arXiv subjects

Karthikeyan Shanmugam

Publications and source records attributed to Karthikeyan Shanmugam.

At least 91 records · Page 5Linked to original sources

arXiv2018

Structure Learning from Time Series with False Discovery Control

We consider the Granger causal structure learning problem from time series data. Granger causal algorithms predict a 'Granger causal effect' between two variables by testing if prediction error of one decreases significantly in the absence of the other variable among the predictor covariates. Almost all existing Granger causal algorithms condition on a large number of variables (all but two variables) to test for effects between a pair of variables. We propose a new structure learning algorithm called MMPC-p inspired by the well known MMHC algorithm for non-time series data. We show that under some assumptions, the algorithm provides false discovery rate control. The algorithm is sound and complete when given access to perfect directed information testing oracles. We also outline a novel tester for the linear Gaussian case. We show through our extensive experiments that the MMPC-p algorithm scales to larger problems and has improved statistical power compared to existing state of the art for large sparse graphs. We also apply our algorithm on a global development dataset and validate our findings with subject matter experts.

stat.ML↗

arXiv2018

From Centralized to Decentralized Coded Caching

We consider the problem of designing decentralized schemes for coded caching. In this problem there are $K$ users each caching $M$ files out of a library of $N$ total files. The question is to minimize $R$, the number of broadcast transmissions to satisfy all the user demands. Decentralized schemes allow the creation of each cache independently, allowing users to join or leave without dependencies. Previous work showed that to achieve a coding gain $g$, i.e. $R \leq K (1-M/N)/g$ transmissions, each file has to be divided into number of subpackets that is exponential in $g$. In this work we propose a simple translation scheme that converts any constant rate centralized scheme into a random decentralized placement scheme that guarantees a target coding gain of $g$. If the file size in the original constant rate centralized scheme is subexponential in $K$, then the file size for the resulting scheme is subexponential in $g$. When new users join, the rest of the system remains the same. However, we require an additional communication overhead of $O(\log K)$ bits to determine the new user's cache state. We also show that the worst-case rate guarantee degrades only by a constant factor due to the dynamics of user arrival and departure.

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arXiv2017

Model-Powered Conditional Independence Test

We consider the problem of non-parametric Conditional Independence testing (CI testing) for continuous random variables. Given i.i.d samples from the joint distribution $f(x,y,z)$ of continuous random vectors $X,Y$ and $Z,$ we determine whether $X \perp Y | Z$. We approach this by converting the conditional independence test into a classification problem. This allows us to harness very powerful classifiers like gradient-boosted trees and deep neural networks. These models can handle complex probability distributions and allow us to perform significantly better compared to the prior state of the art, for high-dimensional CI testing. The main technical challenge in the classification problem is the need for samples from the conditional product distribution $f^{CI}(x,y,z) = f(x|z)f(y|z)f(z)$ -- the joint distribution if and only if $X \perp Y | Z.$ -- when given access only to i.i.d. samples from the true joint distribution $f(x,y,z)$. To tackle this problem we propose a novel nearest neighbor bootstrap procedure and theoretically show that our generated samples are indeed close to $f^{CI}$ in terms of total variational distance. We then develop theoretical results regarding the generalization bounds for classification for our problem, which translate into error bounds for CI testing. We provide a novel analysis of Rademacher type classification bounds in the presence of non-i.i.d near-independent samples. We empirically validate the performance of our algorithm on simulated and real datasets and show performance gains over previous methods.

stat.ML↗

arXiv2017

A Formal Framework to Characterize Interpretability of Procedures

We provide a novel notion of what it means to be interpretable, looking past the usual association with human understanding. Our key insight is that interpretability is not an absolute concept and so we define it relative to a target model, which may or may not be a human. We define a framework that allows for comparing interpretable procedures by linking it to important practical aspects such as accuracy and robustness. We characterize many of the current state-of-the-art interpretable methods in our framework portraying its general applicability.

cs.AI↗

arXiv2017

Identifying Best Interventions through Online Importance Sampling

Motivated by applications in computational advertising and systems biology, we consider the problem of identifying the best out of several possible soft interventions at a source node $V$ in an acyclic causal directed graph, to maximize the expected value of a target node $Y$ (located downstream of $V$). Our setting imposes a fixed total budget for sampling under various interventions, along with cost constraints on different types of interventions. We pose this as a best arm identification bandit problem with $K$ arms where each arm is a soft intervention at $V,$ and leverage the information leakage among the arms to provide the first gap dependent error and simple regret bounds for this problem. Our results are a significant improvement over the traditional best arm identification results. We empirically show that our algorithms outperform the state of the art in the Flow Cytometry data-set, and also apply our algorithm for model interpretation of the Inception-v3 deep net that classifies images.

