Gautam Dasarathy

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34ranked-venue papers
8as first author
10since 2021 · last 2025
0000-0003-2252-2988ORCID · verified

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 18 · 2 first-author · 5 since 2021Applied, interdisciplinary, general and emerging computing · 8 · 5 first-author · 1 since 2021Graphics, computer vision, multimedia, augmented reality and games · 4 · 3 since 2021Computer networks · 2Human-computer interaction and ubiquitous computing · 2Theory of computation · 2 · 1 first-author · 1 since 2021Databases, data management, data science and information retrieval · 1
YearPublicationVenuePosition
2025 Structure Learning in Gaussian Graphical Models from Glauber Dynamics
abstract
Gaussian graphical model selection is an important paradigm with numerous applications, including biological network modeling, financial network modeling, and social network analysis. Traditional approaches assume access to independent and identically distributed (i.i.d) samples, which is often impractical in real-world scenarios. In this paper, we address Gaussian graphical model selection under observations from a more realistic dependent stochastic process known as Glauber dynamics. Glauber dynamics, also called the Gibbs sampler, is a Markov chain that sequentially updates the variables of the underlying model based on the statistics of the remaining model. Such models, aside from frequently being employed to generate samples from complex multivariate distributions, naturally arise in various settings, such as opinion consensus in social networks and clearing/stock-price dynamics in financial networks. In contrast to the extensive body of existing work, we present the first algorithm for Gaussian graphical model selection when data are sampled according to the Glauber dynamics. We provide theoretical guarantees on the computational and statistical complexity of the proposed algorithm's structure learning performance. Additionally, we provide information-theoretic lower bounds on the statistical complexity of learning GGMs from Glauber dynamics.
Vignesh Tirukkonda, Anirudh Rayas, Gautam Dasarathy
ISIT3
2025 Statistically Valid Post-Deployment Monitoring Should Be Standard for AI-Based Digital Health
abstract
This position paper argues that post-deployment monitoring in clinical AI is underdeveloped and proposes statistically valid and label-efficient testing frameworks as a principled foundation for ensuring reliability and safety in real-world deployment. A recent review found that only 9\% of FDA-registered AI-based healthcare tools include a post-deployment surveillance plan. Existing monitoring approaches are often manual, sporadic, and reactive, making them ill-suited for the dynamic environments in which clinical models operate. We contend that post-deployment monitoring should be grounded in label-efficient and statistically valid testing frameworks, offering a principled alternative to current practices. We use the term "statistically valid" to refer to methods that provide explicit guarantees on error rates (e.g., Type I/II error), enable formal inference under pre-defined assumptions, and support reproducibility—features that align with regulatory requirements. Specifically, we propose that the detection of changes in the data and model performance degradation should be framed as distinct statistical hypothesis testing problems. Grounding monitoring in statistical rigor ensures a reproducible and scientifically sound basis for maintaining the reliability of clinical AI systems. Importantly, it also opens new research directions for the technical community---spanning theory, methods, and tools for statistically principled detection, attribution, and mitigation of post-deployment model failures in real-world settings.
Pavel Dolin, Weizhi Li, Gautam Dasarathy, Visar Berisha
NeurIPS3
2024 Non-Stationary Bandits with Periodic Behavior: Harnessing Ramanujan Periodicity Transforms to Conquer Time-Varying Challenges
abstract
In traditional multi-armed bandits (MAB), a standard assumption is that the mean rewards are constant across each arm, a simplification that can be restrictive in nature. In many real-world settings, the rewards exhibit a periodic pattern on which traditional MAB algorithms would fail. This paper addresses the problem of regret minimization when the mean rewards change periodically. To this end, we propose an approach that utilizes the Ramanujan periodicity transform to estimate the support of the periods efficiently and, furthermore, use this information to minimize regret.
Parth Thaker, Vineet Sunil Gattani, Vignesh Tirukkonda, Pouria Saidi, Gautam Dasarathy
ICASSP5
2024 Rapid Change Localization in Dynamic Graphical Models
abstract
Gaussian graphical models have emerged as a powerful tool for modeling and understanding multivariate data across various domains. In this paper, we consider the problem of change localization in the Gaussian graphical model, where it is known that a change has occurred in the underlying graph structure, and the goal is to localize the change rapidly. This paradigm occurs in various applications, from cyber-physical systems and biological networks to social networks and epidemiology. We introduce a novel algorithm, dubbed FOLk-DGM (Fast Online Localization in Dynamic Graphical Models), that is both computationally efficient and performs change localization with provably low latency (time elapsed before the change is localized). We present the theoretical properties of the algorithm and complement our theoretical results with experimental results.
