We introduce normalized nonnegative models (NNM) for explorative data analysis. NNMs are partial convexifications of models from probability theory. We demonstrate their value at the example of item recommendation. We show that NNM-based recommender systems satisfy three criteria that all recommender systems should ideally satisfy: high predictive power, computational tractability, and expressive representations of users and items. Expressive user and item representations are important in practice to succinctly summarize the pool of customers and the pool of items. In NNMs, user representations are expressive because each user's preference can be regarded as normalized mixture of preferences of stereotypical users. The interpretability of item and user representations allow us to arrange properties of items (e.g., genres of movies or topics of documents) or users (e.g., personality traits) hierarchically.
In recommendation we are interested in the co-occurence of pairs @math of users @math and items @math . Depending on the application, @math may be interpreted as , , etc. In , @cite_3 @cite_9 (and similarly in their extension @cite_14 ) we model @math as random variable with distribution P [u,i] = k=1 ^K ; P [u|k] ; P [i|k]. Hence, @math is expressed as a inner product of two vectors: @math and @math . This is reminiscent of where we expressed the probability of the event in terms of the inner product between @math and @math . Therefore, one half of the inner product agrees with the identity as both @math and @math are probability distributions. However, aspect models and NNMs disagree on the other half (i.e., @math ) because @math is constrained through the existence of @math such that @math . More importantly however, the difference between aspect models and NNMs lies in the different interpretations of @math and @math on the one hand and @math and @math on the other hand.
@cite_9 @cite_14 @cite_3
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We consider the problem of learning an unknown function @math on the @math -dimensional sphere with respect to the square loss, given i.i.d. samples @math where @math is a feature vector uniformly distributed on the sphere and @math . We study two popular classes of models that can be regarded as linearizations of two-layers neural networks around a random initialization: (RF) The random feature model of Rahimi-Recht; (NT) The neural tangent kernel model of Jacot-Gabriel-Hongler. Both these approaches can also be regarded as randomized approximations of kernel ridge regression (with respect to different kernels), and hence enjoy universal approximation properties when the number of neurons @math diverges, for a fixed dimension @math . We prove that, if both @math and @math are large, the behavior of these models is instead remarkably simpler. If @math , then RF performs no better than linear regression with respect to the raw features @math , and NT performs no better than linear regression with respect to degree-one and two monomials in the @math . More generally, if @math then RF fits at most a degree- @math polynomial in the raw features, and NT fits at most a degree- @math polynomial. where (an)n ENo is some sequence of nonnegative numbers, (Sn),nENo is the sequence of partial sums, S0 = 0, Sn = XflXk, of another sequence (Xk)kEN of i.i.d. random variables, and A c R is a fixed Borel set such as [0,1] or [0, oo). Examples of such convolution series are subordinated distributions (f=0Oan = 1) which arise as distributions of random sums, and harmonic and ordinary renewal measures (a0 = 0, an = 1 n for all n C N in the first, an = 1 for all n C NO in the second case). These examples are in turn essential for the analysis of the large time behaviour of diverse applied models such as branching and queueing processes, they are also of interest in connection with representation theorems such as the Levy representation of infinitely divisible distributions. A traditional approach to such problems is via regular variation: If the underlying random variables are nonnegative we can use Laplace transforms and the related Abelian and Tauberian theorems [see, e.g., Stam (1973) in the context of subordination and Feller (1971, XIV.3) in connection with renewal theory; Embrechts, Maejima, and Omey (1984) is a recent treatment of generalized renewal measures along these lines]. The approach of the present paper is based on the Wiener-Levy-Gel'fand theorem and has occasionally been called the Banach algebra method. In Gruibel (1983) we gave a new variant of this method for the special case of lattice distributions, showing that by using the appropriate Banach algebras of sequences, arbitrarily fine expansions are possible under certain assumptions on the higher-order differences of (P(X1 = n))fnEN. Here we give a corresponding treatment of nonlattice distributions. We restrict ourselves to an analogue of first-order differences and obtain a number of theorems which perhaps are described best as next-term results. To explain this let us consider a special case in more detail. Motivated by online recommendation and advertising systems, we consider a causal model for stochastic contextual bandits with a latent