Efficient Learning from Faulty Data
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Relational Machine Learning Algorithms
Relational Machine Learning Algorithms by Alireza Samadianzakaria Bachelor of Science, Sharif University of Technology, 2016 Submitted to the Graduate Faculty of the Department of Computer Science in partial fulfillment of the requirements for the degree of Doctor of Philosophy University of Pittsburgh 2021 UNIVERSITY OF PITTSBURGH DEPARTMENT OF COMPUTER SCIENCE This dissertation was presented by Alireza Samadianzakaria It was defended on July 7, 2021 and approved by Dr. Kirk Pruhs, Department of Computer Science, University of Pittsburgh Dr. Panos Chrysanthis, Department of Computer Science, University of Pittsburgh Dr. Adriana Kovashka, Department of Computer Science, University of Pittsburgh Dr. Benjamin Moseley, Tepper School of Business, Carnegie Mellon University ii Copyright c by Alireza Samadianzakaria 2021 iii Relational Machine Learning Algorithms Alireza Samadianzakaria, PhD University of Pittsburgh, 2021 The majority of learning tasks faced by data scientists involve relational data, yet most standard algorithms for standard learning problems are not designed to accept relational data as input. The standard practice to address this issue is to join the relational data to create the type of geometric input that standard learning algorithms expect. Unfortunately, this standard practice has exponential worst-case time and space complexity. This leads us to consider what we call the Relational Learning Question: \Which standard learning algorithms can be efficiently implemented on relational data, and for those that cannot, is there an alternative algorithm that can be efficiently implemented on relational data and that has similar performance guarantees to the standard algorithm?" In this dissertation, we address the relational learning question for the well-known prob- lems of support vector machine (SVM), logistic regression, and k-means clustering. -
Computer Science and Decision Theory Fred S. Roberts1 Abstract 1
Computer Science and Decision Theory Fred S. Roberts1 DIMACS Center, Rutgers University, Piscataway, NJ 08854 USA [email protected] Abstract This paper reviews applications in computer science that decision theorists have addressed for years, discusses the requirements posed by these applications that place great strain on decision theory/social science methods, and explores applications in the social and decision sciences of newer decision-theoretic methods developed with computer science applications in mind. The paper deals with the relation between computer science and decision-theoretic methods of consensus, with the relation between computer science and game theory and decisions, and with \algorithmic decision theory." 1 Introduction Many applications in computer science involve issues and problems that decision theorists have addressed for years, issues of preference, utility, conflict and cooperation, allocation, incentives, consensus, social choice, and measurement. A similar phenomenon is apparent more generally at the interface between computer sci- ence and the social sciences. We have begun to see the use of methods developed by decision theorists/social scientists in a variety of computer science applications. The requirements posed by these computer science applications place great strain on the decision theory/social science methods because of the sheer size of the problems addressed, new contexts in which computational power of agents becomes an issue, limitations on information possessed by players, and the sequential nature of repeated applications. Hence, there is a great need to develop a new generation of methods to satisfy these computer science requirements. In turn, these new methods will provide powerful new tools for social scientists in general and decision theorists in particular. -
Research Notices
AMERICAN MATHEMATICAL SOCIETY Research in Collegiate Mathematics Education. V Annie Selden, Tennessee Technological University, Cookeville, Ed Dubinsky, Kent State University, OH, Guershon Hare I, University of California San Diego, La jolla, and Fernando Hitt, C/NVESTAV, Mexico, Editors This volume presents state-of-the-art research on understanding, teaching, and learning mathematics at the post-secondary level. The articles are peer-reviewed for two major features: (I) advancing our understanding of collegiate mathematics education, and (2) readability by a wide audience of practicing mathematicians interested in issues affecting their students. This is not a collection of scholarly arcana, but a compilation of useful and informative research regarding how students think about and learn mathematics. This series is published in cooperation with the Mathematical Association of America. CBMS Issues in Mathematics Education, Volume 12; 2003; 206 pages; Softcover; ISBN 0-8218-3302-2; List $49;AII individuals $39; Order code CBMATH/12N044 MATHEMATICS EDUCATION Also of interest .. RESEARCH: AGul<lelbrthe Mathematics Education Research: Hothomatldan- A Guide for the Research Mathematician --lllll'tj.M...,.a.,-- Curtis McKnight, Andy Magid, and -- Teri J. Murphy, University of Oklahoma, Norman, and Michelynn McKnight, Norman, OK 2000; I 06 pages; Softcover; ISBN 0-8218-20 16-8; List $20;AII AMS members $16; Order code MERN044 Teaching Mathematics in Colleges and Universities: Case Studies for Today's Classroom Graduate Student Edition Faculty -
