arXiv subjects

Jinwoo Shin

Publications and source records attributed to Jinwoo Shin.

234 records · Page 13Linked to original sources

arXiv2015

Minimum Weight Perfect Matching via Blossom Belief Propagation

Max-product Belief Propagation (BP) is a popular message-passing algorithm for computing a Maximum-A-Posteriori (MAP) assignment over a distribution represented by a Graphical Model (GM). It has been shown that BP can solve a number of combinatorial optimization problems including minimum weight matching, shortest path, network flow and vertex cover under the following common assumption: the respective Linear Programming (LP) relaxation is tight, i.e., no integrality gap is present. However, when LP shows an integrality gap, no model has been known which can be solved systematically via sequential applications of BP. In this paper, we develop the first such algorithm, coined Blossom-BP, for solving the minimum weight matching problem over arbitrary graphs. Each step of the sequential algorithm requires applying BP over a modified graph constructed by contractions and expansions of blossoms, i.e., odd sets of vertices. Our scheme guarantees termination in O(n^2) of BP runs, where n is the number of vertices in the original graph. In essence, the Blossom-BP offers a distributed version of the celebrated Edmonds' Blossom algorithm by jumping at once over many sub-steps with a single BP. Moreover, our result provides an interpretation of the Edmonds' algorithm as a sequence of LPs.

cs.DS↗

arXiv2015

Scalable Iterative Algorithm for Robust Subspace Clustering

Subspace clustering (SC) is a popular method for dimensionality reduction of high-dimensional data, where it generalizes Principal Component Analysis (PCA). Recently, several methods have been proposed to enhance the robustness of PCA and SC, while most of them are computationally very expensive, in particular, for high dimensional large-scale data. In this paper, we develop much faster iterative algorithms for SC, incorporating robustness using a {\em non-squared} $\ell_2$-norm objective. The known implementations for optimizing the objective would be costly due to the alternative optimization of two separate objectives: optimal cluster-membership assignment and robust subspace selection, while the substitution of one process to a faster surrogate can cause failure in convergence. To address the issue, we use a simplified procedure requiring efficient matrix-vector multiplications for subspace update instead of solving an expensive eigenvector problem at each iteration, in addition to release nested robust PCA loops. We prove that the proposed algorithm monotonically converges to a local minimum with approximation guarantees, e.g., it achieves 2-approximation for the robust PCA objective. In our experiments, the proposed algorithm is shown to converge at an order of magnitude faster than known algorithms optimizing the same objective, and have outperforms prior subspace clustering methods in accuracy and running time for MNIST dataset.

cs.DS↗

arXiv2015

Large-scale Log-determinant Computation through Stochastic Chebyshev Expansions

Logarithms of determinants of large positive definite matrices appear ubiquitously in machine learning applications including Gaussian graphical and Gaussian process models, partition functions of discrete graphical models, minimum-volume ellipsoids, metric learning and kernel learning. Log-determinant computation involves the Cholesky decomposition at the cost cubic in the number of variables, i.e., the matrix dimension, which makes it prohibitive for large-scale applications. We propose a linear-time randomized algorithm to approximate log-determinants for very large-scale positive definite and general non-singular matrices using a stochastic trace approximation, called the Hutchinson method, coupled with Chebyshev polynomial expansions that both rely on efficient matrix-vector multiplications. We establish rigorous additive and multiplicative approximation error bounds depending on the condition number of the input matrix. In our experiments, the proposed algorithm can provide very high accuracy solutions at orders of magnitude faster time than the Cholesky decomposition and Schur completion, and enables us to compute log-determinants of matrices involving tens of millions of variables.

