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Our recent work on algorithms is in the following areas: data stream algorithms, machine learning and optimization, geometric algorithms, ranking and aggregation algorithms, and algorithms on graphs.

Data stream algorithms

Estimating the sortedness of a data stream. The distance to monotonicity of a sequence is the minimum number of edit operations required to transform the sequence into an increasing order; this measure is complementary to the length of the longest increasing subsequence (LIS). Parikshit Gopalan, T. S. Jayram, Robert Krauthgamer and Ravi Kumar address the question of estimating these quantities in the one-pass data stream model and present the first sub-linear space algorithms for both problems. Their main result is a randomized algorithm that uses only polylogarithmic space and approximates the distance to monotonicity to within a factor that is arbitrarily close to 4.

  • P.Gopalan, T. S. Jayram, R. Krauthgamer and R. Kumar. Estimating the Sortedness of a Data Stream. Symposium on Discrete Algorithms (SODA), 2007

Estimating statistical aggregates on probabilistic data streams. The probabilistic-stream model was introduced by Jayram et al. in 2007. It is a generalization of the data stream model that is suited to handling probabilistic data. Designing efficient aggregation algorithms for probabilistic data is crucial for handling uncertainty in data-centric applications such as OLAP, and other setting such as analyzing search engine traffic and aggregation in sensor networks. T.S. Jayram, Andrew McGregor (UCSD), S. Muthukrishan (Google Research), and Erik Vee (previously a postdoc at IBM, and currently at Yahoo! Research) present new algorithms for computing commonly used aggregates on a probabilistic stream. They present the first one-pass streaming algorithms for estimating the expected mean of a probabilistic stream, which also exponentially improves the space bounds in the previous multi-pass algorithm. Their work also considers the problem of estimating frequency moments for probabilistic streams. They propose a general approach to obtain unbiased estimators working over probabilistic data by utilizing unbiased estimators designed for standard streams. Applying this approach, they extend a classical data stream algorithm to obtain a one-pass algorithm for estimating F2, the second frequency moment. They also present streaming algorithms for estimating F0, the number of distinct items, and for estimating the median on probabilistic streams.

  • T. S. Jayram, A. McGregor, S. Muthukrishnan, and E. Vee. Estimating statistical aggregates on probabilistic data streams. Principles of Database Systems (PODS), 2007

Streaming numerical linear algebra problems Ken Clarkson and David Woodruff found one-pass algorithms for some approximate matrix operations, including the computation of matrix products and the estimation of best low-rank projections. These algorithms maintain small "sketches" of the input matrices; with high probability, the product of the sketches is close to the true matrix product. Specifically, the Frobenius norm of the error is proportional to the product of the Frobenius norms of the input matrices. This upper bound result sharpens and simplifies prior work on this problem, and our matching lower bounds show that little improvement is possible.

  • K. Clarkson and D. Woodruff. Numerical Linear Algebra in the Streaming Model. STOC, 2009.

Cascaded aggregates on data streams Cascaded aggregates on data streams. The problem of computing cascaded (or multi-level) aggregates is quite basic and is extremely useful in several applications where grouping by some attribute is involved. For example, to compute the average stock market volatility, we have to group the stock market data by the stock symbol, compute the variance of the "logarithmic return on investment" values recorded for that stock, and then compute the average of these values over all stocks. Other examples from business intelligence as well as science include analyzing IP traffic, credit card fraud, low-rank approximation etc. David Woodruff and T.S. Jayram have obtained algorithms for computing specific types of cascaded aggregates, and in particular, their algorithm estimates combinations of frequency moments.

  • T.S. Jayram and D. Woodruff. The Data Stream Space Complexity of Cascaded Norms. FOCS, 2009 (to appear).

The average case complexity of counting distinct elements The problem of probabilistically estimating the number of distinct elements in a data stream is one of the central problems in data stream computing. To estimate this quantity to within a relative error ε, it is known that if the stream is adversarially ordered, or even randomly ordered, any such algorithm must use Ω(1/ε2) bits of space. This can be prohibitive in practice. In an attempt to bypass this lower bound, David Woodruff studied the average-case complexity of the problem when the streaming data comes from certain distributions. For some natural distributions corresponding to random uncorrelated data, he gives an algorithm with space complexity that beats the lower bound for adversarial and randomly-ordered streams. Nevertheless, for other natural distributions, he shows that the Ω(1/ε2) lower bound still holds when the data is drawn from such distributions.

