DRIVE: One-bit Distributed Mean Estimation

We consider the problem where $n$ clients transmit $d$-dimensional real-valued vectors using only $d(1+o(1))$ bits each, in a manner that allows a receiver to approximately reconstruct their mean. Such compression problems arise in federated and distributed learning, as well as in other domains. We provide novel mathematical results and derive corresponding new algorithms that outperform previous compression algorithms in accuracy and computational efficiency. We evaluate our methods on a collection of distributed and federated learning tasks, using a variety of datasets, and show a consistent improvement over the state of the art.

How to send a real number using a single bit (and some shared randomness)

We consider the fundamental problem of communicating an estimate of a real number $x\in[0,1]$ using a single bit. A sender that knows $x$ chooses a value $X\in\set{0,1}$ to transmit. In turn, a receiver estimates $x$ based on the value of $X$. We consider both the biased and unbiased estimation problems and aim to minimize the cost. For the biased case, the cost is the worst-case (over the choice of $x$) expected squared error, which coincides with the variance if the algorithm is required to be unbiased. We first overview common biased and unbiased estimation approaches and prove their optimality when no shared randomness is allowed. We then show how a small amount of shared randomness, which can be as low as a single bit, reduces the cost in both cases. Specifically, we derive lower bounds on the cost attainable by any algorithm with unrestricted use of shared randomness and propose near-optimal solutions that use a small number of shared random bits. Finally, we discuss open problems and future directions.

Queues with Small Advice

Motivated by recent work on scheduling with predicted job sizes, we consider the performance of scheduling algorithms with minimal advice, namely a single bit. Besides demonstrating the power of very limited advice, such schemes are quite natural. In the prediction setting, one bit of advice can be used to model a simple prediction as to whether a job is "large" or "small"; that is, whether a job is above or below a given threshold. Further, one-bit advice schemes can correspond to mechanisms that tell whether to put a job at the front or the back for the queue, a limitation which may be useful in many implementation settings. Finally, queues with a single bit of advice have a simple enough state that they can be analyzed in the limiting mean-field analysis framework for the power of two choices. Our work follows in the path of recent work by showing that even small amounts of even possibly inaccurate information can greatly improve scheduling performance.

Partitioned Learned Bloom Filter

Learned Bloom filters enhance standard Bloom filters by using a learned model for the represented data set. However, a learned Bloom filter may under-utilize the model by not taking full advantage of the output. The learned Bloom filter uses the output score by simply applying a threshold, with elements above the threshold being interpreted as positives, and elements below the threshold subject to further analysis independent of the output score (using a smaller backup Bloom filter to prevent false negatives). While recent work has suggested additional heuristic approaches to take better advantage of the score, the results are only heuristic. Here, we instead frame the problem of optimal model utilization as an optimization problem. We show that the optimization problem can be effectively solved efficiently, yielding an improved {partitioned learned Bloom filter}, which partitions the score space and utilizes separate backup Bloom filters for each region. Experimental results from both simulated and real-world datasets show significant performance improvements from our optimization approach over both the original learned Bloom filter constructions and previously proposed heuristic improvements.

Optimal Learning of Joint Alignments with a Faulty Oracle

We consider the following problem, which is useful in applications such as joint image and shape alignment. The goal is to recover $n$ discrete variables $g_i \in \{0, \ldots, k-1\}$ (up to some global offset) given noisy observations of a set of their pairwise differences $\{(g_i - g_j) \bmod k\}$; specifically, with probability $\frac{1}{k}+\delta$ for some $\delta > 0$ one obtains the correct answer, and with the remaining probability one obtains a uniformly random incorrect answer. We consider a learning-based formulation where one can perform a query to observe a pairwise difference, and the goal is to perform as few queries as possible while obtaining the exact joint alignment. We provide an easy-to-implement, time efficient algorithm that performs $O\big(\frac{n \lg n}{k \delta^2}\big)$ queries, and recovers the joint alignment with high probability. We also show that our algorithm is optimal by proving a general lower bound that holds for all non-adaptive algorithms. Our work improves significantly recent work by Chen and Cand\'{e}s \cite{chen2016projected}, who view the problem as a constrained principal components analysis problem that can be solved using the power method. Specifically, our approach is simpler both in the algorithm and the analysis, and provides additional insights into the problem structure.

The Supermarket Model with Known and Predicted Service Times

The supermarket model typically refers to a system with a large number of queues, where arriving customers choose $d$ queues at random and join the queue with fewest customers. The supermarket model demonstrates the power of even small amounts of choice, as compared to simply joining a queue chosen uniformly at random, for load balancing systems. In this work we perform simulation-based studies to consider variations where service times for a customer are predicted, as might be done in modern settings using machine learning techniques or related mechanisms. To begin, we start by considering the baseline where service times are known. We find that this allows for significant improvements. In particular, not only can the queue being joined be chosen based on the total work at the queue instead of the number of jobs, but also the jobs in the queue can be served using strategies that take advantage of the service times such as shortest job first or shortest remaining processing time. Such strategies greatly improve performance under high load. We then examine the impact of using predictions in place of true service times. Our main takeaway is that using even seemingly weak predictions of service times can yield significant benefits over blind First In First Out queueing in this context. However, some care must be taken when using predicted service time information to both choose a queue and order elements for service within a queue; while in many cases using the information for both choosing and ordering is beneficial, in many of our simulation settings we find that simply using the number of jobs to choose a queue is better when using predicted service times to order jobs in a queue. Our study leaves many natural open questions for further work.

