arXiv subjects

Anastasios Kyrillidis

Publications and source records attributed to Anastasios Kyrillidis.

At least 109 records · Page 6Linked to original sources

arXiv2015

Linear Inverse Problems with Norm and Sparsity Constraints

We describe two nonconventional algorithms for linear regression, called GAME and CLASH. The salient characteristics of these approaches is that they exploit the convex $\ell_1$-ball and non-convex $\ell_0$-sparsity constraints jointly in sparse recovery. To establish the theoretical approximation guarantees of GAME and CLASH, we cover an interesting range of topics from game theory, convex and combinatorial optimization. We illustrate that these approaches lead to improved theoretical guarantees and empirical performance beyond convex and non-convex solvers alone.

cs.IT↗

arXiv2015

Stay on path: PCA along graph paths

We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acyclic graph $G$ on $p$ vertices corresponding to variables, the non-zero entries of the extracted principal component must coincide with vertices lying along a path in $G$. From a statistical perspective, information on the underlying network may potentially reduce the number of observations required to recover the population principal component. We consider the canonical estimator which optimally exploits the prior knowledge by solving a non-convex quadratic maximization on the empirical covariance. We introduce a simple network and analyze the estimator under the spiked covariance model. We show that side information potentially improves the statistical complexity. We propose two algorithms to approximate the solution of the constrained quadratic maximization, and recover a component with the desired properties. We empirically evaluate our schemes on synthetic and real datasets.

stat.ML↗

arXiv2015

Group-Sparse Model Selection: Hardness and Relaxations

Group-based sparsity models are proven instrumental in linear regression problems for recovering signals from much fewer measurements than standard compressive sensing. The main promise of these models is the recovery of "interpretable" signals through the identification of their constituent groups. In this paper, we establish a combinatorial framework for group-model selection problems and highlight the underlying tractability issues. In particular, we show that the group-model selection problem is equivalent to the well-known NP-hard weighted maximum coverage problem (WMC). Leveraging a graph-based understanding of group models, we describe group structures which enable correct model selection in polynomial time via dynamic programming. Furthermore, group structures that lead to totally unimodular constraints have tractable discrete as well as convex relaxations. We also present a generalization of the group-model that allows for within group sparsity, which can be used to model hierarchical sparsity. Finally, we study the Pareto frontier of group-sparse approximations for two tractable models, among which the tree sparsity model, and illustrate selection and computation trade-offs between our framework and the existing convex relaxations.

cs.LG↗

arXiv2014

Location Estimation Using Crowdsourced Geospatial Narratives

The "crowd" has become a very important geospatial data provider. Subsumed under the term Volunteered Geographic Information (VGI), non-expert users have been providing a wealth of quantitative geospatial data online. With spatial reasoning being a basic form of human cognition, narratives expressing geospatial experiences, e.g., travel blogs, would provide an even bigger source of geospatial data. Textual narratives typically contain qualitative data in the form of objects and spatial relationships. The scope of this work is (i) to extract these relationships from user-generated texts, (ii) to quantify them and (iii) to reason about object locations based only on this qualitative data. We use information extraction methods to identify toponyms and spatial relationships and to formulate a quantitative approach based on distance and orientation features to represent the latter. Positional probability distributions for spatial relationships are determined by means of a greedy Expectation Maximization-based (EM) algorithm. These estimates are then used to "triangulate" the positions of unknown object locations. Experiments using a text corpus harvested from travel blog sites establish the considerable location estimation accuracy of the proposed approach.

cs.DB↗

arXiv2014

An Inexact Proximal Path-Following Algorithm for Constrained Convex Minimization

Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with a tractable proximity operator and that the convex constraint set affords a self-concordant barrier. We provide a new joint treatment of proximal and self-concordant barrier concepts and illustrate that such problems can be efficiently solved, without the need of lifting the problem dimensions, as in disciplined convex optimization approach. We propose an inexact path-following algorithmic framework and theoretically characterize the worst-case analytical complexity of this framework when the proximal subproblems are solved inexactly. To show the merits of our framework, we apply its instances to both synthetic and real-world applications, where it shows advantages over standard interior point methods. As a by-product, we describe how our framework can obtain points on the Pareto frontier of regularized problems with self-concordant objectives in a tuning free fashion.

math.OC↗

arXiv2014

Provable Deterministic Leverage Score Sampling

We explain theoretically a curious empirical phenomenon: "Approximating a matrix by deterministically selecting a subset of its columns with the corresponding largest leverage scores results in a good low-rank matrix surrogate". To obtain provable guarantees, previous work requires randomized sampling of the columns with probabilities proportional to their leverage scores. In this work, we provide a novel theoretical analysis of deterministic leverage score sampling. We show that such deterministic sampling can be provably as accurate as its randomized counterparts, if the leverage scores follow a moderately steep power-law decay. We support this power-law assumption by providing empirical evidence that such decay laws are abundant in real-world data sets. We then demonstrate empirically the performance of deterministic leverage score sampling, which many times matches or outperforms the state-of-the-art techniques.

