arXiv subjects

Cameron Musco

Publications and source records attributed to Cameron Musco.

At least 73 records · Page 4Linked to original sources

arXiv2021

Hutch++: Optimal Stochastic Trace Estimation

We study the problem of estimating the trace of a matrix $A$ that can only be accessed through matrix-vector multiplication. We introduce a new randomized algorithm, Hutch++, which computes a $(1 \pm ε)$ approximation to $tr(A)$ for any positive semidefinite (PSD) $A$ using just $O(1/ε)$ matrix-vector products. This improves on the ubiquitous Hutchinson's estimator, which requires $O(1/ε^2)$ matrix-vector products. Our approach is based on a simple technique for reducing the variance of Hutchinson's estimator using a low-rank approximation step, and is easy to implement and analyze. Moreover, we prove that, up to a logarithmic factor, the complexity of Hutch++ is optimal amongst all matrix-vector query algorithms, even when queries can be chosen adaptively. We show that it significantly outperforms Hutchinson's method in experiments. While our theory mainly requires $A$ to be positive semidefinite, we provide generalized guarantees for general square matrices, and show empirical gains in such applications.

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arXiv2021

DeepWalking Backwards: From Embeddings Back to Graphs

Low-dimensional node embeddings play a key role in analyzing graph datasets. However, little work studies exactly what information is encoded by popular embedding methods, and how this information correlates with performance in downstream machine learning tasks. We tackle this question by studying whether embeddings can be inverted to (approximately) recover the graph used to generate them. Focusing on a variant of the popular DeepWalk method (Perozzi et al., 2014; Qiu et al., 2018), we present algorithms for accurate embedding inversion - i.e., from the low-dimensional embedding of a graph G, we can find a graph H with a very similar embedding. We perform numerous experiments on real-world networks, observing that significant information about G, such as specific edges and bulk properties like triangle density, is often lost in H. However, community structure is often preserved or even enhanced. Our findings are a step towards a more rigorous understanding of exactly what information embeddings encode about the input graph, and why this information is useful for learning tasks.

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arXiv2020

Intervention Efficient Algorithms for Approximate Learning of Causal Graphs

We study the problem of learning the causal relationships between a set of observed variables in the presence of latents, while minimizing the cost of interventions on the observed variables. We assume access to an undirected graph $G$ on the observed variables whose edges represent either all direct causal relationships or, less restrictively, a superset of causal relationships (identified, e.g., via conditional independence tests or a domain expert). Our goal is to recover the directions of all causal or ancestral relations in $G$, via a minimum cost set of interventions. It is known that constructing an exact minimum cost intervention set for an arbitrary graph $G$ is NP-hard. We further argue that, conditioned on the hardness of approximate graph coloring, no polynomial time algorithm can achieve an approximation factor better than $Θ(\log n)$, where $n$ is the number of observed variables in $G$. To overcome this limitation, we introduce a bi-criteria approximation goal that lets us recover the directions of all but $εn^2$ edges in $G$, for some specified error parameter $ε> 0$. Under this relaxed goal, we give polynomial time algorithms that achieve intervention cost within a small constant factor of the optimal. Our algorithms combine work on efficient intervention design and the design of low-cost separating set systems, with ideas from the literature on graph property testing.