Typical Stability
Typical Stability Raef Bassily∗ Yoav Freundy Abstract In this paper, we introduce a notion of algorithmic stability called typical stability. When our goal is to release real-valued queries (statistics) computed over a dataset, this notion does not require the queries to be of bounded sensitivity – a condition that is generally assumed under differential privacy [DMNS06, Dwo06] when used as a notion of algorithmic stability [DFH+15b, DFH+15c, BNS+16] – nor does it require the samples in the dataset to be independent – a condition that is usually assumed when generalization-error guarantees are sought. Instead, typical stability requires the output of the query, when computed on a dataset drawn from the underlying distribution, to be concentrated around its expected value with respect to that distribution. Typical stability can also be motivated as an alternative definition for database privacy. Like differential privacy, this notion enjoys several important properties including robustness to post-processing and adaptive composition. However, privacy is guaranteed only for a given family of distributions over the dataset. We also discuss the implications of typical stability on the generalization error (i.e., the difference between the value of the query computed on the dataset and the expected value of the query with respect to the true data distribution). We show that typical stability can control generalization error in adaptive data analysis even when the samples in the dataset are not necessarily independent and when queries to be computed are not necessarily of bounded- sensitivity as long as the results of the queries over the dataset (i.e., the computed statistics) follow a distribution with a “light” tail. -
An Efficient Boosting Algorithm for Combining Preferences Raj
An Efficient Boosting Algorithm for Combining Preferences by Raj Dharmarajan Iyer Jr. Submitted to the Department of Electrical Engineering and Computer Science in partial fulfillment of the requirements for the degree of Master of Science at the MASSACHUSETTS INSTITUTE OF TECHNOLOGY September 1999 © Massachusetts Institute of Technology 1999. All rights reserved. A uth or .............. ..... ..... .................................. Department of E'ectrical ngineering and Computer Science August 24, 1999 C ertified by .. ................. ...... .. .............. David R. Karger Associate Professor Thesis Supervisor Accepted by............... ........ Arthur C. Smith Chairman, Departmental Committe Graduate Students MACHU OF TEC Lo NOV LIBRARIES An Efficient Boosting Algorithm for Combining Preferences by Raj Dharmarajan Iyer Jr. Submitted to the Department of Electrical Engineering and Computer Science on August 24, 1999, in partial fulfillment of the requirements for the degree of Master of Science Abstract The problem of combining preferences arises in several applications, such as combining the results of different search engines. This work describes an efficient algorithm for combining multiple preferences. We first give a formal framework for the problem. We then describe and analyze a new boosting algorithm for combining preferences called RankBoost. We also describe an efficient implementation of the algorithm for certain natural cases. We discuss two experiments we carried out to assess the performance of RankBoost. In the first experi- ment, we used the algorithm to combine different WWW search strategies, each of which is a query expansion for a given domain. For this task, we compare the performance of Rank- Boost to the individual search strategies. The second experiment is a collaborative-filtering task for making movie recommendations. -
An Introduction to Johnson–Lindenstrauss Transforms
An Introduction to Johnson–Lindenstrauss Transforms Casper Benjamin Freksen∗ 2nd March 2021 Abstract Johnson–Lindenstrauss Transforms are powerful tools for reducing the dimensionality of data while preserving key characteristics of that data, and they have found use in many fields from machine learning to differential privacy and more. This note explains whatthey are; it gives an overview of their use and their development since they were introduced in the 1980s; and it provides many references should the reader wish to explore these topics more deeply. The text was previously a main part of the introduction of my PhD thesis [Fre20], but it has been adapted to be self contained and serve as a (hopefully good) starting point for readers interested in the topic. 1 The Why, What, and How 1.1 The Problem Consider the following scenario: We have some data that we wish to process but the data is too large, e.g. processing the data takes too much time, or storing the data takes too much space. A solution would be to compress the data such that the valuable parts of the data are kept and the other parts discarded. Of course, what is considered valuable is defined by the data processing we wish to apply to our data. To make our scenario more concrete let us say that our data consists of vectors in a high dimensional Euclidean space, R3, and we wish to find a transform to embed these vectors into a lower dimensional space, R<, where < 3, so that we arXiv:2103.00564v1 [cs.DS] 28 Feb 2021 ≪ can apply our data processing in this lower dimensional space and still get meaningful results. -
