arXiv subjects

Yuichi Yoshida

Publications and source records attributed to Yuichi Yoshida.

At least 55 records · Page 3Linked to original sources

arXiv2022

On the three graph invariants related to matching of finite simple graphs

Let $G$ be a finite simple graph on the vertex set $V(G)$ and let $\text{ind-match}(G)$, $\text{min-match}(G)$ and $\text{match}(G)$ denote the induced matching number, the minimum matching number and the matching number of $G$, respectively. It is known that the inequalities $\text{ind-match}(G) \leq \text{min-match}(G) \leq \text{match}(G) \leq 2\text{min-match}(G)$ and $\text{match}(G) \leq \left\lfloor |V(G)|/2 \right\rfloor$ hold in general. In the present paper, we determine the possible tuples $(p, q, r, n)$ with $\text{ind-match}(G) = p$, $\text{min-match}(G) = q$, $\text{match}(G) = r$ and $|V(G)| = n$ arising from connected simple graphs. As an application of this result, we also determine the possible tuples $(p', q, r, n)$ with ${\rm{reg}}(G) = p'$, $\text{min-match}(G) = q$, $\text{match}(G) = r$ and $|V(G)| = n$ arising from connected simple graphs, where $I(G)$ is the edge ideal of $G$ and ${\rm{reg}}(G) = {\rm{reg}}(K[V(G)]/I(G))$ is the Castelnuovo--Mumford regularity of the quotient ring $K[V(G)]/I(G)$.

math.CO↗

arXiv2022

Sparsification of Decomposable Submodular Functions

Submodular functions are at the core of many machine learning and data mining tasks. The underlying submodular functions for many of these tasks are decomposable, i.e., they are sum of several simple submodular functions. In many data intensive applications, however, the number of underlying submodular functions in the original function is so large that we need prohibitively large amount of time to process it and/or it does not even fit in the main memory. To overcome this issue, we introduce the notion of sparsification for decomposable submodular functions whose objective is to obtain an accurate approximation of the original function that is a (weighted) sum of only a few submodular functions. Our main result is a polynomial-time randomized sparsification algorithm such that the expected number of functions used in the output is independent of the number of underlying submodular functions in the original function. We also study the effectiveness of our algorithm under various constraints such as matroid and cardinality constraints. We complement our theoretical analysis with an empirical study of the performance of our algorithm.

cs.DS↗

arXiv2021

Downsampling for Testing and Learning in Product Distributions

We study distribution-free property testing and learning problems where the unknown probability distribution is a product distribution over $\mathbb{R}^d$. For many important classes of functions, such as intersections of halfspaces, polynomial threshold functions, convex sets, and $k$-alternating functions, the known algorithms either have complexity that depends on the support size of the distribution, or are proven to work only for specific examples of product distributions. We introduce a general method, which we call downsampling, that resolves these issues. Downsampling uses a notion of "rectilinear isoperimetry" for product distributions, which further strengthens the connection between isoperimetry, testing, and learning. Using this technique, we attain new efficient distribution-free algorithms under product distributions on $\mathbb{R}^d$: 1. A simpler proof for non-adaptive, one-sided monotonicity testing of functions $[n]^d \to \{0,1\}$, and improved sample complexity for testing monotonicity over unknown product distributions, from $O(d^7)$ [Black, Chakrabarty, & Seshadhri, SODA 2020] to $\widetilde O(d^3)$. 2. Polynomial-time agnostic learning algorithms for functions of a constant number of halfspaces, and constant-degree polynomial threshold functions. 3. An $\exp(O(d \log(dk)))$-time agnostic learning algorithm, and an $\exp(O(d \log(dk)))$-sample tolerant tester, for functions of $k$ convex sets; and a $2^{\widetilde O(d)}$ sample-based one-sided tester for convex sets. 4. An $\exp(\widetilde O(k \sqrt d))$-time agnostic learning algorithm for $k$-alternating functions, and a sample-based tolerant tester with the same complexity.