cs.DS↗

arXiv2014

Compressive Mining: Fast and Optimal Data Mining in the Compressed Domain

Real-world data typically contain repeated and periodic patterns. This suggests that they can be effectively represented and compressed using only a few coefficients of an appropriate basis (e.g., Fourier, Wavelets, etc.). However, distance estimation when the data are represented using different sets of coefficients is still a largely unexplored area. This work studies the optimization problems related to obtaining the \emph{tightest} lower/upper bound on Euclidean distances when each data object is potentially compressed using a different set of orthonormal coefficients. Our technique leads to tighter distance estimates, which translates into more accurate search, learning and mining operations \textit{directly} in the compressed domain. We formulate the problem of estimating lower/upper distance bounds as an optimization problem. We establish the properties of optimal solutions, and leverage the theoretical analysis to develop a fast algorithm to obtain an \emph{exact} solution to the problem. The suggested solution provides the tightest estimation of the $L_2$-norm or the correlation. We show that typical data-analysis operations, such as k-NN search or k-Means clustering, can operate more accurately using the proposed compression and distance reconstruction technique. We compare it with many other prevalent compression and reconstruction techniques, including random projections and PCA-based techniques. We highlight a surprising result, namely that when the data are highly sparse in some basis, our technique may even outperform PCA-based compression. The contributions of this work are generic as our methodology is applicable to any sequential or high-dimensional data as well as to any orthogonal data transformation used for the underlying data compression scheme.

stat.ML↗

arXiv2014

Scalable sparse covariance estimation via self-concordance

We consider the class of convex minimization problems, composed of a self-concordant function, such as the $\log\det$ metric, a convex data fidelity term $h(\cdot)$ and, a regularizing -- possibly non-smooth -- function $g(\cdot)$. This type of problems have recently attracted a great deal of interest, mainly due to their omnipresence in top-notch applications. Under this \emph{locally} Lipschitz continuous gradient setting, we analyze the convergence behavior of proximal Newton schemes with the added twist of a probable presence of inexact evaluations. We prove attractive convergence rate guarantees and enhance state-of-the-art optimization schemes to accommodate such developments. Experimental results on sparse covariance estimation show the merits of our algorithm, both in terms of recovery efficiency and complexity.

stat.ML↗

arXiv2014

Composite Self-Concordant Minimization

We propose a variable metric framework for minimizing the sum of a self-concordant function and a possibly non-smooth convex function, endowed with an easily computable proximal operator. We theoretically establish the convergence of our framework without relying on the usual Lipschitz gradient assumption on the smooth part. An important highlight of our work is a new set of analytic step-size selection and correction procedures based on the structure of the problem. We describe concrete algorithmic instances of our framework for several interesting applications and demonstrate them numerically on both synthetic and real data.

stat.ML↗

arXiv2014

Approximate Matrix Multiplication with Application to Linear Embeddings

In this paper, we study the problem of approximately computing the product of two real matrices. In particular, we analyze a dimensionality-reduction-based approximation algorithm due to Sarlos [1], introducing the notion of nuclear rank as the ratio of the nuclear norm over the spectral norm. The presented bound has improved dependence with respect to the approximation error (as compared to previous approaches), whereas the subspace -- on which we project the input matrices -- has dimensions proportional to the maximum of their nuclear rank and it is independent of the input dimensions. In addition, we provide an application of this result to linear low-dimensional embeddings. Namely, we show that any Euclidean point-set with bounded nuclear rank is amenable to projection onto number of dimensions that is independent of the input dimensionality, while achieving additive error guarantees.

math.ST↗

arXiv2014

Non-uniform Feature Sampling for Decision Tree Ensembles

We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$ \emph{leverage scores-based} and $(ii)$ \emph{norm-based} feature selection. Experimental evaluation of the proposed feature selection techniques indicate that such approaches might be more effective compared to naive uniform feature selection and moreover having comparable performance to the random forest algorithm [3]