  • D. Woodruff. The average-case complexity of counting distinct elements. ICDT, 2009.

Efficient sketches for Earth-mover distance, with applications Computing the earth-mover distance is a fundamental problem in geometric optimization. Together with nearest neighbor search methods, algorithms for computing it have been applied to fast image search in large collections of images. In a joint work Alexandr Andoni, Khanh Do Ba, and Piotr Indyk (all from MIT), David Woodruff provided the first sub-linear sketching algorithm for estimating the planar earth-mover distance with a constant approximation. Namely, for points living in the two-dimensional grid [Δ] x [Δ], an algorithm with space Δε for O(1/ε)-approximation is achieved, for any 0 < ε < 1. The sketch has immediate applications to the streaming and nearest neighbor search problems.

  • A. Andoni, K. Do Ba, P. Indyk and D. Woodruff. Efficient sketches for Earth-Mover Distance, with applications. FOCS, 2009 (to appear).

Machine learning and optimization

Online learning with prior information The standard so-called experts algorithms are methods for utilizing a given set of "experts" to make good choices in a sequential decision-making problem. In the standard setting of experts algorithms, the decision maker chooses repeatedly in the same "state" based on information about how the different experts would have performed, if chosen to be followed. Elad Hazan and Nimrod Megiddo extended this framework by introducing state information. More precisely, the experts algorithm may rely on partial information regarding the cost function, which is revealed to him before choosing an action. This extension is very natural in prediction problems. For illustration, an experts algorithm, which is supposed to predict whether the next day will be rainy, can be extended to predicting the same given the current temperature. This work introduces new algorithms that attain optimal performance in the new framework, and apply to more general settings than variants of regression considered in the statistics literature.

  • E. Hazan and N. Megiddo. Online Learning with prior information. Conference on Learning Theory (COLT), 2007.

Adaptive online gradient descent Peter Bartlett (UC Berkeley), Elad Hazan, and Alexander Rahklin (UC Berkeley) propose a new online learning algorithm, which is more efficient than previous algorithms for a general optimization framework called online convex optimization. The new algorithm, Adaptive Online Gradient Descent, interpolates between the previous results of Zinkevich for linear functions and those of Hazan et al. for strongly convex functions, achieving optimal performance for both extremes and intermediate cases. Finally, they provide an extension of these results to general norms.

  • P. Bartlett, E. Hazan, and A. Rakhlin. NIPS, 2007.

Computational equivalence of fixed points and no regret algorithms, and convergence to equilibria Elad Hazan and Satyen Kale (Princeton) studied the relation between notions of game-theoretic equilibria which are based on stability under a set of deviations, and empirical equilibria which are reached by rational players. Rational players are modelled by players using no regret algorithms, which guarantee that their payoff in the long run is almost as large as they could have hoped to achieve by consistently deviating from the algorithm's suggested action. They show that, for a given set of deviations over the strategy set of a player, it is possible to efficiently approximate fixed points of a given deviation if and only if there exist efficient no regret algorithms resistant to the deviations. Further, they show that if all players use a no regret algorithm, then the empirical distribution of their plays converges to an equilibrium.

  • S. Kale and E. Hazan. Computational Equivalence of Fixed Points and No-Regret Algorithms, and Convergence to Equilibria. NIPS, 2007

Coresets, sparse greedy approximation, and the Frank-Wolfe algorithm Ken Clarkson has previously shown a relationship between coresets, a concept arising in geometric algorithms, and sparse greedy approximation, arising in machine learning. These notions are dual, in the technical sense of convex optimization duality, and can be understood as instances of the Frank-Wolfe algorithm, a venerable technique for convex optimization. In this work, he showed that coresets exist for general optimization problems, with special cases including the machine learning techniques of boosting, and of support vector machines. These results in turn allow some sample-complexity results for these techniques to be sharpened or simplified, and the practical "core vector machine" algorithm to be simplified and generalized.

