Coordinate Descent with Bandit Sampling

Coordinate descent methods usually minimize a cost function by updating a random decision variable (corresponding to one coordinate) at a time. Ideally, we would update the decision variable that yields the largest decrease in the cost function. However, finding this coordinate would require checking all of them, which would effectively negate the improvement in computational tractability that coordinate descent is intended to afford. To address this, we propose a new adaptive method for selecting a coordinate. First, we find a lower bound on the amount the cost function decreases when a coordinate is updated. We then use a multi-armed bandit algorithm to learn which coordinates result in the largest lower bound by interleaving this learning with conventional coordinate descent updates except that the coordinate is selected proportionately to the expected decrease. We show that our approach improves the convergence of coordinate descent methods both theoretically and experimentally.Comment: appearing at NeurIPS 201

Observer Placement for Source Localization: The Effect of Budgets and Transmission Variance

When an epidemic spreads in a network, a key question is where was its source, i.e., the node that started the epidemic. If we know the time at which various nodes were infected, we can attempt to use this information in order to identify the source. However, maintaining observer nodes that can provide their infection time may be costly, and we may have a budget $k$ on the number of observer nodes we can maintain. Moreover, some nodes are more informative than others due to their location in the network. Hence, a pertinent question arises: Which nodes should we select as observers in order to maximize the probability that we can accurately identify the source? Inspired by the simple setting in which the node-to-node delays in the transmission of the epidemic are deterministic, we develop a principled approach for addressing the problem even when transmission delays are random. We show that the optimal observer-placement differs depending on the variance of the transmission delays and propose approaches in both low- and high-variance settings. We validate our methods by comparing them against state-of-the-art observer-placements and show that, in both settings, our approach identifies the source with higher accuracy.Comment: Accepted for presentation at the 54th Annual Allerton Conference on Communication, Control, and Computin

Multiwinner Voting with Fairness Constraints

Multiwinner voting rules are used to select a small representative subset of candidates or items from a larger set given the preferences of voters. However, if candidates have sensitive attributes such as gender or ethnicity (when selecting a committee), or specified types such as political leaning (when selecting a subset of news items), an algorithm that chooses a subset by optimizing a multiwinner voting rule may be unbalanced in its selection -- it may under or over represent a particular gender or political orientation in the examples above. We introduce an algorithmic framework for multiwinner voting problems when there is an additional requirement that the selected subset should be "fair" with respect to a given set of attributes. Our framework provides the flexibility to (1) specify fairness with respect to multiple, non-disjoint attributes (e.g., ethnicity and gender) and (2) specify a score function. We study the computational complexity of this constrained multiwinner voting problem for monotone and submodular score functions and present several approximation algorithms and matching hardness of approximation results for various attribute group structure and types of score functions. We also present simulations that suggest that adding fairness constraints may not affect the scores significantly when compared to the unconstrained case.Comment: The conference version of this paper appears in IJCAI-ECAI 201