This article presents a new search algorithm for the NP-hard problem of optimizing functions of binary variables that decompose according to a graphical model. It can be applied to models of any order and structure. The main novelty is a technique to constrain the search space based on the topology of the model. When pursued to the full search depth, the algorithm is guaranteed to converge to a global optimum, passing through a series of monotonously improving local optima that are guaranteed to be optimal within a given and increasing Hamming distance. For a search depth of 1, it specializes to Iterated Conditional Modes. Between these extremes, a useful tradeoff between approximation quality and runtime is established. Experiments on models derived from both illustrative and real problems show that approximations found with limited search depth match or improve those obtained by state-of-the-art methods based on message passing and linear programming.
Fourth, the Lazy Flipper guarantees that the best approximation found with a search depth @math is optimal within a Hamming distance @math . A similar guarantee known as the Single Loop Tree (SLT) neighborhood @cite_17 is given by BP in case of convergence. The SLT condition states that in any alteration of an assignment of values to the variables that leads to a lower energy, the altered variables form a subgraph in the graphical model that has at least two loops. The fact that Hamming optimality and SLT optimality differ can be exploited in practice. We show in one experiment in that BP approximations can be further improved by means of lazy flipping.
@cite_17
2098387242
Graphical models, such as Bayesian networks and Markov random fields (MRFs), represent statistical dependencies of variables by a graph. The max-product "belief propagation" algorithm is a local-message-passing algorithm on this graph that is known to converge to a unique fixed point when the graph is a tree. Furthermore, when the graph is a tree, the assignment based on the fixed point yields the most probable values of the unobserved variables given the observed ones. Good empirical performance has been obtained by running the max-product algorithm (or the equivalent min-sum algorithm) on graphs with loops, for applications including the decoding of "turbo" codes. Except for two simple graphs (cycle codes and single-loop graphs) there has been little theoretical understanding of the max-product algorithm on graphs with loops. Here we prove a result on the fixed points of max-product on a graph with arbitrary topology and with arbitrary probability distributions (discrete- or continuous-valued nodes). We show that the assignment based on a fixed point is a "neighborhood maximum" of the posterior probability: the posterior probability of the max-product assignment is guaranteed to be greater than all other assignments in a particular large region around that assignment. The region includes all assignments that differ from the max-product assignment in any subset of nodes that form no more than a single loop in the graph. In some graphs, this neighborhood is exponentially large. We illustrate the analysis with examples. We discuss schemes for exact and approximate computations of permanents, and compare them with each other. Specifically, we analyze and generalize the Belief Propagation (BP) approach to computing the permanent of a non-negative matrix. Known bounds and conjectures are verified in experiments, and some new theoretical relations, bounds and conjectures are proposed. We introduce a fractional free energy functional parameterized by a scalar parameter @math , where @math corresponds to the BP limit and @math corresponds to the exclusion principle Mean-Field (MF) limit, and show monotonicity and continuity of the functional with @math . We observe that the optimal value of @math , where the @math -parameterized functional is equal to the exact free energy (defined as the minus log of the permanent), lies in the @math range, with the low and high values from the range producing provable low and upper bounds for the permanent. Our experimental analysis suggests that the optimal @math varies for different ensembles considered but it always lies in the @math interval. Besides, for all ensembles considered the behavior of the optimal @math is highly distinctive, thus offering a lot of practical potential for estimating permanents of non-negative matrices via the fractional free energy functional approach. Motivated by the numerical treatment of parametric and stochastic PDEs, we analyze the least-squares method for polynomial approximation of multivariate functions based on random sampling according to a given probability measure. Recent work has shown that in the univariate case, the least-squares method is quasi-optimal in expectation in [A. Cohen, M A. Davenport and D. Leviatan. Found. Comput. Math. 13 (2013) 819–834] and in probability in [G. Migliorati, F. Nobile, E. von Schwerin, R. Tempone, Found. Comput. Math. 14 (2014) 419–456], under suitable conditions that relate the number of samples with respect to the dimension of the polynomial space. Here “quasi-optimal” means that the accuracy of the least-squares approximation is comparable with that of the best approximation in the given polynomial space. In this paper, we discuss the quasi-optimality of the polynomial least-squares method in arbitrary dimension. Our analysis applies to any arbitrary multivariate polynomial space (including tensor product, total degree or hyperbolic crosses), under the