Divide and Conquer Kernel Ridge Regression: A Distributed Algorithm with Minimax Optimal Rates

We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an independent kernel ridge regression estimator for each subset, then averages the local solutions into a global predictor. This partitioning leads to a substantial reduction in computation time versus the standard approach of performing kernel ridge regression on all N samples. Our two main theorems establish that despite the computational speed-up, statistical optimality is retained: as long as m is not too large, the partition-based estimator achieves the statistical minimax rate over all estimators using the set of N samples. As concrete examples, our theory guarantees that the number of processors m may grow nearly linearly for finite-rank kernels and Gaussian kernels and polynomially in N for Sobolev spaces, which in turn allows for substantial reductions in computational cost. We conclude with experiments on both simulated data and a music-prediction task that complement our theoretical results, exhibiting the computational and statistical benefits of our approach

Randomized Smoothing for Stochastic Optimization

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic optimization procedures, both in expectation and with high probability, that have optimal dependence on the variance of the gradient estimates. To the best of our knowledge, these are the first variance-based rates for non-smooth optimization. We give several applications of our results to statistical estimation problems, and provide experimental results that demonstrate the effectiveness of the proposed algorithms. We also describe how a combination of our algorithm with recent work on decentralized optimization yields a distributed stochastic optimization algorithm that is order-optimal.Comment: 39 pages, 3 figure

Differentially Private Model Selection with Penalized and Constrained Likelihood

In statistical disclosure control, the goal of data analysis is twofold: The released information must provide accurate and useful statistics about the underlying population of interest, while minimizing the potential for an individual record to be identified. In recent years, the notion of differential privacy has received much attention in theoretical computer science, machine learning, and statistics. It provides a rigorous and strong notion of protection for individuals' sensitive information. A fundamental question is how to incorporate differential privacy into traditional statistical inference procedures. In this paper we study model selection in multivariate linear regression under the constraint of differential privacy. We show that model selection procedures based on penalized least squares or likelihood can be made differentially private by a combination of regularization and randomization, and propose two algorithms to do so. We show that our private procedures are consistent under essentially the same conditions as the corresponding non-private procedures. We also find that under differential privacy, the procedure becomes more sensitive to the tuning parameters. We illustrate and evaluate our method using simulation studies and two real data examples

Sharing Social Network Data: Differentially Private Estimation of Exponential-Family Random Graph Models

Motivated by a real-life problem of sharing social network data that contain sensitive personal information, we propose a novel approach to release and analyze synthetic graphs in order to protect privacy of individual relationships captured by the social network while maintaining the validity of statistical results. A case study using a version of the Enron e-mail corpus dataset demonstrates the application and usefulness of the proposed techniques in solving the challenging problem of maintaining privacy \emph{and} supporting open access to network data to ensure reproducibility of existing studies and discovering new scientific insights that can be obtained by analyzing such data. We use a simple yet effective randomized response mechanism to generate synthetic networks under $\epsilon$-edge differential privacy, and then use likelihood based inference for missing data and Markov chain Monte Carlo techniques to fit exponential-family random graph models to the generated synthetic networks.Comment: Updated, 39 page

MRI-based Surgical Planning for Lumbar Spinal Stenosis

The most common reason for spinal surgery in elderly patients is lumbar spinal stenosis(LSS). For LSS, treatment decisions based on clinical and radiological information as well as personal experience of the surgeon shows large variance. Thus a standardized support system is of high value for a more objective and reproducible decision. In this work, we develop an automated algorithm to localize the stenosis causing the symptoms of the patient in magnetic resonance imaging (MRI). With 22 MRI features of each of five spinal levels of 321 patients, we show it is possible to predict the location of lesion triggering the symptoms. To support this hypothesis, we conduct an automated analysis of labeled and unlabeled MRI scans extracted from 788 patients. We confirm quantitatively the importance of radiological information and provide an algorithmic pipeline for working with raw MRI scans