Abrar Zahin, Weizhi Li, Gautam Dasarathy
ICASSP3
2023 Differential Analysis for Networks Obeying Conservation Laws
abstract
Networked systems that occur in various domains, such as electric networks, the brain, and opinion networks, are known to obey conservation laws. For instance, electric networks obey Kirchoff’s laws, and social networks obey opinion consensus. Conservation laws are often modeled as balance equations that relate appropriate injected flows and potentials at the nodes of the networks. A recent line of work considers the problem of estimating the unknown structure of such networked systems from observations of node potentials (and only the knowledge of the statistics of injected flows). Given the dynamic nature of the systems under consideration, an equally important task is estimating the change in the structure of the network from data – the so called differential network analysis problem. That is, given two sets of node potential observations, the goal is to estimate the structural differences between the underlying networks. We formulate this novel differential network analysis problem for systems obeying conservation laws and devise a convex estimator to learn the edge changes directly from node potentials. We derive conditions under which the estimate is unique in the highdimensional regime and devise an efficient ADMM-based approach to perform the estimation. Finally, we demonstrate the performance of our approach on synthetic and benchmark power network data.
Anirudh Rayas, Rajasekhar Anguluri, Gautam Dasarathy
ICASSP4
2022 Learning the Structure of Large Networked Systems Obeying Conservation Laws
abstract
Many networked systems such as electric networks, the brain, and social networks of opinion dynamics are known to obey conservation laws. Examples of this phenomenon include the Kirchoff laws in electric networks and opinion consensus in social networks. Conservation laws in networked systems are modeled as balance equations of the form $X = B^\ast Y$, where the sparsity pattern of $B^\ast \in \mathbb{R}^{p\times p}$ captures the connectivity of the network on $p$ nodes, and $Y, X \in \mathbb{R}^p$ are vectors of ''potentials'' and ''injected flows'' at the nodes respectively. The node potentials $Y$ cause flows across edges which aim to balance out the potential difference, and the flows $X$ injected at the nodes are extraneous to the network dynamics. In several practical systems, the network structure is often unknown and needs to be estimated from data to facilitate modeling, management, and control. To this end, one has access to samples of the node potentials $Y$, but only the statistics of the node injections $X$. Motivated by this important problem, we study the estimation of the sparsity structure of the matrix $B^\ast$ from $n$ samples of $Y$ under the assumption that the node injections $X$ follow a Gaussian distribution with a known covariance $\Sigma_X$. We propose a new $\ell_{1}$-regularized maximum likelihood estimator for tackling this problem in the high-dimensional regime where the size of the network may be vastly larger than the number of samples $n$. We show that this optimization problem is convex in the objective and admits a unique solution. Under a new mutual incoherence condition, we establish sufficient conditions on the triple $(n,p,d)$ for which exact sparsity recovery of $B^\ast$ is possible with high probability; $d$ is the degree of the underlying graph. We also establish guarantees for the recovery of $B^\ast$ in the element-wise maximum, Frobenius, and operator norms. Finally, we complement these theoretical results with experimental validation of the performance of the proposed estimator on synthetic and real-world data.
Anirudh Rayas, Rajasekhar Anguluri, Gautam Dasarathy
NeurIPS3
2022 Maximizing and Satisficing in Multi-armed Bandits with Graph Information
abstract
Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision making and search under uncertainty. In modern applications however, one is often faced with a tremendously large number of options and even obtaining one observation per option may be too costly rendering traditional pure exploration algorithms ineffective. Fortunately, one often has access to similarity relationships amongst the options that can be leveraged. In this paper, we consider the pure exploration problem in stochastic multi-armed bandits where the similarities between the arms is captured by a graph and the rewards may be represented as a smooth signal on this graph. In particular, we consider the problem of finding the arm with the maximum reward (i.e., the maximizing problem) or one that has sufficiently high reward (i.e., the satisficing problem) under this model. We propose novel algorithms GRUB (GRaph based UcB) and zeta-GRUB for these problems and provide theoretical characterization of their performance which specifically elicits the benefit of the graph side information. We also prove a lower bound on the data requirement that shows a large class of problems where these algorithms are near-optimal. We complement our theory with experimental results that show the benefit of capitalizing on such side information.