minimal requirement that its associated index set is downward closed. The optimality criterion only involves the relation between the number of samples and the dimension of the polynomial space, independently of the anisotropic shape and of the number of variables. We extend our results to the approximation of Hilbert space-valued functions in order to apply them to the approximation of parametric and stochastic elliptic PDEs. As a particular case, we discuss “inclusion type” elliptic PDE models, and derive an exponential convergence estimate for the least-squares method. Numerical results confirm our estimate, yet pointing out a gap between the condition necessary to achieve optimality in the theory, and the condition that in practice yields the optimal convergence rate. We prove an optimal @math lower bound on the randomized communication complexity of the much-studied gap-hamming-distance problem. As a consequence, we obtain essentially optimal multipass space lower bounds in the data stream model for a number of fundamental problems, including the estimation of frequency moments. The gap-hamming-distance problem is a communication problem, wherein Alice and Bob receive @math -bit strings @math and @math , respectively. They are promised that the Hamming distance between @math and @math is either at least @math or at most @math , and their goal is to decide which of these is the case. Since the formal presentation of the problem by Indyk and Woodruff [Proceedings of the 44th Annual IEEE Symposium on Foundations of Computer Science, 2003, pp. 283--289], it had been conjectured that the naive protocol, which uses @math bits of communication, is asymptotically optimal. The conjecture was shown to be true in several special cases, e.g., when the communication is de... We prove new results for approximating the graphic TSP and some related problems. We obtain polynomial-time algorithms with improved approximation guarantees. For the graphic TSP itself, we improve the approximation ratio to 7 5. For a generalization, the connected- @math -join problem, we obtain the first nontrivial approximation algorithm, with ratio 3 2. This contains the graphic @math - @math -path-TSP as a special case. Our improved approximation guarantee for finding a smallest 2-edge-connected spanning subgraph is 4 3. The key new ingredient of all our algorithms is a special kind of ear-decomposition optimized using forest representations of hypergraphs. The same methods also provide the lower bounds (arising from LP relaxations) that we use to deduce the approximation ratios. In a combinatorial auction with item bidding, agents participate in multiple single-item second-price auctions at once. As some items might be substitutes, agents need to strategize in order to maximize their utilities. A number of results indicate that high welfare can be achieved this way, giving bounds on the welfare at equilibrium. Recently, however, criticism has been raised that equilibria are hard to compute and therefore unlikely to be attained. In this paper, we take a different perspective. We study simple best-response dynamics. That is, agents are activated one after the other and each activated agent updates his strategy myopically to a best response against the other agents' current strategies. Often these dynamics may take exponentially long before they converge or they may not converge at all. However, as we show, convergence is not even necessary for good welfare guarantees. Given that agents' bid updates are aggressive enough but not too aggressive, the game will remain in states of good welfare after each agent has updated his bid at least once. In more detail, we show that if agents have fractionally subadditive valuations, natural dynamics reach and remain in a state that provides a @math approximation to the optimal welfare after each agent has updated his bid at least once. For subadditive valuations, we can guarantee an @math approximation in case of @math items that applies after each agent has updated his bid at least once and at any point after that. The latter bound is complemented by a negative result, showing that no kind of best-response dynamics can guarantee more than an @math fraction of the optimal social welfare. We consider @math -median clustering in finite metric spaces and @math -means clustering in Euclidean spaces, in the setting where @math is part of the input (not a constant). For the @math -means problem, show that if the optimal @math -means clustering of the input is more expensive than the optimal @math -means clustering by a factor of @math , then one can achieve a @math -approximation to the @math -means optimal in time polynomial in @math and @math by using a variant of Lloyd's algorithm. In this work we substantially improve this approximation guarantee. We show that given only the condition that the @math -means optimal is more expensive than the @math -means optimal by a factor @math for some constant @math , we can obtain a PTAS. In particular, under this assumption, for any @math we achieve a @math -approximation to the @math -means optimal in time polynomial in @math and @math , and exponential in @math and @math . We thus decouple the strength of the assumption from the quality of the approximation ratio. We also give a PTAS for the @math -median problem in finite metrics under the analogous assumption as well. For @math -means, we in addition give a randomized algorithm with improved running time of @math . Our technique also obtains a PTAS under the assumption of that all @math approximations are @math -close to a desired target clustering, in the case that all target clusters have size greater than @math and @math is constant. Note that the motivation of is that for many clustering problems, the objective function is only a proxy for the true goal of getting close to the target. From this perspective, our improvement is that for @math -means in Euclidean spaces we reduce the distance of the clustering found to the target from @math to @math when all target clusters are large, and for @math -median we improve the largeness'' condition needed in the work of to get exactly @math -close from @math to @math . Our results are based on a new notion of clustering stability. The Gap-Hamming-Distance problem arose in the context of proving space lower bounds for a number of key problems in the data stream model. In this problem, Alice and Bob have to decide whether the Hamming distance between their @math -bit input strings is large (i.e., at least @math ) or small (i.e., at most @math ); they do not care if it is neither large nor small. This @math gap in the problem specification is crucial for capturing the approximation allowed to a data stream algorithm. Thus far, for randomized communication, an @math lower bound on this problem was known only in the one-way setting. We prove an @math lower bound for randomized protocols that use any constant number of rounds. As a consequence we conclude, for instance, that @math -approximately counting the number of distinct elements in a data stream requires @math space, even with multiple (a constant number of) passes over the input stream. This extends earlier one-pass lower bounds, answering a long-standing open question. We obtain similar results for approximating the frequency moments and for approximating the empirical entropy of a data stream. In the process, we also obtain tight @math lower and upper bounds on the one-way deterministic communication complexity of the problem. Finally, we give a simple combinatorial proof of an @math lower bound on the one-way randomized communication complexity. Given a Boolean formula and a satisfying assignment, a flip is an operation that changes the value of a variable in the assignment so that the resulting assignment remains satisfying. We study the problem of computing the shortest sequence of flips (if one exists) that transforms a given satisfying assignment @math to another satisfying assignment @math of an input Boolean formula. Earlier work characterized the complexity of deciding the existence of a sequence of flips between two given satisfying assignments using Schaefer's framework for classification of Boolean formulas. We build on it to provide a trichotomy for the complexity of finding the shortest sequence of flips and show that it is either in P, NP-complete, or PSPACE-complete. Our result adds to the growing set of complexity results known for shortest reconfiguration sequence problems by providing an example where the shortest sequence can be found in polynomial time even though the sequence flips variables that have the same value in both @math an... We prove the first nontrivial (superlinear) lower bound in the noisy broadcast model, defined by El Gamal in [Open problems presented at the @math workshop on Specific Problems in Communication and Computation sponsored by Bell Communication Research, in Open Problems in Communication and Computation, T. M. Cover and B. Gopinath, eds., Springer-Verlag, New York, 1987, pp. 60-62]. In this model there are @math processors @math , each of which is initially given a private input bit @math . The goal is for @math to learn the value of @math , for some specified function @math , using a series of noisy broadcasts. At each step a designated processor broadcasts one bit to all of the other processors, and the bit received by each processor is flipped with fixed probability (independently for each recipient). In 1988, Gallager [IEEE Trans. Inform. Theory, 34 (1988), pp. 176-180] gave a noise-resistant protocol that allows @math to learn the entire input with constant probability in @math broadcasts. We prove that Gallager's protocol is optimal, up to a constant factor. Our lower bound follows by reduction from a lower bound for generalized noisy decision trees, a new model which may be of independent interest. For this new model we show a lower bound of @math on the depth of a tree that learns the entire input. While the above lower bound is for an @math -bit function, we also show an @math lower bound for the number of broadcasts required to compute certain explicit boolean-valued functions, when the correct output must be attained with probability at least @math for a constant parameter @math (this bound applies to all threshold functions as well as any other boolean-valued function with linear sensitivity). This bound also follows by reduction from a lower bound of @math on the depth of generalized noisy decision trees that compute the same functions with the same error. We also show a (nontrivial) @math lower bound on the depth of generalized noisy decision trees that compute such functions with small constant error. Finally, we show the first protocol in the noisy broadcast model that computes the Hamming weight of the input using a linear number of broadcasts. The block coordinate descent (BCD) method is widely used for minimizing a continuous function @math of several block variables. At each iteration of this method, a single block of variables is optimized, while the remaining variables are held fixed. To