arXiv subjects

Rahul Singh

Publications and source records attributed to Rahul Singh.

At least 127 records · Page 7Linked to original sources

arXiv2021

Some multivariate goodness of fit tests based on data depth

Using the fact that some depth functions characterize certain family of distribution functions, and under some mild conditions, distribution of the depth is continuous, we have constructed several new multivariate goodness of fit tests based on existing univariate GoF tests. Since exact computation of depth is difficult, depth is computed with respect to a large random sample drawn from the null distribution. It has been shown that test statistic based on estimated depth is close to that based on true depth for a large random sample from the null distribution. Some two sample tests for scale difference, based on data depth are also discussed. These tests are distribution-free under the null hypothesis. Finite sample properties of the tests are studied through several numerical examples. A real data example is discussed to illustrate usefulness of the proposed tests.

math.ST↗

arXiv2021

Robustness Tests of NLP Machine Learning Models: Search and Semantically Replace

This paper proposes a strategy to assess the robustness of different machine learning models that involve natural language processing (NLP). The overall approach relies upon a Search and Semantically Replace strategy that consists of two steps: (1) Search, which identifies important parts in the text; (2) Semantically Replace, which finds replacements for the important parts, and constrains the replaced tokens with semantically similar words. We introduce different types of Search and Semantically Replace methods designed specifically for particular types of machine learning models. We also investigate the effectiveness of this strategy and provide a general framework to assess a variety of machine learning models. Finally, an empirical comparison is provided of robustness performance among three different model types, each with a different text representation.

cs.CL↗

arXiv2021

Low-Power Status Updates via Sleep-Wake Scheduling

We consider the problem of optimizing the freshness of status updates that are sent from a large number of low-power sources to a common access point. The source nodes utilize carrier sensing to reduce collisions and adopt an asynchronized sleep-wake scheduling strategy to achieve a target network lifetime (e.g., 10 years). We use age of information (AoI) to measure the freshness of status updates, and design sleep-wake parameters for minimizing the weighted-sum peak AoI of the sources, subject to per-source battery lifetime constraints. When the sensing time (i.e., the time duration of carrier sensing) is zero, this sleep-wake design problem can be solved by resorting to a two-layer nested convex optimization procedure; however, for positive sensing times, the problem is non-convex. We devise a low-complexity solution to solve this problem and prove that, for practical sensing times that are short, the solution is within a small gap from the optimum AoI performance. When the mean transmission time of status-update packets is unknown, we devise a reinforcement learning algorithm that adaptively performs the following two tasks in an ``efficient way'': a) it learns the unknown parameter, b) it also generates efficient controls that make channel access decisions. We analyze its performance by quantifying its ``regret'', i.e., the sub-optimality gap between its average performance and the average performance of a controller that knows the mean transmission time. Our numerical and NS-3 simulation results show that our solution can indeed elongate the batteries lifetime of information sources, while providing a competitive AoI performance.

cs.IT↗

arXiv2021

Straggler-Resilient Distributed Machine Learning with Dynamic Backup Workers

With the increasing demand for large-scale training of machine learning models, consensus-based distributed optimization methods have recently been advocated as alternatives to the popular parameter server framework. In this paradigm, each worker maintains a local estimate of the optimal parameter vector, and iteratively updates it by waiting and averaging all estimates obtained from its neighbors, and then corrects it on the basis of its local dataset. However, the synchronization phase can be time consuming due to the need to wait for \textit{stragglers}, i.e., slower workers. An efficient way to mitigate this effect is to let each worker wait only for updates from the fastest neighbors before updating its local parameter. The remaining neighbors are called \textit{backup workers.} To minimize the globally training time over the network, we propose a fully distributed algorithm to dynamically determine the number of backup workers for each worker. We show that our algorithm achieves a linear speedup for convergence (i.e., convergence performance increases linearly with respect to the number of workers). We conduct extensive experiments on MNIST and CIFAR-10 to verify our theoretical results.

cs.LG↗

arXiv2021

Learning Augmented Index Policy for Optimal Service Placement at the Network Edge