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arXiv2020

Simple Heuristics Yield Provable Algorithms for Masked Low-Rank Approximation

In $masked\ low-rank\ approximation$, one is given $A \in \mathbb{R}^{n \times n}$ and binary mask matrix $W \in \{0,1\}^{n \times n}$. The goal is to find a rank-$k$ matrix $L$ for which: $$cost(L) = \sum_{i=1}^{n} \sum_{j = 1}^{n} W_{i,j} \cdot (A_{i,j} - L_{i,j} )^2 \leq OPT + ε\|A\|_F^2 ,$$ where $OPT = \min_{rank-k\ \hat{L}} cost(\hat L)$ and $ε$ is a given error parameter. Depending on the choice of $W$, this problem captures factor analysis, low-rank plus diagonal decomposition, robust PCA, low-rank matrix completion, low-rank plus block matrix approximation, and many problems. Many of these problems are NP-hard, and while some algorithms with provable guarantees are known, they either 1) run in time $n^{Ω(k^2/ε)}$ or 2) make strong assumptions, e.g., that $A$ is incoherent or that $W$ is random. In this work, we show that a common polynomial time heuristic, which simply sets $A$ to $0$ where $W$ is $0$, and then finds a standard low-rank approximation, yields bicriteria approximation guarantees for this problem. In particular, for rank $k' > k$ depending on the $public\ coin\ partition\ number$ of $W$, the heuristic outputs rank-$k'$ $L$ with cost$(L) \leq OPT + ε\|A\|_F^2$. This partition number is in turn bounded by the $randomized\ communication\ complexity$ of $W$, when interpreted as a two-player communication matrix. For many important examples of masked low-rank approximation, including all those listed above, this result yields bicriteria approximation guarantees with $k' = k \cdot poly(\log n/ε)$. Further, we show that different models of communication yield algorithms for natural variants of masked low-rank approximation. For example, multi-player number-in-hand communication complexity connects to masked tensor decomposition and non-deterministic communication complexity to masked Boolean low-rank factorization.

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arXiv2020

Estimation of Shortest Path Covariance Matrices

We study the sample complexity of estimating the covariance matrix $\mathbfΣ \in \mathbb{R}^{d\times d}$ of a distribution $\mathcal D$ over $\mathbb{R}^d$ given independent samples, under the assumption that $\mathbfΣ$ is graph-structured. In particular, we focus on shortest path covariance matrices, where the covariance between any two measurements is determined by the shortest path distance in an underlying graph with $d$ nodes. Such matrices generalize Toeplitz and circulant covariance matrices and are widely applied in signal processing applications, where the covariance between two measurements depends on the (shortest path) distance between them in time or space. We focus on minimizing both the vector sample complexity: the number of samples drawn from $\mathcal{D}$ and the entry sample complexity: the number of entries read in each sample. The entry sample complexity corresponds to measurement equipment costs in signal processing applications. We give a very simple algorithm for estimating $\mathbfΣ$ up to spectral norm error $ε\left\|\mathbfΣ\right\|_2$ using just $O(\sqrt{D})$ entry sample complexity and $\tilde O(r^2/ε^2)$ vector sample complexity, where $D$ is the diameter of the underlying graph and $r \le d$ is the rank of $\mathbfΣ$. Our method is based on extending the widely applied idea of sparse rulers for Toeplitz covariance estimation to the graph setting. In the special case when $\mathbfΣ$ is a low-rank Toeplitz matrix, our result matches the state-of-the-art, with a far simpler proof. We also give an information theoretic lower bound matching our upper bound up to a factor $D$ and discuss some directions towards closing this gap.

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arXiv2020

Model-specific Data Subsampling with Influence Functions

Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the datasets of interest are increasing in size. As a result, the process of model selection is time-consuming and computationally inefficient. In this work, we develop a model-specific data subsampling strategy that improves over random sampling whenever training points have varying influence. Specifically, we leverage influence functions to guide our selection strategy, proving theoretically, and demonstrating empirically that our approach quickly selects high-quality models.

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arXiv2020

Node Embeddings and Exact Low-Rank Representations of Complex Networks

Low-dimensional embeddings, from classical spectral embeddings to modern neural-net-inspired methods, are a cornerstone in the modeling and analysis of complex networks. Recent work by Seshadhri et al. (PNAS 2020) suggests that such embeddings cannot capture local structure arising in complex networks. In particular, they show that any network generated from a natural low-dimensional model cannot be both sparse and have high triangle density (high clustering coefficient), two hallmark properties of many real-world networks. In this work we show that the results of Seshadhri et al. are intimately connected to the model they use rather than the low-dimensional structure of complex networks. Specifically, we prove that a minor relaxation of their model can generate sparse graphs with high triangle density. Surprisingly, we show that this same model leads to exact low-dimensional factorizations of many real-world networks. We give a simple algorithm based on logistic principal component analysis (LPCA) that succeeds in finding such exact embeddings. Finally, we perform a large number of experiments that verify the ability of very low-dimensional embeddings to capture local structure in real-world networks.

