We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acyclic graph $G$ on $p$ vertices corresponding to variables, the non-zero e
ntries of the extracted principal component must coincide with vertices lying along a path in $G$. From a statistical perspective, information on the underlying network may potentially reduce the number of observations required to recover the population principal component. We consider the canonical estimator which optimally exploits the prior knowledge by solving a non-convex quadratic maximization on the empirical covariance. We introduce a simple network and analyze the estimator under the spiked covariance model. We show that side information potentially improves the statistical complexity. We propose two algorithms to approximate the solution of the constrained quadratic maximization, and recover a component with the desired properties. We empirically evaluate our schemes on synthetic and real datasets.
We study upper bounds on the sum-rate of multiple-unicasts. We approximate the Generalized Network Sharing Bound (GNS cut) of the multiple-unicasts network coding problem with $k$ independent sources. Our approximation algorithm runs in polynomial ti
me and yields an upper bound on the joint source entropy rate, which is within an $O(log^2 k)$ factor from the GNS cut. It further yields a vector-linear network code that achieves joint source entropy rate within an $O(log^2 k)$ factor from the GNS cut, but emph{not} with independent sources: the code induces a correlation pattern among the sources. Our second contribution is establishing a separation result for vector-linear network codes: for any given field $mathbb{F}$ there exist networks for which the optimum sum-rate supported by vector-linear codes over $mathbb{F}$ for independent sources can be multiplicatively separated by a factor of $k^{1-delta}$, for any constant ${delta>0}$, from the optimum joint entropy rate supported by a code that allows correlation between sources. Finally, we establish a similar separation result for the asymmetric optimum vector-linear sum-rates achieved over two distinct fields $mathbb{F}_{p}$ and $mathbb{F}_{q}$ for independent sources, revealing that the choice of field can heavily impact the performance of a linear network code.
We introduce a new family of Fountain codes that are systematic and also have sparse parities. Given an input of $k$ symbols, our codes produce an unbounded number of output symbols, generating each parity independently by linearly combining a logari
thmic number of randomly selected input symbols. The construction guarantees that for any $epsilon>0$ accessing a random subset of $(1+epsilon)k$ encoded symbols, asymptotically suffices to recover the $k$ input symbols with high probability. Our codes have the additional benefit of logarithmic locality: a single lost symbol can be repaired by accessing a subset of $O(log k)$ of the remaining encoded symbols. This is a desired property for distributed storage systems where symbols are spread over a network of storage nodes. Beyond recovery upon loss, local reconstruction provides an efficient alternative for reading symbols that cannot be accessed directly. In our code, a logarithmic number of disjoint local groups is associated with each systematic symbol, allowing multiple parallel reads. Our main mathematical contribution involves analyzing the rank of sparse random matrices with specific structure over finite fields. We rely on establishing that a new family of sparse random bipartite graphs have perfect matchings with high probability.
The computation of the sparse principal component of a matrix is equivalent to the identification of its principal submatrix with the largest maximum eigenvalue. Finding this optimal submatrix is what renders the problem ${mathcal{NP}}$-hard. In this
work, we prove that, if the matrix is positive semidefinite and its rank is constant, then its sparse principal component is polynomially computable. Our proof utilizes the auxiliary unit vector technique that has been recently developed to identify problems that are polynomially solvable. Moreover, we use this technique to design an algorithm which, for any sparsity value, computes the sparse principal component with complexity ${mathcal O}left(N^{D+1}right)$, where $N$ and $D$ are the matrix size and rank, respectively. Our algorithm is fully parallelizable and memory efficient.
Distributed storage systems for large clusters typically use replication to provide reliability. Recently, erasure codes have been used to reduce the large storage overhead of three-replicated systems. Reed-Solomon codes are the standard design choic
e and their high repair cost is often considered an unavoidable price to pay for high storage efficiency and high reliability. This paper shows how to overcome this limitation. We present a novel family of erasure codes that are efficiently repairable and offer higher reliability compared to Reed-Solomon codes. We show analytically that our codes are optimal on a recently identified tradeoff between locality and minimum distance. We implement our new codes in Hadoop HDFS and compare to a currently deployed HDFS module that uses Reed-Solomon codes. Our modified HDFS implementation shows a reduction of approximately 2x on the repair disk I/O and repair network traffic. The disadvantage of the new coding scheme is that it requires 14% more storage compared to Reed-Solomon codes, an overhead shown to be information theoretically optimal to obtain locality. Because the new codes repair failures faster, this provides higher reliability, which is orders of magnitude higher compared to replication.
We consider the problem of identifying the sparse principal component of a rank-deficient matrix. We introduce auxiliary spherical variables and prove that there exists a set of candidate index-sets (that is, sets of indices to the nonzero elements o
f the vector argument) whose size is polynomially bounded, in terms of rank, and contains the optimal index-set, i.e. the index-set of the nonzero elements of the optimal solution. Finally, we develop an algorithm that computes the optimal sparse principal component in polynomial time for any sparsity degree.
