Augmented L1 and Nuclear-Norm Models with a Globally Linearly Convergent Algorithm

This paper studies the long-existing idea of adding a nice smooth function to "smooth" a non-differentiable objective function in the context of sparse optimization, in particular, the minimization of $||x||_1+1/(2\alpha)||x||_2^2$, where $x$ is a vector, as well as the minimization of $||X||_*+1/(2\alpha)||X||_F^2$, where $X$ is a matrix and $||X||_*$ and $||X||_F$ are the nuclear and Frobenius norms of $X$, respectively. We show that they can efficiently recover sparse vectors and low-rank matrices. In particular, they enjoy exact and stable recovery guarantees similar to those known for minimizing $||x||_1$ and $||X||_*$ under the conditions on the sensing operator such as its null-space property, restricted isometry property, spherical section property, or RIPless property. To recover a (nearly) sparse vector $x^0$, minimizing $||x||_1+1/(2\alpha)||x||_2^2$ returns (nearly) the same solution as minimizing $||x||_1$ almost whenever $\alpha\ge 10||x^0||_\infty$. The same relation also holds between minimizing $||X||_*+1/(2\alpha)||X||_F^2$ and minimizing $||X||_*$ for recovering a (nearly) low-rank matrix $X^0$, if $\alpha\ge 10||X^0||_2$. Furthermore, we show that the linearized Bregman algorithm for minimizing $||x||_1+1/(2\alpha)||x||_2^2$ subject to $Ax=b$ enjoys global linear convergence as long as a nonzero solution exists, and we give an explicit rate of convergence. The convergence property does not require a solution solution or any properties on $A$. To our knowledge, this is the best known global convergence result for first-order sparse optimization algorithms.Comment: arXiv admin note: text overlap with arXiv:1207.5326 by other author

From Low-Distortion Norm Embeddings to Explicit Uncertainty Relations and Efficient Information Locking

The existence of quantum uncertainty relations is the essential reason that some classically impossible cryptographic primitives become possible when quantum communication is allowed. One direct operational manifestation of these uncertainty relations is a purely quantum effect referred to as information locking. A locking scheme can be viewed as a cryptographic protocol in which a uniformly random n-bit message is encoded in a quantum system using a classical key of size much smaller than n. Without the key, no measurement of this quantum state can extract more than a negligible amount of information about the message, in which case the message is said to be "locked". Furthermore, knowing the key, it is possible to recover, that is "unlock", the message. In this paper, we make the following contributions by exploiting a connection between uncertainty relations and low-distortion embeddings of L2 into L1. We introduce the notion of metric uncertainty relations and connect it to low-distortion embeddings of L2 into L1. A metric uncertainty relation also implies an entropic uncertainty relation. We prove that random bases satisfy uncertainty relations with a stronger definition and better parameters than previously known. Our proof is also considerably simpler than earlier proofs. We apply this result to show the existence of locking schemes with key size independent of the message length. We give efficient constructions of metric uncertainty relations. The bases defining these metric uncertainty relations are computable by quantum circuits of almost linear size. This leads to the first explicit construction of a strong information locking scheme. Moreover, we present a locking scheme that is close to being implementable with current technology. We apply our metric uncertainty relations to exhibit communication protocols that perform quantum equality testing.Comment: 60 pages, 5 figures. v4: published versio

Overcoming the convex barrier for simplex input

Recent progress in neural network verification has challenged the notion of a convex barrier, that is, an inherent weakness in the convex relaxation of the output of a neural network. Specifically, there now exists a tight relaxation for verifying the robustness of a neural network to `∞ input perturbations, as well as efficient primal and dual solvers for the relaxation. Buoyed by this success, we consider the problem of developing similar techniques for verifying robustness to input perturbations within the probability simplex. We prove a somewhat surprising result that, in this case, not only can one design a tight relaxation that overcomes the convex barrier, but the size of the relaxation remains linear in the number of neurons, thereby leading to simpler and more efficient algorithms. We establish the scalability of our overall approach via the specification of `1 robustness for CIFAR-10 and MNIST classification, where our approach improves the state of the art verified accuracy by up to 14.4%. Furthermore, we establish its accuracy on a novel and highly challenging task of verifying the robustness of a multi-modal (text and image) classifier to arbitrary changes in its textual input

Robust optimization for electricity generation

10.1287/ijoc.2020.0956INFORMS Journal on Computing331336-35

Sensitivity to the Sampling Process Emerges From the Principle of Efficiency

Humans can seamlessly infer other people's preferences, based on what they do. Broadly, two types of accounts have been proposed to explain different aspects of this ability. The first account focuses on spatial information: Agents' efficient navigation in space reveals what they like. The second account focuses on statistical information: Uncommon choices reveal stronger preferences. Together, these two lines of research suggest that we have two distinct capacities for inferring preferences. Here we propose that this is not the case, and that spatial-based and statistical-based preference inferences can be explained by the assumption that agents are efficient alone. We show that people's sensitivity to spatial and statistical information when they infer preferences is best predicted by a computational model of the principle of efficiency, and that this model outperforms dual-system models, even when the latter are fit to participant judgments. Our results suggest that, as adults, a unified understanding of agency under the principle of efficiency underlies our ability to infer preferences. Copyright ©2018 Cognitive Science Society, Inc.NSF-STC award (CCF-1231216

Lagrangian decomposition for neural network verification

A fundamental component of neural network verification is the computation of bounds on the values their outputs can take. Previous methods have either used off-the-shelf solvers, discarding the problem structure, or relaxed the problem even further, making the bounds unnecessarily loose. We propose a novel approach based on Lagrangian Decomposition. Our formulation admits an efficient supergradient ascent algorithm, as well as an improved proximal algorithm. Both the algorithms offer three advantages: (i) they yield bounds that are provably at least as tight as previous dual algorithms relying on Lagrangian relaxations; (ii) they are based on operations analogous to forward/backward pass of neural networks layers and are therefore easily parallelizable, amenable to GPU implementation and able to take advantage of the convolutional structure of problems; and (iii) they allow for anytime stopping while still providing valid bounds. Empirically, we show that we obtain bounds comparable with off-the-shelf solvers in a fraction of their running time, and obtain tighter bounds in the same time as previous dual algorithms. This results in an overall speed-up when employing the bounds for formal verification. Code for our algorithms is available at https://github.com/oval-group/decomposition-plnn-bounds