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Ameya Velingker

Publications and source records attributed to Ameya Velingker.

25 records · Page 2Linked to original sources

Random Fourier Features for Kernel Ridge Regression: Approximation Bounds and Statistical Guarantees

Random Fourier features is one of the most popular techniques for scaling up kernel methods, such as kernel ridge regression. However, despite impressive empirical results, the statistical properties of random Fourier features are still not well understood. In this paper we take steps toward filling this gap. Specifically, we approach random Fourier features from a spectral matrix approximation point of view, give tight bounds on the number of Fourier features required to achieve a spectral approximation, and show how spectral matrix approximation bounds imply statistical guarantees for kernel ridge regression. Qualitatively, our results are twofold: on the one hand, we show that random Fourier feature approximation can provably speed up kernel ridge regression under reasonable assumptions. At the same time, we show that the method is suboptimal, and sampling from a modified distribution in Fourier space, given by the leverage function of the kernel, yields provably better performance. We study this optimal sampling distribution for the Gaussian kernel, achieving a nearly complete characterization for the case of low-dimensional bounded datasets. Based on this characterization, we propose an efficient sampling scheme with guarantees superior to random Fourier features in this regime.

cs.LG↗

Bridging the Capacity Gap Between Interactive and One-Way Communication

We study the communication rate of coding schemes for interactive communication that transform any two-party interactive protocol into a protocol that is robust to noise. Recently, Haeupler (FOCS '14) showed that if an $ε> 0$ fraction of transmissions are corrupted, adversarially or randomly, then it is possible to achieve a communication rate of $1 - \widetilde{O}(\sqrtε)$. Furthermore, Haeupler conjectured that this rate is optimal for general input protocols. This stands in contrast to the classical setting of one-way communication in which error-correcting codes are known to achieve an optimal communication rate of $1 - Θ(H(ε)) = 1 - \widetildeΘ(ε)$. In this work, we show that the quadratically smaller rate loss of the one-way setting can also be achieved in interactive coding schemes for a very natural class of input protocols. We introduce the notion of average message length, or the average number of bits a party sends before receiving a reply, as a natural parameter for measuring the level of interactivity in a protocol. Moreover, we show that any protocol with average message length $\ell = Ω(\mathrm{poly}(1/ε))$ can be simulated by a protocol with optimal communication rate $1 - Θ(H(ε))$ over an oblivious adversarial channel with error fraction $ε$. Furthermore, under the additional assumption of access to public shared randomness, the optimal communication rate is achieved ratelessly, i.e., the communication rate adapts automatically to the actual error rate $ε$ without having to specify it in advance. This shows that the capacity gap between one-way and interactive communication can be bridged even for very small (constant in $ε$) average message lengths, which are likely to be found in many applications.

cs.IT↗

Towards Constructing Ramanujan Graphs Using Shift Lifts

In a breakthrough work, Marcus-Spielman-Srivastava recently showed that every $d$-regular bipartite Ramanujan graph has a 2-lift that is also $d$-regular bipartite Ramanujan. As a consequence, a straightforward iterative brute-force search algorithm leads to the construction of a $d$-regular bipartite Ramanujan graph on $N$ vertices in time $2^{O(dN)}$. Shift $k$-lifts studied by Agarwal-Kolla-Madan lead to a natural approach for constructing Ramanujan graphs more efficiently. The number of possible shift $k$-lifts of a $d$-regular $n$-vertex graph is $k^{nd/2}$. Suppose the following holds for $k=2^{Ω(n)}$: There exists a shift $k$-lift that maintains the Ramanujan property of $d$-regular bipartite graphs on $n$ vertices for all $n$. (*) Then, by performing a similar brute-force search algorithm, one would be able to construct an $N$-vertex bipartite Ramanujan graph in time $2^{O(d\,log^2 N)}$. Furthermore, if (*) holds for all $k \geq 2$, then one would obtain an algorithm that runs in $\mathrm{poly}_d(N)$ time. In this work, we take a first step towards proving (*) by showing the existence of shift $k$-lifts that preserve the Ramanujan property in $d$-regular bipartite graphs for $k=3,4$.

math.CO↗

Approximating Nearest Neighbor Distances

Several researchers proposed using non-Euclidean metrics on point sets in Euclidean space for clustering noisy data. Almost always, a distance function is desired that recognizes the closeness of the points in the same cluster, even if the Euclidean cluster diameter is large. Therefore, it is preferred to assign smaller costs to the paths that stay close to the input points. In this paper, we consider the most natural metric with this property, which we call the nearest neighbor metric. Given a point set P and a path $γ$, our metric charges each point of $γ$ with its distance to P. The total charge along $γ$ determines its nearest neighbor length, which is formally defined as the integral of the distance to the input points along the curve. We describe a $(3+\varepsilon)$-approximation algorithm and a $(1+\varepsilon)$-approximation algorithm to compute the nearest neighbor metric. Both approximation algorithms work in near-linear time. The former uses shortest paths on a sparse graph using only the input points. The latter uses a sparse sample of the ambient space, to find good approximate geodesic paths.

