SearcharxivSearch

arXiv subjects

Patrick Thiran

Publications and source records attributed to Patrick Thiran.

At least 19 recordsLinked to original sources

Hierarchical Clustering Can Jointly Satisfy Richness, Consistency, and Scale Invariance

Despite its ubiquity, clustering lacks a universally accepted definition of what is a cluster. Kleinberg's Impossibility Theorem formalizes this difficulty by showing that no flat clustering method can simultaneously satisfy three natural axioms: scale invariance, richness, and consistency. In this paper, we ask whether this impossibility persists when the output is a hierarchy rather than a single partition. We show that, in contrast to the flat clustering setting, the hierarchical analog of these axioms are jointly satisfiable. In fact, there exist uncountably many hierarchical clustering methods satisfying these axioms, which we call admissible. We explicitly construct several admissible methods, including methods based on well-separated clusters and a non-binary version of single linkage. For certain pairs of admissible methods, the hierarchy produced by one always refines that produced by the other. This refinement relation defines a partial order on the class of admissible methods. This partially ordered set has no greatest element and contains uncountably many pairwise incompatible maximal elements, revealing substantial diversity among admissible methods. Nevertheless, this diversity is constrained: every admissible method contains a hierarchy of sufficiently well-separated clusters, and every finite collection of admissible methods shares such a nontrivial common backbone.

cs.LG

Sharp First-Order Lower Bounds under $\alpha$-Polyak-Lojasiewicz Conditions

We study first-order oracle complexity under the $\alpha$-Polyak-Lojasiewicz condition $f(x)-f_\star\leq \tau\|\nabla f(x)\|^\alpha$ for $\alpha\in[1,2]$. For $\alpha<2$, we first show that global $L$-smoothness together with a global $\alpha$-Polyak-Lojasiewicz inequality forces the objective to be constant. This motivates a nontrivial model in which smoothness remains global but the inequality is required only on the initial sublevel set. On this class, we establish sharp minimax lower bounds for every $\alpha\in[1,2)$. Deterministic first-order methods require $\Omega(L\tau^{2/\alpha}\varepsilon^{-(2-\alpha)/\alpha})$ oracle calls, matching gradient descent. With unbiased stochastic gradients of conditional variance at most $\sigma^2$, randomized first-order methods require $\Omega(L\tau^{2/\alpha}\varepsilon^{-(2-\alpha)/\alpha}+L\sigma^2\tau^{4/\alpha}\varepsilon^{-(4-\alpha)/\alpha})$ calls, matching the corresponding SGD dependence when the inequality holds along the stochastic trajectory. At the classical endpoint $\alpha=2$, a separate construction yields the variance-dependent lower bound $\Omega(L\tau^2\sigma^2/\varepsilon)$ even for globally smooth objectives satisfying the Polyak-Lojasiewicz inequality globally. In contrast, the sharp variance-dependent complexity for smooth $\mu$-strongly convex objectives is $\Theta(\sigma^2/(\mu\varepsilon))$; with $\tau=(2\mu)^{-1}$, the worst-case global Polyak-Lojasiewicz class exhibits an additional factor $L\tau=L/(2\mu)$.

math.OC

Zeroth-Order Stackelberg Control in Combinatorial Congestion Games

We study Stackelberg (leader--follower) tuning of network parameters (tolls, capacities, incentives) in combinatorial congestion games, where selfish users choose discrete routes (or other combinatorial strategies) and settle at a congestion equilibrium. The leader minimizes a system-level objective (e.g., total travel time) evaluated at equilibrium, but this objective is typically nonsmooth because the set of used strategies can change abruptly. We propose ZO-Stackelberg, which couples a projection-free Frank--Wolfe equilibrium solver with a zeroth-order outer update, avoiding differentiation through equilibria. We prove convergence to generalized Goldstein stationary points of the true equilibrium objective, with explicit dependence on the equilibrium approximation error, and analyze subsampled oracles: if an exact minimizer is sampled with probability $\kappa_m$, then the Frank--Wolfe error decays as $\mathcal{O}(1/(\kappa_m T))$. We also propose stratified sampling as a practical way to avoid a vanishing $\kappa_m$ when the strategies that matter most for the Wardrop equilibrium concentrate in a few dominant combinatorial classes (e.g., short paths). Experiments on real-world networks demonstrate that our method achieves orders-of-magnitude speedups over a differentiation-based baseline while converging to follower equilibria.

