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Section: New Results
Miscellaneous
Miscellaneous
Online Matrix Completion Through Nuclear Norm Regularisation [14]
It is the main goal of this paper to propose a novel method to perform matrix completion on-line. Motivated by a wide variety of applications, ranging from the design of recommender systems to sensor network localization through seismic data reconstruction, we consider the matrix completion problem when entries of the matrix of interest are observed gradually. Precisely, we place ourselves in the situation where the predictive rule should be refined incrementally, rather than recomputed from scratch each time the sample of observed entries increases. The extension of existing matrix completion methods to the sequential prediction context is indeed a major issue in the Big Data era, and yet little addressed in the literature. The algorithm promoted in this article builds upon the Soft Impute approach introduced in Mazumder et al. (2010). The major novelty essentially arises from the use of a randomised technique for both computing and updating the Singular Value Decomposition (SVD) involved in the algorithm. Though of disarming simplicity, the method proposed turns out to be very efficient, while requiring reduced computations. Several numerical experiments based on real datasets illustrating its performance are displayed, together with preliminary results giving it a theoretical basis.
Synthèse en espace et temps du rayonnement acoustique d'une paroi sous excitation turbulente par synthèse spectrale 2D+T et formulation vibro-acoustique directe [33]
Une méthode directe pour simuler les vibrations et le rayonnement acoustique d'une paroi soumise à un écoulement subsonique est proposée. Tout d'abord, en adoptant l'hypothèse d'un écoulement homogène et stationnaire, on montre qu'une méthode de synthèse spectrale en espace et temps (2D+t) est suffisante pour obtenir explicitement une réalisation d'un champ de pression pariétale excitatrice p(x,y,t) dont les propriétés inter-spectrales sont prescrites par un modèle empirique de Chase. Cette pression turbulente p(x,y,t) est obtenue explicitement et permet de résoudre le problème vibro-acoustique de la paroi dans une formulation directe. La méthode proposée fournit ainsi une solution complète du problème dans le domaine spatio-temporel : pression excitatrice, déplacement en flexion et pression acoustique rayonnée par la paroi. Une caractéristique de la méthode proposée est un cout de calcul qui s'avère similaire aux formulations inter-spectrales majoritairement utilisées dans la littérature. En particulier, la synthèse permet de prendre en compte l'intégralité des échelles spatio-temporelles du problème : échelles turbulentes, vibratoires et acoustiques. A titre d'exemple, la pression aux oreilles d'un auditeur suite à l'excitation turbulente de la paroi est synthétisée.
Bandits attack function optimization [27]
We consider function optimization as a sequential decision making problem under the budget constraint. Such constraint limits the number of objective function evaluations allowed during the optimization. We consider an algorithm inspired by a continuous version of a multi-armed bandit problem which attacks this optimization problem by solving the tradeoff between exploration (initial quasi-uniform search of the domain) and exploitation (local optimization around the potentially global maxima). We introduce the so-called Simultaneous Optimistic Optimization (SOO), a deterministic algorithm that works by domain partitioning. The benefit of such an approach are the guarantees on the returned solution and the numerical eficiency of the algorithm. We present this machine learning rooted approach to optimization, and provide the empirical assessment of SOO on the CEC'2014 competition on single objective real-parameter numerical optimization testsuite.
Optimistic planning in Markov decision processes using a generative model [30]
We consider the problem of online planning in a Markov decision process with discounted rewards for any given initial state. We consider the PAC sample com-plexity problem of computing, with probability 1−δ, an -optimal action using the smallest possible number of calls to the generative model (which provides reward and next-state samples). We design an algorithm, called StOP (for Stochastic-Optimistic Planning), based on the "optimism in the face of uncertainty" princi-ple. StOP can be used in the general setting, requires only a generative model, and enjoys a complexity bound that only depends on the local structure of the MDP.
