arXiv subjects

Xiangyu Guo

Publications and source records attributed to Xiangyu Guo.

25 records · Page 2Linked to original sources

arXiv2020

Robust High Dimensional Expectation Maximization Algorithm via Trimmed Hard Thresholding

In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a method called Trimmed (Gradient) Expectation Maximization which adds a trimming gradients step and a hard thresholding step to the Expectation step (E-step) and the Maximization step (M-step), respectively. We show that under some mild assumptions and with an appropriate initialization, the algorithm is corruption-proofing and converges to the (near) optimal statistical rate geometrically when the fraction of the corrupted samples $ε$ is bounded by $ \tilde{O}(\frac{1}{\sqrt{n}})$. Moreover, we apply our general framework to three canonical models: mixture of Gaussians, mixture of regressions and linear regression with missing covariates. Our theory is supported by thorough numerical results.

stat.ML↗

arXiv2020

Consistent $k$-Median: Simpler, Better and Robust

In this paper we introduce and study the online consistent $k$-clustering with outliers problem, generalizing the non-outlier version of the problem studied in [Lattanzi-Vassilvitskii, ICML17]. We show that a simple local-search based online algorithm can give a bicriteria constant approximation for the problem with $O(k^2 \log^2 (nD))$ swaps of medians (recourse) in total, where $D$ is the diameter of the metric. When restricted to the problem without outliers, our algorithm is simpler, deterministic and gives better approximation ratio and recourse, compared to that of [Lattanzi-Vassilvitskii, ICML17].

cs.DS↗

arXiv2020

On Approximating Degree-Bounded Network Design Problems

Directed Steiner Tree (DST) is a central problem in combinatorial optimization and theoretical computer science: Given a directed graph $G=(V, E)$ with edge costs $c \in \mathbb{R}_{\geq 0}^E$, a root $r \in V$ and $k$ terminals $K\subseteq V$, we need to output the minimum-cost arborescence in $G$ that contains an $r$\textrightarrow $t$ path for every $t \in K$. Recently, Grandoni, Laekhanukit and Li, and independently Ghuge and Nagarajan, gave quasi-polynomial time $O(\log^2k/\log \log k)$-approximation algorithms for the problem, which are tight under popular complexity assumptions. In this paper, we consider the more general Degree-Bounded Directed Steiner Tree (DB-DST) problem, where we are additionally given a degree bound $d_v$ on each vertex $v \in V$, and we require that every vertex $v$ in the output tree has at most $d_v$ children. We give a quasi-polynomial time $(O(\log n \log k), O(\log^2 n))$-bicriteria approximation: The algorithm produces a solution with cost at most $O(\log n\log k)$ times the cost of the optimum solution that violates the degree constraints by at most a factor of $O(\log^2n)$. This is the first non-trivial result for the problem. While our cost-guarantee is nearly optimal, the degree violation factor of $O(\log^2n)$ is an $O(\log n)$-factor away from the approximation lower bound of $Ω(\log n)$ from the set-cover hardness. The hardness result holds even on the special case of the {\em Degree-Bounded Group Steiner Tree} problem on trees (DB-GST-T). With the hope of closing the gap, we study the question of whether the degree violation factor can be made tight for this special case. We answer the question in the affirmative by giving an $(O(\log n\log k), O(\log n))$-bicriteria approximation algorithm for DB-GST-T.

cs.DS↗

arXiv2020

The Power of Recourse: Better Algorithms for Facility Location in Online and Dynamic Models