cs.DS↗

arXiv2015

CSMA using the Bethe Approximation: Scheduling and Utility Maximization

CSMA (Carrier Sense Multiple Access), which resolves contentions over wireless networks in a fully distributed fashion, has recently gained a lot of attentions since it has been proved that appropriate control of CSMA parameters guarantees optimality in terms of stability (i.e., scheduling) and system- wide utility (i.e., scheduling and congestion control). Most CSMA-based algorithms rely on the popular MCMC (Markov Chain Monte Carlo) technique, which enables one to find optimal CSMA parameters through iterative loops of `simulation-and-update'. However, such a simulation-based approach often becomes a major cause of exponentially slow convergence, being poorly adaptive to flow/topology changes. In this paper, we develop distributed iterative algorithms which produce approximate solutions with convergence in polynomial time for both stability and utility maximization problems. In particular, for the stability problem, the proposed distributed algorithm requires, somewhat surprisingly, only one iteration among links. Our approach is motivated by the Bethe approximation (introduced by Yedidia, Freeman and Weiss in 2005) allowing us to express approximate solutions via a certain non-linear system with polynomial size. Our polynomial convergence guarantee comes from directly solving the non-linear system in a distributed manner, rather than multiple simulation-and-update loops in existing algorithms. We provide numerical results to show that the algorithm produces highly accurate solutions and converges much faster than the prior ones.

cs.NI↗

arXiv2013

On the Delay Scaling Laws of Cache Networks

The Internet is becoming more and more content-oriented, where one of main components in content-oriented Internet architectures is network caching. Despite a surge of extensive use of network cashing in the current and future Internet architectures, analysis on the performance of general cache networks are still quite limited due to complex inter-plays among various components and thus analytical intractability. We study asymptotic delay performance of cache networks, in particular, focusing on the impact of heterogeneous content popularities and nodes' geometric `importances' in caching policies. Our theoretical findings provide useful engineering implications such as when and how various factors have impact on caching performance, and we provide extensive simulation results on the real Internet topology.

cs.NI↗

arXiv2013

CSMA over Time-varying Channels: Optimality, Uniqueness and Limited Backoff Rate

Recent studies on MAC scheduling have shown that carrier sense multiple access (CSMA) algo- rithms can be throughput optimal for arbitrary wireless network topology. However, these results are highly sensitive to the underlying assumption on 'static' or 'fixed' system conditions. For example, if channel conditions are time-varying, it is unclear how each node can adjust its CSMA parameters, so-called backoff and channel holding times, using its local channel information for the desired high performance. In this paper, we study 'channel-aware' CSMA (A-CSMA) algorithms in time-varying channels, where they adjust their parameters as some function of the current channel capacity. First, we show that the achievable rate region of A-CSMA equals to the maximum rate region if and only if the function is exponential. Furthermore, given an exponential function in A-CSMA, we design updating rules for their parameters, which achieve throughput optimality for an arbitrary wireless network topology. They are the first CSMA algorithms in the literature which are proved to be throughput optimal under time-varying channels. Moreover, we also consider the case when back-off rates of A- CSMA are highly restricted compared to the speed of channel variations, and characterize the throughput performance of A-CSMA in terms of the underlying wireless network topology. Our results not only guide a high-performance design on MAC scheduling under highly time-varying scenarios, but also provide new insights on the performance of CSMA algorithms in relation to their backoff rates and the network topology.

cs.NI↗

arXiv2013

Loop Calculus and Bootstrap-Belief Propagation for Perfect Matchings on Arbitrary Graphs

This manuscript discusses computation of the Partition Function (PF) and the Minimum Weight Perfect Matching (MWPM) on arbitrary, non-bipartite graphs. We present two novel problem formulations - one for computing the PF of a Perfect Matching (PM) and one for finding MWPMs - that build upon the inter-related Bethe Free Energy, Belief Propagation (BP), Loop Calculus (LC), Integer Linear Programming (ILP) and Linear Programming (LP) frameworks. First, we describe an extension of the LC framework to the PM problem. The resulting formulas, coined (fractional) Bootstrap-BP, express the PF of the original model via the BFE of an alternative PM problem. We then study the zero-temperature version of this Bootstrap-BP formula for approximately solving the MWPM problem. We do so by leveraging the Bootstrap-BP formula to construct a sequence of MWPM problems, where each new problem in the sequence is formed by contracting odd-sized cycles (or blossoms) from the previous problem. This Bootstrap-and-Contract procedure converges reliably and generates an empirically tight upper bound for the MWPM. We conclude by discussing the relationship between our iterative procedure and the famous Blossom Algorithm of Edmonds '65 and demonstrate the performance of the Bootstrap-and-Contract approach on a variety of weighted PM problems.

