Empirical Inference Conference Paper 2009

Solution Stability in Linear Programming Relaxations: Graph Partitioning and Unsupervised Learning

We propose a new method to quantify the solution stability of a large class of combinatorial optimization problems arising in machine learning. As practical example we apply the method to correlation clustering, clustering aggregation, modularity clustering, and relative performance significance clustering. Our method is extensively motivated by the idea of linear programming relaxations. We prove that when a relaxation is used to solve the original clustering problem, then the solution stability calculated by our method is conservative, that is, it never overestimates the solution stability of the true, unrelaxed problem. We also demonstrate how our method can be used to compute the entire path of optimal solutions as the optimization problem is increasingly perturbed. Experimentally, our method is shown to perform well on a number of benchmark problems.

Author(s): Nowozin, S. and Jegelka, S.
Book Title: ICML 2009
Journal: Proceedings of the 26th International Conference on Machine Learning (ICML 2009)
Pages: 769-776
Year: 2009
Month: June
Day: 0
Editors: Danyluk, A. , L. Bottou, M. Littman
Publisher: ACM Press
Bibtex Type: Conference Paper (inproceedings)
Address: New York, NY, USA
DOI: 10.1145/1553374.1553473
Event Name: 26th International Conference on Machine Learning
Event Place: Montreal, Canada
Digital: 0
Electronic Archiving: grant_archive
Language: en
Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik
Links:

BibTex

@inproceedings{5878,
  title = {Solution Stability in Linear Programming Relaxations: Graph Partitioning and Unsupervised Learning},
  journal = {Proceedings of the 26th International Conference on Machine Learning (ICML 2009)},
  booktitle = {ICML 2009},
  abstract = {We propose a new method to quantify the solution
  stability of a large class of combinatorial
  optimization problems arising in machine
  learning. As practical example we apply the
  method to correlation clustering, clustering
  aggregation, modularity clustering, and relative
  performance significance clustering. Our
  method is extensively motivated by the idea
  of linear programming relaxations. We prove
  that when a relaxation is used to solve the
  original clustering problem, then the solution
  stability calculated by our method is conservative,
  that is, it never overestimates the solution
  stability of the true, unrelaxed problem.
  We also demonstrate how our method
  can be used to compute the entire path of
  optimal solutions as the optimization problem
  is increasingly perturbed. Experimentally,
  our method is shown to perform well
  on a number of benchmark problems.},
  pages = {769-776},
  editors = {Danyluk, A. , L. Bottou, M. Littman},
  publisher = {ACM Press},
  organization = {Max-Planck-Gesellschaft},
  school = {Biologische Kybernetik},
  address = {New York, NY, USA},
  month = jun,
  year = {2009},
  slug = {5878},
  author = {Nowozin, S. and Jegelka, S.},
  month_numeric = {6}
}