Online Local Learning via Semidefinite Programming

In many online learning problems we are interested in predicting local information about some universe of items. For example, we may want to know whether two items are in the same cluster rather than computing an assignment of items to clusters; we may want to know which of two teams will win a game rather than computing a ranking of teams. Although finding the optimal clustering or ranking is typically intractable, it may be possible to predict the relationships between items as well as if you could solve the global optimization problem exactly. Formally, we consider an online learning problem in which a learner repeatedly guesses a pair of labels (l(x), l(y)) and receives an adversarial payoff depending on those labels. The learner's goal is to receive a payoff nearly as good as the best fixed labeling of the items. We show that a simple algorithm based on semidefinite programming can obtain asymptotically optimal regret in the case where the number of possible labels is O(1), resolving an open problem posed by Hazan, Kale, and Shalev-Schwartz. Our main technical contribution is a novel use and analysis of the log determinant regularizer, exploiting the observation that log det(A + I) upper bounds the entropy of any distribution with covariance matrix A.Comment: 10 page

Spectral Sparsification and Regret Minimization Beyond Matrix Multiplicative Updates

In this paper, we provide a novel construction of the linear-sized spectral sparsifiers of Batson, Spielman and Srivastava [BSS14]. While previous constructions required $\Omega(n^4)$ running time [BSS14, Zou12], our sparsification routine can be implemented in almost-quadratic running time $O(n^{2+\varepsilon})$. The fundamental conceptual novelty of our work is the leveraging of a strong connection between sparsification and a regret minimization problem over density matrices. This connection was known to provide an interpretation of the randomized sparsifiers of Spielman and Srivastava [SS11] via the application of matrix multiplicative weight updates (MWU) [CHS11, Vis14]. In this paper, we explain how matrix MWU naturally arises as an instance of the Follow-the-Regularized-Leader framework and generalize this approach to yield a larger class of updates. This new class allows us to accelerate the construction of linear-sized spectral sparsifiers, and give novel insights on the motivation behind Batson, Spielman and Srivastava [BSS14]

Online Admission Control and Embedding of Service Chains

The virtualization and softwarization of modern computer networks enables the definition and fast deployment of novel network services called service chains: sequences of virtualized network functions (e.g., firewalls, caches, traffic optimizers) through which traffic is routed between source and destination. This paper attends to the problem of admitting and embedding a maximum number of service chains, i.e., a maximum number of source-destination pairs which are routed via a sequence of to-be-allocated, capacitated network functions. We consider an Online variant of this maximum Service Chain Embedding Problem, short OSCEP, where requests arrive over time, in a worst-case manner. Our main contribution is a deterministic O(log L)-competitive online algorithm, under the assumption that capacities are at least logarithmic in L. We show that this is asymptotically optimal within the class of deterministic and randomized online algorithms. We also explore lower bounds for offline approximation algorithms, and prove that the offline problem is APX-hard for unit capacities and small L > 2, and even Poly-APX-hard in general, when there is no bound on L. These approximation lower bounds may be of independent interest, as they also extend to other problems such as Virtual Circuit Routing. Finally, we present an exact algorithm based on 0-1 programming, implying that the general offline SCEP is in NP and by the above hardness results it is NP-complete for constant L.Comment: early version of SIROCCO 2015 pape

The Computational Power of Optimization in Online Learning

We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point in time. In this setting, we give a novel online algorithm that attains vanishing regret with respect to $N$ experts in total $\widetilde{O}(\sqrt{N})$ computation time. We also give a lower bound showing that this running time cannot be improved (up to log factors) in the oracle model, thereby exhibiting a quadratic speedup as compared to the standard, oracle-free setting where the required time for vanishing regret is $\widetilde{\Theta}(N)$. These results demonstrate an exponential gap between the power of optimization in online learning and its power in statistical learning: in the latter, an optimization oracle---i.e., an efficient empirical risk minimizer---allows to learn a finite hypothesis class of size $N$ in time $O(\log{N})$. We also study the implications of our results to learning in repeated zero-sum games, in a setting where the players have access to oracles that compute, in constant time, their best-response to any mixed strategy of their opponent. We show that the runtime required for approximating the minimax value of the game in this setting is $\widetilde{\Theta}(\sqrt{N})$, yielding again a quadratic improvement upon the oracle-free setting, where $\widetilde{\Theta}(N)$ is known to be tight

Abstract Interpretation of Supermodular Games

Supermodular games find significant applications in a variety of models, especially in operations research and economic applications of noncooperative game theory, and feature pure strategy Nash equilibria characterized as fixed points of multivalued functions on complete lattices. Pure strategy Nash equilibria of supermodular games are here approximated by resorting to the theory of abstract interpretation, a well established and known framework used for designing static analyses of programming languages. This is obtained by extending the theory of abstract interpretation in order to handle approximations of multivalued functions and by providing some methods for abstracting supermodular games, in order to obtain approximate Nash equilibria which are shown to be correct within the abstract interpretation framework

