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Lorenzo Orecchia

Publications and source records attributed to Lorenzo Orecchia.

At least 19 recordsLinked to original sources

Atlas-based Manifold Representations for Interpretable Riemannian Machine Learning

Despite the popularity of the manifold hypothesis, current manifold-learning methods do not support machine learning directly on the latent $d$-dimensional data manifold, as they primarily aim to perform dimensionality reduction into $\mathbb{R}^D$, losing key manifold features when the embedding dimension $D$ approaches $d$. On the other hand, methods that directly learn the latent manifold as a differentiable atlas have been relatively underexplored. In this paper, we aim to give a proof of concept of the effectiveness and potential of atlas-based methods. To this end, we implement a generic data structure to maintain a differentiable atlas that enables Riemannian optimization over the manifold. We complement this with an unsupervised heuristic that learns a differentiable atlas from point cloud data. We experimentally demonstrate that this approach has advantages in terms of efficiency and accuracy in selected settings. Moreover, in a supervised classification task over the Klein bottle and in RNA velocity analysis of hematopoietic data, we showcase the improved interpretability and robustness of our approach.

cs.LG

Geometry and Duality of Alternating Markov Chains

In this note, we realize the half-steps of a general class of Markov chains as alternating projections with respect to the reverse Kullback-Leibler divergence between convex sets of joint probability distributions. Using this characterization, we provide a geometric proof of an information-theoretic duality between the Markov chains defined by the even and odd half-steps of the alternating projection scheme.

math.PR

Manifold learning and optimization using tangent space proxies

We present a framework for efficiently approximating differential-geometric primitives on arbitrary manifolds via construction of an atlas graph representation, which leverages the canonical characterization of a manifold as a finite collection, or atlas, of overlapping coordinate charts. We first show the utility of this framework in a setting where the manifold is expressed in closed form, specifically, a runtime advantage, compared with state-of-the-art approaches, for first-order optimization over the Grassmann manifold. Moreover, using point cloud data for which a complex manifold structure was previously established, i.e., high-contrast image patches, we show that an atlas graph with the correct geometry can be directly learned from the point cloud. Finally, we demonstrate that learning an atlas graph enables downstream key machine learning tasks. In particular, we implement a Riemannian generalization of support vector machines that uses the learned atlas graph to approximate complex differential-geometric primitives, including Riemannian logarithms and vector transports. These settings suggest the potential of this framework for even more complex settings, where ambient dimension and noise levels may be much higher.

cs.LG

Top-$K$ ranking with a monotone adversary

In this paper, we address the top-$K$ ranking problem with a monotone adversary. We consider the scenario where a comparison graph is randomly generated and the adversary is allowed to add arbitrary edges. The statistician's goal is then to accurately identify the top-$K$ preferred items based on pairwise comparisons derived from this semi-random comparison graph. The main contribution of this paper is to develop a weighted maximum likelihood estimator (MLE) that achieves near-optimal sample complexity, up to a $\log^2(n)$ factor, where $n$ denotes the number of items under comparison. This is made possible through a combination of analytical and algorithmic innovations. On the analytical front, we provide a refined~$\ell_\infty$ error analysis of the weighted MLE that is more explicit and tighter than existing analyses. It relates the~$\ell_\infty$ error with the spectral properties of the weighted comparison graph. Motivated by this, our algorithmic innovation involves the development of an SDP-based approach to reweight the semi-random graph and meet specified spectral properties. Additionally, we propose a first-order method based on the Matrix Multiplicative Weight Update (MMWU) framework. This method efficiently solves the resulting SDP in nearly-linear time relative to the size of the semi-random comparison graph.

stat.ML

Submodular Hypergraph Partitioning: Metric Relaxations and Fast Algorithms via an Improved Cut-Matching Game

Despite there being significant work on developing spectral, and metric embedding based approximation algorithms for hypergraph generalizations of conductance, little is known regarding the approximability of hypergraph partitioning objectives beyond this. This work proposes algorithms for a general model of hypergraph partitioning that unifies both undirected and directed versions of many well-studied partitioning objectives. The first contribution of this paper introduces polymatroidal cut functions, a large class of cut functions amenable to approximation algorithms via metric embeddings and routing multicommodity flows. We demonstrate an $O(\sqrt{\log n})$-approximation, where $n$ is the number of vertices in the hypergraph, for these problems by rounding relaxations to metrics of negative-type. The second contribution of this paper generalizes the cut-matching game framework of Khandekar et. al. to tackle polymatroidal cut functions. This yields the first almost-linear time $O(\log n)$-approximation algorithm for standard versions of undirected and directed hypergraph partitioning. A technical consequence of our construction is that a cut-matching game which greatly relaxes the set of allowed actions for both players can be used to partition hypergraphs with negligible impact on the approximation ratio. We believe this to be of independent interest.