  • K. Clarkson. Coresets, Sparse Greedy Approximation, and the Frank-Wolfe Algorithm. Symposium on Discrete Algorithms (SODA), 2008

An efficient algorithm for bandit linear optimization Jacob Abernethy, Elad Hazan, and Alexander Rakhlin introduced an efficient algorithm for the problem of online linear optimization in the bandit setting which achieves the optimal O*(T1/2) regret. The setting is a natural generalization of the non-stochastic multi-armed bandit problem, and the existence of an efficient optimal algorithm has been posed as an open problem in a number of recent papers. They showed how the difficulties encountered by previous approaches are overcome by the use of a self-concordant potential function.

  • J. Abernethy, E. Hazan, and A. Rakhlin. An Efficient Algorithm for Bandit Linear Optimization. Conference on Learning Theory (COLT), 2008.

Extracting certainty from uncertainty: regret bounded by variation in costs The problem of prediction from expert advice is fundamental in machine learning. A major pillar of the field is the existence of learning algorithms whose average loss approaches that of the best expert in hindsight (in other words, whose average regret approaches zero). Traditionally the regret of online algorithms was bounded in terms of the number of prediction rounds. Cesa-Bianchi, Mansour and Stoltz posed the question whether it is possible to bound the regret of an online algorithm by the variation of the observed costs. In this paper Elad Hazan and Satyen Kalen resolve this question, and prove such bounds in the fully adversarial setting, in two important online learning scenarios: prediction from expert advice, and online linear optimization.

  • E. Hazan and S. Kale. Regret Bounded by Variation in Costs. Conference on Learning Theory (COLT), 2008.

Sparse approximate solutions to semidefinite programs Elad Hazan analyzed a generalization of the Frank-Wolfe algorithm for approximately maximizing a concave function over the bounded semi-definite cone which produces sparse solutions (sparsity for SDP corresponds to low rank matrices).

  • E. Hazan. Sparse Approximate Solutions to Semidefinite Programs. LATIN 2008.

Better algorithms for benign bandits The online multi-armed bandit problem and its generalizations are repeated decision making problems, where the goal is to select one of several possible decisions in every round, and incur a cost associated with the decision, in such a way that the total cost incurred over all iterations is close to the cost of the best fixed decision in hindsight. The difference in these costs is known as the regret of the algorithm. The term bandit refers to the setting where one only obtains the cost of the decision used in a given iteration and no other information. Perhaps the most general form of this problem is the non-stochastic bandit linear optimization problem, where the set of decisions is a convex set in some Euclidean space, and the cost functions are linear. Only recently an efficient algorithm attaining O(sqrt(T)) regret was discovered in this setting. Elad Hazan and Satyen Kale (Yahoo) propose a new algorithm for the bandit linear optimization problem which obtains a regret bound of O(sqrt(Q)), where Q is the total variation in the cost functions. This regret bound, previously conjectured to hold in the full information case, shows that it is possible to incur much less regret in a slowly changing environment even in the bandit setting. The new algorithm is efficient and applies several new ideas to bandit optimization such as reservoir sampling.

  • E. Hazan and S. Kale. Better Algorithms for Benign Bandits. Symposium on Discrete Algorithms (SODA), 2009.

Online learning algorithms for changing environments The standard way of measuring performance for online learning algorithms is to look at the regret. The regret compares the algorithms performance with the best possible fixed decision. This is a good measure of performance when the underlying input distribution is fixed or slowly changing with time. When the underlying distribution makes sudden changes, an algorithm could be performing badly but still give low regret. Elad Hazan and C. Seshadhri define a stronger performance measure called adaptive regret and design algorithms that give much better guarantees than old online learning algorithms. They use a bootstrapping procedure that takes old learning algorithms and outputs a much stronger algorithm. Using some streaming ideas, this conversion can be done efficiently.

  • E. Hazan and C. Seshadhri. Efficient learning algorithms for changing environments. ICML 2009.  

