arXiv subjects

David Bindel

Publications and source records attributed to David Bindel.

At least 37 records · Page 2Linked to original sources

arXiv2021

Density of States Graph Kernels

A fundamental problem on graph-structured data is that of quantifying similarity between graphs. Graph kernels are an established technique for such tasks; in particular, those based on random walks and return probabilities have proven to be effective in wide-ranging applications, from bioinformatics to social networks to computer vision. However, random walk kernels generally suffer from slowness and tottering, an effect which causes walks to overemphasize local graph topology, undercutting the importance of global structure. To correct for these issues, we recast return probability graph kernels under the more general framework of density of states -- a framework which uses the lens of spectral analysis to uncover graph motifs and properties hidden within the interior of the spectrum -- and use our interpretation to construct scalable, composite density of states based graph kernels which balance local and global information, leading to higher classification accuracies on a host of benchmark datasets.

cs.LG↗

arXiv2020

Efficient Rollout Strategies for Bayesian Optimization

Bayesian optimization (BO) is a class of sample-efficient global optimization methods, where a probabilistic model conditioned on previous observations is used to determine future evaluations via the optimization of an acquisition function. Most acquisition functions are myopic, meaning that they only consider the impact of the next function evaluation. Non-myopic acquisition functions consider the impact of the next $h$ function evaluations and are typically computed through rollout, in which $h$ steps of BO are simulated. These rollout acquisition functions are defined as $h$-dimensional integrals, and are expensive to compute and optimize. We show that a combination of quasi-Monte Carlo, common random numbers, and control variates significantly reduce the computational burden of rollout. We then formulate a policy-search based approach that removes the need to optimize the rollout acquisition function. Finally, we discuss the qualitative behavior of rollout policies in the setting of multi-modal objectives and model error.

cs.LG↗

arXiv2020

On the Distribution of Minima in Intrinsic-Metric Rotation Averaging

Rotation Averaging is a non-convex optimization problem that determines orientations of a collection of cameras from their images of a 3D scene. The problem has been studied using a variety of distances and robustifiers. The intrinsic (or geodesic) distance on SO(3) is geometrically meaningful; but while some extrinsic distance-based solvers admit (conditional) guarantees of correctness, no comparable results have been found under the intrinsic metric. In this paper, we study the spatial distribution of local minima. First, we do a novel empirical study to demonstrate sharp transitions in qualitative behavior: as problems become noisier, they transition from a single (easy-to-find) dominant minimum to a cost surface filled with minima. In the second part of this paper we derive a theoretical bound for when this transition occurs. This is an extension of the results of [24], which used local convexity as a proxy to study the difficulty of problem. By recognizing the underlying quotient manifold geometry of the problem we achieve an n-fold improvement over prior work. Incidentally, our analysis also extends the prior $l_2$ work to general $l_p$ costs. Our results suggest using algebraic connectivity as an indicator of problem difficulty.

cs.CV↗

arXiv2019

pySOT and POAP: An event-driven asynchronous framework for surrogate optimization

This paper describes Plumbing for Optimization with Asynchronous Parallelism (POAP) and the Python Surrogate Optimization Toolbox (pySOT). POAP is an event-driven framework for building and combining asynchronous optimization strategies, designed for global optimization of expensive functions where concurrent function evaluations are useful. POAP consists of three components: a worker pool capable of function evaluations, strategies to propose evaluations or other actions, and a controller that mediates the interaction between the workers and strategies. pySOT is a collection of synchronous and asynchronous surrogate optimization strategies, implemented in the POAP framework. We support the stochastic RBF method by Regis and Shoemaker along with various extensions of this method, and a general surrogate optimization strategy that covers most Bayesian optimization methods. We have implemented many different surrogate models, experimental designs, acquisition functions, and a large set of test problems. We make an extensive comparison between synchronous and asynchronous parallelism and find that the advantage of asynchronous computation increases as the variance of the evaluation time or number of processors increases. We observe a close to linear speed-up with 4, 8, and 16 processors in both the synchronous and asynchronous setting.