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T G¨ P 2012 C N Deadline: December 31, 2011 The Gödel Prize for outstanding papers in the area of theoretical computer sci- ence is sponsored jointly by the European Association for Theoretical Computer Science (EATCS) and the Association for Computing Machinery, Special Inter- est Group on Algorithms and Computation Theory (ACM-SIGACT). The award is presented annually, with the presentation taking place alternately at the Inter- national Colloquium on Automata, Languages, and Programming (ICALP) and the ACM Symposium on Theory of Computing (STOC). The 20th prize will be awarded at the 39th International Colloquium on Automata, Languages, and Pro- gramming to be held at the University of Warwick, UK, in July 2012. The Prize is named in honor of Kurt Gödel in recognition of his major contribu- tions to mathematical logic and of his interest, discovered in a letter he wrote to John von Neumann shortly before von Neumann’s death, in what has become the famous P versus NP question. The Prize includes an award of USD 5000. AWARD COMMITTEE: The winner of the Prize is selected by a committee of six members. The EATCS President and the SIGACT Chair each appoint three members to the committee, to serve staggered three-year terms. The committee is chaired alternately by representatives of EATCS and SIGACT. The 2012 Award Committee consists of Sanjeev Arora (Princeton University), Josep Díaz (Uni- versitat Politècnica de Catalunya), Giuseppe Italiano (Università a˘ di Roma Tor Vergata), Mogens Nielsen (University of Aarhus), Daniel Spielman (Yale Univer- sity), and Eli Upfal (Brown University). ELIGIBILITY: The rule for the 2011 Prize is given below and supersedes any di fferent interpretation of the parametric rule to be found on websites on both SIGACT and EATCS. -
Theory and Algorithms for Modern Problems in Machine Learning and an Analysis of Markets
Theory and Algorithms for Modern Problems in Machine Learning and an Analysis of Markets by Ashish Rastogi A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy Department of Computer Science Courant Institute of Mathematical Sciences New York University May 2008 Richard Cole—Advisor Mehryar Mohri—Advisor °c Ashish Rastogi All Rights Reserved, 2008 To the most wonderful parents in the whole world, Mrs. Asha Rastogi and Mr. Shyam Lal Rastogi iv Acknowledgements First and foremost, I would like to thank my advisors, Professor Richard Cole and Professor Mehryar Mohri, for their unwavering support, guidance and constant encouragement. They have been inspiring mentors and much of what lies in the following pages can be credited to them. Working under their supervision has been one of the most enriching experiences of my life. I would also like to thank Professor Joel Spencer, Professor Arun Sun- dararajan, Professor Subhash Khot and Dr. Corinna Cortes for agreeing to serve as members on my thesis committee. Professor Spencer’s class on Random Graphs remains one of the most stim- ulating courses I undertook as a graduate student. Internships at Google through the summers of 2005, 2006 and 2007 were some of the most enjoy- able periods of my graduate school life. Many thanks are due to Dr. Corinna Cortes for providing me with the opportunity to work on several challenging problems at Google. Research initiated during these internships culminated in the development of ideas that form the bulk of this thesis. I would also like to thank my peers from the graduate school. -
40Th ACM Symposium on Theory of Computing (STOC 2008) Saturday
40th ACM Symposium on Theory of Computing (STOC 2008) Saturday, May 17, 2008 7:00pm – 10:00pm Registration (Conference Centre) 8:00pm – 10:00pm Reception (Palm Court) Sunday, May 18, 2008 8:00am – 5:00pm Registration (Conference Centre) 8:10am – 8:35am Breakfast (Conference Centre) Session 1A Session 1B (Theatre) (Saanich Room) Chair: Venkat Guruswami Chair: David Shmoys (Cornell (University of Washington and University) Institute for Advanced Study) 8:35am - 8:55am Parallel Repetition in Projection The Complexity of Temporal Games and a Concentration Bound Constraint Satisfaction Problems Anup Rao Manuel Bodirsky, Jan Kara 9:00am - 9:20am SDP Gaps and UGC Hardness for An Effective Ergodic Theorem Multiway Cut, 0-Extension and and Some Applications Metric Labeling Satyadev Nandakumar Rajeskar Manokaran, Joseph (Seffi) Naor, Prasad Raghavendra, Roy Schwartz 9:25am – 9:45am Unique Games on Expanding Algorithms for Subset Selection Constraint Graphs are Easy in Linear Regression Sanjeev Arora, Subhash A. Khot, Abhimanyu Das, David Kempe Alexandra Kolla, David Steurer, Madhur Tulsiani, Nisheeth Vishnoi 9:45am - 10:10am Break Session 2 (Theatre) Chair: Joan Feigenbaum (Yale University) 10:10am - 11:10am Rethinking Internet Routing Invited talk by Jennifer Rexford (Princeton University) 11:10am - 11:20am Break Session 3A Session 3B (Theatre) (Saanich Room) Chair: Xiaotie Deng (City Chair: Anupam Gupta (Carnegie University of Hong Kong) Mellon University) The Pattern Matrix Method for 11:20am – 11:40am Interdomain Routing and Games Lower Bounds on Quantum Hagay Levin, Michael Schapira, Communication Aviv Zohar Alexander A. Sherstov 11:45am – 12:05pm Optimal approximation for the Classical Interaction Cannot Submodular Welfare Problem in Replace a Quantum Message the value oracle model Dmitry Gavinsky Jan Vondrak 12:10pm – 12:30pm Optimal Mechanism Design and Span-program-based quantum Money Burning algorithm for evaluating formulas Jason Hartline, Tim Ben W. -