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arXiv2020

Subspace Embeddings Under Nonlinear Transformations

We consider low-distortion embeddings for subspaces under \emph{entrywise nonlinear transformations}. In particular we seek embeddings that preserve the norm of all vectors in a space $S = \{y: y = f(x)\text{ for }x \in Z\}$, where $Z$ is a $k$-dimensional subspace of $\mathbb{R}^n$ and $f(x)$ is a nonlinear activation function applied entrywise to $x$. When $f$ is the identity, and so $S$ is just a $k$-dimensional subspace, it is known that, with high probability, a random embedding into $O(k/ε^2)$ dimensions preserves the norm of all $y \in S$ up to $(1\pm ε)$ relative error. Such embeddings are known as \emph{subspace embeddings}, and have found widespread use in compressed sensing and approximation algorithms. We give the first low-distortion embeddings for a wide class of nonlinear functions $f$. In particular, we give additive $ε$ error embeddings into $O(\frac{k\log (n/ε)}{ε^2})$ dimensions for a class of nonlinearities that includes the popular Sigmoid SoftPlus, and Gaussian functions. We strengthen this result to give relative error embeddings under some further restrictions, which are satisfied e.g., by the Tanh, SoftSign, Exponential Linear Unit, and many other `soft' step functions and rectifying units. Understanding embeddings for subspaces under nonlinear transformations is a key step towards extending random sketching and compressing sensing techniques for linear problems to nonlinear ones. We discuss example applications of our results to improved bounds for compressed sensing via generative neural networks.

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arXiv2020

Spiking Neural Networks Through the Lens of Streaming Algorithms

We initiate the study of biological neural networks from the perspective of streaming algorithms. Like computers, human brains suffer from memory limitations which pose a significant obstacle when processing large scale and dynamically changing data. In computer science, these challenges are captured by the well-known streaming model, which can be traced back to Munro and Paterson `78 and has had significant impact in theory and beyond. In the classical streaming setting, one must compute some function $f$ of a stream of updates $\mathcal{S} = \{u_1,\ldots,u_m\}$, given restricted single-pass access to the stream. The primary complexity measure is the space used by the algorithm. We take the first steps towards understanding the connection between streaming and neural algorithms. On the upper bound side, we design neural algorithms based on known streaming algorithms for fundamental tasks, including distinct elements, approximate median, heavy hitters, and more. The number of neurons in our neural solutions almost matches the space bounds of the corresponding streaming algorithms. As a general algorithmic primitive, we show how to implement the important streaming technique of linear sketching efficient in spiking neural networks. On the lower bound side, we give a generic reduction, showing that any space-efficient spiking neural network can be simulated by a space-efficiently streaming algorithm. This reduction lets us translate streaming-space lower bounds into nearly matching neural-space lower bounds, establishing a close connection between these two models.

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arXiv2020

InfiniteWalk: Deep Network Embeddings as Laplacian Embeddings with a Nonlinearity

The skip-gram model for learning word embeddings (Mikolov et al. 2013) has been widely popular, and DeepWalk (Perozzi et al. 2014), among other methods, has extended the model to learning node representations from networks. Recent work of Qiu et al. (2018) provides a closed-form expression for the DeepWalk objective, obviating the need for sampling for small datasets and improving accuracy. In these methods, the "window size" T within which words or nodes are considered to co-occur is a key hyperparameter. We study the objective in the limit as T goes to infinity, which allows us to simplify the expression of Qiu et al. We prove that this limiting objective corresponds to factoring a simple transformation of the pseudoinverse of the graph Laplacian, linking DeepWalk to extensive prior work in spectral graph embeddings. Further, we show that by a applying a simple nonlinear entrywise transformation to this pseudoinverse, we recover a good approximation of the finite-T objective and embeddings that are competitive with those from DeepWalk and other skip-gram methods in multi-label classification. Surprisingly, we find that even simple binary thresholding of the Laplacian pseudoinverse is often competitive, suggesting that the core advancement of recent methods is a nonlinearity on top of the classical spectral embedding approach.