cs.GT

Neighborhood-Aware Graph Labeling Problem

Motivated by optimization oracles in bandits with network interference, we study the Neighborhood-Aware Graph Labeling (NAGL) problem. Given a graph $G = (V,E)$, a label set of size $L$, and local reward functions $f_v$ accessed via evaluation oracles, the objective is to assign labels to maximize $\sum_{v \in V} f_v(x_{N[v]})$, where each term depends on the closed neighborhood of $v$. Two vertices co-occur in some neighborhood term exactly when their distance in $G$ is at most $2$, so the dependency graph is the squared graph $G^2$ and $\mathrm{tw}(G^2)$ governs exact algorithms and matching fine-grained lower bounds. Accordingly, we show that this dependence is inherent: NAGL is NP-hard even on star graphs with binary labels and, assuming SETH, admits no $(L-\varepsilon)^{\mathrm{tw}(G^2)}\cdot n^{O(1)}$-time algorithm for any $\varepsilon>0$. We match this with an exact dynamic program on a tree decomposition of $G^2$ running in $O\!\left(n\cdot \mathrm{tw}(G^2)\cdot L^{\mathrm{tw}(G^2)+1}\right)$ time. For approximation, unless $\mathsf{P}=\mathsf{NP}$, for every $\varepsilon>0$ there is no polynomial-time $n^{1-\varepsilon}$-approximation on general graphs even under the promise $\mathrm{OPT}>0$; without the promise $\mathrm{OPT}>0$, no finite multiplicative approximation ratio is possible. In the nonnegative-reward regime, we give polynomial-time approximation algorithms for NAGL in two settings: (i) given a proper $q$-coloring of $G^2$, we obtain a $1/q$-approximation; and (ii) on planar graphs of bounded maximum degree, we develop a Baker-type polynomial-time approximation scheme (PTAS), which becomes an efficient PTAS (EPTAS) when $L$ is constant.

cs.DS

Hierarchical Linkage Clustering Beyond Binary Trees and Ultrametrics

Hierarchical clustering seeks to uncover nested structures in data by constructing a tree of clusters, where deeper levels reveal finer-grained relationships. Traditional methods, including linkage approaches, face three major limitations: (i) they always return a hierarchy, even if none exists, (ii) they are restricted to binary trees, even if the true hierarchy is non-binary, and (iii) they are highly sensitive to the choice of linkage function. In this paper, we address these issues by introducing the notion of a valid hierarchy and defining a partial order over the set of valid hierarchies. We prove the existence of a finest valid hierarchy, that is, the hierarchy that encodes the maximum information consistent with the similarity structure of the data set. In particular, the finest valid hierarchy is not constrained to binary structures and, when no hierarchical relationships exist, collapses to a star tree. We propose a simple two-step algorithm that first constructs a binary tree via a linkage method and then prunes it to enforce validity. We establish necessary and sufficient conditions on the linkage function under which this procedure exactly recovers the finest valid hierarchy, and we show that all linkage functions satisfying these conditions yield the same hierarchy after pruning. Notably, classical linkage rules such as single, complete, and average satisfy these conditions, whereas Ward's linkage fails to do so.

cs.LG

Optimal Graph Clustering without Edge Density Signals

This paper establishes the theoretical limits of graph clustering under the Popularity-Adjusted Block Model (PABM), addressing limitations of existing models. In contrast to the Stochastic Block Model (SBM), which assumes uniform vertex degrees, and to the Degree-Corrected Block Model (DCBM), which applies uniform degree corrections across clusters, PABM introduces separate popularity parameters for intra- and inter-cluster connections. Our main contribution is the characterization of the optimal error rate for clustering under PABM, which provides novel insights on clustering hardness: we demonstrate that unlike SBM and DCBM, cluster recovery remains possible in PABM even when traditional edge-density signals vanish, provided intra- and inter-cluster popularity coefficients differ. This highlights a dimension of degree heterogeneity captured by PABM but overlooked by DCBM: local differences in connectivity patterns can enhance cluster separability independently of global edge densities. Finally, because PABM exhibits a richer structure, its expected adjacency matrix has rank between $k$ and $k^2$, where $k$ is the number of clusters. As a result, spectral embeddings based on the top $k$ eigenvectors may fail to capture important structural information. Our numerical experiments on both synthetic and real datasets confirm that spectral clustering algorithms incorporating $k^2$ eigenvectors outperform traditional spectral approaches.