cs.CG↗

An Entropy Sumset Inequality and Polynomially Fast Convergence to Shannon Capacity Over All Alphabets

We prove a lower estimate on the increase in entropy when two copies of a conditional random variable $X | Y$, with $X$ supported on $\mathbb{Z}_q=\{0,1,\dots,q-1\}$ for prime $q$, are summed modulo $q$. Specifically, given two i.i.d copies $(X_1,Y_1)$ and $(X_2,Y_2)$ of a pair of random variables $(X,Y)$, with $X$ taking values in $\mathbb{Z}_q$, we show \[ H(X_1 + X_2 \mid Y_1, Y_2) - H(X|Y) \ge α(q) \cdot H(X|Y) (1-H(X|Y)) \] for some $α(q) > 0$, where $H(\cdot)$ is the normalized (by factor $\log_2 q$) entropy. Our motivation is an effective analysis of the finite-length behavior of polar codes, and the assumption of $q$ being prime is necessary. For $X$ supported on infinite groups without a finite subgroup and no conditioning, a sumset inequality for the absolute increase in (unnormalized) entropy was shown by Tao (2010). We use our sumset inequality to analyze Arıkan's construction of polar codes and prove that for any $q$-ary source $X$, where $q$ is any fixed prime, and any $ε> 0$, polar codes allow {\em efficient} data compression of $N$ i.i.d. copies of $X$ into $(H(X)+ε)N$ $q$-ary symbols, as soon as $N$ is polynomially large in $1/ε$. We can get capacity-achieving source codes with similar guarantees for composite alphabets, by factoring $q$ into primes and combining different polar codes for each prime in factorization. A consequence of our result for noisy channel coding is that for {\em all} discrete memoryless channels, there are explicit codes enabling reliable communication within $ε> 0$ of the symmetric Shannon capacity for a block length and decoding complexity bounded by a polynomial in $1/ε$. The result was previously shown for the special case of binary input channels (Guruswami-Xia '13 and Hassani-Alishahi-Urbanke '13), and this work extends the result to channels over any alphabet.

cs.IT↗

A Fast Algorithm for Well-Spaced Points and Approximate Delaunay Graphs

We present a new algorithm that produces a well-spaced superset of points conforming to a given input set in any dimension with guaranteed optimal output size. We also provide an approximate Delaunay graph on the output points. Our algorithm runs in expected time $O(2^{O(d)}(n\log n + m))$, where $n$ is the input size, $m$ is the output point set size, and $d$ is the ambient dimension. The constants only depend on the desired element quality bounds. To gain this new efficiency, the algorithm approximately maintains the Voronoi diagram of the current set of points by storing a superset of the Delaunay neighbors of each point. By retaining quality of the Voronoi diagram and avoiding the storage of the full Voronoi diagram, a simple exponential dependence on $d$ is obtained in the running time. Thus, if one only wants the approximate neighbors structure of a refined Delaunay mesh conforming to a set of input points, the algorithm will return a size $2^{O(d)}m$ graph in $2^{O(d)}(n\log n + m)$ expected time. If $m$ is superlinear in $n$, then we can produce a hierarchically well-spaced superset of size $2^{O(d)}n$ in $2^{O(d)}n\log n$ expected time.

cs.CG↗

Restricted Isometry of Fourier Matrices and List Decodability of Random Linear Codes

We prove that a random linear code over F_q, with probability arbitrarily close to 1, is list decodable at radius (1-1/q-ε) with list size L=O(1/ε^2) and rate R=Ω_q(ε^2/(log^3(1/ε))). Up to the polylogarithmic factor in (1/ε) and constant factors depending on q, this matches the lower bound L=Ω_q(1/ε^2) for the list size and upper bound R=O_q(ε^2) for the rate. Previously only existence (and not abundance) of such codes was known for the special case q=2 (Guruswami, Håstad, Sudan and Zuckerman, 2002). In order to obtain our result, we employ a relaxed version of the well known Johnson bound on list decoding that translates the average Hamming distance between codewords to list decoding guarantees. We furthermore prove that the desired average-distance guarantees hold for a code provided that a natural complex matrix encoding the codewords satisfies the Restricted Isometry Property with respect to the Euclidean norm (RIP-2). For the case of random binary linear codes, this matrix coincides with a random submatrix of the Hadamard-Walsh transform matrix that is well studied in the compressed sensing literature. Finally, we improve the analysis of Rudelson and Vershynin (2008) on the number of random frequency samples required for exact reconstruction of k-sparse signals of length N. Specifically, we improve the number of samples from O(k log(N) log^2(k) (log k + loglog N)) to O(k log(N) log^3(k)). The proof involves bounding the expected supremum of a related Gaussian process by using an improved analysis of the metric defined by the process. This improvement is crucial for our application in list decoding.

cs.IT↗