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In the big data era researchers face a series of problems. Even standard approaches/methodologies, like linear regression, can be difficult or problematic with huge volumes of data. Traditional approaches for regression in big datasets may…

Methodology · Statistics 2024-11-13 Vasilis Chasiotis , Dimitris Karlis

We revisit the problem of estimating $k$ linear regressors with self-selection bias in $d$ dimensions with the maximum selection criterion, as introduced by Cherapanamjeri, Daskalakis, Ilyas, and Zampetakis [CDIZ23, STOC'23]. Our main…

Machine Learning · Statistics 2025-04-11 Alkis Kalavasis , Anay Mehrotra , Felix Zhou

In this paper, we present a deterministic algorithm for the closest vector problem for all l_p-norms, 1 < p < \infty, and all polyhedral norms, especially for the l_1-norm and the l_{\infty}-norm. We achieve our results by introducing a new…

Data Structures and Algorithms · Computer Science 2011-09-27 Johannes Blömer , Stefanie Naewe

Convex regression (CR) is an approach for fitting a convex function to a finite number of observations. It arises in various applications from diverse fields such as statistics, operations research, economics, and electrical engineering.…

Optimization and Control · Mathematics 2016-08-09 Necdet Serhat Aybat , Zi Wang

We present an algorithm for recovering planted solutions in two well-known models, the stochastic block model and planted constraint satisfaction problems, via a common generalization in terms of random bipartite graphs. Our algorithm…

Data Structures and Algorithms · Computer Science 2015-04-30 Vitaly Feldman , Will Perkins , Santosh Vempala

The composite L0 function serves as a sparse regularizer in many applications. The algorithmic difficulty caused by the composite L0 regularization (the L0 norm composed with a linear mapping) is usually bypassed through approximating the…

Optimization and Control · Mathematics 2017-07-26 Qia Li , Na Zhang

This paper addresses the meta-learning problem in sparse linear regression with infinite tasks. We assume that the learner can access several similar tasks. The goal of the learner is to transfer knowledge from the prior tasks to a similar…

Machine Learning · Computer Science 2021-02-19 Zhanyu Wang , Jean Honorio

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…

Data Structures and Algorithms · Computer Science 2016-11-15 Zeyuan Allen-Zhu , Lorenzo Orecchia

In an ordinary feature selection procedure, a set of important features is obtained by solving an optimization problem such as the Lasso regression problem, and we expect that the obtained features explain the data well. In this study,…

Machine Learning · Statistics 2018-10-16 Satoshi Hara , Takanori Maehara

The 2D phase unwrapping problem seeks to recover a phase image from its observation modulo 2$\pi$, and is a crucial step in a variety of imaging applications. In particular, it is one of the most time-consuming steps in the interferometric…

Optimization and Control · Mathematics 2024-01-19 Benjamin Dubois-Taine , Roland Akiki , Alexandre d'Aspremont

$\renewcommand{\Re}{{\rm I\!\hspace{-0.025em} R}} \newcommand{\eps}{{\varepsilon}} \newcommand{\Coreset}{{\mathcal{S}}} $ In this paper, we show the existence of small coresets for the problems of computing $k$-median and $k$-means…

Computational Geometry · Computer Science 2018-10-31 Sariel Har-Peled , Soham Mazumdar

We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

Coresets have become an invaluable tool for solving $k$-means and kernel $k$-means clustering problems on large datasets with small numbers of clusters. On the other hand, spectral clustering works well on sparse graphs and has recently…

Machine Learning · Computer Science 2025-03-11 Ben Jourdan , Gregory Schwartzman , Peter Macgregor , He Sun

Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in…

Numerical Analysis · Computer Science 2022-02-22 Dejiao Zhang , Laura Balzano

Given a weighted graph $G$ with $n$ vertices and $m$ edges, and a positive integer $p$, the Hamiltonian $p$-median problem consists in finding $p$ cycles of minimum total weight such that each vertex of $G$ is in exactly one cycle. We…

Data Structures and Algorithms · Computer Science 2022-04-28 Dilson Lucas Pereira , Michel Wan Der Maas Soares

We propose a family of recursive cutting-plane algorithms to solve feasibility problems with constrained memory, which can also be used for first-order convex optimization. Precisely, in order to find a point within a ball of radius…

Optimization and Control · Mathematics 2023-06-21 Moïse Blanchard , Junhui Zhang , Patrick Jaillet

In many application areas we are faced with the following question: Can we recover a sparse vector $x_o \in \mathbb{R}^N$ from its undersampled set of noisy observations $y \in \mathbb{R}^n$, $y=A x_o+w$. The last decade has witnessed a…

Information Theory · Computer Science 2016-06-14 Le Zheng , Arian Maleki , Haolei Weng , Xiaodong Wang , Teng Long

We study integer linear programs (ILP) of the form $\min\{c^\top x\ \vert\ Ax=b,l\le x\le u,x\in\mathbb Z^n\}$ and analyze their parameterized complexity with respect to their distance to the generalized matching problem, following the…

Computational Complexity · Computer Science 2025-10-20 Alexandra Lassota , Koen Ligthart

This paper proposes a novel kernel-based optimization scheme to handle tasks in the analysis, e.g., signal spectral estimation and single-channel source separation of 1D non-stationary oscillatory data. The key insight of our optimization…

Machine Learning · Statistics 2022-12-12 Jieren Xu , Yitong Li , Haizhao Yang , David Dunson , Ingrid Daubechies

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

Optimization and Control · Mathematics 2021-08-10 Tom Tirer , Raja Giryes