low-dimensional confounder. In our model, there are @math observed contexts and @math arms of the bandit. The observed context influences the reward obtained through a latent confounder variable with cardinality @math ( @math ). The arm choice and the latent confounder causally determines the reward while the observed context is correlated with the confounder. Under this model, the @math mean reward matrix @math (for each context in @math and each arm in @math ) factorizes into non-negative factors @math ( @math ) and @math ( @math ). This insight enables us to propose an @math -greedy NMF-Bandit algorithm that designs a sequence of interventions (selecting specific arms), that achieves a balance between learning this low-dimensional structure and selecting the best arm to minimize regret. Our algorithm achieves a regret of @math at time @math , as compared to @math for conventional contextual bandits, assuming a constant gap between the best arm and the rest for each context. These guarantees are obtained under mild sufficiency conditions on the factors that are weaker versions of the well-known Statistical RIP condition. We further propose a class of generative models that satisfy our sufficient conditions, and derive a lower bound of @math . These are the first regret guarantees for online matrix completion with bandit feedback, when the rank is greater than one. We further compare the performance of our algorithm with the state of the art, on synthetic and real world data-sets. We study properties of multiple random walks on a graph under various assumptions of interaction between the particles. To give precise results, we make the analysis for random regular graphs. The cover time of a random walk on a random @math -regular graph was studied in [C. Cooper and A. Frieze, SIAM J. Discrete Math., 18 (2005), pp. 728-740], where it was shown with high probability (whp) that for @math the cover time is asymptotic to @math , where @math . In this paper we prove the following (whp) results, arising from the study of multiple random walks on a random regular graph @math . For @math independent walks on @math , the cover time @math is asymptotic to @math , where @math is the cover time of a single walk. For most starting positions, the expected number of steps before any of the walks meet is @math . If the walks can communicate when meeting at a vertex, we show that, for most starting positions, the expected time for @math walks to broadcast a single piece of information to each other is asymptotic to @math as @math . We also establish properties of walks where there are two types of particles, predator and prey, or where particles interact when they meet at a vertex by coalescing or by annihilating each other. For example, the expected extinction time of @math explosive particles ( @math even) tends to @math as @math . The case of @math coalescing particles, where one particle is initially located at each vertex, corresponds to a voter model defined as follows: Initially each vertex has a distinct opinion, and at each step each vertex changes its opinion to that of a random neighbor. The expected time for a unique opinion to emerge is the same as the expected time for all the particles to coalesce, which is asymptotic to @math . Combining results from the predator-prey and multiple random walk models allows us to compare expected detection times of all prey in the following scenarios: Both the predator and the prey move randomly, the prey moves randomly and the predators stay fixed, and the predators move randomly and the prey stays fixed. In all cases, with @math predators and @math prey the expected detection time is @math , where @math is the @math th harmonic number. Let f be a random Boolean formula that is an instance of 3-SAT. We consider the problem of computing the least real number k such that if the ratio of the number of clauses over the number of variables of f strictly exceeds k , then f is almost certainly unsatisfiable. By a well-known and more or less straightforward argument, it can be shown that kF5.191. This upper bound was improved by to 4.758 by first providing new improved bounds for the occupancy problem. There is strong experimental evidence that the value of k is around 4.2. In this work, we define, in terms of the random formula f, a decreasing sequence of random variables such that, if the expected value of any one of them converges to zero, then f is almost certainly unsatisfiable. By letting the expected value of the first term of the sequence converge to zero, we obtain, by simple and elementary computations, an upper bound for k equal to 4.667. From the expected value of the second term of the sequence, we get the value 4.601q . In general, by letting the U This work was performed while the first author was visiting the School of Computer Science, Carleton Ž University, and was partially supported by NSERC Natural Sciences and Engineering Research Council . of Canada , and by a grant from the University of Patras for sabbatical leaves. The second and third Ž authors were supported in part by grants from NSERC Natural Sciences and Engineering Research . Council of Canada . During the last stages of this research, the first