Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userCharacterizing the SLOPE Trade-off: A Variational Perspective and the Donoho-Tanner Limit
202
0
0.0
(
0
)
Added by
Zhiqi Bu
Publication date
2021
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
Sorted l1 regularization has been incorporated into many methods for solving high-dimensional statistical estimation problems, including the SLOPE estimator in linear regression. In this paper, we study how this relatively new regularization technique improves variable selection by characterizing the optimal SLOPE trade-off between the false discovery proportion (FDP) and true positive proportion (TPP) or, equivalently, between measures of type I error and power. Assuming a regime of linear sparsity and working under Gaussian random designs, we obtain an upper bound on the optimal trade-off for SLOPE, showing its capability of breaking the Donoho-Tanner power limit. To put it into perspective, this limit is the highest possible power that the Lasso, which is perhaps the most popular l1-based method, can achieve even with arbitrarily strong effect sizes. Next, we derive a tight lower bound that delineates the fundamental limit of sorted l1 regularization in optimally trading the FDP off for the TPP. Finally, we show that on any problem instance, SLOPE with a certain regularization sequence outperforms the Lasso, in the sense of having a smaller FDP, larger TPP and smaller l2 estimation risk simultaneously. Our proofs are based on a novel technique that reduces a variational calculus problem to a class of infinite-dimensional convex optimization problems and a very recent result from approximate message passing theory.
rate research
Read More
Learning algorithms need bias to generalize and perform better than random guessing. We examine the flexibility (expressivity) of biased algorithms. An expressive algorithm can adapt to changing training data, altering its outcome based on changes in its input. We measure expressivity by using an information-theoretic notion of entropy on algorithm outcome distributions, demonstrating a trade-off between bias and expressivity. To the degree an algorithm is biased is the degree to which it can outperform uniform random sampling, but is also the degree to which is becomes inflexible. We derive bounds relating bias to expressivity, proving the necessary trade-offs inherent in trying to create strongly performing yet flexible algorithms.
We consider a finite-state Discrete-Time Markov Chain (DTMC) source that can be sampled for detecting the events when the DTMC transits to a new state. Our goal is to study the trade-off between sampling frequency and staleness in detecting the events. We argue that, for the problem at hand, using Age of Information (AoI) for quantifying the staleness of a sample is conservative and therefore, introduce textit{age penalty} for this purpose. We study two optimization problems: minimize average age penalty subject to an average sampling frequency constraint, and minimize average sampling frequency subject to an average age penalty constraint; both are Constrained Markov Decision Problems. We solve them using linear programming approach and compute Markov policies that are optimal among all causal policies. Our numerical results demonstrate that the computed Markov policies not only outperform optimal periodic sampling policies, but also achieve sampling frequencies close to or lower than that of an optimal clairvoyant (non-causal) sampling policy, if a small age penalty is allowed.
As numerous machine learning and other algorithms increase in complexity and data requirements, distributed computing becomes necessary to satisfy the growing computational and storage demands, because it enables parallel execution of smaller tasks that make up a large computing job. However, random fluctuations in task service times lead to straggling tasks with long execution times. Redundancy, in the form of task replication and erasure coding, provides diversity that allows a job to be completed when only a subset of redundant tasks is executed, thus removing the dependency on the straggling tasks. In situations of constrained resources (here a fixed number of parallel servers), increasing redundancy reduces the available resources for parallelism. In this paper, we characterize the diversity vs. parallelism trade-off and identify the optimal strategy, among replication, coding and splitting, which minimizes the expected job completion time. We consider three common service time distributions and establish three models that describe scaling of these distributions with the task size. We find that different distributions with different scaling models operate optimally at different levels of redundancy, and thus may require very different code rates.
A trade-off between accuracy and fairness is almost taken as a given in the existing literature on fairness in machine learning. Yet, it is not preordained that accuracy should decrease with increased fairness. Novel to this work, we examine fair classification through the lens of mismatched hypothesis testing: trying to find a classifier that distinguishes between two ideal distributions when given two mismatched distributions that are biased. Using Chernoff information, a tool in information theory, we theoretically demonstrate that, contrary to popular belief, there always exist ideal distributions such that optimal fairness and accuracy (with respect to the ideal distributions) are achieved simultaneously: there is no trade-off. Moreover, the same classifier yields the lack of a trade-off with respect to ideal distributions while yielding a trade-off when accuracy is measured with respect to the given (possibly biased) dataset. To complement our main result, we formulate an optimization to find ideal distributions and derive fundamental limits to explain why a trade-off exists on the given biased dataset. We also derive conditions under which active data collection can alleviate the fairness-accuracy trade-off in the real world. Our results lead us to contend that it is problematic to measure accuracy with respect to data that reflects bias, and instead, we should be considering accuracy with respect to ideal, unbiased data.
Repair of multiple partially failed cache nodes is studied in a distributed wireless content caching system, where $r$ out of a total of $n$ cache nodes lose part of their cached data. Broadcast repair of failed cache contents at the network edge is studied; that is, the surviving cache nodes transmit broadcast messages to the failed ones, which are then used, together with the surviving data in their local cache memories, to recover the lost content. The trade-off between the storage capacity and the repair bandwidth is derived. It is shown that utilizing the broadcast nature of the wireless medium and the surviving cache contents at partially failed nodes significantly reduces the required repair bandwidth per node.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
