The cutting plane method is polynomial for perfect matchings

The cutting plane approach to finding minimum-cost perfect matchings has been discussed by several authors over past decades. Its convergence has been an open question. We develop a cutting plane algorithm that converges in polynomial-time using only Edmonds’ blossom inequalities, and which maintains half-integral intermediate LP solutions supported by a disjoint union of odd cycles and edges. Our main insight is a method to retain only a subset of the previously added cutting planes based on their dual values. This allows us to quickly find violated blossom inequalities and argue convergence by tracking the number of odd cycles in the support of intermediate solution

The Cutting Plane Method is Polynomial for Perfect Matchings

The cutting plane approach to optimal matchings has been discussed by several authors over the past decades (e.g., Padberg and Rao '82, Grotschel and Holland '85, Lovasz and Plummer '86, Trick '87, Fischetti and Lodi '07) and its convergence has been an open question. We give a cutting plane algorithm that converges in polynomial-time using only Edmonds' blossom inequalities; it maintains half-integral intermediate LP solutions supported by a disjoint union of odd cycles and edges. Our main insight is a method to retain only a subset of the previously added cutting planes based on their dual values. This allows us to quickly find violated blossom inequalities and argue convergence by tracking the number of odd cycles in the support of intermediate solutions

Belief Propagation for Linear Programming

Belief Propagation (BP) is a popular, distributed heuristic for performing MAP computations in Graphical Models. BP can be interpreted, from a variational perspective, as minimizing the Bethe Free Energy (BFE). BP can also be used to solve a special class of Linear Programming (LP) problems. For this class of problems, MAP inference can be stated as an integer LP with an LP relaxation that coincides with minimization of the BFE at ``zero temperature". We generalize these prior results and establish a tight characterization of the LP problems that can be formulated as an equivalent LP relaxation of MAP inference. Moreover, we suggest an efficient, iterative annealing BP algorithm for solving this broader class of LP problems. We demonstrate the algorithm's performance on a set of weighted matching problems by using it as a cutting plane method to solve a sequence of LPs tightened by adding ``blossom'' inequalities.Comment: To appear in ISIT 201

Metric and Representation Learning

All data has some inherent mathematical structure. I am interested in understanding the intrinsic geometric and probabilistic structure of data to design effective algorithms and tools that can be applied to machine learning and across all branches of science. The focus of this thesis is to increase the effectiveness of machine learning techniques by developing a mathematical and algorithmic framework using which, given any type of data, we can learn an optimal representation. Representation learning is done for many reasons. It could be done to fix the corruption given corrupted data or to learn a low dimensional or simpler representation, given high dimensional data or a very complex representation of the data. It could also be that the current representation of the data does not capture the important geometric features of the data. One of the many challenges in representation learning is determining ways to judge the quality of the representation learned. In many cases, the consensus is that if d is the natural metric on the representation, then this metric should provide meaningful information about the data. Many examples of this can be seen in areas such as metric learning, manifold learning, and graph embedding. However, most algorithms that solve these problems learn a representation in a metric space first and then extract a metric. A large part of my research is exploring what happens if the order is switched, that is, learn the appropriate metric first and the embedding later. The philosophy behind this approach is that understanding the inherent geometry of the data is the most crucial part of representation learning. Often, studying the properties of the appropriate metric on the input data sets indicates the type of space, we should be seeking for the representation. Hence giving us more robust representations. Optimizing for the appropriate metric can also help overcome issues such as missing and noisy data. My projects fall into three different areas of representation learning. 1) Geometric and probabilistic analysis of representation learning methods. 2) Developing methods to learn optimal metrics on large datasets. 3) Applications. For the category of geometric and probabilistic analysis of representation learning methods, we have three projects. First, designing optimal training data for denoising autoencoders. Second, formulating a new optimal transport problem and understanding the geometric structure. Third, analyzing the robustness to perturbations of the solutions obtained from the classical multidimensional scaling algorithm versus that of the true solutions to the multidimensional scaling problem. For learning optimal metric, we are given a dissimilarity matrix $hat{D}$, some function $f$ and some a subset $S$ of the space of all metrics and we want to find $D in S$ that minimizes $f(D,hat{D})$. In this thesis, we consider the version of the problem when $S$ is the space of metrics defined on a fixed graph. That is, given a graph $G$, we let $S$, be the space of all metrics defined via $G$. For this $S$, we consider the sparse objective function as well as convex objective functions. We also looked at the problem where we want to learn a tree. We also show how the ideas behind learning the optimal metric can be applied to dimensionality reduction in the presence of missing data. Finally, we look at an application to real world data. Specifically trying to reconstruct ancient Greek text.PHDApplied and Interdisciplinary MathematicsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/169738/1/rsonthal_1.pd