2014 ICML ICML 2014

Anti-differentiating approximation algorithms:A case study with min-cuts, spectral, and flow

Abstract

We formalize and illustrate the general concept of algorithmic anti-differentiation: given an algorithmic procedure, e.g., an approximation algorithm for which worst-case approximation guarantees are available or a heuristic that has been engineered to be practically-useful but for which a precise theoretical understanding is lacking, an algorithmic anti-derivative is a precise statement of an optimization problem that is exactly solved by that procedure. We explore this concept with a case study of approximation algorithms for finding locally-biased partitions in data graphs, demonstrating connections between min-cut objectives, a personalized version of the popular PageRank vector, and the highly effective "push" procedure for computing an approximation to personalized PageRank. We show, for example, that this latter algorithm solves (exactly, but implicitly) an l1-regularized l2-regression problem, a fact that helps to explain its excellent performance in practice. We expect that, when available, these implicit optimization problems will be critical for rationalizing and predicting the performance of many approximation algorithms on realistic data.

🧭 Keyword Pioneer — algorithmic anti-differentiation
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Reinforcement Learning
🌉 Interdisciplinary Bridge — Computer Science and Mathematics & Optimization
🐣 Hot Topic Early Bird — approximation algorithm