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Matthew Fahrbach

Matthew Fahrbach

Matthew Fahrbach is a research scientist working on the graph mining and large-scale optimization teams. He received his PhD from Georgia Tech in 2019, where he was advised by Dana Randall and supported by a National Science Foundation Graduate Research Fellowship.
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    Learning Rate Schedules in the Presence of Distribution Shift
    Adel Javanmard
    Pratik Worah
    Proceedings of the 40th International Conference on Machine Learning (2023), pp. 9523-9546
    Preview abstract We design learning rate schedules that minimize regret for SGD-based online learning in the presence of a changing data distribution. We fully characterize the optimal learning rate schedule for online linear regression via a novel analysis with stochastic differential equations. For general convex loss functions, we propose new learning rate schedules that are robust to distribution shift, and we give upper and lower bounds for the regret that only differ by constants. For non-convex loss functions, we define a notion of regret based on the gradient norm of the estimated models and propose a learning schedule that minimizes an upper bound on the total expected regret. Intuitively, one expects changing loss landscapes to require more exploration, and we confirm that optimal learning rate schedules typically increase in the presence of distribution shift. Finally, we provide experiments for high-dimensional regression models and neural networks to illustrate these learning rate schedules and their cumulative regret. View details
    Preview abstract Learning high-quality feature embeddings efficiently and effectively is critical for the performance of web-scale machine learning systems. A typical model ingests hundreds of features with vocabularies on the order of millions to billions of tokens. The standard approach is to represent each feature value as a d-dimensional embedding, which introduces hundreds of billions of parameters for extremely high-cardinality features. This bottleneck has led to substantial progress in alternative embedding algorithms. Many of these methods, however, make the assumption that each feature uses an independent embedding table. This work introduces a simple yet highly effective framework, Feature Multiplexing, where one single representation space is used for many different categorical features. Our theoretical and empirical analysis reveals that multiplexed embeddings can be decomposed into components from each constituent feature, allowing models to distinguish between features. We show that multiplexed representations give Pareto-optimal space-accuracy tradeoffs for three public benchmark datasets. Further, we propose a highly practical approach called Unified Embedding with three major benefits: simplified feature configuration, strong adaptation to dynamic data distributions, and compatibility with modern hardware. Unified embedding gives significant improvements in offline and online metrics compared to highly competitive baselines across five web-scale search, ads, and recommender systems, where it serves billions of users across the world in industry-leading products. View details
    Sequential Attention for Feature Selection
    Taisuke Yasuda
    Proceedings of the 11th International Conference on Learning Representations (2023)
    Preview abstract Feature selection is the problem of selecting a subset of features for a machine learning model that maximizes model quality subject to a budget constraint. For neural networks, prior methods, including those based on L1 regularization, attention, and other techniques, typically select the entire feature subset in one evaluation round, ignoring the residual value of features during selection, i.e., the marginal contribution of a feature given that other features have already been selected. We propose a feature selection algorithm called Sequential Attention that achieves state-of-the-art empirical results for neural networks. This algorithm is based on an efficient one-pass implementation of greedy forward selection and uses attention weights at each step as a proxy for feature importance. We give theoretical insights into our algorithm for linear regression by showing that an adaptation to this setting is equivalent to the classical Orthogonal Matching Pursuit (OMP) algorithm, and thus inherits all of its provable guarantees. Our theoretical and empirical analyses offer new explanations towards the effectiveness of attention and its connections to overparameterization, which may be of independent interest. View details
    Approximately Optimal Core Shapes for Tensor Decompositions
    Mehrdad Ghadiri
    Proceedings of the 40th International Conference on Machine Learning (2023), pp. 11237-11254