cs.DS↗

arXiv2021

Average Sensitivity of Dynamic Programming

When processing data with uncertainty, it is desirable that the output of the algorithm is stable against small perturbations in the input. Varma and Yoshida [SODA'21] recently formalized this idea and proposed the notion of average sensitivity of algorithms, which is roughly speaking, the average Hamming distance between solutions for the original input and that obtained by deleting one element from the input, where the average is taken over the deleted element. In this work, we consider average sensitivity of algorithms for problems that can be solved by dynamic programming. We first present a $(1-δ)$-approximation algorithm for finding a maximum weight chain (MWC) in a transitive directed acyclic graph with average sensitivity $O(δ^{-1}\log^3 n)$, where $n$ is the number of vertices in the graph. We then show algorithms with small average sensitivity for various dynamic programming problems by reducing them to the MWC problem while preserving average sensitivity, including the longest increasing subsequence problem, the interval scheduling problem, the longest common subsequence problem, the longest palindromic subsequence problem, the knapsack problem with integral weight, and the RNA folding problem. For the RNA folding problem, our reduction is highly nontrivial because a naive reduction generates an exponentially large graph, which only provides a trivial average sensitivity bound.

cs.DS↗

arXiv2021

Local Algorithms for Estimating Effective Resistance

Effective resistance is an important metric that measures the similarity of two vertices in a graph. It has found applications in graph clustering, recommendation systems and network reliability, among others. In spite of the importance of the effective resistances, we still lack efficient algorithms to exactly compute or approximate them on massive graphs. In this work, we design several \emph{local algorithms} for estimating effective resistances, which are algorithms that only read a small portion of the input while still having provable performance guarantees. To illustrate, our main algorithm approximates the effective resistance between any vertex pair $s,t$ with an arbitrarily small additive error $\varepsilon$ in time $O(\mathrm{poly}(\log n/\varepsilon))$, whenever the underlying graph has bounded mixing time. We perform an extensive empirical study on several benchmark datasets, validating the performance of our algorithms.

cs.DS↗

arXiv2021

Spectral Hypergraph Sparsifiers of Nearly Linear Size

Graph sparsification has been studied extensively over the past two decades, culminating in spectral sparsifiers of optimal size (up to constant factors). Spectral hypergraph sparsification is a natural analogue of this problem, for which optimal bounds on the sparsifier size are not known, mainly because the hypergraph Laplacian is non-linear, and thus lacks the linear-algebraic structure and tools that have been so effective for graphs. Our main contribution is the first algorithm for constructing $ε$-spectral sparsifiers for hypergraphs with $O^*(n)$ hyperedges, where $O^*$ suppresses $(ε^{-1} \log n)^{O(1)}$ factors. This bound is independent of the rank $r$ (maximum cardinality of a hyperedge), and is essentially best possible due to a recent bit complexity lower bound of $Ω(nr)$ for hypergraph sparsification. This result is obtained by introducing two new tools. First, we give a new proof of spectral concentration bounds for sparsifiers of graphs; it avoids linear-algebraic methods, replacing e.g.~the usual application of the matrix Bernstein inequality and therefore applies to the (non-linear) hypergraph setting. To achieve the result, we design a new sequence of hypergraph-dependent $ε$-nets on the unit sphere in $\mathbb{R}^n$. Second, we extend the weight assignment technique of Chen, Khanna and Nagda [FOCS'20] to the spectral sparsification setting. Surprisingly, the number of spanning trees after the weight assignment can serve as a potential function guiding the reweighting process in the spectral setting.

cs.DS↗

arXiv2021

Online Risk-Averse Submodular Maximization

We present a polynomial-time online algorithm for maximizing the conditional value at risk (CVaR) of a monotone stochastic submodular function. Given $T$ i.i.d. samples from an underlying distribution arriving online, our algorithm produces a sequence of solutions that converges to a ($1-1/e$)-approximate solution with a convergence rate of $O(T^{-1/4})$ for monotone continuous DR-submodular functions. Compared with previous offline algorithms, which require $Ω(T)$ space, our online algorithm only requires $O(\sqrt{T})$ space. We extend our online algorithm to portfolio optimization for monotone submodular set functions under a matroid constraint. Experiments conducted on real-world datasets demonstrate that our algorithm can rapidly achieve CVaRs that are comparable to those obtained by existing offline algorithms.