Online Pandora's Boxes and Bandits

We consider online variations of the Pandora's box problem (Weitzman. 1979), a standard model for understanding issues related to the cost of acquiring information for decision-making. Our problem generalizes both the classic Pandora's box problem and the prophet inequality framework. Boxes are presented online, each with a random value and cost drew jointly from some known distribution. Pandora chooses online whether to open each box given its cost, and then chooses irrevocably whether to keep the revealed prize or pass on it. We aim for approximation algorithms against adversaries that can choose the largest prize over any opened box, and use optimal offline policies to decide which boxes to open (without knowledge of the value inside). We consider variations where Pandora can collect multiple prizes subject to feasibility constraints, such as cardinality, matroid, or knapsack constraints. We also consider variations related to classic multi-armed bandit problems from reinforcement learning. Our results use a reduction-based framework where we separate the issues of the cost of acquiring information from the online decision process of which prizes to keep. Our work shows that in many scenarios, Pandora can achieve a good approximation to the best possible performance.

A Model for Learned Bloom Filters, and Optimizing by Sandwiching

Recent work has suggested enhancing Bloom filters by using a pre-filter, based on applying machine learning to determine a function that models the data set the Bloom filter is meant to represent. Here we model such learned Bloom filters,, with the following outcomes: (1) we clarify what guarantees can and cannot be associated with such a structure; (2) we show how to estimate what size the learning function must obtain in order to obtain improved performance; (3) we provide a simple method, sandwiching, for optimizing learned Bloom filters; and (4) we propose a design and analysis approach for a learned Bloomier filter, based on our modeling approach.

Predicting Positive and Negative Links with Noisy Queries: Theory & Practice

Social networks involve both positive and negative relationships, which can be captured in signed graphs. The {\em edge sign prediction problem} aims to predict whether an interaction between a pair of nodes will be positive or negative. We provide theoretical results for this problem that motivate natural improvements to recent heuristics. The edge sign prediction problem is related to correlation clustering; a positive relationship means being in the same cluster. We consider the following model for two clusters: we are allowed to query any pair of nodes whether they belong to the same cluster or not, but the answer to the query is corrupted with some probability $0<q<\frac{1}{2}$. Let $\delta=1-2q$ be the bias. We provide an algorithm that recovers all signs correctly with high probability in the presence of noise with $O(\frac{n\log n}{\delta^2}+\frac{\log^2 n}{\delta^6})$ queries. This is the best known result for this problem for all but tiny $\delta$, improving on the recent work of Mazumdar and Saha \cite{mazumdar2017clustering}. We also provide an algorithm that performs $O(\frac{n\log n}{\delta^4})$ queries, and uses breadth first search as its main algorithmic primitive. While both the running time and the number of queries for this algorithm are sub-optimal, our result relies on novel theoretical techniques, and naturally suggests the use of edge-disjoint paths as a feature for predicting signs in online social networks. Correspondingly, we experiment with using edge disjoint $s-t$ paths of short length as a feature for predicting the sign of edge $(s,t)$ in real-world signed networks. Empirical findings suggest that the use of such paths improves the classification accuracy, especially for pairs of nodes with no common neighbors.

2-Bit Random Projections, NonLinear Estimators, and Approximate Near Neighbor Search

The method of random projections has become a standard tool for machine learning, data mining, and search with massive data at Web scale. The effective use of random projections requires efficient coding schemes for quantizing (real-valued) projected data into integers. In this paper, we focus on a simple 2-bit coding scheme. In particular, we develop accurate nonlinear estimators of data similarity based on the 2-bit strategy. This work will have important practical applications. For example, in the task of near neighbor search, a crucial step (often called re-ranking) is to compute or estimate data similarities once a set of candidate data points have been identified by hash table techniques. This re-ranking step can take advantage of the proposed coding scheme and estimator. As a related task, in this paper, we also study a simple uniform quantization scheme for the purpose of building hash tables with projected data. Our analysis shows that typically only a small number of bits are needed. For example, when the target similarity level is high, 2 or 3 bits might be sufficient. When the target similarity level is not so high, it is preferable to use only 1 or 2 bits. Therefore, a 2-bit scheme appears to be overall a good choice for the task of sublinear time approximate near neighbor search via hash tables. Combining these results, we conclude that 2-bit random projections should be recommended for approximate near neighbor search and similarity estimation. Extensive experimental results are provided.