Related papers: Robust Non-Parametric Data Approximation of Points…
Archetypal analysis is an unsupervised learning method for exploratory data analysis. One major challenge that limits the applicability of archetypal analysis in practice is the inherent computational complexity of the existing algorithms.…
Consider a set $P$ of $n$ points in $\mathbb{R}^d$. In the discrete median line segment problem, the objective is to find a line segment bounded by a pair of points in $P$ such that the sum of the Euclidean distances from $P$ to the line…
We study the problem of deriving compressibility measures for Piecewise Linear Approximations (PLAs), i.e., error-bounded approximations of a set of two-dimensional increasing data points using a sequence of segments. Such approximations…
We describe the first strongly subquadratic time algorithm with subexponential approximation ratio for approximately computing the Fr\'echet distance between two polygonal chains. Specifically, let $P$ and $Q$ be two polygonal chains with…
We develop a sketching algorithm to find the point on the convex hull of a dataset, closest to a query point outside it. Studying the convex hull of datasets can provide useful information about their geometric structure and their…
Most of machine learning approaches have stemmed from the application of minimizing the mean squared distance principle, based on the computationally efficient quadratic optimization methods. However, when faced with high-dimensional and…
We consider the task of estimating a high-dimensional directed acyclic graph, given observations from a linear structural equation model with arbitrary noise distribution. By exploiting properties of common random graphs, we develop a new…
Dynamic programming over tree decompositions is a common technique in parameterized algorithms. In this paper, we study whether this technique can also be applied to compute Pareto sets of multiobjective optimization problems. We first…
We consider the problem of finding minimum-link rectilinear paths in rectilinear polygonal domains in the plane. A path or a polygon is rectilinear if all its edges are axis-parallel. Given a set $\mathcal{P}$ of $h$ pairwise-disjoint…
We consider the problem of minimizing a sum of $n$ functions over a convex parameter set $\mathcal{C} \subset \mathbb{R}^p$ where $n\gg p\gg 1$. In this regime, algorithms which utilize sub-sampling techniques are known to be effective. In…
Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…
Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in…
This paper presents a stochastic block-coordinate proximal Newton method for minimizing the sum of a blockwise Lipschitz-continuously differentiable function and a separable nonsmooth convex function. At each iteration, the method randomly…
Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…
We present subquadratic algorithms in the algebraic decision-tree model for several \textsc{3Sum}-hard geometric problems, all of which can be reduced to the following question: Given two sets $A$, $B$, each consisting of $n$ pairwise…
We address the problem of merging graph and feature-space information while learning a metric from structured data. Existing algorithms tackle the problem in an asymmetric way, by either extracting vectorized summaries of the graph…
Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…
We propose a sequential minimal optimization method for quantum-classical hybrid algorithms, which converges faster, is robust against statistical error, and is hyperparameter-free. Specifically, the optimization problem of the…
We revisit Hopcroft's problem and related fundamental problems about geometric range searching. Given $n$ points and $n$ lines in the plane, we show how to count the number of point-line incidence pairs or the number of point-above-line…
We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…