Tight Lower Bounds for Greedy Routing in Higher-Dimensional Small-World Grids

We consider Kleinberg's celebrated small world graph model (Kleinberg, 2000), in which a D-dimensional grid {0,...,n-1}^D is augmented with a constant number of additional unidirectional edges leaving each node. These long range edges are determined at random according to a probability distribution (the augmenting distribution), which is the same for each node. Kleinberg suggested using the inverse D-th power distribution, in which node v is the long range contact of node u with a probability proportional to ||u-v||^(-D). He showed that such an augmenting distribution allows to route a message efficiently in the resulting random graph: The greedy algorithm, where in each intermediate node the message travels over a link that brings the message closest to the target w.r.t. the Manhattan distance, finds a path of expected length O(log^2 n) between any two nodes. In this paper we prove that greedy routing does not perform asymptotically better for any uniform and isotropic augmenting distribution, i.e., the probability that node u has a particular long range contact v is independent of the labels of u and v and only a function of ||u-v||. In order to obtain the result, we introduce a novel proof technique: We define a budget game, in which a token travels over a game board, while the player manages a "probability budget". In each round, the player bets part of her remaining probability budget on step sizes. A step size is chosen at random according to a probability distribution of the player's bet. The token then makes progress as determined by the chosen step size, while some of the player's bet is removed from her probability budget. We prove a tight lower bound for such a budget game, and then obtain a lower bound for greedy routing in the D-dimensional grid by a reduction

The Right Mutation Strength for Multi-Valued Decision Variables

The most common representation in evolutionary computation are bit strings. This is ideal to model binary decision variables, but less useful for variables taking more values. With very little theoretical work existing on how to use evolutionary algorithms for such optimization problems, we study the run time of simple evolutionary algorithms on some OneMax-like functions defined over $\Omega = \{0, 1, \dots, r-1\}^n$. More precisely, we regard a variety of problem classes requesting the component-wise minimization of the distance to an unknown target vector $z \in \Omega$. For such problems we see a crucial difference in how we extend the standard-bit mutation operator to these multi-valued domains. While it is natural to select each position of the solution vector to be changed independently with probability $1/n$, there are various ways to then change such a position. If we change each selected position to a random value different from the original one, we obtain an expected run time of $\Theta(nr \log n)$. If we change each selected position by either $+1$ or $-1$ (random choice), the optimization time reduces to $\Theta(nr + n\log n)$. If we use a random mutation strength $i \in \{0,1,\ldots,r-1\}^n$ with probability inversely proportional to $i$ and change the selected position by either $+i$ or $-i$ (random choice), then the optimization time becomes $\Theta(n \log(r)(\log(n)+\log(r)))$, bringing down the dependence on $r$ from linear to polylogarithmic. One of our results depends on a new variant of the lower bounding multiplicative drift theorem.Comment: an extended abstract of this work is to appear at GECCO 201

Asymptotic Bias of Stochastic Gradient Search

The asymptotic behavior of the stochastic gradient algorithm with a biased gradient estimator is analyzed. Relying on arguments based on the dynamic system theory (chain-recurrence) and the differential geometry (Yomdin theorem and Lojasiewicz inequality), tight bounds on the asymptotic bias of the iterates generated by such an algorithm are derived. The obtained results hold under mild conditions and cover a broad class of high-dimensional nonlinear algorithms. Using these results, the asymptotic properties of the policy-gradient (reinforcement) learning and adaptive population Monte Carlo sampling are studied. Relying on the same results, the asymptotic behavior of the recursive maximum split-likelihood estimation in hidden Markov models is analyzed, too.Comment: arXiv admin note: text overlap with arXiv:0907.102

More Haste, Less Waste: Lowering the Redundancy in Fully Indexable Dictionaries

We consider the problem of representing, in a compressed format, a bit-vector $S$ of $m$ bits with $n$ 1s, supporting the following operations, where $b \in \{0, 1 \}$: $rank_b(S,i)$ returns the number of occurrences of bit $b$ in the prefix $S[1..i]$; $select_b(S,i)$ returns the position of the $i$th occurrence of bit $b$ in $S$. Such a data structure is called \emph{fully indexable dictionary (FID)} [Raman et al.,2007], and is at least as powerful as predecessor data structures. Our focus is on space-efficient FIDs on the \textsc{ram} model with word size $\Theta(\lg m)$ and constant time for all operations, so that the time cost is independent of the input size. Given the bitstring $S$ to be encoded, having length $m$ and containing $n$ ones, the minimal amount of information that needs to be stored is $B(n,m) = \lceil \log {{m}\choose{n}} \rceil$. The state of the art in building a FID for $S$ is given in [Patrascu,2008] using $B(m,n)+O(m / ((\log m/ t) ^t)) + O(m^{3/4})$ bits, to support the operations in $O(t)$ time. Here, we propose a parametric data structure exhibiting a time/space trade-off such that, for any real constants $0 0$, it uses B(n,m) + O(n^{1+\delta} + n (\frac{m}{n^s})^\eps) bits and performs all the operations in time O(s\delta^{-1} + \eps^{-1}). The improvement is twofold: our redundancy can be lowered parametrically and, fixing $s = O(1)$, we get a constant-time FID whose space is B(n,m) + O(m^\eps/\poly{n}) bits, for sufficiently large $m$. This is a significant improvement compared to the previous bounds for the general case

Convergence Rate of Stochastic Gradient Search in the Case of Multiple and Non-Isolated Minima

The convergence rate of stochastic gradient search is analyzed in this paper. Using arguments based on differential geometry and Lojasiewicz inequalities, tight bounds on the convergence rate of general stochastic gradient algorithms are derived. As opposed to the existing results, the results presented in this paper allow the objective function to have multiple, non-isolated minima, impose no restriction on the values of the Hessian (of the objective function) and do not require the algorithm estimates to have a single limit point. Applying these new results, the convergence rate of recursive prediction error identification algorithms is studied. The convergence rate of supervised and temporal-difference learning algorithms is also analyzed using the results derived in the paper

Convergence and Convergence Rate of Stochastic Gradient Search in the Case of Multiple and Non-Isolated Extrema

The asymptotic behavior of stochastic gradient algorithms is studied. Relying on results from differential geometry (Lojasiewicz gradient inequality), the single limit-point convergence of the algorithm iterates is demonstrated and relatively tight bounds on the convergence rate are derived. In sharp contrast to the existing asymptotic results, the new results presented here allow the objective function to have multiple and non-isolated minima. The new results also offer new insights into the asymptotic properties of several classes of recursive algorithms which are routinely used in engineering, statistics, machine learning and operations research

Settling for limited privacy: how much does it help?

This thesis explores practical and theoretical aspects of several privacy-providing technologies, including tools for anonymous web-browsing, verifiable electronic voting schemes, and private information retrieval from databases. State-of-art privacy-providing schemes are frequently impractical for implementational reasons or for sheer information-theoretical reasons due to the amount of information that needs to be transmitted. We have been researching the question of whether relaxing the requirements on such schemes, in particular settling for imperfect but sufficient in real-world situations privacy, as opposed to perfect privacy, may be helpful in producing more practical or more efficient schemes. This thesis presents three results. The first result is the introduction of caching as a technique for providing anonymous web-browsing at the cost of sacrificing some functionality provided by anonymizing systems that do not use caching. The second result is a coercion-resistant electronic voting scheme with nearly perfect privacy and nearly perfect voter verifiability. The third result consists of some lower bounds and some simple upper bounds on the amount of communication in nearly private information retrieval schemes; our work is the first in-depth exploration of private information schemes with imperfect privacy