arXiv subjects

Francesco Quinzan

Publications and source records attributed to Francesco Quinzan.

26 records · Page 2Linked to original sources

arXiv2023

DRCFS: Doubly Robust Causal Feature Selection

Knowing the features of a complex system that are highly relevant to a particular target variable is of fundamental interest in many areas of science. Existing approaches are often limited to linear settings, sometimes lack guarantees, and in most cases, do not scale to the problem at hand, in particular to images. We propose DRCFS, a doubly robust feature selection method for identifying the causal features even in nonlinear and high dimensional settings. We provide theoretical guarantees, illustrate necessary conditions for our assumptions, and perform extensive experiments across a wide range of simulated and semi-synthetic datasets. DRCFS significantly outperforms existing state-of-the-art methods, selecting robust features even in challenging highly non-linear and high-dimensional problems.

cs.LG↗

arXiv2023

Optimal Transport for Correctional Learning

The contribution of this paper is a generalized formulation of correctional learning using optimal transport, which is about how to optimally transport one mass distribution to another. Correctional learning is a framework developed to enhance the accuracy of parameter estimation processes by means of a teacher-student approach. In this framework, an expert agent, referred to as the teacher, modifies the data used by a learning agent, known as the student, to improve its estimation process. The objective of the teacher is to alter the data such that the student's estimation error is minimized, subject to a fixed intervention budget. Compared to existing formulations of correctional learning, our novel optimal transport approach provides several benefits. It allows for the estimation of more complex characteristics as well as the consideration of multiple intervention policies for the teacher. We evaluate our approach on two theoretical examples, and on a human-robot interaction application in which the teacher's role is to improve the robots performance in an inverse reinforcement learning setting.

cs.LG↗

arXiv2023

Fast Feature Selection with Fairness Constraints

We study the fundamental problem of selecting optimal features for model construction. This problem is computationally challenging on large datasets, even with the use of greedy algorithm variants. To address this challenge, we extend the adaptive query model, recently proposed for the greedy forward selection for submodular functions, to the faster paradigm of Orthogonal Matching Pursuit for non-submodular functions. The proposed algorithm achieves exponentially fast parallel run time in the adaptive query model, scaling much better than prior work. Furthermore, our extension allows the use of downward-closed constraints, which can be used to encode certain fairness criteria into the feature selection process. We prove strong approximation guarantees for the algorithm based on standard assumptions. These guarantees are applicable to many parametric models, including Generalized Linear Models. Finally, we demonstrate empirically that the proposed algorithm competes favorably with state-of-the-art techniques for feature selection, on real-world and synthetic datasets.

cs.LG↗

arXiv2021

Adaptive Sampling for Fast Constrained Maximization of Submodular Function

Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying application. In this paper, we develop an algorithm with poly-logarithmic adaptivity for non-monotone submodular maximization under general side constraints. The adaptive complexity of a problem is the minimal number of sequential rounds required to achieve the objective. Our algorithm is suitable to maximize a non-monotone submodular function under a $p$-system side constraint, and it achieves a $(p + O(\sqrt{p}))$-approximation for this problem, after only poly-logarithmic adaptive rounds and polynomial queries to the valuation oracle function. Furthermore, our algorithm achieves a $(p + O(1))$-approximation when the given side constraint is a $p$-extendible system. This algorithm yields an exponential speed-up, with respect to the adaptivity, over any other known constant-factor approximation algorithm for this problem. It also competes with previous known results in terms of the query complexity. We perform various experiments on various real-world applications. We find that, in comparison with commonly used heuristics, our algorithm performs better on these instances.

cs.DS↗

arXiv2020

Non-Monotone Submodular Maximization with Multiple Knapsacks in Static and Dynamic Settings