math.OC↗

arXiv2019

Network Density of States

Spectral analysis connects graph structure to the eigenvalues and eigenvectors of associated matrices. Much of spectral graph theory descends directly from spectral geometry, the study of differentiable manifolds through the spectra of associated differential operators. But the translation from spectral geometry to spectral graph theory has largely focused on results involving only a few extreme eigenvalues and their associated eigenvalues. Unlike in geometry, the study of graphs through the overall distribution of eigenvalues - the spectral density - is largely limited to simple random graph models. The interior of the spectrum of real-world graphs remains largely unexplored, difficult to compute and to interpret. In this paper, we delve into the heart of spectral densities of real-world graphs. We borrow tools developed in condensed matter physics, and add novel adaptations to handle the spectral signatures of common graph motifs. The resulting methods are highly efficient, as we illustrate by computing spectral densities for graphs with over a billion edges on a single compute node. Beyond providing visually compelling fingerprints of graphs, we show how the estimation of spectral densities facilitates the computation of many common centrality measures, and use spectral densities to estimate meaningful information about graph structure that cannot be inferred from the extremal eigenpairs alone.

cs.SI↗

arXiv2019

Krylov Subspace Approximation for Local Community Detection in Large Networks

Community detection is an important information mining task to uncover modular structures in large networks. For increasingly common large network data sets, global community detection is prohibitively expensive, and attention has shifted to methods that mine local communities, i.e. identifying all latent members of a particular community from a few labeled seed members. To address such semi-supervised mining task, we systematically develop a local spectral subspace-based community detection method, called LOSP. We define a family of local spectral subspaces based on Krylov subspaces, and seek a sparse indicator for the target community via an $\ell_1$ norm minimization over the Krylov subspace. Variants of LOSP depend on type of random walks with different diffusion speeds, type of random walks, dimension of the local spectral subspace and step of diffusions. The effectiveness of the proposed LOSP approach is theoretically analyzed based on Rayleigh quotients, and it is experimentally verified on a wide variety of real-world networks across social, production and biological domains, as well as on an extensive set of synthetic LFR benchmark datasets.

cs.SI↗

arXiv2019

A subspace pursuit method to infer refractivity in the marine atmospheric boundary layer

Inferring electromagnetic propagation characteristics within the marine atmospheric boundary layer (MABL) from data in real time is crucial for modern maritime navigation and communications. The propagation of electromagnetic waves is well modeled by a partial differential equation (PDE): a Helmholtz equation. A natural way to solve the MABL characterization inverse problem is to minimize what is observed and what is predicted by the PDE. However, this optimization is difficult because it has many local minima. We propose an alternative solution that relies on the properties of the PDE but does not involve solving the full forward model. Ducted environments result in an EM field which can be decomposed into a few propagating, trapped modes. These modes are a subset of the solutions to a Sturm-Liouville eigenvalue problem. We design a new objective function that measures the distance from the observations to a subspace spanned by these eigenvectors. The resulting optimization problem is much easier than the one that arises in the standard approach, and we show how to solve the associated nonlinear eigenvalue problem efficiently, leading to a real-time method.

physics.ao-ph↗

arXiv2018

Scaling Gaussian Process Regression with Derivatives

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$ dimensions requires linear solves and log determinants with an ${n(d+1) \times n(d+1)}$ positive definite matrix -- leading to prohibitive $\mathcal{O}(n^3d^3)$ computations for standard direct methods. We propose iterative solvers using fast $\mathcal{O}(nd)$ matrix-vector multiplications (MVMs), together with pivoted Cholesky preconditioning that cuts the iterations to convergence by several orders of magnitude, allowing for fast kernel learning and prediction. Our approaches, together with dimensionality reduction, enables Bayesian optimization with derivatives to scale to high-dimensional problems and large evaluation budgets.

cs.LG↗

arXiv2017

Prior-aware Dual Decomposition: Document-specific Topic Inference for Spectral Topic Models

Spectral topic modeling algorithms operate on matrices/tensors of word co-occurrence statistics to learn topic-specific word distributions. This approach removes the dependence on the original documents and produces substantial gains in efficiency and provable topic inference, but at a cost: the model can no longer provide information about the topic composition of individual documents. Recently Thresholded Linear Inverse (TLI) is proposed to map the observed words of each document back to its topic composition. However, its linear characteristics limit the inference quality without considering the important prior information over topics. In this paper, we evaluate Simple Probabilistic Inverse (SPI) method and novel Prior-aware Dual Decomposition (PADD) that is capable of learning document-specific topic compositions in parallel. Experiments show that PADD successfully leverages topic correlations as a prior, notably outperforming TLI and learning quality topic compositions comparable to Gibbs sampling on various data.