    Preview abstract This work studies the combinatorial optimization problem of finding an optimal core tensor shape, also called multilinear rank, for a size-constrained Tucker decomposition. We give an algorithm with provable approximation guarantees for its reconstruction error via connections to higher-order singular values. Specifically, we introduce a novel Tucker packing problem, which we prove is NP-hard, and give a polynomial-time approximation scheme based on a reduction to the 2-dimensional knapsack problem with a matroid constraint. We also generalize our techniques to tree tensor network decompositions. We implement our algorithm using an integer programming solver, and show that its solution quality is competitive with (and sometimes better than) the greedy algorithm that uses the true Tucker decomposition loss at each step, while also running up to 1000x faster. View details
    Edge-Weighted Online Bipartite Matching
    Runzhou Tao
    Zhiyi Huang
    Journal of the ACM, vol. 69 (2022), 45:1-45:35
    Preview abstract Online bipartite matching is one of the most fundamental problems in the online algorithms literature. Karp, Vazirani, and Vazirani (STOC 1990) introduced an elegant algorithm for the unweighted problem that achieves an optimal competitive ratio of 1 - 1/e. Aggarwal et al. (SODA 2011) later generalized their algorithm and analysis to the vertex-weighted case. Little is known, however, about the most general edge-weighted problem aside from the trivial 1/2-competitive greedy algorithm. In this paper, we present the first online algorithm that breaks the long standing 1/2 barrier and achieves a competitive ratio of at least 0.5086. In light of the hardness result of Kapralov, Post, and Vondrák (SODA 2013) that restricts beating a 1/2 competitive ratio for the more general problem of monotone submodular welfare maximization, our result can be seen as strong evidence that edge-weighted bipartite matching is strictly easier than submodular welfare maximization in the online setting. The main ingredient in our online matching algorithm is a novel subroutine called online correlated selection (OCS), which takes a sequence of pairs of vertices as input and selects one vertex from each pair. Instead of using a fresh random bit to choose a vertex from each pair, the OCS negatively correlates decisions across different pairs and provides a quantitative measure on the level of correlation. We believe our OCS technique is of independent interest and will find further applications in other online optimization problems. View details
    Subquadratic Kronecker Regression with Applications to Tensor Decomposition
    Mehrdad Ghadiri
    Proceedings of the 36th Annual Conference on Neural Information Processing Systems (2022), pp. 28776-28789
    Preview abstract Kronecker regression is a highly-structured least squares problem $\min_{\mathbf{x}} \lVert \mathbf{K}\mathbf{x} - \mathbf{b} \rVert_{2}^2$, where the design matrix $\mathbf{K} = \mathbf{A}^{(1)} \otimes \cdots \otimes \mathbf{A}^{(N)}$ is a Kronecker product of factor matrices. This regression problem arises in each step of the widely-used alternating least squares (ALS) algorithm for computing the Tucker decomposition of a tensor. We present the first \emph{subquadratic-time} algorithm for solving Kronecker regression to a $(1+\varepsilon)$-approximation that avoids the exponential term $O(\varepsilon^{-N})$ in the running time. Our techniques combine leverage score sampling and iterative methods. By extending our approach to block-design matrices where one block is a Kronecker product, we also achieve subquadratic-time algorithms for (1) Kronecker ridge regression and (2) updating the factor matrices of a Tucker decomposition in ALS, which is not a pure Kronecker regression problem, thereby improving the running time of all steps of Tucker ALS. We demonstrate the speed and accuracy of this Kronecker regression algorithm on synthetic data and real-world image tensors. View details
    A Fast Minimum Degree Algorithm and Matching Lower Bound
    Robert Cummings
    Animesh Fatehpuria
    Proceedings of the 32nd Annual ACM-SIAM Symposium on Discrete Algorithms (2021), pp. 724-734
    Preview abstract The minimum degree algorithm is one of the most widely-used heuristics for reducing the cost of solving large sparse systems of linear equations. It has been studied for nearly half a century and has a rich history of bridging techniques from data structures, graph algorithms, and scientific computing. We present a simple but novel combinatorial algorithm for computing an exact minimum degree elimination ordering in $O(nm)$ time. Our approach uses a careful amortized analysis, which also allows us to derive output-sensitive bounds for the running time of $O(\min\{m\sqrt{m^+}, \Delta m^+\} \log n)$, where $m^+$ is the number of unique fill edges and original edges encountered by the algorithm and $\Delta$ is the maximum degree of the input graph. Furthermore, we show there cannot exist a minimum degree algorithm that runs in $O(nm^{1-\varepsilon})$ time, for any $\varepsilon > 0$, assuming the strong exponential time hypothesis. Our fine-grained reduction uses a new sparse, low-degree graph construction called \emph{$U$-fillers}, which act as pathological inputs and cause any minimum degree algorithm to exhibit nearly worst-case performance. View details
