRI dataset for selecting the voxels, which are the most relevant to the tasks of the subjects. Based on this dataset, the aforementioned characteristics of our algorithm are analyzed, and a comparison between our method with the univariate general-linear-model-based statistical parametric mapping is performed. Using our method, a combination of voxels are selected based on the principle of effective/sparse representation of a task. Data analysis results in this paper show that this combination of voxels is suitable for decoding tasks and demonstrate the effectiveness of our method

Feature Selection for Linear SVM with Provable Guarantees

We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised approach is based on sampling features from support vectors. We prove that the margin in the feature space is preserved to within $\epsilon$-relative error of the margin in the full feature space in the worst-case. In the unsupervised setting, we also provide worst-case guarantees of the radius of the minimum enclosing ball, thereby ensuring comparable generalization as in the full feature space and resolving an open problem posed in Dasgupta et al. We present extensive experiments on real-world datasets to support our theory and to demonstrate that our method is competitive and often better than prior state-of-the-art, for which there are no known provable guarantees.Comment: Appearing in Proceedings of 18th AISTATS, JMLR W&CP, vol 38, 201