Suppose we would like to know all answers to a set of statistical queries C on a data set up to small error, but we can only access the data itself using statistical queries. A trivial solution is to exhaustively ask all queries in C. Can we do any better? + We show that the number of statistical queries necessary and sufficient for this task is---up to polynomial factors---equal to the agnostic learning complexity of C in Kearns' statistical query (SQ) model. This gives a complete answer to the question when running time is not a concern. + We then show that the problem can be solved efficiently (allowing arbitrary error on a small fraction of queries) whenever the answers to C can be described by a submodular function. This includes many natural concept classes, such as graph cuts and Boolean disjunctions and conjunctions. While interesting from a learning theoretic point of view, our main applications are in privacy-preserving data analysis: Here, our second result leads to the first algorithm that efficiently releases differentially private answers to of all Boolean conjunctions with 1 average error. This presents significant progress on a key open problem in privacy-preserving data analysis. Our first result on the other hand gives unconditional lower bounds on any differentially private algorithm that admits a (potentially non-privacy-preserving) implementation using only statistical queries. Not only our algorithms, but also most known private algorithms can be implemented using only statistical queries, and hence are constrained by these lower bounds. Our result therefore isolates the complexity of agnostic learning in the SQ-model as a new barrier in the design of differentially private algorithms.
The problem of learning submodular functions was recently introduced by Balcan and Harvey @cite_2 ; their PAC-style definition was different from previously studied point-wise learning approaches @cite_7 @cite_12 . For product distributions, Balcan and Harvey give an algorithm for learning monotone, Lipschitz continuous submodular functions up to constant error using only random examples. @cite_2 also give strong lower bounds and matching algorithmic results for non-product distributions. Our main algorithmic result is similar in spirit, and is inspired by their concentration-of-measure approach. Our model is different from theirs, which makes our results incomparable. We introduce a decomposition that allows us to learn arbitrary (i.e. potentially non-Lipschitz, non-monotone) submodular functions to constant error. Moreover, our decomposition makes value queries to the submodular function, which are prohibited in the model studied by @cite_2 .
@cite_12 @cite_7 @cite_2
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We investigate the approximability of several classes of real-valued functions by functions of a small number of variables ( juntas ). Our main results are tight bounds on the number of variables required to approximate a function @math within @math -error @math over the uniform distribution: 1. If @math is submodular, then it is @math -close to a function of @math variables. This is an exponential improvement over previously known results. We note that @math variables are necessary even for linear functions. 2. If @math is fractionally subadditive (XOS) it is @math -close to a function of @math variables. This result holds for all functions with low total @math -influence and is a real-valued analogue of Friedgut's theorem for boolean functions. We show that @math variables are necessary even for XOS functions. As applications of these results, we provide learning algorithms over the uniform distribution. For XOS functions, we give a PAC learning algorithm that runs in time @math . For submodular functions we give an algorithm in the more demanding PMAC learning model (Balcan and Harvey, 2011) which requires a multiplicative @math factor approximation with probability at least @math over the target distribution. Our uniform distribution algorithm runs in time @math . This is the first algorithm in the PMAC model that over the uniform distribution can achieve a constant approximation factor arbitrarily close to 1 for all submodular functions. As follows from the lower bounds in (, 2013) both of these algorithms are close to optimal. We also give applications for proper learning, testing and agnostic learning with value queries of these classes. In this paper, we study the problem of maximizing continuous submodular functions that naturally arise in many learning applications such as those involving utility functions in active learning and sensing, matrix approximations and network inference. Despite the apparent lack of convexity in such functions, we prove that stochastic projected gradient methods can provide strong approximation guarantees for maximizing continuous submodular functions with convex constraints. More specifically, we prove that for monotone continuous DR-submodular functions, all fixed points of projected gradient ascent provide a factor @math approximation to the global maxima. We also study stochastic gradient methods and show that after @math iterations these methods reach solutions which achieve in expectation objective values exceeding @math . An immediate application of our results is to maximize submodular functions that are defined stochastically, i.e. the submodular function is defined as an expectation over a family of submodular functions with an unknown distribution. We will show how stochastic gradient methods are naturally well-suited for this setting, leading to a factor @math approximation when the function is monotone. In particular, it allows us to approximately maximize discrete, monotone submodular optimization problems via projected gradient ascent on a continuous relaxation, directly connecting the discrete and continuous domains. Finally, experiments on real data demonstrate that our projected gradient methods consistently achieve the best utility compared to other continuous baselines while remaining competitive in terms of computational effort. Motivated by the problem of querying and communicating bidders' valuations in combinatorial auctions, we study how well different classes of set functions can be sketched. More formally, let f be a function mapping subsets of some ground set [n] to the non-negative real numbers. We say that f' is an α-sketch of f if for every set S, the value f'(S) lies between f(S) α and f(S), and f' can be specified by poly(n) bits. We show that for every subadditive function f there exists an α-sketch where α = n1 2. O(polylog(n)). Furthermore, we provide an algorithm that finds these sketches with a polynomial number of demand queries. This is essentially the best we can hope for since: 1. We show that there exist subadditive functions (in fact, XOS functions) that do not admit an o(n1 2) sketch. (Balcan and Harvey [3] previously showed that there exist functions belonging to the class of substitutes valuations that do not admit an O(n1 3) sketch.) 2. We prove that every deterministic algorithm that accesses the function via value queries only cannot guarantee a sketching ratio better than n1−e. We also show that coverage functions, an interesting subclass of submodular functions, admit arbitrarily good sketches. Finally, we show an interesting connection between sketching and learning. We show that for every class of valuations, if the class admits an α-sketch, then it can be α-approximately learned in the PMAC model of Balcan and Harvey. The bounds we prove are only information-theoretic and do not imply the existence of computationally efficient learning algorithms in general. Many large-scale machine learning problems--clustering, non-parametric learning, kernel machines, etc.--require selecting a small yet representative subset from a large dataset. Such problems can often be reduced to maximizing a submodular set function subject to various constraints. Classical approaches to submodular optimization require centralized access to the full dataset, which is impractical for truly large-scale problems. In this paper, we consider the problem of submodular function maximization in a distributed fashion. We develop a simple, two-stage protocol GreeDi, that is easily implemented using MapReduce style computations. We theoretically analyze our approach, and show that under certain natural conditions, performance close to the centralized approach can be achieved. We begin with monotone submodular maximization subject to a cardinality constraint, and then extend this approach to obtain approximation guarantees for (not necessarily monotone) submodular maximization subject to more general constraints including matroid or knapsack constraints. In our extensive experiments, we demonstrate the effectiveness of our approach on several applications, including sparse Gaussian process inference and exemplar based clustering on tens of millions of examples using Hadoop.