This article presents universal algorithms for clustering problems, including the widely studied k-median, k-means, and k-center objectives. The input is a metric space containing all potential client locations. The a...
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This article presents universal algorithms for clustering problems, including the widely studied k-median, k-means, and k-center objectives. The input is a metric space containing all potential client locations. The algorithm must select k cluster centers such that they are a good solution for any subset of clients that actually realize. Specifically, we aim for low regret, defined as the maximum over all subsets of the difference between the cost of the algorithm's solution and that of an optimal solution. A universal algorithm's solution sol for a clustering problem is said to be an (alpha, beta)-approximation if for all subsets of clients C', it satisfies sol(C') <= alpha center dot opt(C') + beta center dot mr, where opt(C') is the cost of the optimal solution for clients C' and mr is the minimum regret achievable by any solution. Our main results are universal algorithms for the standard clustering objectives of k-median, k-means, and k-center that achieve (O(1), O(1))-approximations. These results are obtained via a novel framework for universal algorithms using linear programming (LP) relaxations. These results generalize to other l(p) objectives and the setting where some subset of the clients are fixed. We also give hardness results showing that (alpha, beta)-approximation is NP-hard if alpha or beta is at most a certain constant, even for the widely studied special case of Euclidean metric spaces. This shows that in some sense, (O(1), O( 1))-approximation is the strongest type of guarantee obtainable for universal clustering.
We consider the framework of competitive prediction, where one provides guarantees compared to other predictive models that are called experts. We propose a universal algorithm predicting finite-dimensional distributi...
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We consider the framework of competitive prediction, where one provides guarantees compared to other predictive models that are called experts. We propose a universal algorithm predicting finite-dimensional distributions, i.e. points from a simplex, under Kullback-Leibler game. In the standard framework for prediction with expert advice, the performance of the learner is measured by means of the cumulative loss. In this paper we consider a generalisation of this setting and discount losses with time. A natural choice of predictors for the probability games is a class of multinomial logistic regression functions as they output a distribution that lies inside a probability simplex. We consider the class of multinomial logistic regressions to be our experts. We provide a strategy that allows us to 'track the best expert' of this type and derive the theoretical bound on the discounted loss of the strategy. We provide the kernelized version of our algorithm, which competes with a wider set of experts from Reproducing Kernel Hilbert Space (RKHS) and prove a theoretical guarantee for the kernelized strategy. We carry out experiments on three data sets and compare the cumulative losses of our algorithm and multinomial logistic regression. (C) 2019 Elsevier B.V. All rights reserved.
A spanning tree T of graph G is a rho-approximate universal Steiner tree (UST) for root vertex r if, for any subset of vertices S containing r, the cost of the minimal subgraph of T connecting S is within a rho factor...
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ISBN:
(纸本)9798350318944
A spanning tree T of graph G is a rho-approximate universal Steiner tree (UST) for root vertex r if, for any subset of vertices S containing r, the cost of the minimal subgraph of T connecting S is within a rho factor of the minimum cost tree connecting S in G. Busch et al. (FOCS 2012) showed that every graph admits 2(O(root log n))-approximate USTs by showing that USTs are equivalent to strong sparse partition hierarchies (up to poly-logs). Further, they posed poly-logarithmic USTs and strong sparse partition hierarchies as open questions. We settle these open questions by giving polynomial-time algorithms for computing both O(log(7) n)-approximate USTs and poly-logarithmic strong sparse partition hierarchies. We reduce the existence of these objects to the previously studied cluster aggregation problem and a class of well-separated point sets which we call dangling nets. For graphs with constant doubling dimension or constant pathwidth we obtain improved bounds by deriving O(log n)-approximate USTs and O(1) strong sparse partition hierarchies. Our doubling dimension result is tight up to second order terms.
We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in...
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We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the input signal during recovery, the signal structure that can be leveraged is often not known a priori. In this paper, we consider universal CS recovery, where the statistics of a stationary ergodic signal source are estimated simultaneously with the signal itself. Inspired by Kolmogorov complexity and minimum description length, we focus on a maximum a posteriori (MAP) estimation framework that leverages universal priors to match the complexity of the source. Our framework can also be applied to general linear inverse problems where more measurements than in CS might be needed. We provide theoretical results that support the algorithmic feasibility of universal MAP estimation using a Markov chain Monte Carlo implementation, which is computationally challenging. We incorporate some techniques to accelerate the algorithm while providing comparable and in many cases better reconstruction quality than existing algorithms. Experimental results show the promise of universality in CS, particularly for low-complexity sources that do not exhibit standard sparsity or compressibility.
We consider a system in which two nodes take correlated measurements of a random source with time-varying and unknown statistics. The observations of the source at the first node are to be losslessly replicated with a...
