The group lasso penalty is widely used to introduce structured sparsity in statistical learning, characterized by its ability to eliminate predefined groups of parameters automatically. However, when the groups overlap, solving the group lasso problem can be time-consuming in high-dimensional settings due to groups’ non-separability. This computational challenge has limited the applicability of the overlapping group lasso penalty in cutting-edge areas, such as gene pathway selection and graphical model estimation. This paper introduces a non-overlapping and separable penalty designed to efficiently approximate the overlapping group lasso penalty. The approximation substantially enhances the computational efficiency in optimization, especially for large-scale and high-dimensional problems. We show that the proposed penalty is the tightest separable relaxation of the overlapping group lasso norm within the family of $\ell_{q_1}/\ell_{q_2}$ norms. Moreover, the estimators derived from our proposed norm are statistically equivalent to those derived from the overlapping group lasso penalty in terms of estimation error, support recovery, and minimax rate under the squared loss. The effectiveness of our method is demonstrated through extensive simulation examples and a predictive task of cancer tumors.

Benchmark and system parameters often have a significant impact on performance evaluation, which raises a long-lasting question about which settings we should use. This paper studies the feasibility and benefits of extensive evaluation. A full extensive evaluation, which tests all possible settings, is usually too expensive. This work investigates whether it is possible to sample a subset of the settings and, upon them, generate observations that match those from a full extensive evaluation. Towards this goal, we have explored the incremental sampling approach, which starts by measuring a small subset of random settings, builds a prediction model on these samples using the popular ANOVA approach, adds more samples if the model is not accurate enough, and terminates otherwise. To summarize our findings: 1) Enhancing a research prototype to support extensive evaluation mostly involves changing hard-coded configurations, which does not take much effort. 2) Some systems are highly predictable, which means that they can achieve accurate predictions with a low sampling rate, but some systems are less predictable. 3) We have not found a method that can consistently outperform random sampling + ANOVA. Based on these findings, we provide recommendations to improve artifact predictability and strategies for selecting parameter values during evaluation.

The statistical modeling of random networks has been widely used to uncover interaction mechanisms in complex systems and to predict unobserved links in real-world networks. In many applications, network connections are collected via egocentric sampling: a subset of nodes is sampled first, after which all links involving this subset are recorded; all other information is missing. Compared with the assumption of “uniformly missing at random”, egocentrically sampled partial networks require specially designed modeling strategies. Current statistical methods are either computationally infeasible or based on intuitive designs without theoretical justification. Here, we propose an approach to fit general low-rank models for egocentrically sampled networks, which include several popular network models. This method is based on graph spectral properties and is computationally efficient for large-scale networks. It results in consistent recovery of missing subnetworks due to egocentric sampling for sparse networks. To our knowledge, this method offers the first theoretical guarantee for egocentric partial network estimation in the scope of low-rank models. We evaluate the technique on several synthetic and real-world networks and show that it delivers competitive performance in link prediction tasks.

Communities are a common and widely studied structure in networks, typically assuming that the network is fully and correctly observed. In practice, network data are often collected by querying nodes about their connections. In some settings, all edges of a sampled node will be recorded, and in others, a node may be asked to name its connections. These sampling mechanisms introduce noise and bias, which can obscure the community structure and invalidate assumptions underlying standard community detection methods. We propose a general model for a class of network sampling mechanisms based on recording edges via querying nodes, designed to improve community detection for network data collected in this fashion. We model edge sampling probabilities as a function of both individual preferences and community parameters, and show community detection can be performed by spectral clustering under this general class of models. We also propose, as a special case of the general framework, a parametric model for directed networks we call the nomination stochastic block model, which allows for meaningful parameter interpretations and can be fitted by the method of moments. In this case, spectral clustering and the method of moments are computationally efficient and come with theoretical guarantees of consistency. We evaluate the proposed model in simulation studies on unweighted and weighted networks and under misspecified models. The method is applied to a faculty hiring dataset, discovering a meaningful hierarchy of communities among US business schools.

