Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userParallel Quasi-concave set optimization: A new frontier that scales without needing submodularity
54
0
0.0
(
0
)
Added by
Praneeth Vepakomma
Publication date
2021
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
Classes of set functions along with a choice of ground set are a bedrock to determine and develop corresponding variants of greedy algorithms to obtain efficient solutions for combinatorial optimization problems. The class of approximate constrained submodular optimization has seen huge advances at the intersection of good computational efficiency, versatility and approximation guarantees while exact solutions for unconstrained submodular optimization are NP-hard. What is an alternative to situations when submodularity does not hold? Can efficient and globally exact solutions be obtained? We introduce one such new frontier: The class of quasi-concave set functions induced as a dual class to monotone linkage functions. We provide a parallel algorithm with a time complexity over $n$ processors of $mathcal{O}(n^2g) +mathcal{O}(log{log{n}})$ where $n$ is the cardinality of the ground set and $g$ is the complexity to compute the monotone linkage function that induces a corresponding quasi-concave set function via a duality. The complexity reduces to $mathcal{O}(gnlog(n))$ on $n^2$ processors and to $mathcal{O}(gn)$ on $n^3$ processors. Our algorithm provides a globally optimal solution to a maxi-min problem as opposed to submodular optimization which is approximate. We show a potential for widespread applications via an example of diverse feature subset selection with exact global maxi-min guarantees upon showing that a statistical dependency measure called distance correlation can be used to induce a quasi-concave set function.
rate research
Read More
In this paper, we propose a distributed algorithm for stochastic smooth, non-convex optimization. We assume a worker-server architecture where $N$ nodes, each having $n$ (potentially infinite) number of samples, collaborate with the help of a central server to perform the optimization task. The global objective is to minimize the average of local cost functions available at individual nodes. The proposed approach is a non-trivial extension of the popular parallel-restarted SGD algorithm, incorporating the optimal variance-reduction based SPIDER gradient estimator into it. We prove convergence of our algorithm to a first-order stationary solution. The proposed approach achieves the best known communication complexity $O(epsilon^{-1})$ along with the optimal computation complexity. For finite-sum problems (finite $n$), we achieve the optimal computation (IFO) complexity $O(sqrt{Nn}epsilon^{-1})$. For online problems ($n$ unknown or infinite), we achieve the optimal IFO complexity $O(epsilon^{-3/2})$. In both the cases, we maintain the linear speedup achieved by existing methods. This is a massive improvement over the $O(epsilon^{-2})$ IFO complexity of the existing approaches. Additionally, our algorithm is general enough to allow non-identical distributions of data across workers, as in the recently proposed federated learning paradigm.
In this paper we present t
In this paper, we propose some new proximal quasi-Newton methods with line search or without line search for a special class of nonsmooth multiobjective optimization problems, where each objective function is the sum of a twice continuously differentiable strongly convex function and a proper convex but not necessarily differentiable function. In these new proximal quasi-Newton methods, we approximate the Hessian matrices by using the well known BFGS, self-scaling BFGS, and the Huang BFGS method. We show that each accumulation point of the sequence generated by these new algorithms is a Pareto stationary point of the multiobjective optimization problem. In addition, we give their applications in robust multiobjective optimization, and we show that the subproblems of proximal quasi-Newton algorithms can be regarded as quadratic programming problems. Numerical experiments are carried out to verify the effectiveness of the proposed method.
We construct a family of 17 disjoint axis-parallel line segments in the plane that do not admit a circumscribing polygon.
This paper studies the complexity for finding approximate stationary points of nonconvex-strongly-concave (NC-SC) smooth minimax problems, in both general and averaged smooth finite-sum settings. We establish nontrivial lower complexity bounds of $Omega(sqrt{kappa}Delta Lepsilon^{-2})$ and $Omega(n+sqrt{nkappa}Delta Lepsilon^{-2})$ for the two settings, respectively, where $kappa$ is the condition number, $L$ is the smoothness constant, and $Delta$ is the initial gap. Our result reveals substantial gaps between these limits and best-known upper bounds in the literature. To close these gaps, we introduce a generic acceleration scheme that deploys existing gradient-based methods to solve a sequence of crafted strongly-convex-strongly-concave subproblems. In the general setting, the complexity of our proposed algorithm nearly matches the lower bound; in particular, it removes an additional poly-logarithmic dependence on accuracy present in previous works. In the averaged smooth finite-sum setting, our proposed algorithm improves over previous algorithms by providing a nearly-tight dependence on the condition number.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
