arXiv subjects

Anup Rao

Publications and source records attributed to Anup Rao.

52 records · Page 3Linked to original sources

arXiv2019

Higher-Order Ranking and Link Prediction: From Closing Triangles to Closing Higher-Order Motifs

In this paper, we introduce the notion of motif closure and describe higher-order ranking and link prediction methods based on the notion of closing higher-order network motifs. The methods are fast and efficient for real-time ranking and link prediction-based applications such as web search, online advertising, and recommendation. In such applications, real-time performance is critical. The proposed methods do not require any explicit training data, nor do they derive an embedding from the graph data, or perform any explicit learning. Existing methods with the above desired properties are all based on closing triangles (common neighbors, Jaccard similarity, and the ilk). In this work, we investigate higher-order network motifs and develop techniques based on the notion of closing higher-order motifs that move beyond closing simple triangles. All methods described in this work are fast with a runtime that is sublinear in the number of nodes. The experimental results indicate the importance of closing higher-order motifs for ranking and link prediction applications. Finally, the proposed notion of higher-order motif closure can serve as a basis for studying and developing better ranking and link prediction methods.

cs.LG↗

arXiv2019

Heterogeneous Network Motifs

Many real-world applications give rise to large heterogeneous networks where nodes and edges can be of any arbitrary type (e.g., user, web page, location). Special cases of such heterogeneous graphs include homogeneous graphs, bipartite, k-partite, signed, labeled graphs, among many others. In this work, we generalize the notion of network motifs to heterogeneous networks. In particular, small induced typed subgraphs called typed graphlets (heterogeneous network motifs) are introduced and shown to be the fundamental building blocks of complex heterogeneous networks. Typed graphlets are a powerful generalization of the notion of graphlet (network motif) to heterogeneous networks as they capture both the induced subgraph of interest and the types associated with the nodes in the induced subgraph. To address this problem, we propose a fast, parallel, and space-efficient framework for counting typed graphlets in large networks. We discover the existence of non-trivial combinatorial relationships between lower-order ($k-1$)-node typed graphlets and leverage them for deriving many of the $k$-node typed graphlets in $o(1)$ constant time. Thus, we avoid explicit enumeration of those typed graphlets. Notably, the time complexity matches the best untyped graphlet counting algorithm. The experiments demonstrate the effectiveness of the proposed framework in terms of runtime, space-efficiency, parallel speedup, and scalability as it is able to handle large-scale networks.

cs.SI↗

arXiv2019

Anti-concentration in most directions

We prove anti-concentration bounds for the inner product of two independent random vectors. For example, we show that if $A,B$ are subsets of the cube $\{\pm 1\}^n$ with $|A| \cdot |B| \geq 2^{1.01 n}$, and $X \in A$ and $Y \in B$ are sampled independently and uniformly, then the inner product $\langle X, Y \rangle$ takes on any fixed value with probability at most $O(\tfrac{1}{\sqrt{n}})$. Extending Halász work, we prove stronger bounds when the choices for $x$ are unstructured. We also describe applications to communication complexity, randomness extraction and additive combinatorics.

math.PR↗

arXiv2018

Higher-order Spectral Clustering for Heterogeneous Graphs

Higher-order connectivity patterns such as small induced sub-graphs called graphlets (network motifs) are vital to understand the important components (modules/functional units) governing the configuration and behavior of complex networks. Existing work in higher-order clustering has focused on simple homogeneous graphs with a single node/edge type. However, heterogeneous graphs consisting of nodes and edges of different types are seemingly ubiquitous in the real-world. In this work, we introduce the notion of typed-graphlet that explicitly captures the rich (typed) connectivity patterns in heterogeneous networks. Using typed-graphlets as a basis, we develop a general principled framework for higher-order clustering in heterogeneous networks. The framework provides mathematical guarantees on the optimality of the higher-order clustering obtained. The experiments demonstrate the effectiveness of the framework quantitatively for three important applications including (i) clustering, (ii) link prediction, and (iii) graph compression. In particular, the approach achieves a mean improvement of 43x over all methods and graphs for clustering while achieving a 18.7% and 20.8% improvement for link prediction and graph compression, respectively.

cs.SI↗

arXiv2018

Higher-order Graph Convolutional Networks

Following the success of deep convolutional networks in various vision and speech related tasks, researchers have started investigating generalizations of the well-known technique for graph-structured data. A recently-proposed method called Graph Convolutional Networks has been able to achieve state-of-the-art results in the task of node classification. However, since the proposed method relies on localized first-order approximations of spectral graph convolutions, it is unable to capture higher-order interactions between nodes in the graph. In this work, we propose a motif-based graph attention model, called Motif Convolutional Networks (MCNs), which generalizes past approaches by using weighted multi-hop motif adjacency matrices to capture higher-order neighborhoods. A novel attention mechanism is used to allow each individual node to select the most relevant neighborhood to apply its filter. Experiments show that our proposed method is able to achieve state-of-the-art results on the semi-supervised node classification task.