We consider the problem of service placement at the network edge, in which a decision maker has to choose between $N$ services to host at the edge to satisfy the demands of customers. Our goal is to design adaptive algorithms to minimize the average service delivery latency for customers. We pose the problem as a Markov decision process (MDP) in which the system state is given by describing, for each service, the number of customers that are currently waiting at the edge to obtain the service. However, solving this $N$-services MDP is computationally expensive due to the curse of dimensionality. To overcome this challenge, we show that the optimal policy for a single-service MDP has an appealing threshold structure, and derive explicitly the Whittle indices for each service as a function of the number of requests from customers based on the theory of Whittle index policy. Since request arrival and service delivery rates are usually unknown and possibly time-varying, we then develop efficient learning augmented algorithms that fully utilize the structure of optimal policies with a low learning regret. The first of these is UCB-Whittle, and relies upon the principle of optimism in the face of uncertainty. The second algorithm, Q-learning-Whittle, utilizes Q-learning iterations for each service by using a two time scale stochastic approximation. We characterize the non-asymptotic performance of UCB-Whittle by analyzing its learning regret, and also analyze the convergence properties of Q-learning-Whittle. Simulation results show that the proposed policies yield excellent empirical performance.

cs.NI↗

arXiv2020

Unwrapping The Black Box of Deep ReLU Networks: Interpretability, Diagnostics, and Simplification

The deep neural networks (DNNs) have achieved great success in learning complex patterns with strong predictive power, but they are often thought of as "black box" models without a sufficient level of transparency and interpretability. It is important to demystify the DNNs with rigorous mathematics and practical tools, especially when they are used for mission-critical applications. This paper aims to unwrap the black box of deep ReLU networks through local linear representation, which utilizes the activation pattern and disentangles the complex network into an equivalent set of local linear models (LLMs). We develop a convenient LLM-based toolkit for interpretability, diagnostics, and simplification of a pre-trained deep ReLU network. We propose the local linear profile plot and other visualization methods for interpretation and diagnostics, and an effective merging strategy for network simplification. The proposed methods are demonstrated by simulation examples, benchmark datasets, and a real case study in home lending credit risk assessment.

cs.LG↗

arXiv2020

Filtering for Aggregate Hidden Markov Models with Continuous Observations

We consider a class of filtering problems for large populations where each individual is modeled by the same hidden Markov model (HMM). In this paper, we focus on aggregate inference problems in HMMs with discrete state space and continuous observation space. The continuous observations are aggregated in a way such that the individuals are indistinguishable from measurements. We propose an aggregate inference algorithm called continuous observation collective forward-backward algorithm. It extends the recently proposed collective forward-backward algorithm for aggregate inference in HMMs with discrete observations to the case of continuous observations. The efficacy of this algorithm is illustrated through several numerical experiments.

stat.ML↗

arXiv2020

A Robinson-Schensted Correspondence for Partial Permutations

We study the Steinberg variety associated to matrix Schubert varieties, and develop a Robinson-Schensted type correspondence, $τ\leftrightarrow(Λ,\mathsf Q,\mathsf P)$. Here $τ$ is a partial permutation of size $p\times q$, $Λ$ an admissible signed Young diagram of size $p+q$, and $\mathsf P$ (resp. $\mathsf Q$) a standard Young tableau of size $p$ (resp. $q$) whose shape is determined by $Λ$. By embedding the matrix Schubert variety into a Schubert variety, we find a close relationship between the combinatorics of the classical Robinson-Schensted-Knuth correspondence and our bijection. We also show that an involution $(Λ,\mathsf Q,\mathsf P)\mapsto(Λ^\vee,\mathsf P,\mathsf Q)$ corresponds to projective duality on matrix Schubert varieties.

math.AG↗

arXiv2020

Contextual Bandits with Side-Observations

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence provide information about each other's preferences. In our model, when a learning algorithm recommends an article to a user, not only does it observe his/her response (e.g. an ad click), but also the side-observations, i.e., the response of his neighbors if they were presented with the same article. We model these observation dependencies by a graph $\mathcal{G}$ in which nodes correspond to users, and edges correspond to social links. We derive a problem/instance-dependent lower-bound on the regret of any consistent algorithm. We propose an optimization (linear programming) based data-driven learning algorithm that utilizes the structure of $\mathcal{G}$ in order to make recommendations to users and show that it is asymptotically optimal, in the sense that its regret matches the lower-bound as the number of rounds $T\to\infty$. We show that this asymptotically optimal regret is upper-bounded as $O\left(|χ(\mathcal{G})|\log T\right)$, where $|χ(\mathcal{G})|$ is the domination number of $\mathcal{G}$. In contrast, a naive application of the existing learning algorithms results in $O\left(N\log T\right)$ regret, where $N$ is the number of users.