cs.DS↗

arXiv2021

Towards Tight Bounds for Spectral Sparsification of Hypergraphs

Cut and spectral sparsification of graphs have numerous applications, including e.g. speeding up algorithms for cuts and Laplacian solvers. These powerful notions have recently been extended to hypergraphs, which are much richer and may offer new applications. However, the current bounds on the size of hypergraph sparsifiers are not as tight as the corresponding bounds for graphs. Our first result is a polynomial-time algorithm that, given a hypergraph on $n$ vertices with maximum hyperedge size $r$, outputs an $ε$-spectral sparsifier with $O^*(nr)$ hyperedges, where $O^*$ suppresses $(ε^{-1} \log n)^{O(1)}$ factors. This size bound improves the two previous bounds: $O^*(n^3)$ [Soma and Yoshida, SODA'19] and $O^*(nr^3)$ [Bansal, Svensson and Trevisan, FOCS'19]. Our main technical tool is a new method for proving concentration of the nonlinear analogue of the quadratic form of the Laplacians for hypergraph expanders. We complement this with lower bounds on the bit complexity of any compression scheme that $(1+ε)$-approximates all the cuts in a given hypergraph, and hence also on the bit complexity of every $ε$-cut/spectral sparsifier. These lower bounds are based on Ruzsa-Szemerédi graphs, and a particular instantiation yields an $Ω(nr)$ lower bound on the bit complexity even for fixed constant $ε$. This is tight up to polylogarithmic factors in $n$, due to recent hypergraph cut sparsifiers of [Chen, Khanna and Nagda, FOCS'20]. Finally, for directed hypergraphs, we present an algorithm that computes an $ε$-spectral sparsifier with $O^*(n^2r^3)$ hyperarcs, where $r$ is the maximum size of a hyperarc. For small $r$, this improves over $O^*(n^3)$ known from [Soma and Yoshida, SODA'19], and is getting close to the trivial lower bound of $Ω(n^2)$ hyperarcs.

cs.DS↗

arXiv2021

RelWalk A Latent Variable Model Approach to Knowledge Graph Embedding

Embedding entities and relations of a knowledge graph in a low-dimensional space has shown impressive performance in predicting missing links between entities. Although progresses have been achieved, existing methods are heuristically motivated and theoretical understanding of such embeddings is comparatively underdeveloped. This paper extends the random walk model (Arora et al., 2016a) of word embeddings to Knowledge Graph Embeddings (KGEs) to derive a scoring function that evaluates the strength of a relation R between two entities h (head) and t (tail). Moreover, we show that marginal loss minimisation, a popular objective used in much prior work in KGE, follows naturally from the log-likelihood ratio maximisation under the probabilities estimated from the KGEs according to our theoretical relationship. We propose a learning objective motivated by the theoretical analysis to learn KGEs from a given knowledge graph. Using the derived objective, accurate KGEs are learnt from FB15K237 and WN18RR benchmark datasets, providing empirical evidence in support of the theory.

cs.CL↗

arXiv2020

Sensitivity Analysis of Submodular Function Maximization

We study the recently introduced idea of worst-case sensitivity for monotone submodular maximization with cardinality constraint $k$, which captures the degree to which the output argument changes on deletion of an element in the input. We find that for large classes of algorithms that non-trivial sensitivity of $o(k)$ is not possible, even with bounded curvature, and that these results also hold in the distributed framework. However, we also show that in the regime $k = Ω(n)$ that we can obtain $O(1)$ sensitivity for sufficiently low curvature.