cs.CL↗

arXiv2017

Scalable Log Determinants for Gaussian Process Kernel Learning

For applications as varied as Bayesian neural networks, determinantal point processes, elliptical graphical models, and kernel learning for Gaussian processes (GPs), one must compute a log determinant of an $n \times n$ positive definite matrix, and its derivatives - leading to prohibitive $\mathcal{O}(n^3)$ computations. We propose novel $\mathcal{O}(n)$ approaches to estimating these quantities from only fast matrix vector multiplications (MVMs). These stochastic approximations are based on Chebyshev, Lanczos, and surrogate models, and converge quickly even for kernel matrices that have challenging spectra. We leverage these approximations to develop a scalable Gaussian process approach to kernel learning. We find that Lanczos is generally superior to Chebyshev for kernel learning, and that a surrogate approach can be highly efficient and accurate with popular kernels.

stat.ML↗

arXiv2016

Pseudospectral bounds on transient growth for higher order and constant delay differential equations

Asymptotic dynamics of ordinary differential equations (ODEs) are commonly understood by looking at eigenvalues of a matrix, and transient dynamics can be bounded above and below by considering the corresponding pseudospectra. While asymptotics for other classes of differential equations have been studied using eigenvalues of a (nonlinear) matrix-valued function, there are no analogous pseudospectral bounds on transient growth. In this paper, we propose extensions of the pseudospectral results for ODEs first to higher order ODEs and then to delay differential equations (DDEs) with constant delay. Results are illustrated with a discretized partial delay differential equation and a model of a semiconductor laser with phase-conjugate feedback.

math.NA↗

arXiv2016

Robust Spectral Inference for Joint Stochastic Matrix Factorization

Spectral inference provides fast algorithms and provable optimality for latent topic analysis. But for real data these algorithms require additional ad-hoc heuristics, and even then often produce unusable results. We explain this poor performance by casting the problem of topic inference in the framework of Joint Stochastic Matrix Factorization (JSMF) and showing that previous methods violate the theoretical conditions necessary for a good solution to exist. We then propose a novel rectification method that learns high quality topics and their interactions even on small, noisy data. This method achieves results comparable to probabilistic techniques in several domains while maintaining scalability and provable optimality.

cs.LG↗

arXiv2016

FLiER: Practical Topology Update Detection Using Sparse PMUs

In this paper, we present a Fingerprint Linear Estimation Routine (FLiER) to identify topology changes in power networks using readings from sparsely-deployed phasor measurement units (PMUs). When a power line, load, or generator trips in a network, or when a substation is reconfigured, the event leaves a unique "voltage fingerprint" of bus voltage changes that we can identify using only the portion of the network directly observed by the PMUs. The naive brute-force approach to identify a failed line from such voltage fingerprints, though simple and accurate, is slow. We derive an approximate algorithm based on a local linearization and a novel filtering approach that is faster and only slightly less accurate. We present experimental results using the IEEE 57-bus, IEEE 118-bus, and Polish 1999-2000 winter peak networks.

eess.SY↗

arXiv2015

Detecting Overlapping Communities from Local Spectral Subspaces

Based on the definition of local spectral subspace, we propose a novel approach called LOSP for local overlapping community detection. Instead of using the invariant subspace spanned by the dominant eigenvectors of the entire network, we run the power method for a few steps to approximate the leading eigenvectors that depict the embedding of the local neighborhood structure around seeds of interest. We then seek a sparse approximate indicator vector in the local spectral subspace spanned by these vectors such that the seeds are in its support. We evaluate LOSP on five large real world networks across various domains with labeled ground-truth communities and compare the results with the state-of-the-art community detection approaches. LOSP identifies the members of a target community with high accuracy from very few seed members, and outperforms the local Heat Kernel or PageRank diffusions as well as the global baselines. Two candidate definitions of the local spectral subspace are analyzed, and different community scoring functions for determining the community boundary, including two new metrics, are thoroughly evaluated. The structural properties of different seed sets and the impact of the seed set size are discussed. We observe low degree seeds behave better, and LOSP is robust even when started from a single random seed. Using LOSP as a subroutine and starting from each ego connected component, we try the harder yet significant task of identifying all communities a single vertex is in. Experiments show that the proposed method achieves high F1 measures on the detected multiple local overlapping communities containing the seed vertex.