stat.ML↗

arXiv2017

Sparse Quadratic Logistic Regression in Sub-quadratic Time

We consider support recovery in the quadratic logistic regression setting - where the target depends on both p linear terms $x_i$ and up to $p^2$ quadratic terms $x_i x_j$. Quadratic terms enable prediction/modeling of higher-order effects between features and the target, but when incorporated naively may involve solving a very large regression problem. We consider the sparse case, where at most $s$ terms (linear or quadratic) are non-zero, and provide a new faster algorithm. It involves (a) identifying the weak support (i.e. all relevant variables) and (b) standard logistic regression optimization only on these chosen variables. The first step relies on a novel insight about correlation tests in the presence of non-linearity, and takes $O(pn)$ time for $n$ samples - giving potentially huge computational gains over the naive approach. Motivated by insights from the boolean case, we propose a non-linear correlation test for non-binary finite support case that involves hashing a variable and then correlating with the output variable. We also provide experimental results to demonstrate the effectiveness of our methods.

stat.ML↗

arXiv2017

Coded Caching with Linear Subpacketization is Possible using Ruzsa-Szeméredi Graphs

Coded caching is a problem where encoded broadcasts are used to satisfy users requesting popular files and having caching capabilities. Recent work by Maddah-Ali and Niesen showed that it is possible to satisfy a scaling number of users with only a constant number of broadcast transmissions by exploiting coding and caching. Unfortunately, all previous schemes required the splitting of files into an exponential number of packets before the significant coding gains of caching appeared. The question of what can be achieved with polynomial subpacketization (in the number of users) has been a central open problem in this area. We resolve this problem and present the first coded caching scheme with polynomial (in fact, linear) subpacketization. We obtain a number of transmissions that is not constant, but can be any polynomial in the number of users with an exponent arbitrarily close to zero. Our central technical tool is a novel connection between Ruzsa-Szeméredi graphs and coded caching.

cs.IT↗

arXiv2016

Contextual Bandits with Latent Confounders: An NMF Approach

Motivated by online recommendation and advertising systems, we consider a causal model for stochastic contextual bandits with a latent low-dimensional confounder. In our model, there are $L$ observed contexts and $K$ arms of the bandit. The observed context influences the reward obtained through a latent confounder variable with cardinality $m$ ($m \ll L,K$). The arm choice and the latent confounder causally determines the reward while the observed context is correlated with the confounder. Under this model, the $L \times K$ mean reward matrix $\mathbf{U}$ (for each context in $[L]$ and each arm in $[K]$) factorizes into non-negative factors $\mathbf{A}$ ($L \times m$) and $\mathbf{W}$ ($m \times K$). This insight enables us to propose an $ε$-greedy NMF-Bandit algorithm that designs a sequence of interventions (selecting specific arms), that achieves a balance between learning this low-dimensional structure and selecting the best arm to minimize regret. Our algorithm achieves a regret of $\mathcal{O}\left(L\mathrm{poly}(m, \log K) \log T \right)$ at time $T$, as compared to $\mathcal{O}(LK\log T)$ for conventional contextual bandits, assuming a constant gap between the best arm and the rest for each context. These guarantees are obtained under mild sufficiency conditions on the factors that are weaker versions of the well-known Statistical RIP condition. We further propose a class of generative models that satisfy our sufficient conditions, and derive a lower bound of $\mathcal{O}\left(Km\log T\right)$. These are the first regret guarantees for online matrix completion with bandit feedback, when the rank is greater than one. We further compare the performance of our algorithm with the state of the art, on synthetic and real world data-sets.

cs.LG↗

arXiv2016

Distributed Estimation of Graph 4-Profiles

We present a novel distributed algorithm for counting all four-node induced subgraphs in a big graph. These counts, called the $4$-profile, describe a graph's connectivity properties and have found several uses ranging from bioinformatics to spam detection. We also study the more complicated problem of estimating the local $4$-profiles centered at each vertex of the graph. The local $4$-profile embeds every vertex in an $11$-dimensional space that characterizes the local geometry of its neighborhood: vertices that connect different clusters will have different local $4$-profiles compared to those that are only part of one dense cluster. Our algorithm is a local, distributed message-passing scheme on the graph and computes all the local $4$-profiles in parallel. We rely on two novel theoretical contributions: we show that local $4$-profiles can be calculated using compressed two-hop information and also establish novel concentration results that show that graphs can be substantially sparsified and still retain good approximation quality for the global $4$-profile. We empirically evaluate our algorithm using a distributed GraphLab implementation that we scaled up to $640$ cores. We show that our algorithm can compute global and local $4$-profiles of graphs with millions of edges in a few minutes, significantly improving upon the previous state of the art.

