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Abstract:We consider the problem of \emph{blocked} collaborative bandits where there are multiple users, each with an associated multi-armed bandit problem. These users are grouped into \emph{latent} clusters such that the mean reward vectors of users within the same cluster are identical. Our goal is to design algorithms that maximize the cumulative reward accrued by all the users over time, under the \emph{constraint} that no arm of a user is pulled more than $\mathsf{B}$ times. This problem has been originally considered by \cite{Bresler:2014}, and designing regret-optimal algorithms for it has since remained an open problem. In this work, we propose an algorithm called \texttt{B-LATTICE} (Blocked Latent bAndiTs via maTrIx ComplEtion) that collaborates across users, while simultaneously satisfying the budget constraints, to maximize their cumulative rewards. Theoretically, under certain reasonable assumptions on the latent structure, with $\mathsf{M}$ users, $\mathsf{N}$ arms, $\mathsf{T}$ rounds per user, and $\mathsf{C}=O(1)$ latent clusters, \texttt{B-LATTICE} achieves a per-user regret of $\widetilde{O}(\sqrt{\mathsf{T}(1 + \mathsf{N}\mathsf{M}^{-1})}$ under a budget constraint of $\mathsf{B}=\Theta(\log \mathsf{T})$. These are the first sub-linear regret bounds for this problem, and match the minimax regret bounds when $\mathsf{B}=\mathsf{T}$. Empirically, we demonstrate that our algorithm has superior performance over baselines even when $\mathsf{B}=1$. \texttt{B-LATTICE} runs in phases where in each phase it clusters users into groups and collaborates across users within a group to quickly learn their reward models.

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Abstract:We consider the problem of latent bandits with cluster structure where there are multiple users, each with an associated multi-armed bandit problem. These users are grouped into \emph{latent} clusters such that the mean reward vectors of users within the same cluster are identical. At each round, a user, selected uniformly at random, pulls an arm and observes a corresponding noisy reward. The goal of the users is to maximize their cumulative rewards. This problem is central to practical recommendation systems and has received wide attention of late \cite{gentile2014online, maillard2014latent}. Now, if each user acts independently, then they would have to explore each arm independently and a regret of $\Omega(\sqrt{\mathsf{MNT}})$ is unavoidable, where $\mathsf{M}, \mathsf{N}$ are the number of arms and users, respectively. Instead, we propose LATTICE (Latent bAndiTs via maTrIx ComplEtion) which allows exploitation of the latent cluster structure to provide the minimax optimal regret of $\widetilde{O}(\sqrt{(\mathsf{M}+\mathsf{N})\mathsf{T}})$, when the number of clusters is $\widetilde{O}(1)$. This is the first algorithm to guarantee such a strong regret bound. LATTICE is based on a careful exploitation of arm information within a cluster while simultaneously clustering users. Furthermore, it is computationally efficient and requires only $O(\log{\mathsf{T}})$ calls to an offline matrix completion oracle across all $\mathsf{T}$ rounds.

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Abstract:One-bit compressed sensing (1bCS) is an extremely quantized signal acquisition method that has been proposed and studied rigorously in the past decade. In 1bCS, linear samples of a high dimensional signal are quantized to only one bit per sample (sign of the measurement). Assuming the original signal vector to be sparse, existing results in 1bCS either aim to find the support of the vector, or approximate the signal allowing a small error. The focus of this paper is support recovery, which often also computationally facilitate approximate signal recovery. A {\em universal} measurement matrix for 1bCS refers to one set of measurements that work for all sparse signals. With universality, it is known that $\tilde{\Theta}(k^2)$ 1bCS measurements are necessary and sufficient for support recovery (where $k$ denotes the sparsity). To improve the dependence on sparsity from quadratic to linear, in this work we propose approximate support recovery (allowing $\epsilon>0$ proportion of errors), and superset recovery (allowing $\epsilon$ proportion of false positives). We show that the first type of recovery is possible with $\tilde{O}(k/\epsilon)$ measurements, while the later type of recovery, more challenging, is possible with $\tilde{O}(\max\{k/\epsilon,k^{3/2}\})$ measurements. We also show that in both cases $\Omega(k/\epsilon)$ measurements would be necessary for universal recovery. Improved results are possible if we consider universal recovery within a restricted class of signals, such as rational signals, or signals with bounded dynamic range. In both cases superset recovery is possible with only $\tilde{O}(k/\epsilon)$ measurements. Other results on universal but approximate support recovery are also provided in this paper. All of our main recovery algorithms are simple and polynomial-time.