cs.DS↗

arXiv2020

Weakly Submodular Function Maximization Using Local Submodularity Ratio

Weak submodularity is a natural relaxation of the diminishing return property, which is equivalent to submodularity. Weak submodularity has been used to show that many (monotone) functions that arise in practice can be efficiently maximized with provable guarantees. In this work we introduce two natural generalizations of weak submodularity for non-monotone functions. We show that an efficient randomized greedy algorithm has provable approximation guarantees for maximizing these functions subject to a cardinality constraint. We then provide a more refined analysis that takes into account that the weak submodularity parameter may change (sometimes improving) throughout the execution of the algorithm. This leads to improved approximation guarantees in some settings. We provide applications of our results for monotone and non-monotone maximization problems.

cs.DS↗

arXiv2020

Sensitivity Analysis of the Maximum Matching Problem

We consider the sensitivity of algorithms for the maximum matching problem against edge and vertex modifications. Algorithms with low sensitivity are desirable because they are robust to edge failure or attack. In this work, we show a randomized $(1-ε)$-approximation algorithm with worst-case sensitivity $O_ε(1)$, which substantially improves upon the $(1-ε)$-approximation algorithm of Varma and Yoshida (arXiv 2020) that obtains average sensitivity $n^{O(1/(1+ε^2))}$ sensitivity algorithm, and show a deterministic $1/2$-approximation algorithm with sensitivity $\exp(O(\log^*n))$ for bounded-degree graphs. We show that any deterministic constant-factor approximation algorithm must have sensitivity $Ω(\log^* n)$. Our results imply that randomized algorithms are strictly more powerful than deterministic ones in that the former can achieve sensitivity independent of $n$ whereas the latter cannot. We also show analogous results for vertex sensitivity, where we remove a vertex instead of an edge. As an application of our results, we give an algorithm for the online maximum matching with $O_ε(n)$ total replacements in the vertex-arrival model. By comparison, Bernstein et al. (J. ACM 2019) gave an online algorithm that always outputs the maximum matching, but only for bipartite graphs and with $O(n\log n)$ total replacements. Finally, we introduce the notion of normalized weighted sensitivity, a natural generalization of sensitivity that accounts for the weights of deleted edges. We show that if all edges in a graph have polynomially bounded weight, then given a trade-off parameter $α>2$, there exists an algorithm that outputs a $\frac{1}{4α}$-approximation to the maximum weighted matching in $O(m\log_α n)$ time, with normalized weighted sensitivity $O(1)$. See paper for full abstract.

cs.DS↗

arXiv2020

Deep Learning-Based Average Consensus

In this study, we analyzed the problem of accelerating the linear average consensus algorithm for complex networks. We propose a data-driven approach to tuning the weights of temporal (i.e., time-varying) networks using deep learning techniques. Given a finite-time window, the proposed approach first unfolds the linear average consensus protocol to obtain a feedforward signal-flow graph, which is regarded as a neural network. The edge weights of the obtained neural network are then trained using standard deep learning techniques to minimize consensus error over a given finite-time window. Through this training process, we obtain a set of optimized time-varying weights, which yield faster consensus for a complex network. We also demonstrate that the proposed approach can be extended for infinite-time window problems. Numerical experiments revealed that our approach can achieve a significantly smaller consensus error compared to baseline strategies.

math.OC↗

arXiv2020

Fast and Private Submodular and $k$-Submodular Functions Maximization with Matroid Constraints

The problem of maximizing nonnegative monotone submodular functions under a certain constraint has been intensively studied in the last decade, and a wide range of efficient approximation algorithms have been developed for this problem. Many machine learning problems, including data summarization and influence maximization, can be naturally modeled as the problem of maximizing monotone submodular functions. However, when such applications involve sensitive data about individuals, their privacy concerns should be addressed. In this paper, we study the problem of maximizing monotone submodular functions subject to matroid constraints in the framework of differential privacy. We provide $(1-\frac{1}{\mathrm{e}})$-approximation algorithm which improves upon the previous results in terms of approximation guarantee. This is done with an almost cubic number of function evaluations in our algorithm. Moreover, we study $k$-submodularity, a natural generalization of submodularity. We give the first $\frac{1}{2}$-approximation algorithm that preserves differential privacy for maximizing monotone $k$-submodular functions subject to matroid constraints. The approximation ratio is asymptotically tight and is obtained with an almost linear number of function evaluations.