We study the problem of maximizing a non-monotone submodular function under multiple knapsack constraints. We propose a simple discrete greedy algorithm to approach this problem, and prove that it yields strong approximation guarantees for functions with bounded curvature. In contrast to other heuristics, this requires no problem relaxation to continuous domains and it maintains a constant-factor approximation guarantee in the problem size. In the case of a single knapsack, our analysis suggests that the standard greedy can be used in non-monotone settings. Additionally, we study this problem in a dynamic setting, by which knapsacks change during the optimization process. We modify our greedy algorithm to avoid a complete restart at each constraint update. This modification retains the approximation guarantees of the static case. We evaluate our results experimentally on a video summarization and sensor placement task. We show that our proposed algorithm competes with the state-of-the-art in static settings. Furthermore, we show that in dynamic settings with tight computational time budget, our modified greedy yields significant improvements over starting the greedy from scratch, in terms of the solution quality achieved.

cs.LG↗

arXiv2019

Greedy Maximization of Functions with Bounded Curvature under Partition Matroid Constraints

We investigate the performance of a deterministic GREEDY algorithm for the problem of maximizing functions under a partition matroid constraint. We consider non-monotone submodular functions and monotone subadditive functions. Even though constrained maximization problems of monotone submodular functions have been extensively studied, little is known about greedy maximization of non-monotone submodular functions or monotone subadditive functions. We give approximation guarantees for GREEDY on these problems, in terms of the curvature. We find that this simple heuristic yields a strong approximation guarantee on a broad class of functions. We discuss the applicability of our results to three real-world problems: Maximizing the determinant function of a positive semidefinite matrix, and related problems such as the maximum entropy sampling problem, the constrained maximum cut problem on directed graphs, and combinatorial auction games. We conclude that GREEDY is well-suited to approach these problems. Overall, we present evidence to support the idea that, when dealing with constrained maximization problems with bounded curvature, one needs not search for approximate) monotonicity to get good approximate solutions.

cs.DM↗

arXiv2018

Approximating Optimization Problems using EAs on Scale-Free Networks

It has been observed that many complex real-world networks have certain properties, such as a high clustering coefficient, a low diameter, and a power-law degree distribution. A network with a power-law degree distribution is known as scale-free network. In order to study these networks, various random graph models have been proposed, e.g. Preferential Attachment, Chung-Lu, or Hyperbolic. We look at the interplay between the power-law degree distribution and the run time of optimization techniques for well known combinatorial problems. We observe that on scale-free networks, simple evolutionary algorithms (EAs) quickly reach a constant-factor approximation ratio on common covering problems We prove that the single-objective (1+1)EA reaches a constant-factor approximation ratio on the Minimum Dominating Set problem, the Minimum Vertex Cover problem, the Minimum Connected Dominating Set problem, and the Maximum Independent Set problem in expected polynomial number of calls to the fitness function. Furthermore, we prove that the multi-objective GSEMO algorithm reaches a better approximation ratio than the (1+1)EA on those problems, within polynomial fitness evaluations.

cs.DS↗

arXiv2018

Evolutionary Algorithms and Submodular Functions: Benefits of Heavy-Tailed Mutations

A core feature of evolutionary algorithms is their mutation operator. Recently, much attention has been devoted to the study of mutation operators with dynamic and non-uniform mutation rates. Following up on this line of work, we propose a new mutation operator and analyze its performance on the (1+1) Evolutionary Algorithm (EA). Our analyses show that this mutation operator competes with pre-existing ones, when used by the (1+1) EA on classes of problems for which results on the other mutation operators are available. We show that the (1+1) EA using our mutation operator finds a (1/3)-approximation ratio on any non-negative submodular function in polynomial time. We also consider the problem of maximizing a symmetric submodular function under a single matroid constraint and show that the (1+1) EA using our operator finds a (1/3)-approximation within polynomial time. This performance matches that of combinatorial local search algorithms specifically designed to solve these problems and outperforms them with constant probability. Finally, we evaluate the performance of the (1+1)EA using our operator experimentally by considering two applications: (a) the maximum directed cut problem on real-world graphs of different origins, and with up to 6.6 million vertices and 56 million edges and (b) the symmetric mutual information problem using a four month period air pollution data set. In comparison with uniform mutation and a recently proposed dynamic scheme our operator comes out on top on these instances.

cs.DS↗