Parth Thaker, Mohit Malu, Nikhil Rao 0001, Gautam Dasarathy
NeurIPS4
2022 A label efficient two-sample test
abstract
Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are easily measured whereas sample labels are unknown and costly to obtain. Accordingly, we devise a three-stage framework in service of performing an effective two-sample test with only a small number of sample label queries: first, a classifier is trained with samples uniformly labeled to model the posterior probabilities of the labels; second, a novel query scheme dubbed bimodal query is used to query labels of samples from both classes, and last, the classical Friedman-Rafsky (FR) two-sample test is performed on the queried samples. Theoretical analysis and extensive experiments performed on several datasets demonstrate that the proposed test controls the Type I error and has decreased Type II error relative to uniform querying and certainty-based querying. Source code for our algorithms and experimental results is available at https://github.com/wayne0908/Label-Efficient-Two-Sample.
Weizhi Li, Gautam Dasarathy, Karthikeyan Natesan Ramamurthy, Visar Berisha
UAI2
2022 A Tunable Loss Function for Robust Classification: Calibration, Landscape, and Generalization
abstract
We introduce a tunable loss function called$\alpha $-loss, parameterized by$\alpha \in (0,\infty]$, which interpolates between the exponential loss ($\alpha = 1/2$), the log-loss ($\alpha = 1$), and the 0–1 loss ($\alpha = \infty $), for the machine learning setting of classification. Theoretically, we illustrate a fundamental connection between$\alpha $-loss and Arimoto conditional entropy, verify the classification-calibration of$\alpha $-loss in order to demonstrate asymptotic optimality via Rademacher complexity generalization techniques, and build-upon a notion called strictly local quasi-convexity in order to quantitatively characterize the optimization landscape of$\alpha $-loss. Practically, we perform class imbalance, robustness, and classification experiments on benchmark image datasets using convolutional-neural-networks. Our main practical conclusion is that certain tasks may benefit from tuning$\alpha $-loss away from log-loss ($\alpha = 1$), and to this end we provide simple heuristics for the practitioner. In particular, navigating the$\alpha $hyperparameter can readily provide superior model robustness to label flips ($\alpha > 1$) and sensitivity to imbalanced classes ($\alpha < 1$).
Tyler Sypherd, Mario Díaz, John Kevin Cava, Gautam Dasarathy, Peter Kairouz, Lalitha Sankar
IEEE Trans. Inf. Theory4
2021 Graph Community Detection from Coarse Measurements: Recovery Conditions for the Coarsened Weighted Stochastic Block Model
abstract
We study the problem of community recovery from coarse measurements of a graph. In contrast to the problem of community recovery of a fully observed graph, one often encounters situations when measurements of a graph are made at low-resolution, each measurement integrating across multiple graph nodes. Such low-resolution measurements effectively induce a coarse graph with its own communities. Our objective is to develop conditions on the graph structure, the quantity, and properties of measurements, under which we can recover the community organization in this coarse graph. In this paper, we build on the stochastic block model by mathematically formalizing the coarsening process, and characterizing its impact on the community members and connections. Accordingly, we characterize an error bound for community recovery. The error bound yields simple and closed-form asymptotic conditions to achieve the perfect recovery of the coarse graph communities.
Nafiseh Ghoroghchian, Gautam Dasarathy, Stark C. Draper
AISTATS2
2020 Thresholding Graph Bandits with GrAPL
abstract
In this paper, we introduce a new online decision making paradigm that we call Thresholding Graph Bandits. The main goal is to efficiently identify a subset of arms in a multi-armed bandit problem whose means are above a specified threshold. While traditionally in such problems, the arms are assumed to be independent, in our paradigm we further suppose that we have access to the similarity between the arms in the form of a graph, allowing us to gain information about the arm means with fewer samples. Such a feature is particularly relevant in modern decision making problems, where rapid decisions need to be made in spite of the large number of options available. We present GrAPL, a novel algorithm for the thresholding graph bandit problem. We demonstrate theoretically that this algorithm is effective in taking advantage of the graph structure when the structure is reflective of the distribution of the rewards. We confirm these theoretical findings via experiments on both synthetic and real data.