Incrementality, which measures the causal effect of showing an ad to a potential customer (e.g. a user in an internet platform) versus not, is a central object for advertisers in online advertising platforms. This paper investigates the problem of how an advertiser can learn to optimize the bidding sequence in an online manner \emph{without} knowing the incrementality parameters in advance. We formulate the offline version of this problem as a specially structured episodic Markov Decision Process (MDP) and then, for its online learning counterpart, propose a novel reinforcement learning (RL) algorithm with regret at most $\widetilde{O}(H^2\sqrt{T})$, which depends on the number of rounds $H$ and number of episodes $T$, but does not depend on the number of actions (i.e., possible bids). A fundamental difference between our learning problem from standard RL problems is that the realized reward feedback from conversion incrementality is \emph{mixed} and \emph{delayed}. To handle this difficulty we propose and analyze a novel pairwise moment-matching algorithm to learn the conversion incrementality, which we believe is of independent interest.

To allow performance comparison across different systems, our community has developed multiple benchmarks, such as TPC-C and YCSB, which are widely used. However, despite such effort, interpreting and comparing performance numbers is still a challenging task, because one can tune benchmark parameters, system features, and hardware settings, which can lead to very different system behaviors. Such tuning creates a long-standing question of whether the conclusion of a work can hold under different settings. This work tries to shed light on this question by reproducing 11 works evaluated under TPC-C and YCSB, measuring their performance under a wider range of settings, and investigating the reasons for the change of performance numbers. By doing so, this paper tries to motivate the discussion about whether and how we should address this problem. While this paper does not give a complete solution---this is beyond the scope of a single paper, it proposes concrete suggestions we can take to improve the state of the art.

Diffusion source identification on networks is a problem of fundamental importance in a broad class of applications, including controlling the spreading of rumors on social media, identifying a computer virus over cyber networks, or identifying the disease center during epidemiology. Though this problem has received significant recent attention, most known approaches are well-studied in only very restrictive settings and lack theoretical guarantees for more realistic networks. We introduce a statistical framework for the study of this problem and develop a confidence set inference approach inspired by hypothesis testing. Our method efficiently produces a small subset of nodes, which provably covers the source node with any pre-specified confidence level without restrictive assumptions on network structures. To our knowledge, this is the first diffusion source identification method with a practically useful theoretical guarantee on general networks. We demonstrate our approach via extensive synthetic experiments on well-known random network models, a large data set of real-world networks as well as a mobility network between cities concerning the COVID-19 spreading in January 2020.

Emerging SSDs with NVMe-over-Fabrics (NVMf) support provide new opportunities to significantly improve the performance of IO-intensive HPC applications. However, state-of-the-art parallel filesystems can not extract the best possible performance from fast NVMe SSDs and are not designed for latency-critical ephemeral IO tasks, such as checkpoint/restart. In this paper, we propose a powerful abstraction called microfs to peel away unnecessary software layers and eliminate namespace coordination. Building upon this abstraction, we present the design of NVMe-CR, a scalable ephemeral storage runtime for clusters with disaggregated compute and storage. NVMe-CR proposes techniques like metadata provenance, log record coalescing, and logically isolated shared device access, built around the microfs abstraction, to reduce the overhead of writing millions of concurrent checkpoint files. NVMe-CR utilizes high-density allflash arrays accessible via NVMf to absorb bursty checkpoint IO and increase the progress rates of applications obliviously. Using the ECP CoMD application as a use case, results show that our runtime can achieve near perfect (> 0.96) efficiency at 448 processes and reduce checkpoint overhead by as much as 2x compared to state-of-the-art storage systems.