cs.DS

Hypergraph Diffusions and Resolvents for Norm-Based Hypergraph Laplacians

The development of simple and fast hypergraph spectral methods has been hindered by the lack of numerical algorithms for simulating heat diffusions and computing fundamental objects, such as Personalized PageRank vectors, over hypergraphs. In this paper, we overcome this challenge by designing two novel algorithmic primitives. The first is a simple, easy-to-compute discrete-time heat diffusion that enjoys the same favorable properties as the discrete-time heat diffusion over graphs. This diffusion can be directly applied to speed up existing hypergraph partitioning algorithms. Our second contribution is the novel application of mirror descent to compute resolvents of non-differentiable squared norms, which we believe to be of independent interest beyond hypergraph problems. Based on this new primitive, we derive the first nearly-linear-time algorithm that simulates the discrete-time heat diffusion to approximately compute resolvents of the hypergraph Laplacian operator, which include Personalized PageRank vectors and solutions to the hypergraph analogue of Laplacian systems. Our algorithm runs in time that is linear in the size of the hypergraph and inversely proportional to the hypergraph spectral gap $λ_G$, matching the complexity of analogous diffusion-based algorithms for the graph version of the problem.

cs.DS

Fair Packing and Covering on a Relative Scale

Fair resource allocation is a fundamental optimization problem with applications in operations research, networking, and economic and game theory. Research in these areas has led to the general acceptance of a class of $α$-fair utility functions parameterized by $α\in [0, \infty]$. We consider $α$-fair packing -- the problem of maximizing $α$-fair utilities under positive linear constraints -- and provide a simple first-order method for solving it with relative-error guarantees. The method has a significantly lower convergence time than the state of the art, and to analyze it, we leverage the Approximate Duality Gap Technique, which provides an intuitive interpretation of the convergence argument. Finally, we introduce a natural counterpart of $α$-fairness for minimization problems and motivate its usage in the context of fair task allocation. This generalization yields $α$-fair covering problems, for which we provide the first near-linear-time solvers with relative-error guarantees.

cs.DS

Conjugate Gradients and Accelerated Methods Unified: The Approximate Duality Gap View

This note provides a novel, simple analysis of the method of conjugate gradients for the minimization of convex quadratic functions. In contrast with standard arguments, our proof is entirely self-contained and does not rely on the existence of Chebyshev polynomials. Another advantage of our development is that it clarifies the relation between the method of conjugate gradients and general accelerated methods for smooth minimization by unifying their analyses within the framework of the Approximate Duality Gap Technique that was introduced by the authors.

math.OC

The Approximate Duality Gap Technique: A Unified Theory of First-Order Methods

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the algorithm converges. We show that in continuous time enforcement of an invariant that this approximate duality gap decreases at a certain rate exactly recovers a wide range of first-order continuous-time methods. We characterize the discretization errors incurred by different discretization methods, and show how iteration-complexity-optimal methods for various classes of problems cancel out the discretization error. The techniques are illustrated on various classes of problems -- including convex minimization for Lipschitz-continuous objectives, smooth convex minimization, composite minimization, smooth and strongly convex minimization, solving variational inequalities with monotone operators, and convex-concave saddle-point optimization -- and naturally extend to other settings.

math.OC

Alternating Randomized Block Coordinate Descent

Block-coordinate descent algorithms and alternating minimization methods are fundamental optimization algorithms and an important primitive in large-scale optimization and machine learning. While various block-coordinate-descent-type methods have been studied extensively, only alternating minimization -- which applies to the setting of only two blocks -- is known to have convergence time that scales independently of the least smooth block. A natural question is then: is the setting of two blocks special? We show that the answer is "no" as long as the least smooth block can be optimized exactly -- an assumption that is also needed in the setting of alternating minimization. We do so by introducing a novel algorithm AR-BCD, whose convergence time scales independently of the least smooth (possibly non-smooth) block. The basic algorithm generalizes both alternating minimization and randomized block coordinate (gradient) descent, and we also provide its accelerated version -- AAR-BCD. As a special case of AAR-BCD, we obtain the first nontrivial accelerated alternating minimization algorithm.

math.OC

On Acceleration with Noise-Corrupted Gradients

Accelerated algorithms have broad applications in large-scale optimization, due to their generality and fast convergence. However, their stability in the practical setting of noise-corrupted gradient oracles is not well-understood. This paper provides two main technical contributions: (i) a new accelerated method AGDP that generalizes Nesterov's AGD and improves on the recent method AXGD (Diakonikolas & Orecchia, 2018), and (ii) a theoretical study of accelerated algorithms under noisy and inexact gradient oracles, which is supported by numerical experiments. This study leverages the simplicity of AGDP and its analysis to clarify the interaction between noise and acceleration and to suggest modifications to the algorithm that reduce the mean and variance of the error incurred due to the gradient noise.

math.OC

Nearly Linear-Time Packing and Covering LP Solvers

Packing and covering linear programs (PC-LPs) form an important class of linear programs (LPs) across computer science, operations research, and optimization. In 1993, Luby and Nisan constructed an iterative algorithm for approximately solving PC-LPs in nearly linear time, where the time complexity scales nearly linearly in $N$, the number of nonzero entries of the matrix, and polynomially in $\varepsilon$, the (multiplicative) approximation error. Unfortunately, all existing nearly linear-time algorithms for solving PC-LPs require time at least proportional to $\varepsilon^{-2}$. In this paper, we break this longstanding barrier by designing a packing solver that runs in time $\tilde{O}(N \varepsilon^{-1})$ and covering LP solver that runs in time $\tilde{O}(N \varepsilon^{-1.5})$. Our packing solver can be extended to run in time $\tilde{O}(N \varepsilon^{-1})$ for a class of well-behaved covering programs. In a follow-up work, Wang et al. showed that all covering LPs can be converted into well-behaved ones by a reduction that blows up the problem size only logarithmically. At high level, these two algorithms can be described as linear couplings of several first-order descent steps. This is an application of our linear coupling technique to problems that are not amenable to blackbox applications known iterative algorithms in convex optimization.

cs.DS

Accelerated Extra-Gradient Descent: A Novel Accelerated First-Order Method

We provide a novel accelerated first-order method that achieves the asymptotically optimal convergence rate for smooth functions in the first-order oracle model. To this day, Nesterov's Accelerated Gradient Descent (AGD) and variations thereof were the only methods achieving acceleration in this standard blackbox model. In contrast, our algorithm is significantly different from AGD, as it relies on a predictor-corrector approach similar to that used by Mirror-Prox [Nemirovski, 2004] and Extra-Gradient Descent [Korpelevich, 1977] in the solution of convex-concave saddle point problems. For this reason, we dub our algorithm Accelerated Extra-Gradient Descent (AXGD). Its construction is motivated by the discretization of an accelerated continuous-time dynamics [Krichene et al., 2015] using the classical method of implicit Euler discretization. Our analysis explicitly shows the effects of discretization through a conceptually novel primal-dual viewpoint. Moreover, we show that the method is quite general: it attains optimal convergence rates for other classes of objectives (e.g., those with generalized smoothness properties or that are non-smooth and Lipschitz-continuous) using the appropriate choices of step lengths. Finally, we present experiments showing that our algorithm matches the performance of Nesterov's method, while appearing more robust to noise in some cases.

math.OC

Solving Packing and Covering LPs in $\tilde{O}(\frac{1}{ε^2})$ Distributed Iterations with a Single Algorithm and Simpler Analysis

Packing and covering linear programs belong to the narrow class of linear programs that are efficiently solvable in parallel and distributed models of computation, yet are a powerful modeling tool for a wide range of fundamental problems in theoretical computer science, operations research, and many other areas. Following recent progress in obtaining faster distributed and parallel algorithms for packing and covering linear programs, we present a simple algorithm whose iteration count matches the best known $\tilde{O}(\frac{1}{ε^2})$ for this class of problems. The algorithm is similar to the algorithm of [Allen-Zhu and Orecchia, 2015], it can be interpreted as Nesterov's dual averaging, and it constructs approximate solutions to both primal (packing) and dual (covering) problems. However, the analysis relies on the construction of an approximate optimality gap and a primal-dual view, leading to a more intuitive interpretation. Moreover, our analysis suggests that all existing algorithms for solving packing and covering linear programs in parallel/distributed models of computation are, in fact, unaccelerated, and raises the question of designing accelerated algorithms for this class of problems.

