arXiv subjects

Yuanyu Wan

Publications and source records attributed to Yuanyu Wan.

44 records · Page 3Linked to original sources

arXiv2023

Adversarial Erasing with Pruned Elements: Towards Better Graph Lottery Ticket

Graph Lottery Ticket (GLT), a combination of core subgraph and sparse subnetwork, has been proposed to mitigate the computational cost of deep Graph Neural Networks (GNNs) on large input graphs while preserving original performance. However, the winning GLTs in exisiting studies are obtained by applying iterative magnitude-based pruning (IMP) without re-evaluating and re-considering the pruned information, which disregards the dynamic changes in the significance of edges/weights during graph/model structure pruning, and thus limits the appeal of the winning tickets. In this paper, we formulate a conjecture, i.e., existing overlooked valuable information in the pruned graph connections and model parameters which can be re-grouped into GLT to enhance the final performance. Specifically, we propose an adversarial complementary erasing (ACE) framework to explore the valuable information from the pruned components, thereby developing a more powerful GLT, referred to as the ACE-GLT. The main idea is to mine valuable information from pruned edges/weights after each round of IMP, and employ the ACE technique to refine the GLT processing. Finally, experimental results demonstrate that our ACE-GLT outperforms existing methods for searching GLT in diverse tasks. Our code will be made publicly available.

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arXiv2023

Improved Projection-free Online Continuous Submodular Maximization

We investigate the problem of online learning with monotone and continuous DR-submodular reward functions, which has received great attention recently. To efficiently handle this problem, especially in the case with complicated decision sets, previous studies have proposed an efficient projection-free algorithm called Mono-Frank-Wolfe (Mono-FW) using $O(T)$ gradient evaluations and linear optimization steps in total. However, it only attains a $(1-1/e)$-regret bound of $O(T^{4/5})$. In this paper, we propose an improved projection-free algorithm, namely POBGA, which reduces the regret bound to $O(T^{3/4})$ while keeping the same computational complexity as Mono-FW. Instead of modifying Mono-FW, our key idea is to make a novel combination of a projection-based algorithm called online boosting gradient ascent, an infeasible projection technique, and a blocking technique. Furthermore, we consider the decentralized setting and develop a variant of POBGA, which not only reduces the current best regret bound of efficient projection-free algorithms for this setting from $O(T^{4/5})$ to $O(T^{3/4})$, but also reduces the total communication complexity from $O(T)$ to $O(\sqrt{T})$.

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arXiv2023

Projection-free Online Learning with Arbitrary Delays

Projection-free online learning, which eschews the projection operation via less expensive computations such as linear optimization (LO), has received much interest recently due to its efficiency in handling high-dimensional problems with complex constraints. However, previous studies assume that any queried gradient is revealed immediately, which may not hold in practice and limits their applications. To address this limitation, we generalize the online Frank-Wolfe (OFW) algorithm and the online smooth projection-free (OSPF) algorithm, which are state-of-the-art LO-based projection-free online algorithms for non-smooth and smooth functions respectively, into a delayed setting where queried gradients can be delayed by arbitrary rounds. Specifically, the main idea of our generalized OFW is to perform an update similar to the original OFW after receiving any delayed gradient, and play the latest decision for each round. Moreover, the essential change on OSPF is to replace the sum of queried gradients, which is originally utilized in each update, with the sum of available gradients. Despite their simplicities, our novel analysis shows that under a relatively large amount of delay, the generalized OFW and OSPF enjoy the same regret bound as OFW and OSPF in the non-delayed setting, respectively.

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arXiv2023

Non-stationary Projection-free Online Learning with Dynamic and Adaptive Regret Guarantees

Projection-free online learning has drawn increasing interest due to its efficiency in solving high-dimensional problems with complicated constraints. However, most existing projection-free online methods focus on minimizing the static regret, which unfortunately fails to capture the challenge of changing environments. In this paper, we investigate non-stationary projection-free online learning, and choose dynamic regret and adaptive regret to measure the performance. Specifically, we first provide a novel dynamic regret analysis for an existing projection-free method named $\text{BOGD}_\text{IP}$, and establish an $\mathcal{O}(T^{3/4}(1+P_T))$ dynamic regret bound, where $P_T$ denotes the path-length of the comparator sequence. Then, we improve the upper bound to $\mathcal{O}(T^{3/4}(1+P_T)^{1/4})$ by running multiple $\text{BOGD}_\text{IP}$ algorithms with different step sizes in parallel, and tracking the best one on the fly. Our results are the first general-case dynamic regret bounds for projection-free online learning, and can recover the existing $\mathcal{O}(T^{3/4})$ static regret by setting $P_T = 0$. Furthermore, we propose a projection-free method to attain an $\tilde{\mathcal{O}}(τ^{3/4})$ adaptive regret bound for any interval with length $τ$, which nearly matches the static regret over that interval. The essential idea is to maintain a set of $\text{BOGD}_\text{IP}$ algorithms dynamically, and combine them by a meta algorithm. Moreover, we demonstrate that it is also equipped with an $\mathcal{O}(T^{3/4}(1+P_T)^{1/4})$ dynamic regret bound. Finally, empirical studies verify our theoretical findings.

