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Register a new userA General Framework for Symmetric Property Estimation
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Kirankumar Shiragur
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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In this paper we provide a general framework for estimating symmetric properties of distributions from i.i.d. samples. For a broad class of symmetric properties we identify the easy region where empirical estimation works and the difficult region where more complex estimators are required. We show that by approximately computing the profile maximum likelihood (PML) distribution cite{ADOS16} in this difficult region we obtain a symmetric property estimation framework that is sample complexity optimal for many properties in a broader parameter regime than previous universal estimation approaches based on PML. The resulting algorithms based on these pseudo PML distributions are also more practical.
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Estimating symmetric properties of a distribution, e.g. support size, coverage, entropy, distance to uniformity, are among the most fundamental problems in algorithmic statistics. While each of these properties have been studied extensively and separate optimal estimators are known for each, in striking recent work, Acharya et al. 2016 showed that there is a single estimator that is competitive for all symmetric properties. This work proved that computing the distribution that approximately maximizes emph{profile likelihood (PML)}, i.e. the probability of observed frequency of frequencies, and returning the value of the property on this distribution is sample competitive with respect to a broad class of estimators of symmetric properties. Further, they showed that even computing an approximation of the PML suffices to achieve such a universal plug-in estimator. Unfortunately, prior to this work there was no known polynomial time algorithm to compute an approximate PML and it was open to obtain a polynomial time universal plug-in estimator through the use of approximate PML. In this paper we provide a algorithm (in number of samples) that, given $n$ samples from a distribution, computes an approximate PML distribution up to a multiplicative error of $exp(n^{2/3} mathrm{poly} log(n))$ in time nearly linear in $n$. Generalizing work of Acharya et al. 2016 on the utility of approximate PML we show that our algorithm provides a nearly linear time universal plug-in estimator for all symmetric functions up to accuracy $epsilon = Omega(n^{-0.166})$. Further, we show how to extend our work to provide efficient polynomial-time algorithms for computing a $d$-dimensional generalization of PML (for constant $d$) that allows for universal plug-in estimation of symmetric relationships between distributions.
We study space-pass tradeoffs in graph streaming algorithms for parameter estimation and property testing problems such as estimating the size of maximum matchings and maximum cuts, weight of minimum spanning trees, or testing if a graph is connected or cycle-free versus being far from these properties. We develop a new lower bound technique that proves that for many problems of interest, including all the above, obtaining a $(1+epsilon)$-approximation requires either $n^{Omega(1)}$ space or $Omega(1/epsilon)$ passes, even on highly restricted families of graphs such as bounded-degree planar graphs. For multiple of these problems, this bound matches those of existing algorithms and is thus (asymptotically) optimal. Our results considerably strengthen prior lower bounds even for arbitrary graphs: starting from the influential work of [Verbin, Yu; SODA 2011], there has been a plethora of lower bounds for single-pass algorithms for these problems; however, the only multi-pass lower bounds proven very recently in [Assadi, Kol, Saxena, Yu; FOCS 2020] rules out sublinear-space algorithms with exponentially smaller $o(log{(1/epsilon)})$ passes for these problems. One key ingredient of our proofs is a simple streaming XOR Lemma, a generic hardness amplification result, that we prove: informally speaking, if a $p$-pass $s$-space streaming algorithm can only solve a decision problem with advantage $delta > 0$ over random guessing, then it cannot solve XOR of $ell$ independent copies of the problem with advantage much better than $delta^{ell}$. This result can be of independent interest and useful for other streaming lower bounds as well.
In this paper, we present a framework used to construct and analyze algorithms for online optimization problems with deadlines or with delay over a metric space. Using this framework, we present algorithms for several different problems. We present an $O(D^{2})$-competitive deterministic algorithm for online multilevel aggregation with delay on a tree of depth $D$, an exponential improvement over the $O(D^{4}2^{D})$-competitive algorithm of Bienkowski et al. (ESA 16), where the only previously-known improvement was for the special case of deadlines by Buchbinder et al. (SODA 17). We also present an $O(log^{2}n)$-competitive randomized algorithm for online service with delay over any general metric space of $n$ points, improving upon the $O(log^{4}n)$-competitive algorithm by Azar et al. (STOC 17). In addition, we present the problem of online facility location with deadlines. In this problem, requests arrive over time in a metric space, and need to be served until their deadlines by facilities that are opened momentarily for some cost. We also consider the problem of facility location with delay, in which the deadlines are replaced with arbitrary delay functions. For those problems, we present $O(log^{2}n)$-competitive algorithms, with $n$ the number of points in the metric space. The algorithmic framework we present includes techniques for the design of algorithms as well as techniques for their analysis.
Learning accurate dynamics models is necessary for optimal, compliant control of robotic systems. Current approaches to white-box modeling using analytic parameterizations, or black-box modeling using neural networks, can suffer from high bias or high variance. We address the need for a flexible, gray-box model of mechanical systems that can seamlessly incorporate prior knowledge where it is available, and train expressive function approximators where it is not. We propose to parameterize a mechanical system using neural networks to model its Lagrangian and the generalized forces that act on it. We test our method on a simulated, actuated double pendulum. We show that our method outperforms a naive, black-box model in terms of data-efficiency, as well as performance in model-based reinforcement learning. We also conduct a systematic study of our methods ability to incorporate available prior knowledge about the system to improve data efficiency.
We develop a Nonparametric Empirical Bayes (NEB) framework for compound estimation in the discrete linear exponential family, which includes a wide class of discrete distributions frequently arising from modern big data applications. We propose to directly estimate the Bayes shrinkage factor in the generalized Robbins formula via solving a scalable convex program, which is carefully developed based on a RKHS representation of the Steins discrepancy measure. The new NEB estimation framework is flexible for incorporating various structural constraints into the data driven rule, and provides a unified approach to compound estimation with both regular and scaled squared error losses. We develop theory to show that the class of NEB estimators enjoys strong asymptotic properties. Comprehensive simulation studies as well as analyses of real data examples are carried out to demonstrate the superiority of the NEB estimator over competing methods.
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