cond-mat.stat-mech↗

arXiv2013

Belief Propagation for Linear Programming

Belief Propagation (BP) is a popular, distributed heuristic for performing MAP computations in Graphical Models. BP can be interpreted, from a variational perspective, as minimizing the Bethe Free Energy (BFE). BP can also be used to solve a special class of Linear Programming (LP) problems. For this class of problems, MAP inference can be stated as an integer LP with an LP relaxation that coincides with minimization of the BFE at ``zero temperature". We generalize these prior results and establish a tight characterization of the LP problems that can be formulated as an equivalent LP relaxation of MAP inference. Moreover, we suggest an efficient, iterative annealing BP algorithm for solving this broader class of LP problems. We demonstrate the algorithm's performance on a set of weighted matching problems by using it as a cutting plane method to solve a sequence of LPs tightened by adding ``blossom'' inequalities.

cs.AI↗

arXiv2013

The Complexity of Approximating a Bethe Equilibrium

This paper resolves a common complexity issue in the Bethe approximation of statistical physics and the Belief Propagation (BP) algorithm of artificial intelligence. The Bethe approximation and the BP algorithm are heuristic methods for estimating the partition function and marginal probabilities in graphical models, respectively. The computational complexity of the Bethe approximation is decided by the number of operations required to solve a set of non-linear equations, the so-called Bethe equation. Although the BP algorithm was inspired and developed independently, Yedidia, Freeman and Weiss (2004) showed that the BP algorithm solves the Bethe equation if it converges (however, it often does not). This naturally motivates the following question to understand limitations and empirical successes of the Bethe and BP methods: is the Bethe equation computationally easy to solve? We present a message-passing algorithm solving the Bethe equation in a polynomial number of operations for general binary graphical models of n variables where the maximum degree in the underlying graph is O(log n). Our algorithm can be used as an alternative to BP fixing its convergence issue and is the first fully polynomial-time approximation scheme for the BP fixed-point computation in such a large class of graphical models, while the approximate fixed-point computation is known to be (PPAD-)hard in general. We believe that our technique is of broader interest to understand the computational complexity of the cavity method in statistical physics.

cs.AI↗

arXiv2012

Medium Access over Time-varying Channels with Limited Sensing Cost

This paper has been withdrawn because of some paper issues. Recent studies on MAC scheduling have shown that carrier sense multiple access (CSMA) can be controlled to be achieve optimality in terms of throughput or utility. These results imply that just a simple MAC algorithm without message passing is possible to achieve high performance guarantee. However, such studies are conducted only on the assumption that channel conditions are static. Noting that the main drive for achieving optimality in optimal CSMA is to let it run a good schedule for some time, formally referred to as the mixing time, it is under-explored how such optimal CSMA performs for time-varying channel conditions. In this paper, under the practical constraint of restricted back-off rates (i.e., limited sensing speed), we consider two versions of CSMAs: (i) channel-unaware CSMA (U-CSMA) and (ii) channel-aware CSMA (A-CSMA), each of which is characterized as its ability of tracking channel conditions. We first show that for fast channel variations, A-CSMA achieves almost zero throughput, implying that incomplete tracking of channel conditions may seriously degrade performance, whereas U-CSMA, accessing the media without explicit consideration of channel conditions, has positive worst-case guarantee in throughput, where the ratio of guarantee depends on network topology. On the other hand, for slow channel variations, we prove that A-CSMA is throughput-optimal for any network topology. Our results provide the precise trade-off between sensing costs and performances of CSMA algorithms, which guides a robust design on MAC scheduling under highly time-varying scenarios.

cs.NI↗

arXiv2012

From Local to Global Stability in Stochastic Processing Networks through Quadratic Lyapunov Functions

We construct a generic, simple, and efficient scheduling policy for stochastic processing networks, and provide a general framework to establish its stability. Our policy is randomized and prioritized: with high probability it prioritizes jobs which have been least routed through the network. We show that the network is globally stable under this policy if there exists an appropriate quadratic local Lyapunov function that provides a negative drift with respect to nominal loads at servers. Applying this generic framework, we obtain stability results for our policy in many important examples of stochastic processing networks: open multiclass queueing networks, parallel server networks, networks of input-queued switches, and a variety of wireless network models with interference constraints. Our main novelty is the construction of an appropriate global Lyapunov function from quadratic local Lyapunov functions, which we believe to be of broader interest.