stat.ML↗

arXiv2014

Fixed-rank Rayleigh Quotient Maximization by an $M$PSK Sequence

Certain optimization problems in communication systems, such as limited-feedback constant-envelope beamforming or noncoherent $M$-ary phase-shift keying ($M$PSK) sequence detection, result in the maximization of a fixed-rank positive semidefinite quadratic form over the $M$PSK alphabet. This form is a special case of the Rayleigh quotient of a matrix and, in general, its maximization by an $M$PSK sequence is $\mathcal{NP}$-hard. However, if the rank of the matrix is not a function of its size, then the optimal solution can be computed with polynomial complexity in the matrix size. In this work, we develop a new technique to efficiently solve this problem by utilizing auxiliary continuous-valued angles and partitioning the resulting continuous space of solutions into a polynomial-size set of regions, each of which corresponds to a distinct $M$PSK sequence. The sequence that maximizes the Rayleigh quotient is shown to belong to this polynomial-size set of sequences, thus efficiently reducing the size of the feasible set from exponential to polynomial. Based on this analysis, we also develop an algorithm that constructs this set in polynomial time and show that it is fully parallelizable, memory efficient, and rank scalable. The proposed algorithm compares favorably with other solvers for this problem that have appeared recently in the literature.

cs.IT↗

arXiv2013

On Quantifying Qualitative Geospatial Data: A Probabilistic Approach

Living in the era of data deluge, we have witnessed a web content explosion, largely due to the massive availability of User-Generated Content (UGC). In this work, we specifically consider the problem of geospatial information extraction and representation, where one can exploit diverse sources of information (such as image and audio data, text data, etc), going beyond traditional volunteered geographic information. Our ambition is to include available narrative information in an effort to better explain geospatial relationships: with spatial reasoning being a basic form of human cognition, narratives expressing such experiences typically contain qualitative spatial data, i.e., spatial objects and spatial relationships. To this end, we formulate a quantitative approach for the representation of qualitative spatial relations extracted from UGC in the form of texts. The proposed method quantifies such relations based on multiple text observations. Such observations provide distance and orientation features which are utilized by a greedy Expectation Maximization-based (EM) algorithm to infer a probability distribution over predefined spatial relationships; the latter represent the quantified relationships under user-defined probabilistic assumptions. We evaluate the applicability and quality of the proposed approach using real UGC data originating from an actual travel blog text corpus. To verify the quality of the result, we generate grid-based maps visualizing the spatial extent of the various relations.

cs.DB↗

arXiv2013

Randomized Low-Memory Singular Value Projection

Affine rank minimization algorithms typically rely on calculating the gradient of a data error followed by a singular value decomposition at every iteration. Because these two steps are expensive, heuristic approximations are often used to reduce computational burden. To this end, we propose a recovery scheme that merges the two steps with randomized approximations, and as a result, operates on space proportional to the degrees of freedom in the problem. We theoretically establish the estimation guarantees of the algorithm as a function of approximation tolerance. While the theoretical approximation requirements are overly pessimistic, we demonstrate that in practice the algorithm performs well on the quantum tomography recovery problem.

math.OC↗

arXiv2013

Sparse projections onto the simplex

Most learning methods with rank or sparsity constraints use convex relaxations, which lead to optimization with the nuclear norm or the $\ell_1$-norm. However, several important learning applications cannot benefit from this approach as they feature these convex norms as constraints in addition to the non-convex rank and sparsity constraints. In this setting, we derive efficient sparse projections onto the simplex and its extension, and illustrate how to use them to solve high-dimensional learning problems in quantum tomography, sparse density estimation and portfolio selection with non-convex constraints.

cs.LG↗

arXiv2013

A proximal Newton framework for composite minimization: Graph learning without Cholesky decompositions and matrix inversions

We propose an algorithmic framework for convex minimization problems of a composite function with two terms: a self-concordant function and a possibly nonsmooth regularization term. Our method is a new proximal Newton algorithm that features a local quadratic convergence rate. As a specific instance of our framework, we consider the sparse inverse covariance matrix estimation in graph learning problems. Via a careful dual formulation and a novel analytic step-size selection procedure, our approach for graph learning avoids Cholesky decompositions and matrix inversions in its iteration making it attractive for parallel and distributed implementations.

stat.ML↗

arXiv2013

Matrix Recipes for Hard Thresholding Methods

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for different configurations to achieve complexity vs. accuracy tradeoffs. Moreover, we study acceleration schemes via memory-based techniques and randomized, $ε$-approximate matrix projections to decrease the computational costs in the recovery process. For most of the configurations, we present theoretical analysis that guarantees convergence under mild problem conditions. Simulation results demonstrate notable performance improvements as compared to state-of-the-art algorithms both in terms of reconstruction accuracy and computational complexity.

math.NA↗

arXiv2012

Matrix ALPS: Accelerated Low Rank and Sparse Matrix Reconstruction

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a well-known memory-based acceleration technique. We theoretically characterize the convergence properties of Matrix ALPS using the stable embedding properties of the linear measurement operator. We then numerically illustrate that our algorithm outperforms the existing convex as well as non-convex state-of-the-art algorithms in computational efficiency without sacrificing stability.

cs.IT↗