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arXiv2022

Projection-free Distributed Online Learning with Sublinear Communication Complexity

To deal with complicated constraints via locally light computations in distributed online learning, a recent study has presented a projection-free algorithm called distributed online conditional gradient (D-OCG), and achieved an $O(T^{3/4})$ regret bound for convex losses, where $T$ is the number of total rounds. However, it requires $T$ communication rounds, and cannot utilize the strong convexity of losses. In this paper, we propose an improved variant of D-OCG, namely D-BOCG, which can attain the same $O(T^{3/4})$ regret bound with only $O(\sqrt{T})$ communication rounds for convex losses, and a better regret bound of $O(T^{2/3}(\log T)^{1/3})$ with fewer $O(T^{1/3}(\log T)^{2/3})$ communication rounds for strongly convex losses. The key idea is to adopt a delayed update mechanism that reduces the communication complexity, and redefine the surrogate loss function in D-OCG for exploiting the strong convexity. Furthermore, we provide lower bounds to demonstrate that the $O(\sqrt{T})$ communication rounds required by D-BOCG are optimal (in terms of $T$) for achieving the $O(T^{3/4})$ regret with convex losses, and the $O(T^{1/3}(\log T)^{2/3})$ communication rounds required by D-BOCG are near-optimal (in terms of $T$) for achieving the $O(T^{2/3}(\log T)^{1/3})$ regret with strongly convex losses up to polylogarithmic factors. Finally, to handle the more challenging bandit setting, in which only the loss value is available, we incorporate the classical one-point gradient estimator into D-BOCG, and obtain similar theoretical guarantees.

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arXiv2021

Online Strongly Convex Optimization with Unknown Delays

We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and achieved the regret bound of $O(\sqrt{T+D})$ by only utilizing the convexity condition, where $D$ is the sum of delays over $T$ rounds. In this paper, we further exploit the strong convexity to improve the regret bound. Specifically, we first extend the delayed variant of OGD for strongly convex functions, and establish a better regret bound of $O(d\log T)$, where $d$ is the maximum delay. The essential idea is to let the learning rate decay with the total number of received feedback linearly. Furthermore, we consider the more challenging bandit setting, and obtain similar theoretical guarantees by incorporating the classical multi-point gradient estimator into our extended method. To the best of our knowledge, this is the first work that solves online strongly convex optimization under the general delayed setting.

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arXiv2021

Online Convex Optimization with Continuous Switching Constraint

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online convex optimization with continuous switching constraint, where the goal is to achieve a small regret given a budget on the \emph{overall} switching cost. We first investigate the hardness of the problem, and provide a lower bound of order $Ω(\sqrt{T})$ when the switching cost budget $S=Ω(\sqrt{T})$, and $Ω(\min\{\frac{T}{S},T\})$ when $S=O(\sqrt{T})$, where $T$ is the time horizon. The essential idea is to carefully design an adaptive adversary, who can adjust the loss function according to the cumulative switching cost of the player incurred so far based on the orthogonal technique. We then develop a simple gradient-based algorithm which enjoys the minimax optimal regret bound. Finally, we show that, for strongly convex functions, the regret bound can be improved to $O(\log T)$ for $S=Ω(\log T)$, and $O(\min\{T/\exp(S)+S,T\})$ for $S=O(\log T)$.

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arXiv2018

Matrix Completion from Non-Uniformly Sampled Entries

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and each remaining column is partially observed with uniform sampling. To recover the unknown matrix, we first recover its column space from the fully observed columns. Then, for each partially observed column, we recover it by finding a vector which lies in the recovered column space and consists of the observed entries. When the unknown $m\times n$ matrix is low-rank, we show that our algorithm can exactly recover it from merely $Ω(rn\ln n)$ entries, where $r$ is the rank of the matrix. Furthermore, for a noisy low-rank matrix, our algorithm computes a low-rank approximation of the unknown matrix and enjoys an additive error bound measured by Frobenius norm. Experimental results on synthetic datasets verify our theoretical claims and demonstrate the effectiveness of our proposed algorithm.

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