ensure the convergence of the BCD method, the subproblem of each block variable needs to be solved to its unique global optimal. Unfortunately, this requirement is often too restrictive for many practical scenarios. In this paper, we study an alternative inexact BCD approach which updates the variable blocks by successively minimizing a sequence of approximations of @math which are either locally tight upper bounds of @math or strictly convex local approximations of @math . The main contributions of this work include the characterizations of the convergence conditions for a fairly wide class of such methods, especially for the cases where the objective functions are either nondifferentiable or nonconvex. Our results unify and extend the existing convergence results ... We prove that for any decision tree calculating a boolean function @math , [ [f] i=1 ^n (f), ] where @math is the probability that the @math th input variable is read and @math is the influence of the @math th variable on @math . The variance, influence and probability are taken with respect to an arbitrary product measure on @math . It follows that the minimum depth of a decision tree calculating a given balanced function is at least the reciprocal of the largest influence of any input variable. Likewise, any balanced boolean function with a decision tree of depth @math has a variable with influence at least @math . The only previous nontrivial lower bound known was @math . Our inequality has many generalizations, allowing us to prove influence lower bounds for randomized decision trees, decision trees on arbitrary product probability spaces, and decision trees with non-boolean outputs. As an application of our results we give a very easy proof that the randomized query complexity of nontrivial monotone graph properties is at least @math , where @math is the number of vertices and @math is the critical threshold probability. This supersedes the milestone @math bound of Hajnal and is sometimes superior to the best known lower bounds of Chakrabarti-Khot and Friedgut-Kahn-Wigderson. We present two new approximation algorithms for the problem of finding a k-node connected spanning subgraph (directed or undirected) of minimum cost. The best known approximation guarantees for this problem were @math for both directed and undirected graphs, and @math for undirected graphs with @math , where @math is the number of nodes in the input graph. Our first algorithm has approximation ratio @math , which is @math except for very large values of @math , namely, @math . This algorithm is based on a new result on @math -connected @math -critical graphs, which is of independent interest in the context of graph theory. Our second algorithm uses the primal-dual method and has approximation ratio @math for all values of @math . Combining these two gives an algorithm with approximation ratio @math , which asymptotically improves the best known approximation guarantee for directed graphs for all values of @math , and for undirected graphs for @math . Moreover, this is the first algorithm that has an approximation guarantee better than @math for all values of @math . Our approximation ratio also provides an upper bound on the integrality gap of the standard LP-relaxation. Inference for probabilistic graphical models is still very much a practical challenge in large domains. The commonly used and effective belief propagation (BP) algorithm and its generalizations often do not converge when applied to hard, real-life inference tasks. While it is widely recognized that the scheduling of messages in these algorithms may have significant consequences, this issue remains largely unexplored. In this work, we address the question of how to schedule messages for asynchronous propagation so that a fixed point is reached faster and more often. We first show that any reasonable asynchronous BP converges to a unique fixed point under conditions similar to those that guarantee convergence of synchronous BP. In addition, we show that the convergence rate of a simple round-robin schedule is at least as good as that of synchronous propagation. We then propose residual belief propagation (RBP), a novel, easy-to-implement, asynchronous propagation algorithm that schedules messages in an informed way, that pushes down a bound on the distance from the fixed point. Finally, we demonstrate the superiority of RBP over state-of-the-art methods for a variety of challenging synthetic and real-life problems: RBP converges significantly more often than other methods; and it significantly reduces running time until convergence, even when other methods converge. We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in @math dimensions. We study the @math -optimal design variant where the objective is to minimize the average variance of the error in the maximum likelihood estimate of the vector being measured. The problem also finds applications in sensor placement in wireless networks, sparse least squares regression, feature selection for @math -means clustering, and matrix approximation. In this paper, we introduce proportional volume sampling to obtain improved approximation algorithms for @math -optimal design. Our main result is to obtain improved approximation algorithms for the @math -optimal design problem by introducing the proportional volume sampling algorithm. Our results nearly optimal bounds in the asymptotic regime when the number of measurements done, @math , is significantly more than the dimension @math . We also give first approximation algorithms