Daniel LeJeune, Gautam Dasarathy, Richard G. Baraniuk
AISTATS2
2020 Regularization via Structural Label Smoothing
abstract
Regularization is an effective way to promote the generalization performance of machine learning models. In this paper, we focus on label smoothing, a form of output distribution regularization that prevents overfitting of a neural network by softening the ground-truth labels in the training data in an attempt to penalize overconfident outputs. Existing approaches typically use cross-validation to impose this smoothing, which is uniform across all training data. In this paper, we show that such label smoothing imposes a quantifiable bias in the Bayes error rate of the training data, with regions of the feature space with high overlap and low marginal likelihood having a lower bias and regions of low overlap and high marginal likelihood having a higher bias. These theoretical results motivate a simple objective function for data-dependent smoothing to mitigate the potential negative consequences of the operation while maintaining its desirable properties as a regularizer. We call this approach Structural Label Smoothing (SLS). We implement SLS and empirically validate on synthetic, Higgs, SVHN, CIFAR-10, and CIFAR-100 datasets. The results confirm our theoretical insights and demonstrate the effectiveness of the proposed method in comparison to traditional label smoothing.
Weizhi Li, Gautam Dasarathy, Visar Berisha
AISTATS2
2020 Differentiable Programming for Hyperspectral Unmixing Using a Physics-Based Dispersion Model
John Janiczek, Parth Thaker, Gautam Dasarathy, Christopher S. Edwards, Philip Christensen, Suren Jayasuriya
ECCV (27)3
2020 On the α-loss Landscape in the Logistic Model
abstract
We analyze the optimization landscape of a recently introduced tunable class of loss functions called α-loss, α ∈ (0, ∞], in the logistic model. This family encapsulates the exponential loss (α = 1/2), the log-loss (α = 1), and the 0-1 loss (α = ∞) and contains compelling properties that enable the practitioner to discern among a host of operating conditions relevant to emerging learning methods. Specifically, we study the evolution of the optimization landscape of α-loss with respect to α using tools drawn from the study of strictly-locally-quasi-convex functions in addition to geometric techniques. We interpret these results in terms of optimization complexity via normalized gradient descent.
Tyler Sypherd, Mario Díaz, Lalitha Sankar, Gautam Dasarathy
ISIT4
2020 On the Sample Complexity and Optimization Landscape for Quadratic Feasibility Problems
abstract
We consider the problem of recovering a complex vector x ∈ ℂnfrom m quadratic measurements {〈Aix, x〉}i=1m. This problem, known as quadratic feasibility, encompasses the well known phase retrieval problem and has applications in a wide range of important areas including power system state estimation and x-ray crystallography. In general, not only is the the quadratic feasibility problem NP-hard to solve, but it may in fact be unidentifiable. In this paper, we establish conditions under which this problem becomes identifiable, and further prove isometry properties in the case when the matrices {Ai}i=1mare Hermitian matrices sampled from a complex Gaussian distribution. Moreover, we explore a nonconvex optimization formulation of this problem, and establish salient features of the associated optimization landscape that enables gradient algorithms with an arbitrary initialization to converge to a globally optimal point with a high probability. Our results also reveal sample complexity requirements for successfully identifying a feasible solution in these contexts.
Parth Thaker, Gautam Dasarathy, Angelia Nedic
ISIT2
2020 Finding the Homology of Decision Boundaries with Active Learning
abstract
Accurately and efficiently characterizing the decision boundary of classifiers is important for problems related to model selection and meta-learning. Inspired by topological data analysis, the characterization of decision boundaries using their homology has recently emerged as a general and powerful tool. In this paper, we propose an active learning algorithm to recover the homology of decision boundaries. Our algorithm sequentially and adaptively selects which samples it requires the labels of. We theoretically analyze the proposed framework and show that the query complexity of our active learning algorithm depends naturally on the intrinsic complexity of the underlying manifold. We demonstrate the effectiveness of our framework in selecting best-performing machine learning models for datasets just using their respective homological summaries. Experiments on several standard datasets show the sample complexity improvement in recovering the homology and demonstrate the practical utility of the framework for model selection.