and last authors were also partially Ž . supported by EU ESPRIT Long-Term Research Project ALCOM-IT Project No. 20244 . †An extended abstract of this paper was published in the Proceedings of the Fourth Annual European Ž Symposium on Algorithms, ESA’96, September 25]27, 1996, Barcelona, Spain Springer-Verlag, LNCS, . pp. 27]38 . That extended abstract was coauthored by the first three authors of the present paper. Correspondence to: L. M. Kirousis Q 1998 John Wiley & Sons, Inc. CCC 1042-9832r98r030253-17 253 We investigate the clustering performances of the relaxed @math means in the setting of sub-Gaussian Mixture Model (sGMM) and Stochastic Block Model (SBM). After identifying the appropriate signal-to-noise ratio (SNR), we prove that the misclassification error decay exponentially fast with respect to this SNR. These partial recovery bounds for the relaxed @math means improve upon results currently known in the sGMM setting. In the SBM setting, applying the relaxed @math means SDP allows to handle general connection probabilities whereas other SDPs investigated in the literature are restricted to the assortative case (where within group probabilities are larger than between group probabilities). Again, this partial recovery bound complements the state-of-the-art results. All together, these results put forward the versatility of the relaxed @math means. In this work we show that for every @math , such that for all @math where the parameters of the model do not depend on @math . They also provide a rare example where one can prove a polynomial time mixing of Gibbs sampler in a situation where the actual mixing time is slower than @math . Our proof exploits in novel ways the local treelike structure of Erd o s-R 'enyi random graphs, comparison and block dynamics arguments and a recent result of Weitz. Our results extend to much more general families of graphs which are sparse in some average sense and to much more general interactions. In particular, they apply to any graph for which every vertex @math of the graph has a neighborhood @math of radius @math in which the induced sub-graph is a tree union at most @math edges and where for each simple path in @math the sum of the vertex degrees along the path is @math . Moreover, our result apply also in the case of arbitrary external fields and provide the first FPRAS for sampling the Ising distribution in this case. We finally present a non Markov Chain algorithm for sampling the distribution which is effective for a wider range of parameters. In particular, for @math it applies for all external fields and @math , where @math is the critical point for decay of correlation for the Ising model on @math . This article offers a simplified approach to the distribution theory of randomly weighted averages or @math -means @math , for a sequence of i.i.d.random variables @math , and independent random weights @math with @math and @math . The collection of distributions of @math , indexed by distributions of @math , is shown to encode Kingman's partition structure derived from @math . For instance, if @math has Bernoulli @math distribution on @math , the @math th moment of @math is a polynomial function of @math which equals the probability generating function of the number @math of distinct values in a sample of size @math from @math : @math . This elementary identity illustrates a general moment formula for @math -means in terms of the partition structure associated with random samples from @math , first developed by Diaconis and Kemperman (1996) and Kerov (1998) in terms of random permutations. As shown by Tsilevich (1997) if the partition probabilities factorize in a way characteristic of the generalized Ewens sampling formula with two parameters @math , found by Pitman (1992), then the moment formula yields the Cauchy-Stieltjes transform of an @math mean. The analysis of these random means includes the characterization of @math -means, known as Dirichlet means, due to Von Neumann (1941), Watson (1956) and Cifarelli and Regazzini (1990) and generalizations of L 'evy's arcsine law for the time spent positive by a Brownian motion, due to Darling (1949) Lamperti (1958) and Barlow, Pitman and Yor (1989). Let @math be a uniformly distributed random @math -SAT formula with @math variables and @math clauses. For clauses variables ratio @math the formula @math is satisfiable with high probability. However, no efficient algorithm is known to provably find a satisfying assignment beyond @math with a non-vanishing probability. Non-rigorous statistical mechanics work on @math -CNF led to the development of a new efficient "message passing algorithm" called [M ', Science 2002]. Experiments conducted for @math suggest that the algorithm finds satisfying assignments close to @math . However, in the present paper we prove that the basic version of Survey Propagation Guided Decimation fails to solve random @math -SAT formulas efficiently already for @math with @math almost a factor @math below @math . Let @math be a nontrivial @math -ary predicate. Consider a random instance of the constraint satisfaction problem @math on @math variables with @math constraints, each being @math applied to @math randomly chosen