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Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…

Analysis of PDEs · Mathematics 2019-11-11 Olivier Zahm , Paul Constantine , Clémentine Prieur , Youssef Marzouk

Difficulties in replication and reproducibility of empirical evidences in machine learning research have become a prominent topic in recent years. Ensuring that machine learning research results are sound and reliable requires…

Machine Learning · Computer Science 2024-03-20 Tobias Hille , Maximilian Stubbemann , Tom Hanika

When online sellers use AI learning algorithms to automatically compete on e-commerce platforms, there is concern that they will learn to coordinate on higher than competitive prices. However, this concern was primarily raised in…

General Economics · Economics 2025-11-03 Hangcheng Zhao , Ron Berman

We study the problem of dynamic assortment personalization with large, heterogeneous populations and wide arrays of products, and demonstrate the importance of structural priors for effective, efficient large-scale personalization.…

Machine Learning · Statistics 2019-05-03 Nathan Kallus , Madeleine Udell

This paper derives new algorithms for signomial programming, a generalization of geometric programming. The algorithms are based on a generic principle for optimization called the MM algorithm. In this setting, one can apply the…

Numerical Analysis · Mathematics 2013-10-22 Kenneth Lange , Hua Zhou

We present a series of almost settled inapproximability results for three fundamental problems. The first in our series is the subexponential-time inapproximability of the maximum independent set problem, a question studied in the area of…

Computational Complexity · Computer Science 2013-08-20 Parinya Chalermsook , Bundit Laekhanukit , Danupon Nanongkai

An instance of the tollbooth problem consists of an undirected network and a collection of single-minded customers, each of which is interested in purchasing a fixed path subject to an individual budget constraint. The objective is to…

Data Structures and Algorithms · Computer Science 2010-02-11 Iftah Gamzu , Danny Segev

We study the problem of discrete geometric packing. Here, given weighted regions (say in the plane) and points (with capacities), one has to pick a maximum weight subset of the regions such that no point is covered more than its capacity.…

Computational Geometry · Computer Science 2011-12-01 Alina Ene , Sariel Har-Peled , Benjamin Raichel

Recognizing precise geometrical configurations of groups of objects is a key capability of human spatial cognition, yet little studied in the deep learning literature so far. In particular, a fundamental problem is how a machine can learn…

Machine Learning · Computer Science 2020-07-20 Laetitia Teodorescu , Katja Hofmann , Pierre-Yves Oudeyer

The last decade has witnessed an experimental revolution in data science and machine learning, epitomised by deep learning methods. Indeed, many high-dimensional learning tasks previously thought to be beyond reach -- such as computer…

Machine Learning · Computer Science 2021-05-04 Michael M. Bronstein , Joan Bruna , Taco Cohen , Petar Veličković

Nearest neighbor search is a fundamental data structure problem with many applications in machine learning, computer vision, recommendation systems and other fields. Although the main objective of the data structure is to quickly report…

Data Structures and Algorithms · Computer Science 2025-02-20 Piyush Anand , Piotr Indyk , Ravishankar Krishnaswamy , Sepideh Mahabadi , Vikas C. Raykar , Kirankumar Shiragur , Haike Xu

Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately…

Computational Finance · Quantitative Finance 2019-02-13 Kathrin Glau , Daniel Kressner , Francesco Statti

Given facilities with capacities and clients with penalties and demands, the transportation problem with market choice consists in finding the minimum-cost way to partition the clients into unserved clients, paying the penalties, and into…

Data Structures and Algorithms · Computer Science 2016-08-23 Karen Aardal , Pierre Le Bodic

We provide a spectrum of new theoretical insights and practical results for finding a Minimum Dilation Triangulation (MDT), a natural geometric optimization problem of considerable previous attention: Given a set $P$ of $n$ points in the…

Computational Geometry · Computer Science 2025-02-26 Sándor P. Fekete , Phillip Keldenich , Michael Perk

An important goal in algorithm design is determining the best running time for solving a problem (approximately). For some problems, we know the optimal running time, assuming certain conditional lower bounds. In this work, we study the…

Data Structures and Algorithms · Computer Science 2024-03-04 Moritz Buchem , Paul Deuker , Andreas Wiese

The objective of ordinal embedding is to find a Euclidean representation of a set of abstract items, using only answers to triplet comparisons of the form "Is item $i$ closer to the item $j$ or item $k$?". In recent years, numerous…

Machine Learning · Computer Science 2021-10-22 Leena Chennuru Vankadara , Siavash Haghiri , Michael Lohaus , Faiz Ul Wahab , Ulrike von Luxburg

Assortment optimization refers to the problem of designing a slate of products to offer potential customers, such as stocking the shelves in a convenience store. The price of each product is fixed in advance, and a probabilistic choice…

Computer Science and Game Theory · Computer Science 2017-11-09 Nicole Immorlica , Brendan Lucier , Jieming Mao , Vasilis Syrgkanis , Christos Tzamos

We study a generalization of the knapsack problem with geometric and vector constraints. The input is a set of rectangular items, each with an associated profit and $d$ nonnegative weights ($d$-dimensional vector), and a square knapsack.…

Data Structures and Algorithms · Computer Science 2021-02-12 Arindam Khan , Eklavya Sharma , K. V. N. Sreenivas

We study how much a linear program (LP) can be compressed when solved repeatedly, given prior knowledge about its objective function. Existing data-driven projection methods learn low-dimensional surrogate LPs with approximate…

Optimization and Control · Mathematics 2026-05-26 Yuhan Ye , Omar Bennouna

The relationship between demand and prices of a set of products can be modeled as a linear mapping from logarithmic price changes to logarithmic changes in demand. We consider the problem of estimating the coefficient matrix of this…

Optimization and Control · Mathematics 2026-04-15 Maximilian Schaller , Stephen Boyd