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We present a powerful general framework for designing data-dependent optimization algorithms, building upon and unifying recent techniques in adaptive regularization, optimistic gradient predictions, and problem-dependent randomization. We…

Machine Learning · Statistics 2015-10-14 Mehryar Mohri , Scott Yang

Compression of integer sets and sequences has been extensively studied for settings where elements follow a uniform probability distribution. In addition, methods exist that exploit clustering of elements in order to achieve higher…

Information Theory · Computer Science 2014-02-11 N. Jesper Larsson

We identify and explore the intriguing property of resource resonance arising within resource theories of entanglement, coherence and thermodynamics. While the theories considered are reversible asymptotically, the same is generally not…

Quantum Physics · Physics 2019-03-27 Kamil Korzekwa , Christopher T. Chubb , Marco Tomamichel

This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…

Statistics Theory · Mathematics 2024-02-22 Ricardo Blum , Munir Hiabu , Enno Mammen , Joseph T. Meyer

We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…

Probability · Mathematics 2007-11-08 Margarete Knape , Ralph Neininger

Amidst rising appreciation for privacy and data usage rights, researchers have increasingly acknowledged the principle of data minimization, which holds that the accessibility, collection, and retention of subjects' data should be kept to…

Cryptography and Security · Computer Science 2021-10-22 Winston Chou

The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search…

Probability · Mathematics 2023-06-22 Rudolf Grübel

We consider distributed iterative algorithms for the averaging problem over time-varying topologies. Our focus is on the convergence time of such algorithms when complete (unquantized) information is available, and on the degradation of…

Optimization and Control · Mathematics 2009-01-14 Angelia Nedić , Alex Olshevsky , Asuman Ozdaglar , John Tsitsiklis

There has been great interest in fairness in machine learning, especially in relation to classification problems. In ranking-related problems, such as in online advertising, recommender systems, and HR automation, much work on fairness…

Machine Learning · Computer Science 2025-04-21 Andrii Kliachkin , Eleni Psaroudaki , Jakub Marecek , Dimitris Fotakis

Randomized rounding is a technique that was originally used to approximate hard offline discrete optimization problems from a mathematical programming relaxation. Since then it has also been used to approximately solve sequential stochastic…

Data Structures and Algorithms · Computer Science 2024-11-21 Will Ma

The last decade has seen a number of advances in computationally efficient algorithms for statistical methods subject to robustness constraints. An estimator may be robust in a number of different ways: to contamination of the dataset, to…

Machine Learning · Statistics 2025-09-08 Gautam Kamath

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

Optimization and Control · Mathematics 2023-11-01 D. Russell Luke

Many machine learning approaches are characterized by information constraints on how they interact with the training data. These include memory and sequential access constraints (e.g. fast first-order methods to solve stochastic…

Machine Learning · Computer Science 2014-10-29 Ohad Shamir

Random features are a powerful technique for rewriting positive-definite kernels as linear products. They bring linear tools to bear in important nonlinear domains like KNNs and attention. Unfortunately, practical implementations require…

Machine Learning · Computer Science 2024-10-25 Luke Sernau , Silvano Bonacina , Rif A. Saurous

A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-01 Bernadette Charron-Bost , Patrick Lambein-Monette

Fairness of machine learning algorithms has been of increasing interest. In order to suppress or eliminate discrimination in prediction, various notions as well as approaches have been proposed to impose fairness. Given a notion of…

Machine Learning · Computer Science 2022-02-25 Zeyu Tang , Kun Zhang

We introduce a notion of computable randomness for infinite sequences that generalises the classical version in two important ways. First, our definition of computable randomness is associated with imprecise probability models, in the sense…

Probability · Mathematics 2020-09-23 Floris Persiau , Jasper De Bock , Gert de Cooman

The study of the fundamental limits of information systems is a central theme in information theory. Both the traditional analytical approach and the recently proposed computational approach have significant limitations, where the former is…

Information Theory · Computer Science 2022-05-04 Wenjing Chen , Chao Tian

Time-varying stochastic optimization problems frequently arise in machine learning practice (e.g. gradual domain shift, object tracking, strategic classification). Although most problems are solved in discrete time, the underlying process…

Machine Learning · Computer Science 2023-02-24 Subha Maity , Debarghya Mukherjee , Moulinath Banerjee , Yuekai Sun

Despite widespread interest and practical use, the theoretical properties of random forests are still not well understood. In this paper we contribute to this understanding in two ways. We present a new theoretically tractable variant of…

Machine Learning · Statistics 2013-10-08 Misha Denil , David Matheson , Nando de Freitas