Weizhi Li, Gautam Dasarathy, Karthikeyan Natesan Ramamurthy, Visar Berisha
NeurIPS2
2019 IdeoTrace: a framework for ideology tracing with a case study on the 2016 U.S. presidential election
abstract
The 2016 United States presidential election has been characterized as a period of extreme divisiveness that was exacerbated on social media by the influence of fake news, trolls, and social bots. However, the extent to which the public became more polarized in response to these influences over the course of the election is not well understood. In this paper we propose IdeoTrace, a framework for (i) jointly estimating the ideology of social media users and news websites and (ii) tracing changes in user ideology over time. We apply this framework to the last two months of the election period for a group of 47508 Twitter users and demonstrate that both liberal and conservative users became more polarized over time.
Indu Manickam, Andrew S. Lan, Gautam Dasarathy, Richard G. Baraniuk
ASONAM3
2019 A Data-Driven and Distributed Approach to Sparse Signal Representation and Recovery
Ali Mousavi 0003, Gautam Dasarathy, Richard G. Baraniuk
ICLR (Poster)2
2019 Gaussian Graphical Model Selection from Size Constrained Measurements
abstract
In this paper, we introduce the problem of learning graphical models from size constrained measurements. This is inspired by a wide range of problems where one is unable to measure all the variables involved simultaneously. We propose notions of data requirement for this setting and then begin by considering an extreme case where one is allowed to only measure pairs of variables. For this setting we propose a simple algorithm and provide guarantees on its behavior. We then generalize to the case where one is allowed to measure up to r variables simultaneously, and draw connections to the field of combinatorial designs. Finally, we propose an interactive version of the proposed algorithm that is guaranteed to have significantly better data requirement on a wide range of realistic settings.
Gautam Dasarathy
ISIT1
2019 Multi-fidelity Gaussian Process Bandit Optimisation
abstract
In many scientific and engineering applications, we are tasked with the maximisation of an expensive to evaluate black box function f. Traditional settings for this problem assume just the availability of this single function. However, in many cases, cheap approximations to f may be obtainable. For example, the expensive real world behaviour of a robot can be approximated by a cheap computer simulation. We can use these approximations to eliminate low function value regions cheaply and use the expensive evaluations of f in a small but promising region and speedily identify the optimum. We formalise this task as a multi-fidelity bandit problem where the target function and its approximations are sampled from a Gaussian process. We develop MF-GP-UCB, a novel method based on upper confidence bound techniques. In our theoretical analysis we demonstrate that it exhibits precisely the above behaviour and achieves better bounds on the regret than strategies which ignore multi-fidelity information. Empirically, MF-GP-UCB outperforms such naive strategies and other multi-fidelity methods on several synthetic and real experiments.
Kirthevasan Kandasamy, Gautam Dasarathy, Junier B. Oliva, Jeff G. Schneider, Barnabás Póczos
J. Artif. Intell. Res.2
2018 Conveying language through haptics: a multi-sensory approach
abstract
In our daily lives, we rely heavily on our visual and auditory channels to receive information from others. In the case of impairment, or when large amounts of information are already transmitted visually or aurally, alternative methods of communication are needed. A haptic language offers the potential to provide information to a user when visual and auditory channels are unavailable. Previously created haptic languages include deconstructing acoustic signals into features and displaying them through a haptic device, and haptic adaptations of Braille or Morse code; however, these approaches are unintuitive, slow at presenting language, or require a large surface area. We propose using a multi-sensory haptic device called MISSIVE, which can be worn on the upper arm and is capable of producing brief cues, sufficient in quantity to encode the full English phoneme set. We evaluated our approach by teaching subjects a subset of 23 phonemes, and demonstrated an 86% accuracy in a 50 word identification task after 100 minutes of training.
