Algorithms Seminar/Fall11
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| Sep 28 || Coordinate descent methods: Basics || the basic framework, and applications to alternating optimization, matching pursuit and projection pursuit. [http://dspace.mit.edu/bitstream/handle/1721.1/3164/P-1924-21454764.pdf?sequence=1 Original work on the convergence of cyclic coordinate descent], and [http://arxiv.org/PS_cache/arxiv/pdf/1005/1005.2146v1.pdf a nice modern work] analyzing the behavior of cyclic methods. || Ruihong | | Sep 28 || Coordinate descent methods: Basics || the basic framework, and applications to alternating optimization, matching pursuit and projection pursuit. [http://dspace.mit.edu/bitstream/handle/1721.1/3164/P-1924-21454764.pdf?sequence=1 Original work on the convergence of cyclic coordinate descent], and [http://arxiv.org/PS_cache/arxiv/pdf/1005/1005.2146v1.pdf a nice modern work] analyzing the behavior of cyclic methods. || Ruihong | ||
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| - | | Oct 5 || Alternating Optimization: $k$-means, ICP and others || || Parasaran Raman | + | | Oct 5 || Alternating Optimization: $k$-means, ICP and others || [http://cseweb.ucsd.edu/~dasgupta/291/lec2.pdf What is $k$-means?], $k$-means convergence [http://webdocs.cs.ualberta.ca/~nray1/CMPUT466_551/kmeans_convergence.pdf 1] and [http://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=04767478 2]. [http://www.cs.duke.edu/courses/spring07/cps296.2/scribe_notes/lecture24.pdf What is ICP?], [http://www.cs.princeton.edu/~smr/papers/fasticp/fasticp_paper.pdf Fast ICP] || Parasaran Raman |
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| Oct 19 || Matching, Basis and Projection Pursuit|| [http://www.math.tamu.edu/~popov/Learning/Cohen.pdf A good comparison of matching pursuit and basis pursuit], [http://www.stat.rutgers.edu/home/rebecka/Stat687/huber.pdf an overview of projection pursuit] || | | Oct 19 || Matching, Basis and Projection Pursuit|| [http://www.math.tamu.edu/~popov/Learning/Cohen.pdf A good comparison of matching pursuit and basis pursuit], [http://www.stat.rutgers.edu/home/rebecka/Stat687/huber.pdf an overview of projection pursuit] || | ||
Revision as of 21:26, 28 September 2011
CS 7936: Heuristic algorithm design strategies
Wed 1:25-2:45pm
MEB 3147 (LCR)
Synopsis
You've been there before. After the long and futile attempts at finding an exact algorithm. After the proof of NP-hardness. After the hours spent trying to get a decent approximation, and the realization that the problem is impossible to even approximate in polynomial time. You could just do brute force search, but you might as well give up your identity as a computer scientist. The siren calls of a black box MATLAB library seems so soothing to your ears, but you feel deep down that THERE MUST BE A BETTER WAY.
If this person is you, then this seminar is the cure.
What we will cover are metaheuristics. These are algorithm design strategies that apply in a variety of (usually) optimization problems. While they usually don't have strong guarantees on behavior, they tend to work very effectively in practice. Gradient descent is a simple example, as is simulated annealing, or iterative reweighted least squares. Some heuristics actually do have formal guarantees in specific situations, but are often used outside that realm successfully. Gradient descent is again an example of this, as is alternating optimization.
The goal of the seminar is
- identify when such heuristics might be applicable to a given problem
- understand the formal limits on what these heuristics can and cannot do.
- (If time permits) study some of the associated complexity theory about heuristic search (what classes of problems admit good heuristic strategies, and how are these problems related to each other)
What is expected of you:
- read the prescribed papers
- make at least one full presentation on one of the topics
- participate in class discussions
You can take the seminar for anywhere between 1 and 3 credits: more credits means more presentation.
Participants
- Suresh Venkatasubramanian, Assistant Professor
- Parasaran Raman, PhD Student
- John Moeller, PhD Student
- Shobhit Gupta, Masters Student
- Amirali Abdullah, PhD Student
- Samira Daruki, PhD Student
- Ruihong Huang, PhD Student
Schedule
| Date | Topic | Outline and Paper(s) | Presenter |
|---|---|---|---|
| Smooth methods | |||
| Aug 24 | Background material: convexity, nonconvexity, convergence, rates of convergence | Suresh Venkatasubramanian | |
| Aug 31 | Smooth local search I: Simple descent | The source material is Chaper 9 of Convex Optimization, and there are slides for that material as well. Topics to be covered include basic setup/defns, descent algorithms including gradient descent and steepest descent, and the associated convergence analysis. We won't talk about self-concordance | Amirali Abdullah |
| Sep 7 | Smooth local search II: Newton's method | Chaper 9 of Convex Optimization, with additional reading from the lecture slides on Nonlinear Optimization (starting at page 45/201) | John Moeller |
| Discrete Local Search: Basics | |||
| Sep 14 | Discrete Local Search: approximations for NP-hard problems | Chapter 2 of Williamson/Shmoys (starting at 2.3). Specifically, scheduling, TSP and min-degree spanning trees. Another nice example of local search that gives a guarantee is the 5-approximation for the k-median by Arya et al. Since the link appears to be down occasionally, here's an explanation of the algorithm. | Ruihong |
| Sep 21 | Discrete Local Search: heuristic search strategies | Theoretical aspects of local search. Chapters 1.1, and 7 (neighborhood functions, basics of the neighborhood graph and connectivity, local improvement methods, tabu search and simulated annealing) | Samira Daruki |
| Coordinate Descent methods | |||
| Sep 28 | Coordinate descent methods: Basics | the basic framework, and applications to alternating optimization, matching pursuit and projection pursuit. Original work on the convergence of cyclic coordinate descent, and a nice modern work analyzing the behavior of cyclic methods. | Ruihong |
| Oct 5 | Alternating Optimization: $k$-means, ICP and others | What is $k$-means?, $k$-means convergence 1 and 2. What is ICP?, Fast ICP | Parasaran Raman |
| Oct 19 | Matching, Basis and Projection Pursuit | A good comparison of matching pursuit and basis pursuit, an overview of projection pursuit | |
| Learning from experts | |||
| Oct 26 | Multiplicative weight updates: theory | Survey by Arora, Hazan and Kale | Shobhit Gupta |
| Nov 2 | Multiplicative weight updates: examples | Survey by Arora, Hazan and Kale | Parasaran Raman |
| Miscellaneous | |||
| Nov 9 | Branch and bound | Best reference is chapter II.4.2 of Nemhauser and Wolsey. See also Brian Borcher's thesis and a nice review of branching methods for exact solutions | John Moeller |
| Nov 16 | Iteratively reweighted least squares | the basic method and applications to computing Fermat-Weber points as well as $\ell_1$-minimization | Shobhit Gupta |
| Nov 23 | Kernel herding | Kernel Herding, and earlier papers on herding | Jeff Phillips |
| Complexity Theory | |||
| Nov 30 | Complexity theory: PLS | the original paper, and David Johnson's review article | Amirali Abdullah |
| Dec 7 | Complexity theory: PPAD | David Johnson's review article | |
