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The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…

Machine Learning · Statistics 2022-05-17 Yuxin Dong , Tieliang Gong , Shujian Yu , Chen Li

The Tensor-Train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential…

We study the $d$-dimensional Vector Bin Packing ($d$VBP) problem, a generalization of Bin Packing with central applications in resource allocation and scheduling. In $d$VBP, we are given a set of items, each of which is characterized by a…

Data Structures and Algorithms · Computer Science 2023-05-01 Ariel Kulik , Matthias Mnich , Hadas Shachnai

Many problems in computer science and applied mathematics require rounding a vector $\mathbf{w}$ of fractional values lying in the interval $[0,1]$ to a binary vector $\mathbf{x}$ so that, for a given matrix $\mathbf{A}$,…

Data Structures and Algorithms · Computer Science 2020-08-04 Lily Li , Aleksandar Nikolov

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

Probability · Mathematics 2018-12-31 Hadrien De March

Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…

Numerical Analysis · Computer Science 2013-11-19 Srikrishna Sridhar , Victor Bittorf , Ji Liu , Ce Zhang , Christopher Ré , Stephen J. Wright

Given a matrix $A$, the goal of the entrywise low-rank approximation problem is to find $\operatorname{argmin} \|A-B\|_p$ over all rank-$k$ matrices $B$, where $\| \cdot \|_p$ is the entrywise $\ell_p$ norm. When $p = 2$ this well-studied…

Data Structures and Algorithms · Computer Science 2026-04-28 Prashanti Anderson , Ainesh Bakshi , Samuel B. Hopkins

Consider a rectangular matrix describing some type of communication or transportation between a set of origins and a set of destinations, or a classification of objects by two attributes. The problem is to infer the entries of the matrix…

Information Theory · Computer Science 2011-10-05 Kostas N. Oikonomou

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

Numerical Analysis · Mathematics 2015-02-13 Marie Billaud-Friess , Anthony Nouy , Olivier Zahm

Binary quadratic programming problems have attracted much attention in the last few decades due to their potential applications. This type of problems are NP-hard in general, and still considered a challenge in the design of efficient…

Data Structures and Algorithms · Computer Science 2014-11-20 Khaled Elbassioni , Trung Thanh Nguyen

We generalize the fractional packing framework of Garg and Koenemann to the case of linear fractional packing problems over polyhedral cones. More precisely, we provide approximation algorithms for problems of the form $\max\{c^T x : Ax…

Data Structures and Algorithms · Computer Science 2016-12-19 Michael Holzhauser , Sven O. Krumke

Relative entropy coding (REC) algorithms encode a random sample following a target distribution $Q$, using a coding distribution $P$ shared between the sender and receiver. Sadly, general REC algorithms suffer from prohibitive encoding…

Information Theory · Computer Science 2024-10-30 Jiajun He , Gergely Flamich , José Miguel Hernández-Lobato

We consider approximation algorithms for packing integer programs (PIPs) of the form $\max\{\langle c, x\rangle : Ax \le b, x \in \{0,1\}^n\}$ where $c$, $A$, and $b$ are nonnegative. We let $W = \min_{i,j} b_i / A_{i,j}$ denote the width…

Data Structures and Algorithms · Computer Science 2019-02-26 Chandra Chekuri , Kent Quanrud , Manuel R. Torres

Iterative rounding has enjoyed tremendous success in elegantly resolving open questions regarding the approximability of problems dominated by covering constraints. Although iterative rounding methods have been applied to packing problems,…

Data Structures and Algorithms · Computer Science 2016-04-04 Ojas Parekh

We provide a simple and novel algorithmic design technique, for which we call iterative partial rounding, that gives a tight rounding-based approximation for vertex cover with hard capacities (VC-HC). In particular, we obtain an…

Data Structures and Algorithms · Computer Science 2016-10-17 Mong-Jen Kao

We propose practical algorithms for entrywise $\ell_p$-norm low-rank approximation, for $p = 1$ or $p = \infty$. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better…

Machine Learning · Computer Science 2018-05-25 Anastasios Kyrillidis

Motivated by a transit line planning problem in transportation systems, we investigate the following capacitated assignment problem under a budget constraint. Our model involves $L$ bins and $P$ items. Each bin $l$ has a utilization cost…

Optimization and Control · Mathematics 2024-10-11 Hongyi Jiang , Samitha Samaranayake

We consider approximation algorithms for covering integer programs of the form min $\langle c, x \rangle $ over $x \in \mathbb{N}^n $ subject to $A x \geq b $ and $x \leq d$; where $A \in \mathbb{R}_{\geq 0}^{m \times n}$, $b \in…

Data Structures and Algorithms · Computer Science 2018-11-20 Chandra Chekuri , Kent Quanrud

Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…

Machine Learning · Computer Science 2020-07-03 Jonathan N. Lee , Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch
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