literals. Provided the constraint density satisfies @math , such an instance is unsatisfiable with high probability. The problem is to efficiently find a proof of unsatisfiability. We show that whenever the predicate @math supports a @math - probability distribution on its satisfying assignments, the sum of squares (SOS) algorithm of degree @math (which runs in time @math ) refute a random instance of @math . In particular, the polynomial-time SOS algorithm requires @math constraints to refute random instances of CSP @math when @math supports a @math -wise uniform distribution on its satisfying assignments. Together with recent work of [LRS15], our result also implies that polynomial-size semidefinite programming relaxation for refutation requires at least @math constraints. Our results (which also extend with no change to CSPs over larger alphabets) subsume all previously known lower bounds for semialgebraic refutation of random CSPs. For every constraint predicate @math , they give a three-way hardness tradeoff between the density of constraints, the SOS degree (hence running time), and the strength of the refutation. By recent algorithmic results of [AOW15] and [RRS16], this full three-way tradeoff is , up to lower-order factors. Let (U_ i ,V_ i ) _ i=1 ^ n be a source of independent identically distributed (i.i.d.) discrete random variables with joint probability mass function p(u,v) and common part w=f(u)=g(v) in the sense of Witsenhausen, Gacs, and Korner. It is shown that such a source can be sent with arbitrarily small probability of error over a multiple access channel (MAC) X_ 1 X_ 2 , Y,p(y|x_ 1 ,x_ 2 ) , with allowed codes x_ l (u), x_ 2 (v) if there exist probability mass functions p(s), p(x_ 1 |s,u),p(x_ 2 |s,v) , such that H(U|V) H(V|U ) H(U,V|W) H(U,V) where p(s,u,v,x_ 1 ,x_ 2 ,y), Xl, X2, y)=p(s)p(u,v)p(x_ 1 |u,s)p(x_ 2 |v,s)p(y|x_ 1 ,x_ 2 ). lifts region includes the multiple access channel region and the Slepian-Wolf data compression region as special cases. Given @math noisy samples with @math dimensions, where @math , we show that the multi-step thresholding procedure based on the Lasso -- we call it the Thresholded Lasso , can accurately estimate a sparse vector @math in a linear model @math , where @math is a design matrix normalized to have column @math norm @math , and @math . We show that under the restricted eigenvalue (RE) condition (Bickel-Ritov-Tsybakov 09), it is possible to achieve the @math loss within a logarithmic factor of the ideal mean square error one would achieve with an oracle while selecting a sufficiently sparse model -- hence achieving sparse oracle inequalities ; the oracle would supply perfect information about which coordinates are non-zero and which are above the noise level. In some sense, the Thresholded Lasso recovers the choices that would have been made by the @math penalized least squares estimators, in that it selects a sufficiently sparse model without sacrificing the accuracy in estimating @math and in predicting @math . We also show for the Gauss-Dantzig selector (Cand e s-Tao 07), if @math obeys a uniform uncertainty principle and if the true parameter is sufficiently sparse, one will achieve the sparse oracle inequalities as above, while allowing at most @math irrelevant variables in the model in the worst case, where @math is the smallest integer such that for @math , @math . Our simulation results on the Thresholded Lasso match our theoretical analysis excellently. The is the following problem: a coin is given, which lands on head with probability either @math or @math . We are given the outcome of @math independent tosses of this coin, and the goal is to guess which way the coin is biased, and to answer correctly with probability @math . When our computational model is unrestricted, the majority function is optimal, and succeeds when @math for a large enough constant @math . The coin problem is open and interesting in models that cannot compute the majority function. In this paper we study the coin problem in the model of . We prove that in order to succeed in this model, @math must be at least @math . For constant @math this is tight by considering the recursive tribes function, and for other values of @math this is nearly tight by considering other read-once AND-OR trees. We generalize this to a , where instead of independent tosses of a coin we are given independent tosses of one of two @math -sided dice. We prove that if the distributions are too close and the mass of each side of the dice is not too small, then the dice cannot be distinguished by small-width read-once branching programs. We suggest one application for this kind of theorems: we prove that Nisan's Generator fools width- @math read-once branching programs, using seed length @math . For @math , this seed length is @math . The coin theorem and its relatives might have other connections to PRGs. This application is related to the independent, but chronologically-earlier, work of Braver man, Rao, Raz and Yehudayoff BRRY . We consider the problem of clustering a graph @math into two communities by observing a subset of the vertex correlations. Specifically, we consider the inverse problem with observed variables @math , where @math is the incidence matrix of a graph @math , @math is the vector of unknown vertex variables (with a uniform prior), and @math is a noise vector with Bernoulli @math i.i.d. entries. All variables and operations are Boolean. This model is motivated by coding, synchronization, and community detection problems. In particular, it corresponds to a stochastic block model or a correlation clustering problem with two communities and censored edges. Without noise, exact recovery (up to global flip) of @math is possible if and only the graph @math is connected, with a sharp threshold at the edge probability @math for Erdős-Renyi random graphs. The first goal of this paper is to determine how the edge probability @math needs to scale to allow exact recovery in the presence of noise. Defining the degree rate of the graph by @math , it is shown that exact recovery is possible if and only if @math . In other words, @math is the information theoretic threshold for exact recovery at low-SNR. In addition, an efficient recovery algorithm based on semidefinite programming is proposed and shown to succeed in the threshold regime up to twice the optimal rate. For a deterministic graph @math , defining the degree rate as @math , where @math is the minimum degree of the graph, it is shown that the proposed method achieves the rate @math , where @math is the spectral gap of the graph @math . Consider two parties holding samples from correlated distributions @math and @math , respectively, where these samples are within distance @math of each other in some metric space. The parties wish to agree on a close-to-uniformly distributed secret key @math by sending a single message over an insecure channel controlled by an all-powerful adversary who may read and modify anything sent over the channel. We consider both the keyless case, where the parties share no additional secret information, and the keyed case, where the parties share a long-term secret @math that they can use to generate a sequence of session keys @math using multiple pairs @math . The former has applications to, e.g., biometric authentication, while the latter arises in, e.g., the bounded-storage model with errors. We show solutions that improve upon previous work in several respects. The best prior solution for the keyless case with no errors (i.e., @math ) requires the min-entropy of @math to exceed @math , where @math is the bit length of @math . Our solution applies whenever the min-entropy of @math exceeds the minimal threshold @math , and yields a longer key. Let @math be an i.i.d. sequence of random variables in @math , @math . We show that, for any function @math , under regularity conditions, [n^ 1 2 (n^ -1 i=1 ^n (X_i) f ^(X_i) - (x) ,dx ) P 0, ] where @math is the classical kernel estimator of the density of @math . This result is striking because it speeds up traditional rates, in root @math , derived from the central limit theorem when @math . Although this paper highlights some applications, we mainly address theoretical issues related to the later result. We derive upper bounds for the rate of convergence in probability. These bounds depend on the regularity of the functions @math and @math , the dimension @math and the bandwidth of the kernel estimator @math . Moreover, they are shown to be accurate since they are used as renormalizing sequences in two central limit theorems each reflecting different degrees of smoothness of @math . As an application to regression modelling with random design, we provide the asymptotic normality of the estimation of the linear functionals of a regression function. As a consequence of the above result, the asymptotic variance does not depend on the regression function. Finally, we debate the choice of the bandwidth for integral approximation and we highlight the good behavior of our procedure through simulations. A central theme in distributed network algorithms concerns understanding and coping with the issue of locality . Despite considerable progress, research efforts in this direction have not yet resulted in a solid basis in the form of a fundamental computational complexity theory for locality. Inspired by sequential complexity theory, we focus on a complexity theory for . In the context of locality, solving a decision problem requires the processors to independently inspect their local neighborhoods and then collectively decide whether a given global input instance belongs to some specified language. We consider the standard @math model of computation and define @math (for local decision ) as the class of decision problems that can be solved in @math communication rounds. We first study the intriguing question of whether randomization helps in local distributed computing, and to what extent. Specifically, we define the corresponding randomized class @math , containing all languages for which there exists a randomized algorithm that runs in @math rounds, accepts correct instances with probability at least @math and rejects incorrect ones with probability at least @math . We show that @math is a threshold for the containment of @math in @math . More precisely, we show that there exists a language that does not belong to @math for any @math but does belong