In this paper, we propose a novel hint-accelerated Remote Procedure Call (RPC) framework based on Apache Thrift over Remote Direct Memory Access (RDMA) protocols, called HatRPC. HatRPC proposes a hierarchical hint scheme towards optimizing heterogeneous RPC services and functions. The proposed hint design is composed of service-granularity and function-granularity hints for achieving varied optimization goals and reducing design space for further optimizing the underneath RDMA communication engine. We co-design a key-value store called HatKV with HatRPC and LMDB. The effectiveness and efficiency of HatRPC are validated and evaluated with our proposed Apache Thrift Benchmarks (ATB), YCSB, and TPC-H workloads. Performance evaluations show that the proposed HatRPC approach can deliver up to 55% performance improvement for ATB benchmarks and up to 1.51X speedup for TPC-H queries compared with vanilla Thrift over IPoIB. In addition, the co-designed HatKV can achieve up to 85.5% improvement for YCSB workloads.

Byte-addressable persistent memory (PMEM) can be directly manipulated by Remote Direct Memory Access (RDMA) capable networks. However, existing studies to combine RDMA and PMEM can not deliver the desired performance due to their PMEM-oblivious communication protocols. In this paper, we propose novel PMEM-aware RDMA-based communication protocols for persistent key-value stores, referred to as Remote Direct Memory Persistence based Key-Value stores (RDMPKV). RDMP-KV employs a hybrid `server-reply/server-bypass' approach to `durably' store individual key-value objects on PMEM-equipped servers. RDMP-KV's runtime can easily adapt to existing (server-assisted durability) and emerging (appliance durability) RDMA-capable interconnects, while ensuring server scalability through a lightweight consistency scheme. Performance evaluations show that RDMP-KV can improve the server-side performance with different persistent key-value storage architectures by up to 22x, as compared with PMEM-oblivious RDMA-`Server-Reply' protocols. Our evaluations also show that RDMP-KV outperforms a distributed PMEM-based filesystem by up to 65% and a recent RDMA-to-PMEM framework by up to 71%.

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that the observations are independent and identically distributed. At the same time, observations connected by a network are becoming increasingly common, and tend to violate these assumptions. Here we develop a Gaussian graphical model for observations connected by a network with potentially different mean vectors, varying smoothly over the network. We propose an efficient estimation algorithm and demonstrate its effectiveness on both simulated and real data, obtaining meaningful and interpretable results on a statistics coauthorship network. We also prove that our method estimates both the inverse covariance matrix and the corresponding graph structure correctly under the assumption of network “cohesion”, which refers to the empirically observed phenomenon of network neighbors sharing similar traits.

Abstraction and realization are bilateral processes that are key in deriving intelligence and creativity. In many domains, the two processes are approached through \emph{rules}: high-level principles that reveal invariances within similar yet diverse examples. Under a probabilistic setting for discrete input spaces, we focus on the rule realization problem which generates input sample distributions that follow the given rules. More ambitiously, we go beyond a mechanical realization that takes whatever is given, but instead ask for proactively selecting reasonable rules to realize. This goal is demanding in practice, since the initial rule set may not always be consistent and thus intelligent compromises are needed. We formulate both rule realization and selection as two strongly connected components within a single and symmetric bi-convex problem, and derive an efficient algorithm that works at large scale. Taking music compositional rules as the main example throughout the paper, we demonstrate our model's efficiency in not only music realization (composition) but also music interpretation and understanding (analysis).

Online controlled experiments, also called A/B testing, have been established as the mantra for data-driven decision making in many web-facing companies. A/B Testing support decision making by directly comparing two variants at a time. It can be used for comparison between (1) two candidate treatments and (2) a candidate treatment and an established control. In practice, one typically runs an experiment with multiple treatments together with a control to make decision for both purposes simultaneously. This is known to have two issues. First, having multiple treatments increases false positives due to multiple comparison. Second, the selection process causes an upward bias in estimated effect size of the best observed treatment. To overcome these two issues, a two stage process is recommended, in which we select the best treatment from the first screening stage and then run the same experiment with only the selected best treatment and the control in the validation stage. Traditional application of this two-stage design often focus only on results from the second stage. In this paper, we propose a general methodology for combining the first screening stage data together with validation stage data for more sensitive hypothesis testing and more accurate point estimation of the treatment effect. Our method is widely applicable to existing online controlled experimentation systems.