Nathan Dunkelberger, Jennifer L. Sullivan, Joshua Bradley, Nickolas P. Walling, Indu Manickam, Gautam Dasarathy, Ali Israr, Frances Lau, Keith Klumb, Brian Knott, Freddy Abnousi, Richard G. Baraniuk, Marcia Kilchenman O'Malley
UbiComp6
2018 MISSION: Ultra Large-Scale Feature Selection using Count-Sketches
abstract
Feature selection is an important challenge in machine learning. It plays a crucial role in the explainability of machine-driven decisions that are rapidly permeating throughout modern society. Unfortunately, the explosion in the size and dimensionality of real-world datasets poses a severe challenge to standard feature selection algorithms. Today, it is not uncommon for datasets to have billions of dimensions. At such scale, even storing the feature vector is impossible, causing most existing feature selection methods to fail. Workarounds like feature hashing, a standard approach to large-scale machine learning, helps with the computational feasibility, but at the cost of losing the interpretability of features. In this paper, we present MISSION, a novel framework for ultra large-scale feature selection that performs stochastic gradient descent while maintaining an efficient representation of the features in memory using a Count-Sketch data structure. MISSION retains the simplicity of feature hashing without sacrificing the interpretability of the features while using only O(log^2(p)) working memory. We demonstrate that MISSION accurately and efficiently performs feature selection on real-world, large-scale datasets with billions of dimensions.
Amirali Aghazadeh, Ryan Spring, Daniel LeJeune, Gautam Dasarathy, Anshumali Shrivastava, Richard G. Baraniuk
ICML4
2017 Multi-fidelity Bayesian Optimisation with Continuous Approximations
abstract
Bandit methods for black-box optimisation, such as Bayesian optimisation, are used in a variety of applications including hyper-parameter tuning and experiment design. Recently, multi-fidelity methods have garnered considerable attention since function evaluations have become increasingly expensive in such applications. Multi-fidelity methods use cheap approximations to the function of interest to speed up the overall optimisation process. However, most multi-fidelity methods assume only a finite number of approximations. On the other hand, in many practical applications, a continuous spectrum of approximations might be available. For instance, when tuning an expensive neural network, one might choose to approximate the cross validation performance using less data $N$ and/or few training iterations $T$. Here, the approximations are best viewed as arising out of a continuous two dimensional space $(N,T)$. In this work, we develop a Bayesian optimisation method, BOCA, for this setting. We characterise its theoretical properties and show that it achieves better regret than than strategies which ignore the approximations. BOCA outperforms several other baselines in synthetic and real experiments.
Kirthevasan Kandasamy, Gautam Dasarathy, Jeff G. Schneider, Barnabás Póczos
ICML2
2017 Sketched covariance testing: A compression-statistics tradeoff
abstract
Hypothesis testing of covariance matrices is an important problem in multivariate analysis. Given n data samples and a covariance matrix Σ0, the goal is to determine whether or not the data is consistent with this matrix. In this paper we introduce a framework that we call sketched covariance testing, where the data is provided after being compressed by multiplying by a “sketching” matrix A chosen by the analyst. We propose a statistical test in this setting and quantify an achievable sample complexity as a function of the amount of compression. Our result reveals an intriguing achievable tradeoff between the compression ratio and the statistical information required for reliable hypothesis testing; the sample complexity increases as the fourth power of the amount of compression.
Gautam Dasarathy, Parikshit Shah, Richard G. Baraniuk
ISIT1
2016 Active Learning Algorithms for Graphical Model Selection
abstract
The problem of learning the structure of a high dimensional graphical model from data has received considerable attention in recent years. In many applications such as sensor networks and proteomics it is often expensive to obtain samples from all the variables involved simultaneously. For instance, this might involve the synchronization of a large number of sensors or the tagging of a large number of proteins. To address this important issue, we initiate the study of a novel graphical model selection problem, where the goal is to optimize the total number of scalar samples obtained by allowing the collection of samples from only subsets of the variables. We propose a general paradigm for graphical model selection where feedback is used to guide the sampling to high degree vertices, while obtaining only few samples from the ones with the low degrees. We instantiate this framework with two specific active learning algorithms, one of which makes mild assumptions but is computationally expensive, while the other is computationally more efficient but requires stronger (nevertheless standard) assumptions. Whereas the sample complexity of passive algorithms is typically a function of the maximum degree of the graph, we show that the sample complexity of our algorithms is provably smaller and that it depends on a novel local complexity measure that is akin to the average degree of the graph. We finally demonstrate the efficacy of our framework via simulations.