to @math for any @math such that @math . On the other hand, we show that, restricted to hereditary languages, @math , for any function @math and any @math such that @math . In addition, we investigate the impact of non-determinism on local decision, and establish some structural results inspired by classical computational complexity theory. Specifically, we show that non-determinism does help, but that this help is limited, as there exist languages that cannot be decided non-deterministically. Perhaps surprisingly, it turns out that it is the combination of randomization with non-determinism that enables to decide languages . Finally, we introduce the notion of local reduction, and establish some completeness results. A wide class of problems in combinatorics, computer science and physics can be described along the following lines. There are a large number of variables ranging over a finite domain that interact through constraints that each bind a few variables and either encourage or discourage certain value combinations. Examples include the k-SAT problem or the Ising model. Such models naturally induce a Gibbs measure on the set of assignments, which is characterised by its partition function. The present paper deals with the partition function of problems where the interactions between variables and constraints are induced by a sparse random (hyper)graph. According to physics predictions, a generic recipe called the “replica symmetric cavity method” yields the correct value of the partition function if the underlying model enjoys certain properties [, PNAS (2007) 10318–10323]. Guided by this conjecture, we prove general sufficient conditions for the success of the cavity method. The proofs are based on a “regularity lemma” for probability measures on sets of the form Ωn for a finite Ω and a large n that may be of independent interest. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 2016 We consider the problem of estimating an unknown signal @math from noisy linear observations @math . In many practical instances, @math has a certain structure that can be captured by a structure inducing convex function @math . For example, @math norm can be used to encourage a sparse solution. To estimate @math with the aid of @math , we consider the well-known LASSO method and provide sharp characterization of its performance. We assume the entries of the measurement matrix @math and the noise vector @math have zero-mean normal distributions with variances @math and @math respectively. For the LASSO estimator @math , we attempt to calculate the Normalized Square Error (NSE) defined as @math as a function of the noise level @math , the number of observations @math and the structure of the signal. We show that, the structure of the signal @math and choice of the function @math enter the error formulae through the summary parameters @math and @math , which are defined as the Gaussian squared-distances to the subdifferential cone and to the @math -scaled subdifferential, respectively. The first LASSO estimator assumes a-priori knowledge of @math and is given by @math . We prove that its worst case NSE is achieved when @math and concentrates around @math . Secondly, we consider @math , for some @math . This time the NSE formula depends on the choice of @math and is given by @math . We then establish a mapping between this and the third estimator @math . Finally, for a number of important structured signal classes, we translate our abstract formulae to closed-form upper bounds on the NSE. We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order- @math tensor @math of the form @math , where @math is a signal-to-noise ratio, @math is a unit vector, and @math is a random noise tensor, the goal is to recover the planted vector @math . For the case that @math has iid standard Gaussian entries, we give an efficient algorithm to recover @math whenever @math , and certify that the recovered vector is close to a maximum likelihood estimator, all with high probability over the random choice of @math . The previous best algorithms with provable guarantees required @math . In the regime @math , natural tensor-unfolding-based spectral relaxations for the underlying optimization problem break down (in the sense that their integrality gap is large). To go beyond this barrier, we use convex relaxations based on the sum-of-squares method. Our recovery algorithm proceeds by rounding a degree- @math sum-of-squares relaxations of the maximum-likelihood-estimation problem for the statistical model. To complement our algorithmic results, we show that degree- @math sum-of-squares relaxations break down for @math , which demonstrates that improving our current guarantees (by more than logarithmic factors) would require new techniques or might even be intractable. Finally, we show how to exploit additional problem structure in order to solve our sum-of-squares relaxations, up to some approximation, very efficiently. Our fastest algorithm runs in nearly-linear time using shifted (matrix) power iteration and has similar guarantees as above. The analysis of this algorithm also confirms a variant of a conjecture of Montanari and Richard about singular vectors of tensor unfoldings.