cs.SI↗

arXiv2018

HONE: Higher-Order Network Embeddings

This paper describes a general framework for learning Higher-Order Network Embeddings (HONE) from graph data based on network motifs. The HONE framework is highly expressive and flexible with many interchangeable components. The experimental results demonstrate the effectiveness of learning higher-order network representations. In all cases, HONE outperforms recent embedding methods that are unable to capture higher-order structures with a mean relative gain in AUC of $19\%$ (and up to $75\%$ gain) across a wide variety of networks and embedding methods.

stat.ML↗

arXiv2018

New Insights into Bootstrapping for Bandits

We investigate the use of bootstrapping in the bandit setting. We first show that the commonly used non-parametric bootstrapping (NPB) procedure can be provably inefficient and establish a near-linear lower bound on the regret incurred by it under the bandit model with Bernoulli rewards. We show that NPB with an appropriate amount of forced exploration can result in sub-linear albeit sub-optimal regret. As an alternative to NPB, we propose a weighted bootstrapping (WB) procedure. For Bernoulli rewards, WB with multiplicative exponential weights is mathematically equivalent to Thompson sampling (TS) and results in near-optimal regret bounds. Similarly, in the bandit setting with Gaussian rewards, we show that WB with additive Gaussian weights achieves near-optimal regret. Beyond these special cases, we show that WB leads to better empirical performance than TS for several reward distributions bounded on $[0,1]$. For the contextual bandit setting, we give practical guidelines that make bootstrapping simple and efficient to implement and result in good empirical performance on real-world datasets.

cs.LG↗

arXiv2017

Stochastic Low-Rank Bandits

Many problems in computer vision and recommender systems involve low-rank matrices. In this work, we study the problem of finding the maximum entry of a stochastic low-rank matrix from sequential observations. At each step, a learning agent chooses pairs of row and column arms, and receives the noisy product of their latent values as a reward. The main challenge is that the latent values are unobserved. We identify a class of non-negative matrices whose maximum entry can be found statistically efficiently and propose an algorithm for finding them, which we call LowRankElim. We derive a $\DeclareMathOperator{\poly}{poly} O((K + L) \poly(d) Δ^{-1} \log n)$ upper bound on its $n$-step regret, where $K$ is the number of rows, $L$ is the number of columns, $d$ is the rank of the matrix, and $Δ$ is the minimum gap. The bound depends on other problem-specific constants that clearly do not depend $K L$. To the best of our knowledge, this is the first such result in the literature.

cs.LG↗

arXiv2017

A Theory of Market Efficiency

We introduce a mathematical theory called market connectivity that gives concrete ways to both measure the efficiency of markets and find inefficiencies in large markets. The theory leads to new methods for testing the famous efficient markets hypothesis that do not suffer from the joint-hypothesis problem that has plagued past work. Our theory suggests metrics that can be used to compare the efficiency of one market with another, to find inefficiencies that may be profitable to exploit, and to evaluate the impact of policy and regulations on market efficiency. A market's efficiency is tied to its ability to communicate information relevant to market participants. Market connectivity calculates the speed and reliability with which this communication is carried out via trade in the market. We model the market by a network called the trade network, which can be computed by recording transactions in the market over a fixed interval of time. The nodes of the network correspond to participants in the market. Every pair of nodes that trades in the market is connected by an edge that is weighted by the rate of trade, and associated with a vector that represents the type of item that is bought or sold. We evaluate the ability of the market to communicate by considering how it deals with shocks. A shock is a change in the beliefs of market participants about the value of the products that they trade. We compute the effect of every potential significant shock on trade in the market. We give mathematical definitions for a few concepts that measure the ability of the market to effectively dissipate shocks.

econ.GN↗

arXiv2016

Almost-Linear-Time Algorithms for Markov Chains and New Spectral Primitives for Directed Graphs

In this paper we introduce a notion of spectral approximation for directed graphs. While there are many potential ways one might define approximation for directed graphs, most of them are too strong to allow sparse approximations in general. In contrast, we prove that for our notion of approximation, such sparsifiers do exist, and we show how to compute them in almost linear time. Using this notion of approximation, we provide a general framework for solving asymmetric linear systems that is broadly inspired by the work of [Peng-Spielman, STOC`14]. Applying this framework in conjunction with our sparsification algorithm, we obtain an almost linear time algorithm for solving directed Laplacian systems associated with Eulerian Graphs. Using this solver in the recent framework of [Cohen-Kelner-Peebles-Peng-Sidford-Vladu, FOCS`16], we obtain almost linear time algorithms for solving a directed Laplacian linear system, computing the stationary distribution of a Markov chain, computing expected commute times in a directed graph, and more. For each of these problems, our algorithms improves the previous best running times of $O((nm^{3/4} + n^{2/3} m) \log^{O(1)} (n κε^{-1}))$ to $O((m + n2^{O(\sqrt{\log{n}\log\log{n}})}) \log^{O(1)} (n κε^{-1}))$ where $n$ is the number of vertices in the graph, $m$ is the number of edges, $κ$ is a natural condition number associated with the problem, and $ε$ is the desired accuracy. We hope these results open the door for further studies into directed spectral graph theory, and will serve as a stepping stone for designing a new generation of fast algorithms for directed graphs.

