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Thabo Samakhoana

Publications and source records attributed to Thabo Samakhoana.

4 recordsLinked to original sources

An Elementary Proof of the Near Optimality of LogSumExp Smoothing

We consider the design of smoothings of the (coordinate-wise) max function in $\mathbb{R}^d$ in the infinity norm. The LogSumExp function $f(x)=\ln(\sum^d_i\exp(x_i))$ provides a classical smoothing, differing from the max function in value by at most $\ln(d)$. We provide an elementary construction of a lower bound, establishing that every overestimating smoothing of the max function must differ by at least $\sim 0.8145\ln(d)$. Hence, LogSumExp is optimal up to small constant factors. However, we provide strictly stronger smoothings showing the entropy-based LogSumExp approach is not exactly optimal. In small dimensions, we propose exactly optimal smoothings, attaining our lower bound.

math.ST

The Optimal Smoothings of Sublinear Functions and Convex Cones

This paper considers the problem of smoothing convex functions and sets, seeking the nearest smooth convex function or set to a given one. For convex cones and sublinear functions, a full characterization of the set of all optimal smoothings is given. These provide if and only if characterizations of the set of optimal smoothings for any target level of smoothness. Optimal smoothings restricting to either inner or outer approximations also follow from our theory. Finally, we apply our theory to provide insights into smoothing amenable functions given by compositions with sublinear functions and generic convex sets by expressing them as conic sections.

math.OC

Scalable Projection-Free Optimization Methods via MultiRadial Duality Theory

Recent works have developed new projection-free first-order methods based on utilizing linesearches and normal vector computations to maintain feasibility. These oracles can be cheaper than orthogonal projection or linear optimization subroutines but have the drawback of requiring a known strictly feasible point to do these linesearches with respect to. In this work, we develop new theory and algorithms which can operate using these cheaper linesearches while only requiring knowledge of points strictly satisfying each constraint separately. Convergence theory for several resulting ``multiradial'' gradient methods is established. We also provide preliminary numerics showing performance is essentially independent of how one selects the reference points for synthetic quadratically constrained quadratic programs.

math.OC

On the Consistency of Graph-based Bayesian Learning and the Scalability of Sampling Algorithms

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate scalings of graph parameters that provably lead to a well-defined limiting posterior as the size of the unlabeled data set grows. Furthermore, we show that these consistency results have profound algorithmic implications. When consistency holds, carefully designed graph-based Markov chain Monte Carlo algorithms are proved to have a uniform spectral gap, independent of the number of unlabeled inputs. Several numerical experiments corroborate both the statistical consistency and the algorithmic scalability established by the theory.

stat.ML