arXiv subjects

Hoi-To Wai

Publications and source records attributed to Hoi-To Wai.

79 records · Page 5Linked to original sources

arXiv2017

Curvature-aided Incremental Aggregated Gradient Method

We propose a new algorithm for finite sum optimization which we call the curvature-aided incremental aggregated gradient (CIAG) method. Motivated by the problem of training a classifier for a d-dimensional problem, where the number of training data is $m$ and $m \gg d \gg 1$, the CIAG method seeks to accelerate incremental aggregated gradient (IAG) methods using aids from the curvature (or Hessian) information, while avoiding the evaluation of matrix inverses required by the incremental Newton (IN) method. Specifically, our idea is to exploit the incrementally aggregated Hessian matrix to trace the full gradient vector at every incremental step, therefore achieving an improved linear convergence rate over the state-of-the-art IAG methods. For strongly convex problems, the fast linear convergence rate requires the objective function to be close to quadratic, or the initial point to be close to optimal solution. Importantly, we show that running one iteration of the CIAG method yields the same improvement to the optimality gap as running one iteration of the full gradient method, while the complexity is $O(d^2)$ for CIAG and $O(md)$ for the full gradient. Overall, the CIAG method strikes a balance between the high computation complexity incremental Newton-type methods and the slow IAG method. Our numerical results support the theoretical findings and show that the CIAG method often converges with much fewer iterations than IAG, and requires much shorter running time than IN when the problem dimension is high.

stat.ML↗

arXiv2016

RIDS: Robust Identification of Sparse Gene Regulatory Networks from Perturbation Experiments

Reconstructing the causal network in a complex dynamical system plays a crucial role in many applications, from sub-cellular biology to economic systems. Here we focus on inferring gene regulation networks (GRNs) from perturbation or gene deletion experiments. Despite their scientific merit, such perturbation experiments are not often used for such inference due to their costly experimental procedure, requiring significant resources to complete the measurement of every single experiment. To overcome this challenge, we develop the Robust IDentification of Sparse networks (RIDS) method that reconstructs the GRN from a small number of perturbation experiments. Our method uses the gene expression data observed in each experiment and translates that into a steady state condition of the system's nonlinear interaction dynamics. Applying a sparse optimization criterion, we are able to extract the parameters of the underlying weighted network, even from very few experiments. In fact, we demonstrate analytically that, under certain conditions, the GRN can be perfectly reconstructed using $K = Ω(d_{max})$ perturbation experiments, where $d_{max}$ is the maximum in-degree of the GRN, a small value for realistic sparse networks, indicating that RIDS can achieve high performance with a scalable number of experiments. We test our method on both synthetic and experimental data extracted from the DREAM5 network inference challenge. We show that the RIDS achieves superior performance compared to the state-of-the-art methods, while requiring as few as ~60% less experimental data. Moreover, as opposed to almost all competing methods, RIDS allows us to infer the directionality of the GRN links, allowing us to infer empirical GRNs, without relying on the commonly provided list of transcription factors.

q-bio.QM↗

arXiv2016

Active Sensing of Social Networks

This paper develops an active sensing method to estimate the relative weight (or trust) agents place on their neighbors' information in a social network. The model used for the regression is based on the steady state equation in the linear DeGroot model under the influence of stubborn agents, i.e., agents whose opinions are not influenced by their neighbors. This method can be viewed as a \emph{social RADAR}, where the stubborn agents excite the system and the latter can be estimated through the reverberation observed from the analysis of the agents' opinions. The social network sensing problem can be interpreted as a blind compressed sensing problem with a sparse measurement matrix. We prove that the network structure will be revealed when a sufficient number of stubborn agents independently influence a number of ordinary (non-stubborn) agents. We investigate the scenario with a deterministic or randomized DeGroot model and propose a consistent estimator of the steady states for the latter scenario. Simulation results on synthetic and real world networks support our findings.

cs.SI↗

arXiv2016

Optimal Pricing to Manage Electric Vehicles in Coupled Power and Transportation Networks

We study the system-level effects of the introduction of large populations of Electric Vehicles on the power and transportation networks. We assume that each EV owner solves a decision problem to pick a cost-minimizing charge and travel plan. This individual decision takes into account traffic congestion in the transportation network, affecting travel times, as well as as congestion in the power grid, resulting in spatial variations in electricity prices for battery charging. We show that this decision problem is equivalent to finding the shortest path on an "extended" transportation graph, with virtual arcs that represent charging options. Using this extended graph, we study the collective effects of a large number of EV owners individually solving this path planning problem. We propose a scheme in which independent power and transportation system operators can collaborate to manage each network towards a socially optimum operating point while keeping the operational data of each system private. We further study the optimal reserve capacity requirements for pricing in the absence of such collaboration. We showcase numerically that a lack of attention to interdependencies between the two infrastructures can have adverse operational effects.

eess.SY↗

arXiv2016

On the Online Frank-Wolfe Algorithms for Convex and Non-convex Optimizations

In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size rule, in contrast to the hybrid schemes commonly considered in the literature. Several new results are derived for convex and non-convex losses. With a strongly convex stochastic cost and when the optimal solution lies in the interior of the constraint set or the constraint set is a polytope, the regret bound and anytime optimality are shown to be ${\cal O}( \log^3 T / T )$ and ${\cal O}( \log^2 T / T)$, respectively, where $T$ is the number of rounds played. These results are based on an improved analysis on the stochastic Frank-Wolfe algorithms. Moreover, the online algorithms are shown to converge even when the loss is non-convex, i.e., the algorithms find a stationary point to the time-varying/stochastic loss at a rate of ${\cal O}(\sqrt{1/T})$. Numerical experiments on realistic data sets are presented to support our theoretical claims.

stat.ML↗

arXiv2015

The Social System Identification Problem

The focus of this paper is modeling what we call a Social Radar, i.e. a method to estimate the relative influence between social agents, by sampling their opinions and as they evolve, after injecting in the network stubborn agents. The stubborn agents opinion is not influenced by the peers they seek to sway, and their opinion bias is the known input to the social network system. The novelty is in the model presented to probe a social network and the solution of the associated regression problem. The model allows to map the observed opinion onto system equations that can be used to infer the social graph and the amount of trust that characterizes the links.

cs.SI↗

arXiv2012

A Decentralized Method for Joint Admission Control and Beamforming in Coordinated Multicell Downlink

In cellular networks, admission control and beamforming optimization are intertwined problems. While beamforming optimization aims at satisfying users' quality-of-service (QoS) requirements or improving the QoS levels, admission control looks at how a subset of users should be selected so that the beamforming optimization problem can yield a reasonable solution in terms of the QoS levels provided. However, in order to simplify the design, the two problems are usually seen as separate problems. This paper considers joint admission control and beamforming (JACoB) under a coordinated multicell MISO downlink scenario. We formulate JACoB as a user number maximization problem, where selected users are guaranteed to receive the QoS levels they requested. The formulated problem is combinatorial and hard, and we derive a convex approximation to the problem. A merit of our convex approximation formulation is that it can be easily decomposed for per-base-station decentralized optimization, namely, via block coordinate decent. The efficacy of the proposed decentralized method is demonstrated by simulation results.

cs.IT↗