Gautam Dasarathy, Aarti Singh, Maria-Florina Balcan, Jonghyuk Park 0004
AISTATS1
2016 Gaussian Process Bandit Optimisation with Multi-fidelity Evaluations
abstract
In many scientific and engineering applications, we are tasked with the optimisation of an expensive to evaluate black box function $\func$. Traditional methods for this problem assume just the availability of this single function. However, in many cases, cheap approximations to $\func$ may be obtainable. For example, the expensive real world behaviour of a robot can be approximated by a cheap computer simulation. We can use these approximations to eliminate low function value regions cheaply and use the expensive evaluations of $\func$ in a small but promising region and speedily identify the optimum. We formalise this task as a \emph{multi-fidelity} bandit problem where the target function and its approximations are sampled from a Gaussian process. We develop \mfgpucb, a novel method based on upper confidence bound techniques. In our theoretical analysis we demonstrate that it exhibits precisely the above behaviour, and achieves better regret than strategies which ignore multi-fidelity information. \mfgpucbs outperforms such naive strategies and other multi-fidelity methods on several synthetic and real experiments.
Kirthevasan Kandasamy, Gautam Dasarathy, Junier B. Oliva, Jeff G. Schneider, Barnabás Póczos
NIPS2
2016 The Multi-fidelity Multi-armed Bandit
abstract
We study a variant of the classical stochastic $K$-armed bandit where observing the outcome of each arm is expensive, but cheap approximations to this outcome are available. For example, in online advertising the performance of an ad can be approximated by displaying it for shorter time periods or to narrower audiences. We formalise this task as a \emph{multi-fidelity} bandit, where, at each time step, the forecaster may choose to play an arm at any one of $M$ fidelities. The highest fidelity (desired outcome) expends cost $\costM$. The $m$\ssth fidelity (an approximation) expends $\costm < \costM$ and returns a biased estimate of the highest fidelity. We develop \mfucb, a novel upper confidence bound procedure for this setting and prove that it naturally adapts to the sequence of available approximations and costs thus attaining better regret than naive strategies which ignore the approximations. For instance, in the above online advertising example, \mfucbs would use the lower fidelities to quickly eliminate suboptimal ads and reserve the larger expensive experiments on a small set of promising candidates. We complement this result with a lower bound and show that \mfucbs is nearly optimal under certain conditions.
Kirthevasan Kandasamy, Gautam Dasarathy, Barnabás Póczos, Jeff G. Schneider
NIPS2
2015 S2: An Efficient Graph Based Active Learning Algorithm with Application to Nonparametric Classification
abstract
This paper investigates the problem of active learning for binary label prediction on a graph. We introduce a simple and label-efficient algorithm called S^2 for this task. At each step, S^2 selects the vertex to be labeled based on the structure of the graph and all previously gathered labels. Specifically, S^2 queries for the label of the vertex that bisects the \em shortest shortest path between any pair of oppositely labeled vertices. We present a theoretical estimate of the number of queries S^2 needs in terms of a novel parametrization of the complexity of binary functions on graphs. We also present experimental results demonstrating the performance of S^2 on both real and synthetic data. While other graph-based active learning algorithms have shown promise in practice, our algorithm is the first with both good performance and theoretical guarantees. Finally, we demonstrate the implications of the S^2 algorithm to the theory of nonparametric active learning. In particular, we show that S^2 achieves near minimax optimal excess risk for an important class of nonparametric classification problems.
Gautam Dasarathy, Robert D. Nowak, Xiaojin Zhu 0001
COLT1
2015 Data Requirement for Phylogenetic Inference from Multiple Loci: A New Distance Method
abstract
We consider the problem of estimating the evolutionary history of a set of species (phylogeny or species tree) from several genes. It is known that the evolutionary history of individual genes (gene trees) might be topologically distinct from each other and from the underlying species tree, possibly confounding phylogenetic analysis. A further complication in practice is that one has to estimate gene trees from molecular sequences of finite length. We provide the first full data-requirement analysis of a species tree reconstruction method that takes into account estimation errors at the gene level. Under that criterion, we also devise a novel reconstruction algorithm that provably improves over all previous methods in a regime of interest.