cs.LG

Symmetry-Aware Bayesian Optimization via Max Kernels

Bayesian Optimization (BO) is a powerful framework for optimizing noisy, expensive-to-evaluate black-box functions. When the objective exhibits invariances under a group action, exploiting these symmetries can substantially improve BO efficiency. While using maximum similarity across group orbits has long been considered in other domains, the fact that the max kernel is not positive semidefinite (PSD) has prevented its use in BO. In this work, we revisit this idea by considering a PSD projection of the max kernel. Compared to existing invariant (and non-invariant) kernels, we show it achieves significantly lower regret on both synthetic and real-world BO benchmarks, without increasing computational complexity.

stat.ML

Learn to Vaccinate: Combining Structure Learning and Effective Vaccination for Epidemic and Outbreak Control

The Susceptible-Infected-Susceptible (SIS) model is a widely used model for the spread of information and infectious diseases, particularly non-immunizing ones, on a graph. Given a highly contagious disease, a natural question is how to best vaccinate individuals to minimize the disease's extinction time. While previous works showed that the problem of optimal vaccination is closely linked to the NP-hard Spectral Radius Minimization (SRM) problem, they assumed that the graph is known, which is often not the case in practice. In this work, we consider the problem of minimizing the extinction time of an outbreak modeled by an SIS model where the graph on which the disease spreads is unknown and only the infection states of the vertices are observed. To this end, we split the problem into two: learning the graph and determining effective vaccination strategies. We propose a novel inclusion-exclusion-based learning algorithm and, unlike previous approaches, establish its sample complexity for graph recovery. We then detail an optimal algorithm for the SRM problem and prove that its running time is polynomial in the number of vertices for graphs with bounded treewidth. This is complemented by an efficient and effective polynomial-time greedy heuristic for any graph. Finally, we present experiments on synthetic and real-world data that numerically validate our learning and vaccination algorithms.

cs.LG

Asymptotic Performance of Time-Varying Bayesian Optimization

Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying black-box objective function that may be noisy and expensive to evaluate, but its excellent empirical performance remains to be understood theoretically. Is it possible for the instantaneous regret of a TVBO algorithm to vanish asymptotically, and if so, when? We answer this question of great importance by providing upper bounds and algorithm-independent lower bounds for the cumulative regret of TVBO algorithms. In doing so, we provide important insights about the TVBO framework and derive sufficient conditions for a TVBO algorithm to have the no-regret property. To the best of our knowledge, our analysis is the first to cover all major classes of stationary kernel functions used in practice.

stat.ML

Reducing Sensor Requirements by Relaxing the Network Metric Dimension

Source localization in graphs involves identifying the origin of a phenomenon or event, such as an epidemic outbreak or a misinformation source, by leveraging structural graph properties. One key concept in this context is the metric dimension, which quantifies the minimum number of strategically placed sensors needed to uniquely identify all vertices based on their distances. While powerful, the traditional metric dimension imposes a stringent requirement that every vertex must be uniquely identified, often necessitating a large number of sensors. In this work, we relax the metric dimension and allow vertices at a graph distance less than k to share identical distance profiles relative to the sensors. This relaxation reduces the number of sensors needed while maintaining sufficient resolution for practical applications like source localization and network monitoring. We provide two main theoretical contributions: an analysis of the k-relaxed metric dimension in deterministic trees, revealing the interplay between structural properties and sensor placement, and an extension to random trees generated by branching processes, offering insights into stochastic settings. We also conduct numerical experiments across a variety of graph types, including random trees, random geometric graphs, and real-world networks. The results show that the relaxed metric dimension is significantly smaller than the traditional metric dimension. Furthermore, the number of vertices indistinguishable from any given target vertex always remains small. Finally, we propose and evaluate a two-step localization strategy that balances the trade-off between resolution and the number of sensors required. This strategy identifies an optimal relaxation level that minimizes the total number of sensors across both steps, providing a practical and efficient approach to source localization.