Geometric algorithms

Tighter bounds for random projections of manifolds The Johnson-Lindenstrauss random projection lemma gives a simple way to reduce the dimensionality of a set of points while approximately preserving their pairwise distances. The most direct application of the lemma applies to a finite set of points, but recent work has extended the technique to affine subspaces, curves, and general smooth manifolds. Ken Clarkson considered the case of random projection of smooth manifolds and sharpened a previous analysis, reducing the dependence on such properties as the manifold's maximum curvature.

  • K. Clarkson. Tighter Bounds for Random Projections of Manifolds. Symposium on Computational Geometry (SoCG) 2008.

Self-improving algorithms for Delaunay triangulations Ken Clarkson and summer intern Seshadhri Comandur studied the problem of two-dimensional Delaunay triangulation in the self-improving algorithms model, and devised an optimal algorithm in this setting. Here the n points of the input are assumed to each come from an independent, unknown, and arbitrary distribution. The first phase of their algorithm builds data structures that store relevant information about the input distribution. The second phase uses these data structures to efficiently compute the Delaunay triangulation of the input, with a running time that matches the information-theoretic lower bound for the output distribution. This implies that if the output distribution has low entropy, then their algorithm beats the standard Omega(n log n) bound for computing Delaunay triangulations.

  • K. Clarkson and C. Seshadhri. Self-Improving Algorithms for Delaunay Triangulations. Symposium on Computational Geometry (SoCG), 2008.

On the multi-cover problem in geometric settings Working with Chandra Chekuri and Sariel Har-Peled of the University of Illinois, Ken Clarkson extended algorithms for geometric set cover to the case of geometric multi-cover. Given a set of points P and a collection of geometric shapes F, the problem is to find a minimum cardinality subset of F such that every point in P is covered by (contained in) at least D(p) sets. Here D(p) is an integer demand requirement for p. When the demands D(p)=1 for all p, this the standard set cover problem. The set cover problem in geometric settings admits a polynomial-time approximation algorithm with an approximation ratio that is better than that for the general version. This paper shows that similar improvements can be obtained for the multi-cover problem as well. In particular, they obtain an O(log Opt) approximation for set systems of bounded VC dimension, and an O(1) approximation for covering points by half-spaces in three dimensions.

  • C. Chekuri, K. Clarkson, and S. Har-Peled. On the set multi-cover problem in geometric settings. Symposium on Computational Geometry (SoCG), 2009.

Ranking and aggregation algorithms

Comparing top k lists. Motivated by several applications, Ronald Fagin, Ravi Kumar, and D. Sivakumar have introduced several distance measures between two top k lists.  Some of these measures are metrics, while others are not.  For each of these latter distance measures, they are almost metrics in the following two aspects---it satisfies a relaxed version of the polygonal inequality and it is multiplicatively approximated by a metric.  They show that these two notions of almost metrics are equivalent.  

  • R.Fagin, R. Kumar, D. Sivakumar. Comparing top k lists.  SODA, 2003; SIDMA, 2003: 17(1).

Rank aggregation and similarity search. The problems of similarity search and classification are ubiquitous in various fields---information retrieval, pattern recognition, etc. Ronald Fagin, Ravi Kumar, and D. Sivakumar have proposed a novel approach that is based on rank aggregation to performing efficient similarity search and classification in high dimensional data.  This method is also database friendly in that it accesses data primarily in a pre-defined order without random accesses, and, unlike other methods for approximate nearest neighbors, requires almost no extra storage.

  • R. Fagin, R. Kumar, and D. Sivakumar. Efficient similarity search and classification via rank aggregation.  SIGMOD, 2003.

Partial rankings. Ronald Fagin, Mohammad Mahdian, Ravi Kumar, D. Sivakumar, and Erik Vee provide a comprehensive picture of how to compare partial rankings. They propose several metrics to compare partial rankings, present algorithms that efficiently compute them, and prove that they are within constant multiples of each other. Based on these concepts, they formulate aggregation problems for partial rankings, and develop a highly efficient algorithm to compute the top few elements of a near-optimal aggregation of multiple partial rankings.

  • R. Fagin, M. Mahdian, R. Kumar, D. Sivakumar and E. Vee. Comparing and aggregating rankings with ties.  PODS, 2004.