On k-Column Sparse Packing Programs

We consider the class of packing integer programs (PIPs) that are column sparse, i.e. there is a specified upper bound k on the number of constraints that each variable appears in. We give an (ek+o(k))-approximation algorithm for k-column sparse PIPs, improving on recent results of $k^2\cdot 2^k$ and $O(k^2)$. We also show that the integrality gap of our linear programming relaxation is at least 2k-1; it is known that k-column sparse PIPs are $\Omega(k/ \log k)$-hard to approximate. We also extend our result (at the loss of a small constant factor) to the more general case of maximizing a submodular objective over k-column sparse packing constraints.Comment: 19 pages, v3: additional detail

Inapproximability of maximal strip recovery

In comparative genomic, the first step of sequence analysis is usually to decompose two or more genomes into syntenic blocks that are segments of homologous chromosomes. For the reliable recovery of syntenic blocks, noise and ambiguities in the genomic maps need to be removed first. Maximal Strip Recovery (MSR) is an optimization problem proposed by Zheng, Zhu, and Sankoff for reliably recovering syntenic blocks from genomic maps in the midst of noise and ambiguities. Given $d$ genomic maps as sequences of gene markers, the objective of \msr{d} is to find $d$ subsequences, one subsequence of each genomic map, such that the total length of syntenic blocks in these subsequences is maximized. For any constant $d \ge 2$, a polynomial-time 2d-approximation for \msr{d} was previously known. In this paper, we show that for any $d \ge 2$, \msr{d} is APX-hard, even for the most basic version of the problem in which all gene markers are distinct and appear in positive orientation in each genomic map. Moreover, we provide the first explicit lower bounds on approximating \msr{d} for all $d \ge 2$. In particular, we show that \msr{d} is NP-hard to approximate within $\Omega(d/\log d)$. From the other direction, we show that the previous 2d-approximation for \msr{d} can be optimized into a polynomial-time algorithm even if $d$ is not a constant but is part of the input. We then extend our inapproximability results to several related problems including \cmsr{d}, \gapmsr{\delta}{d}, and \gapcmsr{\delta}{d}.Comment: A preliminary version of this paper appeared in two parts in the Proceedings of the 20th International Symposium on Algorithms and Computation (ISAAC 2009) and the Proceedings of the 4th International Frontiers of Algorithmics Workshop (FAW 2010

Engineered Aptamers to Probe Molecular Interactions on the Cell Surface

Significant progress has been made in understanding the nature of molecular interactions on the cell membrane. To decipher such interactions, molecular scaffolds can be engineered as a tool to modulate these events as they occur on the cell membrane. To guarantee reliability, scaffolds that function as modulators of cell membrane events must be coupled to a targeting moiety with superior chemical versatility. In this regard, nucleic acid aptamers are a suitable class of targeting moieties. Aptamers are inherently chemical in nature, allowing extensive site-specific chemical modification to engineer sensing molecules. Aptamers can be easily selected using a simple laboratory-based in vitro evolution method enabling the design and development of aptamer-based functional molecular scaffolds against wide range of cell surface molecules. This article reviews the application of aptamers as monitors and modulators of molecular interactions on the mammalian cell surface with the aim of increasing our understanding of cell-surface receptor response to external stimuli. The information gained from these types of studies could eventually prove useful in engineering improved medical diagnostics and therapeutics

Social welfare and profit maximization from revealed preferences

Consider the seller's problem of finding optimal prices for her $n$ (divisible) goods when faced with a set of $m$ consumers, given that she can only observe their purchased bundles at posted prices, i.e., revealed preferences. We study both social welfare and profit maximization with revealed preferences. Although social welfare maximization is a seemingly non-convex optimization problem in prices, we show that (i) it can be reduced to a dual convex optimization problem in prices, and (ii) the revealed preferences can be interpreted as supergradients of the concave conjugate of valuation, with which subgradients of the dual function can be computed. We thereby obtain a simple subgradient-based algorithm for strongly concave valuations and convex cost, with query complexity $O(m^2/\epsilon^2)$, where $\epsilon$ is the additive difference between the social welfare induced by our algorithm and the optimum social welfare. We also study social welfare maximization under the online setting, specifically the random permutation model, where consumers arrive one-by-one in a random order. For the case where consumer valuations can be arbitrary continuous functions, we propose a price posting mechanism that achieves an expected social welfare up to an additive factor of $O(\sqrt{mn})$ from the maximum social welfare. Finally, for profit maximization (which may be non-convex in simple cases), we give nearly matching upper and lower bounds on the query complexity for separable valuations and cost (i.e., each good can be treated independently)

Competitive portfolio selection using stochastic predictions

We study a portfolio selection problem where a player attempts to maximise a utility function that represents the growth rate of wealth. We show that, given some stochastic predictions of the asset prices in the next time step, a sublinear expected regret is attainable against an optimal greedy algorithm, subject to tradeoff against the \accuracy" of such predictions that learn (or improve) over time. We also study the effects of introducing transaction costs into the model