Near-Optimal Rates for Limited-Delay Universal Lossy Source Coding [3]
We consider the problem of limited-delay lossy coding of individual sequences. Here, the goal is to design (fixed-rate) compression schemes to minimize the normalized expected distortion redundancy relative to a reference class of coding schemes, measured as the difference between the average distortion of the algorithm and that of the best coding scheme in the reference class. In compressing a sequence of length , the best schemes available in the literature achieve an ) normalized distortion redundancy relative to finite reference classes of limited delay and limited memory, and the same redundancy is achievable, up to logarithmic factors, when the reference class is the set of scalar quantizers. It has also been shown that the distortion redundancy is at least of order in the latter case, and the lower bound can easily be extended to sufficiently powerful (possibly finite) reference coding schemes. In this paper, we narrow the gap between the upper and lower bounds, and give a compression scheme whose normalized distortion redundancy is relative to any finite class of reference schemes, only a logarithmic factor larger than the lower bound. The method is based on the recently introduced shrinking dartboard prediction algorithm, a variant of exponentially weighted average prediction. The algorithm is also extended to the problem of joint source-channel coding over a (known) stochastic noisy channel and to the case when side information is also available to the decoder (the Wyner–Ziv setting). The same improvements are obtained for these settings as in the case of a noiseless channel. Our method is also applied to the problem of zero-delay scalar quantization, where normalized distortion redundancy is achieved relative to the (infinite) class of scalar quantizers of a given rate, almost achieving the known lower bound of order . The computationally efficient algorithms known for scalar quantization and the Wyner–Ziv setting carry over to our (improved) coding schemes presented in this paper.
Online Markov Decision Processes Under Bandit Feedback [4]
Software systems are composed of many interacting elements. A natural way to abstract over software systems is to model them as graphs. In this paper we consider software dependency graphs of object-oriented software and we study one topological property: the degree distribution. Based on the analysis of ten software systems written in Java, we show that there exists completely different systems that have the same degree distribution. Then, we propose a generative model of software dependency graphs which synthesizes graphs whose degree distribution is close to the empirical ones observed in real software systems. This model gives us novel insights on the potential fundamental rules of software evolution.
A Generative Model of Software Dependency Graphs to Better Understand Software Evolution [37]
Software systems are composed of many interacting elements. A natural way to abstract over software systems is to model them as graphs. In this paper we consider software dependency graphs of object-oriented software and we study one topological property: the degree distribution. Based on the analysis of ten software systems written in Java, we show that there exists completely different systems that have the same degree distribution. Then, we propose a generative model of software dependency graphs which synthesizes graphs whose degree distribution is close to the empirical ones observed in real software systems. This model gives us novel insights on the potential fundamental rules of software evolution.
Preference-Based Rank Elicitation using Statistical Models: The Case of Mallows [8]
We address the problem of rank elicitation as-suming that the underlying data generating pro-cess is characterized by a probability distribu-tion on the set of all rankings (total orders) of a given set of items. Instead of asking for complete rankings, however, our learner is only allowed to query pairwise preferences. Using information of that kind, the goal of the learner is to reliably predict properties of the distribution, such as the most probable top-item, the most probable rank-ing, or the distribution itself. More specifically, learning is done in an online manner, and the goal is to minimize sample complexity while guaran-teeing a certain level of confidence.
Preference-based reinforcement learning: evolutionary direct policy search using a preference-based racing algorithm [1]
We introduce a novel approach to preference-based reinforcement learn-ing, namely a preference-based variant of a direct policy search method based on evolutionary optimization. The core of our approach is a preference-based racing algorithm that selects the best among a given set of candidate policies with high probability. To this end, the algorithm operates on a suitable ordinal preference structure and only uses pairwise comparisons between sample rollouts of the policies. Embedding the racing algorithm in a rank-based evolutionary search procedure, we show that approxima-tions of the so-called Smith set of optimal policies can be produced with certain theoretical guarantees. Apart from a formal performance and complexity analysis, we present first experimental studies showing that our approach performs well in practice.