Sorting and selection with imprecise comparisons In this work sorting and selection are considered in the the following model of imprecise comparisons: there exists some δ>0 such that when two elements are compared, if the values of those elements differ by at least δ, then the comparison will be made correctly; when the two elements have values that are within δ, the outcome of the comparison is unpredictable. In this model, the standard method of paired comparisons (Thurstone, 1927) minimizes the errors introduced by the imprecise comparisons at the cost of n(n-1)/2 comparisons. Miklos Ajtai, Vitaly Feldman, Avinatan Hassidim (MIT) and Jelani Nelson showed that the same optimal guarantees can be achieved using 4n3/2 comparisons, and proved the optimality of their method. They then explored the general trade-off between the guarantees on the error that can be made and number of comparisons for the problems of sorting, max-finding, and selection. Their results provide close-to-optimal solutions for each of these problems.

  • M. Ajtai, V. Feldman, A. Hassidim and J. Nelson. Sorting and Selection with Imprecise Comparisons. International Colloquium on Automata, Languages and Programming (ICALP), A. 2009.

Algorithms on graphs

Transitive-closure spanners Given a directed graph G and an integer k, a k-transitive-closure spanner (k-TC-spanner) of G is a directed graph H that has (1) the same transitive closure of G, and (2) diameter at most k. These spanners were implicitly studied in access control, data structures, and property testing, and properties of these spanners have been rediscovered over the span of 20 years. The main goal in each of these applications is to obtain the sparsest k-TC-spanners. Together with Arnab Bhattacharyya, Elena Grigorescu, Kyomin Jung, and Sofya Raskhodnikova, David Woodruff resolved several open questions concerning the size of sparsest k-TC-spanners and the complexity of computing a k-TC-spanner for a given input graph. As a result, the work greatly improves the query complexity of monotonicity testers of H-minor free graphs, as well as space/time tradeoffs in various access control schemes. The work also gives the first sublinear approximation algorithm for the more general problem of computing a directed k-spanner, thereby resolving the main open question of Elkin and Peleg (IPCO, 2001).

  • A. Bhattacharyya, E. Grigorescu, K. Jung, S. Raskhodnikova, and D. Woodruff. Transitive-closure spanners. Symposium on Discrete Algorithms (SODA), 2009.

Regularity lemmas and combinatorial algorithms. Nikhil Bansal (IBM Watson) and Ryan Williams present new combinatorial algorithms for Boolean matrix multiplication (BMM) and preprocessing a graph to answer independent set queries. We give the first asymptotic improvements on combinatorial algorithms for dense BMM in many years, improving on the "Four Russians" O(n^3/(w log n)) bound for machine models with wordsize w. (For a pointer machine, we can set w = log n.) The algorithms utilize notions from Regularity Lemmas for graphs in a novel way. They give two randomized combinatorial algorithms for BMM. The first algorithm is essentially a reduction from BMM to the Triangle Removal Lemma. The best known bounds for the Triangle Removal Lemma only imply an O((n log b(n))/(b(n) w log n)) time algorithm for BMM where b(n) = (log* n)^d for some d > 0, but improvements on the Triangle Removal Lemma would yield corresponding runtime improvements. The second algorithm applies the Weak Regularity Lemma of Frieze and Kannan along with several information compression ideas, running in O(n^3(log log n)^2/(log n)^{9/4}) time with probability exponentially close to 1. When w > log n, it can be implemented in O(n^3(log log n)^2/(w log n)^{7/6}) time. Our results immediately imply improved combinatorial methods for CFG parsing, detecting triangle-freeness, and transitive closure. Using Weak Regularity, they also give an algorithm for answering queries of the form "is S in V an independent set?" in a graph. Improving on prior work, they show how to randomly preprocess a graph in O(n^{2+eps}) time (for all eps > 0) so that with high probability, all subsequent batches of log n independent set queries can be answered deterministically in O(n^2(log log n)^2/((log n)^{5/4}) time. When w > log n, w queries can be answered in O(n^2(log log n)^2/((log n)^{7/6}) time. In addition to its nice applications, this problem is interesting in that it is not known how to do better than O(n^2) using "algebraic" methods.

  • N. Bansal and R. Williams. Regularity Lemmas and Combinatorial Algorithms. FOCS, 2009 (to appear).

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