Gautam Dasarathy, Robert D. Nowak, Sébastien Roch
IEEE ACM Trans. Comput. Biol. Bioinform.1
2015 Sketching Sparse Matrices, Covariances, and Graphs via Tensor Products
abstract
This paper considers the problem of recovering an unknown sparse p×p matrix X from an m×m matrix Y=AXBT, where A and B are known m×p matrices with m≪p. The main result shows that there exist constructions of the sketching matrices A and B so that even if X has O(p) nonzeros, it can be recovered exactly and efficiently using a convex program as long as these nonzeros are not concentrated in any single row/column of X. Furthermore, it suffices for the size of Y (the sketch dimension) to scale as m = O(√(# nonzeros in X) × log p). The results also show that the recovery is robust and stable in the sense that if X is equal to a sparse matrix plus a perturbation, then the convex program we propose produces an approximation with accuracy proportional to the size of the perturbation. Unlike traditional results on sparse recovery, where the sensing matrix produces independent measurements, our sensing operator is highly constrained (it assumes a tensor product structure). Therefore, proving recovery guarantees require nonstandard techniques. Indeed, our approach relies on a novel result concerning tensor products of bipartite graphs, which may be of independent interest. This problem is motivated by the following application, among others. Consider a p×n data matrix D, consisting of n observations of p variables. Assume that the correlation matrix X:=DDTis (approximately) sparse in the sense that each of the p variables is significantly correlated with only a few others. Our results show that these significant correlations can be detected even if we have access to only a sketch of the data S=AD with A ∈ Rm×p.
Gautam Dasarathy, Parikshit Shah, Badri Narayan Bhaskar, Robert D. Nowak
IEEE Trans. Inf. Theory1
2014 New sample complexity bounds for phylogenetic inference from multiple loci
abstract
We consider the problem of estimating the evolutionary history of a set of species (phylogeny or species tree) from several genes. It has been known however that the evolutionary history of individual genes (gene trees) might be topologically distinct from each other and from the underlying species tree, possibly confounding phylogenetic analysis. A further complication in practice is that one has to estimate gene trees from molecular sequences of finite length. We provide the first full data-requirement analysis of a species tree reconstruction method that takes into account estimation errors at the gene level. Under that criterion, we also devise a novel algorithm that provably improves over all previous methods in a regime of interest.
Gautam Dasarathy, Robert D. Nowak, Sébastien Roch
ISIT1
2012 Efficient Network Tomography for Internet Topology Discovery
abstract
Accurate and timely identification of the router-level topology of the Internet is one of the major unresolved problems in Internet research. Topology recovery via tomographic inference is potentially an attractive complement to standard methods that use TTL-limited probes. Unfortunately, limitations of prior tomographic techniques make timely resolution of large-scale topologies impossible due to the requirement of an infeasible number of measurements. In this paper, we describe new techniques that aim toward efficient tomographic inference for accurate router-level topology measurement. We introduce methodologies based on Depth-First Search (DFS) ordering that clusters end-hosts based on shared infrastructure and enables the logical tree topology of a network to be recovered accurately and efficiently. We evaluate the capabilities of our algorithms in large-scale simulation and find that our methods will reconstruct topologies using less than 2% of the measurements required by exhaustive methods and less than 15% of the measurements needed by the current state-of-the-art tomographic approach. We also present results from a study of the live Internet where we show our DFS-based methodologies can recover the logical router-level topology more accurately and with fewer probes than prior techniques.
Brian Eriksson, Gautam Dasarathy, Paul Barford, Robert D. Nowak
IEEE/ACM Trans. Netw.2
2011 On reliability of content identification from databases based on noisy queries
abstract
In this paper we quantify an achievable error-exponent for the problem of content identification from a large database based on noisy queries.
Gautam Dasarathy, Stark C. Draper
ISIT1
2010 Toward the Practical Use of Network Tomography for Internet Topology Discovery
abstract
Accurate and timely identification of the router-level topology of the Internet is one of the major unresolved problems in Internet research. Topology recovery via tomographic inference is potentially an attractive complement to standard methods that use TTL-limited probes. In this paper, we describe new techniques that aim toward the practical use of tomographic inference for accurate router-level topology measurement. Specifically, prior tomographic techniques have required an infeasible number of probes for accurate, large scale topology recovery. We introduce a Depth-First Search (DFS) Ordering algorithm that clusters end host probe targets based on shared infrastructure, and enables the logical tree topology of the network to be recovered accurately and efficiently. We evaluate the capabilities of our DFS Ordering topology recovery algorithm in simulation and find that our method uses 94% fewer probes than exhaustive methods and 50% fewer than the current state-of-the-art. We also present results from a case study in the live Internet where we show that DFS Ordering can recover the logical router-level topology more accurately and with fewer probes than prior techniques.
Brian Eriksson, Gautam Dasarathy, Paul Barford, Robert D. Nowak
INFOCOM2