when @math is small including when @math . The proportional volume-sampling algorithm also gives approximation algorithms for other optimal design objectives such as @math -optimal design and generalized ratio objective matching or improving previous best known results. Interestingly, we show that a similar guarantee cannot be obtained for the @math -optimal design problem. We also show that the @math -optimal design problem is NP-hard to approximate within a fixed constant when @math . Multilayer Neural Networks (MNNs) are commonly trained using gradient descent-based methods, such as BackPropagation (BP). Inference in probabilistic graphical models is often done using variational Bayes methods, such as Expectation Propagation (EP). We show how an EP based approach can also be used to train deterministic MNNs. Specifically, we approximate the posterior of the weights given the data using a "mean-field" factorized distribution, in an online setting. Using online EP and the central limit theorem we find an analytical approximation to the Bayes update of this posterior, as well as the resulting Bayes estimates of the weights and outputs. Despite a different origin, the resulting algorithm, Expectation BackPropagation (EBP), is very similar to BP in form and efficiency. However, it has several additional advantages: (1) Training is parameter-free, given initial conditions (prior) and the MNN architecture. This is useful for large-scale problems, where parameter tuning is a major challenge. (2) The weights can be restricted to have discrete values. This is especially useful for implementing trained MNNs in precision limited hardware chips, thus improving their speed and energy efficiency by several orders of magnitude. We test the EBP algorithm numerically in eight binary text classification tasks. In all tasks, EBP outperforms: (1) standard BP with the optimal constant learning rate (2) previously reported state of the art. Interestingly, EBP-trained MNNs with binary weights usually perform better than MNNs with continuous (real) weights - if we average the MNN output using the inferred posterior. A spanning tree in a graph is the smallest connected spanning subgraph. Given a graph, how does one find the smallest (i.e., least number of edges) 2-connected spanning subgraph (connectivity refers to both edge and vertex connectivity, if not specified)? Unfortunately, the problem is known to be NP-hard. We consider the problem of finding a better approximation to the smallest 2-connected subgraph, by an efficient algorithm. For 2-edge connectivity, our algorithm guarantees a solution that is no more than 3 2 times the optimal. For 2-vertex connectivity, our algorithm guarantees a solution that is no more than 5 3 times the optimal. The previous best approximation factor is 2 for each of these problems. The new algorithms (and their analyses) depend upon a structure called a carving of a graph, which is of independent interest. We show that approximating the optimal solution to within an additive constant is NP-hard as well. We also consider the case where the graph has edge weights. For this case, we show that an approximation factor of 2 is possible in polynomial time for finding a k -edge connected spanning subgraph. This improves an approximation factor of 3 for k = 2, due to Frederickson and Ja´Ja´ [1981], and extends it for any k (with an increased running time though). 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. Locality-sensitive hashing (LSH) has emerged as the dominant algorithmic technique for similarity search with strong performance guarantees in high-dimensional spaces. A drawback of traditional LSH schemes is that they may have , i.e., the recall is less than 100 . This limits the applicability of LSH in settings requiring precise performance guarantees. Building on the recent theoretical "CoveringLSH" construction that eliminates false negatives, we propose a fast and practical covering LSH scheme for Hamming space called . Inheriting the design benefits of CoveringLSH our method avoids false negatives and always reports all near neighbors. Compared to CoveringLSH we achieve an asymptotic improvement to the hash function computation time from @math to @math , where @math is the dimensionality of data and @math is the number of hash tables. Our experiments on synthetic and real-world data sets demonstrate that is comparable (and often superior) to traditional hashing-based approaches for search radius up to 20 in high-dimensional Hamming space. We present a new class of randomized approximation algorithms for unrelated parallel machine scheduling problems with the average weighted completion time objective. The key idea is to assign jobs randomly to machines with probabilities derived from an optimal solution to a linear programming (LP) relaxation in time-indexed variables. Our main results are a @math -approximation algorithm for the model with individual job release dates and a @math -approximation algorithm if all jobs are released simultaneously. We obtain corresponding bounds on the quality of the LP relaxation. It is an interesting implication for identical parallel machine scheduling that jobs are randomly assigned to machines, in which each machine is equally likely. In addition, in this case the algorithm has running time O(n log n) and performance guarantee 2. Moreover, the approximation result for identical parallel machine scheduling applies to the on-line setting in which jobs arrive over time as well, with no difference in performance guarantee.