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ISBN:
(纸本)9781479983810
We consider a system in which two nodes take correlated measurements of a random source with time-varying and unknown statistics. The observations of the source at the first node are to be losslessly replicated with a given probability of outage at the second node, which receives data from the first node over a constant-rate channel. We develop a system and associated strategies for joint distributed source coding (encoding and decoding) and transmission control in order to achieve low end-to-end delay. Slepian-Wolf coding in its traditional form cannot be applied in our scenario, since the encoder requires the joint statistics of the observations and the associated decoding delay is very high. We analytically evaluate the performance of our strategies and show that the delay achieved by them are order optimal, as the conditional entropy of the source approaches to the channel rate. We also evaluate the performance of our algorithms based on real-world experiments using two cameras recording videos of a scene at different angles. Having realized our schemes, we demonstrated that, even with a very low-complexity quantizer, a compression ratio of approximately 50% is achievable for lossless replication at the decoder, at an average delay of a few seconds.
We study the compressed sensing (CS) signal estimation problem where a signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the si...
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ISBN:
(纸本)9781479949755
We study the compressed sensing (CS) signal estimation problem where a signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the signal during estimation, additional signal structure that can be leveraged is often not known a priori. For signals with independent and identically distributed (i.i.d.) entries, existing CS algorithms achieve optimal or near optimal estimation error without knowing the statistics of the signal. This paper addresses estimating stationary ergodic non-i.i.d. signals with unknown statistics. We have previously proposed a universal CS approach to simultaneously estimate the statistics of a stationary ergodic signal as well as the signal itself. This paper significantly improves on our previous work, especially for continuous-valued signals, by offering a four-stage algorithm called Complexity-Adaptive universal Signal Estimation (CAUSE), where the alphabet size of the estimate adaptively matches the coding complexity of the signal. Numerical results show that the new approach offers comparable and in some cases, especially for non-i.i.d. signals, lower mean square error than the prior art, despite not knowing the signal statistics.
Given a universe U of n elements and a weighted collection S of m subsets of U, the universal set cover problem is to a priori map each element u is an element of U to a set S(u) is an element of S containing u such t...
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Given a universe U of n elements and a weighted collection S of m subsets of U, the universal set cover problem is to a priori map each element u is an element of U to a set S(u) is an element of S containing u such that any set X subset of U is covered by S(X) - boolean OR S-u is an element of X(u). The aim is to find a mapping such that the cost of S(X) is as close as possible to the optimal set cover cost for X. (Such problems are also called oblivious or a priori optimization problems.) Unfortunately, for every universal mapping, the cost of S(X) can be O(root n) times larger than optimal if the set X is adversarially chosen. In this paper we study the performance on average, when X is a set of randomly chosen elements from the universe: we show how to efficiently find a universal map whose expected cost is O(log mn) times the expected optimal cost. In fact, we give a slightly improved analysis and show that this is the best possible. We generalize these ideas to weighted set cover and show similar guarantees to (nonmetric) facility location, where we have to balance the facility opening cost with the cost of connecting clients to the facilities. We show applications of our results to universal multicut and disc-covering problems and show how all these universal mappings give us algorithms for the stochastic online variants of the problems with the same competitive factors.
In many applications, an uncompressed source stream is systematically encoded by a channel code (which ignores the source redundancy) for transmission over a discrete memoryless channel. The decoder knows the channel ...
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In many applications, an uncompressed source stream is systematically encoded by a channel code (which ignores the source redundancy) for transmission over a discrete memoryless channel. The decoder knows the channel and the code but does not know the source statistics. This paper proposes several universal channel decoders that take advantage of the source redundancy without requiring prior knowledge of its statistics.
Erasure entropy rate differs from Shannon's entropy rate in that the conditioning occurs with respect to both the past and the future, as opposed to only the past (or the future). In this paper, consistent univers...
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Erasure entropy rate differs from Shannon's entropy rate in that the conditioning occurs with respect to both the past and the future, as opposed to only the past (or the future). In this paper, consistent universal algorithms for estimating erasure entropy rate are proposed based on the basic and extended context-tree weighting (CTW) algorithms. Simulation results for those algorithms applied to Markov sources, tree sources, and English texts are compared to those obtained by fixed-order plug-in estimators with different orders.
We introduce S-DUDE, a new algorithm for denoising discrete memoryless channel (DMC)-corrupted data. The algorithm, which generalizes the recently introduced DUDE (Discrete universal DEnoiser), aims to compete with a ...
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We introduce S-DUDE, a new algorithm for denoising discrete memoryless channel (DMC)-corrupted data. The algorithm, which generalizes the recently introduced DUDE (Discrete universal DEnoiser), aims to compete with a genie that has access, in addition to the noisy data, also to the underlying clean data, and that can choose to switch, up to times, between sliding-window denoisers in a way that minimizes the overall loss. When the underlying data form an individual sequence, we show that the S-DUDE performs essentially as well as this genie, provided that is sublinear in the size of the data. When the clean data are emitted by a piecewise stationary process, we show that the S-DUDE achieves the optimum distribution-dependent performance, provided that the same sublinearity condition is imposed on the number of switches. To further substantiate the universal optimality of the S-DUDE, we show that when the number of switches is allowed to grow linearly with the size of the data, any (sequence of) scheme(s) fails to compete in the above sense. Using dynamic programming, we derive an efficient implementation of the S-DUDE, which has complexity (time and memory) growing linearly with the data size and the number of switches Preliminary experimental results are presented, suggesting that S-DUDE has the capacity to improve on the performance attained by the original DUDE in applications where the nature of the data abruptly changes in time (or space), as is often the case in practice.
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