Anti-Differentiating Approximation Algorithms: A Case Study with Min-Cuts, Spectral, and Flow

TitleAnti-Differentiating Approximation Algorithms: A Case Study with Min-Cuts, Spectral, and Flow
Publication TypeConference Paper
Year of Publication2014
AuthorsGleich, D., & Mahoney M. W.
Other Numbers3678

We formalize and illustrate the general concept ofalgorithmic 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.

Bibliographic Notes

Proceedings of the 31st International Conference in Machine Learning (ICML), Beijing, China

Abbreviated Authors

D. F. Gleich and M. W. Mahoney

ICSI Research Group

Big Data

ICSI Publication Type

Article in conference proceedings