Iterative Methods via Locally Evolving Set Process
- URL: http://arxiv.org/abs/2410.15020v1
- Date: Sat, 19 Oct 2024 07:28:11 GMT
- Title: Iterative Methods via Locally Evolving Set Process
- Authors: Baojian Zhou, Yifan Sun, Reza Babanezhad Harikandeh, Xingzhi Guo, Deqing Yang, Yanghua Xiao,
- Abstract summary: Approximate Personalized PageRank (APPR) is a local variant of Gauss-Seidel.
We show that APPR admits a new runtime bound $tildeO(overlineoperatornamevol(S_t)/overlinegamma_t leq 1/epsilon$.
Numerical results confirm the efficiency of this novel framework and show up to a hundredfold speedup over corresponding standard solvers on real-world graphs.
- Score: 43.405427507066065
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Given the damping factor $\alpha$ and precision tolerance $\epsilon$, \citet{andersen2006local} introduced Approximate Personalized PageRank (APPR), the \textit{de facto local method} for approximating the PPR vector, with runtime bounded by $\Theta(1/(\alpha\epsilon))$ independent of the graph size. Recently, \citet{fountoulakis2022open} asked whether faster local algorithms could be developed using $\tilde{O}(1/(\sqrt{\alpha}\epsilon))$ operations. By noticing that APPR is a local variant of Gauss-Seidel, this paper explores the question of \textit{whether standard iterative solvers can be effectively localized}. We propose to use the \textit{locally evolving set process}, a novel framework to characterize the algorithm locality, and demonstrate that many standard solvers can be effectively localized. Let $\overline{\operatorname{vol}}{ (S_t)}$ and $\overline{\gamma}_{t}$ be the running average of volume and the residual ratio of active nodes $\textstyle S_{t}$ during the process. We show $\overline{\operatorname{vol}}{ (S_t)}/\overline{\gamma}_{t} \leq 1/\epsilon$ and prove APPR admits a new runtime bound $\tilde{O}(\overline{\operatorname{vol}}(S_t)/(\alpha\overline{\gamma}_{t}))$ mirroring the actual performance. Furthermore, when the geometric mean of residual reduction is $\Theta(\sqrt{\alpha})$, then there exists $c \in (0,2)$ such that the local Chebyshev method has runtime $\tilde{O}(\overline{\operatorname{vol}}(S_{t})/(\sqrt{\alpha}(2-c)))$ without the monotonicity assumption. Numerical results confirm the efficiency of this novel framework and show up to a hundredfold speedup over corresponding standard solvers on real-world graphs.
Related papers
- Information-Computation Tradeoffs for Noiseless Linear Regression with Oblivious Contamination [65.37519531362157]
We show that any efficient Statistical Query algorithm for this task requires VSTAT complexity at least $tildeOmega(d1/2/alpha2)$.
arXiv Detail & Related papers (2025-10-12T15:42:44Z) - Accelerated Evolving Set Processes for Local PageRank Computation [75.54334100808022]
This work proposes a novel framework based on nested evolving set processes to accelerate Personalized PageRank computation.<n>We show that the time complexity of such localized methods is upper bounded by $mintildemathcalO(R2/epsilon2), tildemathcalO(m)$ to obtain an $epsilon$-approximation of the PPR vector.
arXiv Detail & Related papers (2025-10-09T09:47:40Z) - Near-Optimal Convergence of Accelerated Gradient Methods under Generalized and $(L_0, L_1)$-Smoothness [57.93371273485736]
We study first-order methods for convex optimization problems with functions $f$ satisfying the recently proposed $ell$-smoothness condition $||nabla2f(x)|| le ellleft(||nabla f(x)||right),$ which generalizes the $L$-smoothness and $(L_0,L_1)$-smoothness.
arXiv Detail & Related papers (2025-08-09T08:28:06Z) - Robust Distribution Learning with Local and Global Adversarial Corruptions [17.22168727622332]
We develop an efficient finite-sample algorithm with error bounded by $sqrtvarepsilon k + rho + tildeO(dsqrtkn-1/(k lor 2))$ when $P$ has bounded covariance.
Our efficient procedure relies on a novel trace norm approximation of an ideal yet intractable 2-Wasserstein projection estimator.
arXiv Detail & Related papers (2024-06-10T17:48:36Z) - Near-Optimal Distributed Minimax Optimization under the Second-Order Similarity [22.615156512223763]
We propose variance- optimistic sliding (SVOGS) method, which takes the advantage of the finite-sum structure in the objective.
We prove $mathcal O(delta D2/varepsilon)$, communication complexity of $mathcal O(n+sqrtndelta D2/varepsilon)$, and local calls of $tildemathcal O(n+sqrtndelta+L)D2/varepsilon)$.
arXiv Detail & Related papers (2024-05-25T08:34:49Z) - The case for and against fixed step-size: Stochastic approximation algorithms in optimization and machine learning [6.416429054645991]
Theory and application of approximation (SA) have become increasingly relevant due in part to applications in optimization and reinforcement learning.<n>This paper takes a new look at SA with constant step-size $alpha>0$, defined by the recursion, $$theta_n+1 = theta_n+ alpha f(theta_n,Phi_n+1)$$ in which $theta_ninmathbbRd$ and $Phi_n$ is a Markov chain.
arXiv Detail & Related papers (2023-09-06T12:22:32Z) - Fast Online Node Labeling for Very Large Graphs [11.700626862639131]
Current methods either invert a graph kernel runtime matrix with $mathcalO(n3)$ or $mathcalO(n2)$ space complexity or sample a large volume of random spanning trees.