cs.DS↗

arXiv2020

Hypergraph Clustering Based on PageRank

A hypergraph is a useful combinatorial object to model ternary or higher-order relations among entities. Clustering hypergraphs is a fundamental task in network analysis. In this study, we develop two clustering algorithms based on personalized PageRank on hypergraphs. The first one is local in the sense that its goal is to find a tightly connected vertex set with a bounded volume including a specified vertex. The second one is global in the sense that its goal is to find a tightly connected vertex set. For both algorithms, we discuss theoretical guarantees on the conductance of the output vertex set. Also, we experimentally demonstrate that our clustering algorithms outperform existing methods in terms of both the solution quality and running time. To the best of our knowledge, ours are the first practical algorithms for hypergraphs with theoretical guarantees on the conductance of the output set.

cs.DS↗

arXiv2020

Average Sensitivity of Spectral Clustering

Spectral clustering is one of the most popular clustering methods for finding clusters in a graph, which has found many applications in data mining. However, the input graph in those applications may have many missing edges due to error in measurement, withholding for a privacy reason, or arbitrariness in data conversion. To make reliable and efficient decisions based on spectral clustering, we assess the stability of spectral clustering against edge perturbations in the input graph using the notion of average sensitivity, which is the expected size of the symmetric difference of the output clusters before and after we randomly remove edges. We first prove that the average sensitivity of spectral clustering is proportional to $λ_2/λ_3^2$, where $λ_i$ is the $i$-th smallest eigenvalue of the (normalized) Laplacian. We also prove an analogous bound for $k$-way spectral clustering, which partitions the graph into $k$ clusters. Then, we empirically confirm our theoretical bounds by conducting experiments on synthetic and real networks. Our results suggest that spectral clustering is stable against edge perturbations when there is a cluster structure in the input graph.

cs.DS↗

arXiv2020

Average Sensitivity of Graph Algorithms

In modern applications of graphs algorithms, where the graphs of interest are large and dynamic, it is unrealistic to assume that an input representation contains the full information of a graph being studied. Hence, it is desirable to use algorithms that, even when only a (large) subgraph is available, output solutions that are close to the solutions output when the whole graph is available. We formalize this idea by introducing the notion of average sensitivity of graph algorithms, which is the average earth mover's distance between the output distributions of an algorithm on a graph and its subgraph obtained by removing an edge, where the average is over the edges removed and the distance between two outputs is the Hamming distance. In this work, we initiate a systematic study of average sensitivity. After deriving basic properties of average sensitivity such as composition, we provide efficient approximation algorithms with low average sensitivities for concrete graph problems, including the minimum spanning forest problem, the global minimum cut problem, the minimum $s$-$t$ cut problem, and the maximum matching problem. In addition, we prove that the average sensitivity of our global minimum cut algorithm is almost optimal, by showing a nearly matching lower bound. We also show that every algorithm for the 2-coloring problem has average sensitivity linear in the number of vertices. One of the main ideas involved in designing our algorithms with low average sensitivity is the following fact; if the presence of a vertex or an edge in the solution output by an algorithm can be decided locally, then the algorithm has a low average sensitivity, allowing us to reuse the analyses of known sublinear-time algorithms and local computation algorithms (LCAs). Using this connection, we show that every LCA for 2-coloring has linear query complexity, thereby answering an open question.

cs.DS↗

arXiv2020

Statistical Learning with Conditional Value at Risk

We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic gradient descent for this framework. While existing studies of CVaR optimization require direct access to the underlying distribution, our algorithms make a weaker assumption that only i.i.d.\ samples are given. For convex and Lipschitz loss functions, we show that our algorithm has $O(1/\sqrt{n})$-convergence to the optimal CVaR, where $n$ is the number of samples. For nonconvex and smooth loss functions, we show a generalization bound on CVaR. By conducting numerical experiments on various machine learning tasks, we demonstrate that our algorithms effectively minimize CVaR compared with other baseline algorithms.

cs.LG↗