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Oral Session

Atlanta Orals 1B Theory: Online Algorithms, Dynamics & Complexity

C111-112
Thu 10 Dec 7:30 a.m. AEDT — 8:30 a.m. AEDT
Abstract:
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The Power of a Random Sample in Online Algorithms

Omer Wasim ⋅ Sami Davies ⋅ Shallu Tomer ⋅ Rathish Das

In this paper, we introduce a semi-random model in online optimization, which interpolates naturally between the standard (adversarial) and random-order arrival model, which we call the online with a random sample (ORS) model: the full input may be chosen adversarially, but a random $p$-fraction of the input is selected and presented to the algorithm in random-order, before the remaining non-sampled elements are presented (in adversarial order). While similar in spirit to the AOS (adversarial order with a sample) model introduced by Kaplan, Naori and Raz, in our ORS model, the sampled $p$-fraction is revealed online instead of offline, and hence, competitiveness is measured with respect to the full input. Our central focus in the paper is applying the ORS model to the secretary problem and its natural $(k,1)$ variant. For the secretary problem, we present an optimal $pe^{-p}$-competitive algorithm, while for the $(k,1)$-secretary problem, we obtain a competitive algorithm whose performance converges to optimal competitiveness as $p\rightarrow 1$. We also include a $O(\log (1/p))$-competitive algorithm for facility location.

The use of algorithmic predictions in decision-making leads to a feedback loop where the models we deploy actively influence the data distributions we see, and later use to retrain on. This dynamic was formalized by Perdomo et al. 2020 in their work on performative prediction. Our main result is an unconditional reduction showing that any no-regret algorithm deployed in performative settings converges to a (mixed) performatively stable equilibrium: a solution in which models actively shape data distributions in ways that their own predictions look optimal in hindsight. Prior to our work, all positive results in this area imposed strong restrictions on how models influenced distributions. By using a martingale argument and allowing randomization, we avoid any assumption on how populations respond to predictions and sidestep recent hardness results showing that deterministic stable models are in general PPAD-hard to compute. Lastly, on a more conceptual note, our connection sheds light on why common algorithms, like gradient descent, are naturally stabilizing and prevent runaway feedback loops. We hope our work enables future technical transfer of ideas between online optimization and performativity.

We consider two-layer neural networks trained in the feature-learning regime using gradient descent, and relate the output of the finite-width network $f_{\hat{\rho}}$ to its infinite-width counterpart $f_{\rho^{MF}}$, which evolves in the mean-field dynamics. While constant-time horizon bounds for $\|f_{\rho^{MF}} -f_{\hat{\rho}}\|$ may be obtained via standard Grönwall estimates, the long-time behavior of the fluctuation is a more delicate matter. Uniform-in-time bounds often rely on (local) strong convexity in the landscape or Logarithmic Sobolev inequalities present in noisy gradient dynamics. % In this work, we study a noiseless setting and do not make assumptions on the geometry of the landscape near the optimum. Instead, we impose a weaker condition on the convergence rate of the mean-field deterministic Wasserstein-gradient-flow dynamics. In this work, we establish non-asymptotic weak propagation-of-chaos that holds uniformly in time, obtained by exploiting instead the convergence rate of the mean-field deterministic Wasserstein-gradient-flow dynamics. Specifically, denoting by $L_t$ the mean-field loss at time $t$ and $m$ the number of neurons, under standard regularity assumptions and the condition $\int_0^\infty L_t^{1/2} dt =O_d(1)$, we obtain the uniform in time bound $\|f_{\rho^{MF}} -f_{\hat{\rho}}\|^2 \lesssim \text{poly}(d) m^{-\min(1,c/6)}$ whenever $L_t \lesssim t^{-c}$. Our result holds in a noiseless setting and does not make any assumptions on the geometry of the landscape near the optimum. A key implication of our result is that whenever the convergence rate of the mean-field, population-loss dynamics is faster than $1/t^2$, we can attain a loss of $\epsilon$ with only $\text{poly}(d/\epsilon)$ neurons, training samples, and GD steps.


Breakeven complexity: A new perspective on neural partial differential equation solvers

Yijing Zhang ⋅ Nicholas Roberts ⋅ Tanya Marwah ⋅ Misha Khodak

Neural surrogate solvers of partial differential equations (PDEs) promise dramatic speedups over numerical methods, especially in scenarios requires many solves. However, current accuracy-based evaluations do not fully consider two central issues: (i) neural solvers incur substantial up-front costs for data generation, training, and tuning; and (ii) classical solvers can also generate low-fidelity solutions at a sufficiently low simulation cost. To explicitly account for these realities and fully incorporate end-to-end costs, we propose an evaluation framework centered on breakeven complexity, a metric that counts the forward solves before a learned solver is cost-effective relative to an error-equivalent traditional solver. To evaluate this measure, we apply scaling laws to determine how much training budget to allocate to data generation and discuss how to achieve smooth error-matching in diverse settings. We evaluate the breakeven complexity of many modern neural PDE solvers on three PDEs on 2D periodic domains from APEBench and a novel benchmark of flows past multiple obstacles generated by the GPU-native PyFR code. Among other findings, our results suggest that neural PDE solvers will be more effective on problems as problems get harder in terms of cost, dimension, rollout, physics regime (e.g. higher Re), etc.