We propose an improvement based on the textitonline relaxation technique introduced by a series of works.
arXiv Detail & Related papers (2023-05-25T17:13:08Z) - On the Complexity of Decentralized Smooth Nonconvex Finite-Sum Optimization [21.334985032433778]
Decentralized optimization problem $min_bf xinmathbb Rd f(bf x)triq frac1msum_i=1m f_i(bf x)triq frac1nsum_j=1n.
arXiv Detail & Related papers (2022-10-25T11:37:11Z) - On the Near-Optimality of Local Policies in Large Cooperative
Multi-Agent Reinforcement Learning [37.63373979256335]
We show that in a cooperative $N$-agent network, one can design locally executable policies for the agents.
We also devise an algorithm to explicitly construct a local policy.
arXiv Detail & Related papers (2022-09-07T23:15:08Z) - Faster Rates of Convergence to Stationary Points in Differentially
Private Optimization [31.46358820048179]
We study the problem of approximating stationary points of Lipschitz and smooth functions under $(varepsilon,delta)$-differential privacy (DP)
A point $widehatw$ is called an $alpha$-stationary point of a function $mathbbRdrightarrowmathbbR$ if $|nabla F(widehatw)|leq alpha$.
We provide a new efficient algorithm that finds an $tildeObig(big[
arXiv Detail & Related papers (2022-06-02T02:43:44Z) - Nearly Optimal Policy Optimization with Stable at Any Time Guarantee [53.155554415415445]
Policy-based method in citetshani 2020optimistic is only $tildeO(sqrtSAH3K + sqrtAH4K)$ where $S$ is the number of states, $A$ is the number of actions, $H$ is the horizon, and $K$ is the number of episodes, and there is a $sqrtSH$ gap compared with the information theoretic lower bound $tildeOmega(sqrtSAH
arXiv Detail & Related papers (2021-12-21T01:54:17Z) - On the Self-Penalization Phenomenon in Feature Selection [69.16452769334367]
We describe an implicit sparsity-inducing mechanism based on over a family of kernels.
As an application, we use this sparsity-inducing mechanism to build algorithms consistent for feature selection.
arXiv Detail & Related papers (2021-10-12T09:36:41Z) - Spiked Covariance Estimation from Modulo-Reduced Measurements [14.569322713960494]
We develop and analyze an algorithm that, for most directions $bfu$ and $nu=mathrmpoly(k)$, estimates $bfu$ to high accuracy using $n=mathrmpoly(k)$ measurements.
Numerical experiments show that the developed algorithm performs well even in a non-asymptotic setting.
arXiv Detail & Related papers (2021-10-04T02:10:47Z) - Private Stochastic Convex Optimization: Optimal Rates in $\ell_1$
Geometry [69.24618367447101]
Up to logarithmic factors the optimal excess population loss of any $(varepsilon,delta)$-differently private is $sqrtlog(d)/n + sqrtd/varepsilon n.$
We show that when the loss functions satisfy additional smoothness assumptions, the excess loss is upper bounded (up to logarithmic factors) by $sqrtlog(d)/n + (log(d)/varepsilon n)2/3.
arXiv Detail & Related papers (2021-03-02T06:53:44Z) - Optimal Regret Algorithm for Pseudo-1d Bandit Convex Optimization [51.23789922123412]
We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions admit a "pseudo-1d" structure.
We show a lower bound of $min(sqrtdT, T3/4)$ for the regret of any algorithm, where $T$ is the number of rounds.
We propose a new algorithm sbcalg that combines randomized online gradient descent with a kernelized exponential weights method to exploit the pseudo-1d structure effectively.
arXiv Detail & Related papers (2021-02-15T08:16:51Z) - The Average-Case Time Complexity of Certifying the Restricted Isometry
Property [66.65353643599899]
In compressed sensing, the restricted isometry property (RIP) on $M times N$ sensing matrices guarantees efficient reconstruction of sparse vectors.
We investigate the exact average-case time complexity of certifying the RIP property for $Mtimes N$ matrices with i.i.d. $mathcalN(0,1/M)$ entries.
arXiv Detail & Related papers (2020-05-22T16:55:01Z) - On the Complexity of Minimizing Convex Finite Sums Without Using the
Indices of the Individual Functions [62.01594253618911]
We exploit the finite noise structure of finite sums to derive a matching $O(n2)$-upper bound under the global oracle model.
Following a similar approach, we propose a novel adaptation of SVRG which is both emphcompatible with oracles, and achieves complexity bounds of $tildeO(n2+nsqrtL/mu)log (1/epsilon)$ and $O(nsqrtL/epsilon)$, for $mu>0$ and $mu=0$
arXiv Detail & Related papers (2020-02-09T03:39:46Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.