arXiv subjects

Michael W. Mahoney

Publications and source records attributed to Michael W. Mahoney.

At least 271 records · Page 15Linked to original sources

arXiv2014

Think Locally, Act Locally: The Detection of Small, Medium-Sized, and Large Communities in Large Networks

It is common in the study of networks to investigate meso-scale features to try to gain an understanding of network structure and function. For example, numerous algorithms have been developed to try to identify "communities," which are typically construed as sets of nodes with denser connections internally than with the remainder of a network. In this paper, we adopt a complementary perspective that "communities" are associated with bottlenecks of locally-biased dynamical processes that begin at seed sets of nodes, and we employ several different community-identification procedures (using diffusion-based and geodesic-based dynamics) to investigate community quality as a function of community size. Using several empirical and synthetic networks, we identify several distinct scenarios for ``size-resolved community structure'' that can arise in real (and realistic) networks. Depending on which scenario holds, one may or may not be able to successfully identify ``good'' communities in a given network, the manner in which different small communities fit together to form meso-scale network structures can be very different, and processes such as viral propagation and information diffusion can exhibit very different dynamics.In addition, our results suggest that, for many large realistic networks, the output of locally-biased methods that focus on communities that are centered around a given seed node might have better conceptual grounding and greater practical utility than the output of global community-detection methods. They also illustrate subtler structural properties that are important to consider in the development of better benchmark networks to test methods for community detection. [Note: Because of space limitations in the arXiv's abstract field, this is an abridged version of the paper's abstract.]

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arXiv2014

The Fast Cauchy Transform and Faster Robust Linear Regression

We provide fast algorithms for overconstrained $\ell_p$ regression and related problems: for an $n\times d$ input matrix $A$ and vector $b\in\mathbb{R}^n$, in $O(nd\log n)$ time we reduce the problem $\min_{x\in\mathbb{R}^d} \|Ax-b\|_p$ to the same problem with input matrix $\tilde A$ of dimension $s \times d$ and corresponding $\tilde b$ of dimension $s\times 1$. Here, $\tilde A$ and $\tilde b$ are a coreset for the problem, consisting of sampled and rescaled rows of $A$ and $b$; and $s$ is independent of $n$ and polynomial in $d$. Our results improve on the best previous algorithms when $n\gg d$, for all $p\in[1,\infty)$ except $p=2$. We also provide a suite of improved results for finding well-conditioned bases via ellipsoidal rounding, illustrating tradeoffs between running time and conditioning quality, including a one-pass conditioning algorithm for general $\ell_p$ problems. We also provide an empirical evaluation of implementations of our algorithms for $p=1$, comparing them with related algorithms. Our empirical results show that, in the asymptotic regime, the theory is a very good guide to the practical performance of these algorithms. Our algorithms use our faster constructions of well-conditioned bases for $\ell_p$ spaces and, for $p=1$, a fast subspace embedding of independent interest that we call the Fast Cauchy Transform: a distribution over matrices $Π:\mathbb{R}^n\mapsto \mathbb{R}^{O(d\log d)}$, found obliviously to $A$, that approximately preserves the $\ell_1$ norms: that is, with large probability, simultaneously for all $x$, $\|Ax\|_1 \approx \|ΠAx\|_1$, with distortion $O(d^{2+η})$, for an arbitrarily small constant $η>0$; and, moreover, $ΠA$ can be computed in $O(nd\log d)$ time. The techniques underlying our Fast Cauchy Transform include fast Johnson-Lindenstrauss transforms, low-coherence matrices, and rescaling by Cauchy random variables.

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arXiv2014

Quantile Regression for Large-scale Applications

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed covariates than methods such as Least-squares or Least Absolute Deviations regression. It can be expressed as a linear program, and, with appropriate preprocessing, interior-point methods can be used to find a solution for moderately large problems. Dealing with very large problems, \emph(e.g.), involving data up to and beyond the terabyte regime, remains a challenge. Here, we present a randomized algorithm that runs in nearly linear time in the size of the input and that, with constant probability, computes a $(1+ε)$ approximate solution to an arbitrary quantile regression problem. As a key step, our algorithm computes a low-distortion subspace-preserving embedding with respect to the loss function of quantile regression. Our empirical evaluation illustrates that our algorithm is competitive with the best previous work on small to medium-sized problems, and that in addition it can be implemented in MapReduce-like environments and applied to terabyte-sized problems.