Hardness of Learning Halfspaces with Noise∗
Hardness of Learning Halfspaces with Noise∗ Venkatesan Guruswamiy Prasad Raghavendraz Department of Computer Science and Engineering University of Washington Seattle, WA 98195 Abstract Learning an unknown halfspace (also called a perceptron) from labeled examples is one of the classic problems in machine learning. In the noise-free case, when a halfspace consistent with all the training examples exists, the problem can be solved in polynomial time using linear programming. However, under the promise that a halfspace consistent with a fraction (1 − ") of the examples exists (for some small constant " > 0), it was not known how to efficiently find a halfspace that is correct on even 51% of the examples. Nor was a hardness result that ruled out getting agreement on more than 99:9% of the examples known. In this work, we close this gap in our understanding, and prove that even a tiny amount of worst-case noise makes the problem of learning halfspaces intractable in a strong sense. Specifically, for arbitrary "; δ > 0, we prove that given a set of examples-label pairs from the hypercube a fraction (1 − ") of which can be explained by a halfspace, it is NP-hard to find a halfspace that correctly labels a fraction (1=2 + δ) of the examples. The hardness result is tight since it is trivial to get agreement on 1=2 the examples. In learning theory parlance, we prove that weak proper agnostic learning of halfspaces is hard. This settles a question that was raised by Blum et al. in their work on learning halfspaces in the presence of random classification noise [10], and in some more recent works as well. -
Optimal Bounds for Estimating Entropy with PMF Queries
Optimal Bounds for Estimating Entropy with PMF Queries Cafer Caferov1, Barı¸sKaya1, Ryan O'Donnell2?, and A. C. Cem Say1 1 Bo˘gazi¸ciUniversity Computer Engineering Department fcafer.caferov,baris.kaya,[email protected] 2 Department of Computer Science, Carnegie Mellon University [email protected] Abstract. Let p be an unknown probability distribution on [n] := f1; 2; : : : ng that we can access via two kinds of queries: A SAMP query takes no input and returns x 2 [n] with probability p[x]; a PMF query takes as input x 2 [n] and returns the value p[x]. We consider the task of estimating the entropy of p to within ±∆ (with high probability). For the usual Shannon entropy H(p), we show that Ω(log2 n=∆2) queries are necessary, matching a recent upper bound of Canonne and Rubinfeld. For 1−1/α the R´enyi entropy Hα(p), where α > 1, we show that Θ n queries are necessary and sufficient. This complements recent work of Acharya et al. in the SAMP-only model that showed O(n1−1/α) queries suffice when α is an integer, but Ωe (n) queries are necessary when α is a non- integer. All of our lower bounds also easily extend to the model where P CDF queries (given x, return y≤x p[y]) are allowed. 1 Introduction The field of statistics is to a large extent concerned with questions of the following sort: How many samples from an unknown probability distribution p are needed in order to accurately estimate various properties of the distribution? These sorts of questions have also been studied more recently within the theoretical computer science framework of property testing. -
Mitigating Bias in Adaptive Data Gathering Via Differential Privacy
Mitigating Bias in Adaptive Data Gathering via Differential Privacy Seth Neel∗ Aaron Rothy June 7, 2018 Abstract Data that is gathered adaptively | via bandit algorithms, for example | exhibits bias. This is true both when gathering simple numeric valued data | the empirical means kept track of by stochastic bandit algorithms are biased downwards | and when gathering more complicated data | running hypothesis tests on complex data gathered via contextual bandit algorithms leads to false discovery. In this paper, we show that this problem is mitigated if the data collection procedure is differentially private. This lets us both bound the bias of simple numeric valued quantities (like the empirical means of stochastic bandit algorithms), and correct the p-values of hypothesis tests run on the adaptively gathered data. Moreover, there exist differentially private bandit algorithms with near optimal regret bounds: we apply existing theorems in the simple stochastic case, and give a new analysis for linear contextual bandits. We complement our theoretical results with experiments validating our theory. arXiv:1806.02329v1 [cs.LG] 6 Jun 2018 ∗Department of Statistics, The Wharton School, University of Pennsylvania. [email protected]. Supported in part by a 2017 NSF Graduate Research Fellowship. yDepartment of Computer and Information Sciences, University of Pennsylvania. [email protected]. Sup- ported in part by grants from the DARPA Brandeis project, the Sloan Foundation, and NSF grants CNS-1513694 and CNS-1253345. 1 Introduction Many modern data sets consist of data that is gathered adaptively: the choice of whether to collect more data points of a given type depends on the data already collected.