cs.DM

Time-Varying Bayesian Optimization Without a Metronome

Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying, expensive, noisy black-box function $f$. However, most of the asymptotic guarantees offered by TVBO algorithms rely on the assumption that observations are acquired at a constant frequency. As the GP inference complexity scales with the cube of its dataset size, this assumption is unrealistic in the long run. In this paper, we relax this assumption and derive the first upper regret bound that explicitly accounts for changes in the observations sampling frequency. Based on this analysis, we formulate practical recommendations about dataset sizes and stale data policies of TVBO algorithms. We illustrate how an algorithm (BOLT) that follows these recommendations performs better than the state-of-the-art of TVBO through experiments on synthetic and real-world problems.

stat.ML

Optimal Local Convergence Rates of Stochastic First-Order Methods under Local $\alpha$-PL

We study the local convergence rate of stochastic first-order methods under a local $\alpha$-Polyak-Lojasiewicz ($\alpha$-PL) condition in a neighborhood of a target connected component $\mathcal{M}$ of the local minimizer set. The parameter $\alpha \in [1,2]$ is the exponent of the gradient norm in the $\alpha$-PL inequality: $\alpha=2$ recovers the classical PL case, $\alpha=1$ corresponds to Holder-type error bounds, and intermediate values interpolate between these regimes. Our performance criterion is the number of oracle queries required to output $\hat{x}$ with $F(\hat{x})-l \le \varepsilon$, where $l := F(y)$ for any $y \in \mathcal{M}$. We work in a local regime where the algorithm is initialized near $\mathcal{M}$ and, with high probability, its iterates remain in that neighborhood. We establish a lower bound $\Omega(\varepsilon^{-2/\alpha})$ for all stochastic first-order methods in this regime, and we obtain a matching upper bound $\mathcal{O}(\varepsilon^{-2/\alpha})$ for $1 \le \alpha < 2$ via a SARAH-type variance-reduced method with time-varying batch sizes and step sizes. In the convex setting, assuming a local $\alpha$-PL condition on the $\varepsilon$-sublevel set, we further show a complexity lower bound $\widetilde{\Omega}(\varepsilon^{-2/\alpha})$ for reaching an $\varepsilon$-global optimum, matching the $\varepsilon$-dependence of known accelerated stochastic subgradient methods.

math.OC

Fast Proxy Experiment Design for Causal Effect Identification

Identifying causal effects is a key problem of interest across many disciplines. The two long-standing approaches to estimate causal effects are observational and experimental (randomized) studies. Observational studies can suffer from unmeasured confounding, which may render the causal effects unidentifiable. On the other hand, direct experiments on the target variable may be too costly or even infeasible to conduct. A middle ground between these two approaches is to estimate the causal effect of interest through proxy experiments, which are conducted on variables with a lower cost to intervene on compared to the main target. Akbari et al. [2022] studied this setting and demonstrated that the problem of designing the optimal (minimum-cost) experiment for causal effect identification is NP-complete and provided a naive algorithm that may require solving exponentially many NP-hard problems as a sub-routine in the worst case. In this work, we provide a few reformulations of the problem that allow for designing significantly more efficient algorithms to solve it as witnessed by our extensive simulations. Additionally, we study the closely-related problem of designing experiments that enable us to identify a given effect through valid adjustments sets.

cs.LG

Why the Metric Backbone Preserves Community Structure

The metric backbone of a weighted graph is the union of all-pairs shortest paths. It is obtained by removing all edges $(u,v)$ that are not the shortest path between $u$ and $v$. In networks with well-separated communities, the metric backbone tends to preserve many inter-community edges, because these edges serve as bridges connecting two communities, but tends to delete many intra-community edges because the communities are dense. This suggests that the metric backbone would dilute or destroy the community structure of the network. However, this is not borne out by prior empirical work, which instead showed that the metric backbone of real networks preserves the community structure of the original network well. In this work, we analyze the metric backbone of a broad class of weighted random graphs with communities, and we formally prove the robustness of the community structure with respect to the deletion of all the edges that are not in the metric backbone. An empirical comparison of several graph sparsification techniques confirms our theoretical finding and shows that the metric backbone is an efficient sparsifier in the presence of communities.

cs.SI

This Too Shall Pass: Removing Stale Observations in Dynamic Bayesian Optimization