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arXiv2013

On the Hyperbolicity of Small-World and Tree-Like Random Graphs

Hyperbolicity is a property of a graph that may be viewed as being a "soft" version of a tree, and recent empirical and theoretical work has suggested that many graphs arising in Internet and related data applications have hyperbolic properties. We consider Gromov's notion of δ-hyperbolicity, and establish several results for small-world and tree-like random graph models. First, we study the hyperbolicity of Kleinberg small-world random graphs and show that the hyperbolicity of these random graphs is not significantly improved comparing to graph diameter even when it greatly improves decentralized navigation. Next we study a class of tree-like graphs called ringed trees that have constant hyperbolicity. We show that adding random links among the leaves similar to the small-world graph constructions may easily destroy the hyperbolicity of the graphs, except for a class of random edges added using an exponentially decaying probability function based on the ring distance among the leaves. Our study provides one of the first significant analytical results on the hyperbolicity of a rich class of random graphs, which shed light on the relationship between hyperbolicity and navigability of random graphs, as well as on the sensitivity of hyperbolic δ to noises in random graphs.

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arXiv2013

A Statistical Perspective on Algorithmic Leveraging

One popular method for dealing with large-scale data sets is sampling. For example, by using the empirical statistical leverage scores as an importance sampling distribution, the method of algorithmic leveraging samples and rescales rows/columns of data matrices to reduce the data size before performing computations on the subproblem. This method has been successful in improving computational efficiency of algorithms for matrix problems such as least-squares approximation, least absolute deviations approximation, and low-rank matrix approximation. Existing work has focused on algorithmic issues such as worst-case running times and numerical issues associated with providing high-quality implementations, but none of it addresses statistical aspects of this method. In this paper, we provide a simple yet effective framework to evaluate the statistical properties of algorithmic leveraging in the context of estimating parameters in a linear regression model with a fixed number of predictors. We show that from the statistical perspective of bias and variance, neither leverage-based sampling nor uniform sampling dominates the other. This result is particularly striking, given the well-known result that, from the algorithmic perspective of worst-case analysis, leverage-based sampling provides uniformly superior worst-case algorithmic results, when compared with uniform sampling. Based on these theoretical results, we propose and analyze two new leveraging algorithms. A detailed empirical evaluation of existing leverage-based methods as well as these two new methods is carried out on both synthetic and real data sets. The empirical results indicate that our theory is a good predictor of practical performance of existing and new leverage-based algorithms and that the new algorithms achieve improved performance.

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arXiv2013

Revisiting the Nystrom Method for Improved Large-Scale Machine Learning

We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results consist of an empirical evaluation of the performance quality and running time of sampling and projection methods on a diverse suite of SPSD matrices. Our results highlight complementary aspects of sampling versus projection methods; they characterize the effects of common data preprocessing steps on the performance of these algorithms; and they point to important differences between uniform sampling and nonuniform sampling methods based on leverage scores. In addition, our empirical results illustrate that existing theory is so weak that it does not provide even a qualitative guide to practice. Thus, we complement our empirical results with a suite of worst-case theoretical bounds for both random sampling and random projection methods. These bounds are qualitatively superior to existing bounds---e.g. improved additive-error bounds for spectral and Frobenius norm error and relative-error bounds for trace norm error---and they point to future directions to make these algorithms useful in even larger-scale machine learning applications.

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arXiv2013

Semi-supervised Eigenvectors for Large-scale Locally-biased Learning

In many applications, one has side information, e.g., labels that are provided in a semi-supervised manner, about a specific target region of a large data set, and one wants to perform machine learning and data analysis tasks "nearby" that prespecified target region. For example, one might be interested in the clustering structure of a data graph near a prespecified "seed set" of nodes, or one might be interested in finding partitions in an image that are near a prespecified "ground truth" set of pixels. Locally-biased problems of this sort are particularly challenging for popular eigenvector-based machine learning and data analysis tools. At root, the reason is that eigenvectors are inherently global quantities, thus limiting the applicability of eigenvector-based methods in situations where one is interested in very local properties of the data. In this paper, we address this issue by providing a methodology to construct semi-supervised eigenvectors of a graph Laplacian, and we illustrate how these locally-biased eigenvectors can be used to perform locally-biased machine learning. These semi-supervised eigenvectors capture successively-orthogonalized directions of maximum variance, conditioned on being well-correlated with an input seed set of nodes that is assumed to be provided in a semi-supervised manner. We show that these semi-supervised eigenvectors can be computed quickly as the solution to a system of linear equations; and we also describe several variants of our basic method that have improved scaling properties. We provide several empirical examples demonstrating how these semi-supervised eigenvectors can be used to perform locally-biased learning; and we discuss the relationship between our results and recent machine learning algorithms that use global eigenvectors of the graph Laplacian.

