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.
The recent results of Hazan, Kale, and Shalev-Schwartz @cite_7 in particular are closely related to our own. They consider the setting in which learners produce outputs in @math and compete with the class of matrices which can be decomposed as a difference of positive semidefinite matrices with small entries and small trace. Their framework is equivalent to ours in the case of 2-local prediction for @math . In that setting they obtain a regret bound of @math , which differs from our bound by a @math factor. This is the difference between a convergence time of @math and @math , which may be quite significant in some settings. For example, this might be the difference between a single user needing to wait @math time before receiving good recommendations and needing to wait @math time.
@cite_7
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Mulmuley [Mul12a] recently gave an explicit version of Noether’s Normalization lemma for ring of invariants of matrices under simultaneous conjugation, under the conjecture that there are deterministic black-box algorithms for polynomial identity testing (PIT). He argued that this gives evidence that constructing such algorithms for PIT is beyond current techniques. In this work, we show this is not the case. That is, we improve Mulmuley’s reduction and correspondingly weaken the conjecture regarding PIT needed to give explicit Noether Normalization. We then observe that the weaker conjecture has recently been nearly settled by the authors ([FS12]), who gave quasipolynomial size hitting sets for the class of read-once oblivious algebraic branching programs (ROABPs). This gives the desired explicit Noether Normalization unconditionally, up to quasipolynomial factors. As a consequence of our proof we give a deterministic parallel polynomial-time algorithm for deciding if two matrix tuples have intersecting orbit closures, under simultaneous conjugation. We also study the strength of conjectures that Mulmuley requires to obtain similar results as ours. We prove that his conjectures are stronger, in the sense that the computational model he needs PIT algorithms for is equivalent to the well-known algebraic branching program (ABP) model, which is provably stronger than the ROABP model. Finally, we consider the depth-3 diagonal circuit model as defined by Saxena [Sax08], as PIT algorithms for this model also have implications in Mulmuley’s work. Previous work (such as [ASS12] and [FS12]) have given quasipolynomial size hitting sets for this model. In this work, we give a much simpler construction of such hitting sets, using techniques of Shpilka and Volkovich [SV09]. We consider the adversarial convex bandit problem and we build the first @math -time algorithm with @math -regret for this problem. To do so we introduce three new ideas in the derivative-free optimization literature: (i) kernel methods, (ii) a generalization of Bernoulli convolutions, and (iii) a new annealing schedule for exponential weights (with increasing learning rate). The basic version of our algorithm achieves @math -regret, and we show that a simple variant of this algorithm can be run in @math -time per step at the cost of an additional @math factor in the regret. These results improve upon the @math -regret and @math -time result of the first two authors, and the @math -regret and @math -time result of Hazan and Li. Furthermore we conjecture that another variant of the algorithm could achieve @math -regret, and moreover that this regret is unimprovable (the current best lower bound being @math and it is achieved with linear functions). For the simpler situation of zeroth order stochastic convex optimization this corresponds to the conjecture that the optimal query complexity is of order @math . We consider the problem of selecting the best subset of exactly @math columns from an @math matrix @math . We present and analyze a novel two-stage algorithm that runs in @math time and returns as output an @math matrix @math consisting of exactly @math columns of @math . In the first (randomized) stage, the algorithm randomly selects @math columns according to a judiciously-chosen probability distribution that depends on information in the top- @math right singular subspace of @math . In the second (deterministic) stage, the algorithm applies a deterministic column-selection procedure to select and return exactly @math columns from the set of columns selected in the first stage. Let @math be the @math matrix containing those @math columns, let @math denote the projection matrix onto the span of those columns, and let @math denote the best rank- @math approximation to the matrix @math . Then, we prove that, with probability at least 0.8, @math This Frobenius norm bound is only a factor of @math worse than the best previously existing existential result and is roughly @math better than the best previous algorithmic result for the Frobenius norm version of this Column Subset Selection Problem (CSSP). We also prove that, with probability at least 0.8, @math This spectral norm bound is not directly comparable to the best previously existing bounds for the spectral norm version of this CSSP. Our bound depends on @math , whereas previous results depend on @math ; if these two quantities are comparable, then our bound is asymptotically worse by a @math factor. In this paper we study the approximation algorithms for a class of discrete quadratic optimization problems in the Hermitian complex form. A special case of the problem that we study corresponds to the max-3-cut model used in a recent paper of Goemans and Williamson J. Comput. System Sci., 68 (2004), pp. 442-470]. We first develop a closed-form formula to compute the probability of a complex-valued normally distributed bivariate random vector to be in a given angular region. This formula allows us to compute the expected value of a randomized (with a specific rounding rule) solution based on the optimal solution of the complex semidefinite programming relaxation problem. In particular, we present an @math -approximation algorithm, and then study the limit of that model, in which the problem remains NP-hard. We show that if the objective is to maximize a positive semidefinite Hermitian form, then the randomization-rounding procedure guarantees a worst-case performance ratio of @math , which is better than the ratio of @math for its counterpart in the real case due to Nesterov. Furthermore, if the objective matrix is real-valued positive semidefinite with nonpositive off-diagonal elements, then the performance ratio improves to 0.9349.