In this paper we study the facility location problem in the online with recourse and dynamic algorithm models. In the online with recourse model, clients arrive one by one and our algorithm needs to maintain good solutions at all time steps with only a few changes to the previously made decisions (called recourse). We show that the classic local search technique can lead to a $(1+\sqrt{2}+ε)$-competitive online algorithm for facility location with only $O\left(\frac{\log n}ε\log\frac1ε\right)$ amortized facility and client recourse. We then turn to the dynamic algorithm model for the problem, where the main goal is to design fast algorithms that maintain good solutions at all time steps. We show that the result for online facility location, combined with the randomized local search technique of Charikar and Guha [10], leads to an $O(1+\sqrt{2}+ε)$ approximation dynamic algorithm with amortized update time of $\tilde O(n)$ in the incremental setting. Notice that the running time is almost optimal, since in general metric space it takes $Ω(n)$ time to specify a new client's position. The approximation factor of our algorithm also matches the best offline analysis of the classic local search algorithm. Finally, we study the fully dynamic model for facility location, where clients can both arrive and depart. Our main result is an $O(1)$-approximation algorithm in this model with $O(|F|)$ preprocessing time and $O(\log^3 D)$ amortized update time for the HST metric spaces. Using the seminal results of Bartal [4] and Fakcharoenphol, Rao and Talwar [17], which show that any arbitrary $N$-point metric space can be embedded into a distribution over HSTs such that the expected distortion is at most $O(\log N)$, we obtain a $O(\log |F|)$ approximation with preprocessing time of $O(|F|^2\log |F|)$ and $O(\log^3 D)$ amortized update time.

cs.DS↗

arXiv2018

Distributed $k$-Clustering for Data with Heavy Noise

In this paper, we consider the $k$-center/median/means clustering with outliers problems (or the $(k, z)$-center/median/means problems) in the distributed setting. Most previous distributed algorithms have their communication costs linearly depending on $z$, the number of outliers. Recently Guha et al. overcame this dependence issue by considering bi-criteria approximation algorithms that output solutions with $2z$ outliers. For the case where $z$ is large, the extra $z$ outliers discarded by the algorithms might be too large, considering that the data gathering process might be costly. In this paper, we improve the number of outliers to the best possible $(1+ε)z$, while maintaining the $O(1)$-approximation ratio and independence of communication cost on $z$. The problems we consider include the $(k, z)$-center problem, and $(k, z)$-median/means problems in Euclidean metrics. Implementation of the our algorithm for $(k, z)$-center shows that it outperforms many previous algorithms, both in terms of the communication cost and quality of the output solution.

cs.DC↗

arXiv2017

Acceleration of low-latency gravitational wave searches using Maxwell-microarchitecture GPUs

Low-latency detections of gravitational waves (GWs) are crucial to enable prompt follow-up observations to astrophysical transients by conventional telescopes. We have developed a low-latency pipeline using a technique called Summed Parallel Infinite Impulse Response (SPIIR) filtering, realized by a Graphic Processing Unit (GPU). In this paper, we exploit the new \textit{Maxwell} memory access architecture in NVIDIA GPUs, namely the read-only data cache, warp-shuffle, and cross-warp atomic techniques. We report a 3-fold speed-up over our previous implementation of this filtering technique. To tackle SPIIR with relatively few filters, we develop a new GPU thread configuration with a nearly 10-fold speedup. In addition, we implement a multi-rate scheme of SPIIR filtering using Maxwell GPUs. We achieve more than 100-fold speed-up over a single core CPU for the multi-rate filtering scheme. This results in an overall of 21-fold CPU usage reduction for the entire SPIIR pipeline.

astro-ph.IM↗

arXiv2016

Large Scale GPU Accelerated PPMLR-MHD Simulations for Space Weather Forecast

PPMLR-MHD is a new magnetohydrodynamics (MHD) model used to simulate the interactions of the solar wind with the magnetosphere, which has been proved to be the key element of the space weather cause-and-effect chain process from the Sun to Earth. Compared to existing MHD methods, PPMLR-MHD achieves the advantage of high order spatial accuracy and low numerical dissipation. However, the accuracy comes at a cost. On one hand, this method requires more intensive computation. On the other hand, more boundary data is subject to be transferred during the process of simulation.s In this work, we present a parallel hybrid solution of the PPMLR-MHD model implemented using the computing capabilities of both CPUs and GPUs. We demonstrate that our optimized implementation alleviates the data transfer overhead by using GPU Direct technology and can scale up to 151 processes and achieve significant performance gains by distributing the workload among the CPUs and GPUs on Titan at Oak Ridge National Laboratory. The performance results show that our implementation is fast enough to carry out highly accurate MHD simulations in real time.

cs.DC↗