    Faster Graph Embeddings via Coarsening
    Gramoz Goranci
    Richard Peng
    Sushant Sachdeva
    Chi Wang
    Proceedings of the 37th International Conference on Machine Learning (2020), pp. 2953-2963
    Preview abstract Graph embeddings are a ubiquitous tool for machine learning tasks on graph-structured data (e.g., node classification and link prediction). Computing embeddings for large-scale graphs, however, is often prohibitively inefficient, even if we are only interested in a small subset of relevant vertices. To address this, we present an efficient graph coarsening algorithm based on Schur complements that only computes the embeddings of the relevant vertices. We prove these embeddings are well approximated by the coarsened graph obtained via Gaussian elimination on the irrelevant vertices. As computing Schur complements can be expensive, we also give a nearly linear time algorithm to generate a coarsened graph on the relevant vertices that provably matches the Schur complement in expectation. In our experiments, we investigate various graph prediction tasks and demonstrate that computing embeddings of the coarsened graphs, rather than the entire graph, leads to significant time and space savings without sacrificing accuracy. View details
    Preview abstract Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an algorithm is governed by its adaptivity, which measures the number of sequential rounds needed if the algorithm can execute polynomially-many independent oracle queries in parallel. While low adaptivity is ideal, it is not sufficient for an algorithm to be efficient in practice—there are many applications of distributed submodular optimization where the number of function evaluations becomes prohibitively expensive. Motivated by these applications, we study the adaptivity and query complexity of submodular maximization. In this paper, we give the first constant-factor approximation algorithm for maximizing a nonmonotone submodular function subject to a cardinality constraint k that runs in O(log(n)) adaptive rounds and makes O(n log(k)) oracle queries in expectation. In our empirical study, we use three real-world applications to compare our algorithm with several benchmarks for non-monotone submodular maximization. The results demonstrate that our algorithm finds competitive solutions using significantly fewer rounds and queries. View details
    Preview abstract Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale optimization problems, we are often concerned with the adaptivity complexity of an algorithm, which quantifies the number of sequential rounds where polynomially-many independent function evaluations can be executed in parallel. While low adaptivity is ideal, it is not sufficient for a distributed algorithm to be efficient, since in many practical applications of submodular optimization the number of function evaluations becomes prohibitively expensive. Motivated by these applications, we study the adaptivity and query complexity of adaptive submodular optimization. Our main result is a distributed algorithm for maximizing a monotone submodular function with cardinality constraint k that achieves a (1 − 1/e − ε)-approximation in expectation. This algorithm runs in O(log(n)) adaptive rounds and makes O(n) calls to the function evaluation oracle in expectation. The approximation guarantee and query complexity are optimal, and the adaptivity is nearly optimal. Moreover, the number of queries is substantially less than in previous works. We also extend our results to the submodular cover problem to demonstrate the generality of our algorithm and techniques. View details
    Slow Mixing of Glauber Dynamics for the Six-Vertex Model in the Ordered Phases
    Dana Randall
    Proceedings of the 23rd International Conference on Randomization and Computation (2019), 37:1-37:20
    Analyzing Boltzmann Samplers for Bose–Einstein Condensates with Dirichlet Generating Functions
    Megan Bernstein
    Dana Randall
    Proceedings of the 15th Meeting on Analytic Algorithmics and Combinatorics (2018), pp. 107-117
    Nearly Tight Bounds for Sandpile Transience on the Grid
    David Durfee
    Yu Gao
    Tao Xiao
    Proceedings of the 29th Annual ACM-SIAM Symposium on Discrete Algorithms (2018), pp. 605-624
    Graph Sketching Against Adaptive Adversaries Applied to the Minimum Degree Algorithm
    Gary L. Miller
    Richard Peng
    Saurabh Sawlani
    Junxing Wang
    Shen Chen Xu
    Proceedings of the 59th Annual IEEE Symposium on Foundations of Computer Science (2018), pp. 101-112
    Approximately Sampling Elements with Fixed Rank in Graded Posets
    Prateek Bhakta
    Ben Cousins
    Dana Randall
    Proceedings of the 28th Annual ACM-SIAM Symposium on Discrete Algorithms (2017), pp. 1828-1838
    Coefficients and Roots of Peak Polynomials
    Sara Billey
    Alan Talmage
    Experimental Mathematics, vol. 25 (2016), pp. 165-175