cs.SI↗

arXiv2015

An Efficient Multiple-Groupcast Coded Multicasting Scheme for Finite Fractional Caching

Coded multicasting has been shown to improve the caching performance of content delivery networks with multiple caches downstream of a common multicast link. However, the schemes that have been shown to achieve order-optimal perfor- mance require content items to be partitioned into a number of packets that grows exponentially with the number of users [1]. In this paper, we first extend the analysis of the achievable scheme in [2] to the case of heterogeneous cache sizes and demand distribu- tions, providing an achievable scheme and an upper bound on the limiting average performance when the number of packets goes to infinity while the remaining system parameters are kept constant. We then show how the scheme achieving this upper bound can very quickly loose its multiplicative caching gain for finite content packetization. To overcome this limitation, we design a novel polynomial-time algorithm based on greedy local graph-coloring that, while keeping the same content packetization, recovers a significant part of the multiplicative caching gain. Our results show that the achievable schemes proposed to date to quantify the limiting performance, must be properly designed for practical finite system parameters.

cs.IT↗

arXiv2015

On Approximating the Sum-Rate for Multiple-Unicasts

We study upper bounds on the sum-rate of multiple-unicasts. We approximate the Generalized Network Sharing Bound (GNS cut) of the multiple-unicasts network coding problem with $k$ independent sources. Our approximation algorithm runs in polynomial time and yields an upper bound on the joint source entropy rate, which is within an $O(\log^2 k)$ factor from the GNS cut. It further yields a vector-linear network code that achieves joint source entropy rate within an $O(\log^2 k)$ factor from the GNS cut, but \emph{not} with independent sources: the code induces a correlation pattern among the sources. Our second contribution is establishing a separation result for vector-linear network codes: for any given field $\mathbb{F}$ there exist networks for which the optimum sum-rate supported by vector-linear codes over $\mathbb{F}$ for independent sources can be multiplicatively separated by a factor of $k^{1-δ}$, for any constant ${δ>0}$, from the optimum joint entropy rate supported by a code that allows correlation between sources. Finally, we establish a similar separation result for the asymmetric optimum vector-linear sum-rates achieved over two distinct fields $\mathbb{F}_{p}$ and $\mathbb{F}_{q}$ for independent sources, revealing that the choice of field can heavily impact the performance of a linear network code.

cs.IT↗

arXiv2015

Learning Causal Graphs with Small Interventions

We consider the problem of learning causal networks with interventions, when each intervention is limited in size under Pearl's Structural Equation Model with independent errors (SEM-IE). The objective is to minimize the number of experiments to discover the causal directions of all the edges in a causal graph. Previous work has focused on the use of separating systems for complete graphs for this task. We prove that any deterministic adaptive algorithm needs to be a separating system in order to learn complete graphs in the worst case. In addition, we present a novel separating system construction, whose size is close to optimal and is arguably simpler than previous work in combinatorics. We also develop a novel information theoretic lower bound on the number of interventions that applies in full generality, including for randomized adaptive learning algorithms. For general chordal graphs, we derive worst case lower bounds on the number of interventions. Building on observations about induced trees, we give a new deterministic adaptive algorithm to learn directions on any chordal skeleton completely. In the worst case, our achievable scheme is an $α$-approximation algorithm where $α$ is the independence number of the graph. We also show that there exist graph classes for which the sufficient number of experiments is close to the lower bound. In the other extreme, there are graph classes for which the required number of experiments is multiplicatively $α$ away from our lower bound. In simulations, our algorithm almost always performs very close to the lower bound, while the approach based on separating systems for complete graphs is significantly worse for random chordal graphs.

cs.AI↗

arXiv2015

Finite Length Analysis of Caching-Aided Coded Multicasting

In this work, we study a noiseless broadcast link serving $K$ users whose requests arise from a library of $N$ files. Every user is equipped with a cache of size $M$ files each. It has been shown that by splitting all the files into packets and placing individual packets in a random independent manner across all the caches, it requires at most $N/M$ file transmissions for any set of demands from the library. The achievable delivery scheme involves linearly combining packets of different files following a greedy clique cover solution to the underlying index coding problem. This remarkable multiplicative gain of random placement and coded delivery has been established in the asymptotic regime when the number of packets per file $F$ scales to infinity. In this work, we initiate the finite-length analysis of random caching schemes when the number of packets $F$ is a function of the system parameters $M,N,K$. Specifically, we show that existing random placement and clique cover delivery schemes that achieve optimality in the asymptotic regime can have at most a multiplicative gain of $2$ if the number of packets is sub-exponential. Further, for any clique cover based coded delivery and a large class of random caching schemes, that includes the existing ones, we show that the number of packets required to get a multiplicative gain of $\frac{4}{3}g$ is at least $O((N/M)^g)$. We exhibit a random placement and an efficient clique cover based coded delivery scheme that approximately achieves this lower bound. We also provide tight concentration results that show that the average (over the random caching involved) number of transmissions concentrates very well requiring only polynomial number of packets in the rest of the parameters.

