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Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

In sparse recovery we are given a matrix $A$ (the dictionary) and a vector of the form $A X$ where $X$ is sparse, and the goal is to recover $X$. This is a central notion in signal processing, statistics and machine learning. But in…

Data Structures and Algorithms · Computer Science 2014-05-27 Sanjeev Arora , Rong Ge , Ankur Moitra

We present a fairly general framework for reducing $(\varepsilon, \delta)$ differentially private (DP) statistical estimation to its non-private counterpart. As the main application of this framework, we give a polynomial time and…

Machine Learning · Statistics 2022-06-23 Hassan Ashtiani , Christopher Liaw

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…

Machine Learning · Computer Science 2019-06-12 Yu Cheng , Ilias Diakonikolas , Rong Ge , David Woodruff

We give a polynomial-time algorithm for learning high-dimensional halfspaces with margins in $d$-dimensional space to within desired TV distance when the ambient distribution is an unknown affine transformation of the $d$-fold product of an…

Machine Learning · Computer Science 2023-11-03 Xinyuan Cao , Santosh S. Vempala

We begin the study of list-decodable linear regression using batches. In this setting only an $\alpha \in (0,1]$ fraction of the batches are genuine. Each genuine batch contains $\ge n$ i.i.d. samples from a common unknown distribution and…

Machine Learning · Computer Science 2022-11-24 Abhimanyu Das , Ayush Jain , Weihao Kong , Rajat Sen

We present a numerical framework for recovering unknown non-autonomous dynamical systems with time-dependent inputs. To circumvent the difficulty presented by the non-autonomous nature of the system, our method transforms the solution state…

Signal Processing · Electrical Eng. & Systems 2020-06-04 Tong Qin , Zhen Chen , John Jakeman , Dongbin Xiu

The paper suggests a method of recovering missing values for sequences, including sequences with a multidimensional index, based on optimal approximation by processes featuring spectrum degeneracy. The problem is considered in the pathwise…

Information Theory · Computer Science 2017-10-31 Nikolai Dokuchaev

The rapid development of signal processing on graphs provides a new perspective for processing large-scale data associated with irregular domains. In many practical applications, it is necessary to handle massive data sets through complex…

Information Theory · Computer Science 2023-07-19 Xiaohan Wang , Mengdi Wang , Yuantao Gu

The authors recently gave an $n^{O(\log\log n)}$ time membership query algorithm for properly learning decision trees under the uniform distribution (Blanc et al., 2021). The previous fastest algorithm for this problem ran in $n^{O(\log…

Data Structures and Algorithms · Computer Science 2022-06-30 Guy Blanc , Jane Lange , Mingda Qiao , Li-Yang Tan

We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how…

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known…

Information Theory · Computer Science 2015-06-11 Esa Ollila

Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems…

Machine Learning · Computer Science 2022-03-08 Holden Lee

In this paper, an exact algorithm in polynomial time is developed to solve unrestricted binary quadratic programs. The computational complexity is $O\left( n^{\frac{15}{2}}\right) $, although very conservative, it is sufficient to prove…

Data Structures and Algorithms · Computer Science 2021-02-02 Juan Ignacio Mulero-Martínez

Polynomial regression is a basic primitive in learning and statistics. In its most basic form the goal is to fit a degree $d$ polynomial to a response variable $y$ in terms of an $n$-dimensional input vector $x$. This is extremely…

Data Structures and Algorithms · Computer Science 2020-04-30 Sitan Chen , Raghu Meka

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar