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In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…

Machine Learning · Computer Science 2021-02-22 Celestine Mendler-Dünner , Juan C. Perdomo , Tijana Zrnic , Moritz Hardt

In this paper we describe an algorithm for predicting the websites at risk in a long range hacking activity, while jointly inferring the provenance and evolution of vulnerabilities on websites over continuous time. Specifically, we use…

Applications · Statistics 2016-11-23 Ziqi Liu , Alexander J. Smola , Kyle Soska , Yu-Xiang Wang , Qinghua Zheng

We introduce a novel algorithm that leverages stochastic sampling techniques to compute the perturbative triples correction in the coupled-cluster (CC) framework. By combining elements of randomness and determinism, our algorithm achieves a…

Chemical Physics · Physics 2024-05-29 Yann Damour , Alejandro Gallo , Anthony Scemama

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…

Optimization and Control · Mathematics 2021-11-16 Alon Cohen , Amit Daniely , Yoel Drori , Tomer Koren , Mariano Schain

Primary key (PK) and foreign key (FK) constraints are widely used for query optimization. Knowledge about additional data dependencies, such as order dependencies, enables further substantial performance improvements. However, such…

Databases · Computer Science 2026-04-23 Daniel Lindner , Daniel Ritter , Felix Naumann

Tensor ring (TR) decomposition is a simple but effective tensor network for analyzing and interpreting latent patterns of tensors. In this work, we propose a doubly randomized optimization framework for computing TR decomposition. It can be…

Numerical Analysis · Mathematics 2023-03-30 Yajie Yu , Hanyu Li , Jingchun Zhou

A search engine maintains local copies of different web pages to provide quick search results. This local cache is kept up-to-date by a web crawler that frequently visits these different pages to track changes in them. Ideally, the local…

Information Retrieval · Computer Science 2021-11-08 Konstantin Avrachenkov , Kishor Patil , Gugan Thoppe

In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…

Machine Learning · Computer Science 2019-01-30 Bicheng Ying , Kun Yuan , Stefan Vlaski , Ali H. Sayed

Coded caching utilizes proper file subpacketization and coded delivery to make full use of the multicast opportunities in content delivery, to alleviate file transfer load in massive content delivery scenarios. Most existing work considers…

Information Theory · Computer Science 2021-10-01 Jialing Liao , Olav Tirkkonen

In information retrieval systems, search parameters are optimized to ensure high effectiveness based on a set of past searches and these optimized parameters are then used as the system configuration for all subsequent queries. A better…

Information Retrieval · Computer Science 2024-05-27 Josiane Mothe , Md Zia Ullah

Hierarchical optimization refers to problems with interdependent decision variables and objectives, such as minimax and bilevel formulations. While various algorithms have been proposed, existing methods and analyses lack adaptivity in…

Machine Learning · Computer Science 2025-10-27 Xiaochuan Gong , Jie Hao , Mingrui Liu

Low-level database operators often admit multiple physical implementations ("kernels") that are semantically equivalent but have vastly different performance characteristics depending on the input data distribution. Existing database…

Databases · Computer Science 2026-02-05 Zijie Zhao , Ryan Marcus

Modern data workflows are inherently adaptive, repeatedly querying the same dataset to refine and validate sequential decisions, but such adaptivity can lead to overfitting and invalid statistical inference. Adaptive Data Analysis (ADA)…

Machine Learning · Computer Science 2026-02-10 Joon Suk Huh

Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-28 Gilles Bareilles , Yassine Laguel , Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

Anticipating the low energy arrangements of atoms in space is an indispensable scientific task. Modern stochastic approaches to searching for these configurations depend on the optimisation of structures to nearby local minima in the energy…

Materials Science · Physics 2019-02-07 Chris J. Pickard

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2022-08-08 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

This paper presents a parallel adaptive clustering (PAC) algorithm to automatically classify data while simultaneously choosing a suitable number of classes. Clustering is an important tool for data analysis and understanding in a broad set…

Machine Learning · Computer Science 2021-04-07 Benjamin McLaughlin , Sung Ha Kang

Stochastic gradient descent is the method of choice for large-scale machine learning problems, by virtue of its light complexity per iteration. However, it lags behind its non-stochastic counterparts with respect to the convergence rate,…

Machine Learning · Statistics 2016-03-23 Vatsal Shah , Megasthenis Asteris , Anastasios Kyrillidis , Sujay Sanghavi

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong
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