Arrow Research search

Author name cluster

Chris Cameron

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

4 papers
1 author row

Possible papers

4

AIJ Journal 2024 Journal Article

Matching papers and reviewers at large conferences

  • Kevin Leyton-Brown
  • Mausam
  • Yatin Nandwani
  • Hedayat Zarkoob
  • Chris Cameron
  • Neil Newman
  • Dinesh Raghu

Peer-reviewed conferences, the main publication venues in CS, rely critically on matching highly qualified reviewers for each paper. Because of the growing scale of these conferences, the tight timelines on which they operate, and a recent surge in explicitly dishonest behavior, there is now no alternative to performing this matching in an automated way. This paper introduces Large Conference Matching (LCM), a novel reviewer–paper matching approach that was recently deployed in the 35th AAAI Conference on Artificial Intelligence (AAAI 2021), and has since been adopted (wholly or partially) by other conferences including ICML 2022, AAAI 2022-2024, and IJCAI 2022-2024. LCM has three main elements: (1) collecting and processing input data to identify problematic matches and generate reviewer–paper scores; (2) formulating and solving an optimization problem to find good reviewer–paper matchings; and (3) a two-phase reviewing process that shifts reviewing resources away from papers likely to be rejected and towards papers closer to the decision boundary. This paper also describes an evaluation of these innovations based on an extensive post-hoc analysis on real data—including a comparison with the matching algorithm used in AAAI's previous (2020) iteration—and supplements this with additional numerical experimentation. 2

AAAI Conference 2022 Conference Paper

The Perils of Learning Before Optimizing

  • Chris Cameron
  • Jason Hartford
  • Taylor Lundy
  • Kevin Leyton-Brown

Formulating real-world optimization problems often begins with making predictions from historical data (e. g. , an optimizer that aims to recommend fast routes relies upon travel-time predictions). Typically, learning the prediction model used to generate the optimization problem and solving that problem are performed in two separate stages. Recent work has showed how such prediction models can be learned end-to-end by differentiating through the optimization task. Such methods often yield empirical improvements, which are typically attributed to end-to-end making better error tradeoffs than the standard loss function used in a two-stage solution. We refine this explanation and more precisely characterize when endto-end can improve performance. When prediction targets are stochastic, a two-stage solution must make an a priori choice about which statistics of the target distribution to model—we consider expectations over prediction targets—while an endto-end solution can make this choice adaptively. We show that the performance gap between a two-stage and end-toend approach is closely related to the price of correlation concept in stochastic optimization and show the implications of some existing POC results for the predict-then-optimize problem. We then consider a novel and particularly practical setting, where multiple prediction targets are combined to obtain each of the objective function’s coefficients. We give explicit constructions where (1) two-stage performs unboundedly worse than end-to-end; and (2) two-stage is optimal. We use simulations to experimentally quantify performance gaps and identify a wide range of real-world applications from the literature whose objective functions rely on multiple prediction targets, suggesting that end-to-end learning could yield significant improvements.

AAAI Conference 2020 Conference Paper

Predicting Propositional Satisfiability via End-to-End Learning

  • Chris Cameron
  • Rex Chen
  • Jason Hartford
  • Kevin Leyton-Brown

Strangely enough, it is possible to use machine learning models to predict the satisfiability status of hard SAT problems with accuracy considerably higher than random guessing. Existing methods have relied on extensive, manual feature engineering and computationally complex features (e. g. , based on linear programming relaxations). We show for the first time that even better performance can be achieved by end-to-end learning methods — i. e. , models that map directly from raw problem inputs to predictions and take only linear time to evaluate. Our work leverages deep network models which capture a key invariance exhibited by SAT problems: satisfiability status is unaffected by reordering variables and clauses. We showed that end-to-end learning with deep networks can outperform previous work on random 3-SAT problems at the solubility phase transition, where: (1) exactly 50% of problems are satis- fiable; and (2) empirical runtimes of known solution methods scale exponentially with problem size (e. g. , we achieved 84% prediction accuracy on 600-variable problems, which take hours to solve with state-of-the-art methods). We also showed that deep networks can generalize across problem sizes (e. g. , a network trained only on 100-variable problems, which typically take about 10 ms to solve, achieved 81% accuracy on 600-variable problems).

IJCAI Conference 2016 Conference Paper

Bias in Algorithm Portfolio Performance Evaluation

  • Chris Cameron
  • Holger H. Hoos
  • Kevin Leyton-Brown

A Virtual Best Solver (VBS) is a hypothetical algorithm that selects the best solver from a given portfolio of alternatives on a per-instance basis. The VBS idealizes performance when all solvers in a portfolio are run in parallel, and also gives a valuable bound on the performance of portfolio-based algorithm selectors. Typically, VBS performance is measured by running every solver in a portfolio once on a given instance and reporting the best performance over all solvers. Here, we argue that doing so results in a flawed measure that is biased to reporting better performance when a randomized solver is present in an algorithm portfolio. As long as there is more than 1 solver in the portfolio, a single randomized solver can cause VBS bias. Specifically, this flawed notion of VBS tends to show performance better than that achievable by a perfect selector that for each given instance runs the solver with the best expected running time. We report results from an empirical study using solvers and instances submitted to several SAT competitions, in which we observe significant bias on many random instances and some combinatorial instances. We also show that the bias increases with the number of randomized solvers and decreases as we average solver performance over many independent runs per instance. We propose an alternative VBS performance measure by (1) empirically obtaining the solver with best expected performance for each instance and (2) taking bootstrap samples for this solver on every instance, to obtain a confidence interval on VBS performance. Our findings shed new light on widely studied algorithm selection benchmarks and help explain performance gaps observed between VBS and state-of-the-art algorithm selection approaches.