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arXiv2020

Efficient Intervention Design for Causal Discovery with Latents

We consider recovering a causal graph in presence of latent variables, where we seek to minimize the cost of interventions used in the recovery process. We consider two intervention cost models: (1) a linear cost model where the cost of an intervention on a subset of variables has a linear form, and (2) an identity cost model where the cost of an intervention is the same, regardless of what variables it is on, i.e., the goal is just to minimize the number of interventions. Under the linear cost model, we give an algorithm to identify the ancestral relations of the underlying causal graph, achieving within a $2$-factor of the optimal intervention cost. This approximation factor can be improved to $1+ε$ for any $ε> 0$ under some mild restrictions. Under the identity cost model, we bound the number of interventions needed to recover the entire causal graph, including the latent variables, using a parameterization of the causal graph through a special type of colliders. In particular, we introduce the notion of $p$-colliders, that are colliders between pair of nodes arising from a specific type of conditioning in the causal graph, and provide an upper bound on the number of interventions as a function of the maximum number of $p$-colliders between any two nodes in the causal graph.

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arXiv2020

Projection-Cost-Preserving Sketches: Proof Strategies and Constructions

In this note we illustrate how common matrix approximation methods, such as random projection and random sampling, yield projection-cost-preserving sketches, as introduced in [FSS13, CEM+15]. A projection-cost-preserving sketch is a matrix approximation which, for a given parameter $k$, approximately preserves the distance of the target matrix to all $k$-dimensional subspaces. Such sketches have applications to scalable algorithms for linear algebra, data science, and machine learning. Our goal is to simplify the presentation of proof techniques introduced in [CEM+15] and [CMM17] so that they can serve as a guide for future work. We also refer the reader to [CYD19], which gives a similar simplified exposition of the proof covered in Section 2.

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arXiv2020

Importance Sampling via Local Sensitivity

Given a loss function $F:\mathcal{X} \rightarrow \R^+$ that can be written as the sum of losses over a large set of inputs $a_1,\ldots, a_n$, it is often desirable to approximate $F$ by subsampling the input points. Strong theoretical guarantees require taking into account the importance of each point, measured by how much its individual loss contributes to $F(x)$. Maximizing this importance over all $x \in \mathcal{X}$ yields the \emph{sensitivity score} of $a_i$. Sampling with probabilities proportional to these scores gives strong guarantees, allowing one to approximately minimize of $F$ using just the subsampled points. Unfortunately, sensitivity sampling is difficult to apply since (1) it is unclear how to efficiently compute the sensitivity scores and (2) the sample size required is often impractically large. To overcome both obstacles we introduce \emph{local sensitivity}, which measures data point importance in a ball around some center $x_0$. We show that the local sensitivity can be efficiently estimated using the \emph{leverage scores} of a quadratic approximation to $F$ and that the sample size required to approximate $F$ around $x_0$ can be bounded. We propose employing local sensitivity sampling in an iterative optimization method and analyze its convergence when $F$ is smooth and convex.

math.OC↗

arXiv2019

Principal Component Projection Without Principal Component Analysis

We show how to efficiently project a vector onto the top principal components of a matrix, without explicitly computing these components. Specifically, we introduce an iterative algorithm that provably computes the projection using few calls to any black-box routine for ridge regression. By avoiding explicit principal component analysis (PCA), our algorithm is the first with no runtime dependence on the number of top principal components. We show that it can be used to give a fast iterative method for the popular principal component regression problem, giving the first major runtime improvement over the naive method of combining PCA with regression. To achieve our results, we first observe that ridge regression can be used to obtain a "smooth projection" onto the top principal components. We then sharpen this approximation to true projection using a low-degree polynomial approximation to the matrix step function. Step function approximation is a topic of long-term interest in scientific computing. We extend prior theory by constructing polynomials with simple iterative structure and rigorously analyzing their behavior under limited precision.

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arXiv2019

Low-Rank Toeplitz Matrix Estimation via Random Ultra-Sparse Rulers

We study how to estimate a nearly low-rank Toeplitz covariance matrix $T$ from compressed measurements. Recent work of Qiao and Pal addresses this problem by combining sparse rulers (sparse linear arrays) with frequency finding (sparse Fourier transform) algorithms applied to the Vandermonde decomposition of $T$. Analytical bounds on the sample complexity are shown, under the assumption of sufficiently large gaps between the frequencies in this decomposition. In this work, we introduce random ultra-sparse rulers and propose an improved approach based on these objects. Our random rulers effectively apply a random permutation to the frequencies in $T$'s Vandermonde decomposition, letting us avoid frequency gap assumptions and leading to improved sample complexity bounds. In the special case when $T$ is circulant, we theoretically analyze the performance of our method when combined with sparse Fourier transform algorithms based on random hashing. We also show experimentally that our ultra-sparse rulers give significantly more robust and sample efficient estimation then baseline methods.

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arXiv2019

Sample Efficient Toeplitz Covariance Estimation

We study the sample complexity of estimating the covariance matrix $T$ of a distribution $\mathcal{D}$ over $d$-dimensional vectors, under the assumption that $T$ is Toeplitz. This assumption arises in many signal processing problems, where the covariance between any two measurements only depends on the time or distance between those measurements. We are interested in estimation strategies that may choose to view only a subset of entries in each vector sample $x \sim \mathcal{D}$, which often equates to reducing hardware and communication requirements in applications ranging from wireless signal processing to advanced imaging. Our goal is to minimize both 1) the number of vector samples drawn from $\mathcal{D}$ and 2) the number of entries accessed in each sample. We provide some of the first non-asymptotic bounds on these sample complexity measures that exploit $T$'s Toeplitz structure, and by doing so, significantly improve on results for generic covariance matrices. Our bounds follow from a novel analysis of classical and widely used estimation algorithms (along with some new variants), including methods based on selecting entries from each vector sample according to a so-called sparse ruler. In many cases, we pair our upper bounds with matching or nearly matching lower bounds. In addition to results that hold for any Toeplitz $T$, we further study the important setting when $T$ is close to low-rank, which is often the case in practice. We show that methods based on sparse rulers perform even better in this setting, with sample complexity scaling sublinearly in $d$. Motivated by this finding, we develop a new covariance estimation strategy that further improves on all existing methods in the low-rank case: when $T$ is rank-$k$ or nearly rank-$k$, it achieves sample complexity depending polynomially on $k$ and only logarithmically on $d$.

eess.SP↗

arXiv2019

Toward a Characterization of Loss Functions for Distribution Learning

In this work we study loss functions for learning and evaluating probability distributions over large discrete domains. Unlike classification or regression where a wide variety of loss functions are used, in the distribution learning and density estimation literature, very few losses outside the dominant $log\ loss$ are applied. We aim to understand this fact, taking an axiomatic approach to the design of loss functions for learning distributions. We start by proposing a set of desirable criteria that any good loss function should satisfy. Intuitively, these criteria require that the loss function faithfully evaluates a candidate distribution, both in expectation and when estimated on a few samples. Interestingly, we observe that \emph{no loss function} possesses all of these criteria. However, one can circumvent this issue by introducing a natural restriction on the set of candidate distributions. Specifically, we require that candidates are $calibrated$ with respect to the target distribution, i.e., they may contain less information than the target but otherwise do not significantly distort the truth. We show that, after restricting to this set of distributions, the log loss, along with a large variety of other losses satisfy the desired criteria. These results pave the way for future investigations of distribution learning that look beyond the log loss, choosing a loss function based on application or domain need.

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arXiv2019

Learning to Prune: Speeding up Repeated Computations

It is common to encounter situations where one must solve a sequence of similar computational problems. Running a standard algorithm with worst-case runtime guarantees on each instance will fail to take advantage of valuable structure shared across the problem instances. For example, when a commuter drives from work to home, there are typically only a handful of routes that will ever be the shortest path. A naive algorithm that does not exploit this common structure may spend most of its time checking roads that will never be in the shortest path. More generally, we can often ignore large swaths of the search space that will likely never contain an optimal solution. We present an algorithm that learns to maximally prune the search space on repeated computations, thereby reducing runtime while provably outputting the correct solution each period with high probability. Our algorithm employs a simple explore-exploit technique resembling those used in online algorithms, though our setting is quite different. We prove that, with respect to our model of pruning search spaces, our approach is optimal up to constant factors. Finally, we illustrate the applicability of our model and algorithm to three classic problems: shortest-path routing, string search, and linear programming. We present experiments confirming that our simple algorithm is effective at significantly reducing the runtime of solving repeated computations.

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