Bayesian Optimization (BO) has proven to be very successful at optimizing a static, noisy, costly-to-evaluate black-box function $f : \mathcal{S} \to \mathbb{R}$. However, optimizing a black-box which is also a function of time (i.e., a dynamic function) $f : \mathcal{S} \times \mathcal{T} \to \mathbb{R}$ remains a challenge, since a dynamic Bayesian Optimization (DBO) algorithm has to keep track of the optimum over time. This changes the nature of the optimization problem in at least three aspects: (i) querying an arbitrary point in $\mathcal{S} \times \mathcal{T}$ is impossible, (ii) past observations become less and less relevant for keeping track of the optimum as time goes by and (iii) the DBO algorithm must have a high sampling frequency so it can collect enough relevant observations to keep track of the optimum through time. In this paper, we design a Wasserstein distance-based criterion able to quantify the relevancy of an observation with respect to future predictions. Then, we leverage this criterion to build W-DBO, a DBO algorithm able to remove irrelevant observations from its dataset on the fly, thus maintaining simultaneously a good predictive performance and a high sampling frequency, even in continuous-time optimization tasks with unknown horizon. Numerical experiments establish the superiority of W-DBO, which outperforms state-of-the-art methods by a comfortable margin.

stat.ML

Universal Lower Bounds and Optimal Rates: Achieving Minimax Clustering Error in Sub-Exponential Mixture Models

Clustering is a pivotal challenge in unsupervised machine learning and is often investigated through the lens of mixture models. The optimal error rate for recovering cluster labels in Gaussian and sub-Gaussian mixture models involves ad hoc signal-to-noise ratios. Simple iterative algorithms, such as Lloyd's algorithm, attain this optimal error rate. In this paper, we first establish a universal lower bound for the error rate in clustering any mixture model, expressed through a Chernoff divergence, a more versatile measure of model information than signal-to-noise ratios. We then demonstrate that iterative algorithms attain this lower bound in mixture models with sub-exponential tails, notably emphasizing location-scale mixtures featuring Laplace-distributed errors. Additionally, for datasets better modelled by Poisson or Negative Binomial mixtures, we study mixture models whose distributions belong to an exponential family. In such mixtures, we establish that Bregman hard clustering, a variant of Lloyd's algorithm employing a Bregman divergence, is rate optimal.

math.ST

Momentum-Based Policy Gradient with Second-Order Information

Variance-reduced gradient estimators for policy gradient methods have been one of the main focus of research in the reinforcement learning in recent years as they allow acceleration of the estimation process. We propose a variance-reduced policy-gradient method, called SHARP, which incorporates second-order information into stochastic gradient descent (SGD) using momentum with a time-varying learning rate. SHARP algorithm is parameter-free, achieving $ε$-approximate first-order stationary point with $O(ε^{-3})$ number of trajectories, while using a batch size of $O(1)$ at each iteration. Unlike most previous work, our proposed algorithm does not require importance sampling which can compromise the advantage of variance reduction process. Moreover, the variance of estimation error decays with the fast rate of $O(1/t^{2/3})$ where $t$ is the number of iterations. Our extensive experimental evaluations show the effectiveness of the proposed algorithm on various control tasks and its advantage over the state of the art in practice.

cs.LG

Differences Between Hard and Noisy-labeled Samples: An Empirical Study

Extracting noisy or incorrectly labeled samples from a labeled dataset with hard/difficult samples is an important yet under-explored topic. Two general and often independent lines of work exist, one focuses on addressing noisy labels, and another deals with hard samples. However, when both types of data are present, most existing methods treat them equally, which results in a decline in the overall performance of the model. In this paper, we first design various synthetic datasets with custom hardness and noisiness levels for different samples. Our proposed systematic empirical study enables us to better understand the similarities and more importantly the differences between hard-to-learn samples and incorrectly-labeled samples. These controlled experiments pave the way for the development of methods that distinguish between hard and noisy samples. Through our study, we introduce a simple yet effective metric that filters out noisy-labeled samples while keeping the hard samples. We study various data partitioning methods in the presence of label noise and observe that filtering out noisy samples from hard samples with this proposed metric results in the best datasets as evidenced by the high test accuracy achieved after models are trained on the filtered datasets. We demonstrate this for both our created synthetic datasets and for datasets with real-world label noise. Furthermore, our proposed data partitioning method significantly outperforms other methods when employed within a semi-supervised learning framework.

cs.LG