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arXiv2013

Low-distortion Subspace Embeddings in Input-sparsity Time and Applications to Robust Linear Regression

Low-distortion embeddings are critical building blocks for developing random sampling and random projection algorithms for linear algebra problems. We show that, given a matrix $A \in \R^{n \times d}$ with $n \gg d$ and a $p \in [1, 2)$, with a constant probability, we can construct a low-distortion embedding matrix $Π\in \R^{O(\poly(d)) \times n}$ that embeds $\A_p$, the $\ell_p$ subspace spanned by $A$'s columns, into $(\R^{O(\poly(d))}, \| \cdot \|_p)$; the distortion of our embeddings is only $O(\poly(d))$, and we can compute $ΠA$ in $O(\nnz(A))$ time, i.e., input-sparsity time. Our result generalizes the input-sparsity time $\ell_2$ subspace embedding by Clarkson and Woodruff [STOC'13]; and for completeness, we present a simpler and improved analysis of their construction for $\ell_2$. These input-sparsity time $\ell_p$ embeddings are optimal, up to constants, in terms of their running time; and the improved running time propagates to applications such as $(1\pm ε)$-distortion $\ell_p$ subspace embedding and relative-error $\ell_p$ regression. For $\ell_2$, we show that a $(1+ε)$-approximate solution to the $\ell_2$ regression problem specified by the matrix $A$ and a vector $b \in \R^n$ can be computed in $O(\nnz(A) + d^3 \log(d/ε) /ε^2)$ time; and for $\ell_p$, via a subspace-preserving sampling procedure, we show that a $(1\pm ε)$-distortion embedding of $\A_p$ into $\R^{O(\poly(d))}$ can be computed in $O(\nnz(A) \cdot \log n)$ time, and we also show that a $(1+ε)$-approximate solution to the $\ell_p$ regression problem $\min_{x \in \R^d} \|A x - b\|_p$ can be computed in $O(\nnz(A) \cdot \log n + \poly(d) \log(1/ε)/ε^2)$ time. Moreover, we can improve the embedding dimension or equivalently the sample size to $O(d^{3+p/2} \log(1/ε) / ε^2)$ without increasing the complexity.

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arXiv2012

Fast approximation of matrix coherence and statistical leverage

The statistical leverage scores of a matrix $A$ are the squared row-norms of the matrix containing its (top) left singular vectors and the coherence is the largest leverage score. These quantities are of interest in recently-popular problems such as matrix completion and Nyström-based low-rank matrix approximation as well as in large-scale statistical data analysis applications more generally; moreover, they are of interest since they define the key structural nonuniformity that must be dealt with in developing fast randomized matrix algorithms. Our main result is a randomized algorithm that takes as input an arbitrary $n \times d$ matrix $A$, with $n \gg d$, and that returns as output relative-error approximations to all $n$ of the statistical leverage scores. The proposed algorithm runs (under assumptions on the precise values of $n$ and $d$) in $O(n d \log n)$ time, as opposed to the $O(nd^2)$ time required by the naïve algorithm that involves computing an orthogonal basis for the range of $A$. Our analysis may be viewed in terms of computing a relative-error approximation to an underconstrained least-squares approximation problem, or, relatedly, it may be viewed as an application of Johnson-Lindenstrauss type ideas. Several practically-important extensions of our basic result are also described, including the approximation of so-called cross-leverage scores, the extension of these ideas to matrices with $n \approx d$, and the extension to streaming environments.

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arXiv2012

Approximating Higher-Order Distances Using Random Projections

We provide a simple method and relevant theoretical analysis for efficiently estimating higher-order lp distances. While the analysis mainly focuses on l4, our methodology extends naturally to p = 6,8,10..., (i.e., when p is even). Distance-based methods are popular in machine learning. In large-scale applications, storing, computing, and retrieving the distances can be both space and time prohibitive. Efficient algorithms exist for estimating lp distances if 0 < p <= 2. The task for p > 2 is known to be difficult. Our work partially fills this gap.

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arXiv2012

Approximate Computation and Implicit Regularization for Very Large-scale Data Analysis

Database theory and database practice are typically the domain of computer scientists who adopt what may be termed an algorithmic perspective on their data. This perspective is very different than the more statistical perspective adopted by statisticians, scientific computers, machine learners, and other who work on what may be broadly termed statistical data analysis. In this article, I will address fundamental aspects of this algorithmic-statistical disconnect, with an eye to bridging the gap between these two very different approaches. A concept that lies at the heart of this disconnect is that of statistical regularization, a notion that has to do with how robust is the output of an algorithm to the noise properties of the input data. Although it is nearly completely absent from computer science, which historically has taken the input data as given and modeled algorithms discretely, regularization in one form or another is central to nearly every application domain that applies algorithms to noisy data. By using several case studies, I will illustrate, both theoretically and empirically, the nonobvious fact that approximate computation, in and of itself, can implicitly lead to statistical regularization. This and other recent work suggests that, by exploiting in a more principled way the statistical properties implicit in worst-case algorithms, one can in many cases satisfy the bicriteria of having algorithms that are scalable to very large-scale databases and that also have good inferential or predictive properties.