cs.DS↗

arXiv2016

Forbidden Subgraph Bounds for Parallel Repetition and the Density Hales-Jewett Theorem

We study a special kind of bounds (so called forbidden subgraph bounds, cf. Feige, Verbitsky '02) for parallel repetition of multi-prover games. First, we show that forbidden subgraph upper bounds for $r \ge 3$ provers imply the same bounds for the density Hales-Jewett theorem for alphabet of size $r$. As a consequence, this yields a new family of games with slow decrease in the parallel repetition value. Second, we introduce a new technique for proving exponential forbidden subgraph upper bounds and explore its power and limitations. In particular, we obtain exponential upper bounds for two-prover games with question graphs of treewidth at most two and show that our method cannot give exponential bounds for all two-prover graphs.

cs.DM↗

arXiv2015

Fast, Provable Algorithms for Isotonic Regression in all $\ell_{p}$-norms

Given a directed acyclic graph $G,$ and a set of values $y$ on the vertices, the Isotonic Regression of $y$ is a vector $x$ that respects the partial order described by $G,$ and minimizes $||x-y||,$ for a specified norm. This paper gives improved algorithms for computing the Isotonic Regression for all weighted $\ell_{p}$-norms with rigorous performance guarantees. Our algorithms are quite practical, and their variants can be implemented to run fast in practice.

cs.LG↗

arXiv2015

Algorithms for Lipschitz Learning on Graphs

We develop fast algorithms for solving regression problems on graphs where one is given the value of a function at some vertices, and must find its smoothest possible extension to all vertices. The extension we compute is the absolutely minimal Lipschitz extension, and is the limit for large $p$ of $p$-Laplacian regularization. We present an algorithm that computes a minimal Lipschitz extension in expected linear time, and an algorithm that computes an absolutely minimal Lipschitz extension in expected time $\widetilde{O} (m n)$. The latter algorithm has variants that seem to run much faster in practice. These extensions are particularly amenable to regularization: we can perform $l_{0}$-regularization on the given values in polynomial time and $l_{1}$-regularization on the initial function values and on graph edge weights in time $\widetilde{O} (m^{3/2})$.

cs.LG↗

arXiv2015

Stochastic Block Model and Community Detection in the Sparse Graphs: A spectral algorithm with optimal rate of recovery

In this paper, we present and analyze a simple and robust spectral algorithm for the stochastic block model with $k$ blocks, for any $k$ fixed. Our algorithm works with graphs having constant edge density, under an optimal condition on the gap between the density inside a block and the density between the blocks. As a co-product, we settle an open question posed by Abbe et. al. concerning censor block models.

cs.DS↗

arXiv2014

Preconditioning in Expectation

We show that preconditioners constructed by random sampling can perform well without meeting the standard requirements of iterative methods. When applied to graph Laplacians, this leads to ultra-sparsifiers that in expectation behave as the nearly-optimal ones given by [Kolla-Makarychev-Saberi-Teng STOC`10]. Combining this with the recursive preconditioning framework by [Spielman-Teng STOC`04] and improved embedding algorithms, this leads to algorithms that solve symmetric diagonally dominant linear systems and electrical flow problems in expected time close to $m\log^{1/2}n$ .

cs.DS↗

arXiv2011

Information Equals Amortized Communication

We show how to efficiently simulate the sending of a message M to a receiver who has partial information about the message, so that the expected number of bits communicated in the simulation is close to the amount of additional information that the message reveals to the receiver. This is a generalization and strengthening of the Slepian-Wolf theorem, which shows how to carry out such a simulation with low amortized communication in the case that M is a deterministic function of X. A caveat is that our simulation is interactive. As a consequence, we prove that the internal information cost (namely the information revealed to the parties) involved in computing any relation or function using a two party interactive protocol is exactly equal to the amortized communication complexity of computing independent copies of the same relation or function. We also show that the only way to prove a strong direct sum theorem for randomized communication complexity is by solving a particular variant of the pointer jumping problem that we define. Our work implies that a strong direct sum theorem for communication complexity holds if and only if efficient compression of communication protocols is possible.

cs.IT↗