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Authors:Soumyabrata Pal, Prateek Varshney, Prateek Jain, Abhradeep Guha Thakurta, Gagan Madan, Gaurav Aggarwal, Pradeep Shenoy, Gaurav Srivastava

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Abstract:Meta-learning is critical for a variety of practical ML systems -- like personalized recommendations systems -- that are required to generalize to new tasks despite a small number of task-specific training points. Existing meta-learning techniques use two complementary approaches of either learning a low-dimensional representation of points for all tasks, or task-specific fine-tuning of a global model trained using all the tasks. In this work, we propose a novel meta-learning framework that combines both the techniques to enable handling of a large number of data-starved tasks. Our framework models network weights as a sum of low-rank and sparse matrices. This allows us to capture information from multiple domains together in the low-rank part while still allowing task specific personalization using the sparse part. We instantiate and study the framework in the linear setting, where the problem reduces to that of estimating the sum of a rank-$r$ and a $k$-column sparse matrix using a small number of linear measurements. We propose an alternating minimization method with hard thresholding -- AMHT-LRS -- to learn the low-rank and sparse part effectively and efficiently. For the realizable, Gaussian data setting, we show that AMHT-LRS indeed solves the problem efficiently with nearly optimal samples. We extend AMHT-LRS to ensure that it preserves privacy of each individual user in the dataset, while still ensuring strong generalization with nearly optimal number of samples. Finally, on multiple datasets, we demonstrate that the framework allows personalized models to obtain superior performance in the data-scarce regime.

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Abstract:We study the problem of \textit{online} low-rank matrix completion with $\mathsf{M}$ users, $\mathsf{N}$ items and $\mathsf{T}$ rounds. In each round, we recommend one item per user. For each recommendation, we obtain a (noisy) reward sampled from a low-rank user-item reward matrix. The goal is to design an online method with sub-linear regret (in $\mathsf{T}$). While the problem can be mapped to the standard multi-armed bandit problem where each item is an \textit{independent} arm, it leads to poor regret as the correlation between arms and users is not exploited. In contrast, exploiting the low-rank structure of reward matrix is challenging due to non-convexity of low-rank manifold. We overcome this challenge using an explore-then-commit (ETC) approach that ensures a regret of $O(\mathsf{polylog} (\mathsf{M}+\mathsf{N}) \mathsf{T}^{2/3})$. That is, roughly only $\mathsf{polylog} (\mathsf{M}+\mathsf{N})$ item recommendations are required per user to get non-trivial solution. We further improve our result for the rank-$1$ setting. Here, we propose a novel algorithm OCTAL (Online Collaborative filTering using iterAtive user cLustering) that ensures nearly optimal regret bound of $O(\mathsf{polylog} (\mathsf{M}+\mathsf{N}) \mathsf{T}^{1/2})$. Our algorithm uses a novel technique of clustering users and eliminating items jointly and iteratively, which allows us to obtain nearly minimax optimal rate in $\mathsf{T}$.

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Abstract:To capture inherent geometric features of many community detection problems, we propose to use a new random graph model of communities that we call a \emph{Geometric Block Model}. The geometric block model builds on the \emph{random geometric graphs} (Gilbert, 1961), one of the basic models of random graphs for spatial networks, in the same way that the well-studied stochastic block model builds on the Erd\H{o}s-R\'{en}yi random graphs. It is also a natural extension of random community models inspired by the recent theoretical and practical advancements in community detection. To analyze the geometric block model, we first provide new connectivity results for \emph{random annulus graphs} which are generalizations of random geometric graphs. The connectivity properties of geometric graphs have been studied since their introduction, and analyzing them has been difficult due to correlated edge formation. We then use the connectivity results of random annulus graphs to provide necessary and sufficient conditions for efficient recovery of communities for the geometric block model. We show that a simple triangle-counting algorithm to detect communities in the geometric block model is near-optimal. For this we consider two regimes of graph density. In the regime where the average degree of the graph grows logarithmically with number of vertices, we show that our algorithm performs extremely well, both theoretically and practically. In contrast, the triangle-counting algorithm is far from being optimum for the stochastic block model in the logarithmic degree regime. We also look at the regime where the average degree of the graph grows linearly with the number of vertices $n$, and hence to store the graph one needs $\Theta(n^2)$ memory. We show that our algorithm needs to store only $O(n \log n)$ edges in this regime to recover the latent communities.

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Abstract:While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper, first we show that MLR can be used for prediction where instead of predicting a label, the model predicts a list of values (also known as {\em list-decoding}). The list size is equal to the number of components in the mixture, and the loss function is defined to be minimum among the losses resulted by all the component models. We show that with this definition, a solution of the empirical risk minimization (ERM) achieves small probability of prediction error. This begs for an algorithm to minimize the empirical risk for MLR, which is known to be computationally hard. Prior algorithmic works in MLR focus on the {\em realizable} setting, i.e., recovery of parameters when data is probabilistically generated by a mixed linear (noisy) model. In this paper we show that a version of the popular alternating minimization (AM) algorithm finds the best fit lines in a dataset even when a realizable model is not assumed, under some regularity conditions on the dataset and the initial points, and thereby provides a solution for the ERM. We further provide an algorithm that runs in polynomial time in the number of datapoints, and recovers a good approximation of the best fit lines. The two algorithms are experimentally compared.

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Abstract:Mixture models are widely used to fit complex and multimodal datasets. In this paper we study mixtures with high dimensional sparse latent parameter vectors and consider the problem of support recovery of those vectors. While parameter learning in mixture models is well-studied, the sparsity constraint remains relatively unexplored. Sparsity of parameter vectors is a natural constraint in variety of settings, and support recovery is a major step towards parameter estimation. We provide efficient algorithms for support recovery that have a logarithmic sample complexity dependence on the dimensionality of the latent space. Our algorithms are quite general, namely they are applicable to 1) mixtures of many different canonical distributions including Uniform, Poisson, Laplace, Gaussians, etc. 2) Mixtures of linear regressions and linear classifiers with Gaussian covariates under different assumptions on the unknown parameters. In most of these settings, our results are the first guarantees on the problem while in the rest, our results provide improvements on existing works.

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Abstract:The planted densest subgraph detection problem refers to the task of testing whether in a given (random) graph there is a subgraph that is unusually dense. Specifically, we observe an undirected and unweighted graph on $n$ nodes. Under the null hypothesis, the graph is a realization of an Erd\H{o}s-R\'{e}nyi graph with edge probability (or, density) $q$. Under the alternative, there is a subgraph on $k$ vertices with edge probability $p>q$. The statistical as well as the computational barriers of this problem are well-understood for a wide range of the edge parameters $p$ and $q$. In this paper, we consider a natural variant of the above problem, where one can only observe a small part of the graph using adaptive edge queries. For this model, we determine the number of queries necessary and sufficient for detecting the presence of the planted subgraph. Specifically, we show that any (possibly randomized) algorithm must make $\mathsf{Q} = \Omega(\frac{n^2}{k^2\chi^4(p||q)}\log^2n)$ adaptive queries (on expectation) to the adjacency matrix of the graph to detect the planted subgraph with probability more than $1/2$, where $\chi^2(p||q)$ is the Chi-Square distance. On the other hand, we devise a quasi-polynomial-time algorithm that detects the planted subgraph with high probability by making $\mathsf{Q} = O(\frac{n^2}{k^2\chi^4(p||q)}\log^2n)$ non-adaptive queries. We then propose a polynomial-time algorithm which is able to detect the planted subgraph using $\mathsf{Q} = O(\frac{n^3}{k^3\chi^2(p||q)}\log^3 n)$ queries. We conjecture that in the leftover regime, where $\frac{n^2}{k^2}\ll\mathsf{Q}\ll \frac{n^3}{k^3}$, no polynomial-time algorithms exist. Our results resolve two questions posed in \cite{racz2020finding}, where the special case of adaptive detection and recovery of a planted clique was considered.

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Abstract:Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically difficult to obtain tight lower bounds for mixtures. Exploiting a connection between total variation distance and the characteristic function of the mixture, we provide fairly tight functional approximations. This enables us to derive new lower bounds on the total variation distance between pairs of two-component Gaussian mixtures that have a shared covariance matrix.

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