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arXiv2012

LSRN: A Parallel Iterative Solver for Strongly Over- or Under-Determined Systems

We describe a parallel iterative least squares solver named \texttt{LSRN} that is based on random normal projection. \texttt{LSRN} computes the min-length solution to $\min_{x \in \mathbb{R}^n} \|A x - b\|_2$, where $A \in \mathbb{R}^{m \times n}$ with $m \gg n$ or $m \ll n$, and where $A$ may be rank-deficient. Tikhonov regularization may also be included. Since $A$ is only involved in matrix-matrix and matrix-vector multiplications, it can be a dense or sparse matrix or a linear operator, and \texttt{LSRN} automatically speeds up when $A$ is sparse or a fast linear operator. The preconditioning phase consists of a random normal projection, which is embarrassingly parallel, and a singular value decomposition of size $\lceil γ\min(m,n) \rceil \times \min(m,n)$, where $γ$ is moderately larger than 1, e.g., $γ= 2$. We prove that the preconditioned system is well-conditioned, with a strong concentration result on the extreme singular values, and hence that the number of iterations is fully predictable when we apply LSQR or the Chebyshev semi-iterative method. As we demonstrate, the Chebyshev method is particularly efficient for solving large problems on clusters with high communication cost. Numerical results demonstrate that on a shared-memory machine, \texttt{LSRN} outperforms LAPACK's DGELSD on large dense problems, and MATLAB's backslash (SuiteSparseQR) on sparse problems. Further experiments demonstrate that \texttt{LSRN} scales well on an Amazon Elastic Compute Cloud cluster.

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arXiv2011

Randomized algorithms for matrices and data

Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many different research communities. This monograph will provide a detailed overview of recent work on the theory of randomized matrix algorithms as well as the application of those ideas to the solution of practical problems in large-scale data analysis. An emphasis will be placed on a few simple core ideas that underlie not only recent theoretical advances but also the usefulness of these tools in large-scale data applications. Crucial in this context is the connection with the concept of statistical leverage. This concept has long been used in statistical regression diagnostics to identify outliers; and it has recently proved crucial in the development of improved worst-case matrix algorithms that are also amenable to high-quality numerical implementation and that are useful to domain scientists. Randomized methods solve problems such as the linear least-squares problem and the low-rank matrix approximation problem by constructing and operating on a randomized sketch of the input matrix. Depending on the specifics of the situation, when compared with the best previously-existing deterministic algorithms, the resulting randomized algorithms have worst-case running time that is asymptotically faster; their numerical implementations are faster in terms of clock-time; or they can be implemented in parallel computing environments where existing numerical algorithms fail to run at all. Numerous examples illustrating these observations will be described in detail.

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arXiv2011

A Local Spectral Method for Graphs: with Applications to Improving Graph Partitions and Exploring Data Graphs Locally

The second eigenvalue of the Laplacian matrix and its associated eigenvector are fundamental features of an undirected graph, and as such they have found widespread use in scientific computing, machine learning, and data analysis. In many applications, however, graphs that arise have several \emph{local} regions of interest, and the second eigenvector will typically fail to provide information fine-tuned to each local region. In this paper, we introduce a locally-biased analogue of the second eigenvector, and we demonstrate its usefulness at highlighting local properties of data graphs in a semi-supervised manner. To do so, we first view the second eigenvector as the solution to a constrained optimization problem, and we incorporate the local information as an additional constraint; we then characterize the optimal solution to this new problem and show that it can be interpreted as a generalization of a Personalized PageRank vector; and finally, as a consequence, we show that the solution can be computed in nearly-linear time. In addition, we show that this locally-biased vector can be used to compute an approximation to the best partition \emph{near} an input seed set in a manner analogous to the way in which the second eigenvector of the Laplacian can be used to obtain an approximation to the best partition in the entire input graph. Such a primitive is useful for identifying and refining clusters locally, as it allows us to focus on a local region of interest in a semi-supervised manner. Finally, we provide a detailed empirical evaluation of our method by showing how it can applied to finding locally-biased sparse cuts around an input vertex seed set in social and information networks.