cs.IT↗

arXiv2015

Beyond Triangles: A Distributed Framework for Estimating 3-profiles of Large Graphs

We study the problem of approximating the $3$-profile of a large graph. $3$-profiles are generalizations of triangle counts that specify the number of times a small graph appears as an induced subgraph of a large graph. Our algorithm uses the novel concept of $3$-profile sparsifiers: sparse graphs that can be used to approximate the full $3$-profile counts for a given large graph. Further, we study the problem of estimating local and ego $3$-profiles, two graph quantities that characterize the local neighborhood of each vertex of a graph. Our algorithm is distributed and operates as a vertex program over the GraphLab PowerGraph framework. We introduce the concept of edge pivoting which allows us to collect $2$-hop information without maintaining an explicit $2$-hop neighborhood list at each vertex. This enables the computation of all the local $3$-profiles in parallel with minimal communication. We test out implementation in several experiments scaling up to $640$ cores on Amazon EC2. We find that our algorithm can estimate the $3$-profile of a graph in approximately the same time as triangle counting. For the harder problem of ego $3$-profiles, we introduce an algorithm that can estimate profiles of hundreds of thousands of vertices in parallel, in the timescale of minutes.

cs.SI↗

arXiv2014

On the Information Theoretic Limits of Learning Ising Models

We provide a general framework for computing lower-bounds on the sample complexity of recovering the underlying graphs of Ising models, given i.i.d samples. While there have been recent results for specific graph classes, these involve fairly extensive technical arguments that are specialized to each specific graph class. In contrast, we isolate two key graph-structural ingredients that can then be used to specify sample complexity lower-bounds. Presence of these structural properties makes the graph class hard to learn. We derive corollaries of our main result that not only recover existing recent results, but also provide lower bounds for novel graph classes not considered previously. We also extend our framework to the random graph setting and derive corollaries for Erdős-Rényi graphs in a certain dense setting.

cs.LG↗

arXiv2014

Sparse Polynomial Learning and Graph Sketching

Let $f:\{-1,1\}^n$ be a polynomial with at most $s$ non-zero real coefficients. We give an algorithm for exactly reconstructing f given random examples from the uniform distribution on $\{-1,1\}^n$ that runs in time polynomial in $n$ and $2s$ and succeeds if the function satisfies the unique sign property: there is one output value which corresponds to a unique set of values of the participating parities. This sufficient condition is satisfied when every coefficient of f is perturbed by a small random noise, or satisfied with high probability when s parity functions are chosen randomly or when all the coefficients are positive. Learning sparse polynomials over the Boolean domain in time polynomial in $n$ and $2s$ is considered notoriously hard in the worst-case. Our result shows that the problem is tractable for almost all sparse polynomials. Then, we show an application of this result to hypergraph sketching which is the problem of learning a sparse (both in the number of hyperedges and the size of the hyperedges) hypergraph from uniformly drawn random cuts. We also provide experimental results on a real world dataset.

cs.LG↗

arXiv2014

Bounding Multiple Unicasts through Index Coding and Locally Repairable Codes

We establish a duality result between linear index coding and Locally Repairable Codes (LRCs). Specifically, we show that a natural extension of LRCs we call Generalized Locally Repairable Codes (GLCRs) are exactly dual to linear index codes. In a GLRC, every node is decodable from a specific set of other nodes and these sets induce a recoverability directed graph. We show that the dual linear subspace of a GLRC is a solution to an index coding instance where the side information graph is this GLRC recoverability graph. We show that the GLRC rate is equivalent to the complementary index coding rate, i.e. the number of transmissions saved by coding. Our second result uses this duality to establish a new upper bound for the multiple unicast network coding problem. In multiple unicast network coding, we are given a directed acyclic graph and r sources that want to send independent messages to r corresponding destinations. Our new upper bound is efficiently computable and relies on a strong approximation result for complementary index coding. We believe that our bound could lead to a logarithmic approximation factor for multiple unicast network coding if a plausible connection we state is verified.

cs.IT↗

arXiv2014

Graph Theory versus Minimum Rank for Index Coding

We obtain novel index coding schemes and show that they provably outperform all previously known graph theoretic bounds proposed so far. Further, we establish a rather strong negative result: all known graph theoretic bounds are within a logarithmic factor from the chromatic number. This is in striking contrast to minrank since prior work has shown that it can outperform the chromatic number by a polynomial factor in some cases. The conclusion is that all known graph theoretic bounds are not much stronger than the chromatic number.

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