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Register a new userOn Multimarginal Partial Optimal Transport: Equivalent Forms and Computational Complexity
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We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of the multimarginal optimal transport problem via novel extensions of cost tensor. The first equivalence form is derived under the assumptions that the total masses of each measure are sufficiently close while the second equivalence form does not require any conditions on these masses but at the price of more sophisticated extended cost tensor. Our proof techniques for obtaining these equivalence forms rely on novel procedures of moving mass in graph theory to push transportation plan into appropriate regions. Finally, based on the equivalence forms, we develop optimization algorithm, named ApproxMPOT algorithm, that builds upon the Sinkhorn algorithm for solving the entropic regularized multimarginal optimal transport. We demonstrate that the ApproxMPOT algorithm can approximate the optimal value of multimarginal POT problem with a computational complexity upper bound of the order $tilde{mathcal{O}}(m^3(n+1)^{m}/ varepsilon^2)$ where $varepsilon > 0$ stands for the desired tolerance.
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This paper is concerned with computationally efficient learning of homogeneous sparse halfspaces in $mathbb{R}^d$ under noise. Though recent works have established attribute-efficient learning algorithms under various types of label noise (e.g. bounded noise), it remains an open question when and how $s$-sparse halfspaces can be efficiently learned under the challenging malicious noise model, where an adversary may corrupt both the unlabeled examples and the labels. We answer this question in the affirmative by designing a computationally efficient active learning algorithm with near-optimal label complexity of $tilde{O}big({s log^4 frac d epsilon} big)$ and noise tolerance $eta = Omega(epsilon)$, where $epsilon in (0, 1)$ is the target error rate, under the assumption that the distribution over (uncorrupted) unlabeled examples is isotropic log-concave. Our algorithm can be straightforwardly tailored to the passive learning setting, and we show that the sample complexity is $tilde{O}big({frac 1 epsilon s^2 log^5 d} big)$ which also enjoys the attribute efficiency. Our main techniques include attribute-efficient paradigms for instance reweighting and for empirical risk minimization, and a new analysis of uniform concentration for unbounded data -- all of them crucially take the structure of the underlying halfspace into account.
In this article, we provide new structural results and algorithms for the Homotopy Height problem. In broad terms, this problem quantifies how much a curve on a surface needs to be stretched to sweep continuously between two positions. More precisely, given two homotopic curves $gamma_1$ and $gamma_2$ on a combinatorial (say, triangulated) surface, we investigate the problem of computing a homotopy between $gamma_1$ and $gamma_2$ where the length of the longest intermediate curve is minimized. Such optimal homotopies are relevant for a wide range of purposes, from very theoretical questions in quantitative homotopy theory to more practical applications such as similarity measures on meshes and graph searching problems. We prove that Homotopy Height is in the complexity class NP, and the corresponding exponential algorithm is the best one known for this problem. This result builds on a structural theorem on monotonicity of optimal homotopies, which is proved in a companion paper. Then we show that this problem encompasses the Homotopic Frechet distance problem which we therefore also establish to be in NP, answering a question which has previously been considered in several different settings. We also provide an O(log n)-approximation algorithm for Homotopy Height on surfaces by adapting an earlier algorithm of Har-Peled, Nayyeri, Salvatipour and Sidiropoulos in the planar setting.
In this paper, we extend the recently proposed multivariate rank energy distance, based on the theory of optimal transport, for statistical testing of distributional similarity, to soft rank energy distance. Being differentiable, this in turn allows us to extend the rank energy to a subspace robust rank energy distance, dubbed Projected soft-Rank Energy distance, which can be computed via optimization over the Stiefel manifold. We show via experiments that using projected soft rank energy one can trade-off the detection power vs the false alarm via projections onto an appropriately selected low dimensional subspace. We also show the utility of the proposed tests on unsupervised change point detection in multivariate time series data. All codes are publicly available at the link provided in the experiment section.
Q-learning, which seeks to learn the optimal Q-function of a Markov decision process (MDP) in a model-free fashion, lies at the heart of reinforcement learning. When it comes to the synchronous setting (such that independent samples for all state-action pairs are drawn from a generative model in each iteration), substantial progress has been made recently towards understanding the sample efficiency of Q-learning. Take a $gamma$-discounted infinite-horizon MDP with state space $mathcal{S}$ and action space $mathcal{A}$: to yield an entrywise $varepsilon$-accurate estimate of the optimal Q-function, state-of-the-art theory for Q-learning proves that a sample size on the order of $frac{|mathcal{S}||mathcal{A}|}{(1-gamma)^5varepsilon^{2}}$ is sufficient, which, however, fails to match with the existing minimax lower bound. This gives rise to natural questions: what is the sharp sample complexity of Q-learning? Is Q-learning provably sub-optimal? In this work, we settle these questions by (1) demonstrating that the sample complexity of Q-learning is at most on the order of $frac{|mathcal{S}||mathcal{A}|}{(1-gamma)^4varepsilon^2}$ (up to some log factor) for any $0<varepsilon <1$, and (2) developing a matching lower bound to confirm the sharpness of our result. Our findings unveil both the effectiveness and limitation of Q-learning: its sample complexity matches that of speedy Q-learning without requiring extra computation and storage, albeit still being considerably higher than the minimax lower bound.
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