cs.LG↗

arXiv2020

Multi-Armed Bandits with Dependent Arms

We study a variant of the classical multi-armed bandit problem (MABP) which we call as Multi-Armed Bandits with dependent arms. More specifically, multiple arms are grouped together to form a cluster, and the reward distributions of arms belonging to the same cluster are known functions of an unknown parameter that is a characteristic of the cluster. Thus, pulling an arm $i$ not only reveals information about its own reward distribution, but also about all those arms that share the same cluster with arm $i$. This "correlation" amongst the arms complicates the exploration-exploitation trade-off that is encountered in the MABP because the observation dependencies allow us to test simultaneously multiple hypotheses regarding the optimality of an arm. We develop learning algorithms based on the UCB principle which utilize these additional side observations appropriately while performing exploration-exploitation trade-off. We show that the regret of our algorithms grows as $O(K\log T)$, where $K$ is the number of clusters. In contrast, for an algorithm such as the vanilla UCB that is optimal for the classical MABP and does not utilize these dependencies, the regret scales as $O(M\log T)$ where $M$ is the number of arms.

cs.LG↗

arXiv2020

Accelerating computational modeling and design of high-entropy alloys

With huge design spaces for unique chemical and mechanical properties, we remove a roadblock to computational design of {high-entropy alloys} using a metaheuristic hybrid Cuckoo Search (CS) for "on-the-fly" construction of Super-Cell Random APproximates (SCRAPs) having targeted atomic site and pair probabilities on arbitrary crystal lattices. Our hybrid-CS schema overcomes large, discrete combinatorial optimization by ultrafast global solutions that scale linearly in system size and strongly in parallel, e.g. a 4-element, 128-atom model [a $10^{73+}$ space] is found in seconds -- a reduction of 13,000+ over current strategies. With model-generation eliminated as a bottleneck, computational alloy design can be performed that is currently impossible or impractical. We showcase the method for real alloys with varying short-range order. Being problem-agnostic, our hybrid-CS schema offers numerous applications in diverse fields.

cond-mat.mtrl-sci↗

arXiv2020

Inference with Aggregate Data: An Optimal Transport Approach

We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with polynomial computational complexity as well as a global convergence guarantee. This is in contrast to previous methods that either exhibit prohibitive complexity as the population grows or do not guarantee convergence. Our method is based on optimal transport, or more specifically, multi-marginal optimal transport theory. In particular, we consider an inference problem with aggregate observations, that can be seen as a structured multi-marginal optimal transport problem where the cost function decomposes according to the underlying graph. Consequently, the celebrated Sinkhorn/iterative scaling algorithm for multi-marginal optimal transport can be leveraged together with the standard belief propagation algorithm to establish an efficient inference scheme which we call Sinkhorn belief propagation (SBP). We further specialize the SBP algorithm to cases associated with hidden Markov models due to their significance in control and estimation. We demonstrate the performance of our algorithm on applications such as inferring population flow from aggregate observations. We also show that in the special case where the observations are generated by a single individual, our algorithm naturally reduces to the standard belief propagation algorithm.

cs.LG↗

arXiv2020

Model Robustness with Text Classification: Semantic-preserving adversarial attacks

We propose algorithms to create adversarial attacks to assess model robustness in text classification problems. They can be used to create white box attacks and black box attacks while at the same time preserving the semantics and syntax of the original text. The attacks cause significant number of flips in white-box setting and same rule based can be used in black-box setting. In a black-box setting, the attacks created are able to reverse decisions of transformer based architectures.

cs.CL↗

arXiv2020

A Partially Observable MDP Approach for Sequential Testing for Infectious Diseases such as COVID-19

