arXiv research

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to getting trapped in metastable states, or as a greedy agglomerative heuristic, w…

Approaches to learning Bayesian networks from data typically combine a scoring function with a heuristic search procedure. Given a Bayesian network structure, many of the scoring functions derived in the literature return a score for the entire equivalence class to which the structure belongs. When using such a scoring…

Greedy selection works well in a toy model of independent increments.

Decision tree learning heuristics fail even in smoothed analysis for complex targets.

We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in practice, its theoretical properties have been analyzed only for a limited class of p…

TAROT improves data selection for complex multimodal distributions.

We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse approximation. We analyze the performance of widely used greedy heuristics, usi…

Markov networks are widely used in many Machine Learning applications including natural language processing, computer vision, and bioinformatics . Learning Markov networks have many complications ranging from intractable computations involved to the possibility of learning a model with a huge number of parameters. In t…

GraphReach improves GNN performance by incorporating node positions.

Quantum control is valuable for various quantum technologies such as high-fidelity gates for universal quantum computing, adaptive quantum-enhanced metrology, and ultra-cold atom manipulation. Although supervised machine learning and reinforcement learning are widely used for optimizing control parameters in classical …

We develop efficient algorithms to estimate the stability of Ordinary Least Squares regression results.

This paper addresses the problem of neighborhood selection for Gaussian graphical models. We present two heuristic algorithms: a forward-backward greedy algorithm for general Gaussian graphical models based on mutual information test, and a threshold-based algorithm for walk summable Gaussian graphical models. Both alg…

A new RL approach learns near-equivalent actions for healthcare decisions.

Greedy selection finds smaller, more accurate subnetworks.

Robust subgroup discovery finds non-redundant, statistically significant subgroups.

The recently presented idea to learn heuristics for combinatorial optimization problems is promising as it can save costly development. However, to push this idea towards practical implementation, we need better models and better ways of training. We contribute in both directions: we propose a model based on attention …

Gradient flow with infinitesimal initialization converges to Greedy Low-Rank Learning for matrix factorization.

Several convex formulation methods have been proposed previously for statistical estimation with structured sparsity as the prior. These methods often require a carefully tuned regularization parameter, often a cumbersome or heuristic exercise. Furthermore, the estimate that these methods produce might not belong to th…

The paper develops algorithms for Boolean matrix factorization using IP and heuristics.

XGES improves GES by favoring early edge deletion, outperforming GES in finite data settings.

Mutual information has been successfully adopted in filter feature-selection methods to assess both the relevancy of a subset of features in predicting the target variable and the redundancy with respect to other variables. However, existing algorithms are mostly heuristic and do not offer any guarantee on the proposed…

The exact nonnegative matrix factorization (exact NMF) problem is the following: given an $m$-by-$n$ nonnegative matrix $X$ and a factorization rank $r$, find, if possible, an $m$-by-$r$ nonnegative matrix $W$ and an $r$-by-$n$ nonnegative matrix $H$ such that $X = WH$. In this paper, we propose two heuristics for exac…

Proposes a new method for subgroup analysis using optimal trees with parameter fusion.

Efficient algorithms identify true hypothesis from many options with minimal actions.

Fast, fully-automated histograms for large data sets.

In this report paper we first present a report of the Advanced Machine Learning Course Project on the provided data set and then present a novel heuristic algorithm for exact Bayesian network (BN) structure discovery that uses decomposable scoring functions. Our algorithm follows a different approach to solve the probl…

We propose a Reinforcement Learning based approach to approximately solve the Tree Decomposition (TD) problem. TD is a combinatorial problem, which is central to the analysis of graph minor structure and computational complexity, as well as in the algorithms of probabilistic inference, register allocation, and other pr…

Bayesian scores improve structure learning in probabilistic circuits.

A new method compresses conditional distributions of labelled data.

The paper extends a learning heuristic to high-dimensional contexts, reducing the risk of unusual actions.

MISS identifies influential subsets in ML models.

Scalable and effective exploration remains a key challenge in reinforcement learning (RL). While there are methods with optimality guarantees in the setting of discrete state and action spaces, these methods cannot be applied in high-dimensional deep RL scenarios. As such, most contemporary RL relies on simple heuristi…

Recently, hybrid metaheuristics have become a trend in operations research. A successful example combines the Greedy Randomized Adaptive Search Procedures (GRASP) and data mining techniques, where frequent patterns found in high-quality solutions can lead to an efficient exploration of the search space, along with a si…

A 3D flexible bin packing problem (3D-FBPP) arises from the process of warehouse packing in e-commerce. An online customer's order usually contains several items and needs to be packed as a whole before shipping. In particular, 5% of tens of millions of packages are using plastic wrapping as outer packaging every day, …

AI methods often fail to outperform classical CPU-based solvers on Maximum Independent Set problems.

We introduce NoisyNet, a deep reinforcement learning agent with parametric noise added to its weights, and show that the induced stochasticity of the agent's policy can be used to aid efficient exploration. The parameters of the noise are learned with gradient descent along with the remaining network weights. NoisyNet …

Optimizes MCMC output compression by selecting a subset of states.

Effective and intelligent exploration has been an unresolved problem for reinforcement learning. Most contemporary reinforcement learning relies on simple heuristic strategies such as $ε$-greedy exploration or adding Gaussian noise to actions. These heuristics, however, are unable to intelligently distinguish the well …

DE is a new exploration method that limits resource usage based on expected improvement and surprise.

How can we efficiently gather information to optimize an unknown function, when presented with multiple, mutually dependent information sources with different costs? For example, when optimizing a robotic system, intelligently trading off computer simulations and real robot testings can lead to significant savings. Exi…

The design of good heuristics or approximation algorithms for NP-hard combinatorial optimization problems often requires significant specialized knowledge and trial-and-error. Can we automate this challenging, tedious process, and learn the algorithms instead? In many real-world applications, it is typically the case t…

Chemical space is so large that brute force searches for new interesting molecules are infeasible. High-throughput virtual screening via computer cluster simulations can speed up the discovery process by collecting very large amounts of data in parallel, e.g., up to hundreds or thousands of parallel measurements. Bayes…

There has been an increased interest in discovering heuristics for combinatorial problems on graphs through machine learning. While existing techniques have primarily focused on obtaining high-quality solutions, scalability to billion-sized graphs has not been adequately addressed. In addition, the impact of budget-con…

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the Bayes' decision rule, but this ideal is difficult to achieve since these functions …

A new principle for optimizer selection improves training speed and performance.

A large proportion of market making models derive from the seminal model of Avellaneda and Stoikov. The numerical approximation of the value function and the optimal quotes in these models remains a challenge when the number of assets is large. In this article, we propose closed-form approximations for the value functi…

A new heuristic LM algorithm improves $k$-segmentation accuracy with less computation.

Efficient exploration is one of the key challenges for reinforcement learning (RL) algorithms. Most traditional sample efficiency bounds require strategic exploration. Recently many deep RL algorithms with simple heuristic exploration strategies that have few formal guarantees, achieve surprising success in many domain…