cs.DS

Using Optimization to Solve Positive LPs Faster in Parallel

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all known nearly-linear-time algorithms require $\tilde{O}(\varepsilon^{-4})$ iterations to converge to $1\pm \varepsilon$ approximate solutions. This $\varepsilon^{-4}$ dependence has not been improved since 1993, and limits the performance of parallel implementations for such algorithms. Moreover, previous algorithms and their analyses rely on update steps and convergence arguments that are combinatorial in nature and do not seem to arise naturally from an optimization viewpoint. In this paper, we leverage new insights from optimization theory to construct a novel algorithm that breaks the longstanding $\varepsilon^{-4}$ barrier. Our algorithm has a simple analysis and a clear motivation. Our work introduces a number of novel techniques, such as the combined application of gradient descent and mirror descent, and a truncated, smoothed version of the standard multiplicative weight update, which may be of independent interest.

cs.DS

Linear Coupling: An Ultimate Unification of Gradient and Mirror Descent

First-order methods play a central role in large-scale machine learning. Even though many variations exist, each suited to a particular problem, almost all such methods fundamentally rely on two types of algorithmic steps: gradient descent, which yields primal progress, and mirror descent, which yields dual progress. We observe that the performances of gradient and mirror descent are complementary, so that faster algorithms can be designed by LINEARLY COUPLING the two. We show how to reconstruct Nesterov's accelerated gradient methods using linear coupling, which gives a cleaner interpretation than Nesterov's original proofs. We also discuss the power of linear coupling by extending it to many other settings that Nesterov's methods cannot apply to.

cs.DS

Using Optimization to Obtain a Width-Independent, Parallel, Simpler, and Faster Positive SDP Solver

We study the design of polylogarithmic depth algorithms for approximately solving packing and covering semidefinite programs (or positive SDPs for short). This is a natural SDP generalization of the well-studied positive LP problem. Although positive LPs can be solved in polylogarithmic depth while using only $\tilde{O}(\log^{2} n/\varepsilon^2)$ parallelizable iterations, the best known positive SDP solvers due to Jain and Yao require $O(\log^{14} n /\varepsilon^{13})$ parallelizable iterations. Several alternative solvers have been proposed to reduce the exponents in the number of iterations. However, the correctness of the convergence analyses in these works has been called into question, as they both rely on algebraic monotonicity properties that do not generalize to matrix algebra. In this paper, we propose a very simple algorithm based on the optimization framework proposed for LP solvers. Our algorithm only needs $\tilde{O}(\log^2 n / \varepsilon^2)$ iterations, matching that of the best LP solver. To surmount the obstacles encountered by previous approaches, our analysis requires a new matrix inequality that extends Lieb-Thirring's inequality, and a sign-consistent, randomized variant of the gradient truncation technique proposed in.

cs.DS

Expanders via Local Edge Flips

Designing distributed and scalable algorithms to improve network connectivity is a central topic in peer-to-peer networks. In this paper we focus on the following well-known problem: given an $n$-node $d$-regular network for $d=Ω(\log n)$, we want to design a decentralized, local algorithm that transforms the graph into one that has good connectivity properties (low diameter, expansion, etc.) without affecting the sparsity of the graph. To this end, Mahlmann and Schindelhauer introduced the random "flip" transformation, where in each time step, a random pair of vertices that have an edge decide to `swap a neighbor'. They conjectured that performing $O(n d)$ such flips at random would convert any connected $d$-regular graph into a $d$-regular expander graph, with high probability. However, the best known upper bound for the number of steps is roughly $O(n^{17} d^{23})$, obtained via a delicate Markov chain comparison argument. Our main result is to prove that a natural instantiation of the random flip produces an expander in at most $O(n^2 d^2 \sqrt{\log n})$ steps, with high probability. Our argument uses a potential-function analysis based on the matrix exponential, together with the recent beautiful results on the higher-order Cheeger inequality of graphs. We also show that our technique can be used to analyze another well-studied random process known as the `random switch', and show that it produces an expander in $O(n d)$ steps with high probability.

cs.DS