The outbreak of the novel coronavirus (COVID-19) is unfolding as a major international crisis whose influence extends to every aspect of our daily lives. Effective testing allows infected individuals to be quarantined, thus reducing the spread of COVID-19, saving countless lives, and helping to restart the economy safely and securely. Developing a good testing strategy can be greatly aided by contact tracing that provides health care providers information about the whereabouts of infected patients in order to determine whom to test. Countries that have been more successful in corralling the virus typically use a ``test, treat, trace, test'' strategy that begins with testing individuals with symptoms, traces contacts of positively tested individuals via a combinations of patient memory, apps, WiFi, GPS, etc., followed by testing their contacts, and repeating this procedure. The problem is that such strategies are myopic and do not efficiently use the testing resources. This is especially the case with COVID-19, where symptoms may show up several days after the infection (or not at all, there is evidence to suggest that many COVID-19 carriers are asymptotic, but may spread the virus). Such greedy strategies, miss out population areas where the virus may be dormant and flare up in the future. In this paper, we show that the testing problem can be cast as a sequential learning-based resource allocation problem with constraints, where the input to the problem is provided by a time-varying social contact graph obtained through various contact tracing tools. We then develop efficient learning strategies that minimize the number of infected individuals. These strategies are based on policy iteration and look-ahead rules. We investigate fundamental performance bounds, and ensure that our solution is robust to errors in the input graph as well as in the tests themselves.

cs.LG↗

arXiv2020

Kernel Instrumental Variable Regression

Instrumental variable (IV) regression is a strategy for learning causal relationships in observational data. If measurements of input X and output Y are confounded, the causal relationship can nonetheless be identified if an instrumental variable Z is available that influences X directly, but is conditionally independent of Y given X and the unmeasured confounder. The classic two-stage least squares algorithm (2SLS) simplifies the estimation problem by modeling all relationships as linear functions. We propose kernel instrumental variable regression (KIV), a nonparametric generalization of 2SLS, modeling relations among X, Y, and Z as nonlinear functions in reproducing kernel Hilbert spaces (RKHSs). We prove the consistency of KIV under mild assumptions, and derive conditions under which convergence occurs at the minimax optimal rate for unconfounded, single-stage RKHS regression. In doing so, we obtain an efficient ratio between training sample sizes used in the algorithm's first and second stages. In experiments, KIV outperforms state of the art alternatives for nonparametric IV regression.

cs.LG↗

arXiv2020

Incremental inference of collective graphical models

We consider incremental inference problems from aggregate data for collective dynamics. In particular, we address the problem of estimating the aggregate marginals of a Markov chain from noisy aggregate observations in an incremental (online) fashion. We propose a sliding window Sinkhorn belief propagation (SW-SBP) algorithm that utilizes a sliding window filter of the most recent noisy aggregate observations along with encoded information from discarded observations. Our algorithm is built upon the recently proposed multi-marginal optimal transport based SBP algorithm that leverages standard belief propagation and Sinkhorn algorithm to solve inference problems from aggregate data. We demonstrate the performance of our algorithm on applications such as inferring population flow from aggregate observations.

stat.ML↗

arXiv2020

Multi-marginal optimal transport and probabilistic graphical models

We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular, an entropy regularized multi-marginal optimal transport is equivalent to a Bayesian marginal inference problem for probabilistic graphical models with the additional requirement that some of the marginal distributions are specified. This relation on the one hand extends the optimal transport as well as the probabilistic graphical model theories, and on the other hand leads to fast algorithms for multi-marginal optimal transport by leveraging the well-developed algorithms in Bayesian inference. Several numerical examples are provided to highlight the results.

math.OC↗

arXiv2020

Dynamics of a long chain in turbulent flows: Impact of vortices

We show and explain how a long bead-spring chain, immersed in a homogeneous, isotropic turbulent flow, preferentially samples vortical flow structures. We begin with an elastic, extensible chain which is stretched out by the flow, up to inertial-range scales. This filamentary object, which is known to preferentially sample the circular coherent vortices of two-dimensional (2D) turbulence, is shown here to also preferentially sample the intense, tubular, vortex filaments of 3D turbulence. In the 2D case, the chain collapses into a tracer inside vortices. In 3D, on the contrary, the chain is extended even in vortical regions, which suggests that it follows axially-stretched tubular vortices by aligning with their axes. This physical picture is confirmed by examining the relative sampling behaviour of the individual beads, and by additional studies on an inextensible chain with adjustable bending-stiffness. A highly-flexible, inextensible chain also shows preferential sampling in 3D, provided it is longer than the dissipation scale, but not much longer than the vortex tubes. This is true also for 2D turbulence, where a long inextensible chain can occupy vortices by coiling into them. When the chain is made inflexible, however, coiling is prevented and the extent of preferential sampling in 2D is considerably reduced. In 3D, on the contrary, bending stiffness has no effect, because the chain does not need to coil in order to thread a vortex tube and align with its axis.

physics.flu-dyn↗