Visible to the public Biblio

Filters: Author is Valiant, Gregory  [Clear All Filters]
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 
Charikar, Moses, Steinhardt, Jacob, Valiant, Gregory.  2017.  Learning from Untrusted Data. Proceedings of the 49th Annual ACM SIGACT Symposium on Theory of Computing. :47–60.

The vast majority of theoretical results in machine learning and statistics assume that the training data is a reliable reflection of the phenomena to be learned. Similarly, most learning techniques used in practice are brittle to the presence of large amounts of biased or malicious data. Motivated by this, we consider two frameworks for studying estimation, learning, and optimization in the presence of significant fractions of arbitrary data. The first framework, list-decodable learning, asks whether it is possible to return a list of answers such that at least one is accurate. For example, given a dataset of n points for which an unknown subset of $\alpha$n points are drawn from a distribution of interest, and no assumptions are made about the remaining (1 - $\alpha$)n points, is it possible to return a list of poly(1/$\alpha$) answers? The second framework, which we term the semi-verified model, asks whether a small dataset of trusted data (drawn from the distribution in question) can be used to extract accurate information from a much larger but untrusted dataset (of which only an $\alpha$-fraction is drawn from the distribution). We show strong positive results in both settings, and provide an algorithm for robust learning in a very general stochastic optimization setting. This result has immediate implications for robustly estimating the mean of distributions with bounded second moments, robustly learning mixtures of such distributions, and robustly finding planted partitions in random graphs in which significant portions of the graph have been perturbed by an adversary.

Tai, Kai Sheng, Sharan, Vatsal, Bailis, Peter, Valiant, Gregory.  2018.  Sketching Linear Classifiers over Data Streams. Proceedings of the 2018 International Conference on Management of Data. :757-772.

We introduce a new sub-linear space sketch—the Weight-Median Sketch—for learning compressed linear classifiers over data streams while supporting the efficient recovery of large-magnitude weights in the model. This enables memory-limited execution of several statistical analyses over streams, including online feature selection, streaming data explanation, relative deltoid detection, and streaming estimation of pointwise mutual information. Unlike related sketches that capture the most frequently-occurring features (or items) in a data stream, the Weight-Median Sketch captures the features that are most discriminative of one stream (or class) compared to another. The Weight-Median Sketch adopts the core data structure used in the Count-Sketch, but, instead of sketching counts, it captures sketched gradient updates to the model parameters. We provide a theoretical analysis that establishes recovery guarantees for batch and online learning, and demonstrate empirical improvements in memory-accuracy trade-offs over alternative memory-budgeted methods, including count-based sketches and feature hashing.

Valiant, Gregory, Valiant, Paul.  2017.  Estimating the Unseen: Improved Estimators for Entropy and Other Properties. J. ACM. 64:37:1–37:41.

We show that a class of statistical properties of distributions, which includes such practically relevant properties as entropy, the number of distinct elements, and distance metrics between pairs of distributions, can be estimated given a sublinear sized sample. Specifically, given a sample consisting of independent draws from any distribution over at most k distinct elements, these properties can be estimated accurately using a sample of size O(k log k). For these estimation tasks, this performance is optimal, to constant factors. Complementing these theoretical results, we also demonstrate that our estimators perform exceptionally well, in practice, for a variety of estimation tasks, on a variety of natural distributions, for a wide range of parameters. The key step in our approach is to first use the sample to characterize the ``unseen'' portion of the distribution—effectively reconstructing this portion of the distribution as accurately as if one had a logarithmic factor larger sample. This goes beyond such tools as the Good-Turing frequency estimation scheme, which estimates the total probability mass of the unobserved portion of the distribution: We seek to estimate the shape of the unobserved portion of the distribution. This work can be seen as introducing a robust, general, and theoretically principled framework that, for many practical applications, essentially amplifies the sample size by a logarithmic factor; we expect that it may be fruitfully used as a component within larger machine learning and statistical analysis systems.