Biclique Coverings, Rectifier Networks and the Cost of ε-Removal [16]
We relate two complexity notions of bipartite graphs: the minimal weight biclique covering number Cov(G) and the minimal rec-tifier network size Rect(G) of a bipartite graph G. We show that there exist graphs with Cov(G) ≥ Rect(G) 3/2−ǫ . As a corollary, we estab-lish that there exist nondeterministic finite automata (NFAs) with ε-transitions, having n transitions total such that the smallest equivalent ε-free NFA has Ω(n 3/2−ǫ) transitions. We also formulate a version of previous bounds for the weighted set cover problem and discuss its con-nections to giving upper bounds for the possible blow-up.
Efficient Eigen-updating for Spectral Graph Clustering [2]
Partitioning a graph into groups of vertices such that those within each group are more densely connected than vertices assigned to different groups, known as graph clustering, is often used to gain insight into the organisation of large scale networks and for visualisation purposes. Whereas a large number of dedicated techniques have been recently proposed for static graphs, the design of on-line graph clustering methods tailored for evolving networks is a challenging problem, and much less documented in the literature. Motivated by the broad variety of applications concerned, ranging from the study of biological networks to the analysis of networks of scientific references through the exploration of communications networks such as the World Wide Web, it is the main purpose of this paper to introduce a novel, computationally efficient, approach to graph clustering in the evolutionary context. Namely, the method promoted in this article can be viewed as an incremental eigenvalue solution for the spectral clustering method described by Ng. et al. (2001). The incremental eigenvalue solution is a general technique for finding the approximate eigenvectors of a symmetric matrix given a change. As well as outlining the approach in detail, we present a theoretical bound on the quality of the approximate eigenvectors using perturbation theory. We then derive a novel spectral clustering algorithm called Incremental Approximate Spectral Clustering (IASC). The IASC algorithm is simple to implement and its efficacy is demonstrated on both synthetic and real datasets modelling the evolution of a HIV epidemic, a citation network and the purchase history graph of an e-commerce website.
From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning [36]
This work covers several aspects of the optimism in the face of uncertainty principle applied to large scale optimization problems under finite numerical budget. The initial motivation for the research reported here originated from the empirical success of the so-called Monte-Carlo Tree Search method popularized in computer-go and further extended to many other games as well as optimization and planning problems. Our objective is to contribute to the development of theoretical foundations of the field by characterizing the complexity of the underlying optimization problems and designing efficient algorithms with performance guarantees. The main idea presented here is that it is possible to decompose a complex decision making problem (such as an optimization problem in a large search space) into a sequence of elementary decisions, where each decision of the sequence is solved using a (stochastic) multi-armed bandit (simple mathematical model for decision making in stochastic environments). This so-called hierarchical bandit approach (where the reward observed by a bandit in the hierarchy is itself the return of another bandit at a deeper level) possesses the nice feature of starting the exploration by a quasi-uniform sampling of the space and then focusing progressively on the most promising area, at different scales, according to the evaluations observed so far, and eventually performing a local search around the global optima of the function. The performance of the method is assessed in terms of the optimality of the returned solution as a function of the number of function evaluations. Our main contribution to the field of function optimization is a class of hierarchical optimistic algorithms designed for general search spaces (such as metric spaces, trees, graphs, Euclidean spaces, ...) with different algorithmic instantiations depending on whether the evaluations are noisy or noiseless and whether some measure of the ”smoothness” of the function is known or unknown. The performance of the algorithms depend on the local behavior of the function around its global optima expressed in terms of the quantity of near-optimal states measured with some metric. If this local smoothness of the function is known then one can design very efficient optimization algorithms (with convergence rate independent of the space dimension), and when it is not known, we can build adaptive techniques that can, in some cases, perform almost as well as when it is known.