Algorithms for Discrepancy, Matchings, and Approximations: Fast, Simple, and Practical
We study one of the key tools in data approximation and optimization: low-discrepancy colorings. Formally, given a finite set system $(X,\mathcal S)$, the \emph{discrepancy} of a two-coloring $\chi:X\to\{-1,1\}$ is defined as $\max_{S \in \mathcal S}|{\chi(S)}|$, where $\chi(S)=\sum\limits_{x \in S}\chi(x)$. We propose a randomized algorithm which, for any $d>0$ and $(X,\mathcal S)$ with dual shatter function $\pi^*(k)=O(k^d)$, returns a coloring with expected discrepancy $O\left({\sqrt{|X|^{1-1/d}\log|\mathcal S|}}\right)$ (this bound is tight) in time $\tilde O\left({|\mathcal S|\cdot|X|^{1/d}+|X|^{2+1/d}}\right)$, improving upon the previous-best time of $O\left(|\mathcal S|\cdot|X|^3\right)$ by at least a factor of $|X|^{2-1/d}$ when $|\mathcal S|\geq|X|$. This setup includes many geometric classes, families of bounded dual VC-dimension, and others. As an immediate consequence, we obtain an improved algorithm to construct $\varepsilon$-approximations of sub-quadratic size. Our method uses primal-dual reweighing with an improved analysis of randomly updated weights and exploits the structural properties of the set system via matchings with low crossing number -- a fundamental structure in computational geometry. In particular, we get the same $|X|^{2-1/d}$ factor speed-up on the construction time of matchings with crossing number $O\left({|X|^{1-1/d}}\right)$, which is the first improvement since the 1980s. The proposed algorithms are very simple, which makes it possible, for the first time, to compute colorings with near-optimal discrepancies and near-optimal sized approximations for abstract and geometric set systems in dimensions higher than $2$.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Variational Inference over Combinatorial Spaces
Since the discovery of sophisticated fully polynomial randomized algorithms for a range of #P problems (Karzanov et al., 1991; Jerrum et al., 2001; Wilson, 2004), theoretical work on approximate inference in combinatoria…
Variational InferenceFast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations
Natural-gradient methods enable fast and simple algorithms for variational inference, but due to computational difficulties, their use is mostly limited to \emph{minimal} exponential-family (EF) approximations. In this p…
Bayesian InferenceVariational InferenceSimple and practical algorithms for $\ell_p$-norm low-rank approximation
We propose practical algorithms for entrywise $\ell_p$-norm low-rank approximation, for $p = 1$ or $p = \infty$. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains …
Decentralized and Uncoordinated Learning of Stable Matchings: A Game-Theoretic Approach
We consider the problem of learning stable matchings with unknown preferences in a decentralized and uncoordinated manner, where "decentralized" means that players make decisions individually without the influence of a c…
Faster Matchings via Learned Duals
A recent line of research investigates how algorithms can be augmented with machine-learned predictions to overcome worst case lower bounds. This area has revealed interesting algorithmic insights into problems, with par…
Combinatorial Optimization