cs.SI↗

arXiv2015

Overlapping Community Detection via Local Spectral Clustering

Large graphs arise in a number of contexts and understanding their structure and extracting information from them is an important research area. Early algorithms on mining communities have focused on the global structure, and often run in time functional to the size of the entire graph. Nowadays, as we often explore networks with billions of vertices and find communities of size hundreds, it is crucial to shift our attention from macroscopic structure to microscopic structure in large networks. A growing body of work has been adopting local expansion methods in order to identify the community members from a few exemplary seed members. In this paper, we propose a novel approach for finding overlapping communities called LEMON (Local Expansion via Minimum One Norm). The algorithm finds the community by seeking a sparse vector in the span of the local spectra such that the seeds are in its support. We show that LEMON can achieve the highest detection accuracy among state-of-the-art proposals. The running time depends on the size of the community rather than that of the entire graph. The algorithm is easy to implement, and is highly parallelizable. We further provide theoretical analysis on the local spectral properties, bounding the measure of tightness of extracted community in terms of the eigenvalues of graph Laplacian. Moreover, given that networks are not all similar in nature, a comprehensive analysis on how the local expansion approach is suited for uncovering communities in different networks is still lacking. We thoroughly evaluate our approach using both synthetic and real-world datasets across different domains, and analyze the empirical variations when applying our method to inherently different networks in practice. In addition, the heuristics on how the seed set quality and quantity would affect the performance are provided.

cs.SI↗

arXiv2015

Uncovering the Small Community Structure in Large Networks: A Local Spectral Approach

Large graphs arise in a number of contexts and understanding their structure and extracting information from them is an important research area. Early algorithms on mining communities have focused on the global structure, and often run in time functional to the size of the entire graph. Nowadays, as we often explore networks with billions of vertices and find communities of size hundreds, it is crucial to shift our attention from macroscopic structure to microscopic structure when dealing with large networks. A growing body of work has been adopting local expansion methods in order to identify the community from a few exemplary seed members. In this paper, we propose a novel approach for finding overlapping communities called LEMON (Local Expansion via Minimum One Norm). Different from PageRank-like diffusion methods, LEMON finds the community by seeking a sparse vector in the span of the local spectra such that the seeds are in its support. We show that LEMON can achieve the highest detection accuracy among state-of-the-art proposals. The running time depends on the size of the community rather than that of the entire graph. The algorithm is easy to implement, and is highly parallelizable. Moreover, given that networks are not all similar in nature, a comprehensive analysis on how the local expansion approach is suited for uncovering communities in different networks is still lacking. We thoroughly evaluate our approach using both synthetic and real-world datasets across different domains, and analyze the empirical variations when applying our method to inherently different networks in practice. In addition, the heuristics on how the quality and quantity of the seed set would affect the performance are provided.

cs.SI↗

arXiv2013

Localization theorems for nonlinear eigenvalue problems

Let $T : Ω\rightarrow \bbC^{n \times n}$ be a matrix-valued function that is analytic on some simply-connected domain $Ω\subset \bbC$. A point $λ\in Ω$ is an eigenvalue if the matrix $T(λ)$ is singular. In this paper, we describe new localization results for nonlinear eigenvalue problems that generalize Gershgorin's theorem, pseudospectral inclusion theorems, and the Bauer-Fike theorem. We use our results to analyze three nonlinear eigenvalue problems: an example from delay differential equations, a problem due to Hadeler, and a quantum resonance computation.

math.NA↗

arXiv2012

How Bad is Forming Your Own Opinion?

The question of how people form their opinion has fascinated economists and sociologists for quite some time. In many of the models, a group of people in a social network, each holding a numerical opinion, arrive at a shared opinion through repeated averaging with their neighbors in the network. Motivated by the observation that consensus is rarely reached in real opinion dynamics, we study a related sociological model in which individuals' intrinsic beliefs counterbalance the averaging process and yield a diversity of opinions. By interpreting the repeated averaging as best-response dynamics in an underlying game with natural payoffs, and the limit of the process as an equilibrium, we are able to study the cost of disagreement in these models relative to a social optimum. We provide a tight bound on the cost at equilibrium relative to the optimum; our analysis draws a connection between these agreement models and extremal problems that lead to generalized eigenvalues. We also consider a natural network design problem in this setting: which links can we add to the underlying network to reduce the cost of disagreement at equilibrium?

cs.GT↗