math.PR↗

arXiv2011

Near Optimality in Covering and Packing Games by Exposing Global Information

Covering and packing problems can be modeled as games to encapsulate interesting social and engineering settings. These games have a high Price of Anarchy in their natural formulation. However, existing research applicable to specific instances of these games has only been able to prove fast convergence to arbitrary equilibria. This paper studies general classes of covering and packing games with learning dynamics models that incorporate a central authority who broadcasts weak, socially beneficial signals to agents that otherwise only use local information in their decision-making. Rather than illustrating convergence to an arbitrary equilibrium that may have very high social cost, we show that these systems quickly achieve near-optimal performance. In particular, we show that in the public service advertising model, reaching a small constant fraction of the agents is enough to bring the system to a state within a log n factor of optimal in a broad class of set cover and set packing games or a constant factor of optimal in the special cases of vertex cover and maximum independent set, circumventing social inefficiency of bad local equilibria that could arise without a central authority. We extend these results to the learn-then-decide model, in which agents use any of a broad class of learning algorithms to decide in a given round whether to behave according to locally optimal behavior or the behavior prescribed by the broadcast signal. The new techniques we use for analyzing these games could be of broader interest for analyzing more general classic optimization problems in a distributed fashion.

cs.GT↗

arXiv2011

Improved Mixing Condition on the Grid for Counting and Sampling Independent Sets

We study the hard-core model defined on independent sets, where each independent set I in a graph G is weighted proportionally to $λ^{|I|}$, for a positive real parameter $λ$. For large $λ$, computing the partition function (namely, the normalizing constant which makes the weighting a probability distribution on a finite graph) on graphs of maximum degree $D\ge 3$, is a well known computationally challenging problem. More concretely, let $λ_c(T_D)$ denote the critical value for the so-called uniqueness threshold of the hard-core model on the infinite D-regular tree; recent breakthrough results of Dror Weitz (2006) and Allan Sly (2010) have identified $λ_c(T_D)$ as a threshold where the hardness of estimating the above partition function undergoes a computational transition. We focus on the well-studied particular case of the square lattice $\integers^2$, and provide a new lower bound for the uniqueness threshold, in particular taking it well above $λ_c(T_4)$. Our technique refines and builds on the tree of self-avoiding walks approach of Weitz, resulting in a new technical sufficient criterion (of wider applicability) for establishing strong spatial mixing (and hence uniqueness) for the hard-core model. Our new criterion achieves better bounds on strong spatial mixing when the graph has extra structure, improving upon what can be achieved by just using the maximum degree. Applying our technique to $\integers^2$ we prove that strong spatial mixing holds for all $λ<2.3882$, improving upon the work of Weitz that held for $λ<27/16=1.6875$. Our results imply a fully-polynomial deterministic approximation algorithm for estimating the partition function, as well as rapid mixing of the associated Glauber dynamics to sample from the hard-core distribution.

math.PR↗

arXiv2011

Efficient Distributed Medium Access

Consider a wireless network of n nodes represented by a graph G=(V, E) where an edge (i,j) models the fact that transmissions of i and j interfere with each other, i.e. simultaneous transmissions of i and j become unsuccessful. Hence it is required that at each time instance a set of non-interfering nodes (corresponding to an independent set in G) access the wireless medium. To utilize wireless resources efficiently, it is required to arbitrate the access of medium among interfering nodes properly. Moreover, to be of practical use, such a mechanism is required to be totally distributed as well as simple. As the main result of this paper, we provide such a medium access algorithm. It is randomized, totally distributed and simple: each node attempts to access medium at each time with probability that is a function of its local information. We establish efficiency of the algorithm by showing that the corresponding network Markov chain is positive recurrent as long as the demand imposed on the network can be supported by the wireless network (using any algorithm). In that sense, the proposed algorithm is optimal in terms of utilizing wireless resources. The algorithm is oblivious to the network graph structure, in contrast with the so-called `polynomial back-off' algorithm by Hastad-Leighton-Rogoff (STOC '87, SICOMP '96) that is established to be optimal for the complete graph and bipartite graphs (by Goldberg-MacKenzie (SODA '96, JCSS '99)).

cs.NI↗

arXiv2010

Randomized Scheduling Algorithm for Queueing Networks

There has recently been considerable interest in design of low-complexity, myopic, distributed and stable scheduling policies for constrained queueing network models that arise in the context of emerging communication networks. Here, we consider two representative models. One, a model for the collection of wireless nodes communicating through a shared medium, that represents randomly varying number of packets in the queues at the nodes of networks. Two, a buffered circuit switched network model for an optical core of future Internet, to capture the randomness in calls or flows present in the network. The maximum weight scheduling policy proposed by Tassiulas and Ephremide in 1992 leads to a myopic and stable policy for the packet-level wireless network model. But computationally it is very expensive (NP-hard) and centralized. It is not applicable to the buffered circuit switched network due to the requirement of non-premption of the calls in the service. As the main contribution of this paper, we present a stable scheduling algorithm for both of these models. The algorithm is myopic, distributed and performs few logical operations at each node per unit time.

cs.IT↗

arXiv2010

Efficient Queue-based CSMA with Collisions

Recently there has been considerable interest in the design of efficient carrier sense multiple access(CSMA) protocol for wireless network. The basic assumption underlying recent results is availability of perfect carrier sense information. This allows for design of continuous time algorithm under which collisions are avoided. The primary purpose of this note is to show how these results can be extended in the case when carrier sense information may not be perfect, or equivalently delayed. Specifically, an adaptation of algorithm in Rajagopalan, Shah, Shin (2009) is presented here for time slotted setup with carrier sense information available only at the end of the time slot. To establish its throughput optimality, in additon to method developed in Rajagopalan, Shah, Shin (2009), understanding properties of stationary distribution of a certain non-reversible Markov chain as well as bound on its mixing time is essential. This note presents these key results. A longer version of this note will provide detailed account of how this gets incorporated with methods of Rajagopalan, Shah, Shin (2009) to provide the positive recurrence of underlying network Markov process. In addition, these results will help design optimal rate control in conjunction with CSMA in presence of collision building upon the method of Jiang, Shah, Shin, Walrand (2009).

cs.IT↗

arXiv2009

Distributed Averaging via Lifted Markov Chains

Motivated by applications of distributed linear estimation, distributed control and distributed optimization, we consider the question of designing linear iterative algorithms for computing the average of numbers in a network. Specifically, our interest is in designing such an algorithm with the fastest rate of convergence given the topological constraints of the network. As the main result of this paper, we design an algorithm with the fastest possible rate of convergence using a non-reversible Markov chain on the given network graph. We construct such a Markov chain by transforming the standard Markov chain, which is obtained using the Metropolis-Hastings method. We call this novel transformation pseudo-lifting. We apply our method to graphs with geometry, or graphs with doubling dimension. Specifically, the convergence time of our algorithm (equivalently, the mixing time of our Markov chain) is proportional to the diameter of the network graph and hence optimal. As a byproduct, our result provides the fastest mixing Markov chain given the network topological constraints, and should naturally find their applications in the context of distributed optimization, estimation and control.

cs.IT↗

arXiv2009

Distributed Random Access Algorithm: Scheduling and Congesion Control

This paper provides proofs of the rate stability, Harris recurrence, and epsilon-optimality of CSMA algorithms where the backoff parameter of each node is based on its backlog. These algorithms require only local information and are easy to implement. The setup is a network of wireless nodes with a fixed conflict graph that identifies pairs of nodes whose simultaneous transmissions conflict. The paper studies two algorithms. The first algorithm schedules transmissions to keep up with given arrival rates of packets. The second algorithm controls the arrivals in addition to the scheduling and attempts to maximize the sum of the utilities of the flows of packets at the different nodes. For the first algorithm, the paper proves rate stability for strictly feasible arrival rates and also Harris recurrence of the queues. For the second algorithm, the paper proves the epsilon-optimality. Both algorithms operate with strictly local information in the case of decreasing step sizes, and operate with the additional information of the number of nodes in the network in the case of constant step size.

cs.IT↗