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arXiv2011

Regularized Laplacian Estimation and Fast Eigenvector Approximation

Recently, Mahoney and Orecchia demonstrated that popular diffusion-based procedures to compute a quick \emph{approximation} to the first nontrivial eigenvector of a data graph Laplacian \emph{exactly} solve certain regularized Semi-Definite Programs (SDPs). In this paper, we extend that result by providing a statistical interpretation of their approximation procedure. Our interpretation will be analogous to the manner in which $\ell_2$-regularized or $\ell_1$-regularized $\ell_2$-regression (often called Ridge regression and Lasso regression, respectively) can be interpreted in terms of a Gaussian prior or a Laplace prior, respectively, on the coefficient vector of the regression problem. Our framework will imply that the solutions to the Mahoney-Orecchia regularized SDP can be interpreted as regularized estimates of the pseudoinverse of the graph Laplacian. Conversely, it will imply that the solution to this regularized estimation problem can be computed very quickly by running, e.g., the fast diffusion-based PageRank procedure for computing an approximation to the first nontrivial eigenvector of the graph Laplacian. Empirical results are also provided to illustrate the manner in which approximate eigenvector computation \emph{implicitly} performs statistical regularization, relative to running the corresponding exact algorithm.

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arXiv2011

Localization on low-order eigenvectors of data matrices

Eigenvector localization refers to the situation when most of the components of an eigenvector are zero or near-zero. This phenomenon has been observed on eigenvectors associated with extremal eigenvalues, and in many of those cases it can be meaningfully interpreted in terms of "structural heterogeneities" in the data. For example, the largest eigenvectors of adjacency matrices of large complex networks often have most of their mass localized on high-degree nodes; and the smallest eigenvectors of the Laplacians of such networks are often localized on small but meaningful community-like sets of nodes. Here, we describe localization associated with low-order eigenvectors, i.e., eigenvectors corresponding to eigenvalues that are not extremal but that are "buried" further down in the spectrum. Although we have observed it in several unrelated applications, this phenomenon of low-order eigenvector localization defies common intuitions and simple explanations, and it creates serious difficulties for the applicability of popular eigenvector-based machine learning and data analysis tools. After describing two examples where low-order eigenvector localization arises, we present a very simple model that qualitatively reproduces several of the empirically-observed results. This model suggests certain coarse structural similarities among the seemingly-unrelated applications where we have observed low-order eigenvector localization, and it may be used as a diagnostic tool to help extract insight from data graphs when such low-order eigenvector localization is present.

cs.DM↗

arXiv2011

Implementing regularization implicitly via approximate eigenvector computation

Regularization is a powerful technique for extracting useful information from noisy data. Typically, it is implemented by adding some sort of norm constraint to an objective function and then exactly optimizing the modified objective function. This procedure often leads to optimization problems that are computationally more expensive than the original problem, a fact that is clearly problematic if one is interested in large-scale applications. On the other hand, a large body of empirical work has demonstrated that heuristics, and in some cases approximation algorithms, developed to speed up computations sometimes have the side-effect of performing regularization implicitly. Thus, we consider the question: What is the regularized optimization objective that an approximation algorithm is exactly optimizing? We address this question in the context of computing approximations to the smallest nontrivial eigenvector of a graph Laplacian; and we consider three random-walk-based procedures: one based on the heat kernel of the graph, one based on computing the the PageRank vector associated with the graph, and one based on a truncated lazy random walk. In each case, we provide a precise characterization of the manner in which the approximation method can be viewed as implicitly computing the exact solution to a regularized problem. Interestingly, the regularization is not on the usual vector form of the optimization problem, but instead it is on a related semidefinite program.

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arXiv2010

Computation in Large-Scale Scientific and Internet Data Applications is a Focus of MMDS 2010

The 2010 Workshop on Algorithms for Modern Massive Data Sets (MMDS 2010) was held at Stanford University, June 15--18. The goals of MMDS 2010 were (1) to explore novel techniques for modeling and analyzing massive, high-dimensional, and nonlinearly-structured scientific and Internet data sets; and (2) to bring together computer scientists, statisticians, applied mathematicians, and data analysis practitioners to promote cross-fertilization of ideas. MMDS 2010 followed on the heels of two previous MMDS workshops. The first, MMDS 2006, addressed the complementary perspectives brought by the numerical linear algebra and theoretical computer science communities to matrix algorithms in modern informatics applications; and the second, MMDS 2008, explored more generally fundamental algorithmic and statistical challenges in modern large-scale data analysis.

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